Study of the formant and duration in Chinese whispered vowel speech

Study on the acoustical characteristic is important to speech and speaker recognition in Chinese whispered speech. In this paper, the characteristics of whispered speech are introduced and the acoustical characteristics in Chinese whispered speech are discussed. There is no fundamental frequency in the whispered speech, so other characteristics such as the duration and frequency of formant are extracted and analyzed. From experiments with six simple Chinese whispered vowels, it is proved that the duration and the frequency of formant can be used as the main acoustical characteristics in the Chinese whispered recognition.     

硅光电二极管激光损伤阈值随激光脉宽的变化

 对飞秒激光辐照下硅光电二极管损伤阈值进行了实验测量，对从1s到60fs不同脉宽激光辐照下硅光电二极管损伤阈值进行了讨论。实验数据表明，在1s到10ns脉宽范围内损伤所需能量密度近似而非严格地与脉宽的平方根成正比。信号分析表明硅光电二极管的损伤主要由热效应造成，而60fs激光辐照下的损伤阈值为0.1J/cm2，明显偏离普通温度分布预言的趋势。     

On the efficient utilisation of duration

In this article we present a new approach to estimate the change of the present value of a given cashflow pattern caused by an interest rate shift. Our approximation is based on analysing the evolution of the present value function through a linear differential equation. The outcome is far more accurate than the standard approach achieved by a Taylor expansion. Furthermore, we derive an approximation formula of second order that produces nearly accurate results. In particular, we prove that our method is superior to any known alternative approximation formula based on duration. In order to demonstrate the power of this improved approximation we apply it to coupon bonds, level annuities, and level perpetuities. We finally generalise the approach to a non-flat term structure. As for applications in insurance, we estimate the change of the discounted value of future liabilities due to a proportional shift in the set of capital accumulation factors. These findings are of particular importance to capital adequacy calculations with respect to interest rate stress scenarios that are part of regulatory solvency requirements.     

Life insurance policy termination and survivorship

There has been some work, e.g. Carriere (1998), Valdez (2000b), and Valdez (2001), leading to the development of statistical models in understanding the mortality pattern of terminated policies. However, there is a scant literature on the empirical evidence of the true nature of the relationship between survivorship and persistency in life insurance. When a life insurance contract terminates due to voluntary non-payment of premiums, there is a possible hidden cost resulting from mortality antiselection. This refers to the tendency of policyholders who are generally healthy to select against the insurance company by voluntarily terminating their policies. In this article, we explore the empirical results of the survival pattern of terminated policies, using a follow-up study of the mortality of those policies that terminated from a portfolio of life insurance contracts. The data has been obtained from a major insurer which traced the mortality of their policies withdrawn, for purposes of understanding the mortality antiselection, by obtaining their dates of death from the Social Security Administration office. Using a representative sample of this follow-up data, we modeled the time until a policy lapses and its subsequent mortality pattern. We find some evidence of mortality selection and we consequentially examined the financial cost of policy termination.     

The effect of duration of diffusion on Ag diffusion coefficients in YBa2Cu3O7

The Ag diffusion in superconducting YBa₂Cu₃O₇ (YBaCuO) ceramic has been studied over the duration of the diffusion range 5-24 h in the temperature range 700-850 °C by the energy-dispersive X-ray fluorescence (EDXRF) technique. For the excitation of silver atoms, an annular Am-241 radioisotope source (50 mCi) emitting 59.543 keV photons was used. The temperature dependences of silver diffusion coefficients in grains (D₁) and over the grain boundaries in the range 700-850 °C (D₂) are described by the relations D₁=1.4×10⁻² exp[−(1.18±0.10)/kT] and D₂=3.1×10⁻⁴ exp[−(0.87±0.10)/kT].     

Full backward non-homogeneous semi-Markov processes for disability insurance models: A Catalunya real data application

In this paper a stochastic model for disability insurance contracts is presented. The model is based on a discrete time non-homogeneous semi-Markov process to which the backward recurrence time process is joined. This permits us to study in a more complete way the disability evolution and to face the duration problem in a more effective way. The model is applied to a sample of contracts drawn at random from a mutual insurance company.     

Detection of structurally similar adulterants in botanical dietary supplements by thin-layer chromatography and surface enhanced Raman spectroscopy combined with two-dimensional correlation spectroscopy

Thin-layer chromatography (TLC) coupled with surface enhanced Raman spectroscopy (SERS) has been widely used for the study of various complex systems, especially for the detection of adulterants in botanical dietary supplements (BDS). However, this method is not sufficient to distinguish structurally similar adulterants in BDS since the analogs have highly similar chromatographic and/or spectroscopic behaviors. Taking into account the fact that higher cost and more time will be required for comprehensive chromatographic separation, more efforts with respect to spectroscopy are now focused on analyzing the overlapped SERS peaks. In this paper, the combination of a TLC–SERS method with two-dimensional correlation spectroscopy (2DCOS), with duration of exposure to laser as the perturbation, is applied to solve this problem.     

马氏调制费率复合Poisson-Geometric风险模型的预警区问题

考虑了一类具有马氏调制费率的复合Poisson-Geometric过程风险模型,充分利用盈余过程的强马氏性,得到第一个预警区的一个条件矩母函数所满足的微积分方程,并进一步在两状态情形下,当理赔额的分布为指数分布时得到了第一个预警区的一个条件矩母函数的具体表达式以解释结果.需要特别指出的是,所研究模型的盈余过程不具有平稳增量性,只能充分运用盈余过程的强马氏性,研究了一类具有马氏调制费率的复合Poisson-Geometric过程风险模型的预警区问题,丰富了保险公司对预警区问题的研究,对保险公司考虑财务预警系统以及保险监管部门设计某些监管指标系统具有一定的参考指导价值.     

Elasticity approach to portfolio optimization

We study investment problems in a continuous-time setting and conclude that the proper control variables are elasticities to the traded assets or, in the case of stochastic interest rates, (factor) durations. This formulation of a portfolio problem allows us to solve the problems in a kind of two-step procedure: First, by calculating the optimal elasticities and durations we determine the optimal wealth process and then we compute a portfolio process which tracks these elasticities and durations. Our findings are not only interesting in itself, but the approach also proves useful in many varied applications including portfolios with (path-dependent) options. An important application can be the solution of portfolio problems with defaultable bonds modelled by a firm value approach.     

星光掩星探测技术的轨道模拟结果分析

星光掩星技术是利用恒星光谱进行地球及其他行星大气痕量成分密度、温度、气溶胶等测量的有效手段。该探测原理主要是根据不同的大气成分在恒星光谱的不同位置上表现出不同的吸收特征,具体表现在:紫外波段可进行臭氧、氧气、氢气等的测量,可见光谱段可探测二氧化氮、三氧化氮、氧气等,红外可探测水蒸气、气溶胶、甲烷、二氧化碳、氧气等。星光掩星的实现过程为:当LEO卫星和恒星分别位于地球的两侧时,恒星发射的光经过地球大气的吸收、散射等作用,被另一侧的LEO所接收,即构成掩星观测。根据光谱流量得到恒星的视星等范围,给出恒星在天球坐标系中的分布和不同的光谱型,以及利用各光谱型可探测的大气成分,再利用恒星和LEO卫星在地固坐标系中的相对位置,进行恒星-LEO星光掩星轨道观测模拟,基本流程为:首先读取LEO卫星的轨道位置以及目标恒星的位置,设置24 h的模拟时间,其次判断是否处于掩星状态,当掩星开始时,计算并输出掩星发生的经纬度、速度等,直至模拟时间结束。其中涉及恒星从天球坐标系转换到地固系的过程, LEO卫星轨道、掩星切点经纬度等的计算。根据模拟流程,计算并分析掩星事件的日观测量、全球分布、持续时间以及漂移速度等,得到以下结果:(1)目标恒星在全天区都有一定数量的分布且具有不同的光谱型,可进行臭氧、二氧化氮等成分的探测;(2)在对星光掩星进行24 h的轨道模拟过程中,日观测量为5 563次,其中包括2 737次上升掩星, 2 826次下降掩星;(3)从全球分布来看,掩星事件主要分布在低纬度,两极最少,其他纬度数量相当,且经度方向分布均匀;(4)根据方位角的分布,正常掩星占比为78.25%,持续时间平均为1.5 min,切点水平漂移在18~600 km;(5)21.75%的侧面掩星事件,其较正常掩星来说,持续时间长,切点的水平漂移速度大,方位角变化也大。该结果为卫星轨道设计和探测载荷设计提供理论指导。