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131.
132.
Ryuichi Ashino Carlos A. Berenstein Akira Morimoto Mitsuo Morimoto Domenico Napoletani 《Applicable analysis》2013,92(5):577-609
The blind source separation problem is discussed in this article. Focusing on the assumption of independency of the sources in the time-frequency domain, we present a mathematical formulation for the estimation problem of the number of sources. The proposed method uses the quotient of complex valued time-frequency information of only two observed signals to detect the number of sources. No fewer number of observed signals than the detected number of sources is needed to separate sources. The assumption on sources is quite general independence in the time-frequency plane, which is different from that of independent component analysis. We propose algorithms with feedback and give numerical simulations to show the method works well even for noisy case. 相似文献
133.
Carlos J. G. Machado J. D. Pérez I. Jeong Y. J. Suh 《Annali di Matematica Pura ed Applicata》2014,193(2):591-608
In this paper, we give non-existence theorems for Hopf hypersurfaces in complex two-plane Grassmannians $G_2(\mathbb{C }^{m+2})$ with $\mathfrak D $ -parallel normal Jacobi operator ${\bar{R}}_N$ and $\mathfrak D $ -parallel structure Jacobi operator $R_{\xi }$ if the distribution $\mathfrak D $ or $\mathfrak D ^{\bot }$ component of the Reeb vector field is invariant by the shape operator, respectively. 相似文献
134.
Surface‐enhanced Raman scattering and density functional theory studies of bis(4‐aminophenyl)sulfone
Guillermo Diaz‐Fleming Freddy Clis Carlos Fredes Marcelo Campos‐Vallette Alvaro E. Aliaga Rainer Koch 《Journal of Raman spectroscopy : JRS》2010,41(2):160-166
Raman and surface‐enhanced Raman scattering (SERS) spectra of dapsone by using colloidal silver nanoparticles have been recorded. Density functional theory was used for the optimization of ground state geometries and simulation of the vibrational spectrum of this molecule. The SERS spectrum with a large silver cluster as a model metallic surface was simulated for the first time. Taking into account the experimental and calculated Raman as well as the SERS normal modes and the corresponding assignments, along with the modeling of the free dapsone and the one in the presence of the colloidal silver nanoparticles, the importance of the sulfone group on the SERS effect in dapsone was inferred. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
135.
Abstract We present a closed pricing formula for European options under the Black–Scholes model as well as formulas for its partial derivatives. The formulas are developed making use of Taylor series expansions and a proposition that relates expectations of partial derivatives with partial derivatives themselves. The closed formulas are attained assuming the dividends are paid in any state of the world. The results are readily extensible to time-dependent volatility models. For completeness, we reproduce the numerical results in Vellekoop and Nieuwenhuis, covering calls and puts, together with results on their partial derivatives. The closed formulas presented here allow a fast calculation of prices or implied volatilities when compared with other valuation procedures that rely on numerical methods. 相似文献
136.
Eliane Gonçalves Gomes João Carlos Correia Baptista Soares de Mello Geraldo da Silva e Souza Lidia Angulo Meza João Alfredo de Carvalho Mangabeira 《Annals of Operations Research》2009,169(1):167-181
The aim of this paper is to use DEA models to evaluate sustainability in agriculture. Several variables are taken into account
and the resulting efficiency is measured by comparison. The performance of family farms is analysed here (variables: farmed
area, work force, and production). As agricultural sustainability depends on the maintenance of systems of production for
long periods of time, the models were run for the years of 1986 and 2002. Tiered DEA models were used to group farmers in
sustainability categories. Non-parametric regression models were used to identify the factors affecting the efficiency measurements.
All the results indicate that the majority of the farmers increased their efficiency along the time. These improvements may
support the existence of sustainability. 相似文献
137.
Carlos Castro 《International Journal of Theoretical Physics》2012,51(10):3318-3329
A unification model of 4D gravity and SU(3)×SU(2)×U(1) Yang-Mills theory is presented. It is obtained from a Kaluza-Klein compactification of 8D quaternionic gravity on an internal CP 2=SU(3)/U(2) symmetric space. We proceed to explore the nonlinear connection formalism used in Finsler geometry to show how ordinary gravity in D=4+2 dimensions has enough degrees of freedom to encode a 4D gravitational and SU(5) Yang-Mills theory. This occurs when the internal two-dim space is a sphere S 2. This is an appealing result because SU(5) is one of the candidate GUT groups. We conclude by discussing how the nonlinear connection formalism of Finsler geometry provides an infinite hierarchical extension of the Standard Model within a six dimensional gravitational theory due to the embedding of SU(3)×SU(2)×U(1)⊂SU(5)⊂SU(∞). 相似文献
138.
We propose a realistic circuit QED experiment to test the extraction of past-future vacuum entanglement to a pair of superconducting qubits. The qubit P interacts with the quantum field along an open transmission line for an interval T_{on} and then, after a time-lapse T_{off}, the qubit F starts interacting for a time T_{on} in a symmetric fashion. After that, past-future quantum correlations will have transferred to the qubits, even if the qubits do not coexist at the same time. We show that this experiment can be realized with current technology and discuss its utility as a possible implementation of a quantum memory. 相似文献
139.
Maximum likelihood estimation for stochastic volatility in mean models with heavy‐tailed distributions 下载免费PDF全文
Carlos A. Abanto‐Valle Roland Langrock Ming‐Hui Chen Michel V. Cardoso 《商业与工业应用随机模型》2017,33(4):394-408
In this article, we introduce a likelihood‐based estimation method for the stochastic volatility in mean (SVM) model with scale mixtures of normal (SMN) distributions. Our estimation method is based on the fact that the powerful hidden Markov model (HMM) machinery can be applied in order to evaluate an arbitrarily accurate approximation of the likelihood of an SVM model with SMN distributions. Likelihood‐based estimation of the parameters of stochastic volatility models, in general, and SVM models with SMN distributions, in particular, is usually regarded as challenging as the likelihood is a high‐dimensional multiple integral. However, the HMM approximation, which is very easy to implement, makes numerical maximum of the likelihood feasible and leads to simple formulae for forecast distributions, for computing appropriately defined residuals, and for decoding, that is, estimating the volatility of the process. Copyright © 2017 John Wiley & Sons, Ltd. 相似文献
140.
Sylvio Barbon Jr. Rodrigo Capobianco Guido Lucimar Sasso Vieira Everthon Silva Fonseca Fabrício Lopes Sanchez Paulo Rogério Scalassara Carlos Dias Maciel José Carlos Pereira Shi-Huang Chen 《Journal of Computational and Applied Mathematics》2009
Dynamic Time Warping (DTW), a pattern matching technique traditionally used for restricted vocabulary speech recognition, is based on a temporal alignment of the input signal with the template models. The principal drawback of DTW is its high computational cost as the lengths of the signals increase. This paper shows extended results over our previously published conference paper, which introduces an optimized version of the DTW that is based on the Discrete Wavelet Transform (DWT). 相似文献