Real-time onboard wind and windshear determination,part 1: Identification

Standard wind identification techniques employed in the analysis of aircraft accidents are post-facto techniques; they are processed after the event has taken place and are based on the complete time histories of the DFDR/ATCR data along the entire trajectory. By contrast, real-time wind identification techniques are processed while the event is taking place; they are based solely on the knowledge of the preceding time histories of the DFDR/ATCR data.In this paper, a real-time wind identification technique is developed. First, a 3D-kinematic approach is employed in connection with the DFDR/ATCR data covering the time interval preceding the present time instant. The aircraft position, inertial velocity, and accelerometer bias are determined by matching the flight trajectory computed from the DFDR data with the flight trajectory available from the ATCR data. This leads to a least-square problem, which is solved analytically every seconds, with / small.With the inertial velocity and accelerometer bias known, an extrapolation process takes place so as to predict the inertial velocity profile over the subsequent -subinterval. At the end of this subinterval, the extrapolated inertial velocity and the newly identified inertial velocity are statistically reconciled and smoothed. Then, the process of identification, extrapolation, reconciliation, and smoothing is repeated. Subsequently, the wind is computed as the difference between the inertial velocity and the airspeed, which is available from the DFDR data. With the wind identified, windshear detection can take place (Ref. 1).As an example, the real-time wind identification technique is applied to Flight Delta 191, which crashed at Dallas-Fort Worth International Airport on August 2, 1985. The numerical results show that the wind obtained via real-time identification is qualitatively and quantitatively close to the wind obtained via standard identification. This being the case, it is felt that real-time wind identification can be useful in windhsear detection and guidance, above all if the shear/downdraft factor signal is replaced by the wind difference signal (Ref. 1).This paper and its companion (Ref. 1) are based on Refs. 2–4.This research was supported by the Aviation Research and Education Foundation and by Texas Advanced Technology Program, Grant No. TATP-003604020.     

Statistical inference and modelling of momentum in stock prices

The following results are obtained, (i) It is possible to obtain a time series of market data {y(t)} in which the fluctuations in fundamental value have been compensated for. An objective test of the efficient market hypothesis (EMH), which would predict random correlations about a constant value, is thereby possible, (ii) A time series procedure can be used to determine the extent to which the differences in the data and the moving averages are significant. This provides a model of the form y(t)-y(t-l)=0.5{y(t- l)-y(t-2)}+ε(t)+0.8ε(r-1) where ε(t) is the error at time t, and the coefficients 0.5 and 0.8 are determined from the data. One concludes that today's price is not a random perturbation from yesterday's; rather, yesterday's rate of change is a significant predictor of today's rate of change. This confirms the concept of momentum that is crucial to market participants. (iii) The model provides out-of-sample predictions that can be tested statistically. (iv) The model and coefficients obtained in this way can be used to make predictions on laboratory experiments to establish an objective and quantitative link between the experiments and the market data. These methods circumvent the central difficulty in testing market data, namely, that changes in fundamentals obscure intrinsic trends and autocorrelations. This procedure is implemented by considering the ratio of two similar funds (Germany and Future Germany) with the same manager and performing a set of statistical tests that have excluded fluctuations in fundamental factors. For the entire data of the first 1149 days beginning with the introduction of the latter fund, a standard runs test indicates that the data is 29 standard deviations away from that which would be expected under a hypothesis of random fluctuations about the fundamental value. This and other tests provide strong evidence against the efficient market hypothesis and in favour of autocorrelations in the data. An ARIMA time series finds strong evidence (9.6 and 21.6 standard deviations in the two coefficients) that the data is described by a model that involves the first difference, indicating that momentum is the significant factor. The first quarter's data is used to make out-of-sample predictions for the second quarter with results that are significant to 3 standard deviations. Finally, the ARIMA model and coefficients are used to make predictions on laboratory experiments of Porter and Smith in which the intrinsic value is clear. The model's forecasts are decidedly more accurate than that of the null hypothesis of random fluctuations about the fundamental value.     

Die Füllstandsmeßeinrichtung 24016

Seit nahezu 10 Jahren warden vom VEB Robotron Meβelektronik “Otto Schön” Dresden kontinuierliche Füllstandsmeβeinrichtungen hergestellt. Sie arbeiten nach dem Prinzip der Strahlenstreuung im Füllgut. Quelle und Strahlungsdetektor befinden sich — durch einen Absorber getrennt — in einer gemeinsamen Sonde. Die Sonde wird durch einen Motorantrieb dem jeweiligen Füllstand nachgeführt. Diese Messung wird bei Behälterhöhen bis maximal 40 m eingesetzt. In den Behälter ist der Einbau eines Schutzrohres für die Sonde erforderlich. Da strahlungsquelle und Detektor in einer gemeinsamen Sonde untergebracht sind, wird keine groβe Quellenaktivität benötigt. Die beschriebene neue Entwicklung ersetzt ab 2. Halbjahr 1982 den mit einigen Nachteilen behafteten Vorläufer dieser Füllstandsmeβanlage. Durch die vorgenommenen Verbesserungen warden der Inbetriebnahme- und der Wartungsaufwand verringert und die Zuverlässigkeit erhöbt.     

10 Jahre Ständige Kommission des RGW für die friedliche Anwendung der Atomenergie

0. Einleitwng

1. Reaktorwissenschaft und -technik und Kernenergetik

2. Kerntechnischer Gerätebau

3. Produktion von Isotopenerzeugnissen

4. Strahlenschulz und Schutztechnik

5. Isotopenanwendung

6. Strahlentechnik

7. Zur weiteren Tätigkeit der Ständigen Kommission Atomenergie des RGW     

A non-Gaussian Ornstein–Uhlenbeck model for pricing wind power futures

The recent introduction of wind power futures written on the German wind power production index has brought with it new interesting challenges in terms of modelling and pricing. Some particularities of this product are the strong seasonal component embedded in the underlying, the fact that the wind index is bounded from both above and below and also that the futures are settled against a synthetically generated spot index. Here, we consider the non-Gaussian Ornstein–Uhlenbeck type processes proposed by Barndorff-Nielsen and Shephard in the context of modelling the wind power production index. We discuss the properties of the model and estimation of the model parameters. Further, the model allows for an analytical formula for pricing wind power futures. We provide an empirical study, where the model is calibrated to 37 years of German wind power production index that is synthetically generated assuming a constant level of installed capacity. Also, based on 1 year of observed prices for wind power futures with different delivery periods, we study the market price of risk. Generally, we find a negative risk premium whose magnitude decreases as the length of the delivery period increases. To further demonstrate the benefits of our proposed model, we address the pricing of European options written on wind power futures, which can be achieved through Fourier techniques.     

Applications of single-drop microextraction in analytical chemistry: A review

Single-drop microextraction (SDME) has been recognized as one of the simple miniaturized sample preparation tools for the isolation and preconcentration of several analytes from a complex sample matrix. In this review, we explored the applications of SDME coupled with various analytical techniques (spectroscopy, chromatography, and mass spectrometry) for the analysis of organic molecules, inorganic ions, and biomolecules from various sample matrices including food, environmental, clinical, pharmaceutical, and industrial samples. Also, it summarizes the use of nanoparticles in SDME combined with various analytical tools for the rapid analysis of several trace-level target analytes. An overview of ionic liquids, deep eutectic solvents, and SUPRAS, which improved the selectivity and sensitivity of various analytical techniques toward several analytes, as promising extracting solvent systems in SDME is also included. Finally, discussed the impressive analytical features and future perspectives of SDME in this review article.     

Time domain measurement of dispersion in optical fibres

A time domain dispersion measurement apparatus was successfully built and tested at the Indian Institute of Technology, Madras. This instrument can measure directly the pulse broadening in a multimode optical fibre. The basic dispersion mechanisms in optical fibres and the design details of the system are discussed.     

迈克尔逊风场干涉仪基准光程差及步长误差容限分析

迈克尔逊干涉仪风场探测是在一定的基准光程差的基础上,通过动镜步进或四分区镀膜的方法,获得一个波长范围内步进间隔为λ/4的四步干涉强度.在此过程中存在的基准光程差误差及步长误差将对结果产生影响.对在一定的结果不确定度允许范围内的误差变量的容限值进行了讨论.在可以预知的误差存在情况下的精确结果的得出给出了计算方法.     

Rationelle Kalibrierung von Neutronensonden bei der radiometrischen Wassergehaltsbestimmung Anwendung unter Meßnetz- und Feldversuchshedingungen

Determinations of soil moisture witli the aid of neutron moisture meters require calibrations under real conditions. Some efficient methods for calibrating such moisture gauges are described and working examples are presented.     

Breakpoint detection of heating wire in wind blade moulds using infrared thermography

In order to manufacture the fibre glass wind blades, one kind of mould embedded with heating wire is used not only for making numerous ‘copies’ of the original sample, and also heating the mould to a certain temperature for curing. The heating wire is embedded in fibre glass as a sandwich structure, and it may break after a long time usage at high temperatures. In this study, a high voltage discharging (HVD) circuit is used to trigger HVD at the breakpoint, which generates heat and therefore causes temperature increase at the corresponding front surface, one infrared camera is used to monitor the temperature evolution. It successfully and quickly detects breakpoints in spar moulds.