Measuring the self-similarity exponent in Lévy stable processes of financial time series

Geometric method-based procedures, which will be called GM algorithms herein, were introduced in [M.A. Sánchez Granero, J.E. Trinidad Segovia, J. García Pérez, Some comments on Hurst exponent and the long memory processes on capital markets, Phys. A 387 (2008) 5543-5551], to efficiently calculate the self-similarity exponent of a time series. In that paper, the authors showed empirically that these algorithms, based on a geometrical approach, are more accurate than the classical algorithms, especially with short length time series. The authors checked that GM algorithms are good when working with (fractional) Brownian motions. Moreover, in [J.E. Trinidad Segovia, M. Fernández-Martínez, M.A. Sánchez-Granero, A note on geometric method-based procedures to calculate the Hurst exponent, Phys. A 391 (2012) 2209-2214], a mathematical background for the validity of such procedures to estimate the self-similarity index of any random process with stationary and self-affine increments was provided. In particular, they proved theoretically that GM algorithms are also valid to explore long-memory in (fractional) Lévy stable motions.     

Intravoxel incoherent motion imaging of the kidney: alterations in diffusion and perfusion in patients with renal dysfunction

Purpose

To investigate the relationship between estimated glomerular filtration rate (eGFR) and parameters calculated using intravoxel incoherent motion (IVIM) imaging of the kidneys.

Materials and Methods

We studied 365 patients, divided into 4 groups based on eGFR levels (mL/min/1.73 m²): group 1, eGFR ≥ 80(n = 80); group 2, eGFR 60–80 (n = 156); group 3, eGFR 30–60 (n = 114); and group 4 ,eGFR < 30 (n = 15). IVIM imaging was used to acquire diffusion-weighted images at 12 b values. The diffusion coefficient of pure molecular diffusion (D), the diffusion coefficient of microcirculation or perfusion (D*), and perfusion fraction (f) were compared among the groups using group 1 as control.

Results

In the renal cortex, D* values were significantly lower in groups 2, 3, and 4 than in group 1. The D value of renal cortex was significantly low in only group 3. In the renal medulla, the D* and D values were significantly lower only in groups 2 and 3, respectively.

Conclusion

As renal dysfunction progresses, renal perfusion might be reduced earlier and affected more than molecular diffusion in the renal cortex. These changes are effectively detected by IVIM MR imaging.     

Paradoxical vocal fold motion: Presentation and treatment options

Paradoxical vocal fold motion is a rare disorder in which adduction of the folds occurs on inspiration. The disorder presents with signs of airway obstruction and often airway distress, so proper diagnosis by the otorhinolaryngologist is critical to subsequent management. We present a retrospective review of 10 patients with the diagnosis of paradoxical vocal fold motion seen over a 6-year period. Eight patients were females, and 6 required an acute airway intervention at presentation; 3 patients eventually underwent tracheotomy for respiratory decompensation. Six patients had a prior diagnosis of asthma, and this was determined to contribute to their respiratory status. Five patients were treated with botulinum toxin and 2 with flexible nasolaryngoscopic biofeedback, which improved the outcome. A review of the literature confirms a female predominance of patients presenting with paradoxical adduction and airway distress, often with a history of asthma and psychopathology. Our experience with botulinum toxin and biofeedback suggests that these procedures are viable treatment options in the management of patients with this disorder.     

Direct spectroscopic evidence for competition between thermal molecular agitation and magnetic field in a tetrameric protein in aqueous solution

Samples of a typical tetrameric protein, the hemoglobin, at the concentration of 150 mg/ml in bidistilled water solution, were exposed to a uniform magnetic field at 200 mT at different temperatures of ${15}^{°}\text{C}$, ${40}^{°}\text{C}$ and ${65}^{°}\text{C}$. Fourier Transform Infrared Spectroscopy was used to analyze the response of the secondary structure of the protein to both stress agents, heating and static magnetic field. The most relevant result which was observed was the significant increasing in intensity of the Amide I band after exposure to the uniform magnetic field at the room temperature of ${15}^{°}\text{C}$. This result can be explained assuming that protein's α-helices aligned along the direction of the applied magnetic field due to their large dipole moment, inducing the alignment of the entire protein. Increasing of temperature up to ${40}^{°}\text{C}$ and ${65}^{°}\text{C}$ induced a significant reduction of the increasing in intensity of the Amide I band. This effect may be easily explained assuming that Brownian motion of the protein in water solution caused by thermal molecular agitation increased with increasing of temperature, contrasting the effect of the torque of the magnetic field applied to the protein in water solution.     

Normal tracing deflectometry using a secondary light source

Scanning deflectometric profilers based on an f–gθ system are typical optical tools used to measure mirror profiles at many synchrotron facilities. Unlike these profilers, which are based on a pencil beam, here a secondary light source and a pinhole are used to construct a system that automatically selects a beam that will always pass through the pinhole and propagate along the normal direction of the measured area on the surface under test. By measuring the angle variation of the selected beam, slope variations of the surface under test can be measured. Systematic errors introduced by manufacturing defects or aberrations of an optical element, which greatly degrade the performance of traditional profilers, could be minimized by using the developed method. Simulation values of the proposed method and a conventional method are compared.     

自适应H.264可变块编码模式选择算法

为了减少H.264/AVC帧间编码模式选择的计算复杂度,利用编码模式之间的相关性以及视频序列时空域的相关性,提出了有选择性的小块搜索技术和有选择性的帧内编码模式搜索技术。模拟结果表明,该算法在保持率失真性能的前提下可以大幅度减少模式选择的计算复杂度,有利于H.264的实时应用。     

基于PSO 实现的级联H 桥七电平APF 在外超导电源中的研究

针对强磁场实验装置(SHMFF)的链式高压有源电力滤波方案规划,基于有源滤波系统的非线性特性, 采用分数阶值。PI 控制器替代普通PI 控制器,在此基础上引入粒子群算法优化指令电流PI 控制器参数,并通过 实验对比分析了人工整定的PI 控制器与PSO 整定的PI 控制器的运行效果。经样机实验表明,采用的PSO 算法 整定的电流内环控制器是正确的,且具有一定的参考价值。     

An experimental method for eliminating effect of rigid out-of-plane motion on 2D-DIC

The out-of-plane motion is one of the most important factors that affect the precision of two-dimensional digital image correlation (2D-DIC). In this paper, a novel solution is presented to improve conventional 2D-DIC by eliminating the effect of out-of-plane motion, including translation and rotation. Firstly, an experimental technique using two projected laser strips is proposed to measure the out-of-plane motion of a planar specimen. A theoretical model is then established to predict the pseudostrains caused by out-of-plane motion based on the pin-hole imaging model. Using the measured out-of-plane displacement, the captured deformed images used in 2D-DIC are amended to eliminate the effect of out-of-plane motion by the theoretical model. Finally, two experiments were conducted to validate the effectiveness of the proposed method. Results indicate that application of the proposed method can effectively eliminate the errors caused by out-of-plane motion.     

对称性对四体系统结构和内部运动的影响

文中用谐振子乘积基展开法求解了四体系统的Schrdinger方程.通过分析波函数及形状密度函数在多维坐标空间的分布,比较了四体全对称0⁺态,四体金对称0^－态和四体全反对称0⁺态,四体全反对称0^－态的结构和内部运动的差异;讨论了对称性的影响.