搜索结果: 1-15 共查到“理学 high-frequency”相关记录39条 . 查询时间(0.148 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimation of Common Factors for Microstructure Noise and Effcient Price in a High-frequency Dual Factor Model
高频双因子模型 微结构 噪声公因数 效率价格 估计
2023/4/17
We develop the Double Principal Component Analysis (DPCA) based on a dual factor structure for high-frequency intraday returns contaminated by microstructure noise. The dual factor structure allows a ...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
噪声 异步高频 数据估算 因子 现货波动率 矩阵
2023/5/4
With noisy and asynchronous high-frequency data collected for an ultra-large number of assets, we estimate high-dimensional spot volatility matrices satisfying a low-rank plus sparse structure. A loca...
Unravelling winter diatom blooms in temperate lakes using high frequency data and ecological modeling
temperate lakes winter diatom blooms winter phytoplankton ecological mode
2021/7/27
In temperate lakes, it is generally assumed that light rather than temperature constrains phytoplankton growth in winter. Rapid winter warming and increasing observations of winter blooms warrant more...
Worst cases for an one-hop high frequency link
ionosphere radio propagation worst cases ray-tracing
2015/9/25
The characterisation of a HF channel by means of monthly electron density profiles can be complemented with a detailed study of radio propagation «worst cases» on situations with extremes co...
The concept of using high-frequency (HF) radio pulses to remotely probe the ocean surface has been around for decades. In this paper and the companion paper by Teague et al. (1997) we strive to introd...
High-Frequency Radar Remote Sensing:The New Revolution in Coastal Oceanography
High-Frequency Radar Remote Sensing New Revolution Coastal Oceanography
2015/8/10
The littoral ocean with its complicated coastline and complex bathymetry poses great challenges to oceanographers, coastal managers, and naval forces that have an ever increasing need to understand an...
A FAST DIRECTIONAL ALGORITHM FOR HIGH FREQUENCY ACOUSTIC SCATTERING IN TWO DIMENSIONS
N-body problems Helmholtz equation oscillatory kernels fast multipole methods multidirectional computation multiscale methods
2015/7/14
This paper is concerned with fast solution of high frequency acoustic scattering problems in two dimensions. We introduce a directional multiscale algorithm for the N-body problem of the two dimension...
FAST METHOD FOR HIGH-FREQUENCY ACOUSTIC SCATTERING FROM RANDOM SCATTERERS
acoustic scattering random domains uncertainty quantification boundary integral equations fast algorithms quasi–Monte Carlo methods
2015/7/14
This paper is concerned with the uncertainty quantification of high-frequency acoustic scattering from objects with random shape in two-dimensional space. Several new methods are introduced to efficie...
A fast directional algorithm for high-frequency electromagnetic scattering
Electromagnetic scattering Boundary integral equations Fast algorithms Fast multipole methods Sparse Fourier transforms
2015/7/14
This paper is concerned with the fast solution of high-frequency electromagnetic scattering problems using the boundary integral formulation. We extend the O(NlogN) directional multilevel algorithm pr...
FAST DIRECTIONAL COMPUTATION OF HIGH FREQUENCY BOUNDARY INTEGRALS VIA LOCAL FFTs
boundary integral method scattering high frequency waves directional algorithm low-rank approximation Chebyshev interpolation fast Fourier transforms
2015/7/14
The boundary integral method is an efficient approach for solving time-harmonic acoustic obstacle scattering problems. The main computational task is the evaluation of an oscillatory boundary integral...
DIRECTIONAL PRECONDITIONER FOR HIGH FREQUENCY OBSTACLE SCATTERING
Boundary integral method scattering high-frequency waves preconditioner low-rank approximation sparse linear algebra
2015/7/14
The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterativ...
Seismic visibility of a deep subduction channel – insights from numerical simulation of high-frequency seismic waves emitted from intermediate depth earthquakes
Seismic visibility deep subduction channel numerical simulation high-frequency seismic waves emitted intermediate depth earthquakes
2015/1/6
Return flow in a deep subduction channel (DSC) has been proposed to explain rapid exhumation of high pressure–low temperature metamorphic rocks, entirely based on the fossil rock record. Supported by ...
Modeling high-frequency financial data by pure jump processes
Diffusion pure jump process semi-martingales high-frequency data hypothesis testing
2012/6/21
It is generally accepted that the asset price processes contain jumps. In fact, pure jump models have been widely used to model asset prices and/or stochastic volatilities. The question is: is there a...
High-frequency sampling and kernel estimation for continuous-time moving average processes
CARMA process continuous-time moving average process discretely sampled process FICARMA process gamma kernel
2011/9/19
Abstract: Interest in continuous-time processes has increased rapidly in recent years, largely because of the high-frequency data available in many areas of application, particularly in finance and tu...
Optical Properties of High-Frequency Radio Sources from the Australia Telescope 20 GHz (AT20G) Survey
catalogues – radio continuum:galaxies – galaxies:active – galax-ies:evolution
2011/10/8
Our current understanding of radio-loud AGN comes predominantly from studies at frequencies of 5 GHz and below. With the recent completion of the Australia Telescope 20 GHz (AT20G) survey, we can now ...