Cross-correlation Measurements Research Articles

MULTIFRACTAL CROSS-CORRELATIONS RISK AMONG WTI AND FINANCIAL ASSETS

Independent of science branch, scientists have a consensus that peoples lives are highly susceptible to risk, and effectively quantifying risk is a big challenge. This paper assesses the Multifractal Cross-Correlation Measure (MRCC) among West Texas Intermediate (WTI), seven fiat currencies and three foreign exchange rates. Therefore, we use the Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) to examine the volatility dynamics considering the pairs of these financial records. We discover that all these volatility time series pairs [Formula: see text] are characterized by overall persistent behavior based on the values of [Formula: see text]. The MRCC values exhibit that the pairs WTI versus MXN [Formula: see text], WTI versus JPY [Formula: see text] and WTI versus NOK [Formula: see text] are more complex and persistent than the other pairs. Otherwise, the pairs WTI versus AUD [Formula: see text], WTI versus CAD [Formula: see text] and WTI versus EMK [Formula: see text] are less complex and persistent. Thus, our empirical findings shed light on the problem of quantification risk based on a multifractal perspective.

Measurements of cosmic expansion and growth rate of structure from voids in the Sloan Digital Sky Survey between redshift 0.07 and 1.0

ABSTRACT We present measurements of the anisotropic cross-correlation of galaxies and cosmic voids in data from the Sloan Digital Sky Survey (SDSS) Main Galaxy Sample, Baryon Oscillation Spectroscopic Survey (BOSS), and extended BOSS luminous red galaxy catalogues from SDSS Data Releases 7, 12, and 16, covering the redshift range 0.07 < z < 1.0. As in our previous work analysing voids in subsets of these data, we use a reconstruction method applied to the galaxy data before void finding in order to remove selection biases when constructing the void samples. We report results of a joint fit to the multipole moments of the measured cross-correlation for the growth rate of structure, fσ8(z), and the ratio DM(z)/DH(z) of the comoving angular diameter distance to the Hubble distance, in six redshift bins. For DM/DH, we are able to achieve a significantly higher precision than that obtained from analyses of the baryon acoustic oscillations and galaxy clustering in the same data sets. Our growth rate measurements are of lower precision but still comparable with galaxy clustering results. For both quantities, the results agree well with the expectations for a Λ cold dark matter model. Assuming a flat Universe, our results correspond to a measurement of the matter density parameter $\Omega _\mathrm{m}=0.337^{+0.026}_{-0.029}$. For more general models, the degeneracy directions obtained are consistent with and complementary to those from other cosmological probes. These results consolidate void–galaxy cross-correlation measurements as a pillar of modern observational cosmology.

Intensity mapping from the sky: synergizing the joint potential of [O iii] and [C ii] surveys at reionization

ABSTRACT We forecast the ability of future-generation experiments to detect the fine-structure lines of the carbon and oxygen ions, [C ii] and [O iii] in intensity mapping (IM) from the Epoch of Reionization (z ∼ 6–8). Combining the latest empirically derived constraints relating the luminosity of the [O iii] line to the ambient star formation rate, and using them in conjunction with previously derived estimates for the abundance of [C ii] in haloes, we predict the expected autocorrelation IM signal to be observed using new experiments based on the Fred Young Submillimetre Telescope (FYST) and the balloon-borne facility, Experiment for Cryogenic Large-Aperture Intensity Mapping (EXCLAIM) over z ∼ 5.3–7. We describe how improvements to both the ground-based and balloon-based surveys in the future will enable a cross-correlation signal to be detected at ∼10–30σ over z ∼ 5.3–7. Finally, we propose a space-based mission targeting the [O iii] 88 and 52 $\mu$m lines along with the [C ii] 158 $\mu$m line, configured to enhance the signal-to-noise ratio of cross-correlation measurements. We find that such a configuration can achieve a high-significance detection (hundreds of σ) in both auto and cross-correlation modes.

Updated neutrino mass constraints from galaxy clustering and CMB lensing-galaxy cross-correlation measurements

We revisit cosmological constraints on the sum of the neutrino masses Σmν from a combination of full-shape BOSS galaxy clustering [P(k)] data and measurements of the cross-correlation between Planck Cosmic Microwave Background (CMB) lensing convergence and BOSS galaxy overdensity maps [Cℓκg], using a simple but theoretically motivated model for the scale-dependent galaxy bias in auto- and cross-correlation measurements. We improve upon earlier related work in several respects, particularly through a more accurate treatment of the correlation and covariance between P(k) and Cℓκg measurements. When combining these measurements with Planck CMB data, we find a 95% confidence level upper limit of Σmν<0.14eV, while slightly weaker limits are obtained when including small-scale ACTPol CMB data, in agreement with our expectations. We confirm earlier findings that (once combined with CMB data) the full-shape information content is comparable to the geometrical information content in the reconstructed BAO peaks given the precision of current galaxy clustering data, discuss the physical significance of our inferred bias and shot noise parameters, and perform a number of robustness tests on our underlying model. While the inclusion of Cℓκg measurements does not currently appear to lead to substantial improvements in the resulting Σmν constraints, we expect the converse to be true for near-future galaxy clustering measurements, whose shape information content will eventually supersede the geometrical one.

Cross-correlation of Dark Energy Survey Year 3 lensing data with ACT and Planck thermal Sunyaev-Zel’dovich effect observations. I. Measurements, systematics tests, and feedback model constraints

We present a tomographic measurement of the cross-correlation between thermal Sunyaev-Zeldovich (tSZ) maps from ${\it Planck}$ and the Atacama Cosmology Telescope (ACT) and weak galaxy lensing shears measured during the first three years of observations of the Dark Energy Survey (DES Y3). This correlation is sensitive to the thermal energy in baryons over a wide redshift range, and is therefore a powerful probe of astrophysical feedback. We detect the correlation at a statistical significance of $21\sigma$, the highest significance to date. We examine the tSZ maps for potential contaminants, including cosmic infrared background (CIB) and radio sources, finding that CIB has a substantial impact on our measurements and must be taken into account in our analysis. We use the cross-correlation measurements to test different feedback models. In particular, we model the tSZ using several different pressure profile models calibrated against hydrodynamical simulations. Our analysis marginalises over redshift uncertainties, shear calibration biases, and intrinsic alignment effects. We also marginalise over $\Omega_{\rm m}$ and $\sigma_8$ using ${\it Planck}$ or DES priors. We find that the data prefers the model with a low amplitude of the pressure profile at small scales, compatible with a scenario with strong AGN feedback and ejection of gas from the inner part of the halos. When using a more flexible model for the shear profile, constraints are weaker, and the data cannot discriminate between different baryonic prescriptions.

Global state estimation under sequential measurement fusion for clustered sensor networks with cross-correlated measurement noises

In practical multi-sensor fusion estimation, both the expensive communication burden of long-distance connection sensor networks and cross-correlated noises are usually inevitable, and need to be taken into account. To adequately address these difficulties, a global fusion estimation problem is studied for clustered sensor networks with cross-correlated measurement noises. To begin, we derive direct and indirect sequential measurement fusion (SMF) schemes as fusion rules, relying on whether a weighted least square method is used directly for the arriving measurements. We discover that the direct SMF has lower computational complexity than the indirect SMF, but the estimation accuracy of the latter is higher when the number of sensors exceeds three. Then, a globally indirect sequential measurement fusion estimation (GISMF) algorithm is proposed by using the indirect SMF, which is more computationally efficient and suitable for asynchronous fusion than that of batch fusion estimation. Accuracy relations among the GISMF, the batch state fusion estimation, and the centralized Kalman fuser (CKF) are proved. Moreover, the equality of the estimation accuracy between the GISMF and the CKF is also performed if all the measurement noises are mutually independent or if the measurement noises are only cross-correlated within the same cluster. Finally, several simulation results are implemented to show the effectiveness of the presented algorithm.

Multifractal risk measures by Macroeconophysics perspective: The case of Brazilian inflation dynamics

This paper examines the Brazilian inflation indexes dynamics using the multifractal detrended fluctuations analysis (MF-DFA) and the multifractal detrended cross-correlation analysis (MF-DCCA). We find that the Brazilian inflation indexes (α0 > 0.5) and the pairs of Brazilian Inflation indexes (Δα > 0.5) display a persistent multifractal behaviour, high complexity and skew symmetries. Also, we propose a novel multifractal risk measure (MR) considering the multifractal cross-correlation measure (MRCC). The higher MR and MRCC values indicate the more complex and persistent analyzed phenomenon. In contrast, the lowest MR value indicates less complexity and less persistence. From a Macroeconophysics perspective, our findings clarify that the dynamics of Brazilian inflation indexes and the pairs of Brazilian inflation indexes genuinely have a robust inertial component that makes inflation last for a long time.

Mitigating the impact of fiber assignment on the measurement of galaxy-lensing cross correlation

We examine the impact of fiber assignment on the measurement of galaxy clustering and its cross correlation with weak lensing fields. Unlike the past spectroscopic galaxy surveys such as Baryon Oscillation Spectroscopic Survey (BOSS), currently ongoing spectroscopic galaxy surveys such as Prime Focus Spectrograph (PFS) and Dark Energy Spectroscopic Instrument (DESI) suffer from the fiber assignment artifacts more severely because there are more target galaxies than available fibers. The previous studies found that the fiber assignment suppresses the amplitude of the galaxy power spectrum at all scales. We newly find that the fiber assignment introduces the artificial correlation of structure at different redshifts, which suppresses the amplitude of the galaxy-lensing cross power spectrum. We show that the fiber assignment effects on the cross power spectrum can be mitigated at all scales with accuracy better than ∼ 1%, by up-weighting observed galaxies with the probability to be observed. This is not the case for the galaxy power spectrum, which is not fully corrected at k ≳ 0.2 [h/Mpc]. We find that the galaxy-lensing cross power spectrum is not affected by the pairwise probability of galaxies to be observed, and thus the correction method based on the individual probability is sufficient at all scales.

Intra-cavity dark pulse generation through synchronized sum-frequency mixing

A Nd:YVO4 laser operating at 1064 nm generating a stable mode-locked train of 10 ps-long dark pulses with a 211 MHz repetition rate is presented. The mode-locking relies on a periodic loss modulation produced by intra-cavity sum-frequency mixing with a synchronous bright-pulse train from a mode-locked femtosecond Yb:KYW laser at 1040 nm. A modulation depth of 90% was achieved for the dark pulses, confirmed by cross-correlation measurements. The ultrafast loss modulation injects power into the Nd:YVO4 laser cavity modes beyond the laser gain bandwidth. At proper laser cavity length, the detuning interaction of these modes with the lasing modes leads to the generation of periodic ultrafast transients at frequencies above 1.5 THz.

Hydromechanics-based flow velocity estimation using single ERT sensor

Multi-phase flow detection is an important task in flow velocity estimation. Owing to its fast response, no radiation, and low cost, the electrical resistance tomography (ERT) technique with a pair of sensors is typically used to estimate the flow velocity based on the cross-correlation (CC) measurement principle. However, due to the unreasonable a priori assumption, uncertain parameter, and limitation of ERT, this remains inaccurate and unsteady under complex and multi-flow conditions. We propose a novel flow velocity computation method that uses a single ERT sensor instead of a pair. Different from existing methods that are based on the CC principle, both the Churchill and Bernoulli equations in hydromechanics are used to compute flow velocity, based on which an inherent relation among the flow velocity, pressure difference, and density value in a detected pipeline is derived. Since the pressure difference and density value can be accurately computed from measurements from a single ERT sensor, the estimated flow velocity can greatly overcome the limitations when a pair of ERT sensors is employed. The proposed method is validated via a set of experiments, showing that it is more accurate and steadier than existing methods.

Optimal entanglement witness for Cooper pair splitters

The generation of spin-entangled electrons is an important prerequisite for future solid-state quantum technologies. Cooper pairs in a superconductor can be split into separate electrons in a spin-singlet state, however, detecting their entanglement remains an open experimental challenge. Proposals to detect the entanglement by violating a Bell inequality typically require a large number of current cross-correlation measurements, and not all entangled states can be detected in this way. Here, we instead formulate an entanglement witness that can detect the spin-entanglement using only three cross-correlation measurements of the currents in the outputs of a Cooper pair splitter. We identify the optimal measurement settings for witnessing the entanglement, and we illustrate the use of our entanglement witness with a realistic model of a Cooper pair splitter for which we evaluate the cross-correlations of the output currents. Specifically, we find that the entanglement of the spins can be detected even with a moderate level of decoherence. Our work thereby paves the way for an experimental detection of the entanglement produced by Cooper pair splitters.

Femtosecond tunable light source with variable repetition rate between 640 kHz and 41 MHz with a 130 dB temporal pulse contrast ratio.

We demonstrate a femtosecond tunable light source with a variable pulse repetition rate based on a synchronously pumped fiber-feedback optical parametric oscillator (FFOPO) that incorporates an extended-cavity design. The repetition rate can be reduced by an acousto-optical modulator in the FFOPO pump beam. The extended FFOPO cavity supports signal oscillation down to the 64th subharmonic. The high nonlinearity of the FFOPO threshold suppresses signal output for residual pump pulses that are transmitted by the pulse picker. We characterize the temporal pulse contrast ratio of the FFOPO signal output with a second-order cross-correlation measurement. This FFOPO system enables pulse picking with extraordinarily high values up to 111 dB suppression of adjacent pulses and exhibits a temporal contrast ratio that exceeds 130 dB. It generates fs-pulses with tunable wavelength from 1415-1750 nm and 2.5-3.8 µm and variable repetition rates ranging from 640 kHz to 41 MHz.

Cosmological constraints from unWISE and Planck CMB lensing tomography

A number of recent, low-redshift, lensing measurements hint at a universe in which the amplitude of lensing is lower than that predicted from the ΛCDM model fit to the data of the Planck CMB mission. Here we use the auto- and cross-correlation signal of unWISE galaxies and Planck CMB lensing maps to infer cosmological parameters at low redshift. In particular, we consider three unWISE samples (denoted as "blue", "green" and "red") at median redshifts z ∼ 0.6, 1.1 and 1.5, which fully cover the Dark Energy dominated era. Our cross-correlation measurements, with combined significance S/N ∼ 80, are used to infer the amplitude of low-redshift fluctuations, σ8; the fraction of matter in the Universe, Ω m ; and the combination S8 ≡ σ8 (Ω m /0.3)0.5 to which these low-redshift lensing measurements are most sensitive. The combination of blue, green and red samples gives a value S m = 0.784 ± 0.015, that is fully consistent with other low-redshift lensing measurements and in 2.4σ tension with the CMB predictions from Planck. This is noteworthy, because CMB lensing probes the same physics as previous galaxy lensing measurements, but with very different systematics, thus providing an excellent complement to previous measurements.

Detection of a Cross-correlation between Cosmic Microwave Background Lensing and Low-density Points

Abstract Low-density points (LDPs), obtained by removing high-density regions of observed galaxies, can trace the large-scale structures (LSSs) of the universe. In particular, it offers an intriguing opportunity to detect weak gravitational lensing from low-density regions. In this work, we investigate the tomographic cross-correlation between Planck cosmic microwave background (CMB) lensing maps and LDP-traced LSSs, where LDPs are constructed from the DR8 data release of the DESI legacy imaging survey, with about 106–107 galaxies. We find that, due to the large sky coverage (20,000 deg2) and large redshift depth (z ≤ 1.2), a significant detection (10σ–30σ) of the CMB lensing–LDP cross-correlation in all six redshift bins can be achieved, with a total significance of ∼53σ over ℓ ≤ 1024. Moreover, the measurements are in good agreement with a theoretical template constructed from our numerical simulation in the WMAP 9 yr ΛCDM cosmology. A scaling factor for the lensing amplitude A lens is constrained to A lens = 1 ± 0.12 for z &lt; 0.2, A lens = 1.07 ± 0.07 for 0.2 &lt; z &lt; 0.4, and A lens = 1.07 ± 0.05 for 0.4 &lt; z &lt; 0.6, with the r-band absolute magnitude cut of −21.5 for LDP selection. A variety of tests have been performed to check the detection reliability against variations in LDP samples and galaxy magnitude cuts, masks, CMB lensing maps, multipole ℓ cuts, sky regions, and photo-z bias. We also perform a cross-correlation measurement between CMB lensing and galaxy number density, which is consistent with the CMB lensing–LDP cross-correlation. This work therefore further convincingly demonstrates that LDP is a competitive tracer of LSS.

Homemade-HEMT-based transimpedance amplifier for high-resolution shot-noise measurements.

We report a cryogenic transimpedance amplifier (TA) suitable for cross-correlation current-noise measurements. The TA comprises homemade high-electron-mobility transistors with high transconductance and low noise characteristics, fabricated in an AlGaAs/GaAs heterostructure. The low input-referred noise and wide frequency band of the TA lead to a high resolution in current-noise measurements. The TA's low input impedance suppresses unwanted crosstalk between two distinct currents from a sample, justifying the advantage of the TA for cross-correlation measurements. We demonstrate the high resolution of a TA-based experimental setup by measuring the shot noise generated at a quantum pointcontact in a quantum Hall system.

AbacusHOD: a highly efficient extended multitracer HOD framework and its application to BOSS and eBOSS data

ABSTRACT We introduce the AbacusHOD model and present two applications of AbacusHOD and the AbacusSummit simulations to observations. AbacusHOD is a Halo Occupation Distribution (HOD) framework written in Python that is particle-based, multitracer, highly generalized, and highly efficient. It is designed specifically with multitracer/cosmology analyses for next-generation large-scale structure surveys in mind, and takes advantage of the volume and precision offered by the new state-of-the-art AbacusSummit cosmological simulations. The model is also highly customizable and should be broadly applicable to any upcoming surveys and a diverse range of cosmological analyses. In this paper, we demonstrate the capabilities of the AbacusHOD framework through two example applications. The first example demonstrates the high efficiency and the large HOD extension feature set through an analysis of full-shape redshift-space clustering of BOSS galaxies at intermediate to small scales ($\lt 30\, h^{-1}$ Mpc), assessing the necessity of introducing secondary galaxy biases (assembly bias). We find strong evidence for using halo environment instead of concentration to trace secondary galaxy bias, a result which also leads to a moderate reduction in the ‘lensing is low’ tension. The second example demonstrates the multitracer capabilities of the AbacusHOD package through an analysis of the extended Baryon Oscillation Spectroscopic Survey cross-correlation measurements between three different galaxy tracers: luminous red galaxies, emission-line galaxies, and quasi-stellar objects. We expect the AbacusHOD framework, in combination with the AbacusSummit simulation suite, to play an important role in a simulation-based analysis of the upcoming Dark Energy Spectroscopic Instrument data sets.

4D magnetic resonance imaging atlas construction using temporally aligned audio waveforms in speech

Magnetic resonance (MR) imaging is becoming an established tool in capturing articulatory and physiological motion of the structures and muscles throughout the vocal tract and enabling visual and quantitative assessment of real-time speech activities. Although motion capture speed has been regularly improved by the continual developments in high-speed MR technology, quantitative analysis of multi-subject group data remains challenging due to variations in speaking rate and imaging time among different subjects. In this paper, a workflow of post-processing methods that matches different MR image datasets within a study group is proposed. Each subject's recorded audio waveform during speech is used to extract temporal domain information and generate temporal alignment mappings from their matching pattern. The corresponding image data are resampled by deformable registration and interpolation of the deformation fields, achieving inter-subject temporal alignment between image sequences. A four-dimensional dynamic MR speech atlas is constructed using aligned volumes from four human subjects. Similarity tests between subject and target domains using the squared error, cross correlation, and mutual information measures all show an overall score increase after spatiotemporal alignment. The amount of image variability in atlas construction is reduced, indicating a quality increase in the multi-subject data for groupwise quantitative analysis.

Quantum limited timing jitter of soliton molecules in a mode-locked fiber laser.

Soliton molecules in mode-locked lasers are expected to be ideal self-organization patterns, which warrant stability and robustness against perturbations. However, recent ultra-high resolution optical cross-correlation measurements uncover an intra-molecular timing jitter, even in stationary soliton molecules. In this work, we found that the intra-molecular timing jitter has a quantum origin. Numerical simulation indicates that amplified spontaneous emission (ASE) noise induces a random quantum diffusion for soliton pulse timing, which cannot be compensated by soliton binding mechanism. By suppressing indirectly coupled timing jitter at close-to-zero cavity dispersion, a record-low 350 as rms intra-soliton-molecular jittering is obtained from an Er-fiber laser in experiment. This work provides insight into the fundamental limits for the instability of multi-soliton patterns.

Measurement of Flow Velocity Using Electrical Resistance Tomography and Cross-Correlation Technique

One of the major tasks in multiple-phase flow detection is flow velocity estimation. According to the cross-correlation (CC) measurement principle, the electrical resistance tomography (ERT) technique can estimate the flow velocity owing to its fast response, radiationless and non-invasiveness. However, the estimated values remain inaccurate in most cases due to unreasonable assumptions, natural ERT limitations, and similarity norm. In this paper, we propose a novel CC method to estimate the flow velocity based on ERT images. First, all the pixel coordinates of detected objects in any image are partitioned into a set according to the dispersed-phase fraction. Then, a new similarity norm is calculated between two comparing ERT image series. Finally, the length of these series is adaptively determined. The proposed method can greatly overcome the limitations of the existing CC methods and calculate the flow velocity more effectively and more robustly. According to the actual demands from dredging engineering, experiments were carried out under typical flow velocities, and results validated our proposed method. The novel CC method offers an effective way to apply the ERT technique in flow velocity estimation.

The Impacts of Modeling Choices on the Inference of Circumgalactic Medium Properties from Sunyaev–Zeldovich Observations

Abstract As the signal-to-noise of Sunyaev–Zeldovich (SZ) cross-correlation measurements of galaxies improves our ability to infer properties about the circumgalactic medium (CGM), we will transition from being limited by statistical uncertainties to systematic uncertainties. Using thermodynamic profiles of the CGM created from the IllustrisTNG (The Next Generation) simulations we investigate the importance of specific choices in modeling the galaxy sample. These choices include different sample selections in the simulation (stellar versus halo mass, color selections) and different fitting models (matching by the shape of the mass distribution, inclusion of a two-halo term). We forward model a mock galaxy sample into projected SZ observable profiles and fit these profiles to a generalized Navarro–Frenk–White profile using forecasted errors of the upcoming Simons Observatory experiment. We test the number of free parameters in the fits and show that this is another modeling choice that yields different results. Finally, we show how different fitting models can reproduce parameters of a fiducial profile, and show that the addition of a two-halo term and matching by the mass distribution of the sample are extremely important modeling choices to consider.