Cross-spectral Analysis Research Articles

Cross-Spectral Analysis of Long-Term Economic Cycles

One of the problems of studying economic cycles, namely long-term ones, is the choice of an adequate method that allows identifying and explaining the nature of the economic cycle according to available statistical data, which subsequently becomes the basis for predicting future economic dynamics. In addition, questions remain open not only concerning the establishment of the duration of Kondratieff cycles, but also the very fact of their existence. For this purpose, the study investigated time series of annual GDP per capita growth rates for such countries as England, France, and the Netherlands for 1820-2015. In this paper, the cross-spectral analysis approach was developed as a modelling tool for identifying long waves, the use of which, in contrast to classical Fourier spectral analysis, allows investigating the periodicity of two interrelated time series simultaneously in the frequency and time domains. As a result of the analysis, coherence and phase shift graphs were constructed for the investigated time series, which became the basis for identifying and determining the duration of economic cycles of different periods. According to the obtained results, it was found that all selected time series have a high coherence value (within the range of 0.8-0.9) in the frequency domain corresponding to K-waves with the period of 38-55 years (in the frequency range 0.025-0.015). At the same time, a slight phase shift was obtained for the frequency range corresponding to long cycles, which is an empirical confirmation of the synchronisation of the investigated time series. These facts are an additional argument for empirical confirmation of the existence of long waves. The practical significance of this study is that the identification of multi-period cycles using the proposed approach allows developing and implementing adequate counter-cyclical measures to timely regulate economic development at both the macro- and meso-levels

Leak Localization of Gas Pipeline Based on the Combination of EEMD and Cross-Spectrum Analysis

Pipeline transportation systems play an increasingly essential role in the development of the economy. An accurate location of leakage is important to reduce economic losses and maintain the safe operation of pipelines. In this article, a pipeline leakage detection method based on infrasound and negative pressure waves (NPWs) is adopted. This method can locate the leakage only by collecting the infrasound and pressure signals at the first station of the pipeline, which effectively solves the disadvantages of low positioning accuracy of a signal and easily produces false alarms. In this article, the signal denoising method of cross-spectral analysis combined with ensemble empirical mode decomposition (EEMD) was adopted. First, the leakage signals of sound waves and NPWs are processed by EEMD to obtain a series of intrinsic mode functions (IMFs). The characteristic frequency band is obtained by cross-spectral analysis of the leakage signal. Within this frequency band, the dominant component of the leakage source signal is divided by correlation analysis, and the IMF component is reconstructed to complete the signal denoising. When compared to the single signal pipeline leak detection method, the positioning accuracy of this article showed a 1–3 m improvement on average.

Socially Responsible Funds and Traditional Energy Commodities: A Diversification Perspective for Investments

Our work examines the relationship between socially responsible funds and the traditional energy market over daily returns data ranging from December 2015 to April 2019. We apply quantile cross-spectral analysis to measure returns correlation under different market conditions in the short, medium, and long run to measure the connectedness between both markets. Our results highlight that correlation based on different quantile distributions yields different investment opportunities. In the short run, investors can benefit from diversifying assets under extreme market conditions. No significant diversification opportunities are available in the medium- and long-run periods. Our findings provide implications for individual investors making investments under different horizons and dynamic market conditions.

Oscillatory Pattern of Sympathetic Nerve Bursts Is Associated With Baroreflex Function in Heart Failure Patients With Reduced Ejection Fraction.

Sympathetic hyperactivation and baroreflex dysfunction are hallmarks of heart failure with reduced ejection fraction (HFrEF). However, it is unknown whether the progressive loss of phasic activity of sympathetic nerve bursts is associated with baroreflex dysfunction in HFrEF patients. Therefore, we investigated the association between the oscillatory pattern of muscle sympathetic nerve activity (LFMSNA/HFMSNA) and the gain and coupling of the sympathetic baroreflex function in HFrEF patients. In a sample of 139 HFrEF patients, two groups were selected according to the level of LFMSNA/HFMSNA index: (1) Lower LFMSNA/HFMSNA (lower terciles, n = 46, aged 53 ± 1 y) and (2) Higher LFMSNA/HFMSNA (upper terciles, n = 47, aged 52 ± 2 y). Heart rate (ECG), arterial pressure (oscillometric method), and muscle sympathetic nerve activity (microneurography) were recorded for 10 min in patients while resting. Spectral analysis of muscle sympathetic nerve activity was conducted to assess the LFMSNA/HFMSNA, and cross-spectral analysis between diastolic arterial pressure, and muscle sympathetic nerve activity was conducted to assess the sympathetic baroreflex function. HFrEF patients with lower LFMSNA/HFMSNA had reduced left ventricular ejection fraction (26 ± 1 vs. 29 ± 1%, P = 0.03), gain (0.15 ± 0.03 vs. 0.30 ± 0.04 a.u./mmHg, P < 0.001) and coupling of sympathetic baroreflex function (0.26 ± 0.03 vs. 0.56 ± 0.04%, P < 0.001) and increased muscle sympathetic nerve activity (48 ± 2 vs. 41 ± 2 bursts/min, P < 0.01) and heart rate (71 ± 2 vs. 61 ± 2 bpm, P < 0.001) compared with HFrEF patients with higher LFMSNA/HFMSNA. Further analysis showed an association between the LFMSNA/HFMSNA with coupling of sympathetic baroreflex function (R = 0.56, P < 0.001) and left ventricular ejection fraction (R = 0.23, P = 0.02). In conclusion, there is a direct association between LFMSNA/HFMSNA and sympathetic baroreflex function and muscle sympathetic nerve activity in HFrEF patients. This finding has clinical implications, because left ventricular ejection fraction is less in the HFrEF patients with lower LFMSNA/HFMSNA.

Influence of Solar Wind on Secondary Cosmic Rays and Atmospheric Electricity

A relationship between the heliospheric magnetic field, atmospheric electric field, lightning activity, and secondary cosmic rays measured on the high mount of Lomnický Štít (2,634 m a.s.l.), Slovakia, during the declining phase of the solar cycle 24 is investigated with a focus on variations related to solar rotation (about 27 days). The secondary cosmic rays are detected using a neutron monitor and the detector system SEVAN, which distinguishes between different particles and energies. Using spectral analysis, we found distinct ∼27-day periodicities in variations of Bx and By components of the heliospheric magnetic field and in pressure-corrected measurements of secondary cosmic rays. The 27-day variations of secondary cosmic rays, on average, advanced and lagged the variations of Bx and By components by about 40° and −140°, respectively. Distinct 27-day periodicities were found both in the neutron monitor and the SEVAN upper and middle detector measurements. A nondominant periodicity of ∼27 days was also found for lightning activity. A cross-spectral analysis between fluctuation of the lightning activity and fluctuation of the heliospheric magnetic field (HMF) showed that fluctuation of the lightning activity was in phase and in antiphase with Bx and By components of the HMF, respectively, which is in agreement with previous studies investigating the influence of solar activity on lightning. On the other hand, the ∼27-day periodicity was not significant in the atmospheric electric field measured in Slovakia and Czechia. Therefore, no substantial influence of Bx and By on the atmospheric electric field was observed at these middle-latitude stations.

Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches

We empirically examine the connectedness between the oil market and the major precious metals (gold, silver platinum, palladium) and the base metal copper over the available period covering December 06, 1988 to August 31, 2018, using the wavelet coherence and quantile cross-spectral analyses. The major findings can be summed up as follows. First, regarding the connectedness among the considered precious metal markets, there is no evidence of identifying the causal interplays. Second, gold and platinum are highly connected with oil and they influence oil prices, especially during global markets' turmoil. Third, the cross-quantile coherency analysis shows that gold and silver exhibit the highest quantile coherency. Fourth, the intensity of the nexus between gold and copper attains its nadir at the extreme upper and lower quantiles. Our empirical findings have relevant implications for investors. It is important for investors in commodity markets to make appropriate investment market decisions in extreme market circumstances. On the other hand, policymakers may benefit from our research, as they could generate suitable strategies.

Benthic foraminiferal response to orbital-scale variability in primary productivity off the Portuguese margin over the last 1.3 Myr

Detailed analyses of benthic foraminiferal fauna and planktonic foraminiferal stable carbon isotopes at IODP Site U1391 were performed to reconstruct orbital-scale variability in primary productivity off the Portuguese margin over the last 1.3 Myr. Q-mode factor analysis of benthic foraminiferal census data from the >250 μm fraction reveals four assemblages, which is mainly controlled by the organic matter flux to the seafloor deriving from surface water productivity. The Sphaeroidina bulloides assemblage accounts for nearly half of the total variance, consisting of S. bulloides, the agglutinated taxa and Lenticulina as major components and Cibicidoides robertsonianus, Planulina ariminensis and Uvigerina peregrina parva as subsidiary species. Cibicidoides wuellerstorfi and Bulimina mexicana are important accessory species of the Cibicidoides pachyderma-dominated assemblage. The miliolids assemblage is dominated by miliolids and B. mexicana with Uvigerina mediterranea as the important associated species. The Praeglobobulimina ovata assemblage is represented by P. ovata along with Globobulimina affinis, Melonis pompiloides, Melonis barleeanum and U. peregrina parva as important accessory species. High productivity often occurs during the interglacial stages and is characterized by the S. bulloides assemblage with subsidiary P. ovata assemblage, while low productivity often occurs during the glacial stages and is marked by the miliolids assemblage and the C. pachyderma assemblage. In addition to the distinct glacial/interglacial variations, there is a long-term decreasing trend in primary productivity recorded by benthic foraminifera, which is supported by a broadly increasing trend in the sediment redness (a*). Continuous wavelet analysis of high productivity-related Factor 1 loading (the S. bulloides assemblage) suggests that variations in primary productivity have a middle Pleistocene transition (MPT)-related shift in cyclicity from the ~41-kyr dominant cycle prior to the MPT to the ~100-kyr dominant cycle after the MPT. Cross-spectral analyses between the Factor 1 loading record and δ18O of Globigerina bulloides reveal the control of global ice volume changes on primary productivity. The high coherency between the Factor 1 loading record and δ13C of G. bulloides on the glacial/interglacial timescale suggests that primary productivity off the Portuguese margin may be largely affected by nutrient availability which was related to the Iberian surface hydrographic changes associated with changes in global ice volume.

Evolution of Seismicity During a Stalled Episode of Reawakening at Cayambe Volcano, Ecuador

Cayambe Volcano is an ice-capped, 5,790 m high, andesitic-dacitic volcanic complex, located on the equator in the Eastern Cordillera of the Ecuadorian Andes. An eruption at Cayambe would pose considerable hazards to surrounding communities and a nationally significant agricultural industry. Although the only historically documented eruption was in 1785, it remains persistently restless and long-period (LP) seismicity has been consistently observed at the volcano for over 10 years. However, the sparse monitoring network, and complex interactions between the magmatic, hydrothermal, glacial, and tectonic systems, make unrest at Cayambe challenging to interpret. In June 2016 a seismic “crisis” began at Cayambe, as rates of high frequency volcano-tectonic (VT) earthquakes increased to hundreds of events per day, leading to speculation about the possibility of a forthcoming eruption. The crisis began 2 months after the Mw7.8 Pedernales earthquake, which occurred on the coast, 200 km from Cayambe. Here we show that the 2016 seismicity at Cayambe resulted from four distinct source processes. Cross correlation, template matching, and spectral analysis isolate two source regions for VT earthquakes–tectonic events from a regional fault system and more varied VTs from beneath the volcanic cone. The temporal evolution of the LP seismicity, and mean Q value of 9.9, indicate that these events are most likely generated by flow of hydrothermal fluids. These observations are consistent with a model where a new pulse of magma ascent initially stresses regional tectonic faults, and subsequently drives elevated VT seismicity in the edifice. We draw comparisons from models of volcano-tectonic interactions, and speculate that static stress changes from the Pedernales earthquake put Cayambe volcano in an area of dilation, providing a mechanism for magma ascent. Our findings provide a better understanding of “background” seismicity at Cayambe allowing faster characterization of future crises, and a benchmark to measure changes driven by rapid glacial retreat.

Numerical and experimental analysis of pressure fluctuations in the draft-tube of a Francis turbine using the swirl number

Pressure fluctuations in the draft-tubes of hydraulic turbines are the most dominant issues that may cause damages to a hydraulic power plant. When the frequency of the fluctuations coincides with one natural frequencies of the plant, resonance with high amplitude vibrations and pressure pulsations occurs, dramatically impacting the integrity of the plant. This research focuses on the part-load behaviour of a medium specific-speed Francis turbine (with specific speed 184 m.kW), designed by the authors in the framework of an industrial project. This paper combines the results of model tests with CFD simulation to investigate the part-load behaviour of the turbine. To do so, performance of the turbine is numerically simulated at one operating condition by solving the RANS equations via the commercial code ANSYS CFX 19.0. The k-ω SST turbulence model is used to predict the turbine performance. In addition, model tests are conducted in the range of 20% to 110% guide vane opening. To capture pressure fluctuations in the draft-tube, 12 static pressure sensors are installed in 4 different sections of the draft-tube. The no-swirl and other iso-swirl lines of the draft tube flow are first determined by using CFD results. Furthermore, pressure signals from model tests are analysed by performing cross spectral density analysis. Two transitions in the behaviour of the precessing vortex under part-load conditions occurring at given values of swirl number are observed. Finally, it is observed that linear correlations between the Strouhal number of the vortex rope frequency and the swirl number can be established within the 2nd and 3rd part-load regimes, independently of the values of the speed coefficient.

Dispersive characteristics of non-linear waves propagating and breaking over a mildly sloping laboratory beach

The dispersive characteristics of unidirectional irregular waves propagating and breaking over a mildly sloping beach are examined using a highly-resolved laboratory dataset. Cross-spectral analyses are used to determine the cross-shore evolution of (single-valued) dominant wavenumber κ and phase velocity c spectra, and lead to the identification of four different regimes of propagation: I - a linear regime where short waves mostly propagate as free components; II - a shoaling regime where non-linear effects at high harmonics are significant but primary components follow the linear wave dispersion relation; III - a shoaling regime near the mean breaking point location, where amplitude dispersion effects at primary components are important; IV - a surf zone regime, where all components propagate slightly faster than non-dispersive shallow water waves. Bispectral analyses performed onshore of the shoaling region show that the presence of forced energy at high harmonics, which originate from non-linear interactions between triads of frequencies, are responsible for the deviations of wavenumber and phase velocity spectral estimates from predictions by the linear dispersion relation, confirming the findings from previous field-based studies. A Boussinesq approximation of the non-linear energy exchanges between triads is then used to quantify the relative amount of forced energy at high harmonics and explain the differences in dispersion properties observed in the shoaling region between broad and narrow-band spectra. Larger relative amounts of forced energy at high frequencies, which suggest more efficient non-linear energy transfers, are found to be associated with larger deviations of dominant κ and c from predictions by the linear dispersion relation.

Tropical Rainfall Variability Accompanying Global Normal Mode Oscillations

AbstractUsing global precipitation datasets (GSMaP, TRMM) and the latest reanalysis data (ERA5), we performed a comprehensive analysis of the tropical rainfall variability that accompanies global-scale, low-frequency normal modes: Rossby, Rossby–gravity, and Kelvin modes. Cross-spectral analysis and lag-regression analysis both showed that coherent rainfall variations accompany not only the wavenumber-1 gravest Rossby mode (“5-day” wave) but other low-frequency modes. The normal mode rainfall variations are enhanced in regions such as the Amazon basin, but also include circumglobally traveling structures with substantial amplitude over the open ocean. These results are remarkably consistent among the three datasets including even ERA5 rainfall data. The circumglobal rainfall signals may be considered primarily as a response to the normal mode dynamical variations. We found that the phase relationship between rainfall and dynamical field variability is strongly dependent on the type of mode and even on the zonal wavenumber. We suggest that this is explained by the difference in relative importance of two underlying processes: 1) moisture-flux convergence and 2) rainfall enhancement associated with adiabatic cooling. Our determined rainfall signals are the response to quasi-monochromatic, periodic waves that have a simple vertical structure and represent one special case of tropospheric wave–rainfall coupling. Implications for the mechanism of 12-h rainfall oscillations believed to be forced by the atmospheric tide are also considered.

LONG-TERM EFFECT OF ANTIHYPERTENSIVE AGENTS ON THE NEURAL BAROREFLEX SENSITIVITY-A SUBSTUDY OF THE PARIS PROSPECTIVE STUDY III

Objective: The baroreflex is a crucial mechanism regulating moment-to-moment blood pressure (BP) to ensure appropriate flow and pressure to the brain and other organs. All antihypertensive treatments, because of their BP lowering effect, interact with the autonomic nervous system by stimulating the sympathetic response. In addition, specific drugs may further interact with the BRS because of their specific mode of action. Whether antihypertensive agents have remnant effect is still unknown. Design and method: In the Paris Prospective Study III, spontaneous baroreflex, carotid stiffness and pharmacological drugs intake were available in 7967 adults (mean age of 60 ± 6 years, 62% men). The neural component of the baroreflex sensitivity (nBRS) was obtained with a cross-spectral analysis of variations in carotid distention rate and R-R intervals. Individuals with a BP lowering medication (BP-treated) were paired to non-BP treated individuals (controls) with similar cardiovascular comorbidities using a propensity score matching procedure (n = 1182 pairs). Results: Sympathetic activity was higher in the BP-treated group compared to their matched-controls, as shown by the increased spectral power of distention rate in the low frequency band (log LF distrate: 4.106 ± 0.530 vs 4.055 ± 0.514, p = 0.018). Amongst pharmacological classes of BP lowering agents, only agents acting on the angiotensin system (ACEi-ARB) were associated with nBRS. Compared to their matched controls (n = 331 pairs), ACEi-ARB users had lower nBRS (2.79 ± 0.66 (ln) vs. 2.90 ± 0.62 (ln), p = 0.03). After adjustment for carotid stiffness (stdbeta = 0.25, p &lt; 0.001) and systolic pressure (stdbeta = -0.20, p &lt; 0.001), ACEi-ARB remained significantly associated with nBRS (stdbeta = -0.09, p = 0.025). Conclusions: In this community-based population study, antihypertensive treatments induced activation of the autonomic nervous system independently of cardiovascular comorbidities. Taken as a whole, BP treatments did not have any effect on the neural component of the baroreflex loop, with the exception of ACEi-ARB which were negatively associated with nBRS. This effect was independent of BP and stiffness, which may suggest an inhibition of sympathetic activity by ACEi-ARB.

Fast infrared variability from the black hole candidate MAXI J1535−571 and tight constraints on the modelling

ABSTRACT We present the results regarding the analysis of the fast X-ray/infrared (IR) variability of the black hole transient MAXI J1535−571. The data studied in this work consist of two strictly simultaneous observations performed with XMM–Newton (X-rays: 0.7–10 keV), VLT/HAWK-I (Ks band, 2.2 μm) and VLT/VISIR (M and PAH2_2 bands, 4.85 and 11.88 μm, respectively). The cross-correlation function between the X-ray and near-IR light curves shows a strong asymmetric anticorrelation dip at positive lags. We detect a near-IR QPO (2.5σ) at 2.07 ± 0.09 Hz simultaneously with an X-ray QPO at approximately the same frequency (f0 = 2.25 ± 0.05). From the cross-spectral analysis, a lag consistent with zero was measured between the two oscillations. We also measure a significant correlation between the average near-IR and mid-IR fluxes during the second night, but find no correlation on short time-scales. We discuss these results in terms of the two main scenarios for fast IR variability (hot inflow and jet powered by internal shocks). In both cases, our preliminary modelling suggests the presence of a misalignment between the disc and jet.

Forced oscillation phenomenon of normal/oblique shock trains in a rectangular duct at Mach 2 and 3

The forced shock train oscillation is a common phenomenon in a practical working scramjet isolator. To evaluate the similarities and differences between the forced normal shock train oscillation and the forced oblique shock train oscillation, experiments were conducted in a rectangular duct at Mach 2 and 3. The normal/oblique shock trains were forced to oscillate for different back-pressure levels by changing the mechanical throttling ratio. High-frequency pressure measurements were mainly utilized for data acquisition and analysis. The frequency contents, the intermittency characteristics and the perturbation propagation of forced shock train oscillations were investigated in this work. Experimental results illustrate that the forced oscillation at Mach 3 is a composite pattern, which is dominated by the excited frequency and coupled with the inherent unsteadiness. This phenomenon is not obvious for the forced oscillation at Mach 2. For the forced oscillations at Mach 2 and 3, the maximum zero-crossing frequency is close to the downstream excitation frequency, and the whole intermittent region almost holds this value, which is very different from the self-excited oscillation pattern. By using the cross-spectral analysis, the frequency-dependent correlation was evaluated. It shows that the excitations and its harmonic contents can propagate upstream to affect the intermittent region and its downstream. Besides the excitation frequency and its harmonic contents, low-frequency contents (tens to more than a hundred Hz) can propagate nearby the separation region, and the propagation to downstream the separation bubble is very weak. Considering the time-lag between different transducers, the propagation speed of perturbations can be obtained. It implies that the propagation speed is independent of the magnitude of the back-pressure, but affected by the velocity of the incoming flow. Specifically, the higher the freestream Mach number is, the greater the propagation speed will be.

Spatio-temporal aeroacoustic–structural responses of cavity-backed elastic panel liner exposed to grazing duct flow

An in-duct device laid with acoustic liner is a popular noise control option for extensive ductworks carrying unsteady flow in various engineering applications. Besides the conventional absorptive liner, elastic panel liner backed by a cavity emerges as a promising alternative concept that has advantages in providing effective broadband reduction at low frequencies yet with significantly low fluid dynamic pressure loss. The present paper reports a numerical study of aeroacoustic–structural interaction of elastic panel liner exposed to subsonic duct boundary layer flow in time domain and explores its role in liner mitigation of plane wave broadband acoustic excitation. The aeroacoustics of the duct flow and panel dynamics are respectively modeled by the two-dimensional compressible Navier–Stokes equations that solved by the conservation element and solution element (CE/SE) method, and one-dimensional elastic panel equation that is solved with finite difference method. The interaction between aeroacoustics and panel dynamics is resolved with a monolithic coupling scheme that is well validated down to acoustic scales. Special attention is placed on the sensitivity of liner acoustic performance to duct flow Mach number (M≤0.3) and the relative directions between duct flow and acoustic excitation. Extensive cross-spectral analyses of acoustic results reveal that the transmission loss of the elastic panel liner is primarily a result of the destructive interference of the incident wave with the scattered wave as well as the dissipation of non-planar waves radiated by the panel vibration. The contribution of interference and dissipation to liner reflection and absorption are particularly pronounced at low and high frequencies respectively. In addition, the effect of flow is not strong for M≤0.1. The presence of flow with the incident wave in the flow direction mainly weakens the reflection. However, the effect of flow with incident waves against the flow largely enhances the absorption. Overall, the elastic panel liner is much more effective when the noise source radiates against the flow.

Cross-Spectral Analysis of Electrocardiographic and Nostril Airflow Signals Identifies Two Respiratory Frequencies of Heart Rate Modulation

Respiration is known to be a significant modulator of heart rate, and the high-frequency component in the power spectrum of heart rate variability (HRV) is believed to be caused mainly by respiration. To investigate the effect of respiration on heart rate, cross-spectral analysis of electrocardiographic (ECG) and nostril airflow signals was performed in healthy subjects to find the common features of ECG and respiration. Forty-two healthy subjects were included in this study. The autospectra of respective ECG and nostril airflow signals and the cross-spectra of ECG and nostril airflow signals were obtained and compared with the corresponding conventional HRV measures. We found that there were two spectral peaks at around 0.03 Hz and 0.3 Hz in the autospectrum of nostril airflow and the cross-spectrum of ECG and nostril airflow. In addition, the cross-spectral normalized high-frequency power (nHFPcs) was significantly larger than that of conventional HRV, while the cross-spectral normalized very low-frequency power (nVLFPcs), normalized low-frequency power (nLFPcs), and low-/high-frequency power ratio (LHRcs) were significantly lower than those of the conventional HRV. The cross-spectral nLFPcs and LHRcs had positive correlations with their corresponding HRV measures. We conclude that cross-spectral analysis of ECG and nostril airflow signals identifies two respiratory frequencies at around 0.03 Hz and below and around 0.3 Hz and can yield significantly enhanced nHFPcs and significantly suppressed nVLFPcs, as compared to their counterparts in conventional HRV. Both very low-frequency and high-frequency components of HRV are caused in part or mainly by respiration.

Investigation of the North Atlantic Oscillation and Indian Ocean Dipole Influence on Precipitation in Turkey with Cross-Spectral Analysis

Predicting the future behavior of precipitation is of the utmost importance for planning agriculture or water resource management and in designing water structures. Determining the relationships between precipitation and the oceans may enable more accurate predictions. Therefore, oceanic and other persistent indices called teleconnection patterns can be used, namely the North Atlantic oscillation (NAO) and the Indian Ocean dipole (IOD). The NAO affects the precipitation patterns in the Atlantic Ocean and Mediterranean countries, such as in Turkey. The IOD is related to temperature and precipitation in the Indian Ocean coastal countries and in some areas far from the Indian Ocean. In this study, the effects of the NAO and IOD indices on precipitation in Turkey were investigated by means of cross-spectral analysis between the monthly total precipitation (mm) and monthly NAO and IOD index values. Phase shift values were also calculated for the selected periods and their accuracy was evaluated statistically, using the determination coefficient (R2) and Akaike information criterion (AIC) as performance criteria for the linear model. The results indicated strong correlations for the 13-, 14-, 16-, and 22–23-month periods between the NAO index and precipitation values; and for the 13-, 14-, 16–17-, and 20–21-month periods between the IOD index and precipitation values. After cross-spectral analysis between the NAO and IOD indices and precipitation values, the maximum phase shift values increased as the periods increased, while the maximum phase shift value for each period was almost half of the period value. Moreover, the maximum cross-power spectral density (CPSD) values increased as the periods increased. High CPSD values were observed in the west of Turkey for the NAO and in the east of Turkey for the IOD.

Effect of back cavity configuration on performance of elastic panel acoustic liner with grazing flow

This paper reports a comprehensive numerical study of noise mitigation performance of elastic panel liner comprising an elastic panel and a cavity beneath exposed to low Mach number grazing flow. A time-domain direct aeroacoustic simulation (DAS) seamlessly coupled with panel dynamics is adopted for its least assumptions taken on duct flow unsteadiness and acoustical behaviors so that both linear and nonlinear aeroacoustic-structural interactions of the problem can be fully explored. The numerical method is well validated with theoretical and experimental works on a liner with thick cavity reported in literature. The noise mitigation of liner with various combinations of cavity depth, panel length and cavity shape, are explored and the present numerical results show that back cavity configuration plays an important role in the liner problem. A decomposition method is applied to DAS acoustic solutions for uncovering the role of aeroacoustically induced panel vibration. The nonlinear effect due to aeroacoustic-structural interaction is found to be of secondary importance. Extensive cross spectral analyses between duct aeroacoustics and panel vibration reveal that the overall liner performance is largely determined by the liner elastic panel whose aeroacoustic and vibration responses are greatly modified by the variations of back cavity acoustics of the back cavity with different shapes. Based on these understandings a new configuration with acoustic absorption materials placed on a cavity wall is proposed. Detailed analysis of its numerical results shows that the introduction of acoustic absorption effectively relieves the cavity acoustics and modifies the panel responses in such a way that an enhanced liner mitigation performance over a broadband can be achieved.

Covid-19 pandemic and tail-dependency networks of financial assets

This study provides evidence on the frequency-based dependency networks of various financial assets in the tails of return distributions given the extreme price movements under the exceptional circumstance of the Covid-19 pandemic, qualified by the IMF as the Great Lockdown. Our results from the quantile cross-spectral analysis and tail-dependency networks show increases in the network density in both lower and upper joint distributions of asset returns. Particularly, we observe an asymmetric impact of the Covid-19 because the left-tail dependencies become stronger and more prevalent than the right-tail dependencies. The cross-asset tail-dependency of equity, currency and commodity also increases considerably, especially in the left-tail, implying a higher degree of tail contagion effects. Meanwhile, Bitcoin and US Treasury bonds are disconnected from both tail-dependency networks, which suggests their safe-haven characteristics.

Exploiting the Sentinel-3 tandem phase dataset and azimuth oversampling to better characterize the sensitivity of SAR altimeter sea surface height to long ocean waves

Being the very first SAR mode altimeter tandem phase, the Sentinel-3 A/B tandem phase has provided an unprecedented opportunity to better characterize the sensitivity of SAR altimetry retrievals to high-frequency processes, such as long ocean waves. In this paper, we show that for some sea-state conditions, that are still to be precisely characterized, long ocean waves are responsible for high-frequency (spatial and temporal) coherent Sea Level Anomaly (SLA) signals. It is found that the peak wavelength corresponds to the dominant swell wavelength. Furthermore, the short time lag between S3-A and S3-B acquisitions allows performing cross-spectral analyses that reveal phase shifts consistent with waves travelling according to the wave dispersion relation. It is also demonstrated that the classical 20 Hz sampling frequency is insufficient to properly sample most swell-induced SLA signals and that aliasing can generate errors over the entire frequency spectrum, including at long wavelengths. These results advocate for the use of azimuth oversampling (40 Hz or 80 Hz). Low-pass filtering should be applied prior to any down-sampling to 20 Hz, in order to prevent long-wavelength errors induced by spectral leakage.