Cross-correlation Effects Research Articles

Asymptotic Performance of GNSS Positioning Approaches under Cross-Correlation Effects

Asymptotic Performance of GNSS Positioning Approaches under Cross-Correlation Effects

Investigation on high temperature point detection of spontaneous combustion of loose coal based on optimal acoustic signal

Selecting sound source signals in acoustic temperature measurement technology is particularly important and is a key to improving the accuracy of acoustic temperature measurements. Pseudorandom, linearly swept, and pulsed signals are selected as research objects for this study. The decay of the three signals as they propagate through a loose coal, the frequency band and the period of the linearly swept signal are analyzed. The results showed that the attenuation coefficient of the linear sweep signal is less sensitive to temperature, and the attenuation coefficient of the low-frequency sound wave is smaller. When the lower limit of the frequency band of the sweep signal is closer to the upper limit of the frequency band, the main peak value of the cross-correlation coefficient is smaller. The main peak of the cross-correlation curve of low-band narrowband signals is greater than that of high-band narrowband signals. The cross-correlation effect is more significant for the 600–1000 Hz sweep signal. Moreover, the strongest effect is determined when the period is 0.1 s. Finally, the temperature of anthracite loose coal was measured according to the optimal signal. The maximum absolute error in the measurement results was 1.23 °C, and the maximum relative error was 4.22%.

Compliance with cocoa quality management practices in Ghana; To what extent are cocoa farmers complying?

Despite the fact that adhering to cocoa quality management practices (QMPs) is crucial to satisfy consumer food safety standards and receive premium cocoa pricing, evidence of cocoa farmers' compliance with these recommended QMPs is scanty in Ghana. The purpose of this study was to assess the extent and antecedents of farmers’ compliance with six QMPs including pest and disease, harvesting and pod storage, pod breaking and bean removal, fermentation, drying, and bagging and storage practices in Ghana. Data from 200 farmers was solicited and analyzed using a compliance index as well as a seemingly unrelated regression (SURE) model to account for cross-correlation effects among six recommended QMPs. The results show an overall index of 2.46, implying that the cocoa farmers moderately comply with the six QMPs. Specifically, compliance levels for fermentation (index = 2.90) and drying (index = 2.92) practices are high, while farmers showed low compliance with bagging and storage practices (index = 1.33). The SURE model exhibits heterogeneous covariates that influence farmers’ compliance across the six QMPs. However, extension access, sex of the farmer, and to some extent awareness of quality management practices, as well as education, are significant determinants of compliance across all six quality management practices. These findings have implications for strengthening the Extension Services Division of COCOBOD and gender mainstreaming of cocoa quality improvement training to address the challenges of women cocoa farmers.

Probabilistic analysis of ground settlement induced by tunnel excavation in multilayered soil considering spatial variability

Accurately evaluating and predicting the ground settlement during tunnel excavation are crucial for ensuring the stability of tunnel structures. However, the traditional methods always use representative (or average) values for deterministic analysis and rarely consider the spatial variability of soil properties. In this study, a probabilistic analysis of ground settlement under uncertain soil properties was performed based on random fields combined with the finite-difference method. The random fields of Young’s modulus and friction angle of multilayered soils were generated based on the Cholesky decomposition in a manner consistent with a specified numerical mesh. The effects of spatial variability and cross-correlation in random fields on the ground settlement were investigated in detail. The results demonstrate that spatially variable soils significantly influence the probability of failure, magnitude, and longitudinal profile of ground settlement in the vertical direction. It can be found that the allowable ground settlement of the limit state function also dominated the degree of the vertical scale of fluctuation on stability. Neglecting the cross-correlation between the two random fields results in an overestimation of the probability of failure compared with an independent analysis. Subsequently, the failure mechanisms of ground settlement in spatially random soils were discussed.

Nonequilibrium molecular dynamics for accelerated computation of ion–ion correlated conductivity beyond Nernst–Einstein limitation

Condensed matters with high ionic conductivities are crucial in various solid devices such as solid-state batteries. The conduction is characterized by the cooperative ionic motion associated with the high carrier density. However, the high cost of computing correlated ionic conductivities has forced almost all ab initio molecular dynamics (MD) to rely on the Nernst–Einstein dilute-solution approximation, which ignores the cross-correlation effect. Here we develop a chemical color-diffusion nonequilibrium MD (CCD-NEMD) method, which enables to calculate the correlated conductivities with fewer sampling steps than the conventional MD. This CCD-NEMD is demonstrated to well evaluate the conductivities in the representative solid electrolyte bulk Li10GeP2S12 and Li7La3Zr2O12. We also applied CCD-NEMD to the grain boundary of Li7La3Zr2O12 and demonstrated its applicability for calculating interfacial local conductivities, which is essential for investigating grain boundaries and composite electrolytes. CCD-NEMD can provide further accurate understanding of ionics with ionic correlations and promote developing solid devices.

Orientational dynamics in supercooled glycerol computed from MD simulations: self and cross contributions.

The orientational dynamics of supercooled glycerol is probed using molecular dynamics simulations for temperatures ranging from 323 K to 253 K, through correlation functions of first and second ranks of Legendre polynomials, pertaining respectively to dielectric spectroscopy (DS) and depolarized dynamic light scattering (DDLS). The self, cross, and total correlation functions are compared with relevant experimental data. The computations reveal the low sensitivity of DDLS to cross-correlations, in agreement with what is found in experimental work, and strengthen the idea of directly comparing DS and DDLS data to evaluate the effect of cross-correlations in polar liquids. The analysis of the net static cross-correlations and their spatial decomposition shows that, although cross-correlations extend over nanometric distances, their net magnitude originates, in the case of glycerol, from the first shell of neighbouring molecules. Accessing the angular dependence of the static correlation allows us to get a microscopic understanding of why the rank-1 correlation function is more sensitive to cross-correlation than its rank-2 counterpart.

Dry and Wet Changes and Vegetation Time-Delay Responses in Western China

Due to global warming and other climate changes, it is increasingly important to study the response of regional environmental changes and dynamic changes in vegetation to climate change. Based on meteorological data from the last 60 years, this paper calculates the humidity index of western China under a wide range of long time series in different regions and explores the cross-correlation effect between series by offering a comparison with NDVI data, to analyze the cross-correlation between wet and dry changes and changes in vegetation in western China on a spatial scale. The results show that the spatial distribution of the interdecadal humidity index is different between different regions in western China. For example, the semi-arid and the semi-humid zones of the Weihe River region exhibit significant changes, while the Xinjiang and Qinghai–Tibet regions show a trend of constant wetness, on the whole, and the Sichuan and Yunnan–Guizhou regions are relatively humid and the distribution of wetness and dryness is relatively stable. The distribution of high and low values of the humidity index is very obvious and consistent with that of the distribution of desert bare land and precipitation in western China. In common with the distribution in the humidity index, the maximum correlation number between the NDVI and the humidity index in the whole western region is also significantly different in spatial distribution. There is a positive correlation between the NDVI and the humidity index in 99% of the study area. However, the delay in response time of the NDVI to changes in the humidity index in each region is inconsistent. For example, changes in the NDVI lag changes in the humidity index in the Menggan region by generally either 2 months or 5 months, while in the Sichuan region the delay in response time is generally 3 months. The variation and trend in dry and wet areas are closely related to the geographical location, climate zone, and topographic terrain, which may be the reason for the differences in the distribution of vegetation types and the response time to dry and wet changes. There is significant interaction between the humidity index and the vegetation type or precipitation distribution in western China. The positive correlation between the NDVI and the humidity index means that the positive effect is more sensitive, and the response of grassland is the most sensitive in the ecosystem.

Cross-correlation effects in the solution NMR spectra of near-equivalent spin-1/2 pairs.

The nuclear magnetic resonance (NMR) spectra of spin-1/2 pairs contain four peaks, with two inner peaks much stronger than the outer peaks in the near-equivalence regime. We have observed that the strong inner peaks have significantly different linewidths when measurements were performed on a 13C2-labelled triyne derivative. This linewidth difference may be attributed to strong cross-correlation effects. We develop the theory of cross-correlated relaxation in the case of near-equivalent homonuclear spin-1/2 pairs, in the case of a molecule exhibiting strongly anisotropic rotational diffusion. Good agreement is found with the experimental NMR lineshapes.

Significant Effect of Rugosity on Transport of Hydrocarbon Liquids in Carbonaceous Nanopores

We report the results of modeling the transport of n-octane and n-hexadecane and their mixtures through carbonaceous nanopores at high-pressure conditions. Pores are modeled as smooth slit sheets with perturbations added as ridges and steps and a version of the statistical associating fluid theory (SAFT-γ Mie) is used both as equation of state and as a coarse-grained force field to account for fluid–fluid and fluid–solid molecular interactions. Molecular simulation allowed the description of transport diffusivities in terms of molecular flow, using boundary driven nonequilibrium molecular dynamics (BD-NEMD). Transport diffusivities are also independently calculated using equilibrium and external force nonequilibrium molecular dynamics (EF-NEMD) simulations, after accounting for the adsorption on the pores. We show consistency between the approaches for quantifying transport in terms of permeabilities (Darcy flows) and transport diffusivities. We find that smooth slit carbon pore models, which are commonly employed in the literature as surrogates for kerogen regions in shale, are an inadequate representation of ultraconfined natural pores. For slit pores, the flow patterns are characterized by a fully mutualized pluglike flow and fast transport. However, by incorporating even a small amount of rugosity (roughness) into the solid walls, the diffusion coefficients decrease dramatically, with surface roughness significantly affecting the characteristic transport and velocity profiles inside the pores. In all cases, it is seen that there are important cross-correlation effects, influencing the way components of the mixture flow together. Calculated self-diffusivities are orders of magnitude smaller than the observed transport diffusivities for liquid mixtures. This work has a direct impact on the understanding and modeling of unconventional hydrocarbon recovery and flow in organic shale rocks.

Design and Analysis of Limited-Angle Wound Rotor Resolvers

In this study, the comprehensive design and analysis of a limited-angle wound rotor resolver (LAWRR) with high precision are presented. The effect of two major design parameters, including stator and rotor number of turns combinations, as well as the transformation ratio, on angular position accuracy is investigated. To determine the optimal number of turn combinations of LAWRRs with concentric windings (CWs), a simple analytical method consisting of calculating the total harmonic distortion (THD) percentage of the winding distribution waveform is employed. The fundamental operating principle and parametric analyses are carried out using finite element analysis (FEA), which is then followed by verification of the analytical calculations and determination of the optimal number of turn combinations. Moreover, the cross-correlation effect of the signal (stator) and excitation (rotor) winding configurations has been considered. Time-averaged, peak to peak, and maximum position errors were calculated for accuracy analyses. Finally, a prototype is built and tested to validate the analytical and numerical analyses, as well as the main parameters and angular position error.

Probabilistic analysis of wave-induced dynamic response in a poroelastic sloping seabed using random finite element method

Wave loading can lead to transient liquefaction and instability in a porous seabed and can therefore cause marine structures to fail. The failure mechanism of seabed involving many complex factors and uncertainties has not been fully revealed. The properties of marine sediments, usually assessed as constant parameters in traditional deterministic analyses, actually vary spatially because of geomorphic processes and loading history. This study therefore presents a probabilistic analysis of wave-induced dynamic responses in a poroelastic sloping seabed by applying a random finite element method. Spatial variabilities of the cross-correlated permeability and shear modulus of marine soils are taken into account using random field theory. The response of poroelastic sloping seabed is analyzed based on Biot's theory and linear wave theory considering changes in wave height and length when propagated from relatively deep to shallower water. A LiveLink code is written to integrate the random field simulation and the finite element model for the probabilistic analysis of a spatially heterogeneous seabed. Monte Carlo simulations are carried out to obtain the statistics and associated uncertainties of the seabed response. Effects of cross-correlation of random fields and the slope angle on the response of a poroelastic sloping seabed were also investigated.

Two-Step Aging of Highly Polar Glass.

Nonequilibrium processes, including physical aging, belong to the most challenging phenomena of glassy dynamics. One of the fundamental problems that needs clarification is the effect of material polarity on the time scale of the structural recovery of glass. The importance of this issue arises from practical applications and recent findings suggesting a substantial contribution of dipole–dipole interactions to the dielectric permittivity spectra of polar glass-formers. Herein, we use dielectric spectroscopy to investigate structural relaxation and aging dynamics of highly polar glass-former 4-[(4,4,5,5,5-pentafluoropentoxy)methyl]-1,3-dioxolan-2-one (FPC), a derivative of propylene carbonate with εs = 180 and μ = 5.1. We show that ε″(tage) data of FPC at Tage < Tg reveal complex behavior resulting from considerable cross-correlation effects. Namely, two characteristic aging time scales, reflecting the evolution of cross-correlation mode and generic structural relaxation toward equilibrium, are obtained at a given Tage. Furthermore, a single stretched exponential behavior of ε″(tage) has been received for weakly polar carvedilol with negligible dipole–dipole interactions.

TESTING FOR EFFECTS OF CROSS-CORRELATIONS ON JOINT MULTIFRACTALITY

Joint multifractality has been studied in many areas of applied sciences, but few studies focused on the sources of joint multifractality, especially the cross-correlations between two records which play a crucial role in the presence of joint multifractality. To test the effect of cross-correlations on joint multifractality, we propose a de-cross-correlation method via the shifting technique based on the framework of multifractal detrended cross-correlation analysis (MF-DCCA), namely, multifractal detrended de-cross-correlation analysis (MF-DDA). It keeps the original detrending procedure of MF-DCCA. The proposed method is validated via some simulation and real data including multifractal random walk (MRW), daily water levels, and daily stock returns. Results of validation show that the MF-DDA can detect the effects of cross-correlations between simulation series and between real series, and are consistent with the simulation setting of MRW and the actual situation of real data. This proposed method can be extended to other similar joint multifractal analysis methods.

Intrinsic anisotropy parameters of a series of lanthanoid complexes deliver new insights into the structure-magnetism relationship

Intrinsic anisotropy parameters of a series of lanthanoid complexes deliver new insights into the structure-magnetism relationship

Dollar’s Influence on Crude Oil and Gold Based on MF-DPCCA Method

This paper analyzed the influence of dollar on crude oil and gold based on the multifractal detrended partial cross-correlation analysis method. It showed that affected by the dollar, the crude oil and gold markets have a partial cross-correlation relationship which is stronger than their own cross-correlation. The partial cross-correlation is long-term and has multifractal characteristics. Through shuffled and Fourier-phase randomization, it is found that this multifractal feature is caused by the combined effect of the long-term cross-correlation between the returns and the fluctuation fat-tailed distribution, where the influence of the fat-tailed distribution is slightly greater than that of the long-term cross-correlation between the returns.

Performance of Improved-DCSK system over land mobile satellite channel under effect of time-reversed chaotic sequences

Among non-coherent chaos-based communication schemes, improved-differential chaos-shift keying (I-DCSK) with the use of time-reversed chaotic sequences shows good achievement in bit-error-rate (BER) performance and spectral efficiency. To date, BER performance of the I-DCSK system has been investigated over various transmission channels in the presence of Gaussian noise and Rayleigh fading. In this paper, we studied for the first time the performance of the I-DCSK system over a land mobile satellite channel. Discrete-time models of the transmitter and receiver over a two-state Lutz channel typically describing satellite environments are studied. We point out that there are differences in cross-correlation characteristics between the time-reversed and conventional chaotic sequences. From this aspect, BER performance of the studied system is analyzed in scenario of taking into account the cross-correlation effect of time-reversed chaotic sequences. BER expressions are verified by Monte Carlo simulations. Performance comparison between I-DCSK and DCSK-based schemes over the studied channel is carried out. Obtained results prove that the I-DCSK system is able to be used as a physical-layer modulation method using chaos for land mobile satellite applications.

Low Frequency Noise Modeling and SPICE Implementation of Nanoscale MOSFETs

The physics-based compact gate and drain current noise models of nanoscale MOSFETs at low frequencies are presented. The models are primarily developed to be implemented in circuit simulators and are further applied to gain insight into the noise behavior of advanced MOSFETs. For a comprehensive evaluation of noise performance at low frequencies, the models describe all the important physical noise sources and effects which are observed in nanoscale MOSFETs with ultrathin gate oxides. The models account for the gate leakage current noise, the drain current noise, cross correlation effects between the gate and the drain, and quantum mechanical (QM) effects in the inversion layer. With the help of an accurate and generally applicable compact noise models, the compact noise models are successfully implemented into BSIM (Berkeley Short-channel IGFET Model) format and are validated through a comparison of simulation results and measurements.

Site and Regional Trend Analysis of Precipitation in Central Macedonia, Greece

The purpose of this paper is to investigate the trend of precipitation in Kilkis region (Greece) at the site and regional level in various time scales. At the site level, the precipitation trend was analyzed using three tests: 1) Mann-Kendall, 2) Sen’s T and 3) Spearman while the trend slope was estimated using the Sen’s estimator. At a regional level, nonparametric spatial tests such as Regional Average Mann-Kendall (RAMK) and BECD’s (Bootstrap Empirical Cumulative Distributions) were elaborated with and without the effect of cross correlation. The trend of precipitation was noticed generally downward at annual time scale and statistically significant at 5% level of significance only in only one station. The results of the analysis of trends at the regional level showed in total the influence of cross correlation in the time series since the number of trends detected is reduced when cross correlation is preserved. Precipitation data from 12 stations were used. The study results benefit water resource management, drought mitigation, socio-economic development, and sustainable agricultural planning in the region.

Time dynamics of connectedness between commodity convenience yields and zero-coupon inflation swap rates

ABSTRACT Globalisation and financial liberalisation have made financial markets more correlated and connected. In this context, it has become extremely important to understand the connectedness and correlation among different financial markets and commodities. This paper attempts to extend applicable empirical studies by examining the connectedness between volatilities of commodity convenience yields and zero-coupon inflation swap rates. We conduct our study by using both the spillover index methodology provided by Diebold and Yilmaz (2009, 2012) as well as Barunik and Krehlik’s (2018) methodology to decompose the index to its frequencies for short-, medium and long-term dynamics. Although, empirical results based on Diebold and Yilmaz’s (2012) methodology show that high total connectedness exists between the variables for the whole time period, our results based on Barunik and Krehlik’s (2018) approach shows that this connectedness exists only in the long-term. The results also indicate that the connectedness dynamics change when the effect of cross-correlations is considered.

Cross-correlation effect of ARAIM test statistic on false alarm risk

The requirement for ARAIM continuity risk due to the monitor false alarm has been outlined in earlier works for ARAIM development (WG-C in ARAIM technical subgroup milestone 3 report, 2016). However, the expected continuity risk comes from an underlying conservative assumption that the correlation between multiple monitors for fault detection is negligible. Thus, we investigate the effect of the cross-correlation across ARAIM solution separation tests on the monitor false alarm probability (\(P_{\text{FA}}\)) by presenting a higher fidelity methodology to evaluate the \(P_{\text{FA}}\) based on highly correlated fault detection tests. We carry out a preliminary assessment of ARAIM false alarm performance by using the proposed method. It was found that considering the cross-correlation among monitor test statistics reduces the predicted \(P_{\text{FA}}\) by up to approximately 50% of the predefined requirement (e.g., \(10^{ - 6}\)) when triple satellite faults were considered. Despite such improvement, the baseline ARAIM implementation does not appear to be overly conservative.