Three-dimensional Impulse Response Research Articles

Research on the Measurement of Central Bank Communication Index and its Impact on the Macroeconomy

With the increasing size of financial assets and the complexity of monetary patterns, countries around the world are gradually becoming more transparent in their monetary policies, using central bank monetary policy communication as a new type of monetary policy instrument. To measure central bank communication more accurately, this paper proposes a dynamic topic model, LDA-BP, based on branching processes, to construct the central bank communication index. At the same time, this paper does four things: it uses the constructed communication index as a proxy variable for the new monetary policy instrument; it builds a TVP-FAVAR model that can extract potential macroeconomic information from many variables, and its time-varying nature can better reflect the dynamic regulatory effect of monetary policy; it constructs a three-dimensional impulse response diagram; and it conducts a systematic analysis of macroeconomic impact. The experimental results of demonstrate its effectiveness on central bank monetary policy communication, as it captures timely information about conventional monetary policy instruments and immediately responds to changes in interest rates and money supply. All three monetary policy instruments are effective in smoothing output volatility, with monetary policy communication having a longer-term impact on the macroeconomy.

Revisiting Exchange Rate Shocks on Macroeconomic Variables in China using Time-Varying VAR Model

In this study we analyze exchange rate shocks in China on its macroeconomic variables by apply TVP-VAR modeling approach. Three-dimensional impulse response functions reveal that GDP, CPI and interest rate are affected in the short run and long run. Our findings have important policy implications for the Chinese government conducting exchange rate policy.

The three-dimensional impulse response of a boundary layer to different types of wall excitation

Here we report a study of the physical mechanism behind the creation of perturbation of a boundary layer by direct numerical simulation (DNS) of an incompressible Navier-Stokes equation (NSE) that leads to eventual three-dimensional (3D) transition. By considering two different types of impulsive wall-excitations which are similar to dip-slip and strike-slip events in the seismological terminology for a zero pressure gradient (ZPG) boundary layer, we show that initial events and the evolution of the resultant wave-packet bear a close resemblance with the physical mechanism for the creation of tsunamis. This is due to the significant differences in the characteristics and dynamics of the wall-bounded and oceanic boundary layer at deep-ocean. Here we particularly seek out the impulse response of a ZPG boundary layer as demonstrated recently in the work of S. Bhaumik and T. K. Sengupta [“Impulse response and spatio-temporal wave-packets: The common feature of rogue waves, tsunami, and transition to turbulence,” Phys. Fluids 29, 124103 (2017)], by considering a specific boundary motion similar to dip-slip events for the creation of tsunamis. The precursor of flow transition, noted as the spatiotemporal wave front, has been shown to be very effectively created by the dip-slip type of boundary motion, first reported in the work of Sengupta et al. [“Spatiotemporal growing wave-fronts in spatially stable boundary layers,” Phys. Rev. Lett. 96, 224504 (2006)], from both linear and nonlinear analyses of NSE. In this study, receptivity of the boundary layer to these two types of subduction motions is contrasted. This is performed for the first time using 3D DNS of NSE. It is shown that the dip-slip event displays stronger receptivity than the strike-slip event.

Design of a compact spherical loudspeaker array for simulating accurate instrument directivities for concert hall measurement and auralization

An omnidirectional sound source is often used as a repeatable source to measure impulse responses in concert halls to obtain room acoustics metrics. The limitation of using an omnidirectional source is that real sound sources, such as musical instruments, do not exhibit omnidirectional radiation patterns. For an orchestra, many instruments with unique directional radiation patterns are distributed across the stage. To achieve more realistic auralizations, a 20-element compact spherical loudspeaker array was constructed to simulate the frequency-dependent radiation properties of instruments. This loudspeaker array is capable of achieving a truncated third-order spherical harmonics representation of an instrument’s radiation pattern. Once the source is moved to different instrument locations around stage, frequency-dependent weighting factors for each driver are controlled to match the source’s radiation pattern to that instrument. Full three-dimensional impulse response measurements of the source were made to characterize the source’s directional performance. From these measurements, frequency-dependent gains were applied to determine the accuracy and frequency range of the directional reproduction, and the results for various instruments will be presented. The implementation of this source into an existing measurement setup for future measurements of U.S. and European concert halls will also be discussed. [Work supported by NSF Award 1302741.]

Filtered backprojection for modifying the impulse response of circular tomosynthesis.

A filtering technique has been developed to modify the three-dimensional impulse response of circular motion tomosynthesis to allow the generation of images whose appearance is like those of some other imaging geometries. In particular, this technique can reconstruct images with a blurring function which is more homogeneous for off-focal plane objects than that from circular tomosynthesis. In this paper, we describe the filtering process, and demonstrate the ability to alter the impulse response in circular motion tomosynthesis from a ring to a disk. This filtering may be desirable because the blurred out-of-plane objects appear less structured.

The complete extension of the Biot–Tolstoy solution to the density contrast wedge with sample calculations

The Biot–Tolstoy exact time-domain solution for the three-dimensional impulse response of an impenetrable wedge is extended to accommodate the isovelocity or density-contrast wedge. Fourier transformation of the time and axial variables, along with a Kantorovich–Lebedev transform applied to the cylindrical radial coordinate, leads to a solution in terms of residue series. When the wedge angle is a rational fraction of π, the residue series can be reduced to a finite sum which is evaluated for some special cases. The total pressure field consists of geometrical acoustics contributions, as predicted by Snell’s laws, plus a modified version of the Biot–Tolstoy diffraction field.

Experimental investigation of moored-buoys using advanced video techniques

Physical model tests were conducted to validate numerical models of moored-buoy systems. Three buoy types (sphere, spar and discus) were tested for intrinsic properties, three-dimensional impulse response and three-dimensional dynamic response to two-dimensional regular and random wave excitation. Buoy kinematics were measured using advanced video imaging techniques. Other data collected included upper and lower mooring line tension and mooring line inclination. Physical model development, test and measurement procedures and data collected are discussed.

Theoretical foundation of a proposed new method of the optical diagnostics of positive column plasma in glow discharge

An integral equation has been constructed which describes the image of cylindrically symmetric, longitudinally homogeneous transparent systems radiating in the optical region. As a base, the construction of the three-dimensional impulse response of a point light source was used. If an experiment is arranged so that it can be described by such an equation, radial variations of atomic concentration in different levels may be determined (e.g., in the positive column of the glow discharge).

Three-Dimensional Impulse Response of Rectangular and Circular Imaging Apertures

The three-dimensional intensity impulse responses of rectangular and circular apertures are calculated. The calculations take into account the variation of magnification with the amount of defocusing. The results may be applied to images of thin clouds of particles with arbitrary depth.

On: “Three-Dimensional Filtering with an Array of Seismometers” by John P. Burg (GEOPHYSICS, October 1964, p. 693–713)

In Section IV of the above paper, Burg writes the three-dimensional impulse response of a seismometer as [Formula: see text] where [Formula: see text] is the time-impulse response of a seismometer, and [Formula: see text] is the location of the seismometer in an [Formula: see text]coordinate system. Although at first glance this is intuitively appealing, it is not correct.