Dependence Of Time Lag Research Articles

Inference and analysis on the evidential reasoning rule with time-lagged dependencies

Evidential reasoning rule (ER rule), benefits by the advantage in dealing with various uncertainties, is widely applied for independent evidence aggregation and multi-attribute decision making. In engineering practice, however, time-lagged correlations among multiple attributes from complex systems are often encountered, causing time-lagged dependencies among evidences generated from these attributes. To aggregate multiple pieces of time-lagged dependent evidence, an evidential reasoning rule with time-lagged dependencies, called the ER-TLD, is developed in this paper. Firstly, the calculation algorithm for the relative total time-lagged dependence coefficient (RT-TLDC) and the delay time of each attribute is proposed based on the distance correlation (dCor) method, with which nonlinear time-lagged correlations among multiple attributes can be captured. On this basis, the ER-TLD model is constructed by introducing the RT-TLDCs and delay times into the ER rule, so that multiple pieces of time-lagged dependent evidence can be effectively aggregated. Then, sensitivity analyses are conducted, and the impact of delay time change on the aggregation results is explored. Finally, the effectiveness and potential application of the proposed method are verified by one numerical example and three practical experiments. The aggregation results obtained by the ER-TLD show more rationality according to the comparative studies.

Roles of laser ellipticity in attoclocks

We study ionization of atoms in strong elliptically polarized laser fields numerically and analytically. We focus on the effects of laser ellipticity on the offset angle in the photoelectron momentum distribution. This angle is considered to encode the time information of tunneling ionization in attoclock experiments. The calculated offset angle increases with the decrease of ellipticity, but the momentum along the major axis of laser polarization related to this angle changes slowly, in agreement with experiments. With a Coulomb-included strong-field model, the scaling laws for the ellipticity dependence of this angle and relevant momentum components are obtained, and the ellipticity dependence of Coulomb-induced ionization time lag encoded in this angle is also addressed.

UV/Optical Disk Thermal Reverberation in Active Galactic Nuclei: An In-depth Study with an Analytic Prescription for Time-lag Spectra

Abstract Several active galactic nuclei show correlated variations in the UV/optical range, with time delays increasing at longer wavelengths. Thermal reprocessing of the X-rays illuminating the accretion disk has been proposed as a viable explanation. In this scenario, the variable X-ray flux irradiating the accretion disk is partially reflected in X-rays and partially absorbed, thermalized, and reemitted with some delay by the accretion disk at longer wavelengths. We investigate this scenario assuming an X-ray pointlike source illuminating a standard Novikov–Thorne accretion disk around a rotating black hole. We consider all special and general relativistic effects to determine the incident X-ray flux on the disk and in propagating light from the source to the disk and to the observer. We also compute the disk reflection flux, taking into consideration the disk ionization. We investigate the dependence of the disk response function and time lags on various physical parameters, such as the black hole mass and spin; X-ray corona height, luminosity, and photon index; accretion rate; inclination; and inner/outer disk radii. We find it is important to consider relativistic effects and the disk ionization in estimating the disk response. We also find a strong nonlinearity between the X-ray luminosity and the disk response. We present an analytic function for the time-lag dependence on wavelength, which can be used to fit observed time-lag spectra. We also estimate the fraction of the reverberation signal with respect to the total flux, and we suggest possible explanations for the lack of X-ray–UV/optical correlated variations in a few sources.

Unveiling the Temporal Properties of MAXI J1820+070 through AstroSat Observations

Abstract We present here the results of the first broadband simultaneous spectral and temporal studies of the newly detected black hole binary MAXI J1820+070 as seen by Soft X-ray Telescope and Large Area X-ray Proportional Counter (LAXPC) on board AstroSat. The observed combined spectra in the energy range 0.7–80 keV were well modeled using disk blackbody emission, thermal Comptonization, and a reflection component. The spectral analysis revealed that the source was in its hard spectral state (Γ = 1.61) with a cool disk (kT in = 0.22 keV). We report the energy dependent time-lag and root mean squared (rms) variability at different frequencies in the energy range 3–80 keV using LAXPC data. We also modeled the flux variability using a single-zone stochastic propagation model to quantify the observed energy dependence of time lag and fractional rms variability, and then compared the results with that of Cygnus X-1. Additionally, we confirm the detection of a quasi-periodic oscillation with the centroid frequency at 47.7 mHz.

Random Walk Simulation of Fibroblast Cells through RyTrack and Lab VIEW Software Applications

Objectives: In this study, the theoretical results of the trajectories of a particle in Brownian motion are presented through simulation using LabVIEW. Methods/Statistical Analysis: Particle-tracking methods, which probe local mechanical properties has been employed. For a 2.0-micron polystyrene bead attached to the walls of fibroblast cells, its movements are tracked through time using video microscopy in which Rytrack software geared with algorithms is used to extract the trajectories of the particles. The time-lag dependence Mean Square Displacement (MSD) of each fibroblast cell is computed from the time-dependent coordinates of that cell. Findings: From the experiment and through simulations of random walk, it is found that as time increases, MSD also increases. It reveals the viscoelastic nature of the microenvironment in the immediate vicinity of each fibroblast cell. From the computed MSDs, the fibroblast cell possesses both having liquidlike and solid-like characteristics. The MSD graph gives characteristic curve that elucidates the nature of fibroblast cell in the system. The analyzed diffusion is of isotropic nature depicted by the linear correlation and the tracers are having sub-diffusive mean trajectories. The mechanical properties of the cytoplasm of fibroblast cells are spatially variable and depend on timescales. Application/Improvement: This study gives characteristic analysis on the mechanical properties of fibroblast cells which are essential for proper function and health. Keywords: Biophysics, Fibroblast Cells, LabVIEW, Random Walk, Rytrack, Simulation

Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study

This paper considers an often forgotten relationship, the time delay between a cause and its effect in economies and finance. We treat the case of Foreign Direct Investment (FDI) and economic growth, - measured through a country Gross Domestic Product (GDP). The pertinent data refers to 43 countries, over 1970–2015, - for a total of 4278 observations. When countries are grouped according to the Inequality-Adjusted Human Development Index (IHDI), it is found that a time lag dependence effect exists in FDI–GDP correlations. This is established through a time-dependent Pearson ’s product-moment correlation coefficient matrix. Moreover, such a Pearson correlation coefficient is observed to evolve from positive to negative values depending on the IHDI, from low to high. It is “politically and policy relevant” that the correlation is statistically significant providing the time lag is less than 3 years. A “rank-size” law is demonstrated. It is recommended to reconsider such a time lag effect when discussing previous analyses whence conclusions on international business, and thereafter on forecasting.

Information Feedback in Temporal Networks as a Predictor of Market Crashes

In complex systems, statistical dependencies between individual components are often considered one of the key mechanisms which drive the system dynamics observed on a macroscopic level. In this paper, we study cross-sectional time-lagged dependencies in financial markets, quantified by nonparametric measures from information theory, and estimate directed temporal dependency networks in financial markets. We examine the emergence of strongly connected feedback components in the estimated networks, and hypothesize that the existence of information feedback in financial networks induces strong spatiotemporal spillover effects and thus indicates systemic risk. We obtain empirical results by applying our methodology on stock market and real estate data, and demonstrate that the estimated networks exhibit strongly connected components around periods of high volatility in the markets. To further study this phenomenon, we construct a systemic risk indicator based on the proposed approach, and show that it can be used to predict future market distress. Results from both the stock market and real estate data suggest that our approach can be useful in obtaining early-warning signals for crashes in financial markets.

Cholesterol modulates acetylcholine receptor diffusion by tuning confinement sojourns and nanocluster stability

Translational motion of neurotransmitter receptors is key for determining receptor number at the synapse and hence, synaptic efficacy. We combine live-cell STORM superresolution microscopy of nicotinic acetylcholine receptor (nAChR) with single-particle tracking, mean-squared displacement (MSD), turning angle, ergodicity, and clustering analyses to characterize the lateral motion of individual molecules and their collective behaviour. nAChR diffusion is highly heterogeneous: subdiffusive, Brownian and, less frequently, superdiffusive. At the single-track level, free walks are transiently interrupted by ms-long confinement sojourns occurring in nanodomains of ~36 nm radius. Cholesterol modulates the time and the area spent in confinement. Turning angle analysis reveals anticorrelated steps with time-lag dependence, in good agreement with the permeable fence model. At the ensemble level, nanocluster assembly occurs in second-long bursts separated by periods of cluster disassembly. Thus, millisecond-long confinement sojourns and second-long reversible nanoclustering with similar cholesterol sensitivities affect all trajectories; the proportion of the two regimes determines the resulting macroscopic motional mode and breadth of heterogeneity in the ensemble population.

Time lag dependence, cross-correlation and risk analysis of US energy and non-energy stock portfolios

This study estimates the time lag cross-correlation matrix, the Sharpe ratio and the Value-at-Risk (VaR) for three 36-stock energy, IT-computer and medicine-biotechnology sector portfolios derived from the US stock market during a post- global financial crisis period. We specifically look at the cause-effect dependence relationship, market risk and investment features of the sector portfolios. Our results uncover unidirectional time lag dependence between the IT-computer and medicine-biotechnology sector portfolios, stating that the price and return values of the former are dependent on the past price and return values of the latter. The IT-computer sector portfolio appears to be the best investment choice in terms of diversification, risk and return. Finally, the energy sector portfolio is found to have the highest VaR values and the lowest return relative to risk. The empirical results regarding the unveiled risk and dependence characteristics of the sectors are promising in terms of theory and practical financial applications.

409 中温域における赤外線加熱を用いた温度伝導率測定法の健全性(GS6 熱工学(1),研究討論セッション)

Structural materials used on system supplying energy must stand at high temperatures. The information about dependence of thermo-physical properties for those materials on temperatures is demanded to evaluate its heat resistance. So we develop a new method to measure thermo-physical properties using an infrared heating at high temperature. This technique uses a heat source to keep a temperature of sample as that to change the temperature. This report describes a comparison between analyses of heat conduction and experiment of that and dependence of time lag having relation to thermal diffusivity and changing temperature having relation to heat capacity on temperatures.

Solar wind-driven geopotential height anomalies originate in the Antarctic lower troposphere

We use National Centers for Environmental Prediction/National Center for Atmospheric Research reanalysis data to estimate the altitude and time lag dependence of the correlation between the interplanetary magnetic field component, By, and the geopotential height anomaly above Antarctica. The correlation is most statistically significant within the troposphere. The peak in the correlation occurs at greater time lags at the tropopause (∼6–8 days) and in the midtroposphere (∼4 days) than in the lower troposphere (∼1 day). This supports a mechanism involving the action of the global atmospheric electric circuit, modified by variations in the solar wind, on lower tropospheric clouds. The increase in time lag with increasing altitude is consistent with the upward propagation by conventional atmospheric processes of the solar wind-induced variability in the lower troposphere. This is in contrast to the downward propagation of atmospheric effects to the lower troposphere from the stratosphere due to solar variability-driven mechanisms involving ultraviolet radiation or energetic particle precipitation.

Constraining properties of dusty environments by infrared variability

We present model simulations of time-variable infrared (IR) emission from dust as a consequence of variability of the incident radiation. For that we introduce a generalized treatment for temperature variations in a dusty environment, which is not limited to any specific astronomical source. The treatment has been incorporated into a simplified clumpy torus model, with the radial brightness distribution as the main parameter, to study the IR emission of type 1 active galactic nuclei (AGN). We show that any variability signal in the optical is smoothened stronger if the brightness distribution is very extended, and this smoothing strongly depends on wavelength. This also affects time lags between the optical and near-/mid-IR emission, which can be up to 10s of sublimation radii for long wavelengths and extended brightness distributions. The dependence of time lag on wavelength and distribution can be used to quantify the brightness distribution in an AGN torus, either by comparing optical light curves to near-IR and mid-IR light curves, or by directly comparing near-IR to mid-IR light curves. Moreover, our model has been applied to near-IR data of the nearby Seyfert 1 galaxy NGC 4151. We show that the simple model can reproduce the overall observed variability signal and found that about 40% of the energy in the variability signal in the V-band has been converted into K-band variability. This low value may be explained by a "snowball" model of gradually-sublimating clouds at the inner edge of the torus. We also note that our modeling does not support a change of time lag/sublimation radius over the observed light curve epoch in spite of a significant change in V-band emission.

Asset Market Liquidity Risk Management: A Generalized Theoretical Modeling Approach for Trading and Fund Management Portfolios

Asset Market Liquidity Risk Management: A Generalized Theoretical Modeling Approach for Trading and Fund Management Portfolios

Models of the dynamics of temperature-myographic feedback

The goal of this work was to perform statistical analysis of experimental trajectories of temperature-myographic BFB training. Approximation of signals was implemented using fractional-linear functions. It was found that the number of approximation functions decreased with increasing number of sessions. Moreover, if the number of approximation functions was large enough, it was possible to find the asymptotic behavior of monitored signal with the help of initial values of the signal. It means that it is possible to reveal the potentialities of patients during 3 or 4 sessions of training. Estimation of the time interval of active work showed that there were two various laws for values of temperature and values of myogram: for the first monitored variable, power law; for the second variable, exponential law. But for both monitored parameters the constants were positive, which meant that there was a minimum of time interval for the active "work" for every patient. Correlation analysis (i.e., analysis of autocorrelation and cross-correlation functions) of temperature and myogram signals showed that there was a correlation between monitored parameters. It means that for both signals we can consider both positive and negative time lag dependence between values of temperature and myogram. Statistical analysis of signal behavior made it possible to construct a phenomenological model of temperature-myogram BFB-training, which comprises the basic parameters of patients. With the help of the model it is possible, in particular, to calculate the sojourn time of system at any part of the phase plane. This characteristic can be used as an integral estimation of the efficiency of BFB-training.

Probing Single-Cell Micromechanics In Vivo: The Microrheology of C. elegans Developing Embryos

Cells are not directly accessible in vivo and therefore their mechanical properties cannot be measured by methods that require a direct contact between probe and cell. Here, we introduce a novel in vivo assay based on particle tracking microrheology whereby the extent and time-lag dependence of the mean squared displacements of thermally excited nanoparticles embedded within the cytoplasm of developing embryos reflect local viscoelastic properties. As a proof of principle, we probe local viscoelastic properties of the cytoplasm of developing Caenorhabditis elegans embryos. Our results indicate that unlike differentiated cells, the cytoplasm of these embryos does not exhibit measurable elasticity, but is highly viscous. Furthermore, the viscosity of the cytoplasm does not vary along the anterior-posterior axis of the embryo during the first cell division. These results support the hypothesis that the asymmetric positioning of the mitotic spindle stems from an asymmetric distribution of elementary force generators as opposed to asymmetric viscosity of the cytoplasm.

Effective laser field influence on the transverse triggering of a spark gap in air

Nd : YAG laser triggering of a centimetric air gap in a homogeneous electric field is studied for pressures ranged from 0.5 to 5 bar. Breakdown transient voltage and current are measured and the formative time lag dependence on reduced field and laser intensity is analysed. It is quantitatively shown that the laser field strongly influences the time lag to breakdown through the effective reduced field.

Acoustic observation of hydrothermal flows

Acoustic backscatter has been used to observe hydrothermal flows at several sites on the Juan de Fuca Ridge at frequencies of 200 and 330 kHz. In the case of plume discharges (‘‘smokers’’), backscatter from particulates is used to obtain three-dimensional images and to measure flow via Doppler shift. For diffuse flows, acoustic scintillation of the signal backscattered from the seafloor is detected using ping-to-ping correlation. Mapping of diffuse flows using both fixed and moving platforms will be discussed. The magnitude and time lag dependence of ping-to-ping correlation have been linked to flow parameters using the Rytov scattering approximation. [Work supported by NSF Grant OCE 98-18841.]

II. Crystallization. Crystallization of glass forming melts

AbstractA survey on the kinetics of nucleation and the mechanisms of crystal growth is given. Theoretical and experimental developments verifying the more general, non steady state formulation of the theory of nucleation are discussed. It is argued that the experimentally observed transiency in the kinetics of nucleation in glass forming systems may be due to both non steady state time lag as well as to growth effects. In order to distinguish between both cases, an analysis of the temperature dependence of the induction times, t, and a comparison with the temperature dependence of the non steady state time lag and the rates of nucleation and growth are required. Experimental results on the mechanisms of crystal growth are provided.

Transport of a zwitter ion across a composite ion-exchange membrane involving the dual sorption mechanism

The equilibrium sorption and permeability of a zwitterion compound in composite membranes have been investigated. Membranes based on poly (acrylonitrile) containing a microdispersion of a cation exchange material or of a strongly basic anion exchange material are characterized in the first place by a high degree of porosity and a low ion-exchange capacity. The membrane morphology was studied by means of scanning electron microscopy. The model compound used was 5-n-butylpyridine-2-carboxylic acid [fusaric acid (FA)], which after readjustment of the medium pH acts as a counterion for both types of membranes. The shape of the recorded dependence of the equilibrium sorption on the fusaric acid concentration reflects the existence of two forms (“dissolved” and sorbed) of the compound in the membrane. In such a case transport of the compound through the membrane is adequately represented by the dual sorption model. With respect to the character of the dependence of permeability and time-lag on the fusaric acid concentration, it is obvious that the dual sorption model is only suitable in a restricted form, i.e. it should be a model using the totally immobilized sorbed form.

Effect of Snow Cover on Time Lag of Runoff from a Watershed

A large scale study on the dependence of time lag of runoff on snow depth and stratigraphy was carried out in a watershed. The time lag in peak runoff was found to be increased by 1.5 - 4 h per I m increment in snow depth. Although the data were widely scattered, it was found that the time lag series converged in a line every year and that discrete layers in the snow cover composed in a warm winter, accelerated meltwater flow. Subtracting the time of propagation through a snowcover from the total time lag, the effect of size of a watershed on a delay in runoff was rearranged, as follows: where Tf is the time lag in min after discharge from a snow cover, A the area of a watershed in km2, Re the effective snowmelt in mm/hr. The time lag Tf increases only by 1.5 times when an area of a watershed is increased by a factor of ten.