Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 20 for “"Nonlinear dependence"”.
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Nonlinear dependence and its application in finance
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2024-03-01 without embargo terms
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Heterogeneous Sensor Signal Processing for Inference with Nonlinear Dependence
… using heterogeneous data with complex and nonlinear dependence are investigated in this dissertation. We apply copula theory to characterize the dependence among heterogeneous data.</p> <p>In centralized detection, where sensor observations are available at the fusion center (FC), we study …
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Diffusion driven object propulsion in density stratified fluids
… full array of wide fish revealed that there is a nonlinear dependence on the width of the fish, and that for a two-dimensional flow field model to be accurately verified experimentally further experiments must take place to quantify and account for this discrepancy.
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Neutron irradiation effects in gallium arsenide
… were more than 25% of their initial values, nonlinear dependence on neutron fluence was apparent. New theory is proposed which explains the changes in electrical properties in terms of rates of trapping and release of charges. A theoretical relationship is derived for the change in carrier …
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Electronic Energy Transfer in Conjugated Organic Dendrimers and Polymers
… the trap from the rest of the network, the nonlinear dependence of trapping rate on the coherence time, and the role of network size and connectivity in determining the effect of the coherence time on efficiency. We investigate the energy transfer in MEH-PPV using femtosecond degenerate …
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Mechanistic studies on metal-catalyzed carbon-nitrogen bond forming reactions
… high concentrations of amide, as revealed by a nonlinear dependence of the rate on 1,2-diamine concentration. Extended premixing times between the Cu(I) precatalyst and the amide lead to an extensive induction period which can be attenuated by replacing the Cu(I) precatalyst with a Cu(II) …
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Acoustic Stimulation of Multiphase Flow in Porous Media
… for constant pressure gradients reveal a nonlinear dependence of the flow rate on the applied pressure gradient. For droplet flow in a straight tube, a progressive increase in droplet deformation occurs as the pressure gradient is increased, leading to an enhancement in the permeability of …
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Nucleation and growth of pharmaceutical crystals
… by a spiral growth. Step velocity shows a nonlinear dependence on OZPN concentration.;The proposed growth model suggests that OZPN layers propagate by incorporation of OZPN dimers present as a minor species in OZPN solution. The growth by dimers is faster not owing to spatial or entropic …
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Estimation of the In-Cylinder Air/Fuel Ratio of an Internal Combustion Engine by the Use of Pressure Sensors
… problem, and the second method results in a nonlinear least-squares problem. The nonlinear least-squares problem is solved by separating out the nonlinear dependence and solving the single-variable minimization problem. For this, a finite difference Newton method is derived. Using this …
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Essays on Quantitative Risk Management
… Subsequently we move to the key concept of dependence by investigating the importance of dynamic linkages between credit and equity markets. We propose a flexible regime-switching copula model to explore the dynamics of dependence and possible structure breaks with special consideration on …
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A Partly Linear Model for Censored Regression Quantiles
… regression quantiles as a method for modeling nonlinearities in duration data. As quantile regression does not impose a proportionality constraint on the hazard, it is less restrictive than the Cox method and it often illuminates aspects of the data that could otherwise be overlooked. This …
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Statistical inference of multivariate time series and functional data using new dependence metrics
… data and develop new methodologies by using new dependence metrics which can be viewed as an extension of Martingale Difference Divergence (MDD) [see Shao and Zhang (2014)] that quantifies the conditional mean dependence of two random vectors. For one part, the new approaches to dimension reduction …
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Finite element based micromechanical modeling of periodic composite microstructures
… manner, and increased the peak stress with a nonlinear dependence. An increase in coating fraction with volume fraction and layer number held constant significantly increased the modulus as the square of the volume fraction and the peak stress in a non-linear fashion. An increase in the layer …
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Dependence testing in high dimension
"The study of dependence for high dimensional data originates in many different areas of contemporary research. While a lot of existing work focuses on measuring the linear dependence and monotone dependence for fixed dimensional data, comparatively less is concerned for more complex dependence …
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Phase transitions of poly (l-lactic acid) in bulk and in solution
… C) is quantified by pycnometry measurements. A nonlinear dependence of the densities of the amorphous phase on temperature with a transition at about 45 C is found from pycnometry measurements. After thermal aging at this temperature, amorphous PLLA samples exhibit maximum excess enthalpies of …
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Copulas for High Dimensions: Models, Estimation, Inference, and Applications
… utilizes high frequency data and copulas. The dependence between returns is decomposed into linear and nonlinear components, which enables the use of high frequency data to accurately measure and forecast linear dependence, and the use of a new class of copulas designed to capture nonlinear …
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Keer electro-optic measurements in liquid dielectrics
… The calculated spatial variation has a strong nonlinear dependence on the applied voltage, which generates a precursory indicator of the electrical breakdown initiation. This result may have potential applications in non-destructive breakdown test and inclusion detection in dielectric liquids. …
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Structures, processes, and clustering of complex networks
… (GEP) on complex networks. There is a strong nonlinear dependence of the transmission probability on the local density of corruption: To model the resistance of the individual against corruption, the main neighbour infection process is triggered only above a given threshold of infected …
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Ultra-low frequency wireless transmitter design using resonant oscillating permanent magnets
… simulations. The analytical model brings out the nonlinear dependence of magnetic torsional stiffness on the rotor oscillation amplitude. Further, it shows that the resonance frequency depends on the dipole moment of the stator, and the separation between the magnets. However, due to close …
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Numerical Prediction of Drag Reduction and Interfacial Shapes Over Superhydrophobic Surfaces
… channel height in the wall-normal direction. The nonlinear dependence of $DR$ on $h$ is observed to have three distinct regions. A nonlinear curve fit is obtained for a gas fraction $\phi_g$ as a function of $h$, where $\phi_g$ determines the amount of slip area exposed to the flow. A power-law …