نتایج جستجو برای: microstructure noise

تعداد نتایج: 234492  

Journal: :iranian journal of public health 0
d. parvizpour p. meshgi

the paper is based on a study conducted in three different industries on 84.4 on their employees to determine the effect of over all noise intensity, length of employment and rest periods among them. it was found that the mentioned factors have direct effect on the induced hearing loss among the exposed workers. high noise level and long period of employment adversely affect the hearing ability...

2008
Charles S. Bos

With the advent of high frequency data, research has been instigated into the intra-day and integrated volatility, measured through e.g. realised volatility. Such measures may be contaminated by microstructure effects and jumps, leading to the development of alternative nonparametric estimators using quadratic variation measures. Instead of using such model-agnostic, non-parametric measures, th...

Journal: :Multiscale Modeling & Simulation 2009
Sofia C. Olhede Adam M. Sykulski Grigorios A. Pavliotis

This paper proposes a novel multiscale estimator for the integrated volatility of an Itô process in the presence of market microstructure noise (observation error). The multiscale structure of the observed process is represented frequency by frequency, and the concept of the multiscale ratio is introduced to quantify the bias in the realized integrated volatility due to the observation error. T...

2007
Yingying Li Per A. Mykland Mark Podolskij Mathias Vetter

This paper presents a generalized pre-averaging approach for estimating the integrated volatility. This approach also provides consistent estimators of other powers of volatility – in particular, it gives feasible ways to consistently estimate the asymptotic variance of the estimator of the integrated volatility. We show that our approach, which possess an intuitive transparency, can generate r...

2007
Jean Jacod Yingying Li Per A. Mykland Mark Podolskij Mathias Vetter

This paper presents a generalized pre-averaging approach for estimating the integrated volatility. This approach also provides consistent estimators of other powers of volatility – in particular, it gives feasible ways to consistently estimate the asymptotic variance of the estimator of the integrated volatility. We show that our approach, which possess an intuitive transparency, can generate r...

Journal: :Proceedings in applied mathematics & mechanics 2023

Polyurethane (PUR) foams are used in various industrial applications, including vibration damping and noise reduction. Because the effective mechanical properties needed for engineering design process, this work presents a method to measure dynamic Poisson's ratio typical range of sound frequencies. A hydraulic pulse testing machine is apply harmonic displacement excitation cylindrical specimen...

Journal: :jundishapur journal of health sciences 0
behzad fouladi dehaghi department of occupational health, school of health, ahvaz jundishapur university of medical sciences, ahvaz, ir iran; department of occupational health, school of health, ahvaz jundishapur university of medical sciences, ahvaz, ir iran. tel/fax: +98-6133735318 leila ibrahimi ghavam abadi department of environmental management, ahvaz branch, islamic azad university, ahvaz, ir iran hamid rasi department of occupational health, school of health, ahvaz jundishapur university of medical sciences, ahvaz, ir iran kambiz ahmadi angali department of occupational health, school of health, ahvaz jundishapur university of medical sciences, ahvaz, ir iran

results according to the study results, noise levels in a co2 plant’s house and control room ranged from 88 to 102 db and 79 to 82 db (a), respectively. in order to reduce the amount of emitted noise in the co2 plant house and control room, a noise control plan was implemented in each part of the facility; it was met with effective results. conclusions the findings of this investigation have cl...

2005
C. S. Campbell

Many oi the observed but yet unexplained phenomena associated with granular flow have been attributed to the development of a layered microstructure within the material. In particular the microstructure development has been called on to explain ma, ny of the experimental observations that cannot be accounted for in the presently avMlable theoreticM studies. While the attributions are based on s...

2016
Peng Peng Xinzhong Li Jiangong Li Yanqing Su Jingjie Guo

An oscillatory microstructure has been observed during deep-cellular growth of directionally solidified Sn-36at.%Ni hyperperitectic alloy containing intermetallic compounds with narrow solubility range. This oscillatory microstructure with a dimension of tens of micrometers has been observed for the first time. The morphology of this wave-like oscillatory structure is similar to secondary dendr...

1997
Ch. Lange M. Kramer R. Wielebinski A. Jessner

We report on observations of microstructure at 4.85 and 1.41 GHz of pulsars strong enough for the observation of single pulses with time resolution between 7 µs and 160 µs. All five pulsars observed at 4.85 GHz show microstructure in a large fraction of their pulses. We confirm that microstructure seems to be a common property of the pulsar emission mechanism and not only an additional feature ...

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