Symbol rate and chromatic dispersion (CD) are very important for optical performance monitoring. The CD, however, hinders the symbol detection. In this paper, we proposed a joint estimation of dispersion. We show that, when signal conjugates multiplies with delayed replica, spectral line can be restored. method provides fast simple solution as traditional tentative CD scanning is time consuming...

In this paper we describe a new technique to measure the similarity or distance between time series. We have called it, Alignment Technique by Cosine Distance (ATCD). Important features about the technique are that it requires neither a-priori knowledgement of the time series nor training stages. ATCD is based on cosine distance and least squares, and requires as a parameter the dimension of tw...

Selectivity estimation is an important task for query optimization. The common data mining techniques are not applicable on large, fast and continuous data streams as they require one pass processing of data. These requirements make Range Query Estimation (RQE) a challenging task. We propose a technique to perform RQE using micro-clustering. The technique maintains cluster statistics in terms o...

In our recent publications we have introduced the incomplete cosine expansion of the sinc function for efficient application in sampling [Abrarov & Quine, Appl. Math. Comput., 258 (2015) 425-435; Abrarov & Quine, J. Math. Research, 7 (2) (2015) 163-174]. Here we show that it can also be utilized as a flexible and efficient tool in mathematical analysis. In particular, an application of the inco...

The acceleration of an option pricing technique based on Fourier cosine expansions on the Graphics Processing Unit (GPU) is reported. European options, in particular with multiple strikes, and Bermudan options will be discussed. The influence of the number of terms in the Fourier cosine series expansion, the number of strikes, as well as the number of exercise dates for Bermudan options, are ex...

It is proposed that the NDVI time series derived from MODIS multitemporal remote sensing data can be modelled as a triply (mean, phase and amplitude) modulated cosine function. A non-linear Extended Kalman Filter was developed to estimate the parameters of the modulated cosine function as a function of time. It was shown that the maximum separability of the parameters for different vegetation l...

In this paper, a novel approach to building a dynamic correlation network of highly volatile financial asset returns is presented. Our method avoids the spurious correlation problem when estimating the dynamic correlation matrix of financial asset returns by using a filtering approach. A multivariate volatility model, DCC–GARCH, is employed to filter the fat-tailed returns. The method is proven...