statistical properties of commodity price cycles

... concentrate on the analysis of the regularity of Ξi for the special class of simple maps f : one of the good properties of the class of simple maps is better control of the phase-parameter relation ... validity of some type of Law of Large Numbers estimate 7.1 Some kinds of branches and landings 7.1.1 Standard landings Let us define the set of standard landings of level n, LS(n) ⊂ Ω, as the set of ... ln(n) Appendix: Sketch of the proof of the phase-parameter relation The proof of the phase-parameter relation uses ideas from complex analysis We will provide a sketch of the proof assuming familiarity...

Ngày tải lên: 16/02/2014, 05:20

... a mapping of the random process g(t) to another random process C (t) Hence, the statistical properties of the instantaneous SNR g(t) can be used to find the statistical properties of the channel ... Kontorovich, M Pätzold, The influence of severity of fading on the statistical properties of the capacity of Nakagami-m channels with MRC and EGC, in Proceedings of 2010 European Wireless Conference, ... communication systems We have analyzed the statistical properties of the channel capacity for different values of the number of diversity branches L and for different values of the receiver antennas separation...

Ngày tải lên: 20/06/2014, 22:20

... think of costs incident to change of occupation or to any shift from the production of one kind or quality of commodity to the production of another kind or quality, or to the exchange, by means of ... by means of selling and buying, of one asset for another, or of the resistance to change of some prices or of the difficulty of adapting long-time contracts or of persuading oneself or other people ... principle of minimizing the effects (in terms of money) of the disturbance If the element which has been made rigid is the price of an original or nonproduced factor of production and if that price...

Ngày tải lên: 29/03/2014, 19:20

... pharmacological properties of pharmaceutical agents 1.2 Statistical learning methods in characterization of pharmacological properties of pharmaceutical agents 1.3 Describing molecular properties ... success of applying SLMs in the computational study of pharmacological properties of diverse set of compounds Hence, proper representation of the structural and physicochemical features of chemical ... understood because of the limited diversity of training data, quality of molecular descriptors, and the efficiency of SLMs Because of the diversity of compounds and mechanisms of toxic actions,...

Ngày tải lên: 14/09/2015, 12:43

... conclusion it should be noted that STATISTICAL MOMENT DETERMINATION OF 255 the statistical moment method really permits an investigation of temperature dependece of bilayer graphene The SMM results ... free energy The Helmholtz free energy of our system can be derived from the Hamiltonian H of the following form: H = H0 − λV (3) where H0 denote the Hamiltonian of the harmonic approximation, λ the ... Then the free energy of bilayer graphene is given by :  γ2  γ1 β u2 ψ = ψ0 + U0 + 3N  γ1 ,β=0 u4 dγ2 + β=0 u3 dβ  dγ1 + (5) We obtained the expresion of free energy of bilayer graphene xcthx...

Ngày tải lên: 31/10/2015, 10:43

... operations Chapter 7- Properties of Convolution 127 2.0 a Original signal Amplitude 1.0 0.0 -1.0 FIGURE 7-3 Example of calculus-like operations The signal in (b) is the first difference of the signal ... curve of the form: sin(x)/(x) , is used to separate one band of frequencies from another c Sinc 0.3 Amplitude Amplitude 0.3 0.2 0.1 0.0 -0.1 -20 -15 -10 Sample number Chapter 7- Properties of Convolution ... affect any of the output signal values As shown by the examples in Fig 7-6, the impulse response of a causal system must have a value of zero for all negative numbered samples Think of this from...

Ngày tải lên: 13/09/2012, 09:49

... been composed of one professor, one associate professor and two research associates To give an example, at the University of Tokyo about 15 professors and associate professors of statistics are ... philosophy of TQM can only be carried out with the scientific approach Furthermore the recent development of statistical methods has enabled us to handle new types of problems and data coming out of off-line ... Faculty of Engineering at the University of Tokyo It may be surprising that we have only one professor and one associate professor among approximately 400 faculty members in the very big Faculty of...

Ngày tải lên: 26/10/2012, 09:41

... summary of the independent parameters the modified foaming apparatus FOAMING PROPER TIES used far experi- Nature Fixed Diameter Porosity Volume Volume Mass of of sparging disc of sparging disc of ... = Tw Did = = percent of gas initially in 70 ml of foam (gas Flow Rate) - ml/min of nitrogen time to fill the column with foam volume of liquid in the foam initially volume of liquid drained from ... (secl ml of foam penetrated 1400-JOURNAL OF FOOD SCIENCE-Volume THE FIRST EXPERIMENT was conducted to optimize the independent parameters (Table 1) of the foaming apparatus Results of statistical...

Ngày tải lên: 16/12/2012, 15:10

... ratio of 1.05 where the directional strategies exhibit a ratio of 0.75 and in the case of a minimal acceptable rate of 0% non-directional strategies exhibit on average an annualised ratio of 1.75 ... methods included in the Riskometer may be applied to any stock price, exchange rate, commodity price or portfolio comprising combinations of these underlying risk factors, whether linear or non-linear ... after a long period of extreme volatility Indeed, it is the first low volatility period since autumn of 2002 Throughout the second part of 2002 and the first three quarters of 2003, volatilities...

Ngày tải lên: 16/04/2013, 20:00

... University of Bari in 1979 University Researcher at the of Engines and Energy Institute of the Faculty of Engineering at the University of Bari from 1983 to 1987 Associate professor of Technical ... measure of conductance The analyses, done in the laboratory of Technical Physics of the Polytechnic of Bari, were performed on some samples of calcarenite sandstone and calcareous stone of Fasano ... typologies of building wall: a wall in blocks of calcarenite sandstone assembled with mortar, typical of the constructions of "Sassi of Matera," and a masonry made with dry calcareous stones of Fasano,...

Ngày tải lên: 05/09/2013, 14:58

... Figure Effect of time of heatsetting on the linearity of load extension in weft direction of knitted Ingeo™ Poly (lactic acid) Figure Mean effect of time of heatsetting on the linearity of load extension ... Increasing time of heatsetting had effect on tensile properties of PLA at varying times of 30s to 90s at temperature of 130°C Optimum effect on tensile properties occurred at times of 30 – 45s PLA ... [PLA] Figure Mean [Ā] of effect of time of heatsetting on the tensile extension EM [%] of Ingeo™ Poly (lactic acid) 3.2 Linearity of load extension curve LT [-] The linearity of load extension curve...

Ngày tải lên: 05/09/2013, 16:10

... pH Because most of the chemical and biochemical reaction are influenced by the pH it is of great practical importance The adverse affect of most of the acids appear below and of alkalis above ... quality criteria of an aquatic system In the system where rate of respiration and organic decomposition are high ,the DO values remain lower than those of system where the rate of photosynthesis ... growth and activities of microorganism 3.6 Biological Oxygen demand It has been used as a measure of the amount of organic materialism an aquatic solution which support the growth of microorganism...

Ngày tải lên: 05/09/2013, 16:11

Ngày tải lên: 08/10/2013, 20:20

... owner of the derivative security should exercise it If he does not, then the seller of the security can immediately consume f Vk ! , + r IE Vk+1jF k ! and still maintain the hedge 6.2 Proofs of ... maintain the hedge 6.2 Proofs of the Properties Let fGk gn=0 be a sequence of non-negative random variables such that each Gk is F k -measurable k Define Tk to be the set of all stopping times satisfying ... Lemma 2.18 Proof: Take Vk  Gk for every k Tk to be the constant k Lemma 2.19 The process f1 + r,k Vk gn=0 is a supermartingale k Proof: Let  attain the maximum in the definition of Vk+1 , i.e.,...

Ngày tải lên: 18/10/2013, 03:20

... sums of integer powers of the values Best known is the mean of the values x1 , , xN , x= N N xj (14.1.1) j=1 which estimates the value around which central clustering occurs Note the use of ... 1974, Applied Statistics: Analysis of Variance and Regression (New York: Wiley) 14.1 Moments of a Distribution: Mean, Variance, Skewness, and So Forth When a set of values has a sufficiently strong ... tendency, the moments of a distribution, the median and mode In §14.2 we learn to test whether different data sets are drawn from distributions with different values of these measures of central tendency...

Ngày tải lên: 20/10/2013, 17:15

... significance of a difference of means is not the number of standard deviations that they are apart, but the number of so-called standard errors that they are apart The standard error of a set of values ... definitions into sums of various powers of the data, e.g., the familiar    N  x2  − N x2  ≈ x2 − x2 (14.1.7) Var(x1 xN ) = j N −1 614 Chapter 14 Statistical Description of Data Semi-Invariants ... the first moment of the tails is large; it is easy to construct examples where the first moment of the tails is large even though their area is negligible To find the median of a set of values, one...

Ngày tải lên: 24/10/2013, 15:15

... *prob=betai(0.5*df,0.5,df/(df+(*t)*(*t))); Degrees of freedom Pooled variance See equation (6.4.9) } which makes use of the following routine for computing the mean and variance of a set of numbers, Sample page from ... of research: Are the visible stars distributed uniformly in the sky? (That is, is the distribution of stars as a function of declination — position in the sky — the same as the distribution of ... function of declination?) Are educational patterns the same in Brooklyn as in the Bronx? (That is, are the distributions of people as a function of last-grade-attended the same?) Do two brands of fluorescent...

Ngày tải lên: 24/10/2013, 15:15

... collected in such a way that the sum of the Ri ’s is necessarily equal to the sum of Si ’s, then the number of degrees of freedom is equal to one less than the number of bins, NB − (that is, knstrn ... then the number of degrees of freedom is NB − If he takes his data to be all the birds he saw on a random sample of days, the same days in each year, then the number of degrees of freedom is NB ... the null hypothesis Its use to estimate the significance of the chi-square test is standard The appropriate value of ν, the number of degrees of freedom, bears some additional discussion If the data...

Ngày tải lên: 28/10/2013, 22:15

... Table Analysis of Two Distributions female # of red males N11 # of green males N12 # of males N1⋅ # of red females N21 # of green females N22 # of females N2⋅ # of red N ⋅1 ... association In this case, the probability of a particular value of x given a particular value of y should be the same as the probability of that value of x regardless of y Therefore, in the null hypothesis, ... The number of degrees of freedom is equal to the number of entries in the table (product of its row size and column size) minus the number of constraints that have arisen from our use of the data...

Ngày tải lên: 28/10/2013, 22:15