Search Results (20,542)

If intraday price data are unavailable, then using daily returns to construct realized measures of the variances of lower-frequency returns is a natural substitute for using high-frequency returns in this context. Notably, a suitable application of this approach yields realized measures that are unbiased estimators of the unconditional and conditional variances of holding period returns for any investment horizon. I use a long sample of daily S&P 500 index returns to investigate the merits of constructing realized measures in this fashion. First, I conduct a Monte Carlo study using a data generating process that reproduces the key dynamic properties of index returns. The results of the study suggest that using realized measures constructed from daily returns to estimate the conditional and unconditional variances of lower-frequency returns should lead to substantial increases in efficiency. Next, I fit a multiplicative error model to the realized measures for weekly and monthly index returns to obtain out-of-sample forecasts of their conditional variances. Using the forecasts produced by a generalized autoregressive conditional heteroskedasticity model as a benchmark, I find that the forecasts produced by the multiplicative error model always generate lower mean absolute errors. Furthermore, the improvements in forecasting performance are statistically significant in most cases. Full article

Background/Objectives: Tacrolimus is the most used immunosuppressive agent in solid organ transplantation due to its efficacy in preventing acute rejection, but it has a narrow therapeutic range, and overexposure often leads to toxicities, including neurological side effects like tremors. Tremor affects up to 54% of renal transplant patients under tacrolimus. Extended-release tacrolimus (LCPT) has demonstrated efficacy in reducing tremor severity, as evidenced by studies employing quality of life (QoL) questionnaires, the Fahn–Tolosa–Marin (FTM) scale, and Accelerometer devices. The objectives of this study were to evaluate the benefits of the conversion to LCPT formulation in kidney transplant recipients experiencing tremors on prolonged-release tacrolimus (PR-TAC) treatment and to validate the DyCare device, a wearable wireless sensor for tremors. Results: The DyCare device measured tremor frequencies of 8.74 ± 0.11 Hz and 1.36 ± 0.08° and 17.38 ± 1.16°, as root mean square (RMSx100 for accelerometer and Gyroscope, respectively) in PR-TAC patients. After switching ten patients to LCPT, tremor severity significantly decreased, as confirmed by DyCare and the QoL in the Essential Tremor Questionnaire (QUEST). Additionally, LCPT allowed a 34% reduction in tacrolimus dosage while maintaining therapeutic trough concentrations. Immunological and pharmacodynamic biomarkers (p-miR-210-3p, p-IL10, p-IL12p70, p-IFNγ uCXCL10, NFAT-regulated gene expression) confirmed stable immunosuppression post-conversion. Conclusions: The conversion to the LCPT formulation significantly reduced tremors in kidney transplant recipients without altering their immunological status, as confirmed through a panel of immunologic and pharmacodynamic biomarkers. The DyCare device enables a precise quantification of tremors in transplant recipients, allowing physicians to optimize treatment strategies. Full article

A compact fork-shaped four-element multiple-input multiple-output (MIMO) antenna system with wide bandwidth for 5G millimeter-wave (mmWave) applications is presented. The antenna elements are arranged orthogonally to achieve a compact footprint of $20\times 26{\mathrm{mm}}^2$. To enhance the gain, a frequency selective surface (FSS) is placed above the MIMO system, providing an average gain improvement of 1.5 dB across the entire operating band and achieving a peak gain of 7.5 dB at 41 GHz. The proposed design operates in the Ka-band (22–46 GHz), making it well suited for 5G communications. The antenna exhibits an isolation greater than 20 dB and radiation efficiency exceeding 80% across the band. Moreover, key MIMO performance metrics, including diversity gain (DG ≈ 10) and envelope correlation coefficient (ECC < 0.05), meet the required standards. A prototype of the proposed system was fabricated and measured, with the experimental results showing good agreement with simulations. Full article

Capacitive ECG sensors in automobiles enable unobtrusive heart rate monitoring as an indicator of a driver’s alertness and health. This paper introduces a capacitive sensor with textile electrodes and provides insights into signal quality and RR duration accuracy. Electrodes of various shapes, sizes, and fabrics were integrated at various positions into the seat back of a driving simulator car seat. Seven subjects completed identical driving circuits with their cardiac signals being recorded simultaneously with textile electrodes and reference Ag-AgCl electrodes. Capacitive ECG signals with observable R peaks (after filtering) could be captured with almost all pairs of textile electrodes, independently of design or placement. Signal quality from textile electrodes was consistently lower compared with reference Ag-AgCl electrodes. Proximity to the heart or even contact with the body seems to be key but not enough to improve signal quality. However, accurate measurement of RR durations was mostly independent of signal quality since 90% of all RR durations measured on capacitive ECG signals had a percentage error below 5% compared to reference ECG signals. Accuracy was actually algorithm-dependent, where a classic Pan–Tompkins-based algorithm was interestingly outperformed by an in-house frequency-domain algorithm. Full article

Modeling high-frequency volatility is an important topic of market microstructure, as it provides the empirical tools to measure and analyze the rapid price movements. Yet, volatility at a high frequency often exhibits abrupt shifts driven by news and trading activity, making accurate estimation challenging. This study develops a change-point duration (CPD) model to estimate spot volatility, in which price-change intensities remain constant between events but may shift at random change points. Using simulations and empirical analysis of Nasdaq limit order book data, we demonstrate that the CPD model achieves a favorable balance between responsiveness to sudden shocks and stability in volatility dynamics. Moreover, it outperforms benchmark approaches, including the classical autoregressive conditional duration model, nonparametric duration-based estimators, and candlestick-based measures. These findings highlight the CPD framework as an effective tool for volatility estimation in high-frequency trading environments. Full article

Magnetocardiography (MCG) offers a noninvasive method for early screening and precise localization of cardiovascular diseases by measuring picotesla-level weak magnetic fields induced by cardiac electrical activity. However, in unshielded magnetic environments, geomagnetic disturbances, power-frequency electromagnetic interference, and physiological/motion artifacts can significantly overwhelm effective magnetocardiographic components. To address this challenge, this paper systematically constructs an integrated denoising framework, termed “AOA-VMD-WT”. In this approach, the Arithmetic Optimization Algorithm (AOA) adaptively optimizes the key parameters (decomposition level K and penalty factor α) of Variational Mode Decomposition (VMD). The decomposed components are then regularized based on their modal center frequencies: components with frequencies ≥50 Hz are directly suppressed; those with frequencies <50 Hz undergo wavelet threshold (WT) denoising; and those with frequencies <0.5 Hz undergo baseline correction. The purified signal is subsequently reconstructed. For quantitative evaluation, we designed performance indicators including QRS amplitude retention rate, high/low frequency suppression amount, and spectral entropy. Further comparisons are made with baseline methods such as FIR and wavelet soft/hard thresholds. Experimental results on multiple sets of measured MCG data demonstrate that the proposed method achieves an average improvement of approximately 8–15 dB in high-frequency suppression, 2–8 dB in low-frequency suppression, and a decrease in spectral entropy ranging from 0.1 to 0.6 without compromising QRS amplitude. Additionally, the parameter optimization exhibits high stability. These findings suggest that the proposed framework provides engineerable algorithmic support for stable MCG measurement in ordinary clinic scenarios. Full article

This paper investigates frequency regulation of an airport microgrid (AIM) through the application of an integral absolute error (IAE)-assisted control approach. The islanded AIM is initially captured using a linearized transfer function model to accurately reflect its dynamic characteristics. This model is then simplified using a first-order plus dead time (FOPDT) approximation derived via a reaction-curve-based method, which balances between model simplicity and accuracy. Two different proportional–integral–derivative (PID) controllers are designed to meet distinct objectives: one focuses on set-point tracking (SPT) to maintain the target frequency levels, while the other addresses load disturbance rejection (LDR) to reduce the effects of load fluctuations. A thorough comparison of these controllers demonstrates that the SPT-mode PID controller outperforms the LDR-mode controller by providing an improved transient response and notably lower error measures. The results underscore the effectiveness of combining IAE-based control with reaction curve modeling to tune PID controllers for islanded AIM systems, contributing to enhanced and reliable frequency regulation for microgrid operations. Full article

Environmental noise is a growing public health issue, particularly in dense urban environments and areas adjacent to transport infrastructure. Passive acoustic barriers have been a widely adopted solution, although their functional and aesthetic limitations have driven the development of alternatives, such as Sonic Crystal Acoustic Barriers. These structures can incorporate resonant elements, such as Helmholtz cavities, with the aim of enhancing attenuation in particular frequency bands. However, determining the precise dimensions of these resonators is a persistent challenge, given that classical models are based on ideal geometries and do not incorporate interaction with the periodic structural environment. This study sets a new frequency-dependent correction factor, obtained both numerically and experimentally, which allows the classical Helmholtz resonance expression to be adjusted to the case of resonators embedded in a Sonic Crystal (SC). The proposed model is validated through simulations and experimental measurements, showing a significant improvement in the prediction of the resonance frequency. The results obtained in this study allow us to move towards a more efficient and realistic design of passive acoustic barriers that are lightweight and adaptable to the urban environment. Full article

The paper presents some design principles of an inductive displacement transducer for measuring the displacement of rock specimens under high hydrostatic pressure. It consists of a single-layer, coreless solenoid mounted directly onto the specimen and connected to an LC oscillator located outside the pressure chamber, in which it serves as the inductive component. The specimen’s deformation changes the coil’s length and inductance, thereby altering the oscillator’s resonant frequency. Paired with a reference coil, the system achieves strain resolution of ~100 nm at pressures exceeding 400 MPa. Sensor design challenges include both electrical parameters (inductance and resistance of the sensor, capacitance of the resonant circuit) and mechanical parameters (number and diameter of coil turns, their positional stability, wire diameter). The basic requirement is to achieve stable oscillations (i.e., a high Q-factor of the resonant circuit) while maintaining maximum sensor sensitivity. Miniaturization of the sensor and minimizing the tensile force at its mounting points on the specimen are also essential. Improvement of certain sensor parameters often leads to the degradation of others; therefore, the design requires a compromise depending on the specific measurement conditions. This article presents the mathematical interdependencies among key sensor parameters, facilitating optimized sensor design. Full article

Reverse arch beam string-inclined column structures have been applied in large-scale event venues due to their unique load-bearing characteristics. However, ensuring their resistance to progressive collapse remains a critical challenge. To investigate the structural robustness of reverse arch beam string-inclined column structure in practical engineering applications, a simplified finite element model is developed herein using ANSYS APDL. The natural frequencies of the actual engineering structure are measured through the hammering method to validate the accuracy of the simulation model. Based on the component removal method, different structural components are removed and finite element analysis is carried out. The dynamic response of the overall structure and the importance coefficients of individual components after removal are examined. The results demonstrate good agreement between the natural frequencies measured by the impact hammer test and those predicted by the finite element simulations, with the difference being only 1.67%. It is found that upper beam failure is fatal to this structure; the outer inclined columns significantly affect the robustness of the structure, while the failure of a single strut has a negligible impact. According to the component division, the importance of the overall robustness of the structure is in the following order: upper beam > column end > column base > strut. The maximum stress is mostly located in beam 7, beam 8, beam 28, and beam 107, which needs to be focused on. Full article

Indoor sports facilities present unique challenges for air quality management due to high crowd densities and limited ventilation. This study investigated air quality in a municipal athletic facility in Komotini, Greece, focusing on concentrations of airborne particulate matter (PM_1.0, PM_2.5, PM₁₀), humidity, and temperature across spectator zones, under varying mask scenarios. Sensing devices were installed in the stands to collect high-frequency environmental data. The system, based on optical particle counters and cloud-enabled analytics, enabled real-time data capture and retrospective analysis. The main experiment investigated the impact of spectators wearing medical masks during two basketball games. The results show consistently elevated PM levels during games, often exceeding recommended international thresholds in the spectator area. Notably, the use of masks by spectators led to measurable reductions in PM_1.0 and PM_2.5 concentrations, because they seem to have limited the release of human-generated aerosols as well as the amount of movement among spectators, supporting their effectiveness in limiting fine particulate exposure in inadequately ventilated environments. Humidity emerged as a reliable indicator of occupancy and potential high-risk periods, making it a valuable parameter for real-time monitoring. The findings underscore the urgent need for improved ventilation strategies in small to medium-sized indoor sports facilities and support the deployment of low-cost sensor networks for actionable environmental health management. Full article

This study investigates the transverse loads acting on high-speed train bogie frames under actual service conditions. To enable direct identification, the locating arms were instrumented as bending sensors and calibrated under realistic lateral-stop constraints, ensuring robustness of the measurement channels. Field tests were conducted on a CR400BF high-speed EMU over a 226 km route at six speed levels (260–390 km/h), with gyroscope and GPS signals employed to recognize typical operating conditions, including straights, curves, and switches (straight movement and diverging movements). The results show that the proposed recognition method achieves high accuracy, enabling rapid and effective identification and localization of typical operating conditions. Under switch conditions, the bogie frame transverse loads are characterized by low-frequency, large-amplitude fluctuations, with overall RMS levels being higher in diverging switches and straight-through depot switches. Curve parameters and speed levels exert significant influence on the amplitude of the transverse-load trend component. On curves with identical parameters, the trend-component amplitude exhibits a quadratic nonlinear relationship with train speed, decreasing first and then increasing in the opposite direction as speed rises. In mainline curves and straight sections, the RMS values of transverse loads on Axles 1 and 2 scale proportionally with speed level, with the leading axle in the direction of travel consistently producing higher transverse loads than the trailing axle. When load samples are balanced across both running directions, the transverse load spectra of Axles 1 and 2 at the same speed level show negligible differences, while the spectrum shape index increases proportionally with speed level. Full article

This paper investigates the effectiveness and limitations of the traditional Fine-Kinney method for occupational risk assessment, emphasizing its shortcomings in addressing complex and dynamic work environments. To overcome these challenges, two advanced methodologies, Fine-Kinney10 (FK10) and Fuzzy Fine-Kinney10 (FFK10), are introduced. The FK10 employs a symmetric scaling system (1–10) for probability, frequency, and severity indicators, providing a more balanced quantification of risks. Meanwhile, FFK10 incorporates fuzzy logic to handle uncertainty and subjectivity in risk assessment, significantly enhancing the sensitivity and accuracy of risk evaluation. These methodologies were applied to a linemen workshop in an energy production and distribution company, analyzing various types of accidents such as falls from heights, exposure to electric currents, slips on surfaces, and more. The applications highlighted the practical benefits of these methods in effectively assessing and mitigating risks. A significant finding includes the identification of risks related to falls from heights of <2.5 m (SH1) and road traffic accidents (SH6), where all three methods yielded different verbal outcomes. Compared to the traditional Fine-Kinney method, FK10 and FFK10 demonstrated superior ability in distinguishing risk levels and guiding targeted safety measures. The study underscores that FK10 and FFK10 represent significant advancements in occupational risk management, offering robust frameworks adaptable across various industries. Full article

Finding eco-friendly alternatives to the synthetic materials used for acoustic application in building industry is necessary to address environmental sustainability. Biocomposites of natural fibers combined with a biopolymer matrix emerge as a promising approach. In this study, soy protein biocomposites were prepared with 10, 15, and 20 wt% sheep wool and were added spent coffee grounds by freeze-drying to create fibro-porous biocomposites for acoustic applications. Transmission loss (TL) measurements underlined good behavior as sound insulators, with maximum values around 22 dB at 2500 Hz and even better performance than those of commercial synthetic solutions. The obtained sound absorption coefficients were competitive, as they almost reached unity at medium and high frequencies. Airflow resistivity was determined, and values were higher for the biocomposites with coffee grounds, specifically 14–18 kPa·s·m⁻² vs. 5.62–11.6 kPa·s·m⁻². Using the input of the measured airflow resistivity, an empirical model using a genetic algorithm was developed as a prediction tool for the sound absorption performance of the samples. All in all, results showcase the feasibility of employing the studied biocomposites as competitive sound insulators and absorbers in building construction industry. Full article

This work presents a closed-form approximation to the symbol error probability (SEP) for cross-quadrature amplitude modulation (cross-QAM) schemes over $\mathit{\kappa }$–$\mathit{\mu }$ fading channels. The proposed formulation enables accurate performance evaluation while avoiding computationally expensive numerical integration. The analysis covers millimeter-wave (mmWave) frequencies at 55, 60, and 65 GHz, under both line-of-sight (LoS) and non-line-of-sight (nLoS) conditions, and for multiple transmitter–receiver polarization configurations. A key contribution of this work is the experimental validation of the theoretical expression with real channel-measurement data, which confirms the applicability of the $\mathit{\kappa }$–$\mathit{\mu }$ model in realistic mmWave scenarios. Furthermore, we perform a detailed parametric study to quantify the influence of $\mathit{\kappa }$ and $\mathit{\mu }$ on adaptive modulation performance, providing practical insights for 5G and future 6G systems. The proposed framework bridges theoretical analysis and experimental validation, offering a computationally efficient and robust tool for the design and evaluation of advanced modulation schemes in generalized fading environments. Full article