Stock profiling using time–frequency‑varying systematic risk measure

This study proposes a wavelets approach to estimating time–frequency-varying betas in the capital asset pricing model(CAPM)framework.The dynamic of systematic risk across time and frequency is analyzed to investigate stock risk-profile robustness.Furthermore,we emphasize the effect of an investor’s investment horizon on the robustness of portfolio characteristics.We use a daily panel of French stocks from 2012 to 2022.Results show that varying systematic risk varies in time and frequency,and that its short and long-run evolutions differ.We observe differences in short and long dynamics,indicating that a stock’s betas differently fluctuate to early announcements or signs of events.However,short-run and long-run betas exhibit similar dynamics during persistent shocks.Betas are more volatile during times of crisis,resulting in greater or lesser robustness of risk profiles.Significant differences exist in short-run and longrun risk profiles,implying a different asset allocation.We conclude that the standard CAPM assumes short-run investment.Then,investors should consider time–frequency CAPM to perform systematic risk analysis and portfolio allocation.

Robust free-space optical frequency transfer in time-varying link distances conditions

Future inter-satellite clock comparison on high orbit will require optical time and frequency transmission technology between moving objects.Here,we demonstrate robust optical frequency transmission under the condition of variable link distance.This variable link is accomplished by the relative motion of a single telescope fixed on the experimental platform to a corner-cube reflector(CCR)installed on a sliding guide.Two acousto–optic modulators with different frequencies are used to separate forward signal from backward signal.With active phase noise suppression,when the CCR moves back and forth at a constant velocity of 20 cm/s and an acceleration of 20 cm/s^(2),we achieve the best frequency stability of 1.9×10^(-16) at 1 s and 7.9×10^(-19) at 1000 s indoors.This work paves the way for future studying optical frequency transfer between ultra-high-orbit satellites.

Bunch-length measurement at a bunch-by-bunch rate based on time–frequency-domain joint analysis techniques and its application

This paper presents a new technique for measuring the bunch length of a high-energy electron beam at a bunch-by-bunch rate in storage rings.This technique uses the time–frequency-domain joint analysis of the bunch signal to obtain bunch-by-bunch and turn-by-turn longitudinal parameters,such as bunch length and synchronous phase.The bunch signal is obtained using a button electrode with a bandwidth of several gigahertz.The data acquisition device was a high-speed digital oscilloscope with a sampling rate of more than 10 GS/s,and the single-shot sampling data buffer covered thousands of turns.The bunch-length and synchronous phase information were extracted via offline calculations using Python scripts.The calibration coefficient of the system was determined using a commercial streak camera.Moreover,this technique was tested on two different storage rings and successfully captured various longitudinal transient processes during the harmonic cavity debugging process at the Shanghai Synchrotron Radiation Facility(SSRF),and longitudinal instabilities were observed during the single-bunch accumulation process at Hefei Light Source(HLS).For Gaussian-distribution bunches,the uncertainty of the bunch phase obtained using this technique was better than 0.2 ps,and the bunch-length uncertainty was better than 1 ps.The dynamic range exceeded 10 ms.This technology is a powerful and versatile beam diagnostic tool that can be conveniently deployed in high-energy electron storage rings.

Few-shot working condition recognition of a sucker-rod pumping system based on a 4-dimensional time-frequency signature and meta-learning convolutional shrinkage neural network

The accurate and intelligent identification of the working conditions of a sucker-rod pumping system is necessary. As onshore oil extraction gradually enters its mid-to late-stage, the cost required to train a deep learning working condition recognition model for pumping wells by obtaining enough new working condition samples is expensive. For the few-shot problem and large calculation issues of new working conditions of oil wells, a working condition recognition method for pumping unit wells based on a 4-dimensional time-frequency signature (4D-TFS) and meta-learning convolutional shrinkage neural network (ML-CSNN) is proposed. First, the measured pumping unit well workup data are converted into 4D-TFS data, and the initial feature extraction task is performed while compressing the data. Subsequently, a convolutional shrinkage neural network (CSNN) with a specific structure that can ablate low-frequency features is designed to extract working conditions features. Finally, a meta-learning fine-tuning framework for learning the network parameters that are susceptible to task changes is merged into the CSNN to solve the few-shot issue. The results of the experiments demonstrate that the trained ML-CSNN has good recognition accuracy and generalization ability for few-shot working condition recognition. More specifically, in the case of lower computational complexity, only few-shot samples are needed to fine-tune the network parameters, and the model can be quickly adapted to new classes of well conditions.

High-Precision Doppler Frequency Estimation Based Positioning Using OTFS Modulations by Red and Blue Frequency Shift Discriminator

Orthogonal Time Frequency and Space(OTFS) modulation is expected to provide high-speed and ultra-reliable communications for emerging mobile applications, including low-orbit satellite communications. Using the Doppler frequency for positioning is a promising research direction on communication and navigation integration. To tackle the high Doppler frequency and low signal-to-noise ratio(SNR) in satellite communication, this paper proposes a Red and Blue Frequency Shift Discriminator(RBFSD) based on the pseudo-noise(PN) sequence.The paper derives that the cross-correlation function on the Doppler domain exhibits the characteristic of a Sinc function. Therefore, it applies modulation onto the Delay-Doppler domain using PN sequence and adjusts Doppler frequency estimation by red-shifting or blue-shifting. Simulation results show that the performance of Doppler frequency estimation is close to the Cramér-Rao Lower Bound when the SNR is greater than -15dB. The proposed algorithm is about 1/D times less complex than the existing PN pilot sequence algorithm, where D is the resolution of the fractional Doppler.

A Synchronization Acquisition Algorithm Based on the Frequency Hopping Pulses Combining

As modern electromagnetic environments are more and more complex,the anti-interference performance of the synchronization acquisition is becoming vital in wireless communications.With the rapid development of the digital signal processing technologies,some synchronization acquisition algorithms for hybrid direct-sequence(DS)/frequency hopping(FH)spread spectrum communications have been proposed.However,these algorithms do not focus on the analysis and the design of the synchronization acquisition under typical interferences.In this paper,a synchronization acquisition algorithm based on the frequency hopping pulses combining(FHPC)is proposed.Specifically,the proposed algorithm is composed of two modules:an adaptive interference suppression(IS)module and an adaptive combining decision module.The adaptive IS module mitigates the effect of the interfered samples in the time-domain or the frequencydomain,and the adaptive combining decision module can utilize each frequency hopping pulse to construct an anti-interference decision metric and generate an adaptive acquisition decision threshold to complete the acquisition.Theory and simulation demonstrate that the proposed algorithm significantly enhances the antiinterference and anti-noise performances of the synchronization acquisition for hybrid DS/FH communications.

Frequency and Risk Factors of Neonatal Macrosomia at Labe Regional Hospital in Guinea

Macrosomia is defined as a term birth weight greater than or equal to 4000 grams, or greater than the 90 percentile of intrauterine growth curves. Excessive weight has harmful consequences for the newborn and is a major health concern. Objectives: To determine the frequency of neonatal macrosomia, describe risk factors and neonatal and maternal complications. Materials and methods: This was a cross-sectional study carried out between January and December 2022, involving newborns whose birth weight was greater than or equal to 4000 grams admitted to the neonatology unit of the Labe regional hospital. Results: 591 deliveries were recorded, 15 of which were macrosomic, representing a frequency of 2.54%. The average age of the women was 30.26 years. History of fetal macrosomia and diabetes was 93.33 and 71.43% respectively. The mean gestational age was 38.71 ± 0.75 SA, the mean antenatal consultation was 3 ± 0.8 and the mode of delivery was caesarean section (66.67%). Third-trimester ultrasound was performed in 53.33% of cases. Macrosomic newborns were male in 80% of cases. Neonatal complications were asphyxia (60%), hypoglycemia (20%) and hypocalcemia (13.33%). Factors associated with neonatal macrosomia were diabetes (P < 0.001), history of macrosomia (P Conclusion: this study shows that the frequency of neonatal macrosomia is 2.54% with high neonatal morbidity among newborns hospitalized in the neonatology unit of the Labé regional hospital. Screening for macrosomia risk factors during pregnancy is essential to prevent perinatal complications.

Gigahertz frequency hopping in an optical phase-locked loop for Raman lasers

Raman lasers are essential in atomic physics,and the development of portable devices has posed requirements for time-division multiplexing of Raman lasers.We demonstrate an innovative gigahertz frequency hopping approach of a slave Raman laser within an optical phase-locked loop(OPLL),which finds practical application in an atomic gravimeter,where the OPLL frequently switches between near-resonance lasers and significantly detuned Raman lasers.The method merges the advantages of rapid and extensive frequency hopping with the OPLL’s inherent low phase noise,and exhibits a versatile range of applications in compact laser systems,promising advancements in portable instruments.

Coherent optical frequency transfer via 972-km fiber link

We demonstrate coherent optical frequency dissemination over a distance of 972 km by cascading two spans where the phase noise is passively compensated for.Instead of employing a phase discriminator and a phase locking loop in the conventional active phase control scheme,the passive phase noise cancellation is realized by feeding double-trip beat-note frequency to the driver of the acoustic optical modulator at the local site.This passive scheme exhibits fine robustness and reliability,making it suitable for long-distance and noisy fiber links.An optical regeneration station is used in the link for signal amplification and cascaded transmission.The phase noise cancellation and transfer instability of the 972-km link is investigated,and transfer instability of 1.1×10^(-19)at 10^(4)s is achieved.This work provides a promising method for realizing optical frequency distribution over thousands of kilometers by using fiber links.

Enhanced resonance frequency in Co2FeAl thin film with different thicknesses grown on flexible graphene substrate

The flexible materials exhibit more favorable properties than most rigid substrates in flexibility,weight saving,mechanical reliability,and excellent environmental toughness.Particularly,flexible graphene film with unique mechanical properties was extensively explored in high frequency devices.Herein,we report the characteristics of structure and magnetic properties at high frequency of Co2FeAl thin film with different thicknesses grown on flexible graphene substrate at room temperature.The exciting finding for the columnar structure of Co2FeAl thin film lays the foundation for excellent high frequency property of Co2FeAl/flexible graphene structure.In-plane magnetic anisotropy field varying with increasing thickness of Co2FeAl thin film can be obtained by measurement of ferromagnetic resonance,which can be ascribed to the enhancement of crystallinity and the increase of grain size.Meanwhile,the resonance frequency which can be achieved by the measurement of vector network analyzer with the microstrip method increases with increasing thickness of Co2FeAl thin film.Moreover,in our case with graphene film,the resonance magnetic field is quite stable though folded for twenty cycles,which demonstrates that good flexibility of graphene film and the stability of high frequency magnetic property of Co2FeAl thin film grown on flexible graphene substrate.These results are promising for the design of microwave devices and wireless communication equipment.

Fault Identification for Shear-Type Structures Using Low-Frequency Vibration Modes

Shear-type structures are common structural forms in industrial and civil buildings,such as concrete and steel frame structures.Fault diagnosis of shear-type structures is an important topic to ensure the normal use of structures.The main drawback of existing damage assessment methods is that they require accurate structural finite element models for damage assessment.However,for many shear-type structures,it is difficult to obtain accurate FEM.In order to avoid finite elementmodeling,amodel-freemethod for diagnosing shear structure defects is developed in this paper.This method only needs to measure a few low-order vibration modes of the structure.The proposed defect diagnosis method is divided into two stages.In the first stage,the location of defects in the structure is determined based on the difference between the virtual displacements derived from the dynamic flexibility matrices before and after damage.In the second stage,damage severity is evaluated based on an improved frequency sensitivity equation.Themain innovations of this method lie in two aspects.The first innovation is the development of a virtual displacement difference method for determining the location of damage in the shear structure.The second is to improve the existing frequency sensitivity equation to calculate the damage degree without constructing the finite elementmodel.Thismethod has been verified on a numerical example of a 22-story shear frame structure and an experimental example of a three-story steel shear structure.Based on numerical analysis and experimental data validation,it is shown that this method only needs to use the low-order modes of structural vibration to diagnose the defect location and damage degree,and does not require finite element modeling.The proposed method should be a very simple and practical defect diagnosis technique in engineering practice.

Enhanced Wideband Frequency Estimation via FFT: Leveraging Polynomial Interpolation and Array Indexing

Accurate frequency estimation in a wideband digital receiver using the FFT algorithm encounters challenges, such as spectral leakage resulting from the FFT’s assumption of signal periodicity. High-resolution FFTs pose computational demands, and estimating non-integer multiples of frequency resolution proves exceptionally challenging. This paper introduces two novel methods for enhanced frequency precision: polynomial interpolation and array indexing, comparing their results with super-resolution and scalloping loss. Simulation results demonstrate the effectiveness of the proposed methods in contemporary radar systems, with array indexing providing the best frequency estimation despite utilizing maximum hardware resources. The paper demonstrates a trade-off between accurate frequency estimation and hardware resources when comparing polynomial interpolation and array indexing.

High-order Bragg forward scattering and frequency shift of low-frequency underwater acoustic field by moving rough sea surface

Acoustic scattering modulation caused by an undulating sea surface on the space-time dimension seriously affects underwater detection and target recognition.Herein,underwater acoustic scattering modulation from a moving rough sea surface is studied based on integral equation and parabolic equation.And with the principles of grating and constructive interference,the mechanism of this acoustic scattering modulation is explained.The periodicity of the interference of moving rough sea surface will lead to the interference of the scattering field at a series of discrete angles,which will form comb-like and frequency-shift characteristics on the intensity and the frequency spectrum of the acoustic scattering field,respectively,which is a high-order Bragg scattering phenomenon.Unlike the conventional Doppler effect,the frequency shifts of the Bragg scattering phenomenon are multiples of the undulating sea surface frequency and are independent of the incident sound wave frequency.Therefore,even if a low-frequency underwater acoustic field is incident,it will produce obvious frequency shifts.Moreover,under the action of ideal sinusoidal waves,swells,fully grown wind waves,unsteady wind waves,or mixed waves,different moving rough sea surfaces create different acoustic scattering processes and possess different frequency shift characteristics.For the swell wave,which tends to be a single harmonic wave,the moving rough sea surface produces more obvious high-order scattering and frequency shifts.The same phenomena are observed on the sea surface under fully grown wind waves,however,the frequency shift slightly offsets the multiple peak frequencies of the wind wave spectrum.Comparing with the swell and fully-grown wind waves,the acoustic scattering and frequency shift are not obvious for the sea surface under unsteady wind waves.

Suppression of stimulated Brillouin and Raman scatterings using an alternating frequency laser and transverse magnetic fields

A novel scheme to suppress both stimulated Brillouin scattering(SBS) and stimulated Raman scattering(SRS) by combining an alternating frequency(AF) laser and a transverse magnetic field is proposed. The AF laser allows the laser frequency to change discretely and alternately over time. The suppression of SBS is significant as long as the AF difference is greater than the linear growth rate of SBS or the alternating time of the laser frequency is shorter than the linear growth time of SBS. However, the AF laser proves ineffective in suppressing SRS, which usually has a much higher linear growth rate than SBS. To remedy that, a transverse magnetic field is included to suppress the SRS instability. The electrons trapped in the electron plasma waves(EPWs) of SRS can be accelerated by the surfatron mechanism in a transverse magnetic field and eventually detrapped. While continuously extracting energy from EPWs, the EPWs are dissipated and the kinetic inflation of SRS is suppressed. The one-dimensional particle-in-cell simulation results show that both SBS and SRS can be effectively suppressed by combining the AF laser with a transverse magnetic field with tens of Tesla. The total reflectivity can be dramatically reduced by more than one order of magnitude. These results provide a potential reference for controlling SBS and SRS under the related parameters of inertial confinement fusion.

A Temporary Frequency Response Strategy Using a Voltage Source-Based PermanentMagnet Synchronous Generator and Energy Storage Systems

Energy storage systems(ESS)and permanent magnet synchronous generators(PMSG)are speculated to be able to exhibit frequency regulation capabilities by adding differential and proportional control loops with different control objectives.The available PMSG kinetic energy and charging/discharging capacities of the ESS were restricted.To improve the inertia response and frequency control capability,we propose a short-term frequency support strategy for the ESS and PMSG.To this end,the weights were embedded in the control loops to adjust the participation of the differential and proportional controls based on the system frequency excursion.The effectiveness of the proposed control strategy was verified using PSCAD/EMTDC.The simulations revealed that the proposed strategy could improve the maximum rate of change of the frequency nadir and maximum frequency excursion.Therefore,it provides a promising solution of ancillary services for frequency regulation of PMSG and ESS.

Phase field model for electric-thermal coupled discharge breakdown of polyimide nanocomposites under high frequency electrical stress

In contrast to conventional transformers, power electronic transformers, as an integral component of new energy power system, are often subjected to high-frequency and transient electrical stresses, leading to heightened concerns regarding insulation failures. Meanwhile, the underlying mechanism behind discharge breakdown failure and nanofiller enhancement under high-frequency electrical stress remains unclear. An electric-thermal coupled discharge breakdown phase field model was constructed to study the evolution of the breakdown path in polyimide nanocomposite insulation subjected to high-frequency stress. The investigation focused on analyzing the effect of various factors, including frequency, temperature, and nanofiller shape, on the breakdown path of Polyimide(PI) composites. Additionally, it elucidated the enhancement mechanism of nano-modified composite insulation at the mesoscopic scale. The results indicated that with increasing frequency and temperature, the discharge breakdown path demonstrates accelerated development, accompanied by a gradual dominance of Joule heat energy. This enhancement is attributed to the dispersed electric field distribution and the hindering effect of the nanosheets. The research findings offer a theoretical foundation and methodological framework to inform the optimal design and performance management of new insulating materials utilized in high-frequency power equipment.

An mmWave Dual-Band Integrated Substrate Gap Waveguide Single Cavity Filter with Frequency Selectivity

A novel dual-band ISGW cavity filter with enhanced frequency selectivity is proposed in this paper by utilizing a multi-mode coupling topology.Its cavity is designed to control the number of modes,and then the ports are determined by analyzing the coupling relationship between these selected modes.By synthesizing the coupling matrix of the filter,a nonresonating node(NRN)structure is introduced to flexibly tune the frequency of modes,which gets a dualband and quad-band filtering response from a tri-band filter no the NRN.Furthermore,a frequency selective surface(FSS)has been newly designed as the upper surface of the cavity,which significantly improves the bad out-of-band suppression and frequency selectivity that often exists in most traditional cavity filter designs and measurements.The results show that its two center frequencies are f01=27.50 GHz and f02=32.92GHz,respectively.Compared with the dual-band filter that there is no the FSS metasurface,the out-of-band suppression level is improved from measured 5 dB to18 dB,and its finite transmission zero(FTZ)numbers is increased from measured 1 to 4 between the two designed bands.Compared with the tri-band and quadband filter,its passband bandwidth is expanded from measured 1.17%,1.14%,and 1.13% or 1.31%,1.50%,0.56%,and 0.57% to 1.71% and 1.87%.In addition,the filter has compact,small,and lightweight characteristics.

Equalization Reconstruction Algorithm Based on Reference Signal Frequency Domain Block Joint for DTMB-Based Passive Radar

Channel equalization plays a pivotal role within the reconstruction phase of passive radar reference signals.In the context of reconstructing digital terrestrial multimedia broadcasting(DTMB)signals for low-slow-small(LSS)target detection,a novel frequency domain block joint equalization algorithm is presented in this article.From the DTMB signal frame structure and channel multipath transmission characteristics,this article adopts a unconventional approach where the delay and frame structure of each DTMB signal frame are reconfigured to create a circular convolution block,facilitating concurrent fast Fourier transform(FFT)calculations.Following equalization,an inverse fast Fourier transform(IFFT)-based joint output and subsequent data reordering are executed to finalize the equalization process for the DTMB signal.Simulation and measured data confirm that this algorithm outperforms conventional techniques by reducing signal errors rate and enhancing real-time processing.In passive radar LSS detection,it effectively suppresses multipath and noise through frequency domain equalization,reducing false alarms and improving the capabilities of weak target detection.

Hollow cathode effect in radio frequency hollow electrode discharge in argon

Radio frequency capacitively coupled plasma source(RF-CCP)with a hollow electrode can increase the electron density through the hollow cathode effect(HCE),which offers a method to modify the spatial profiles of the plasma density.In this work,the variations of the HCE in one RF period are investigated by using a two-dimensional particle-in-cell/Monte-Carlo collision(PIC/MCC)model.The results show that the sheath electric field,the sheath potential drop,the sheath thickness,the radial plasma bulk width,the electron energy distribution function(EEDF),and the average electron energy in the cavity vary in one RF period.During the hollow electrode sheath's expansion phase,the secondary electron heating and sheath oscillation heating in the cavity are gradually enhanced,and the frequency of the electron pendular motion in the cavity gradually increases,hence the HCE is gradually enhanced.However,during the hollow electrode sheath's collapse phase,the secondary electron heating is gradually attenuated.In addition,when interacting with the gradually collapsed hollow electrode sheaths,high-energy plasma bulk electrons in the cavity will lose some energy.Furthermore,the frequency of the electron pendular motion in the cavity gradually decreases.Therefore,during the hollow electrode sheath's collapse phase,the HCE is gradually attenuated.

The Planck Constant and Its Relation to the Compton Frequency

The Planck constant is considered one of the most important universal constants of physics, and despite all we know much about it, the physical nature of it has not been fully understood. Further investigation and new perspectives on the Planck constant should therefore be of interest. We demonstrate that the Planck constant also can be directly linked to the Compton frequency of one, which again is divided by the Compton frequency in one kg. If this is right, it means also the Planck constant is linked to quantization of matter, not only energy. However, as we will show the frequency of one when expressed in relation to kg will be observational time dependent. This means the missing mass gap surprisingly both is equal to the Planck mass, which is larger than any known particle and also it is linked to a very small mass that again is equal to what has been suggested as the photon mass in the existing literature. This new view could be an important step forward in understanding the physical nature of the Planck constant as well as the mass gap and even the rest mass of a photon.