Monte Carlo experiment to determine the statistical uncertainty for the average 24-hour wave derived from filtered and unfiltered data

1968 ◽  
Vol 46 (10) ◽  
pp. S985-S989 ◽  
Author(s):  
Scott E. Forbush ◽  
S. P. Duggal ◽  
Martin A. Pomerantz
Keyword(s):  
Monte Carlo ◽  
Diurnal Variation ◽  
Harmonic Analysis ◽  
Random Noise ◽  
Monte Carlo Experiment ◽  
Statistical Uncertainty ◽  
Before And After ◽  
Unfiltered Data

To test whether the diurnal variation is more reliably determined from filtered data, a daily harmonic analysis is made before and after filtering an adequate sequence of synthetic bihourly values containing only random noise and a 24-hour wave of constant phase and amplitude. For each of three filters it is shown, empirically, that the statistical uncertainty of the 24-hour wave from N days of such filtered data does not differ significantly from that from N days of unfiltered data. The filters were of different bandwidths and each was designed to pass the 24-hour wave.

scholarly journals Diurnal variation effect in marine magnetometric surveys: clues from surveys in southeast Brazil

2021 ◽  
Vol 42 (3) ◽  
Author(s):  
Paula Possamai Sergipe ◽  
Yára Regina Marangoni ◽  
Roberto Paulo Zanon dos Santos ◽  
Denise Silva de Moura ◽  
Luigi Jovane
Keyword(s):  
Magnetic Field ◽  
Continental Shelf ◽  
Diurnal Variation ◽  
Brazilian Coast ◽  
Observatory Data ◽  
Before And After ◽  
Corrected Data ◽  
Well Correlation ◽  
The Magnetic Field ◽  
Magnetic Observatories

AbstractThe diurnal variation of the magnetic field cannot be predicted or modeled and for that reason, it is monitored during the magnetic surveys, usually by a stationary magnetometer. However, marine surveys have a practical issue with diurnal monitoring, owing to the distance between the survey, stationary magnetometers, and magnetic observatories. This work aims to verify the use of nearby magnetic observatories to estimate the diurnal variation correction in different marine surveys and evaluate its effectiveness. In this study, we selected surveys at the continental shelf near Santos city (Survey 1), continental slope next to the first survey location (Survey 2), continental shelf near Ubatuba city (Survey 3), and Mamanguá ria in the Paraty city (Survey 4), all southeast to the Brazilian coast. The crossing points were implemented to compare the magnetic field values at different times and days at the same measurement point, before and after the correction. Afterwards, we measure the Pearson’s Correlation of the raw data and the diurnal corrected data in all crossing points of each survey which showed an improvement after correction by the value approximating to 1, which indicates a very well correlation. The Ubatuba and Mamanguá surveys allowed comparing the observatory correction results with the base magnetometer results that were rather similar. Our analyses indicate a satisfactory diurnal correction using the observatory data and the crossing points approach, which can be used for every marine magnetometric survey worldwide placed near the coast (< 280 km) that do not have a stationary magnetometer available.

Adaptive Sampling Based on GH-Distance for Realistic Image Synthesis

2014 ◽  
Vol 998-999 ◽  
pp. 806-813
Author(s):  
Jian Wang ◽  
Qing Xu
Keyword(s):  
Monte Carlo ◽  
Computer Graphics ◽  
Adaptive Sampling ◽  
Random Noise ◽  
Image Synthesis ◽  
Simulation Methods ◽  
Path Tracing ◽  
Complex Scenes ◽  
Realistic Image ◽  
Better Than

Realistic image synthesis technology is an important part in computer graphics. Monte Carlo based light simulation methods, such as Monte Carlo path tracing, can deal with complex lighting computations for complex scenes, in the field of realistic image synthesis. Unfortunately, if the samples taken for each pixel are not enough, the generated images have a lot of random noise. Adaptive sampling is attractive to reduce image noise. This paper proposes a new GH-distance based adaptive sampling algorithm. Experimental results show that the method can perform better than other similar ones.

scholarly journals Changes in the Portfolio Management and Construction under the Pandemic Era

2021 ◽  
Vol 275 ◽  
pp. 01005
Author(s):  
Ruipeng Tan
Keyword(s):  
Monte Carlo Simulation ◽  
Monte Carlo ◽  
Stock Returns ◽  
Financial Market ◽  
Portfolio Management ◽  
Portfolio Construction ◽  
Sample Data ◽  
Before And After ◽  
Reduce Risk ◽  
The Impact

This paper focuses on comparing portfolio management and construction before and after the coronavirus. First, this paper presents the importance of building up portfolios for investors to diversify their risks. Theories on portfolio management are discussed in this section to show how they have been developed to help on investing and reduce risk. Then, the paper moves on to show the impact of the pandemic on the financial market and portfolio management. Sample data on tech stock returns are collected to perform a Monte Carlo simulation on portfolio construction to find out the efficient portfolio before and after the COVID-19 outbreak. The efficient portfolio is build based on the Markowitz theory to find the combination. Comparisons between these portfolio constructions are made to find out the changes in portfolio management and construction under the pandemic era. In conclusion, this paper presents how pandemic has changed and impacted the investments and lists recommendations on future portfolio management and construction.

Filtering with ARCH: A Monte Carlo Experiment

1996 ◽  
Author(s):  
Daniel B. Nelson ◽  
Boaz A. Schwartz
Keyword(s):  
Monte Carlo ◽  
Monte Carlo Experiment
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