Linear and Nonlinear Predictability in Investment Style Factors: Multivariate Evidence

2017 ◽  
Author(s):  
Francesco Chincoli
Keyword(s):  
Investment Style ◽  
Linear And Nonlinear ◽  
Nonlinear Predictability

scholarly journals Probing the linearity and nonlinearity in the transitions of the atmospheric circulation

2001 ◽  
Vol 8 (6) ◽  
pp. 341-345 ◽  
Author(s):  
A. A. Tsonis
Keyword(s):  
Dynamical System ◽  
Information Theory ◽  
Time Series ◽  
Atmospheric Circulation ◽  
Nonlinear Model ◽  
Linear Component ◽  
Linear And Nonlinear ◽  
Definition Of ◽  
Nonlinear Components ◽  
Nonlinear Predictability

Abstract. In this paper, we apply the principles of information theory that relate to the definition of nonlinear predictability, which is a measure that describes both the linear and nonlinear components of a system. By comparing this measure to a measure of linear predictability, one can assess whether a given system has a strong nonlinear or a strong linear component. This provides insights as to whether the system should be modelled by a nonlinear model or by a linear model. We apply these ideas to a known dynamical system and to a time series that describe the transitions in atmospheric circulation.

Testing for Linear and Nonlinear Predictability of Stock Returns

2013 ◽  
Vol 11 (4) ◽  
pp. 682-705 ◽  
Author(s):  
M. Lanne ◽  
M. Meitz ◽  
P. Saikkonen
Keyword(s):  
Stock Returns ◽  
Linear And Nonlinear ◽  
Nonlinear Predictability

Linear and Nonlinear Optical Properties of Natural Dyes Freestanding Films and Application in Optical Limiting

2020 ◽  
pp. 139-143
Keyword(s):  
Absorption Coefficient ◽  
Water Solution ◽  
Optical Limiting ◽  
Refraction Index ◽  
Laser Wavelength ◽  
Solid State Laser ◽  
Natural Dyes ◽  
Linear And Nonlinear ◽  
532 Nm ◽  
Absorbance Spectra

Natural dyes were followed and prepared from a pomegranate, purple carrot, and eggplant peel. The absorbance spectra was measured in the wavelength range 300-800 nm. The linear properties measurements of the prepared natural dye freestanding films were determined include absorption coefficient (α0), extinction coefficient (κ), and linear refraction index (n). The nonlinear refractive index n2 and nonlinear absorption coefficient β2 of the natural dyes in the water solution were measured by the optical z-scan technique under a pumped solid state laser at a laser wavelength of 532 nm. The results indicated that the pomegranate dye can be promising candidates for optical limiting applications with significantly low optical limiting of 3.5 mW.

Rheological characterization of tack and viscoelasticity of compositions of crepe coating used in the Yankee dryer

TAPPI Journal ◽  
2019 ◽  
Vol 18 (11) ◽  
pp. 641-649
Author(s):  
JOSHUA OMAMBALA ◽  
CARL MCINTYRE
Keyword(s):  
Normal Force ◽  
Weight Ratio ◽  
Good Combination ◽  
Rheological Characterization ◽  
Nonlinear Viscoelastic ◽  
Coating Composition ◽  
Linear And Nonlinear ◽  
Work Done ◽  
Tissue Production

The vast majority of tissue production uses creping to achieve the required set of properties on the base sheet. The Yankee coating helps to develop the desired crepe that in turn determines properties such as bulk and softness. The adhesion of the sheet to the Yankee surface is a very important characteristic to consider in achieving the desired crepe. The coating mix usually consists of the adhesive, modifier, and release. A good combination of these components is essential to achieving the desired properties of the tissue or towel, which often are determined by trials on the machine that can be time consuming and lead to costly rejects. In this paper, five compositions of an industrial Yankee coating adhesive, modifier, and release were examined rheologically. The weight ratio of the adhesive was kept constant at 30% in all five compositions and the modifier and release ratios were varied. The normal force and work done by the different compositions have been shown at various temperatures simulating that of the Yankee surface, and the oscillatory test was carried out to explain the linear and nonlinear viscoelastic characteristic of the optimal coating composition.

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