Browsing by Subject "Spectral analysis"

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Open Access
Duration of global financial cycles
(Elsevier, 2020) Akdi, Y.; Varlık, S.; Berument, M. Hakan
The duration of Global Financial Cycles (GFCs) have a role in the global financial environment which is shaped by the fluctuations in short-term capital flows, changes in monetary conditions in the center economies and co-movement in asset prices. The duration of GFCs for a set of global financial data – the VIX index, the TED spread and the 3-Month LIBOR-Effective Federal Funds Rate – are analyzed by using a periodogram-based method. Our results suggest that there is a 43-month common cycle for these three series. We obtain eight different cycle periods for 43-month common cycles from our sample period.
Open Access
Feasibility of impact-acoustic emissions for detection of damaged wheat kernels
(Elsevier BV, 2007-05) Pearson, T.; Çetin, A. Enis; Tewfik, A. H.; Haff, R. P.
A non-destructive, real time device was developed to detect insect damage, sprout damage, and scab damage in kernels of wheat. Kernels are impacted onto a steel plate and the resulting acoustic signal analyzed to detect damage. The acoustic signal was processed using four different methods: modeling of the signal in the time-domain, computing time-domain signal variances and maximums in short-time windows, analysis of the frequency spectrum magnitudes, and analysis of a derivative spectrum. Features were used as inputs to a stepwise discriminant analysis routine, which selected a small subset of features for accurate classification using a neural network. For a network presented with only insect damaged kernels (IDK) with exit holes and undamaged kernels, 87% of the former and 98% of the latter were correctly classified. It was also possible to distinguish undamaged, IDK, sprout-damaged, and scab-damaged kernels.
Open Access
Spectral analysis of the relationship between energy consumption, employment, and business cycles
(1990) Erol, U.; Yu, E. S. H.
Through the use of cross-spectral techniques, we identify the dependence of U.S. industrial energy consumption on the industrial production index and total non-farm employment over business cycles. In particular, total energy consumption, mainly due to its industrial component, responds to changes in the production index. It is found that the industrial demand for energy is fairly sensitive to business cycles, while the household energy consumption and transportationsector energy consumption are not significantly affected by the expansion and contraction phases of the economy. In addition, there is a significant degree of correlation between the total non-farm employment and energy consumption over the business cycle frequencies. The evidence indicates a simultaneous response of employment and energy consumption to business cycle movements of the production index and suggests neutrality between energy and labor employment. © 1990.