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De opzet van dit onderzoek is een causaal verband proberen te vinden tussen de aandelenmarkt en wisselkoersen in Hongarije, gebruik makend van dagelijkse observaties voor de periode 01/01/2004 - 14/02/2013. Hierin wordt er ook nagegaan of er een verandering optreedt in het causaal verband wanneer er een crisis aanwezig is in de geobserveerde periode. Hier wordt de recent economische crisis, samen met de muntcrisis in Hongarije (01/10/2008 – 31/03/2009) opgenomen. Om de veranderingen in kaart te brengen werd de periode in drie deelperiodes opgedeeld: pre-crisis periode, crisis periode en after crisis periode. Het causaal verband is getest door gebruik te maken van de standard Granger causality test en de Granger causality- VAR test samen met een impuls response analyse. Doordat er unit root aanwezig is in de variabelen (getest a.h.v. Augmented Dickey- Fuller test), werden de eerste verschillen genomen om de causaliteit te testen. Dit zorgt ervoor dat de resultaten worden geïnterpreteerd als het causaal verband tussen de veranderingen (?) in de variabelen. Resultaten van de standard Granger causality test tonen een feedback relatie voor en tijdens de crisis, na de crisis is er een eenzijdig causaal verband van ? aandelen prijzen naar ? wisselkoersen (stock-oriented model). The Granger causality- VAR test toont een eenzijdig causal verband van ? aandelen prijzen naar ? wisselkoersen in de periode voor en na de crisis, tijdens de crisis werd er geen causaal verband gedetecteerd. De impuls response analyse geeft weer dat de response van de ? wisselkoersen voor en na de crisis negatief is in de eerste periode volgend op de schok in ? aandelen prijzen, deze stijgt vervolgens zeer snel naar zijn evenwichtstoestand (in de eerste vijf periodes).

Causality. --- Exchange rates. --- Flow-oriented model. --- Granger causality. --- Hungary. --- Impulse response model. --- S180-economie. --- Stock prices. --- Stock-oriented model. --- VAR.

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This paper introduces a Spatial Vector Autoregressive Moving Average (SVARMA) model in which multiple cross-sectional time series are modeled as multivariate, possibly fat-tailed, spatial autoregressive ARMA processes. The estimation requires specifying the cross-sectional spillover channels through spatial weights matrices. the paper explores a kernel method to estimate the network topology based on similarities in the data. It discusses the model and estimation, focusing on a penalized Maximum Likelihood criterion. The empirical performance of the estimator is explored in a simulation study. The model is used to study a spatial time series of pollution and household expenditure data in Indonesia. The analysis finds that the new model improves in terms of implied density, and better neutralizes residual correlations than the VARMA, using fewer parameters. The results suggest that growth in household expenditures precedes pollution reduction, particularly after the expenditures of poorer households increase; that increasing pollution is followed by reduced growth in expenditures, particularly reducing the growth of poorer households; and that there are significant spillovers from bottom-up growth in expenditures. The paper does not find evidence for top-down growth spillovers. Feedback between the identified mechanisms may contribute to pollution-poverty traps and the results imply that pollution damages are economically significant.

Air Quality and Clean Air --- Brown Issues and Health --- Environment --- Health Service Management and Delivery --- Health, Nutrition and Population --- Impulse Response --- Inequality --- Penalized Inference --- Pollution --- Pollution Management and Control --- Poverty --- Poverty Reduction --- Spatial Models

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Introduction 

Sinusoids 

Spectrum representation 

Sampling and aliasing 

FIR filters 

Frequency response of FIR filters 

The Z-transform 

IRR filters 

Continuous-time signals and LTI systems 

Frequency response 

Continuous-time fourier transform 

Filtering, modulation, and sampling 

Computing the spectrum 

Complex numbers 

Programming in Matlab 

Labaratory project 

Cr-rom demos


FIR filter (finite impulse response filter) --- Computer. Automation --- signaalprocessoren --- Electronics --- Z-transformatie --- digitale signalen --- digitale technieken --- DSP (digitale signaalprocessoren) --- FT (Fourier transformatie) --- filters --- Signal processing --- Multimedia systems. --- Traitement du signal --- Multimédia --- Digital techniques. --- Mathematics. --- Techniques numériques --- Mathématiques --- 621.38 --- Beeldverwerking --- Signaalverwerking --- dsp (digital signal processing) --- fir filter --- iir filter --- fourier transformatie --- matlab --- Multimédia --- Techniques numériques --- Mathématiques --- Multimedia systems --- Computer-based multimedia information systems --- Multimedia computing --- Multimedia information systems --- Multimedia knowledge systems --- Information storage and retrieval systems --- Digital signal processing --- Digital communications --- Digital electronics --- Digital techniques

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Aerial robots with perception, navigation, and manipulation capabilities are extending the range of applications of drones, allowing the integration of different sensor devices and robotic manipulators to perform inspection and maintenance operations on infrastructures such as power lines, bridges, viaducts, or walls, involving typically physical interactions on flight. New research and technological challenges arise from applications demanding the benefits of aerial robots, particularly in outdoor environments. This book collects eleven papers from different research groups from Spain, Croatia, Italy, Japan, the USA, the Netherlands, and Denmark, focused on the design, development, and experimental validation of methods and technologies for inspection and maintenance using aerial robots.

Technology: general issues --- History of engineering & technology --- aerial manipulation --- dual arm --- compliance --- Cartesian manipulator --- hexa-rotor --- multirotor UAV --- translational driving system --- magnetic field navigation --- parallel conductors --- transmission lines --- unmanned aerial vehicles --- inspection and maintenance --- power lines --- arial manipulation --- multirotor systems --- high-voltage power lines --- clip-type bird flight diverters --- aerial robotics --- multirotor control --- inspection --- maintenance --- UAV --- aerial robotic manipulation --- viaduct --- LIDAR --- photogrammetry --- contact --- Structural Health Monitoring --- Unmanned Aircraft System --- drone --- damage detection --- electropermanent magnet --- B-spline impulse response function --- Dynamic Signature Response --- force control --- bilateral teleoperation --- haptics --- quadrotor --- mosquitoes’ control --- drones --- drone regulation --- unmanned aircraft systems (UAS) --- U-space --- SORA methodology --- sterile insect technique (SIT) --- n/a --- mosquitoes' control

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Aerial robots with perception, navigation, and manipulation capabilities are extending the range of applications of drones, allowing the integration of different sensor devices and robotic manipulators to perform inspection and maintenance operations on infrastructures such as power lines, bridges, viaducts, or walls, involving typically physical interactions on flight. New research and technological challenges arise from applications demanding the benefits of aerial robots, particularly in outdoor environments. This book collects eleven papers from different research groups from Spain, Croatia, Italy, Japan, the USA, the Netherlands, and Denmark, focused on the design, development, and experimental validation of methods and technologies for inspection and maintenance using aerial robots.

aerial manipulation --- dual arm --- compliance --- Cartesian manipulator --- hexa-rotor --- multirotor UAV --- translational driving system --- magnetic field navigation --- parallel conductors --- transmission lines --- unmanned aerial vehicles --- inspection and maintenance --- power lines --- arial manipulation --- multirotor systems --- high-voltage power lines --- clip-type bird flight diverters --- aerial robotics --- multirotor control --- inspection --- maintenance --- UAV --- aerial robotic manipulation --- viaduct --- LIDAR --- photogrammetry --- contact --- Structural Health Monitoring --- Unmanned Aircraft System --- drone --- damage detection --- electropermanent magnet --- B-spline impulse response function --- Dynamic Signature Response --- force control --- bilateral teleoperation --- haptics --- quadrotor --- mosquitoes’ control --- drones --- drone regulation --- unmanned aircraft systems (UAS) --- U-space --- SORA methodology --- sterile insect technique (SIT) --- n/a --- mosquitoes' control