Time series with tailored nonlinearities

It is demonstrated how to generate time series with tailored nonlinearities by inducing well-defined constraints on the Fourier phases. Correlations between the phase information of adjacent phases and (static and dynamic) measures of nonlinearities are established and their origin is explained. By applying a set of simple constraints on the phases of an originally linear and uncorrelated Gaussian time series, the observed scaling behavior of the intensity distribution of empirical time series can be reproduced. The power law character of the intensity distributions being typical for, e.g., turbulence and financial data can thus be explained in terms of phase correlations

Rancangan Sistem Informasi Penilaian Praktikum Pelayanan Asuhan Keperawatan Gigi Untuk Menunjang Obyektifitas Penilaian Praktik Mahasiswa (Studi di Jurusan Keperawatan Gigi Politeknik Kesehatan Kementerian Kesehatan Bandung)

Universitas Diponegoro Fakultas Kesehatan Masyarakat Program Studi Magister Ilmu Kesehatan Masyarakat Konsentrasi Sistem Informasi Manajemen Kesehatan 2014 ABSTRAK Deru Marah Laut Rancangan Sistem Informasi Penilaian Praktikum Pelayanan Asuhan Keperawatan Gigi Untuk Menunjang Obyektifitas Penilaian Praktik Mahasiswa (Studi di Jurusan Keperawatan Gigi Politeknik Kesehatan Kementerian Kesehatan Bandung) xvi + 165 Halaman + 17 Tabel + 52 Gambar + 7 Lampiran Penilaian praktikum pelayanan asuhan keperawatan gigi di JKG Poltekkes Bandung masih dilakukan secara manual (paper base) dengan menggunakan banyak format Performance Assessment (PA) dan pelaporan sehingga mengalami permasalah dalam pengumpulan dan pengolahan data serta penyajian informasi yang dibutuhkan oleh dosen, mahasiswa dan pihak-pihak lain yang memerlukannya. Keadaan tersebut tentu dapat mengurangi obyektifitas penilaian praktikum itu sendiri. Tujuan penelitian ini adalah menghasilkan Rancangan Sistem Informasi Penilaian Praktikum Pelayanan Asuhan Keperawatan Gigi yang dapat menunjang obyektifitas penilaian praktik mahasiswa di JKG Poltekkes Bandung. Jenis penelitian ini adalah penelitian eksploratif melalui wawancara mendalam serta analisis data sekunder. Responden ialah empat orang dosen/instruktur, tiga orang pengelola dan tiga orang mahasiswa tingkat III. Pengumpulan data dilakukan dengan metode kualitatif dengan pendekatan waktu case-study melalui menelusuri pengalaman responden dan dokumen-dokumen yang digunakan dalam kegiatan praktikum pelayanan asuhan keperawatan gigi di JKG Poltekkes Bandung. Hasil penelitian menunjukkan bahwa rancangan sistem informasi yang dapat menunjang obyektifitas penilaian praktik Yansuh Watgilut di JKG Poltekkes Bandung pada dasarnya adalah menggantikan kegiatan data capture dan pengolahan data yang biasanya dilakukan secara paper base menjadi computer base berbasis web dengan antar muka yang dapat diakses melalui berbagai perangkat yang terhubung dengan jaringan server sehingga dapat diakses secara online oleh pengguna pada setiap level manajemen. Saran dari penelitian ini adalah agar rancangan sistem informasi penilaian praktikum pelayanan asuhan keperawatan gigi dapat segera ditindak lanjuti ke tahap pembuatan sehingga dapat digunakan dan dikaji lebih lanjut apakah sistem ini dapat berjalan sesuai harapan serta dievaluasi untuk pengembangan lebih lanjut. Kata kunci : Sistem Informasi Penilaian, Pelayanan Asuhan Keperawatan Gigi, Penilaian Praktikum Pelayanan Asuhan Keperawatan Gigi. Kepustakaan : 34 (1977 - 2013) Diponegoro University Faculty of Public Health Master’s Study Program in Public Health Majoring in Health Management Information System 2014 ABSTRACT Deru Marah Laut Design of Assessment Information System of Dental Nursing Care Service Practice to Support Objectivity of Student Practice Assessment (A Study at School of Dental Nursing of Health Polytechnic of Health Ministry in Bandung) xvi + 165 pages + 17 tables + 52 figures + 7 appendices Assessment of dental nursing care service practice at School of Dental Nursing (SoDN) of Health Polytechnic of Health Ministry in Bandung was done manually (paper-based) by using various forms of Assessment Performance (AP) and reporting. This condition accounted for some problems in collecting and managing data, and in presenting information that were needed by lecturers, students, and others. In addition, these problems could reduce objectivity of practice assessment. The aim of this study was to result design of assessment information system of dental nursing care service practice that could support objectivity of practice assessment at SoDN of Bandung Health Polytechnic. This was an explorative study by conducting indepth interview and analysing secondary data. Respondents consisted of four lecturers/instructors, three managers, and three students of level III. Data were collected qualitatively using case-study approach by investigating respondents’ experiences and documents that were used to do an activity of dental nursing care service practice. The results of this research showed that design of information system supporting objectivity of practice assessment of dental nursing care service basically replaced activities of data capture and data management from paper-based to be computer based using inter-face web that could be accessed through various hardware connected to server network. As a result, it could be accessed online by users at a management level. As a suggestion, the resulted design needs to be followed up by developing the system in order to be utilised and performed further analyses to make sure that a developed system runs in accordance with expectation and is evaluated to do further development. Keywords : Assessment Information System, Dental Nursing Care Service, Assessment of Dental Nursing Care Service Practice Bibliography: 34 (1977-2013

Synchronization of particle motion in compressed two-dimensional plasma crystals

The collective motion of dust particles during the mode-coupling induced melting of a two-dimensional plasma crystal is explored in molecular dynamics simulations. The crystal is compressed horizontally by an anisotropic confinement. This compression leads to an asymmetric triggering of the mode-coupling instability which is accompanied by alternating chains of in-phase and anti-phase oscillating particles. A new order parameter is proposed to quantify the synchronization with respect to different directions of the crystal. Depending on the orientation of the confinement anisotropy, mode-coupling instability and synchronized motion are observed in one or two directions. Notably, the synchronization is found to be direction-dependent. The good agreement with experiments suggests that the confinement anisotropy can be used to explain the observed synchronization process.Comment: 6 pages, 4 figure

Linear and nonlinear market correlations: characterizing financial crises and portfolio optimization

Pearson correlation and mutual information based complex networks of the day-to-day returns of US S&P500 stocks between 1985 and 2015 have been constructed in order to investigate the mutual dependencies of the stocks and their nature. We show that both networks detect qualitative differences especially during (recent) turbulent market periods thus indicating strongly fluctuating interconnections between the stocks of different companies in changing economic environments. A measure for the strength of nonlinear dependencies is derived using surrogate data and leads to interesting observations during periods of financial market crises. In contrast to the expectation that dependencies reduce mainly to linear correlations during crises we show that (at least in the 2008 crisis) nonlinear effects are significantly increasing. It turns out that the concept of centrality within a network could potentially be used as some kind of an early warning indicator for abnormal market behavior as we demonstrate with the example of the 2008 subprime mortgage crisis. Finally, we apply a Markowitz mean variance portfolio optimization and integrate the measure of nonlinear dependencies to scale the investment exposure. This leads to significant outperformance as compared to a fully invested portfolio.Comment: 12 pages, 11 figures, Phys. Rev. E, accepte

Magnetic illusion: transforming a magnetic object into another object by negative permeability

We theoretically predict and experimentally verify the illusion of transforming the magnetic signature of a 3D object into that of another arbitrary object. This is done by employing negative-permeability materials, which we demonstrate that can be emulated by tailored sets of currents. The experimental transformation of the magnetic response of a ferromagnet into that of its antagonistic material, a superconductor, is presented to confirm the theory. The emulation of negative-permeability materials by currents provides a new pathway for designing devices for controlling magnetic fields in unprecedented ways

Surrogate-assisted network analysis of nonlinear time series

The performance of recurrence networks and symbolic networks to detect weak nonlinearities in time series is compared to the nonlinear prediction error. For the synthetic data of the Lorenz system, the network measures show a comparable performance. In the case of relatively short and noisy real-world data from active galactic nuclei, the nonlinear prediction error yields more robust results than the network measures. The tests are based on surrogate data sets. The correlations in the Fourier phases of data sets from some surrogate generating algorithms are also examined. The phase correlations are shown to have an impact on the performance of the tests for nonlinearity.Comment: 9 pages, 5 figures, Chaos (http://scitation.aip.org/content/aip/journal/chaos), corrected typo

Einflussfaktoren auf den Credit Spread von Unternehmensanleihen

Entgegen früherer Studien, die darauf hinweisen, dass der gesamte Credit Spread eines Bonds durch das mit diesem Bond verbundene Kreditrisiko induziert ist, zeigen neuere empirische Untersuchungen, dass neben Kreditrisiken noch weitere Faktoren die Höhe des Credit Spreads determinieren. Die vorliegende Arbeit bestätigt diese Erkenntnisse auf einem anderen Weg als die bisher gemachten Forschungsarbeiten, welche üblicherweise auf Basis einer empirischen Dekomposition von Credit Spreads den Einfluss verschiedener Faktoren untersuchen. Anhand eines Samples Euro-denominierter Corporate Bonds wird gezeigt, dass eine modelltheoretische Bewertung von Anleihen nach dem Barwertkalkül auf Basis ratingorientierter Zinsstrukturkurven zu Bepreisungsfehlern führt, welche mit schlechter werdender Ratingeinschätzung ansteigen und durch das makroökonomische Umfeld beeinflusst sind. Dadurch werden zum einen die Grenzen der in Theorie und Praxis weit verbreiteten barwertigen Bewertungslogik von Anleihen auf Basis ratingorientierter Zinsstrukturkurven dargelegt. Zum anderen wird demonstriert, dass die Ratingeinschätzung eines Bonds bzw. Bondemittenten für Investoren nur einen bepreisungsrelevanten Faktor unter weiteren darstellt

Synchronization in systems with linear, yet nonreciprocal interactions

Synchronization of oscillatory subsystems is a widespread phenomenon in science. It is argued that the presence of nonlinearities is a necessary prerequisite for synchronization. Here, we study synchronization in complex plasmas consisting of microparticles in addition to the plasma. The particles can form 2D crystalline structures. They can melt via mode-coupling instability (MCI), which is a consequence of the effective nonreciprocal interactions. Synchronized particle motion during MCI-melting of 2D plasma crystal was reported in [1]. To disentangle the effects of nonlinearity and nonreciprocity on the emergence of synchronization, we solved numerically the nonlinear and the linearized system. Analyzing the synchronization with a new order parameter [2] reveals that a linearized version of the interaction model exhibits the same synchronization patterns as the full, nonlinear one. Further, theoretical considerations show that nonreciprocal interactions among particles generally provide a mechanism for the selection of dominant wave modes causing the system to show synchronized motion. Thus, we demonstrate numerically and analytically that also linear systems can synchronize and that the nonreciprocity of the interaction is the more decisive property for a n-body system to synchronize. [1] L. Couëdel et al., Phys. Rev. E, 89, 053108 (2014) [2] I. Laut et al., EPL, 110, 65001 (2015