The variance of a portfolio can be forecasted using a single index model or the covariance matrix of the portfolio. Using univariate and multivariate conditional volatility models, this paper evaluates the performance of the single index and portfolio models in forecasting Value-at-Risk (VaR) thresholds of a portfolio. The LR tests of unconditional coverage, independence and conditional coverag...

Several different controlled vocabularies have been developed and used by the astronomical community, each designed to serve a specific need and a specific group. The Unified Astronomy Thesaurus (UAT) attempts to provide a highly structured controlled vocabulary that will be relevant and useful across the entire discipline, regardless of content or platform. As two major use cases for the UAT i...

The FAA Alternative Position Navigation and Timing effort is developing technologies to provide navigation service capable of sustaining operations in the event of the loss of Global Navigation Satellite Systems (GNSS). APNT will utilize existing ground infrastructure to support this capability. One effort is to examine the use of the Automatic Dependent Surveillance Broadcast (ADS-B) ground in...

This paper presents and investigates a set of local spacetime descriptors for representing and recognizing motion patterns in video. Following the idea of local features in the spatial domain, we use the notion of space-time interest points and represent video data in terms of local space-time events. To describe such events, we define several types of image descriptors over local spatio-tempor...

CICESE Research Center, Km. 107 Carretera Tijuana-Ensenada Ensenada, Baja California, 22860 México, Phone: (52) 646.175.0555, Fax: (52) 646.175.0554 e-mail: [email protected] Autonomous University of Tamaulipas, UAT-UAMRR Carretera Reynosa-San Fernando, Reynosa, Tamaulipas, 88779 MEXICO Phone: (52) 899.921.3300, Fax: (52) 899.921.3301 e-mail: [email protected] ITESM-CET Campus Monterrey, Ave. ...

As part of the ongoing Federal Aviation Administration (FAA) Loran evaluation, the system is being assessed for its ability to back up GPS through all phases of flight. While the focus has mainly been on supporting non precision approach (NPA), such as RNP 0.3, efforts have also been made to examine Loran for enroute RNP 1.0 operations. RNP 1.0 is important as it is the minimum requirement for ...

The proposed next-generation air traffic control system depends crucially on a surveillance technology called ADS-B. By 2020, nearly all aircraft flying through U.S. airspace must carry ADS-B transponders to continuously transmit their precise real-time location and velocity to ground-based air traffic control and to other en route aircraft. Surprisingly, the ADS-B protocol has no built-in secu...

Consumable spare parts play an important role during regular and periodic maintenance activities depending on equipment criticality of a manufacturing firm. Usually, these spare parts are consumed together on a regular basis to different equipment with a high percentage of commonality. Complete or partial shutdown of maintenance activity may happen if there is shortages in any of these common p...

Automatic Dependent Surveillance, Surveillance–Broadcast, secondary surveillance radars, and Mode S are key air technologies representing a critical component of next-generation transportation systems. However, compared to 1090-MHz demodulators decoders, which have plenty implementations, the 1030-MHz uplink receivers are, in general, scarcely, if at all, represented. In this article, we presen...