Likelihood inference for a nonstationary fractional autoregressive model
DEFF Research Database (Denmark)
Johansen, Søren; Ørregård Nielsen, Morten
2010-01-01
This paper discusses model-based inference in an autoregressive model for fractional processes which allows the process to be fractional of order d or d-b. Fractional differencing involves infinitely many past values and because we are interested in nonstationary processes we model the data X1......,...,X_{T} given the initial values X_{-n}, n=0,1,..., as is usually done. The initial values are not modeled but assumed to be bounded. This represents a considerable generalization relative to all previous work where it is assumed that initial values are zero. For the statistical analysis we assume...... the conditional Gaussian likelihood and for the probability analysis we also condition on initial values but assume that the errors in the autoregressive model are i.i.d. with suitable moment conditions. We analyze the conditional likelihood and its derivatives as stochastic processes in the parameters, including...
An extension of cointegration to fractional autoregressive processes
DEFF Research Database (Denmark)
Johansen, Søren
This paper contains an overview of some recent results on the statistical analysis of cofractional processes, see Johansen and Nielsen (2010). We first give an brief summary of the analysis of cointegration in the vector autoregressive model and then show how this can be extended to fractional pr...
Sin, Kuek Jia; Cheong, Chin Wen; Hooi, Tan Siow
2017-04-01
This study aims to investigate the crude oil volatility using a two components autoregressive conditional heteroscedasticity (ARCH) model with the inclusion of abrupt jump feature. The model is able to capture abrupt jumps, news impact, clustering volatility, long persistence volatility and heavy-tailed distributed error which are commonly observed in the crude oil time series. For the empirical study, we have selected the WTI crude oil index from year 2000 to 2016. The results found that by including the multiple-abrupt jumps in ARCH model, there are significant improvements of estimation evaluations as compared with the standard ARCH models. The outcomes of this study can provide useful information for risk management and portfolio analysis in the crude oil markets.
Likelihood inference for a fractionally cointegrated vector autoregressive model
DEFF Research Database (Denmark)
Johansen, Søren; Ørregård Nielsen, Morten
2012-01-01
such that the process X_{t} is fractional of order d and cofractional of order d-b; that is, there exist vectors ß for which ß'X_{t} is fractional of order d-b, and no other fractionality order is possible. We define the statistical model by 0inference when the true values satisfy b0¿1/2 and d0-b0......We consider model based inference in a fractionally cointegrated (or cofractional) vector autoregressive model with a restricted constant term, ¿, based on the Gaussian likelihood conditional on initial values. The model nests the I(d) VAR model. We give conditions on the parameters...... process in the parameters when errors are i.i.d. with suitable moment conditions and initial values are bounded. When the limit is deterministic this implies uniform convergence in probability of the conditional likelihood function. If the true value b0>1/2, we prove that the limit distribution of (ß...
A representation theory for a class of vector autoregressive models for fractional processes
DEFF Research Database (Denmark)
Johansen, Søren
2008-01-01
Based on an idea of Granger (1986), we analyze a new vector autoregressive model defined from the fractional lag operator 1-(1-L)^{d}. We first derive conditions in terms of the coefficients for the model to generate processes which are fractional of order zero. We then show that if there is a un...... root, the model generates a fractional process X(t) of order d, d>0, for which there are vectors ß so that ß'X(t) is fractional of order d-b, 0...
The fractional virial potential energy in two-component systems
Directory of Open Access Journals (Sweden)
Caimmi R.
2008-01-01
Full Text Available Two-component systems are conceived as macrogases, and the related equation of state is expressed using the virial theorem for subsystems, under the restriction of homeoidally striated density profiles. Explicit calculations are performed for a useful reference case and a few cases of astrophysical interest, both with and without truncation radius. Shallower density profiles are found to yield an equation of state, φ = φ(y, m, characterized (for assigned values of the fractional mass, m = Mj /Mi by the occurrence of two extremum points, a minimum and a maximum, as found in an earlier attempt. Steeper density profiles produce a similar equation of state, which implies that a special value of m is related to a critical curve where the above mentioned extremum points reduce to a single horizontal inflexion point, and curves below the critical one show no extremum points. The similarity of the isofractional mass curves to van der Waals' isothermal curves, suggests the possibility of a phase transition in a bell-shaped region of the (Oyφ plane, where the fractional truncation radius along a selected direction is y = Rj /Ri , and the fractional virial potential energy is φ = (Eji vir /(Eij vir . Further investigation is devoted to mass distributions described by Hernquist (1990 density profiles, for which an additional relation can be used to represent a sample of N = 16 elliptical galaxies (EGs on the (Oyφ plane. Even if the evolution of elliptical galaxies and their hosting dark matter (DM haloes, in the light of the model, has been characterized by equal fractional mass, m, and equal scaled truncation radius, or concentration, Ξu = Ru /r† , u = i, j, still it cannot be considered as strictly homologous, due to different values of fractional truncation radii, y, or fractional scaling radii, y† = r† /r† , deduced from sample objects.
The Fractional Virial Potential Energy in Two-Component Systems
Directory of Open Access Journals (Sweden)
Caimmi, R.
2008-12-01
Full Text Available Two-component systems are conceived as macrogases, and the related equation of state is expressed using the virial theorem for subsystems, under the restriction of homeoidally striated density profiles. Explicit calculations are performed for a useful reference case and a few cases of astrophysical interest, both with and without truncation radius. Shallower density profiles are found to yield an equation of state, $phi=phi(y,m$, characterized (for assigned values of the fractional mass, $m=M_j/ M_i$ by the occurrence of two extremum points, a minimum and a maximum, as found in an earlier attempt. Steeper density profiles produce a similar equation of state, which implies that a special value of $m$ is related to a critical curve where the above mentioned extremum points reduce to a single horizontal inflexion point, and curves below the critical one show no extremum points. The similarity of the isofractional mass curves to van der Waals' isothermal curves, suggests the possibility of a phase transition in a bell-shaped region of the $({sf O}yphi$ plane, where the fractional truncation radius along a selected direction is $y=R_j/R_i$, and the fractional virial potential energy is $phi=(E_{ji}_mathrm{vir}/(E_{ij}_mathrm{vir}$. Further investigation is devoted to mass distributions described by Hernquist (1990 density profiles, for which an additional relation can be used to represent a sample of $N=16$ elliptical galaxies (EGs on the $({sf O}yphi$ plane. Even if the evolution of elliptical galaxies and their hosting dark matter (DM haloes, in the light of the model, has been characterized by equal fractional mass, $m$, and equal scaled truncation radius, or concentration, $Xi_u=R_u/r_u^dagger$, $u=i,j$, still it cannot be considered as strictly homologous, due to different values of fractional truncation radii, $y$, or fractional scaling radii, $y^dagger=r_j^dagger/r_i^dagger$, deduced from sample objects.
International Nuclear Information System (INIS)
McCall, K C; Jeraj, R
2007-01-01
A new approach to the problem of modelling and predicting respiration motion has been implemented. This is a dual-component model, which describes the respiration motion as a non-periodic time series superimposed onto a periodic waveform. A periodic autoregressive moving average algorithm has been used to define a mathematical model of the periodic and non-periodic components of the respiration motion. The periodic components of the motion were found by projecting multiple inhale-exhale cycles onto a common subspace. The component of the respiration signal that is left after removing this periodicity is a partially autocorrelated time series and was modelled as an autoregressive moving average (ARMA) process. The accuracy of the periodic ARMA model with respect to fluctuation in amplitude and variation in length of cycles has been assessed. A respiration phantom was developed to simulate the inter-cycle variations seen in free-breathing and coached respiration patterns. At ±14% variability in cycle length and maximum amplitude of motion, the prediction errors were 4.8% of the total motion extent for a 0.5 s ahead prediction, and 9.4% at 1.0 s lag. The prediction errors increased to 11.6% at 0.5 s and 21.6% at 1.0 s when the respiration pattern had ±34% variations in both these parameters. Our results have shown that the accuracy of the periodic ARMA model is more strongly dependent on the variations in cycle length than the amplitude of the respiration cycles
Process and apparatus for fractionating close-boiling components of a multi-component system
International Nuclear Information System (INIS)
Tsao, U.
1983-01-01
A process and apparatus are described for the fractionation of close-boiling components of a multi-component system comprising at least two fractionation columns A, B in series having a plurality of equilibrium stages in which the vapor stream from a downstream fractionation column B is compressed by a compressor and passed into a lower portion of a preceding fractionation column A and a liquid bottom stream from any one of said columns except the last is expanded by an orifice sufficiently to convey the resulting liquid-vapor mixture to the upper portion of the next fractionation column B. In a particularly preferred embodiment, the compressed overhead vapor stream is passed in heat transfer relationship to a liquid stream withdrawn from the preceding fractionation column A prior to introduction into the lower portion of such preceding fractionation column A. In one of the claims, the multi-component close-boiling system is a deuterium oxide-water solution. (author)
A Two-Factor Autoregressive Moving Average Model Based on Fuzzy Fluctuation Logical Relationships
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Shuang Guan
2017-10-01
Full Text Available Many of the existing autoregressive moving average (ARMA forecast models are based on one main factor. In this paper, we proposed a new two-factor first-order ARMA forecast model based on fuzzy fluctuation logical relationships of both a main factor and a secondary factor of a historical training time series. Firstly, we generated a fluctuation time series (FTS for two factors by calculating the difference of each data point with its previous day, then finding the absolute means of the two FTSs. We then constructed a fuzzy fluctuation time series (FFTS according to the defined linguistic sets. The next step was establishing fuzzy fluctuation logical relation groups (FFLRGs for a two-factor first-order autoregressive (AR(1 model and forecasting the training data with the AR(1 model. Then we built FFLRGs for a two-factor first-order autoregressive moving average (ARMA(1,m model. Lastly, we forecasted test data with the ARMA(1,m model. To illustrate the performance of our model, we used real Taiwan Stock Exchange Capitalization Weighted Stock Index (TAIEX and Dow Jones datasets as a secondary factor to forecast TAIEX. The experiment results indicate that the proposed two-factor fluctuation ARMA method outperformed the one-factor method based on real historic data. The secondary factor may have some effects on the main factor and thereby impact the forecasting results. Using fuzzified fluctuations rather than fuzzified real data could avoid the influence of extreme values in historic data, which performs negatively while forecasting. To verify the accuracy and effectiveness of the model, we also employed our method to forecast the Shanghai Stock Exchange Composite Index (SHSECI from 2001 to 2015 and the international gold price from 2000 to 2010.
Directory of Open Access Journals (Sweden)
Fei Jin
2013-05-01
Full Text Available This paper studies the generalized spatial two stage least squares (GS2SLS estimation of spatial autoregressive models with autoregressive disturbances when there are endogenous regressors with many valid instruments. Using many instruments may improve the efficiency of estimators asymptotically, but the bias might be large in finite samples, making the inference inaccurate. We consider the case that the number of instruments K increases with, but at a rate slower than, the sample size, and derive the approximate mean square errors (MSE that account for the trade-offs between the bias and variance, for both the GS2SLS estimator and a bias-corrected GS2SLS estimator. A criterion function for the optimal K selection can be based on the approximate MSEs. Monte Carlo experiments are provided to show the performance of our procedure of choosing K.
Two-dimensional phase fraction charts
International Nuclear Information System (INIS)
Morral, J.E.
1984-01-01
A phase fraction chart is a graphical representation of the amount of each phase present in a system as a function of temperature, composition or other variable. Examples are phase fraction versus temperature charts used to characterize specific alloys and as a teaching tool in elementary texts, and Schaeffler diagrams used to predict the amount of ferrite in stainless steel welds. Isothermal-transformation diagrams (TTT diagrams) are examples that give phase (or microconstituent) amount versus temperature and time. The purpose of this communication is to discuss the properties of two-dimensional phase fraction charts in more general terms than have been reported before. It is shown that they can represent multi-component, multiphase equilibria in a way which is easier to read and which contains more information than the isotherms and isopleths of multi-component phase diagrams
DEFF Research Database (Denmark)
Fokianos, Konstantinos; Rahbek, Anders Christian; Tjøstheim, Dag
2009-01-01
In this article we consider geometric ergodicity and likelihood-based inference for linear and nonlinear Poisson autoregression. In the linear case, the conditional mean is linked linearly to its past values, as well as to the observed values of the Poisson process. This also applies...... to the conditional variance, making possible interpretation as an integer-valued generalized autoregressive conditional heteroscedasticity process. In a nonlinear conditional Poisson model, the conditional mean is a nonlinear function of its past values and past observations. As a particular example, we consider...... an exponential autoregressive Poisson model for time series. Under geometric ergodicity, the maximum likelihood estimators are shown to be asymptotically Gaussian in the linear model. In addition, we provide a consistent estimator of their asymptotic covariance matrix. Our approach to verifying geometric...
DEFF Research Database (Denmark)
Fokianos, Konstantinos; Rahbek, Anders Christian; Tjøstheim, Dag
This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past values as well as the observed values of the Poisson process. This also applies to the conditional...... variance, implying an interpretation as an integer valued GARCH process. In a nonlinear conditional Poisson model, the conditional mean is a nonlinear function of its past values and a nonlinear function of past observations. As a particular example an exponential autoregressive Poisson model for time...
DEFF Research Database (Denmark)
Fokianos, Konstantinos; Rahbæk, Anders; Tjøstheim, Dag
This paper considers geometric ergodicity and likelihood based inference for linear and nonlinear Poisson autoregressions. In the linear case the conditional mean is linked linearly to its past values as well as the observed values of the Poisson process. This also applies to the conditional...... variance, making an interpretation as an integer valued GARCH process possible. In a nonlinear conditional Poisson model, the conditional mean is a nonlinear function of its past values and a nonlinear function of past observations. As a particular example an exponential autoregressive Poisson model...
Generalizing smooth transition autoregressions
DEFF Research Database (Denmark)
Chini, Emilio Zanetti
We introduce a variant of the smooth transition autoregression - the GSTAR model - capable to parametrize the asymmetry in the tails of the transition equation by using a particular generalization of the logistic function. A General-to-Specific modelling strategy is discussed in detail, with part......We introduce a variant of the smooth transition autoregression - the GSTAR model - capable to parametrize the asymmetry in the tails of the transition equation by using a particular generalization of the logistic function. A General-to-Specific modelling strategy is discussed in detail......, with particular emphasis on two different LM-type tests for the null of symmetric adjustment towards a new regime and three diagnostic tests, whose power properties are explored via Monte Carlo experiments. Four classical real datasets illustrate the empirical properties of the GSTAR, jointly to a rolling...
Krishnan, M.; Bhowmik, B.; Hazra, B.; Pakrashi, V.
2018-02-01
In this paper, a novel baseline free approach for continuous online damage detection of multi degree of freedom vibrating structures using Recursive Principal Component Analysis (RPCA) in conjunction with Time Varying Auto-Regressive Modeling (TVAR) is proposed. In this method, the acceleration data is used to obtain recursive proper orthogonal components online using rank-one perturbation method, followed by TVAR modeling of the first transformed response, to detect the change in the dynamic behavior of the vibrating system from its pristine state to contiguous linear/non-linear-states that indicate damage. Most of the works available in the literature deal with algorithms that require windowing of the gathered data owing to their data-driven nature which renders them ineffective for online implementation. Algorithms focussed on mathematically consistent recursive techniques in a rigorous theoretical framework of structural damage detection is missing, which motivates the development of the present framework that is amenable for online implementation which could be utilized along with suite experimental and numerical investigations. The RPCA algorithm iterates the eigenvector and eigenvalue estimates for sample covariance matrices and new data point at each successive time instants, using the rank-one perturbation method. TVAR modeling on the principal component explaining maximum variance is utilized and the damage is identified by tracking the TVAR coefficients. This eliminates the need for offline post processing and facilitates online damage detection especially when applied to streaming data without requiring any baseline data. Numerical simulations performed on a 5-dof nonlinear system under white noise excitation and El Centro (also known as 1940 Imperial Valley earthquake) excitation, for different damage scenarios, demonstrate the robustness of the proposed algorithm. The method is further validated on results obtained from case studies involving
Incorporating measurement error in n = 1 psychological autoregressive modeling
Schuurman, Noémi K.; Houtveen, Jan H.; Hamaker, Ellen L.
2015-01-01
Measurement error is omnipresent in psychological data. However, the vast majority of applications of autoregressive time series analyses in psychology do not take measurement error into account. Disregarding measurement error when it is present in the data results in a bias of the autoregressive parameters. We discuss two models that take measurement error into account: An autoregressive model with a white noise term (AR+WN), and an autoregressive moving average (ARMA) model. In a simulation study we compare the parameter recovery performance of these models, and compare this performance for both a Bayesian and frequentist approach. We find that overall, the AR+WN model performs better. Furthermore, we find that for realistic (i.e., small) sample sizes, psychological research would benefit from a Bayesian approach in fitting these models. Finally, we illustrate the effect of disregarding measurement error in an AR(1) model by means of an empirical application on mood data in women. We find that, depending on the person, approximately 30–50% of the total variance was due to measurement error, and that disregarding this measurement error results in a substantial underestimation of the autoregressive parameters. PMID:26283988
Analyzing inflation in Nigeria: a fractionally integrated ARFIMA ...
African Journals Online (AJOL)
The study looked into the stochastic properties of CPI-inflation rate for Nigeria from 1995Q1 to 2016Q4. The study employed an autoregressive fractionally integrated moving average and a general autoregressive conditional heteroskedasticity (ARFIMA-GARCH) methodology as well as ADF/KPSS to investigate the ...
Ağaç, Kübra; Koçak, Kasım; Deniz, Ali
2015-04-01
A time series approach using autoregressive model (AR), moving average model (MA) and seasonal autoregressive integrated moving average model (SARIMA) were used in this study to simulate and forecast daily PM10 concentrations in Kagithane Creek Valley, Istanbul. Hourly PM10 concentrations have been measured in Kagithane Creek Valley between 2010 and 2014 periods. Bosphorus divides the city in two parts as European and Asian parts. The historical part of the city takes place in Golden Horn. Our study area Kagithane Creek Valley is connected with this historical part. The study area is highly polluted because of its topographical structure and industrial activities. Also population density is extremely high in this site. The dispersion conditions are highly poor in this creek valley so it is necessary to calculate PM10 levels for air quality and human health. For given period there were some missing PM10 concentration values so to make an accurate calculations and to obtain exact results gap filling method was applied by Singular Spectrum Analysis (SSA). SSA is a new and efficient method for gap filling and it is an state-of-art modeling. SSA-MTM Toolkit was used for our study. SSA is considered as a noise reduction algorithm because it decomposes an original time series to trend (if exists), oscillatory and noise components by way of a singular value decomposition. The basic SSA algorithm has stages of decomposition and reconstruction. For given period daily and monthly PM10 concentrations were calculated and episodic periods are determined. Long term and short term PM10 concentrations were analyzed according to European Union (EU) standards. For simulation and forecasting of high level PM10 concentrations, meteorological data (wind speed, pressure and temperature) were used to see the relationship between daily PM10 concentrations. Fast Fourier Transformation (FFT) was also applied to the data to see the periodicity and according to these periods models were built
Medium- and Long-term Prediction of LOD Change by the Leap-step Autoregressive Model
Wang, Qijie
2015-08-01
The accuracy of medium- and long-term prediction of length of day (LOD) change base on combined least-square and autoregressive (LS+AR) deteriorates gradually. Leap-step autoregressive (LSAR) model can significantly reduce the edge effect of the observation sequence. Especially, LSAR model greatly improves the resolution of signals’ low-frequency components. Therefore, it can improve the efficiency of prediction. In this work, LSAR is used to forecast the LOD change. The LOD series from EOP 08 C04 provided by IERS is modeled by both the LSAR and AR models. The results of the two models are analyzed and compared. When the prediction length is between 10-30 days, the accuracy improvement is less than 10%. When the prediction length amounts to above 30 day, the accuracy improved obviously, with the maximum being around 19%. The results show that the LSAR model has higher prediction accuracy and stability in medium- and long-term prediction.
Optimal transformations for categorical autoregressive time series
Buuren, S. van
1996-01-01
This paper describes a method for finding optimal transformations for analyzing time series by autoregressive models. 'Optimal' implies that the agreement between the autoregressive model and the transformed data is maximal. Such transformations help 1) to increase the model fit, and 2) to analyze
A fractionally cointegrated VAR analysis of economic voting and political support
DEFF Research Database (Denmark)
Jones, Maggie E. C.; Ørregård Nielsen, Morten; Popiel, Michael Ksawery
We use a fractionally cointegrated vector autoregressive model to examine the relationship between Canadian political support and macroeconomic conditions. This model is well suited for the analysis because it allows multiple fractional time series and admits simple asymptotic inference for the m......We use a fractionally cointegrated vector autoregressive model to examine the relationship between Canadian political support and macroeconomic conditions. This model is well suited for the analysis because it allows multiple fractional time series and admits simple asymptotic inference...... for the model parameters and tests of the hypotheses of interest. In the long-run equilibrium, we find that support for the Progressive Conservative Party was higher during periods of high interest rates and low unemployment, while support for the Liberal Party was higher during periods of low interest rates...
Optimizing mesoscopic two-band superconductors for observation of fractional vortex states
Energy Technology Data Exchange (ETDEWEB)
Piña, Juan C. [Departamento de Física, Universidade Federal de Pernambuco, Cidade Universitária, 50670-901 Recife, PE (Brazil); Núcleo de Tecnologia, CAA, Universidade Federal de Pernambuco, 55002-970 Caruaru, PE (Brazil); Souza Silva, Clécio C. de, E-mail: clecio@df.ufpe [Departamento de Física, Universidade Federal de Pernambuco, Cidade Universitária, 50670-901 Recife, PE (Brazil); Milošević, Milorad V. [Departamento de Física, Universidade Federal do Ceará, 60455-900 Fortaleza, Ceará (Brazil); Departement Fysica, Universiteit Antwerpen, Groenenborgerlaan 171, B-2020 Antwerpen (Belgium)
2014-08-15
Highlights: • Observation of fractional vortices in two-band superconductors of broad size range. • There is a minimal sample size for observing each particular fractional state. • Optimal value for stability of each fractional state is determined. • A suitable magnetic dot enhances stability even further. - Abstract: Using the two-component Ginzburg–Landau model, we investigate the effect of sample size and magnitude and homogeneity of external magnetic field on the stability of fractional vortex states in a mesoscopic two-band superconducting disk. We found that each fractional state has a preferable sample size, for which the range of applied field in which the state is stable is pronouncedly large. Vice versa, there exists an optimal magnitude of applied field for which a large range of possible sample radii will support the considered fractional state. Finally, we show that the stability of fractional states can be enhanced even further by magnetic nanostructuring of the sample, i.e. by suitably chosen geometrical parameters and magnetic moment of a ferromagnetic dot placed on top of the superconducting disk.
Behavioural Pattern of Causality Parameter of Autoregressive ...
African Journals Online (AJOL)
In this paper, a causal form of Autoregressive Moving Average process, ARMA (p, q) of various orders and behaviour of the causality parameter of ARMA model is investigated. It is deduced that the behaviour of causality parameter ψi depends on positive and negative values of autoregressive parameter φ and moving ...
Stable Parameter Estimation for Autoregressive Equations with Random Coefficients
Directory of Open Access Journals (Sweden)
V. B. Goryainov
2014-01-01
Full Text Available In recent yearsthere has been a growing interest in non-linear time series models. They are more flexible than traditional linear models and allow more adequate description of real data. Among these models a autoregressive model with random coefficients plays an important role. It is widely used in various fields of science and technology, for example, in physics, biology, economics and finance. The model parameters are the mean values of autoregressive coefficients. Their evaluation is the main task of model identification. The basic method of estimation is still the least squares method, which gives good results for Gaussian time series, but it is quite sensitive to even small disturbancesin the assumption of Gaussian observations. In this paper we propose estimates, which generalize the least squares estimate in the sense that the quadratic objective function is replaced by an arbitrary convex and even function. Reasonable choice of objective function allows you to keep the benefits of the least squares estimate and eliminate its shortcomings. In particular, you can make it so that they will be almost as effective as the least squares estimate in the Gaussian case, but almost never loose in accuracy with small deviations of the probability distribution of the observations from the Gaussian distribution.The main result is the proof of consistency and asymptotic normality of the proposed estimates in the particular case of the one-parameter model describing the stationary process with finite variance. Another important result is the finding of the asymptotic relative efficiency of the proposed estimates in relation to the least squares estimate. This allows you to compare the two estimates, depending on the probability distribution of innovation process and of autoregressive coefficients. The results can be used to identify an autoregressive process, especially with nonGaussian nature, and/or of autoregressive processes observed with gross
Risk and return: Long-run relations, fractional cointegration, and return predictability
DEFF Research Database (Denmark)
Bollerslev, Tim; Osterrieder, Daniela; Sizova, Natalia
2013-01-01
Univariate dependencies in market volatility, both objective and risk neutral, are best described by long-memory fractionally integrated processes. Meanwhile, the ex post difference, or the variance swap payoff reflecting the reward for bearing volatility risk, displays far less persistent dynamics...... are consistent with generalized long-run risk models and help explain why classical efforts of establishing a naïve return-volatility relation fail. We also estimate a fractionally cointegrated vector autoregression (CFVAR). The model-implied long-run equilibrium relation between the two variance variables...
Mixed Causal-Noncausal Autoregressions with Strictly Exogenous Regressors
Hecq, Alain; Issler, J.V.; Telg, Sean
2017-01-01
The mixed autoregressive causal-noncausal model (MAR) has been proposed to estimate economic relationships involving explosive roots in their autoregressive part, as they have stationary forward solutions. In previous work, possible exogenous variables in economic relationships are substituted into
Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models
Price, Larry R.
2012-01-01
The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…
Some comparison of two fractional oscillators
International Nuclear Information System (INIS)
Kang Yonggang; Zhang Xiu'e
2010-01-01
The other form of fractional oscillator equation comparing to the widely discussed one is ushered in. The properties of vibration of two fractional oscillators are discussed under the influence of different initial conditions. The interpretation of the characteristics of the fractional oscillators using different method is illustrated. Based on two fractional oscillator equations, two linked bodies and the continuous system are studied.
Estimation bias and bias correction in reduced rank autoregressions
DEFF Research Database (Denmark)
Nielsen, Heino Bohn
2017-01-01
This paper characterizes the finite-sample bias of the maximum likelihood estimator (MLE) in a reduced rank vector autoregression and suggests two simulation-based bias corrections. One is a simple bootstrap implementation that approximates the bias at the MLE. The other is an iterative root...
Analysis of water hammer in two-component two-phase flows
International Nuclear Information System (INIS)
Warde, H.; Marzouk, E.; Ibrahim, S.
1989-01-01
The water hammer phenomena caused by a sudden valve closure in air-water two-phase flows must be clarified for the safety analysis of LOCA in reactors and further for the safety of boilers, chemical plants, pipe transport of fluids such as petroleum and natural gas. In the present work water hammer phenomena caused by sudden valve closure in two-component two-phase flows are investigated theoretically and experimentally. The phenomena are more complicated than in single phase-flows due to the fact of the presence of compressible component. Basic partial differential equations based on a one-dimensional homogeneous flow model are solved by the method of characteristic. The analysis is extended to include friction in a two-phase mixture depending on the local flow pattern. The profiles of the pressure transients, the propagation velocity of pressure waves and the effect of valve closure on the transient pressure are found. Different two-phase flow pattern and frictional pressure drop correlations were used including Baker, Chesholm and Beggs and Bril correlations. The effect of the flow pattern on the characteristic of wave propagation is discussed primarily to indicate the effect of void fraction on the velocity of wave propagation and on the attenuation of pressure waves. Transient pressure in the mixture were recorded at different air void fractions, rates of uniform valve closure and liquid flow velocities with the aid of pressure transducers, transient wave form recorders interfaced with an on-line pc computer. The results are compared with computation, and good agreement was obtained within experimental accuracy
Noncausal Bayesian Vector Autoregression
DEFF Research Database (Denmark)
Lanne, Markku; Luoto, Jani
We propose a Bayesian inferential procedure for the noncausal vector autoregressive (VAR) model that is capable of capturing nonlinearities and incorporating effects of missing variables. In particular, we devise a fast and reliable posterior simulator that yields the predictive distribution...
Characteristics of the transmission of autoregressive sub-patterns in financial time series
Gao, Xiangyun; An, Haizhong; Fang, Wei; Huang, Xuan; Li, Huajiao; Zhong, Weiqiong
2014-09-01
There are many types of autoregressive patterns in financial time series, and they form a transmission process. Here, we define autoregressive patterns quantitatively through an econometrical regression model. We present a computational algorithm that sets the autoregressive patterns as nodes and transmissions between patterns as edges, and then converts the transmission process of autoregressive patterns in a time series into a network. We utilised daily Shanghai (securities) composite index time series to study the transmission characteristics of autoregressive patterns. We found statistically significant evidence that the financial market is not random and that there are similar characteristics between parts and whole time series. A few types of autoregressive sub-patterns and transmission patterns drive the oscillations of the financial market. A clustering effect on fluctuations appears in the transmission process, and certain non-major autoregressive sub-patterns have high media capabilities in the financial time series. Different stock indexes exhibit similar characteristics in the transmission of fluctuation information. This work not only proposes a distinctive perspective for analysing financial time series but also provides important information for investors.
Incorporating measurement error in n=1 psychological autoregressive modeling
Schuurman, Noemi K.; Houtveen, Jan H.; Hamaker, Ellen L.
2015-01-01
Measurement error is omnipresent in psychological data. However, the vast majority of applications of autoregressive time series analyses in psychology do not take measurement error into account. Disregarding measurement error when it is present in the data results in a bias of the autoregressive
MACROECONOMIC FORECASTING USING BAYESIAN VECTOR AUTOREGRESSIVE APPROACH
Directory of Open Access Journals (Sweden)
D. Tutberidze
2017-04-01
Full Text Available There are many arguments that can be advanced to support the forecasting activities of business entities. The underlying argument in favor of forecasting is that managerial decisions are significantly dependent on proper evaluation of future trends as market conditions are constantly changing and require a detailed analysis of future dynamics. The article discusses the importance of using reasonable macro-econometric tool by suggesting the idea of conditional forecasting through a Vector Autoregressive (VAR modeling framework. Under this framework, a macroeconomic model for Georgian economy is constructed with the few variables believed to be shaping business environment. Based on the model, forecasts of macroeconomic variables are produced, and three types of scenarios are analyzed - a baseline and two alternative ones. The results of the study provide confirmatory evidence that suggested methodology is adequately addressing the research phenomenon and can be used widely by business entities in responding their strategic and operational planning challenges. Given this set-up, it is shown empirically that Bayesian Vector Autoregressive approach provides reasonable forecasts for the variables of interest.
Continuous Fractionation of a two-component mixture by zone electrophoresis
Zalewski, D.R.; Gardeniers, Johannes G.E.
2009-01-01
Synchronized continuous-flow zone electrophoresis is a recently demonstrated tool for performing electrophoretic fractionation of a complex sample. The method resembles free flow electrophoresis, but unlike in that technique, no mechanical fluid pumping is required. Instead, fast electrokinetic flow
A note on intrinsic conditional autoregressive models for disconnected graphs
Freni-Sterrantino, Anna
2018-05-23
In this note we discuss (Gaussian) intrinsic conditional autoregressive (CAR) models for disconnected graphs, with the aim of providing practical guidelines for how these models should be defined, scaled and implemented. We show how these suggestions can be implemented in two examples, on disease mapping.
A note on intrinsic conditional autoregressive models for disconnected graphs
Freni-Sterrantino, Anna; Ventrucci, Massimo; Rue, Haavard
2018-01-01
In this note we discuss (Gaussian) intrinsic conditional autoregressive (CAR) models for disconnected graphs, with the aim of providing practical guidelines for how these models should be defined, scaled and implemented. We show how these suggestions can be implemented in two examples, on disease mapping.
Blood component fractionation: manual versus automatic procedures.
Pasqualetti, Daniela; Ghirardini, Alessandro; Cristina Arista, Maria; Vaglio, Stefania; Fakeri, Azis; Waldman, Alan A; Girelli, Gabriella
2004-02-01
Over the last few years, quality system requirements have been introduced for blood components. The necessary compliance with standard productions will have a considerable impact on Blood Banks. The introduction of automated methods is the most satisfactory means to meet these requirements for blood component preparation. A new device has been developed to automate the fractionation of blood into components. We evaluated the efficacy of this instrument as compared to manual methods. A total of 218 units of blood have been collected, into several different commercial blood bag systems (77 into standard quadruple bag systems, 141 into bag systems with integrated in line filters), and used to evaluate the universality of the instrument. Whole blood units were processed using the Top/Top system and the Compomat G4 (Fresenius HemoCare). A separate program protocol was developed for each kind of bag. Use of the Compomat G4 resulted in a statistically significant (pblood components, and has been shown adaptable to use with different blood bag systems.
Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes
Directory of Open Access Journals (Sweden)
W. Wang
2005-01-01
Full Text Available Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average models for deseasonalized streamflow series and PARMA (Periodic AutoRegressive Moving Average models for seasonal streamflow series. However, with McLeod-Li test and Engle's Lagrange Multiplier test, clear evidences are found for the existence of autoregressive conditional heteroskedasticity (i.e. the ARCH (AutoRegressive Conditional Heteroskedasticity effect, a nonlinear phenomenon of the variance behaviour, in the residual series from linear models fitted to daily and monthly streamflow processes of the upper Yellow River, China. It is shown that the major cause of the ARCH effect is the seasonal variation in variance of the residual series. However, while the seasonal variation in variance can fully explain the ARCH effect for monthly streamflow, it is only a partial explanation for daily flow. It is also shown that while the periodic autoregressive moving average model is adequate in modelling monthly flows, no model is adequate in modelling daily streamflow processes because none of the conventional time series models takes the seasonal variation in variance, as well as the ARCH effect in the residuals, into account. Therefore, an ARMA-GARCH (Generalized AutoRegressive Conditional Heteroskedasticity error model is proposed to capture the ARCH effect present in daily streamflow series, as well as to preserve seasonal variation in variance in the residuals. The ARMA-GARCH error model combines an ARMA model for modelling the mean behaviour and a GARCH model for modelling the variance behaviour of the residuals from the ARMA model. Since the GARCH model is not followed widely in statistical hydrology, the work can be a useful addition in terms of statistical modelling of daily streamflow processes for the hydrological community.
Drought Patterns Forecasting using an Auto-Regressive Logistic Model
del Jesus, M.; Sheffield, J.; Méndez Incera, F. J.; Losada, I. J.; Espejo, A.
2014-12-01
Drought is characterized by a water deficit that may manifest across a large range of spatial and temporal scales. Drought may create important socio-economic consequences, many times of catastrophic dimensions. A quantifiable definition of drought is elusive because depending on its impacts, consequences and generation mechanism, different water deficit periods may be identified as a drought by virtue of some definitions but not by others. Droughts are linked to the water cycle and, although a climate change signal may not have emerged yet, they are also intimately linked to climate.In this work we develop an auto-regressive logistic model for drought prediction at different temporal scales that makes use of a spatially explicit framework. Our model allows to include covariates, continuous or categorical, to improve the performance of the auto-regressive component.Our approach makes use of dimensionality reduction (principal component analysis) and classification techniques (K-Means and maximum dissimilarity) to simplify the representation of complex climatic patterns, such as sea surface temperature (SST) and sea level pressure (SLP), while including information on their spatial structure, i.e. considering their spatial patterns. This procedure allows us to include in the analysis multivariate representation of complex climatic phenomena, as the El Niño-Southern Oscillation. We also explore the impact of other climate-related variables such as sun spots. The model allows to quantify the uncertainty of the forecasts and can be easily adapted to make predictions under future climatic scenarios. The framework herein presented may be extended to other applications such as flash flood analysis, or risk assessment of natural hazards.
Directory of Open Access Journals (Sweden)
Alexis Vidal Novoa
2011-02-01
Full Text Available Hydrophilic and lipophilic fractions, obtained from the marine algae Halimeda incrassata (J.Ellis J.V.Lamouroux, Halimedaceae, were studied by using the ²-carotene-linoleate assay system. In case of hydrophilic fractions, the total phenolic compounds were quantified and two of their components were identified as salicylic and ferulic acids. From the lipophilic fraction, fatty acid composition was studied. The highest antioxidant activities values were found on the polar fractions containing phenolic acids. The total phenolics content on the hydrophilic fractions was 255 μg of gallic acid equivalents/g of fresh seaweed. To further characterize H. incrassata chemical composition, the total lipid content was quantified (7.4 mg per gram of dried algae as well as the saturated and unsaturated fatty acids ratio (1:1.46. In summary, this paper adds more convincing evidences in support of the antioxidant abilities of the lyophilized aqueous extract of Halimeda incrassata and it also relates this bioactivity, for the first time, with particular phenolic components of the extract. Altogether, these results represent another step towards the use of this natural product as drug candidates.
Chain binomial models and binomial autoregressive processes.
Weiss, Christian H; Pollett, Philip K
2012-09-01
We establish a connection between a class of chain-binomial models of use in ecology and epidemiology and binomial autoregressive (AR) processes. New results are obtained for the latter, including expressions for the lag-conditional distribution and related quantities. We focus on two types of chain-binomial model, extinction-colonization and colonization-extinction models, and present two approaches to parameter estimation. The asymptotic distributions of the resulting estimators are studied, as well as their finite-sample performance, and we give an application to real data. A connection is made with standard AR models, which also has implications for parameter estimation. © 2011, The International Biometric Society.
An approximate fractional Gaussian noise model with computational cost
Sørbye, Sigrunn H.
2017-09-18
Fractional Gaussian noise (fGn) is a stationary time series model with long memory properties applied in various fields like econometrics, hydrology and climatology. The computational cost in fitting an fGn model of length $n$ using a likelihood-based approach is ${\\\\mathcal O}(n^{2})$, exploiting the Toeplitz structure of the covariance matrix. In most realistic cases, we do not observe the fGn process directly but only through indirect Gaussian observations, so the Toeplitz structure is easily lost and the computational cost increases to ${\\\\mathcal O}(n^{3})$. This paper presents an approximate fGn model of ${\\\\mathcal O}(n)$ computational cost, both with direct or indirect Gaussian observations, with or without conditioning. This is achieved by approximating fGn with a weighted sum of independent first-order autoregressive processes, fitting the parameters of the approximation to match the autocorrelation function of the fGn model. The resulting approximation is stationary despite being Markov and gives a remarkably accurate fit using only four components. The performance of the approximate fGn model is demonstrated in simulations and two real data examples.
Nonlinearity and fractional integration in the US dollar/euro exchange rate
Directory of Open Access Journals (Sweden)
Kiran Burcu
2012-01-01
Full Text Available This paper examines the nonlinear behavior and the fractional integration property of the US dollar/euro exchange rate over the period from January 1999 to August 2010 by extending the procedure of Peter M. Robinson (1994 to the case of nonlinearity. First, using the approach developed by Mehmet Caner and Bruce E. Hansen (2001, we investigate the possible presence of nonlinearity in the series through the estimation of a two-regime threshold autoregressive model. After finding nonlinearity, we also allow for disturbances to be fractionally integrated based on the different versions of Robinson (1994 tests. The findings show that the US dollar/euro exchange rate follows a stationary process with a weak evidence for long memory.
Penalised Complexity Priors for Stationary Autoregressive Processes
Sø rbye, Sigrunn Holbek; Rue, Haavard
2017-01-01
The autoregressive (AR) process of order p(AR(p)) is a central model in time series analysis. A Bayesian approach requires the user to define a prior distribution for the coefficients of the AR(p) model. Although it is easy to write down some prior, it is not at all obvious how to understand and interpret the prior distribution, to ensure that it behaves according to the users' prior knowledge. In this article, we approach this problem using the recently developed ideas of penalised complexity (PC) priors. These prior have important properties like robustness and invariance to reparameterisations, as well as a clear interpretation. A PC prior is computed based on specific principles, where model component complexity is penalised in terms of deviation from simple base model formulations. In the AR(1) case, we discuss two natural base model choices, corresponding to either independence in time or no change in time. The latter case is illustrated in a survival model with possible time-dependent frailty. For higher-order processes, we propose a sequential approach, where the base model for AR(p) is the corresponding AR(p-1) model expressed using the partial autocorrelations. The properties of the new prior distribution are compared with the reference prior in a simulation study.
Penalised Complexity Priors for Stationary Autoregressive Processes
Sørbye, Sigrunn Holbek
2017-05-25
The autoregressive (AR) process of order p(AR(p)) is a central model in time series analysis. A Bayesian approach requires the user to define a prior distribution for the coefficients of the AR(p) model. Although it is easy to write down some prior, it is not at all obvious how to understand and interpret the prior distribution, to ensure that it behaves according to the users\\' prior knowledge. In this article, we approach this problem using the recently developed ideas of penalised complexity (PC) priors. These prior have important properties like robustness and invariance to reparameterisations, as well as a clear interpretation. A PC prior is computed based on specific principles, where model component complexity is penalised in terms of deviation from simple base model formulations. In the AR(1) case, we discuss two natural base model choices, corresponding to either independence in time or no change in time. The latter case is illustrated in a survival model with possible time-dependent frailty. For higher-order processes, we propose a sequential approach, where the base model for AR(p) is the corresponding AR(p-1) model expressed using the partial autocorrelations. The properties of the new prior distribution are compared with the reference prior in a simulation study.
A complex autoregressive model and application to monthly temperature forecasts
Directory of Open Access Journals (Sweden)
X. Gu
2005-11-01
Full Text Available A complex autoregressive model was established based on the mathematic derivation of the least squares for the complex number domain which is referred to as the complex least squares. The model is different from the conventional way that the real number and the imaginary number are separately calculated. An application of this new model shows a better forecast than forecasts from other conventional statistical models, in predicting monthly temperature anomalies in July at 160 meteorological stations in mainland China. The conventional statistical models include an autoregressive model, where the real number and the imaginary number are separately disposed, an autoregressive model in the real number domain, and a persistence-forecast model.
Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity
Directory of Open Access Journals (Sweden)
Isao Ishida
2015-01-01
Full Text Available We introduce and investigate some properties of a class of nonlinear time series models based on the moving sample quantiles in the autoregressive data generating process. We derive a test fit to detect this type of nonlinearity. Using the daily realized volatility data of Standard & Poor’s 500 (S&P 500 and several other indices, we obtained good performance using these models in an out-of-sample forecasting exercise compared with the forecasts obtained based on the usual linear heterogeneous autoregressive and other models of realized volatility.
Measurements of void fraction in transparent two-phase flows by light extinction
International Nuclear Information System (INIS)
Shamoun, B.; El Beshbeeshy, M.; Bonazza, R.
1998-01-01
We report a technique for the measurement of the 2-D distribution of the line average void fraction in a two-phase flow with transparent gas and liquid components based on the Mie scattering induced by the gas bubbles on a collimated laser beam. The 2-D distribution of the line average of the interfacial area density is measured directly; the void fraction is deduced from it through an image processing algorithm. The technique is demonstrated with experiments in a pool of water injected with air and illuminated with a CW argon ion laser. (author)
THE ALLOMETRIC-AUTOREGRESSIVE MODEL IN GENETIC ...
African Journals Online (AJOL)
The application of an allometric-autoregressive model for the quantification of growth and efficiency of feed utilization for purposes of selection for ... be of value in genetic studies. ... mass) gives a fair indication of the cumulative preweaning.
Autoregressive Processes in Homogenization of GNSS Tropospheric Data
Klos, A.; Bogusz, J.; Teferle, F. N.; Bock, O.; Pottiaux, E.; Van Malderen, R.
2016-12-01
Offsets due to changes in hardware equipment or any other artificial event are all a subject of a task of homogenization of tropospheric data estimated within a processing of Global Navigation Satellite System (GNSS) observables. This task is aimed at identifying exact epochs of offsets and estimate their magnitudes since they may artificially under- or over-estimate trend and its uncertainty delivered from tropospheric data and used in climate studies. In this research, we analysed a common data set of differences of Integrated Water Vapour (IWV) from GPS and ERA-Interim (1995-2010) provided for a homogenization group working within ES1206 COST Action GNSS4SWEC. We analysed daily IWV records of GPS and ERA-Interim in terms of trend, seasonal terms and noise model with Maximum Likelihood Estimation in Hector software. We found that this data has a character of autoregressive process (AR). Basing on this analysis, we performed Monte Carlo simulations of 25 years long data with two different noise types: white as well as combination of white and autoregressive and also added few strictly defined offsets. This synthetic data set of exactly the same character as IWV from GPS and ERA-Interim was then subjected to a task of manual and automatic/statistical homogenization. We made blind tests and detected possible epochs of offsets manually. We found that simulated offsets were easily detected in series with white noise, no influence of seasonal signal was noticed. The autoregressive series were much more problematic when offsets had to be determined. We found few epochs, for which no offset was simulated. This was mainly due to strong autocorrelation of data, which brings an artificial trend within. Due to regime-like behaviour of AR it is difficult for statistical methods to properly detect epochs of offsets, which was previously reported by climatologists.
International Nuclear Information System (INIS)
Furuta, Hiroshi; Yamamoto, Ichiro
1996-01-01
Diffusion coefficients in 4-component mixture D ij (4) were expressed explicitly in terms of binary diffusion coefficients and mole fractions by solving a ratio of determinants defined by Hirschfelder et al. The explicit expressions of D ij (4) were divided into two terms, a term due to the i-j pairs of attention and a term common to all the pairs out of the 4 components. The two terms of D ij (4) had extended structures similar to corresponding those of D ij (3) respectively. (author)
Antioxidant Capacities of Fractions of Bamboo Shaving Extract and Their Antioxidant Components.
Gong, Jinyan; Huang, Jun; Xiao, Gongnian; Chen, Feng; Lee, Bolim; Ge, Qing; You, Yuru; Liu, Shiwang; Zhang, Ying
2016-07-30
This research was conducted for evaluation of antioxidant activities of four fractions from bamboo shavings extract (BSE) and their antioxidant components. The antioxidant capacities of BSE and four fractions on ABTS, DPPH, FRAP and total antioxidant capacity assays exhibited the following descending order: DF > n-butanol fraction (BF) > BSE ≈ ethyl acetate fraction (AF) > water fraction (WF). Among the identified phenolic compounds, caffeic acid exhibited the highest antioxidant capacities on DPPH, FRAP and total antioxidant capacity assays. An extremely significant positive correlation between the antioxidant activities with the contents of total flavonoids, total phenolic acids, or total phenolics was observed in this study. The result indicated that the bamboo shaving extract and its solvent fractions could act as natural antioxidants in light of their potent antioxidant activities.
Pemodelan Markov Switching Autoregressive
Ariyani, Fiqria Devi; Warsito, Budi; Yasin, Hasbi
2014-01-01
Transition from depreciation to appreciation of exchange rate is one of regime switching that ignored by classic time series model, such as ARIMA, ARCH, or GARCH. Therefore, economic variables are modeled by Markov Switching Autoregressive (MSAR) which consider the regime switching. MLE is not applicable to parameters estimation because regime is an unobservable variable. So that filtering and smoothing process are applied to see the regime probabilities of observation. Using this model, tran...
Fractional Gaussian noise: Prior specification and model comparison
Sørbye, Sigrunn Holbek
2017-07-07
Fractional Gaussian noise (fGn) is a stationary stochastic process used to model antipersistent or persistent dependency structures in observed time series. Properties of the autocovariance function of fGn are characterised by the Hurst exponent (H), which, in Bayesian contexts, typically has been assigned a uniform prior on the unit interval. This paper argues why a uniform prior is unreasonable and introduces the use of a penalised complexity (PC) prior for H. The PC prior is computed to penalise divergence from the special case of white noise and is invariant to reparameterisations. An immediate advantage is that the exact same prior can be used for the autocorrelation coefficient ϕ(symbol) of a first-order autoregressive process AR(1), as this model also reflects a flexible version of white noise. Within the general setting of latent Gaussian models, this allows us to compare an fGn model component with AR(1) using Bayes factors, avoiding the confounding effects of prior choices for the two hyperparameters H and ϕ(symbol). Among others, this is useful in climate regression models where inference for underlying linear or smooth trends depends heavily on the assumed noise model.
Fractional Gaussian noise: Prior specification and model comparison
Sø rbye, Sigrunn Holbek; Rue, Haavard
2017-01-01
Fractional Gaussian noise (fGn) is a stationary stochastic process used to model antipersistent or persistent dependency structures in observed time series. Properties of the autocovariance function of fGn are characterised by the Hurst exponent (H), which, in Bayesian contexts, typically has been assigned a uniform prior on the unit interval. This paper argues why a uniform prior is unreasonable and introduces the use of a penalised complexity (PC) prior for H. The PC prior is computed to penalise divergence from the special case of white noise and is invariant to reparameterisations. An immediate advantage is that the exact same prior can be used for the autocorrelation coefficient ϕ(symbol) of a first-order autoregressive process AR(1), as this model also reflects a flexible version of white noise. Within the general setting of latent Gaussian models, this allows us to compare an fGn model component with AR(1) using Bayes factors, avoiding the confounding effects of prior choices for the two hyperparameters H and ϕ(symbol). Among others, this is useful in climate regression models where inference for underlying linear or smooth trends depends heavily on the assumed noise model.
Linear kinetic stability of a field-reversed configuration with two ion components
International Nuclear Information System (INIS)
Staudenmeier, J.L.; Barnes, D.C.; Lewis, H.R.
1990-01-01
It has been suggested that a small fraction of non-axis encircling high energy ions may be sufficient to stabilize the tilt mode in a large s FRC. Experimental alteration of the ion distribution function in this manner might be achieved by rf heating the tail of the distribution function or by neutral beam injection. A linear Vlasov-fluid eigenfunction-eigenfrequency approach was used to investigate possible stabilization of the tilt mode by a high energy component. The ion distribution function is modeled as the sum of two Maxwellians with separate temperatures and no ion flow velocity. The cold component has a thermal s = 7, where s is the approximate number of ion gyroradii contained between the field null and the separatrix. The temperature ratio of the hot component to the cold component (T H /T T ) was varied from 2 to 100. Global hot particle fractions (n H ) up to ∼ .5 were used in the computations
Autcha Araveeporn
2013-01-01
This paper compares a Least-Squared Random Coefficient Autoregressive (RCA) model with a Least-Squared RCA model based on Autocorrelated Errors (RCA-AR). We looked at only the first order models, denoted RCA(1) and RCA(1)-AR(1). The efficiency of the Least-Squared method was checked by applying the models to Brownian motion and Wiener process, and the efficiency followed closely the asymptotic properties of a normal distribution. In a simulation study, we compared the performance of RCA(1) an...
International Nuclear Information System (INIS)
Yao, Ruigen; Pakzad, Shamim N
2014-01-01
In the past few decades many types of structural damage indices based on structural health monitoring signals have been proposed, requiring performance evaluation and comparison studies on these indices in a quantitative manner. One tool to help accomplish this objective is analytical sensitivity analysis, which has been successfully used to evaluate the influences of system operational parameters on observable characteristics in many fields of study. In this paper, the sensitivity expressions of two damage features, namely the Mahalanobis distance of autoregressive coefficients and the Cosh distance of autoregressive spectra, will be derived with respect to both structural damage and measurement noise level. The effectiveness of the proposed methods is illustrated in a numerical case study on a 10-DOF system, where their results are compared with those from direct simulation and theoretical calculation. (paper)
Zhao, Yu Xi; Xie, Ping; Sang, Yan Fang; Wu, Zi Yi
2018-04-01
Hydrological process evaluation is temporal dependent. Hydrological time series including dependence components do not meet the data consistency assumption for hydrological computation. Both of those factors cause great difficulty for water researches. Given the existence of hydrological dependence variability, we proposed a correlationcoefficient-based method for significance evaluation of hydrological dependence based on auto-regression model. By calculating the correlation coefficient between the original series and its dependence component and selecting reasonable thresholds of correlation coefficient, this method divided significance degree of dependence into no variability, weak variability, mid variability, strong variability, and drastic variability. By deducing the relationship between correlation coefficient and auto-correlation coefficient in each order of series, we found that the correlation coefficient was mainly determined by the magnitude of auto-correlation coefficient from the 1 order to p order, which clarified the theoretical basis of this method. With the first-order and second-order auto-regression models as examples, the reasonability of the deduced formula was verified through Monte-Carlo experiments to classify the relationship between correlation coefficient and auto-correlation coefficient. This method was used to analyze three observed hydrological time series. The results indicated the coexistence of stochastic and dependence characteristics in hydrological process.
Temporal aggregation in first order cointegrated vector autoregressive
DEFF Research Database (Denmark)
la Cour, Lisbeth Funding; Milhøj, Anders
2006-01-01
We study aggregation - or sample frequencies - of time series, e.g. aggregation from weekly to monthly or quarterly time series. Aggregation usually gives shorter time series but spurious phenomena, in e.g. daily observations, can on the other hand be avoided. An important issue is the effect of ...... of aggregation on the adjustment coefficient in cointegrated systems. We study only first order vector autoregressive processes for n dimensional time series Xt, and we illustrate the theory by a two dimensional and a four dimensional model for prices of various grades of gasoline....
Soybean lecithin: acetone insoluble residue fractionation and their volatile components
Directory of Open Access Journals (Sweden)
Aly, Saadia M.
2002-09-01
Full Text Available The acetone insoluble residue was isolated from soybean lecithin. This residue was solvent fractionated resulted in four fractions, namely, acetic acid soluble, acetic acid insoluble, benzene phase and benzene insoluble phase. Concerning phospholipid constitution of these four fractions, it was found that the first fraction contains PC, PE and PI in percentages of 56.0, 21.6 and 19.0 respectively. The 2nd fraction makes 39 % PC and 60 % CER, besides some traces of PE and PI. The benzene phase is mainly all PC with some traces of PE. The last fraction is 80.6 % CER and 20 % PC. The fatty acid composition of these four fractions besides soluble in acetone, crude and degummed soybean oil and total phospholipids was recorded. Generally, it was found that the major saturated and unsaturated fatty acids were palmitic and linoleic. Volatile components of these samples except acetic acid insoluble were reported. Fourty nine compounds were separated. Thirty two components including aliphatic aldehydes, ketones, alcohols, esters and acids were identified. Aldehydes and ketones showed a changed through the seven samples. They increased by degumming.4,5-Dimethylelisoxazole had a strong lecithin like flavour, so it can be used as an indicator for the degumming process.2-Pentylfuran showed a significant decrease by degumming. Other compounds, such as esters and alcohols had no distinguish effect on the volatile products through process.El residuo insoluble en acetona fue aislado de la lecitina de soja. Este residuo fue fraccionado por solventes en cuatro fracciones: soluble en ácido acético, insoluble en ácido acético, fase benceno y fase insoluble en benceno. Concerniente a la constitución de los fosfolípidos de estas cuatro fracciones, se encontró que la primera fracción contiene PC, PE y PI en porcentajes del 56.0, 21.6 y 19.0 respectivamente. La segunda fracción tuvo 39 % PC y 60 % CER, junto a algunas trazas de PE y PI. La fase benceno est
Mathematical model with autoregressive process for electrocardiogram signals
Evaristo, Ronaldo M.; Batista, Antonio M.; Viana, Ricardo L.; Iarosz, Kelly C.; Szezech, José D., Jr.; Godoy, Moacir F. de
2018-04-01
The cardiovascular system is composed of the heart, blood and blood vessels. Regarding the heart, cardiac conditions are determined by the electrocardiogram, that is a noninvasive medical procedure. In this work, we propose autoregressive process in a mathematical model based on coupled differential equations in order to obtain the tachograms and the electrocardiogram signals of young adults with normal heartbeats. Our results are compared with experimental tachogram by means of Poincaré plot and dentrended fluctuation analysis. We verify that the results from the model with autoregressive process show good agreement with experimental measures from tachogram generated by electrical activity of the heartbeat. With the tachogram we build the electrocardiogram by means of coupled differential equations.
Non-Gaussian Autoregressive Processes with Tukey g-and-h Transformations
Yan, Yuan
2017-11-20
When performing a time series analysis of continuous data, for example from climate or environmental problems, the assumption that the process is Gaussian is often violated. Therefore, we introduce two non-Gaussian autoregressive time series models that are able to fit skewed and heavy-tailed time series data. Our two models are based on the Tukey g-and-h transformation. We discuss parameter estimation, order selection, and forecasting procedures for our models and examine their performances in a simulation study. We demonstrate the usefulness of our models by applying them to two sets of wind speed data.
Non-Gaussian Autoregressive Processes with Tukey g-and-h Transformations
Yan, Yuan; Genton, Marc G.
2017-01-01
When performing a time series analysis of continuous data, for example from climate or environmental problems, the assumption that the process is Gaussian is often violated. Therefore, we introduce two non-Gaussian autoregressive time series models that are able to fit skewed and heavy-tailed time series data. Our two models are based on the Tukey g-and-h transformation. We discuss parameter estimation, order selection, and forecasting procedures for our models and examine their performances in a simulation study. We demonstrate the usefulness of our models by applying them to two sets of wind speed data.
on the performance of Autoregressive Moving Average Polynomial
African Journals Online (AJOL)
Timothy Ademakinwa
Distributed Lag (PDL) model, Autoregressive Polynomial Distributed Lag ... Moving Average Polynomial Distributed Lag (ARMAPDL) model. ..... Global Journal of Mathematics and Statistics. Vol. 1. ... Business and Economic Research Center.
Identification of BWR feedwater control system using autoregressive integrated model
International Nuclear Information System (INIS)
Kanemoto, Shigeru; Andoh, Yasumasa; Yamamoto, Fumiaki; Idesawa, Masato; Itoh, Kazuo.
1983-01-01
With the view of contributing toward more reliable interpretation of noise behavior under normal operating conditions, which is essential for correct detection and/or diagnosis of incipient anomalies in nuclear power plants by noise analysis technique, studies has been undertaken of the noise behavior in a BWR feedwater control system, with use made of a multivariate autoregressive modeling technique. Noise propagation mechanisms as well as open- and closed-loop responses in the system are identified from noise data by a method in which an autoregressive integrated model is introduced. The closed-loop responses obtained with this method are compared with transient data from an actual test, and confirmed to be reliable in estimating semi-quantitative features. Other analyses performed with this model also yield results that appear most reasonable in their physical characteristics. These results have demonstrated the effectiveness of the noise analyses technique based on the autoregressive integrated model for evaluating and diagnosing the performance of feedwater control systems. (author)
Texture classification using autoregressive filtering
Lawton, W. M.; Lee, M.
1984-01-01
A general theory of image texture models is proposed and its applicability to the problem of scene segmentation using texture classification is discussed. An algorithm, based on half-plane autoregressive filtering, which optimally utilizes second order statistics to discriminate between texture classes represented by arbitrary wide sense stationary random fields is described. Empirical results of applying this algorithm to natural and sysnthesized scenes are presented and future research is outlined.
Kepler AutoRegressive Planet Search (KARPS)
Caceres, Gabriel
2018-01-01
One of the main obstacles in detecting faint planetary transits is the intrinsic stellar variability of the host star. The Kepler AutoRegressive Planet Search (KARPS) project implements statistical methodology associated with autoregressive processes (in particular, ARIMA and ARFIMA) to model stellar lightcurves in order to improve exoplanet transit detection. We also develop a novel Transit Comb Filter (TCF) applied to the AR residuals which provides a periodogram analogous to the standard Box-fitting Least Squares (BLS) periodogram. We train a random forest classifier on known Kepler Objects of Interest (KOIs) using select features from different stages of this analysis, and then use ROC curves to define and calibrate the criteria to recover the KOI planet candidates with high fidelity. These statistical methods are detailed in a contributed poster (Feigelson et al., this meeting).These procedures are applied to the full DR25 dataset of NASA’s Kepler mission. Using the classification criteria, a vast majority of known KOIs are recovered and dozens of new KARPS Candidate Planets (KCPs) discovered, including ultra-short period exoplanets. The KCPs will be briefly presented and discussed.
Lis, Bernadetta; Jędrejek, Dariusz; Stochmal, Anna; Olas, Beata
2018-05-01
Aerial parts and roots of Taraxacum officinale (dandelion) have been found to be rich sources of polyphenols, including cinnamic acid derivatives, flavonoids and triterpenoids, which exert different biological activities, such as anti-inflammatory, anticancer and antimicrobial. Additionally, the whole plant is recognized as safe and well tolerated by humans, with no reported adverse effects. Nowadays, dandelion is a commonly available dietary supplement and a component of pharmaceutical preparations used for the treatment of bladder, liver, and spleen. Nevertheless, the effect of dandelion on blood platelets and plasma - components of hemostasis involved in the functioning of a cardiovascular system and linked with various cardiovascular diseases, has not been studied yet. Thus, the main objective of our in vitro experiments was to examine the anti-platelet and antioxidant properties of four standardized dandelion phenolic fractions, i.e. leaves 50% and 85% methanol fractions, and petals 50% and 85% methanol fractions, in blood platelets. Additionally, aforementioned plant preparations were investigated for hemostatic activity in plasma, using three selected hemostatic parameters: the activated partial thromboplastin time (APTT), prothrombin time (PT) and thrombin time (TT). None of the studied dandelion fractions, caused the damage of human blood platelets, at the whole tested range. The inhibition of lipid peroxidation in platelets treated with H 2 O 2 /Fe (the donor of OH) was observed for two fractions: leaves and petals 50% fractions, both at the dose 50 μg/mL. Analysis of the effect on the coagulation activity of human plasma demonstrated that three fractions: petals 50% fraction, and leaves and petals 85% fractions, significantly prolonged the thrombin time, at the whole tested range. On the contrary, none of the fractions changed the APTT and the PT. The obtained results demonstrate that dandelion preparations, based on aerial parts, especially rich in
To center or not to center? Investigating inertia with a multilevel autoregressive model
Directory of Open Access Journals (Sweden)
Ellen L. Hamaker
2015-01-01
Full Text Available Whether level 1 predictors should be centered per cluster has received considerable attention in the multilevel literature. While most agree that there is no one preferred approach, it has also been argued that cluster mean centering is desirable when the within-cluster slope and the between-cluster slope are expected to deviate, and the main interest is in the within-cluster slope. However, we show in a series of simulations that if one has a multilevel autoregressive model in which the level 1 predictor is the lagged outcome variable (i.e., the outcome variable at the previous occasion, cluster mean centering will in general lead to a downward bias in the parameter estimate of the within-cluster slope (i.e., the autoregressive relationship. This is particularly relevant if the main question is whether there is on average an autoregressive effect. Nonetheless, we show that if the main interest is in estimating the effect of a level 2 predictor on the autoregressive parameter (i.e., a cross-level interaction, cluster mean centering should be preferred over other forms of centering. Hence, researchers should be clear on what is considered the main goal of their study, and base their choice of centering method on this when using a multilevel autoregressive model.
Medium- and Long-term Prediction of LOD Change with the Leap-step Autoregressive Model
Liu, Q. B.; Wang, Q. J.; Lei, M. F.
2015-09-01
It is known that the accuracies of medium- and long-term prediction of changes of length of day (LOD) based on the combined least-square and autoregressive (LS+AR) decrease gradually. The leap-step autoregressive (LSAR) model is more accurate and stable in medium- and long-term prediction, therefore it is used to forecast the LOD changes in this work. Then the LOD series from EOP 08 C04 provided by IERS (International Earth Rotation and Reference Systems Service) is used to compare the effectiveness of the LSAR and traditional AR methods. The predicted series resulted from the two models show that the prediction accuracy with the LSAR model is better than that from AR model in medium- and long-term prediction.
Forecasting with periodic autoregressive time series models
Ph.H.B.F. Franses (Philip Hans); R. Paap (Richard)
1999-01-01
textabstractThis paper is concerned with forecasting univariate seasonal time series data using periodic autoregressive models. We show how one should account for unit roots and deterministic terms when generating out-of-sample forecasts. We illustrate the models for various quarterly UK consumption
The fractional oscillator process with two indices
International Nuclear Information System (INIS)
Lim, S C; Teo, L P
2009-01-01
We introduce a new fractional oscillator process which can be obtained as a solution of a stochastic differential equation with two fractional orders. Basic properties such as fractal dimension and short-range dependence of the process are studied by considering the asymptotic properties of its covariance function. By considering the fractional oscillator process as the velocity of a diffusion process, we derive the corresponding diffusion constant, fluctuation-dissipation relation and mean-square displacement. The fractional oscillator process can also be regarded as a one-dimensional fractional Euclidean Klein-Gordon field, which can be obtained by applying the Parisi-Wu stochastic quantization method to a nonlocal Euclidean action. The Casimir energy associated with the fractional field at positive temperature is calculated by using the zeta function regularization technique
Oracle Inequalities for High Dimensional Vector Autoregressions
DEFF Research Database (Denmark)
Callot, Laurent; Kock, Anders Bredahl
This paper establishes non-asymptotic oracle inequalities for the prediction error and estimation accuracy of the LASSO in stationary vector autoregressive models. These inequalities are used to establish consistency of the LASSO even when the number of parameters is of a much larger order...
Temporal aggregation in first order cointegrated vector autoregressive models
DEFF Research Database (Denmark)
La Cour, Lisbeth Funding; Milhøj, Anders
We study aggregation - or sample frequencies - of time series, e.g. aggregation from weekly to monthly or quarterly time series. Aggregation usually gives shorter time series but spurious phenomena, in e.g. daily observations, can on the other hand be avoided. An important issue is the effect of ...... of aggregation on the adjustment coefficient in cointegrated systems. We study only first order vector autoregressive processes for n dimensional time series Xt, and we illustrate the theory by a two dimensional and a four dimensional model for prices of various grades of gasoline...
Recursive wind speed forecasting based on Hammerstein Auto-Regressive model
International Nuclear Information System (INIS)
Ait Maatallah, Othman; Achuthan, Ajit; Janoyan, Kerop; Marzocca, Pier
2015-01-01
Highlights: • Developed a new recursive WSF model for 1–24 h horizon based on Hammerstein model. • Nonlinear HAR model successfully captured chaotic dynamics of wind speed time series. • Recursive WSF intrinsic error accumulation corrected by applying rotation. • Model verified for real wind speed data from two sites with different characteristics. • HAR model outperformed both ARIMA and ANN models in terms of accuracy of prediction. - Abstract: A new Wind Speed Forecasting (WSF) model, suitable for a short term 1–24 h forecast horizon, is developed by adapting Hammerstein model to an Autoregressive approach. The model is applied to real data collected for a period of three years (2004–2006) from two different sites. The performance of HAR model is evaluated by comparing its prediction with the classical Autoregressive Integrated Moving Average (ARIMA) model and a multi-layer perceptron Artificial Neural Network (ANN). Results show that the HAR model outperforms both the ARIMA model and ANN model in terms of root mean square error (RMSE), mean absolute error (MAE), and Mean Absolute Percentage Error (MAPE). When compared to the conventional models, the new HAR model can better capture various wind speed characteristics, including asymmetric (non-gaussian) wind speed distribution, non-stationary time series profile, and the chaotic dynamics. The new model is beneficial for various applications in the renewable energy area, particularly for power scheduling
Wang, Zhaojiang; Wang, Xiaojun; Jiang, Jungang; Fu, Yingjuan; Qin, Menghua
2015-08-01
Saccharides and lignin components in prehydrolysis liquor (PHL) from kraft-based dissolving pulp production was characterized after being fractionated using membrane filtration. The results showed that the membrane filtration provided a method for organics fractionation with considerable recovery rate, but exhibited some disadvantages. Besides the limited ability in purifying oligosaccharides (OS) due to the overlaps of molecular weight distribution with lignin components, the membrane filtration could not improve the homogeneity of OS as indicated by the analysis of chemical compositions and the degree of polymerization (DP), which may be ascribed to the linear conformation of OS. The characterization of lignin components indicated a great potential for polymer industry because of the remarkable content of phenolic hydroxyl groups (PhOH), especially for low molecular weight (LMW) fraction. It was concluded the organics in PHL provided streams of value-added chemicals. However, the practical significance thereof can be realized and maximized only when they are successfully and completely fractionated. Copyright © 2015 Elsevier Ltd. All rights reserved.
Single-Index Additive Vector Autoregressive Time Series Models
LI, YEHUA
2009-09-01
We study a new class of nonlinear autoregressive models for vector time series, where the current vector depends on single-indexes defined on the past lags and the effects of different lags have an additive form. A sufficient condition is provided for stationarity of such models. We also study estimation of the proposed model using P-splines, hypothesis testing, asymptotics, selection of the order of the autoregression and of the smoothing parameters and nonlinear forecasting. We perform simulation experiments to evaluate our model in various settings. We illustrate our methodology on a climate data set and show that our model provides more accurate yearly forecasts of the El Niño phenomenon, the unusual warming of water in the Pacific Ocean. © 2009 Board of the Foundation of the Scandinavian Journal of Statistics.
Optimal Hedging with the Vector Autoregressive Model
L. Gatarek (Lukasz); S.G. Johansen (Soren)
2014-01-01
markdownabstract__Abstract__ We derive the optimal hedging ratios for a portfolio of assets driven by a Cointegrated Vector Autoregressive model with general cointegration rank. Our hedge is optimal in the sense of minimum variance portfolio. We consider a model that allows for the hedges to be
Kepler AutoRegressive Planet Search
Caceres, Gabriel Antonio; Feigelson, Eric
2016-01-01
The Kepler AutoRegressive Planet Search (KARPS) project uses statistical methodology associated with autoregressive (AR) processes to model Kepler lightcurves in order to improve exoplanet transit detection in systems with high stellar variability. We also introduce a planet-search algorithm to detect transits in time-series residuals after application of the AR models. One of the main obstacles in detecting faint planetary transits is the intrinsic stellar variability of the host star. The variability displayed by many stars may have autoregressive properties, wherein later flux values are correlated with previous ones in some manner. Our analysis procedure consisting of three steps: pre-processing of the data to remove discontinuities, gaps and outliers; AR-type model selection and fitting; and transit signal search of the residuals using a new Transit Comb Filter (TCF) that replaces traditional box-finding algorithms. The analysis procedures of the project are applied to a portion of the publicly available Kepler light curve data for the full 4-year mission duration. Tests of the methods have been made on a subset of Kepler Objects of Interest (KOI) systems, classified both as planetary `candidates' and `false positives' by the Kepler Team, as well as a random sample of unclassified systems. We find that the ARMA-type modeling successfully reduces the stellar variability, by a factor of 10 or more in active stars and by smaller factors in more quiescent stars. A typical quiescent Kepler star has an interquartile range (IQR) of ~10 e-/sec, which may improve slightly after modeling, while those with IQR ranging from 20 to 50 e-/sec, have improvements from 20% up to 70%. High activity stars (IQR exceeding 100) markedly improve. A periodogram based on the TCF is constructed to concentrate the signal of these periodic spikes. When a periodic transit is found, the model is displayed on a standard period-folded averaged light curve. Our findings to date on real
Linear and non-linear autoregressive models for short-term wind speed forecasting
International Nuclear Information System (INIS)
Lydia, M.; Suresh Kumar, S.; Immanuel Selvakumar, A.; Edwin Prem Kumar, G.
2016-01-01
Highlights: • Models for wind speed prediction at 10-min intervals up to 1 h built on time-series wind speed data. • Four different multivariate models for wind speed built based on exogenous variables. • Non-linear models built using three data mining algorithms outperform the linear models. • Autoregressive models based on wind direction perform better than other models. - Abstract: Wind speed forecasting aids in estimating the energy produced from wind farms. The soaring energy demands of the world and minimal availability of conventional energy sources have significantly increased the role of non-conventional sources of energy like solar, wind, etc. Development of models for wind speed forecasting with higher reliability and greater accuracy is the need of the hour. In this paper, models for predicting wind speed at 10-min intervals up to 1 h have been built based on linear and non-linear autoregressive moving average models with and without external variables. The autoregressive moving average models based on wind direction and annual trends have been built using data obtained from Sotavento Galicia Plc. and autoregressive moving average models based on wind direction, wind shear and temperature have been built on data obtained from Centre for Wind Energy Technology, Chennai, India. While the parameters of the linear models are obtained using the Gauss–Newton algorithm, the non-linear autoregressive models are developed using three different data mining algorithms. The accuracy of the models has been measured using three performance metrics namely, the Mean Absolute Error, Root Mean Squared Error and Mean Absolute Percentage Error.
Autoregressive Moving Average Graph Filtering
Isufi, Elvin; Loukas, Andreas; Simonetto, Andrea; Leus, Geert
2016-01-01
One of the cornerstones of the field of signal processing on graphs are graph filters, direct analogues of classical filters, but intended for signals defined on graphs. This work brings forth new insights on the distributed graph filtering problem. We design a family of autoregressive moving average (ARMA) recursions, which (i) are able to approximate any desired graph frequency response, and (ii) give exact solutions for tasks such as graph signal denoising and interpolation. The design phi...
Circular Conditional Autoregressive Modeling of Vector Fields.
Modlin, Danny; Fuentes, Montse; Reich, Brian
2012-02-01
As hurricanes approach landfall, there are several hazards for which coastal populations must be prepared. Damaging winds, torrential rains, and tornadoes play havoc with both the coast and inland areas; but, the biggest seaside menace to life and property is the storm surge. Wind fields are used as the primary forcing for the numerical forecasts of the coastal ocean response to hurricane force winds, such as the height of the storm surge and the degree of coastal flooding. Unfortunately, developments in deterministic modeling of these forcings have been hindered by computational expenses. In this paper, we present a multivariate spatial model for vector fields, that we apply to hurricane winds. We parameterize the wind vector at each site in polar coordinates and specify a circular conditional autoregressive (CCAR) model for the vector direction, and a spatial CAR model for speed. We apply our framework for vector fields to hurricane surface wind fields for Hurricane Floyd of 1999 and compare our CCAR model to prior methods that decompose wind speed and direction into its N-S and W-E cardinal components.
Interval Forecast for Smooth Transition Autoregressive Model ...
African Journals Online (AJOL)
In this paper, we propose a simple method for constructing interval forecast for smooth transition autoregressive (STAR) model. This interval forecast is based on bootstrapping the residual error of the estimated STAR model for each forecast horizon and computing various Akaike information criterion (AIC) function. This new ...
Bias-correction in vector autoregressive models
DEFF Research Database (Denmark)
Engsted, Tom; Pedersen, Thomas Quistgaard
2014-01-01
We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation study......, we show that when the model is stationary this simple bias formula compares very favorably to bootstrap bias-correction, both in terms of bias and mean squared error. In non-stationary models, the analytical bias formula performs noticeably worse than bootstrapping. Both methods yield a notable...... improvement over ordinary least squares. We pay special attention to the risk of pushing an otherwise stationary model into the non-stationary region of the parameter space when correcting for bias. Finally, we consider a recently proposed reduced-bias weighted least squares estimator, and we find...
DEFF Research Database (Denmark)
Ørregård Nielsen, Morten
2015-01-01
the multivariate non-cointegrated fractional autoregressive integrated moving average (ARIMA) model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge...
International Nuclear Information System (INIS)
Beck-Bornholdt, H.P.; Kleineidam, M.; Pieconka, A.
1994-01-01
Tumors were exposed to irradiation five days per week over six weeks. A standard treatment of 30 fractions, i.e. one fraction per day (200 kVp X-rays) was compared with a hyperfractionated schedule of 60 fractions, i.e. two fractions per day, with time invervals of either one, two, three, five or six hours between the two daily fractions. Compared with standard treatment a significant reduction (p [de
Comparison of Classical and Robust Estimates of Threshold Auto-regression Parameters
Directory of Open Access Journals (Sweden)
V. B. Goryainov
2017-01-01
Full Text Available The study object is the first-order threshold auto-regression model with a single zero-located threshold. The model describes a stochastic temporal series with discrete time by means of a piecewise linear equation consisting of two linear classical first-order autoregressive equations. One of these equations is used to calculate a running value of the temporal series. A control variable that determines the choice between these two equations is the sign of the previous value of the same series.The first-order threshold autoregressive model with a single threshold depends on two real parameters that coincide with the coefficients of the piecewise linear threshold equation. These parameters are assumed to be unknown. The paper studies an estimate of the least squares, an estimate the least modules, and the M-estimates of these parameters. The aim of the paper is a comparative study of the accuracy of these estimates for the main probabilistic distributions of the updating process of the threshold autoregressive equation. These probability distributions were normal, contaminated normal, logistic, double-exponential distributions, a Student's distribution with different number of degrees of freedom, and a Cauchy distribution.As a measure of the accuracy of each estimate, was chosen its variance to measure the scattering of the estimate around the estimated parameter. An estimate with smaller variance made from the two estimates was considered to be the best. The variance was estimated by computer simulation. To estimate the smallest modules an iterative weighted least-squares method was used and the M-estimates were done by the method of a deformable polyhedron (the Nelder-Mead method. To calculate the least squares estimate, an explicit analytic expression was used.It turned out that the estimation of least squares is best only with the normal distribution of the updating process. For the logistic distribution and the Student's distribution with the
New interval forecast for stationary autoregressive models ...
African Journals Online (AJOL)
In this paper, we proposed a new forecasting interval for stationary Autoregressive, AR(p) models using the Akaike information criterion (AIC) function. Ordinarily, the AIC function is used to determine the order of an AR(p) process. In this study however, AIC forecast interval compared favorably with the theoretical forecast ...
The Integration Order of Vector Autoregressive Processes
DEFF Research Database (Denmark)
Franchi, Massimo
We show that the order of integration of a vector autoregressive process is equal to the difference between the multiplicity of the unit root in the characteristic equation and the multiplicity of the unit root in the adjoint matrix polynomial. The equivalence with the standard I(1) and I(2...
Multistage Stochastic Programming via Autoregressive Sequences
Czech Academy of Sciences Publication Activity Database
Kaňková, Vlasta
2007-01-01
Roč. 15, č. 4 (2007), s. 99-110 ISSN 0572-3043 R&D Projects: GA ČR GA402/07/1113; GA ČR(CZ) GA402/06/0990; GA ČR GD402/03/H057 Institutional research plan: CEZ:AV0Z10750506 Keywords : Economic proceses * Multistage stochastic programming * autoregressive sequences * individual probability constraints Subject RIV: BB - Applied Statistics, Operational Research
vector bilinear autoregressive time series model and its superiority
African Journals Online (AJOL)
KEYWORDS: Linear time series, Autoregressive process, Autocorrelation function, Partial autocorrelation function,. Vector time .... important result on matrix algebra with respect to the spectral ..... application to covariance analysis of super-.
Andreou, K.; Jones, K.; Semple, K.
2009-04-01
Distribution of pesticide non extractable residues resulted from the incubation of two natural soils with each of the isoproturon, diazinon and cypermethrin pesticide was assessed in this study. Pesticide non extractable residues distribution in soil physical and chemical fractions is known to ultimately affect their fate. This study aimed to address the fate and behaviour of the non extractable residues in the context of their association with soil physical and chemical fractions with varying properties and characteristics. Non extractable residues were formed from incubation of each pesticide in the two natural soils over a period of 24 months. Soils containing the non extractable residues were fractionated into three solid phase fractions using a physical fractionation procedure as follows: Sediment (SED, >20 μm), (II) Microaggregate (MA, 20-2 μm) and (III) Colloid phase (COL, 2-0.05 μm). Each soil fraction was then fractionated into organic carbon chemical fractionations as follows: Fulvic acid (FA), Humic acid (HA) and Humin (HM). Significant amount of the pesticides was lost during the incubation period. Enrichment factors for the organic carbon and the 14C-pesticide residues were higher in the MA and COL fraction rather than the SED fraction. Greater association and enrichment of the fulvic acid fraction of the organic carbon in the soil was observed. Non extractable residues at the FA fraction showed to diminish while in the HA fraction were increased with decreasing the fraction size. An appreciable amount of non extractable residues were located in the HM fraction but this was less than the amount recovered in the humic substances. Long term fate of pesticide non extractable residues in the soil structural components is important in order to assess any risk associated with them.
Single-Index Additive Vector Autoregressive Time Series Models
LI, YEHUA; GENTON, MARC G.
2009-01-01
We study a new class of nonlinear autoregressive models for vector time series, where the current vector depends on single-indexes defined on the past lags and the effects of different lags have an additive form. A sufficient condition is provided
Void fraction fluctuations in two-phase gas-liquid flow
International Nuclear Information System (INIS)
Ulbrich, R.
1987-01-01
Designs of the apparatus in which two-phase gas-liquid flow occurs are usually based on the mean value of parameters such as pressure drop and void fraction. The flow of two-phase mixtures generally presents a very complicated flow structure, both in terms of the unsteady formation on the interfacial area and in terms of the fluctuations of the velocity, pressure and other variables within the flow. When the gas void fraction is near 0 or 1 / bubble or dispersed flow regimes / then oscillations of void fraction are very small. The intermittent flow such as plug and slug/ froth is characterized by alternately flow portions of liquid and gas. It influences the change of void fractions in time. The results of experimental research of gas void fraction fluctuations in two-phase adiabatic gas-liquid flow in a vertical pipe are presented
Use of (Time-Domain) Vector Autoregressions to Test Uncovered Interest Parity
Takatoshi Ito
1984-01-01
In this paper, a vector autoregression model (VAR) is proposed in order to test uncovered interest parity (UIP) in the foreign exchange market. Consider a VAR system of the spot exchange rate (yen/dollar), the domestic (US) interest rate and the foreign (Japanese) interest rate, describing the interdependence of the domestic and international financia lmarkets. Uncovered interest parity is stated as a null hypothesis that the current difference between the two interest rates is equal to the d...
Application of autoregressive moving average model in reactor noise analysis
International Nuclear Information System (INIS)
Tran Dinh Tri
1993-01-01
The application of an autoregressive (AR) model to estimating noise measurements has achieved many successes in reactor noise analysis in the last ten years. The physical processes that take place in the nuclear reactor, however, are described by an autoregressive moving average (ARMA) model rather than by an AR model. Consequently more correct results could be obtained by applying the ARMA model instead of the AR model to reactor noise analysis. In this paper the system of the generalised Yule-Walker equations is derived from the equation of an ARMA model, then a method for its solution is given. Numerical results show the applications of the method proposed. (author)
ACOUSTIC WAVES EMISSION IN THE TWO-COMPONENT HEREDITARY-ELASTIC MEDIUM
Directory of Open Access Journals (Sweden)
V. S. Polenov
2014-01-01
Full Text Available Summary. On the dynamics of two-component media a number of papers, which address the elastic waves in a homogeneous, unbounded fluid-saturated porous medium. In other studies address issues of dissipative processes in harmonic deformation hereditary elastic medium. In the article the dissipative processes of the viscoelastic porous medium, which hereditary properties are described by the core relaxation fractional exponential function U.N. Rabotnova integro-differential Boltzmann-Volterr ratio, harmonic deformation by the straining saturated incompressible liquid are investigated. Speed of wave propagation, absorption coefficient, mechanical loss tangent, logarithmic decrement, depending on fractional parameter γ, determining formulas received. The frequency logarithm and temperature graph dependences with the goal fractional parameter are constructed. Shows the dependences velocity and attenuation coefficient of the tangent of the phase angle of the logarithm of the temperature, and the dependence of the attenuation coefficient of the logarithm of the frequency. Dependencies the speed and the tangent of the phase angle of the frequency identical function of the logarithm of temperature.
Directory of Open Access Journals (Sweden)
JOSÉ FRANCISCO DE CARVALHO
2016-01-01
Full Text Available The objective of this work was to evaluate the production components of cowpea ( Vigna unguiculata L. Walp subjected to irrigation with brackish water and different leaching fractions. The experiment was conducted in a lysimeter system of the Department of Agricultural Engineering of the Federal Rural University of Pernambuco, Recife campus. The treatments, consisting of two water salinity levels (ECw (1.2 and 3.3 dS m - 1 and five leaching fractions (0, 5, 10, 15 and 20%, were evaluated using a completely randomized design in a 2x5 factorial arrangement with four replications. The variables evaluated were: number of pods per plant, 100 - grain weight, number of grains per pod, grain and shoot dry weight, grain yield and harvest index. The soil salinity increased with increasing salinity of the water used for irrigation, and reduced with increasing leaching fraction. The salinity of the water used for irrigation influenced only the variables number of pods per plant and grain yield. The estimated leaching fractions of 9.1% and 9.6% inhibited the damage caused by salinity on the number of pods per plant and grain yield, respectively. Therefore, the production of V. unguiculata irrigated with brackish water, leaching salts from the plant root environment, is possible under the conditions evaluated.
Forecasting nuclear power supply with Bayesian autoregression
International Nuclear Information System (INIS)
Beck, R.; Solow, J.L.
1994-01-01
We explore the possibility of forecasting the quarterly US generation of electricity from nuclear power using a Bayesian autoregression model. In terms of forecasting accuracy, this approach compares favorably with both the Department of Energy's current forecasting methodology and their more recent efforts using ARIMA models, and it is extremely easy and inexpensive to implement. (author)
Robust bayesian analysis of an autoregressive model with ...
African Journals Online (AJOL)
In this work, robust Bayesian analysis of the Bayesian estimation of an autoregressive model with exponential innovations is performed. Using a Bayesian robustness methodology, we show that, using a suitable generalized quadratic loss, we obtain optimal Bayesian estimators of the parameters corresponding to the ...
Noise source analysis of nuclear ship Mutsu plant using multivariate autoregressive model
International Nuclear Information System (INIS)
Hayashi, K.; Shimazaki, J.; Shinohara, Y.
1996-01-01
The present study is concerned with the noise sources in N.S. Mutsu reactor plant. The noise experiments on the Mutsu plant were performed in order to investigate the plant dynamics and the effect of sea condition and and ship motion on the plant. The reactor noise signals as well as the ship motion signals were analyzed by a multivariable autoregressive (MAR) modeling method to clarify the noise sources in the reactor plant. It was confirmed from the analysis results that most of the plant variables were affected mainly by a horizontal component of the ship motion, that is the sway, through vibrations of the plant structures. Furthermore, the effect of ship motion on the reactor power was evaluated through the analysis of wave components extracted by a geometrical transform method. It was concluded that the amplitude of the reactor power oscillation was about 0.15% in normal sea condition, which was small enough for safe operation of the reactor plant. (authors)
Klungsupya, Prapaipat; Suthepakul, Nava; Muangman, Thanchanok; Rerk-Am, Ubon; Thongdon-A, Jeerayu
2015-01-01
Lansium domesticum Corr. or “long-kong” is one of the most popular fruits in Thailand. Its peel (skin, SK) and seeds (SD) become waste unless recycled or applied for use. This study was undertaken to determine the bioactivity and phytochemical components of L. domesticum (LD) skin and seed extracts. Following various extraction and fractionation procedures, 12 fractions were obtained. All fractions were tested for antioxidant capacity against O2−• and OH•. It was found that the peel of L. domesticum fruits exhibited higher O2−• and OH• scavenging activity than seeds. High potential antioxidant activity was found in two fractions of 50% ethanol extract of peel followed by ethyl acetate (EA) fractionation (LDSK50-EA) and its aqueous phase (LDSK50-H2O). Therefore, these two active fractions were selected for further studies on their antioxidative activity against DNA damage by hydrogen peroxide (H2O2) in human TK6 cells using comet assay. The comet results revealed DNA-protective activity of both LDSK50-EA and LDSK50-H2O fractions when TK6 human lymphoblast cells were pre-treated at 25, 50, 100, and 200 μg/mL for 24 h prior to H2O2 exposure. The phytochemical analysis illustrated the presence of phenolic substances, mainly scopoletin, rutin, and chlorogenic acid, in these two active fractions. This study generates new information on the biological activity of L. domesticum. It will promote and strengthen the utilization of L. domesticum by-products. PMID:26287238
Directory of Open Access Journals (Sweden)
Prapaipat Klungsupya
2015-08-01
Full Text Available Lansium domesticum Corr. or “long-kong” is one of the most popular fruits in Thailand. Its peel (skin, SK and seeds (SD become waste unless recycled or applied for use. This study was undertaken to determine the bioactivity and phytochemical components of L. domesticum (LD skin and seed extracts. Following various extraction and fractionation procedures, 12 fractions were obtained. All fractions were tested for antioxidant capacity against O2−• and OH•. It was found that the peel of L. domesticum fruits exhibited higher O2−• and OH• scavenging activity than seeds. High potential antioxidant activity was found in two fractions of 50% ethanol extract of peel followed by ethyl acetate (EA fractionation (LDSK50-EA and its aqueous phase (LDSK50-H2O. Therefore, these two active fractions were selected for further studies on their antioxidative activity against DNA damage by hydrogen peroxide (H2O2 in human TK6 cells using comet assay. The comet results revealed DNA-protective activity of both LDSK50-EA and LDSK50-H2O fractions when TK6 human lymphoblast cells were pre-treated at 25, 50, 100, and 200 μg/mL for 24 h prior to H2O2 exposure. The phytochemical analysis illustrated the presence of phenolic substances, mainly scopoletin, rutin, and chlorogenic acid, in these two active fractions. This study generates new information on the biological activity of L. domesticum. It will promote and strengthen the utilization of L. domesticum by-products.
Optimal hedging with the cointegrated vector autoregressive model
DEFF Research Database (Denmark)
Gatarek, Lukasz; Johansen, Søren
We derive the optimal hedging ratios for a portfolio of assets driven by a Coin- tegrated Vector Autoregressive model (CVAR) with general cointegration rank. Our hedge is optimal in the sense of minimum variance portfolio. We consider a model that allows for the hedges to be cointegrated with the...
On robust forecasting of autoregressive time series under censoring
Kharin, Y.; Badziahin, I.
2009-01-01
Problems of robust statistical forecasting are considered for autoregressive time series observed under distortions generated by interval censoring. Three types of robust forecasting statistics are developed; meansquare risk is evaluated for the developed forecasting statistics. Numerical results are given.
A void fraction model for annular two-phase flow
Energy Technology Data Exchange (ETDEWEB)
Tandon, T.N.; Gupta, C.P.; Varma, H.K.
1985-01-01
An analytical model has been developed for predicting void fraction in two-phase annular flow. In the analysis, the Lockhart-Martinelli method has been used to calculate two-phase frictional pressure drop and von Karman's universal velocity profile is used to represent the velocity distribution in the annular liquid film. Void fractions predicted by the proposed model are generally in good agreement with a available experimental data. This model appears to be as good as Smith's correlation and better than the Wallis and Zivi correlations for computing void fraction.
Stock Market Autoregressive Dynamics: A Multinational Comparative Study with Quantile Regression
Directory of Open Access Journals (Sweden)
Lili Li
2016-01-01
Full Text Available We study the nonlinear autoregressive dynamics of stock index returns in seven major advanced economies (G7 and China. The quantile autoregression model (QAR enables us to investigate the autocorrelation across the whole spectrum of return distribution, which provides more insightful conditional information on multinational stock market dynamics than conventional time series models. The relation between index return and contemporaneous trading volume is also investigated. While prior studies have mixed results on stock market autocorrelations, we find that the dynamics is usually state dependent. The results for G7 stock markets exhibit conspicuous similarities, but they are in manifest contrast to the findings on Chinese stock markets.
A fractional model with parallel fractional Maxwell elements for amorphous thermoplastics
Lei, Dong; Liang, Yingjie; Xiao, Rui
2018-01-01
We develop a fractional model to describe the thermomechanical behavior of amorphous thermoplastics. The fractional model is composed of two parallel fractional Maxwell elements. The first fractional Maxwell model is used to describe the glass transition, while the second component is aimed at describing the viscous flow. We further derive the analytical solutions for the stress relaxation modulus and complex modulus through Laplace transform. We then demonstrate the model is able to describe the master curves of the stress relaxation modulus, storage modulus and loss modulus, which all show two distinct transition regions. The obtained parameters show that the modulus of the two fractional Maxwell elements differs in 2-3 orders of magnitude, while the relaxation time differs in 7-9 orders of magnitude. Finally, we apply the model to describe the stress response of constant strain rate tests. The model, together with the parameters obtained from fitting the master curve of stress relaxation modulus, can accurately predict the temperature and strain rate dependent stress response.
Magin, Richard L.; Li, Weiguo; Velasco, M. Pilar; Trujillo, Juan; Reiter, David A.; Morgenstern, Ashley; Spencer, Richard G.
2011-01-01
We present a fractional-order extension of the Bloch equations to describe anomalous NMR relaxation phenomena (T1 and T2). The model has solutions in the form of Mittag-Leffler and stretched exponential functions that generalize conventional exponential relaxation. Such functions have been shown by others to be useful for describing dielectric and viscoelastic relaxation in complex, heterogeneous materials. Here, we apply these fractional-order T1 and T2 relaxation models to experiments performed at 9.4 and 11.7 Tesla on type I collagen gels, chondroitin sulfate mixtures, and to bovine nasal cartilage (BNC), a largely isotropic and homogeneous form of cartilage. The results show that the fractional-order analysis captures important features of NMR relaxation that are typically described by multi-exponential decay models. We find that the T2 relaxation of BNC can be described in a unique way by a single fractional-order parameter (α), in contrast to the lack of uniqueness of multi-exponential fits in the realistic setting of a finite signal-to-noise ratio. No anomalous behavior of T1 was observed in BNC. In the single-component gels, for T2 measurements, increasing the concentration of the largest components of cartilage matrix, collagen and chondroitin sulfate, results in a decrease in α, reflecting a more restricted aqueous environment. The quality of the curve fits obtained using Mittag-Leffler and stretched exponential functions are in some cases superior to those obtained using mono- and bi-exponential models. In both gels and BNC, α appears to account for microstructural complexity in the setting of an altered distribution of relaxation times. This work suggests the utility of fractional-order models to describe T2 NMR relaxation processes in biological tissues. PMID:21498095
Asymptotically stable phase synchronization revealed by autoregressive circle maps
Drepper, F. R.
2000-11-01
A specially designed of nonlinear time series analysis is introduced based on phases, which are defined as polar angles in spaces spanned by a finite number of delayed coordinates. A canonical choice of the polar axis and a related implicit estimation scheme for the potentially underlying autoregressive circle map (next phase map) guarantee the invertibility of reconstructed phase space trajectories to the original coordinates. The resulting Fourier approximated, invertibility enforcing phase space map allows us to detect conditional asymptotic stability of coupled phases. This comparatively general synchronization criterion unites two existing generalizations of the old concept and can successfully be applied, e.g., to phases obtained from electrocardiogram and airflow recordings characterizing cardiorespiratory interaction.
Bias-correction in vector autoregressive models: A simulation study
DEFF Research Database (Denmark)
Engsted, Tom; Pedersen, Thomas Quistgaard
We analyze and compare the properties of various methods for bias-correcting parameter estimates in vector autoregressions. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation study, we show that this simple...... and easy-to-use analytical bias formula compares very favorably to the more standard but also more computer intensive bootstrap bias-correction method, both in terms of bias and mean squared error. Both methods yield a notable improvement over both OLS and a recently proposed WLS estimator. We also...... of pushing an otherwise stationary model into the non-stationary region of the parameter space during the process of correcting for bias....
Methodology for the AutoRegressive Planet Search (ARPS) Project
Feigelson, Eric; Caceres, Gabriel; ARPS Collaboration
2018-01-01
The detection of periodic signals of transiting exoplanets is often impeded by the presence of aperiodic photometric variations. This variability is intrinsic to the host star in space-based observations (typically arising from magnetic activity) and from observational conditions in ground-based observations. The most common statistical procedures to remove stellar variations are nonparametric, such as wavelet decomposition or Gaussian Processes regression. However, many stars display variability with autoregressive properties, wherein later flux values are correlated with previous ones. Providing the time series is evenly spaced, parametric autoregressive models can prove very effective. Here we present the methodology of the Autoregessive Planet Search (ARPS) project which uses Autoregressive Integrated Moving Average (ARIMA) models to treat a wide variety of stochastic short-memory processes, as well as nonstationarity. Additionally, we introduce a planet-search algorithm to detect periodic transits in the time-series residuals after application of ARIMA models. Our matched-filter algorithm, the Transit Comb Filter (TCF), replaces the traditional box-fitting step. We construct a periodogram based on the TCF to concentrate the signal of these periodic spikes. Various features of the original light curves, the ARIMA fits, the TCF periodograms, and folded light curves at peaks of the TCF periodogram can then be collected to provide constraints for planet detection. These features provide input into a multivariate classifier when a training set is available. The ARPS procedure has been applied NASA's Kepler mission observations of ~200,000 stars (Caceres, Dissertation Talk, this meeting) and will be applied in the future to other datasets.
A fractionally cointegrated VAR analysis of price discovery in commodity futures markets
DEFF Research Database (Denmark)
Dolatabadi, Sepideh; Nielsen, Morten Ørregaard; Xu, Ke
straightforward examination of the adjustment coefficients. In our empirical analysis we use the data from Figuerola-Ferretti and Gonzalo (2010), who conduct a similar analysis using the usual (non-fractional) CVAR model. Our first finding is that, for all markets except copper, the fractional integration......In this paper we apply the recently developed fractionally cointegrated vector autoregressive (FCVAR) model to analyze price discovery in the spot and futures markets for five non-ferrous metals (aluminium, copper, lead, nickel, and zinc). The FCVAR model allows for long memory (fractional...... to the results from the non-fractional model, we find slightly more evidence of price discovery in the spot market. Specifically, using standard likelihood ratio tests, we do not reject the hypothesis that price discovery takes place exclusively in the spot (futures) market for copper, lead, and zinc (aluminium...
Palliative radiotherapy for lung cancer: two versus five fractions
Energy Technology Data Exchange (ETDEWEB)
Rees, G.J.G.; Devrell, C.E.; Barley, V.L.; Newman, H.F.V. [Bristol Oncology Centre (United Kingdom)
1997-09-01
The aim of this prospective randomized trial was to compare the symptomatic effects of two different regimens of palliative radiotherapy for lung cancer. Two hundred and sixteen patients needing palliation were randomized to receive either a 17 Gy mid-point dose in two fractions 1 week apart or 22.5 gy in five daily fractions. Both toxicity and efficacy were evaluated by postal questionnaires. This small study was intended to identify any clinically important differences in toxicity of efficacy between the two regimens. We detected no such difference, although there was a tendency for iatrogentic dysphagia and improvement in chest pain and cough to be more common with the two fraction regimen. The only symptom that was improved in over 50% for 8 or more was haemoptysis. Haemoptysis and chest pain appeared to be the best indications for treatment. The relief of other symptoms was disappointing in both degree and duration. (author).
A General Representation Theorem for Integrated Vector Autoregressive Processes
DEFF Research Database (Denmark)
Franchi, Massimo
We study the algebraic structure of an I(d) vector autoregressive process, where d is restricted to be an integer. This is useful to characterize its polynomial cointegrating relations and its moving average representation, that is to prove a version of the Granger representation theorem valid...
Modeling corporate defaults: Poisson autoregressions with exogenous covariates (PARX)
DEFF Research Database (Denmark)
Agosto, Arianna; Cavaliere, Guiseppe; Kristensen, Dennis
We develop a class of Poisson autoregressive models with additional covariates (PARX) that can be used to model and forecast time series of counts. We establish the time series properties of the models, including conditions for stationarity and existence of moments. These results are in turn used...
Drosos, Marios; Leenheer, Jerry A.; Avgeropoulos, Apostolos; Deligiannakis, Yiannis
2014-01-01
A fractionation technique, combining dialysis removal of metal and ash components with hydrofluoric acid and pH 10 citrate buffer followed by chromatography of dialysis permeate on XAD-8 resin at decreasing pH values, has been applied to lignite humic acid (lignite-HA) and soil humic acid (soil-HA). H-binding data and non ideal competitive adsorption-Donnan model parameters were obtained for the HA fractions by theoretical analysis of H-binding data which reveal a significant increase of the carboxyl and the phenolic charge for the lignite-HA fractions vs. the parental lignite humic acid (LParentalHA). The fractionated lignite-HA material consisted mainly of permeate fractions, some of which were fulvic acid-like. The fractionated soil-HA material consisted mainly of large macromolecular structures that did not permeate the dialysis membrane during deashing. Chargeable groups had comparable concentrations in soil-HA fractions and parental soil humic acid (SParentalHA), indicating minimal interference of ash components with carboxyl and phenolic (and/or enolic) groups. Fractionation of HA, combined with theoretical analysis of H-binding, can distinguish the supramolecular vs. macromolecular nature of fractions within the same parental HA.
Estimation of pure autoregressive vector models for revenue series ...
African Journals Online (AJOL)
This paper aims at applying multivariate approach to Box and Jenkins univariate time series modeling to three vector series. General Autoregressive Vector Models with time varying coefficients are estimated. The first vector is a response vector, while others are predictor vectors. By matrix expansion each vector, whether ...
Kumaraswamy autoregressive moving average models for double bounded environmental data
Bayer, Fábio Mariano; Bayer, Débora Missio; Pumi, Guilherme
2017-12-01
In this paper we introduce the Kumaraswamy autoregressive moving average models (KARMA), which is a dynamic class of models for time series taking values in the double bounded interval (a,b) following the Kumaraswamy distribution. The Kumaraswamy family of distribution is widely applied in many areas, especially hydrology and related fields. Classical examples are time series representing rates and proportions observed over time. In the proposed KARMA model, the median is modeled by a dynamic structure containing autoregressive and moving average terms, time-varying regressors, unknown parameters and a link function. We introduce the new class of models and discuss conditional maximum likelihood estimation, hypothesis testing inference, diagnostic analysis and forecasting. In particular, we provide closed-form expressions for the conditional score vector and conditional Fisher information matrix. An application to environmental real data is presented and discussed.
Estimation of the order of an autoregressive time series: a Bayesian approach
International Nuclear Information System (INIS)
Robb, L.J.
1980-01-01
Finite-order autoregressive models for time series are often used for prediction and other inferences. Given the order of the model, the parameters of the models can be estimated by least-squares, maximum-likelihood, or Yule-Walker method. The basic problem is estimating the order of the model. The problem of autoregressive order estimation is placed in a Bayesian framework. This approach illustrates how the Bayesian method brings the numerous aspects of the problem together into a coherent structure. A joint prior probability density is proposed for the order, the partial autocorrelation coefficients, and the variance; and the marginal posterior probability distribution for the order, given the data, is obtained. It is noted that the value with maximum posterior probability is the Bayes estimate of the order with respect to a particular loss function. The asymptotic posterior distribution of the order is also given. In conclusion, Wolfer's sunspot data as well as simulated data corresponding to several autoregressive models are analyzed according to Akaike's method and the Bayesian method. Both methods are observed to perform quite well, although the Bayesian method was clearly superior, in most cases
Algorithms for testing of fractional dynamics: a practical guide to ARFIMA modelling
International Nuclear Information System (INIS)
Burnecki, Krzysztof; Weron, Aleksander
2014-01-01
In this survey paper we present a systematic methodology which demonstrates how to identify the origins of fractional dynamics. We consider three mechanisms which lead to it, namely fractional Brownian motion, fractional Lévy stable motion and an autoregressive fractionally integrated moving average (ARFIMA) process but we concentrate on the ARFIMA modelling. The methodology is based on statistical tools for identification and validation of the fractional dynamics, in particular on an ARFIMA parameter estimator, an ergodicity test, a self-similarity index estimator based on sample p-variation and a memory parameter estimator based on sample mean-squared displacement. A complete list of algorithms needed for this is provided in appendices A–F. Finally, we illustrate the methodology on various empirical data and show that ARFIMA can be considered as a universal model for fractional dynamics. Thus, we provide a practical guide for experimentalists on how to efficiently use ARFIMA modelling for a large class of anomalous diffusion data. (paper)
Model reduction methods for vector autoregressive processes
Brüggemann, Ralf
2004-01-01
1. 1 Objective of the Study Vector autoregressive (VAR) models have become one of the dominant research tools in the analysis of macroeconomic time series during the last two decades. The great success of this modeling class started with Sims' (1980) critique of the traditional simultaneous equation models (SEM). Sims criticized the use of 'too many incredible restrictions' based on 'supposed a priori knowledge' in large scale macroeconometric models which were popular at that time. Therefore, he advo cated largely unrestricted reduced form multivariate time series models, unrestricted VAR models in particular. Ever since his influential paper these models have been employed extensively to characterize the underlying dynamics in systems of time series. In particular, tools to summarize the dynamic interaction between the system variables, such as impulse response analysis or forecast error variance decompo sitions, have been developed over the years. The econometrics of VAR models and related quantities i...
Liu, Jingjing; Yin, Zhaoyang
2014-01-01
This paper is concerned with global existence and blow-up phenomena for two-component Degasperis-Procesi system and two-component b-family system. The strategy relies on our observation on new conservative quantities of these systems. Several new global existence results and a new blowup result of strong solutions to the two-component Degasperis- Procesi system and the two-component b-family system are presented by using these new conservative quantities.
Directory of Open Access Journals (Sweden)
Mohammad Ghahremanzadeh
2014-06-01
Full Text Available Agriculture as one of the major economic sectors of Iran, has an important role in Gross Domestic Production by providing about 14% of GDP. This study attempts to forecast the value of the agriculture GDP using Periodic Autoregressive model (PAR, as the new seasonal time series techniques. To address this aim, the quarterly data were collected from March 1988 to July 1989. The collected data was firstly analyzed using periodic unit root test Franses & Paap (2004. The analysis found non-periodic unit root in the seasonal data. Second, periodic seasonal behavior (Boswijk & Franses, 1996 was examined. The results showed that periodic autoregressive model fits agriculture GDP well. This makes an accurate forecast of agriculture GDP possible. Using the estimated model, the future value of quarter agricultural GDP from March 2011 to July 2012was forecasted. With consideration to the fair fit of this model with agricultural GDP, It is recommended to use periodic autoregressive model for the future studies.
Directory of Open Access Journals (Sweden)
Usman M. Umer
2018-06-01
Full Text Available Travel and leisure recorded a consecutive robust growth and become among the fastest economic sectors in the world. Various forecasting models are proposed by researchers that serve as an early recommendation for investors and policy makers. Numerous studies proposed distinct forecasting models to predict the dynamics of this sector and provide early recommendation for investors and policy makers. In this paper, we compare the performance of smooth transition autoregressive (STAR and linear autoregressive (AR models using monthly returns of Turkey and FTSE travel and leisure index from April 1997 to August 2016. MSCI world index used as a proxy of the overall market. The result shows that nonlinear LSTAR model cannot improve the out-of-sample forecast of linear AR model. This finding demonstrates little to be gained from using LSTAR model in the prediction of travel and leisure stock index. Keywords: Nonlinear time-series, Out-of-sample forecasting, Smooth transition autoregressive, Travel and leisure
Vector bilinear autoregressive time series model and its superiority ...
African Journals Online (AJOL)
In this research, a vector bilinear autoregressive time series model was proposed and used to model three revenue series (X1, X2, X3) . The “orders” of the three series were identified on the basis of the distribution of autocorrelation and partial autocorrelation functions and were used to construct the vector bilinear models.
Monthly streamflow forecasting with auto-regressive integrated moving average
Nasir, Najah; Samsudin, Ruhaidah; Shabri, Ani
2017-09-01
Forecasting of streamflow is one of the many ways that can contribute to better decision making for water resource management. The auto-regressive integrated moving average (ARIMA) model was selected in this research for monthly streamflow forecasting with enhancement made by pre-processing the data using singular spectrum analysis (SSA). This study also proposed an extension of the SSA technique to include a step where clustering was performed on the eigenvector pairs before reconstruction of the time series. The monthly streamflow data of Sungai Muda at Jeniang, Sungai Muda at Jambatan Syed Omar and Sungai Ketil at Kuala Pegang was gathered from the Department of Irrigation and Drainage Malaysia. A ratio of 9:1 was used to divide the data into training and testing sets. The ARIMA, SSA-ARIMA and Clustered SSA-ARIMA models were all developed in R software. Results from the proposed model are then compared to a conventional auto-regressive integrated moving average model using the root-mean-square error and mean absolute error values. It was found that the proposed model can outperform the conventional model.
Tulane Virus (TV) is a common viral surrogate for human norovirus in lab studies. In the present study, the phenotypic response of TV when exposed to fractional components extracted from lowbush blueberries was investigated. Lowbush blueberry extract (F1) was separated using a C-18 Sep-Pak cartridge...
Bušs, Ginters
2009-01-01
Bayesian inference requires an analyst to set priors. Setting the right prior is crucial for precise forecasts. This paper analyzes how optimal prior changes when an economy is hit by a recession. For this task, an autoregressive distributed lag (ADL) model is chosen. The results show that a sharp economic slowdown changes the optimal prior in two directions. First, it changes the structure of the optimal weight prior, setting smaller weight on the lagged dependent variable compared to varia...
Charge Fractionalization in the Two-Channel Kondo Effect
Landau, L. Aviad; Cornfeld, Eyal; Sela, Eran
2018-05-01
The phenomenon of charge fractionalization describes the emergence of novel excitations with fractional quantum numbers, as predicted in strongly correlated systems such as spin liquids. We elucidate that precisely such an unusual effect may occur in the simplest possible non-Fermi liquid, the two-channel Kondo effect. To bring this concept down to experimental test, we study nonequilibrium transport through a device realizing the charge two-channel Kondo critical point in a recent experiment by Iftikhar et al. [Nature (London) 526, 233 (2015), 10.1038/nature15384]. The shot noise at low voltages is predicted to result in a universal Fano factor e*/e =1 /2 . This allows us to experimentally identify elementary transport processes of emergent fermions carrying half-integer charge.
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility
DEFF Research Database (Denmark)
Cavaliere, Guiseppe; Rahbæk, Anders; Taylor, A.M. Robert
Many key macro-economic and financial variables are characterised by permanent changes in unconditional volatility. In this paper we analyse vector autoregressions with non-stationary (unconditional) volatility of a very general form, which includes single and multiple volatility breaks as special...
DEFF Research Database (Denmark)
Li, Chunjian; Andersen, Søren Vang
2007-01-01
We propose two blind system identification methods that exploit the underlying dynamics of non-Gaussian signals. The two signal models to be identified are: an Auto-Regressive (AR) model driven by a discrete-state Hidden Markov process, and the same model whose output is perturbed by white Gaussi...... outputs. The signal models are general and suitable to numerous important signals, such as speech signals and base-band communication signals. Applications to speech analysis and blind channel equalization are given to exemplify the efficiency of the new methods....
Testing for Co-integration in Vector Autoregressions with Non-Stationary Volatility
DEFF Research Database (Denmark)
Cavaliere, Giuseppe; Rahbek, Anders Christian; Taylor, A. M. Robert
Many key macro-economic and …nancial variables are characterised by permanent changes in unconditional volatility. In this paper we analyse vector autoregressions with non-stationary (unconditional) volatility of a very general form, which includes single and multiple volatility breaks as special...
Testing exact rational expectations in cointegrated vector autoregressive models
DEFF Research Database (Denmark)
Johansen, Søren; Swensen, Anders Rygh
1999-01-01
This paper considers the testing of restrictions implied by rational expectations hypotheses in a cointegrated vector autoregressive model for I(1) variables. If the rational expectations involve one-step-ahead observations only and the coefficients are known, an explicit parameterization...... of the restrictions is found, and the maximum-likelihood estimator is derived by regression and reduced rank regression. An application is given to a present value model....
International Nuclear Information System (INIS)
Srivastava, S.C.; Meinken, G.E.; Richards, P.; Ford, L.A.; Benson, W.R.
1982-01-01
A study was undertaken to separate and characterize the components of clinically used (kit produced) 99m-Tc-Sn-MDP and 99m-Tc-Sn-EHDP preparations by high performance liquid chromatography (HPLC) using radioactivity detection mode. Tissue distribution studies of the HPLC fractionated species were carried out in mice in order to define the in vivo behavior of the individual components. Effect of many variables such as time, oxygen, pH, temperature, etc. on the above two systems was also studied in relation to the composition as determined by HPLC and changes, if any, in the biological behavior. The results demonstrate the unique capabilities of reverse phase HPLC for rapid and high resolution analysis of complex 99mTc radiopharmaceutical mixtures
Fong Chao, B.
1983-12-01
The homogeneous set of 80-year-long (1900-1979) International Latitude Service (ILS) polar motion data is analyzed using the autoregressive method (Chao and Gilbert, 1980) which resolves and produces estimates for the complex frequency (or frequency and Q) and complex amplitude (or amplitude and phase) of each harmonic component in the data. Principal conclusion of this analysis are that (1) the ILS data support the multiple-component hypothesis of the Chandler wobble (it is found that the Chandler wobble can be adequately modeled as a linear combination of four (coherent) harmonic components, each of which represents a steady, nearly circular, prograte motion, a behavior that is inconsistent with the hypothesis of a single Chandler period excited in a temporally and/or spatially random fashion). (2) the four-component Chandler wobble model ``explains'' the apparent phase reversal during 1920-1940 and the pre-1950 empirical period-amplitude relation, (3) the annual wobble is shown to be rather stationary over the years both in amplitude and in phase and no evidence is found to support the large variations reported by earlier investigations. (4) the Markowitz wobble is found to support the large variations reported by earlier investigations. (4) the Markowitz wobble is found to be marginally retrograde and appears to have a complicated behavior which cannot be resolved because of the shortness of the data set.
Two-phase flow void fraction measurement using gamma ray attenuation technique
International Nuclear Information System (INIS)
Silva, R.D. da.
1985-01-01
The present work deals with experimental void fraction measurements in two-phase water-nitrogen flow, by using a gamma ray attenuation technique. Several upward two-phase flow regimes in a vertical tube were simulated. The water flow was varied from 0.13 to 0.44 m 3 /h while the nitrogen flow was varied between 0.01 and 0.1 m 3 /h. The mean volumetric void fraction was determined based on the measured linear void fraction for each flow condition. The results were compared with other authors data and showed a good agreement. (author) [pt
Closed form solutions of two time fractional nonlinear wave equations
Directory of Open Access Journals (Sweden)
M. Ali Akbar
2018-06-01
Full Text Available In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G′/G-expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics. Keywords: Traveling wave solution, Soliton, Generalized (G′/G-expansion method, Time fractional Duffing equation, Time fractional Riccati equation
CICAAR - Convolutive ICA with an Auto-Regressive Inverse Model
DEFF Research Database (Denmark)
Dyrholm, Mads; Hansen, Lars Kai
2004-01-01
We invoke an auto-regressive IIR inverse model for convolutive ICA and derive expressions for the likelihood and its gradient. We argue that optimization will give a stable inverse. When there are more sensors than sources the mixing model parameters are estimated in a second step by least square...... estimation. We demonstrate the method on synthetic data and finally separate speech and music in a real room recording....
Bias-Correction in Vector Autoregressive Models: A Simulation Study
Directory of Open Access Journals (Sweden)
Tom Engsted
2014-03-01
Full Text Available We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact identical. Next, based on a detailed simulation study, we show that when the model is stationary this simple bias formula compares very favorably to bootstrap bias-correction, both in terms of bias and mean squared error. In non-stationary models, the analytical bias formula performs noticeably worse than bootstrapping. Both methods yield a notable improvement over ordinary least squares. We pay special attention to the risk of pushing an otherwise stationary model into the non-stationary region of the parameter space when correcting for bias. Finally, we consider a recently proposed reduced-bias weighted least squares estimator, and we find that it compares very favorably in non-stationary models.
Modeling money demand components in Lebanon using autoregressive models
International Nuclear Information System (INIS)
Mourad, M.
2008-01-01
This paper analyses monetary aggregate in Lebanon and its different component methodology of AR model. Thirteen variables in monthly data have been studied for the period January 1990 through December 2005. Using the Augmented Dickey-Fuller (ADF) procedure, twelve variables are integrated at order 1, thus they need the filter (1-B)) to become stationary, however the variable X 1 3,t (claims on private sector) becomes stationary with the filter (1-B)(1-B 1 2) . The ex-post forecasts have been calculated for twelve horizons and for one horizon (one-step ahead forecast). The quality of forecasts has been measured using the MAPE criterion for which the forecasts are good because the MAPE values are lower. Finally, a pursuit of this research using the cointegration approach is proposed. (author)
Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input
Addo, Peter Martey
2014-01-01
This study defines a multivariate Self--Exciting Threshold Autoregressive with eXogenous input (MSETARX) models and present an estimation procedure for the parameters. The conditions for stationarity of the nonlinear MSETARX models is provided. In particular, the efficiency of an adaptive parameter estimation algorithm and LSE (least squares estimate) algorithm for this class of models is then provided via simulations.
A Vector AutoRegressive (VAR) Approach to the Credit Channel for ...
African Journals Online (AJOL)
This paper is an attempt to determine the presence and empirical significance of monetary policy and the bank lending view of the credit channel for Mauritius, which is particularly relevant at these times. A vector autoregressive (VAR) model of order three is used to examine the monetary transmission mechanism using ...
Directory of Open Access Journals (Sweden)
Mei-Yu LEE
2014-11-01
Full Text Available This paper investigates the effect of the nonzero autocorrelation coefficients on the sampling distributions of the Durbin-Watson test estimator in three time-series models that have different variance-covariance matrix assumption, separately. We show that the expected values and variances of the Durbin-Watson test estimator are slightly different, but the skewed and kurtosis coefficients are considerably different among three models. The shapes of four coefficients are similar between the Durbin-Watson model and our benchmark model, but are not the same with the autoregressive model cut by one-lagged period. Second, the large sample case shows that the three models have the same expected values, however, the autoregressive model cut by one-lagged period explores different shapes of variance, skewed and kurtosis coefficients from the other two models. This implies that the large samples lead to the same expected values, 2(1 – ρ0, whatever the variance-covariance matrix of the errors is assumed. Finally, comparing with the two sample cases, the shape of each coefficient is almost the same, moreover, the autocorrelation coefficients are negatively related with expected values, are inverted-U related with variances, are cubic related with skewed coefficients, and are U related with kurtosis coefficients.
Two-Part Models for Fractional Responses Defined as Ratios of Integers
Directory of Open Access Journals (Sweden)
Harald Oberhofer
2014-09-01
Full Text Available This paper discusses two alternative two-part models for fractional response variables that are defined as ratios of integers. The first two-part model assumes a Binomial distribution and known group size. It nests the one-part fractional response model proposed by Papke and Wooldridge (1996 and, thus, allows one to apply Wald, LM and/or LR tests in order to discriminate between the two models. The second model extends the first one by allowing for overdispersion in the data. We demonstrate the usefulness of the proposed two-part models for data on the 401(k pension plan participation rates used in Papke and Wooldridge (1996.
Estimation and Forecasting in Vector Autoregressive Moving Average Models for Rich Datasets
DEFF Research Database (Denmark)
Dias, Gustavo Fruet; Kapetanios, George
We address the issue of modelling and forecasting macroeconomic variables using rich datasets, by adopting the class of Vector Autoregressive Moving Average (VARMA) models. We overcome the estimation issue that arises with this class of models by implementing an iterative ordinary least squares (...
Fractional calculus phenomenology in two-dimensional plasma models
Gustafson, Kyle; Del Castillo Negrete, Diego; Dorland, Bill
2006-10-01
Transport processes in confined plasmas for fusion experiments, such as ITER, are not well-understood at the basic level of fully nonlinear, three-dimensional kinetic physics. Turbulent transport is invoked to describe the observed levels in tokamaks, which are orders of magnitude greater than the theoretical predictions. Recent results show the ability of a non-diffusive transport model to describe numerical observations of turbulent transport. For example, resistive MHD modeling of tracer particle transport in pressure-gradient driven turbulence for a three-dimensional plasma reveals that the superdiffusive (2̂˜t^α where α> 1) radial transport in this system is described quantitatively by a fractional diffusion equation Fractional calculus is a generalization involving integro-differential operators, which naturally describe non-local behaviors. Our previous work showed the quantitative agreement of special fractional diffusion equation solutions with numerical tracer particle flows in time-dependent linearized dynamics of the Hasegawa-Mima equation (for poloidal transport in a two-dimensional cold-ion plasma). In pursuit of a fractional diffusion model for transport in a gyrokinetic plasma, we now present numerical results from tracer particle transport in the nonlinear Hasegawa-Mima equation and a planar gyrokinetic model. Finite Larmor radius effects will be discussed. D. del Castillo Negrete, et al, Phys. Rev. Lett. 94, 065003 (2005).
Closed form solutions of two time fractional nonlinear wave equations
Akbar, M. Ali; Ali, Norhashidah Hj. Mohd.; Roy, Ripan
2018-06-01
In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G‧ / G) -expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics.
International Nuclear Information System (INIS)
Frank, T D; Mongkolsakulvong, S
2015-01-01
In a previous study strongly nonlinear autoregressive (SNAR) models have been introduced as a generalization of the widely-used time-discrete autoregressive models that are known to apply both to Markov and non-Markovian systems. In contrast to conventional autoregressive models, SNAR models depend on process mean values. So far, only linear dependences have been studied. We consider the case in which process mean values can have a nonlinear impact on the processes under consideration. It is shown that such models describe Markov and non-Markovian many-body systems with mean field forces that exhibit a nonlinear impact on single subsystems. We exemplify that such nonlinear dependences can describe order-disorder phase transitions of time-discrete Markovian and non-Markovian many-body systems. The relevant order parameter equations are derived and issues of stability and stationarity are studied. (paper)
Brillouin Scattering Spectrum Analysis Based on Auto-Regressive Spectral Estimation
Huang, Mengyun; Li, Wei; Liu, Zhangyun; Cheng, Linghao; Guan, Bai-Ou
2018-06-01
Auto-regressive (AR) spectral estimation technology is proposed to analyze the Brillouin scattering spectrum in Brillouin optical time-domain refelectometry. It shows that AR based method can reliably estimate the Brillouin frequency shift with an accuracy much better than fast Fourier transform (FFT) based methods provided the data length is not too short. It enables about 3 times improvement over FFT at a moderate spatial resolution.
Brillouin Scattering Spectrum Analysis Based on Auto-Regressive Spectral Estimation
Huang, Mengyun; Li, Wei; Liu, Zhangyun; Cheng, Linghao; Guan, Bai-Ou
2018-03-01
Auto-regressive (AR) spectral estimation technology is proposed to analyze the Brillouin scattering spectrum in Brillouin optical time-domain refelectometry. It shows that AR based method can reliably estimate the Brillouin frequency shift with an accuracy much better than fast Fourier transform (FFT) based methods provided the data length is not too short. It enables about 3 times improvement over FFT at a moderate spatial resolution.
International Nuclear Information System (INIS)
Abbasova, D.R.; Kerimov, M.K.; Cafarova, R.A.
2010-01-01
In this work have been studied components content of oil extracts and its aromatic fraction of Surakhany oilfield by DSC and TGA in follow temperature interval 20-500 degrees Celsium. Have been identified that low paraffinicity of oil fraction and oil extract and its aromatic fraction in this investigation show to young geological age (low transformation) of this oil.
Measurement of void fraction and bubble size distribution in two-phase flow system
International Nuclear Information System (INIS)
Huahun, G.
1987-01-01
The importance of study two phase flow parameter and microstructure has appeared increasingly, with the development of two-phase flow discipline. In the paper, the measurement methods of several important microstructure parameter in a two phase flow vertical channel have been studied. Using conductance probe the two phase flow pattern and the average void fraction have been measured previously by the authors. This paper concerns microstructure of the bubble size distribution and local void fraction. The authors studied the methods of measuring bubble velocity, size distribution and local void fraction using double conductance probes and a set of apparatus. Based on our experiments and Yoshihiro work, a formula of calculated local void fraction has been deduced by using the statistical characteristics of bubbles in two phase flow and the relation between calculated bubble size and voltage has been determined. Finally the authors checked by using photograph and fast valve, which is classical but reliable. The results are the same with what has been studied before
Radiation-included brachial plexus injury; Follow-up of two different fractionation schedules
Energy Technology Data Exchange (ETDEWEB)
Powell, S.; Cooke, J.; Parsons, C. (Royal Marsden Hospital, London (UK))
1990-07-01
All 449 breast cancer patients treated with post-operative radiotherapy to the breast and lymph nodes between 1982 and 1984 have been followed for 3-5.5 years. In this group two different fractionation schedules were used, one five times a fortnight and one daily, both over 6 weeks. The calculated dose to the brachial plexus was 45 Gy in 15 fractions or 5e Gy in 30 fractions. These schedules are equivalent doses using the standard NSD formula. The diagnosis of a brachial plexus injury was made clinically and computed tomography from recurrent disease. The actuarial incidence of a radiation-induced brachial plexus injury for the whole group was 4.9% at 5.5 years. No cases were seen in the first 10 months following radiotherapy. The incidence rises between 1 and 4 years and then starts to plateau. When the large fraction size group is compared with the small fraction size group the incidence at 5.5 years is 5.9% and 1.0%, respectively (p 0.09). Two different treatment techniques were used in this group but were not found to contribute to the probability of developing a brachial plexud injury. It is suggested that radiation using large doses per fraction are less well tolerated by the brachial plexus than small doses per fraction; a commonly used fractionation schedule such as 45 Gy in 15 fractions may give unacceptably high brachial plexus morbidity; and the of small doses per fraction or avoiding lymphatic irradiation is advocated. (author). 13 refs.; 6 figs.; 1 tab.
Prostate IMRT fractionation strategies. Two-phase treatment versus simultaneous integrated boost
International Nuclear Information System (INIS)
Stavrev, P.; Hristov, D.
2003-01-01
Background. The purpose of the study was to investigate the radiobiological effect of the number of fractions, position uncertainties and clonogen spread (microscopic disease) on two different inverse treatment planning alternatives: (a) 2-phase strategy; (b) simultaneous integrated boost (SIB). Material and methods. The tumour control probability (TCP) and normal tissue complication probability (NTCP) were calculated for the 2-phase strategy, which has well defined fractionation scheme and compared to the TCP and NTCP for the SIB strategy calculated as a function of the number of fractions. For a 7-beam IMRT prostate treatment, we have performed inverse treatment planning for the two different strategies following the above method. Results. When the position uncertainties and clonogen spread were accounted for in the TCP calculation a drop as large as 10% was found. A drop of 5-7% in the TCP was obtained for the SIB strategy, if delivered in the same number of fractions as the 2-phased one. Conclusions. The potential of inverse planning to design tight conformal dose distributions is fully revealed in the SIB optimization process. The optimized SIB superior dose distributions require modification of the delivered dose per fraction and therefore careful selection of the fractionation regime. Hence physically optimized SIB treatments may not always lead to better tumour control and tissue sparing. (author)
Chemical and nutritional characteristics of high-fibre rye milling fractions.
Kołodziejczyk, Piotr; Makowska, Agnieszka; Pospieszna, Barbara; Michniewicz, Jan; Paschke, Hanna
2018-01-01
Many studies have demonstrated the potential health benefits of consuming more high-fibre cereal-based food products. Therefore, there is a need to discover new ways to improve the overall nutritional balance of refined cereal products and focus on increasing their dietary fibre content, at the expense of readily digestible carbohydrates. Lab-scale milling and sieving of whole rye grain was used to obtain two fractions rich in dietary fibre. The fractions were analysed and compared, in terms of microstructure, chemical com- position and nutritional quality. The two fractions significantly obtained differed in their particle size and contents of minerals, available saccharides, and nutritional fractions of starch and dietary fibre and its major components. The total dietary fibre concentrations in the coarse and fine fractions were 50.0 and 36.0 g/100 g, respectively, i.e. three and 2.2 times higher than that of wholegrain rye flour. Both fractions also differed in their relative proportions of major fibre components. In the fine fraction, the levels of soluble fibre, as well as soluble arabinoxylans and fructans, were significantly higher than those in the coarse fraction. It was shown that the application of a simple dry-fractionation method to wholemeal rye flour allows the preparation of two rye products which can serve as concentrated sources of dietary fibre low in available saccharides.
Chiti, T.; Certini, G.; Marzaioli, F.; Valentini, R.
2012-04-01
We estimated the heterotrophic component (Rh) of soil respiration in a primary forest of Ghana by radiocarbon dating, a method we already successfully applied in temperate and Mediterranean forests. In this case, given the advanced stage of alteration of tropical soils, which are thus rich in oxides, we implemented the method on soil fractions obtained by High Gradient Magnetic Separation (HGMS), hence based on different degrees of magnetic susceptibility. In particular, we separated an organic pool associated with magnetic minerals (e.g iron oxides) from an organic pool engaged with non-magnetic minerals. This non destructive method of fractionation, often applied to the finest fraction of soil (clay), is here attempted on the bulk fine earth (sieved at 2 mm and further at 0.5 mm ,so as to have two size fractions: 2 to 0.5 mm and aggregates. Surprisingly, the non magnetic fraction is not influenced at all by the bomb C (negative delta 14) already at a depth of 5-15 cm and, even, at 15-30 cm all the four fractions have pre-bomb C, which means relatively high radiocarbon age. The finest fractions are the main contributors to the Rh flux, particularly the magnetic fraction (analysis of the bulk soil alone, and only by means of a SOC fractionation the Rh flux can be estimated quite accurately. This alternative approach for estimating the Rh component of CO2 from soils of tropical areas is currently being applied in 10 tropical forest sites in western and central Africa in the context of the ERC Africa GHG project, and together with measurements of the C inputs annually entering the soil will allow determining the sink-source capacity of primary forest soils.
Understanding void fraction in steady state and dynamic environments
International Nuclear Information System (INIS)
Chexal, B.; Maulbetsch, J.; Harrison, J.; Petersen, C.; Jensen, P.; Horowitz, J.
1997-01-01
Understanding void fraction behavior in steady-state and dynamic environments is important to accurately predict the thermal-hydraulic behavior of two-phase or two-component systems. The Chexal-Lellouche (C-L) void fraction mode described herein covers the full range of pressures, flows, void fractions, and fluid types (steam-water, air-water, and refrigerants). A drift flux model formulation is used which covers the complete range of concurrent and countercurrent flows. The (1996) model revises the earlier C-L void fraction correlation, improves the capability of the model in countercurrent flow based on the incorporation of additional data, and improves the characteristics of the correlation that are important in transient programs. The model has been qualified with data from a number of steady state two-phase and two-component tests, and has been incorporated into the transient analysis code RELAP5 and RETRAN-3D and evaluated with a variety of transient and steady state tests. A 'plug-in' module for the void fraction correlation has been developed and implemented in RELAP5 and RETRAN-3D. The module is available as source code for inclusion into other thermal-hydraulic programs and can be used in any program that utilizes the same interface variables
Exchange rate pass-through in Switzerland: Evidence from vector autoregressions
Jonas Stulz
2007-01-01
This study investigates the pass-through of exchange rate and import price shocks to different aggregated prices in Switzerland. The baseline analysis is carried out with recursively identified vector autoregressive (VAR) models. The data set comprises monthly observations, and pass-through effects are quantified by means of impulse response functions. Evidence shows that the exchange rate pass-through to import prices is substantial (although incomplete), but only moderate to total consumer ...
On the Oracle Property of the Adaptive LASSO in Stationary and Nonstationary Autoregressions
DEFF Research Database (Denmark)
Kock, Anders Bredahl
We show that the Adaptive LASSO is oracle efficient in stationary and non-stationary autoregressions. This means that it estimates parameters consistently, selects the correct sparsity pattern, and estimates the coefficients belonging to the relevant variables at the same asymptotic efficiency...
Lee, Duncan; Rushworth, Alastair; Sahu, Sujit K
2014-06-01
Estimation of the long-term health effects of air pollution is a challenging task, especially when modeling spatial small-area disease incidence data in an ecological study design. The challenge comes from the unobserved underlying spatial autocorrelation structure in these data, which is accounted for using random effects modeled by a globally smooth conditional autoregressive model. These smooth random effects confound the effects of air pollution, which are also globally smooth. To avoid this collinearity a Bayesian localized conditional autoregressive model is developed for the random effects. This localized model is flexible spatially, in the sense that it is not only able to model areas of spatial smoothness, but also it is able to capture step changes in the random effects surface. This methodological development allows us to improve the estimation performance of the covariate effects, compared to using traditional conditional auto-regressive models. These results are established using a simulation study, and are then illustrated with our motivating study on air pollution and respiratory ill health in Greater Glasgow, Scotland in 2011. The model shows substantial health effects of particulate matter air pollution and nitrogen dioxide, whose effects have been consistently attenuated by the currently available globally smooth models. © 2014, The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.
Forecasting daily political opinion polls using the fractionally cointegrated VAR model
DEFF Research Database (Denmark)
Nielsen, Morten Ørregaard; Shibaev, Sergei S.
We examine forecasting performance of the recent fractionally cointegrated vector autoregressive (FCVAR) model. We use daily polling data of political support in the United Kingdom for 2010-2015 and compare with popular competing models at several forecast horizons. Our findings show that the four...... trend from the model follows the vote share of the UKIP very closely, and we thus interpret it as a measure of Euro-skepticism in public opinion rather than an indicator of the more traditional left-right political spectrum. In terms of prediction of vote shares in the election, forecasts generated...... variants of the FCVAR model considered are generally ranked as the top four models in terms of forecast accuracy, and the FCVAR model significantly outperforms both univariate fractional models and the standard cointegrated VAR (CVAR) model at all forecast horizons. The relative forecast improvement...
Measuring the Common Component of Stock Market Fluctuations in the Asia-Pacific Region
Mapa, Dennis S.; Briones, Kristine Joy S.
2006-01-01
This paper fits Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH) models to the daily closing stock market indices of Australia, China, Hong Kong, Indonesia, Japan, Korea, Malaysia, Philippines, Singapore, and Taiwan to compute for time-varying weights associated with the volatilities of individual indices. These weights and the returns of the various indices were then used to determine the common component of stock market returns. Our results suggest that a common component ...
The mental representations of fractions: adults' same–different judgments
Gabriel, Florence; Szucs, Denes; Content, Alain
2013-01-01
Two experiments examined whether the processing of the magnitude of fractions is global or componential. Previously, some authors concluded that adults process the numerators and denominators of fractions separately and do not access the global magnitude of fractions. Conversely, others reported evidence suggesting that the global magnitude of fractions is accessed. We hypothesized that in a fraction matching task, participants automatically extract the magnitude of the components but that the activation of the global magnitude of the whole fraction is only optional or strategic. Participants carried out same/different judgment tasks. Two different tasks were used: a physical matching task and a numerical matching task. Pairs of fractions were presented either simultaneously or sequentially. Results showed that participants only accessed the representation of the global magnitude of fractions in the numerical matching task. The mode of stimulus presentation did not affect the processing of fractions. The present study allows a deeper understanding of the conditions in which the magnitude of fractions is mentally represented by using matching tasks and two different modes of presentation. PMID:23847562
Directory of Open Access Journals (Sweden)
Fukang Yin
2013-01-01
Full Text Available A numerical method is presented to obtain the approximate solutions of the fractional partial differential equations (FPDEs. The basic idea of this method is to achieve the approximate solutions in a generalized expansion form of two-dimensional fractional-order Legendre functions (2D-FLFs. The operational matrices of integration and derivative for 2D-FLFs are first derived. Then, by these matrices, a system of algebraic equations is obtained from FPDEs. Hence, by solving this system, the unknown 2D-FLFs coefficients can be computed. Three examples are discussed to demonstrate the validity and applicability of the proposed method.
Directory of Open Access Journals (Sweden)
MEHDI AMIAN
2013-10-01
Full Text Available Functional near infrared spectroscopy (fNIRS is a technique that is used for noninvasive measurement of the oxyhemoglobin (HbO2 and deoxyhemoglobin (HHb concentrations in the brain tissue. Since the ratio of the concentration of these two agents is correlated with the neuronal activity, fNIRS can be used for the monitoring and quantifying the cortical activity. The portability of fNIRS makes it a good candidate for studies involving subject's movement. The fNIRS measurements, however, are sensitive to artifacts generated by subject's head motion. This makes fNIRS signals less effective in such applications. In this paper, the autoregressive moving average (ARMA modeling of the fNIRS signal is proposed for state-space representation of the signal which is then fed to the Kalman filter for estimating the motionless signal from motion corrupted signal. Results are compared to the autoregressive model (AR based approach, which has been done previously, and show that the ARMA models outperform AR models. We attribute it to the richer structure, containing more terms indeed, of ARMA than AR. We show that the signal to noise ratio (SNR is about 2 dB higher for ARMA based method.
Outer synchronization between two different fractional-order general complex dynamical networks
International Nuclear Information System (INIS)
Xiang-Jun, Wu; Hong-Tao, Lu
2010-01-01
Outer synchronization between two different fractional-order general complex dynamical networks is investigated in this paper. Based on the stability theory of the fractional-order system, the sufficient criteria for outer synchronization are derived analytically by applying the nonlinear control and the bidirectional coupling methods. The proposed synchronization method is applicable to almost all kinds of coupled fractional-order general complex dynamical networks. Neither a symmetric nor irreducible coupling configuration matrix is required. In addition, no constraint is imposed on the inner-coupling matrix. Numerical examples are also provided to demonstrate the validity of the presented synchronization scheme. Numeric evidence shows that both the feedback strength k and the fractional order α can be chosen appropriately to adjust the synchronization effect effectively. (general)
Onsager Vortex Formation in Two-component Bose-Einstein Condensates
Han, Junsik; Tsubota, Makoto
2018-06-01
We numerically study the dynamics of quantized vortices in two-dimensional two-component Bose-Einstein condensates (BECs) trapped by a box potential. For one-component BECs in a box potential, it is known that quantized vortices form Onsager vortices, which are clusters of same-sign vortices. We confirm that the vortices of the two components spatially separate from each other — even for miscible two-component BECs — suppressing the formation of Onsager vortices. This phenomenon is caused by the repulsive interaction between vortices belonging to different components, hence, suggesting a new possibility for vortex phase separation.
Void fraction prediction in two-phase flows independent of the liquid phase density changes
International Nuclear Information System (INIS)
Nazemi, E.; Feghhi, S.A.H.; Roshani, G.H.
2014-01-01
Gamma-ray densitometry is a frequently used non-invasive method to determine void fraction in two-phase gas liquid pipe flows. Performance of flow meters using gamma-ray attenuation depends strongly on the fluid properties. Variations of the fluid properties such as density in situations where temperature and pressure fluctuate would cause significant errors in determination of the void fraction in two-phase flows. A conventional solution overcoming such an obstacle is periodical recalibration which is a difficult task. This paper presents a method based on dual modality densitometry using Artificial Neural Network (ANN), which offers the advantage of measuring the void fraction independent of the liquid phase changes. An experimental setup was implemented to generate the required input data for training the network. ANNs were trained on the registered counts of the transmission and scattering detectors in different liquid phase densities and void fractions. Void fractions were predicted by ANNs with mean relative error of less than 0.45% in density variations range of 0.735 up to 0.98 gcm −3 . Applying this method would improve the performance of two-phase flow meters and eliminates the necessity of periodical recalibration. - Highlights: • Void fraction was predicted independent of density changes. • Recorded counts of detectors/void fraction were used as inputs/output of ANN. • ANN eliminated necessity of recalibration in changeable density of two-phase flows
de Vries, S O; Fidler, Vaclav; Kuipers, Wietze D; Hunink, Maria G M
1998-01-01
The purpose of this study was to develop a model that predicts the outcome of supervised exercise for intermittent claudication. The authors present an example of the use of autoregressive logistic regression for modeling observed longitudinal data. Data were collected from 329 participants in a
Yu, Bing; Shu, Wenjun; Cao, Can
2018-05-01
A novel modeling method for aircraft engine using nonlinear autoregressive exogenous (NARX) models based on wavelet neural networks is proposed. The identification principle and process based on wavelet neural networks are studied, and the modeling scheme based on NARX is proposed. Then, the time series data sets from three types of aircraft engines are utilized to build the corresponding NARX models, and these NARX models are validated by the simulation. The results show that all the best NARX models can capture the original aircraft engine's dynamic characteristic well with the high accuracy. For every type of engine, the relative identification errors of its best NARX model and the component level model are no more than 3.5 % and most of them are within 1 %.
Bias-corrected estimation in potentially mildly explosive autoregressive models
DEFF Research Database (Denmark)
Haufmann, Hendrik; Kruse, Robinson
This paper provides a comprehensive Monte Carlo comparison of different finite-sample bias-correction methods for autoregressive processes. We consider classic situations where the process is either stationary or exhibits a unit root. Importantly, the case of mildly explosive behaviour is studied...... that the indirect inference approach oers a valuable alternative to other existing techniques. Its performance (measured by its bias and root mean squared error) is balanced and highly competitive across many different settings. A clear advantage is its applicability for mildly explosive processes. In an empirical...
On the Stationarity of Multiple Autoregressive Approximants: Theory and Algorithms
1976-08-01
a I (3.4) Hannan and Terrell (1972) consider problems of a similar nature. Efficient estimates A(1),... , A(p) , and i of A(1)... ,A(p) and...34Autoregressive model fitting for control, Ann . Inst. Statist. Math., 23, 163-180. Hannan, E. J. (1970), Multiple Time Series, New York, John Wiley...Hannan, E. J. and Terrell , R. D. (1972), "Time series regression with linear constraints, " International Economic Review, 13, 189-200. Masani, P
An ERP Study of the Processing of Common and Decimal Fractions: How Different They Are
Zhang, Li; Wang, Qi; Lin, Chongde; Ding, Cody; Zhou, Xinlin
2013-01-01
This study explored event-related potential (ERP) correlates of common fractions (1/5) and decimal fractions (0.2). Thirteen subjects performed a numerical magnitude matching task under two conditions. In the common fraction condition, a nonsymbolic fraction was asked to be judged whether its magnitude matched the magnitude of a common fraction; in the decimal fraction condition, a nonsymbolic fraction was asked to be matched with a decimal fraction. Behavioral results showed significant main effects of condition and numerical distance, but no significant interaction of condition and numerical distance. Electrophysiological data showed that when nonsymbolic fractions were compared to common fractions, they displayed larger N1 and P3 amplitudes than when they were compared to decimal fractions. This finding suggested that the visual identification for nonsymbolic fractions was different under the two conditions, which was not due to perceptual differences but to task demands. For symbolic fractions, the condition effect was observed in the N1 and P3 components, revealing stimulus-specific visual identification processing. The effect of numerical distance as an index of numerical magnitude representation was observed in the P2, N3 and P3 components under the two conditions. However, the topography of the distance effect was different under the two conditions, suggesting stimulus specific semantic processing of common fractions and decimal fractions. PMID:23894491
An ERP study of the processing of common and decimal fractions: how different they are.
Directory of Open Access Journals (Sweden)
Li Zhang
Full Text Available This study explored event-related potential (ERP correlates of common fractions (1/5 and decimal fractions (0.2. Thirteen subjects performed a numerical magnitude matching task under two conditions. In the common fraction condition, a nonsymbolic fraction was asked to be judged whether its magnitude matched the magnitude of a common fraction; in the decimal fraction condition, a nonsymbolic fraction was asked to be matched with a decimal fraction. Behavioral results showed significant main effects of condition and numerical distance, but no significant interaction of condition and numerical distance. Electrophysiological data showed that when nonsymbolic fractions were compared to common fractions, they displayed larger N1 and P3 amplitudes than when they were compared to decimal fractions. This finding suggested that the visual identification for nonsymbolic fractions was different under the two conditions, which was not due to perceptual differences but to task demands. For symbolic fractions, the condition effect was observed in the N1 and P3 components, revealing stimulus-specific visual identification processing. The effect of numerical distance as an index of numerical magnitude representation was observed in the P2, N3 and P3 components under the two conditions. However, the topography of the distance effect was different under the two conditions, suggesting stimulus specific semantic processing of common fractions and decimal fractions.
DEFF Research Database (Denmark)
Kock, Anders Bredahl
2016-01-01
We show that the adaptive Lasso is oracle efficient in stationary and nonstationary autoregressions. This means that it estimates parameters consistently, selects the correct sparsity pattern, and estimates the coefficients belonging to the relevant variables at the same asymptotic efficiency...
Adaptive interpolation of discrete-time signals that can be modeled as autoregressive processes
Janssen, A.J.E.M.; Veldhuis, R.N.J.; Vries, L.B.
1986-01-01
The authors present an adaptive algorithm for the restoration of lost sample values in discrete-time signals that can locally be described by means of autoregressive processes. The only restrictions are that the positions of the unknown samples should be known and that they should be embedded in a
Adaptive interpolation of discrete-time signals that can be modeled as autoregressive processes
Janssen, A.J.E.M.; Veldhuis, Raymond N.J.; Vries, Lodewijk B.
1986-01-01
This paper presents an adaptive algorithm for the restoration of lost sample values in discrete-time signals that can locally be described by means of autoregressive processes. The only restrictions are that the positions of the unknown samples should be known and that they should be embedded in a
A comparison of two procedures for verbal response time fractionation
Directory of Open Access Journals (Sweden)
Lotje evan der Linden
2014-10-01
Full Text Available To describe the mental architecture between stimulus and response, cognitive models often divide the stimulus-response (SR interval into stages or modules. Predictions derived from such models are typically tested by focusing on the moment of response emission, through the analysis of response time (RT distributions. To go beyond the single response event, we recently proposed a method to fractionate verbal RTs into two physiologically defined intervals that are assumed to reflect different processing stages. The analysis of the durations of these intervals can be used to study the interaction between cognitive and motor processing during speech production. Our method is inspired by studies on decision making that used manual responses, in which RTs were fractionated into a premotor time (PMT, assumed to reflect cognitive processing, and a motor time (MT, assumed to reflect motor processing. In these studies, surface EMG activity was recorded from participants' response fingers. EMG onsets, reflecting the initiation of a motor response, were used as the point of fractionation. We adapted this method to speech-production research by measuring verbal responses in combination with EMG activity from facial muscles involved in articulation. However, in contrast to button-press tasks, the complex task of producing speech often resulted in multiple EMG bursts within the SR interval. This observation forced us to decide how to operationalize the point of fractionation: as the first EMG burst after stimulus onset (the stimulus-locked approach, or as the EMG burst that is coupled to the vocal response (the response-locked approach. The point of fractionation has direct consequences on how much of the overall task effect is captured by either interval. Therefore, the purpose of the current paper was to compare both onset-detection procedures in order to make an informed decision about which of the two is preferable. We concluded in favour or the response
Metcalfe, Arron W. S.; Ashkenazi, Sarit; Rosenberg-Lee, Miriam; Menon, Vinod
2013-01-01
Baddeley and Hitch’s multi-component working memory (WM) model has played an enduring and influential role in our understanding of cognitive abilities. Very little is known, however, about the neural basis of this multi-component WM model and the differential role each component plays in mediating arithmetic problem solving abilities in children. Here, we investigate the neural basis of the central executive (CE), phonological (PL) and visuo-spatial (VS) components of WM during a demanding mental arithmetic task in 7–9 year old children (N=74). The VS component was the strongest predictor of math ability in children and was associated with increased arithmetic complexity-related responses in left dorsolateral and right ventrolateral prefrontal cortices as well as bilateral intra-parietal sulcus and supramarginal gyrus in posterior parietal cortex. Critically, VS, CE and PL abilities were associated with largely distinct patterns of brain response. Overlap between VS and CE components was observed in left supramarginal gyrus and no overlap was observed between VS and PL components. Our findings point to a central role of visuo-spatial WM during arithmetic problem-solving in young grade-school children and highlight the usefulness of the multi-component Baddeley and Hitch WM model in fractionating the neural correlates of arithmetic problem solving during development. PMID:24212504
Teaching Stable Two-Mirror Resonators through the Fractional Fourier Transform
Moreno, Ignacio; Garcia-Martinez, Pascuala; Ferreira, Carlos
2010-01-01
We analyse two-mirror resonators in terms of their fractional Fourier transform (FRFT) properties. We use the basic ABCD ray transfer matrix method to show how the resonator can be regarded as the cascade of two propagation-lens-propagation FRFT systems. Then, we present a connection between the geometric properties of the resonator (the g…
Teaching stable two-mirror resonators through the fractional Fourier transform
International Nuclear Information System (INIS)
Moreno, Ignacio; Garcia-Martinez, Pascuala; Ferreira, Carlos
2010-01-01
We analyse two-mirror resonators in terms of their fractional Fourier transform (FRFT) properties. We use the basic ABCD ray transfer matrix method to show how the resonator can be regarded as the cascade of two propagation-lens-propagation FRFT systems. Then, we present a connection between the geometric properties of the resonator (the g parameters) and those of the equivalent FRFT systems (the FRFT order and scaling parameters). Expressions connecting Gaussian beam q-transformation with FRFT parameters are derived. In particular, we show that the beam waist of the resonator's mode is located at the plane leading to two FRFT subsystems with equal scaling parameter which, moreover, coincides with the mode Rayleigh range. Finally we analyse the resonator's stability diagram in terms of the fractional orders of each FRFT subsystem, and the round trip propagation. The presented analysis represents an interesting link between two topics (optical resonators and Fourier optics) usually covered in optics and photonics courses at university level, which can be useful to teach and connect the principles of these subjects.
Gazzola, Diana; Vincenzi, Simone; Gastaldon, Luca; Tolin, Serena; Pasini, Gabriella; Curioni, Andrea
2014-07-15
In the present study, grape (Vitis vinifera L.) seed endosperm proteins were characterized after sequential fractionation, according to a modified Osborne procedure. The salt-soluble fraction (albumins and globulins) comprised the majority (58.4%) of the total extracted protein. The protein fractions analysed by SDS-PAGE showed similar bands, indicating different solubility of the same protein components. SDS-PAGE in non-reducing and reducing conditions revealed the polypeptide composition of the protein bands. The main polypeptides, which were similar in all the grape varieties analysed, were identified by LC-MS/MS as homologous to the 11S globulin-like seed storage proteins of other plant species, while a monomeric 43 kDa protein presented high homology with the 7S globulins of legume seeds. The results provide new insights about the identity, structure and polypeptide composition of the grape seed storage proteins. Copyright © 2014 Elsevier Ltd. All rights reserved.
C.M. Van Gelder (Carin); M.I.E. Huijskes-Heins (M. I E); D. Klepper (D.); W.L. van Noort (W.); M.I. Cleton-Soeteman (Maud); H.G. van Eijk (Henk)
1996-01-01
textabstractFerritin isolated from porcine spleen could routinely be separated in two fractions on nondenaturating gradient gels. Both fractions could be isolated with a purity of 96% when applied to two serially linked columns, each 200 cm in length, packed respectively with Sepharose 4B and
Directory of Open Access Journals (Sweden)
Luis Gonzaga Baca Ruiz
2016-08-01
Full Text Available This paper addresses the problem of energy consumption prediction using neural networks over a set of public buildings. Since energy consumption in the public sector comprises a substantial share of overall consumption, the prediction of such consumption represents a decisive issue in the achievement of energy savings. In our experiments, we use the data provided by an energy consumption monitoring system in a compound of faculties and research centers at the University of Granada, and provide a methodology to predict future energy consumption using nonlinear autoregressive (NAR and the nonlinear autoregressive neural network with exogenous inputs (NARX, respectively. Results reveal that NAR and NARX neural networks are both suitable for performing energy consumption prediction, but also that exogenous data may help to improve the accuracy of predictions.
A New Void Fraction Measurement Method for Gas-Liquid Two-Phase Flow in Small Channels
Directory of Open Access Journals (Sweden)
Huajun Li
2016-01-01
Full Text Available Based on a laser diode, a 12 × 6 photodiode array sensor, and machine learning techniques, a new void fraction measurement method for gas-liquid two-phase flow in small channels is proposed. To overcome the influence of flow pattern on the void fraction measurement, the flow pattern of the two-phase flow is firstly identified by Fisher Discriminant Analysis (FDA. Then, according to the identification result, a relevant void fraction measurement model which is developed by Support Vector Machine (SVM is selected to implement the void fraction measurement. A void fraction measurement system for the two-phase flow is developed and experiments are carried out in four different small channels. Four typical flow patterns (including bubble flow, slug flow, stratified flow and annular flow are investigated. The experimental results show that the development of the measurement system is successful. The proposed void fraction measurement method is effective and the void fraction measurement accuracy is satisfactory. Compared with the conventional laser measurement systems using standard laser sources, the developed measurement system has the advantages of low cost and simple structure. Compared with the conventional void fraction measurement methods, the proposed method overcomes the influence of flow pattern on the void fraction measurement. This work also provides a good example of using low-cost laser diode as a competent replacement of the expensive standard laser source and hence implementing the parameter measurement of gas-liquid two-phase flow. The research results can be a useful reference for other researchers’ works.
A New Void Fraction Measurement Method for Gas-Liquid Two-Phase Flow in Small Channels.
Li, Huajun; Ji, Haifeng; Huang, Zhiyao; Wang, Baoliang; Li, Haiqing; Wu, Guohua
2016-01-27
Based on a laser diode, a 12 × 6 photodiode array sensor, and machine learning techniques, a new void fraction measurement method for gas-liquid two-phase flow in small channels is proposed. To overcome the influence of flow pattern on the void fraction measurement, the flow pattern of the two-phase flow is firstly identified by Fisher Discriminant Analysis (FDA). Then, according to the identification result, a relevant void fraction measurement model which is developed by Support Vector Machine (SVM) is selected to implement the void fraction measurement. A void fraction measurement system for the two-phase flow is developed and experiments are carried out in four different small channels. Four typical flow patterns (including bubble flow, slug flow, stratified flow and annular flow) are investigated. The experimental results show that the development of the measurement system is successful. The proposed void fraction measurement method is effective and the void fraction measurement accuracy is satisfactory. Compared with the conventional laser measurement systems using standard laser sources, the developed measurement system has the advantages of low cost and simple structure. Compared with the conventional void fraction measurement methods, the proposed method overcomes the influence of flow pattern on the void fraction measurement. This work also provides a good example of using low-cost laser diode as a competent replacement of the expensive standard laser source and hence implementing the parameter measurement of gas-liquid two-phase flow. The research results can be a useful reference for other researchers' works.
DEFF Research Database (Denmark)
Pinson, Pierre; Madsen, Henrik
2012-01-01
optimized is based on penalized maximum likelihood, with exponential forgetting of past observations. MSAR models are then employed for one-step-ahead point forecasting of 10 min resolution time series of wind power at two large offshore wind farms. They are favourably compared against persistence......Wind power production data at temporal resolutions of a few minutes exhibit successive periods with fluctuations of various dynamic nature and magnitude, which cannot be explained (so far) by the evolution of some explanatory variable. Our proposal is to capture this regime-switching behaviour...... and autoregressive models. It is finally shown that the main interest of MSAR models lies in their ability to generate interval/density forecasts of significantly higher skill....
International Nuclear Information System (INIS)
Huang, Dong; Gao, Puzhen; Chen, Chong; Lan, Shu
2013-01-01
Highlights: • Most of the slip ratio models and the Lockhart–Martinelli parameter based models give similar results. • The drift flux void fraction models give relatively small values. • The effect of void fraction correlations on two-phase friction pressure drop is inconspicuous. • The effect of void fraction correlations on two-phase acceleration pressure drop is significant. - Abstract: The void fraction of water during flow boiling in vertical narrow rectangular channel is experimentally investigated. The void fraction is indirectly determined using the present experimental data with various void fraction correlations or models published in the open literature. The effects of mass flux, mass quality, system pressure and inlet subcooling on the void fraction and pressure drop are discussed in detail. In addition, comparison and discussion among the numerous void fraction correlations are carried out. The effect of void fraction correlations on two-phase pressure drop is presented as well. The results reveal that most of the slip ratio correlations and the Lockhart–Martinelli parameter based void fraction correlations have results close to each other at mass quality higher than 0.2. The drift flux void fraction correlations give small values which are incompatible with other models making it inapplicable for narrow rectangular channel. The alteration of void fraction correlations has an inconspicuous effect on two-phase frictional pressure drop, while an obvious effect on two-phase accelerational pressure drop during flow boiling in narrow rectangular channel
Non-contact video-based vital sign monitoring using ambient light and auto-regressive models
International Nuclear Information System (INIS)
Tarassenko, L; Villarroel, M; Guazzi, A; Jorge, J; Clifton, D A; Pugh, C
2014-01-01
Remote sensing of the reflectance photoplethysmogram using a video camera typically positioned 1 m away from the patient’s face is a promising method for monitoring the vital signs of patients without attaching any electrodes or sensors to them. Most of the papers in the literature on non-contact vital sign monitoring report results on human volunteers in controlled environments. We have been able to obtain estimates of heart rate and respiratory rate and preliminary results on changes in oxygen saturation from double-monitored patients undergoing haemodialysis in the Oxford Kidney Unit. To achieve this, we have devised a novel method of cancelling out aliased frequency components caused by artificial light flicker, using auto-regressive (AR) modelling and pole cancellation. Secondly, we have been able to construct accurate maps of the spatial distribution of heart rate and respiratory rate information from the coefficients of the AR model. In stable sections with minimal patient motion, the mean absolute error between the camera-derived estimate of heart rate and the reference value from a pulse oximeter is similar to the mean absolute error between two pulse oximeter measurements at different sites (finger and earlobe). The activities of daily living affect the respiratory rate, but the camera-derived estimates of this parameter are at least as accurate as those derived from a thoracic expansion sensor (chest belt). During a period of obstructive sleep apnoea, we tracked changes in oxygen saturation using the ratio of normalized reflectance changes in two colour channels (red and blue), but this required calibration against the reference data from a pulse oximeter. (paper)
Autoregressive Model with Partial Forgetting within Rao-Blackwellized Particle Filter
Czech Academy of Sciences Publication Activity Database
Dedecius, Kamil; Hofman, Radek
2012-01-01
Roč. 41, č. 5 (2012), s. 582-589 ISSN 0361-0918 R&D Projects: GA MV VG20102013018; GA ČR GA102/08/0567 Grant - others:ČVUT(CZ) SGS 10/099/OHK3/1T/16 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian methods * Particle filters * Recursive estimation Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.295, year: 2012 http://library.utia.cas.cz/separaty/2012/AS/dedecius-autoregressive model with partial forgetting within rao-blackwellized particle filter.pdf
Average void fraction measurement in a two-phase vertical flow
International Nuclear Information System (INIS)
Mello, R.E.F. de; Behar, M.R.; Martines, E.W.
1975-01-01
The utilization of the radioactive tracer technique to measure the void fraction in a two phase flow air-water is presented. The radioactive tracer used was a salt of Br-82. The water flow rate varied between 0,4 and 2,0 m 3 /h, and the air flow rate between 0,2 and 1,0 m 3 /h. The resulting measured void fraction were between 0,05 and 0,32. These void fraction values were compared with those ones calculated with the measured flow rates and by use of empirical formulas, using different methods. After a convenient choice of the radioactive isotope, the measurements didn't present any special problem. The results have shown a good accordance with the values calculated by the formulas of R. Roumy, but was not possible yet to conclude, about the convenience of application and the grade of confidence of this method
International Nuclear Information System (INIS)
Putintseva, O.V.; Artykhov, V.G.; Kalaeva, E.A.
2000-01-01
The contribution of hem and globin components of electrophoretic fractions of UV-irradiated human carboxyhemoglobin to photo destruction of the protein was studied. The changes observed are the result of summation of some processes unequal in intensity and direction that take place in microgeterogenous media of photo modified protein. Photo sensitivity of hemoproteid in electrophoretic fraction depends on apoprotein condition, whereas the hem photo resistance cannot be the evidence of the photo stability of the whole molecule [ru
Metcalfe, Arron W S; Ashkenazi, Sarit; Rosenberg-Lee, Miriam; Menon, Vinod
2013-10-01
Baddeley and Hitch's multi-component working memory (WM) model has played an enduring and influential role in our understanding of cognitive abilities. Very little is known, however, about the neural basis of this multi-component WM model and the differential role each component plays in mediating arithmetic problem solving abilities in children. Here, we investigate the neural basis of the central executive (CE), phonological (PL) and visuo-spatial (VS) components of WM during a demanding mental arithmetic task in 7-9 year old children (N=74). The VS component was the strongest predictor of math ability in children and was associated with increased arithmetic complexity-related responses in left dorsolateral and right ventrolateral prefrontal cortices as well as bilateral intra-parietal sulcus and supramarginal gyrus in posterior parietal cortex. Critically, VS, CE and PL abilities were associated with largely distinct patterns of brain response. Overlap between VS and CE components was observed in left supramarginal gyrus and no overlap was observed between VS and PL components. Our findings point to a central role of visuo-spatial WM during arithmetic problem-solving in young grade-school children and highlight the usefulness of the multi-component Baddeley and Hitch WM model in fractionating the neural correlates of arithmetic problem solving during development. Copyright © 2013 Elsevier Ltd. All rights reserved.
Directory of Open Access Journals (Sweden)
C. Serio
1997-06-01
Full Text Available The time dynamics of geoelectrical precursory time series has been investigated and a method to discriminate chaotic behaviour in geoelectrical precursory time series is proposed. It allows us to detect low-dimensional chaos when the only information about the time series comes from the time series themselves. The short-term predictability of these time series is evaluated using two possible forecasting approaches: global autoregressive approximation and local autoregressive approximation. The first views the data as a realization of a linear stochastic process, whereas the second considers the data points as a realization of a deterministic process, supposedly non-linear. The comparison of the predictive skill of the two techniques is a test to discriminate between low-dimensional chaos and random dynamics. The analyzed time series are geoelectrical measurements recorded by an automatic station located in Tito (Southern Italy in one of the most seismic areas of the Mediterranean region. Our findings are that the global (linear approach is superior to the local one and the physical system governing the phenomena of electrical nature is characterized by a large number of degrees of freedom. Power spectra of the filtered time series follow a P(f = F-a scaling law: they exhibit the typical behaviour of a broad class of fractal stochastic processes and they are a signature of the self-organized systems.
Directory of Open Access Journals (Sweden)
Marko Popović
2010-01-01
Full Text Available Most people would face a problem if there is a need to calculate the mole fraction of a substance A in a gaseous solution (a thermodynamic system containing two or more ideal gases knowing its molarity at a given temperature and pressure. For most it would take a lot of time and calculations to find the answer, especially because the quantities of other substances in the system aren't given. An even greater problem arises when we try to understand how special relativity affects gaseous systems, especially solutions and systems in equilibrium. In this paper formulas are suggested that greatly shorten the process of conversion from molarity to mole fraction and give us a better insight into the relativistic effects on a gaseous system.
Testing the Conditional Mean Function of Autoregressive Conditional Duration Models
DEFF Research Database (Denmark)
Hautsch, Nikolaus
be subject to censoring structures. In an empirical study based on financial transaction data we present an application of the model to estimate conditional asset price change probabilities. Evaluating the forecasting properties of the model, it is shown that the proposed approach is a promising competitor......This paper proposes a dynamic proportional hazard (PH) model with non-specified baseline hazard for the modelling of autoregressive duration processes. A categorization of the durations allows us to reformulate the PH model as an ordered response model based on extreme value distributed errors...
International Nuclear Information System (INIS)
Benth, Fred Espen; Taib, Che Mohd Imran Che
2013-01-01
We extend the concept of half life of an Ornstein–Uhlenbeck process to Lévy-driven continuous-time autoregressive moving average processes with stochastic volatility. The half life becomes state dependent, and we analyze its properties in terms of the characteristics of the process. An empirical example based on daily temperatures observed in Petaling Jaya, Malaysia, is presented, where the proposed model is estimated and the distribution of the half life is simulated. The stationarity of the dynamics yield futures prices which asymptotically tend to constant at an exponential rate when time to maturity goes to infinity. The rate is characterized by the eigenvalues of the dynamics. An alternative description of this convergence can be given in terms of our concept of half life. - Highlights: • The concept of half life is extended to Levy-driven continuous time autoregressive moving average processes • The dynamics of Malaysian temperatures are modeled using a continuous time autoregressive model with stochastic volatility • Forward prices on temperature become constant when time to maturity tends to infinity • Convergence in time to maturity is at an exponential rate given by the eigenvalues of the model temperature model
What next in fractionated radiotherapy
International Nuclear Information System (INIS)
Fowler, J.F.
1984-01-01
Trends in models for predicting the total dose required to produce tolerable normal-tissue injury can be seen by the progression from the ''cube root law'', through Strandqvist's slope of 0.22, to NSD, TDF and CRE which have separate time and fraction number exponents, to even better approximations now available. The dose-response formulae that can be used to define the effect of fraction size (and number) include (1) the linear quadratic (LQ) model (2) the two-component (TC) multi-target model and (3) repair-misrepair models. The LQ model offers considerable convenience, requires only two parameters to be determined, and emphasizes the difference between late and early normal-tissue dependence on dose per fraction first shown by exponents greater than the NSD slope of 0.24. Exponents of overall time, e.g. Tsup(0.11), yield the wrong shape of time curve, suggesting that most proliferating occurs early, although it really occurs after a delay depending on the turnover time of the tissue. Improved clinical results are being sought by hyperfractionation, accelerated fractionation, or continuous low dose rate irradiation as in interstitial implants. (U.K.)
Two-component feedback loops and deformed mechanics
International Nuclear Information System (INIS)
Tourigny, David S.
2015-01-01
It is shown that a general two-component feedback loop can be viewed as a deformed Hamiltonian system. Some of the implications of using ideas from theoretical physics to study biological processes are discussed. - Highlights: • Two-component molecular feedback loops are viewed as q-deformed Hamiltonian systems. • Deformations are reversed using Jackson derivatives to take advantage of working in the Hamiltonian limit. • New results are derived for the particular examples considered. • General deformations are suggested to be associated with a broader class of biological processes
Schliep, E. M.; Gelfand, A. E.; Holland, D. M.
2015-12-01
There is considerable demand for accurate air quality information in human health analyses. The sparsity of ground monitoring stations across the United States motivates the need for advanced statistical models to predict air quality metrics, such as PM2.5, at unobserved sites. Remote sensing technologies have the potential to expand our knowledge of PM2.5 spatial patterns beyond what we can predict from current PM2.5 monitoring networks. Data from satellites have an additional advantage in not requiring extensive emission inventories necessary for most atmospheric models that have been used in earlier data fusion models for air pollution. Statistical models combining monitoring station data with satellite-obtained aerosol optical thickness (AOT), also referred to as aerosol optical depth (AOD), have been proposed in the literature with varying levels of success in predicting PM2.5. The benefit of using AOT is that satellites provide complete gridded spatial coverage. However, the challenges involved with using it in fusion models are (1) the correlation between the two data sources varies both in time and in space, (2) the data sources are temporally and spatially misaligned, and (3) there is extensive missingness in the monitoring data and also in the satellite data due to cloud cover. We propose a hierarchical autoregressive spatially varying coefficients model to jointly model the two data sources, which addresses the foregoing challenges. Additionally, we offer formal model comparison for competing models in terms of model fit and out of sample prediction of PM2.5. The models are applied to daily observations of PM2.5 and AOT in the summer months of 2013 across the conterminous United States. Most notably, during this time period, we find small in-sample improvement incorporating AOT into our autoregressive model but little out-of-sample predictive improvement.
Two New Multi-component BKP Hierarchies
International Nuclear Information System (INIS)
Wu Hongxia; Liu Xiaojun; Zeng Yunbo
2009-01-01
We firstly propose two kinds of new multi-component BKP (mcBKP) hierarchy based on the eigenfunction symmetry reduction and nonstandard reduction, respectively. The first one contains two types of BKP equation with self-consistent sources whose Lax representations are presented. The two mcBKP hierarchies both admit reductions to the k-constrained BKP hierarchy and to integrable (1+1)-dimensional hierarchy with self-consistent sources, which include two types of SK equation with self-consistent sources and of bi-directional SK equations with self-consistent sources.
Franzke, Yannick J.; Middendorf, Nils; Weigend, Florian
2018-03-01
We present an efficient algorithm for one- and two-component analytical energy gradients with respect to nuclear displacements in the exact two-component decoupling approach to the one-electron Dirac equation (X2C). Our approach is a generalization of the spin-free ansatz by Cheng and Gauss [J. Chem. Phys. 135, 084114 (2011)], where the perturbed one-electron Hamiltonian is calculated by solving a first-order response equation. Computational costs are drastically reduced by applying the diagonal local approximation to the unitary decoupling transformation (DLU) [D. Peng and M. Reiher, J. Chem. Phys. 136, 244108 (2012)] to the X2C Hamiltonian. The introduced error is found to be almost negligible as the mean absolute error of the optimized structures amounts to only 0.01 pm. Our implementation in TURBOMOLE is also available within the finite nucleus model based on a Gaussian charge distribution. For a X2C/DLU gradient calculation, computational effort scales cubically with the molecular size, while storage increases quadratically. The efficiency is demonstrated in calculations of large silver clusters and organometallic iridium complexes.
Directory of Open Access Journals (Sweden)
Cristhian Moreno-Chaparro
2011-12-01
Full Text Available This paper proposes a monthly electricity forecast method for the National Interconnected System (SIN of Colombia. The method preprocesses the time series using a Multiresolution Analysis (MRA with Discrete Wavelet Transform (DWT; a study for the selection of the mother wavelet and her order, as well as the level decomposition was carried out. Given that original series follows a non-linear behaviour, a neural nonlinear autoregressive (NAR model was used. The prediction was obtained by adding the forecast trend with the estimated obtained by the residual series combined with further components extracted from preprocessing. A bibliographic review of studies conducted internationally and in Colombia is included, in addition to references to investigations made with wavelet transform applied to electric energy prediction and studies reporting the use of NAR in prediction.
Application of Integer and Fractional Models in Electrochemical Systems
Directory of Open Access Journals (Sweden)
Isabel S. Jesus
2012-01-01
Full Text Available This paper describes the use of integer and fractional electrical elements, for modelling two electrochemical systems. A first type of system consists of botanical elements and a second type is implemented by electrolyte processes with fractal electrodes. Experimental results are analyzed in the frequency domain, and the pros and cons of adopting fractional-order electrical components for modelling these systems are compared.
Fractional Josephson vortices in two-gap superconductor long Josephson junctions
Kim, Ju
2014-03-01
We investigated the phase dynamics of long Josephson junctions (LJJ) with two-gap superconductors in the broken time reversal symmetry state. In this LJJ, spatial phase textures (i-solitons) can be excited due to the presence of two condensates and the interband Joesphson effect between them. The presence of a spatial phase texture in each superconductor layer leads to a spatial variation of the critical current density between the superconductor layers. We find that this spatial dependence of the crtitical current density can self-generate magnetic flux in the insulator layer, resulting in Josephson vortices with fractional flux quanta. Similar to the situation in a YBa2 Cu3O7 - x superconductor film grain boundary, the fractionalization of a Josephson vortex arises as a response to either periodic or random excitation of i-solitions. This suggests that magnetic flux measurements may be used to probe i-soliton excitations in multi-gap superconductor LJJs.
Two component micro injection moulding for moulded interconnect devices
DEFF Research Database (Denmark)
Islam, Aminul
2008-01-01
Moulded interconnect devices (MIDs) contain huge possibilities for many applications in micro electro-mechanical-systems because of their capability of reducing the number of components, process steps and finally in miniaturization of the product. Among the available MID process chains, two...... component injection moulding is one of the most industrially adaptive processes. However, the use of two component injection moulding for MID fabrication, with circuit patterns in the sub-millimeter range, is still a big challenge at the present state of technology. The scope of the current Ph.D. project...... and a reasonable adhesion between them. • Selective metallization of the two component plastic part (coating one polymer with metal and leaving the other one uncoated) To overcome these two main issues in MID fabrication for micro applications, the current Ph.D. project explores the technical difficulties...
Directory of Open Access Journals (Sweden)
Gleyce Alves Machado
2013-05-01
Full Text Available The aim of the present study was to analyse Taenia solium metacestode antigens that were derived from the unbound fraction of jacalin affinity chromatography and subsequent tert-octylphenoxy poly (oxyethylene ethanol Triton X-114 (TX-114 partitioning in the diagnosis of human neurocysticercosis (NCC. Immunoassays were designed to detect T. solium-specific IgG antibodies by ELISA and immunoblot. Serum samples were collected from 132 individuals who were categorised as follows: 40 had NCC, 62 presented Taenia spp or other parasitic diseases and 30 were healthy individuals. The jacalin-unbound (J unbound fraction presented higher sensitivity and specificity rates than the jacalin-bound fraction and only this fraction was subjected to subsequent TX-114 partitioning, resulting in detergent (DJ unbound and aqueous (AJ unbound fractions. The ELISA sensitivity and specificity were 85% and 84.8% for J unbound , 92.5% and 93.5% for DJ unbound and 82.5% and 82.6% for AJ unbound . By immunoblot, the DJ unbound fraction showed 100% sensitivity and specificity and only serum samples from patients with NCC recognised the 50-70 kDa T. solium-specific components. We conclude that the DJ unbound fraction can serve as a useful tool for the differential immunodiagnosis of NCC by immunoblot.
Two component systems: physiological effect of a third component.
Directory of Open Access Journals (Sweden)
Baldiri Salvado
Full Text Available Signal transduction systems mediate the response and adaptation of organisms to environmental changes. In prokaryotes, this signal transduction is often done through Two Component Systems (TCS. These TCS are phosphotransfer protein cascades, and in their prototypical form they are composed by a kinase that senses the environmental signals (SK and by a response regulator (RR that regulates the cellular response. This basic motif can be modified by the addition of a third protein that interacts either with the SK or the RR in a way that could change the dynamic response of the TCS module. In this work we aim at understanding the effect of such an additional protein (which we call "third component" on the functional properties of a prototypical TCS. To do so we build mathematical models of TCS with alternative designs for their interaction with that third component. These mathematical models are analyzed in order to identify the differences in dynamic behavior inherent to each design, with respect to functionally relevant properties such as sensitivity to changes in either the parameter values or the molecular concentrations, temporal responsiveness, possibility of multiple steady states, or stochastic fluctuations in the system. The differences are then correlated to the physiological requirements that impinge on the functioning of the TCS. This analysis sheds light on both, the dynamic behavior of synthetically designed TCS, and the conditions under which natural selection might favor each of the designs. We find that a third component that modulates SK activity increases the parameter space where a bistable response of the TCS module to signals is possible, if SK is monofunctional, but decreases it when the SK is bifunctional. The presence of a third component that modulates RR activity decreases the parameter space where a bistable response of the TCS module to signals is possible.
Spin-excited oscillations in two-component fermion condensates
International Nuclear Information System (INIS)
Maruyama, Tomoyuki; Bertsch, George F.
2006-01-01
We investigate collective spin excitations in two-component fermion condensates with special consideration of unequal populations of the two components. The frequencies of monopole and dipole modes are calculated using Thomas-Fermi theory and the scaling approximation. As the fermion-fermion coupling is varied, the system shows various phases of the spin configuration. We demonstrate that spin oscillations have more sensitivity to the spin phase structures than the density oscillations
Directory of Open Access Journals (Sweden)
A. M. Abd El-Latief
2016-01-01
Full Text Available The fractional mathematical model of Maxwell’s equations in an electromagnetic field and the fractional generalized thermoelastic theory associated with two relaxation times are applied to a 1D problem for a thick plate. Laplace transform is used. The solution in Laplace transform domain has been obtained using a direct method and its inversion is calculated numerically using a method based on Fourier series expansion technique. Finally, the effects of the two fractional parameters (thermo and magneto on variable fields distributions are made. Numerical results are represented graphically.
Tissue Fractions of Cadmium in Two Hyperaccumulating Jerusalem Artichoke Genotypes
Directory of Open Access Journals (Sweden)
Xiaohua Long
2014-01-01
Full Text Available In order to investigate the mechanisms in two Jerusalem artichoke (Helianthus tuberosus L. genotypes that hyperaccumulate Cd, a sand-culture experiment was carried out to characterize fractionation of Cd in tissue of Cd-hyperaccumulating genotypes NY2 and NY5. The sequential extractants were: 80% v/v ethanol (FE, deionized water (FW, 1 M NaCl (FNaCl, 2% v/v acetic acid (FAcet, and 0.6 M HCl (FHCl. After 20 days of treatments, NY5 had greater plant biomass and greater Cd accumulation in tissues than NY2. In both genotypes the FNaCl fraction was the highest in roots and stems, whereas the FAcet and FHCl fractions were the highest in leaves. With an increase in Cd concentration in the culture solution, the content of every Cd fraction also increased. The FW and FNaCl ratios in roots were lower in NY5 than in NY2, while the amount of other Cd forms was higher. It implied that, in high accumulator, namely, NY5, the complex of insoluble phosphate tends to be shaped more easily which was much better for Cd accumulation. Besides, translocation from plasma to vacuole after combination with protein may be one of the main mechanisms in Cd-accumulator Jerusalem artichoke genotypes.
Khoo, Li Teng; Abdullah, Janna Ong; Abas, Faridah; Tohit, Eusni Rahayu Mohd; Hamid, Muhajir
2015-02-24
The aims of this study were to examine the bioactive component(s) responsible for the anticoagulant activity of M. malabathricum Linn. leaf hot water crude extract via bioassay-guided fractionation and to evaluate the effect of bioactive component(s) on the intrinsic blood coagulation pathway. The active anticoagulant fraction of F3 was subjected to a series of chromatographic separation and spectroscopic analyses. Furthermore, the effect of the bioactive component(s) on the intrinsic blood coagulation pathway was studied through immediate and time incubation mixing studies. Through Activated Partial Thromboplastin Time (APTT) assay-guided fractionation, Subfraction B was considered the most potent anticoagulant fraction. Characterisation of Subfraction B indicated that anticoagulant activity could partly be due to the presence of cinnamic acid and a cinnamic acid derivative. APTT assays for both the immediate and time incubation mixing were corrected back into normal clotting time range (35.4-56.3 s). In conclusion, cinnamic acid and cinnamic acid derivative from Subfraction B were the first such compounds to be discovered from M. malabathricum Linn. leaf hot water crude extract that possess anticoagulant activity. This active anticoagulant Subfraction B prolonged blood clotting time by causing factor(s) deficiency in the intrinsic blood coagulation pathway.
DEFF Research Database (Denmark)
Chon, K H; Hoyer, D; Armoundas, A A
1999-01-01
In this study, we introduce a new approach for estimating linear and nonlinear stochastic autoregressive moving average (ARMA) model parameters, given a corrupt signal, using artificial recurrent neural networks. This new approach is a two-step approach in which the parameters of the deterministic...... part of the stochastic ARMA model are first estimated via a three-layer artificial neural network (deterministic estimation step) and then reestimated using the prediction error as one of the inputs to the artificial neural networks in an iterative algorithm (stochastic estimation step). The prediction...... error is obtained by subtracting the corrupt signal of the estimated ARMA model obtained via the deterministic estimation step from the system output response. We present computer simulation examples to show the efficacy of the proposed stochastic recurrent neural network approach in obtaining accurate...
Chen, Hao; Lv, Wen; Zhang, Tongtong
2018-05-01
We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.
Dealing with Multiple Solutions in Structural Vector Autoregressive Models.
Beltz, Adriene M; Molenaar, Peter C M
2016-01-01
Structural vector autoregressive models (VARs) hold great potential for psychological science, particularly for time series data analysis. They capture the magnitude, direction of influence, and temporal (lagged and contemporaneous) nature of relations among variables. Unified structural equation modeling (uSEM) is an optimal structural VAR instantiation, according to large-scale simulation studies, and it is implemented within an SEM framework. However, little is known about the uniqueness of uSEM results. Thus, the goal of this study was to investigate whether multiple solutions result from uSEM analysis and, if so, to demonstrate ways to select an optimal solution. This was accomplished with two simulated data sets, an empirical data set concerning children's dyadic play, and modifications to the group iterative multiple model estimation (GIMME) program, which implements uSEMs with group- and individual-level relations in a data-driven manner. Results revealed multiple solutions when there were large contemporaneous relations among variables. Results also verified several ways to select the correct solution when the complete solution set was generated, such as the use of cross-validation, maximum standardized residuals, and information criteria. This work has immediate and direct implications for the analysis of time series data and for the inferences drawn from those data concerning human behavior.
An algebraic method for constructing stable and consistent autoregressive filters
International Nuclear Information System (INIS)
Harlim, John; Hong, Hoon; Robbins, Jacob L.
2015-01-01
In this paper, we introduce an algebraic method to construct stable and consistent univariate autoregressive (AR) models of low order for filtering and predicting nonlinear turbulent signals with memory depth. By stable, we refer to the classical stability condition for the AR model. By consistent, we refer to the classical consistency constraints of Adams–Bashforth methods of order-two. One attractive feature of this algebraic method is that the model parameters can be obtained without directly knowing any training data set as opposed to many standard, regression-based parameterization methods. It takes only long-time average statistics as inputs. The proposed method provides a discretization time step interval which guarantees the existence of stable and consistent AR model and simultaneously produces the parameters for the AR models. In our numerical examples with two chaotic time series with different characteristics of decaying time scales, we find that the proposed AR models produce significantly more accurate short-term predictive skill and comparable filtering skill relative to the linear regression-based AR models. These encouraging results are robust across wide ranges of discretization times, observation times, and observation noise variances. Finally, we also find that the proposed model produces an improved short-time prediction relative to the linear regression-based AR-models in forecasting a data set that characterizes the variability of the Madden–Julian Oscillation, a dominant tropical atmospheric wave pattern
Two component memory of Rotstein effect in nuclear emulsions
International Nuclear Information System (INIS)
Gushchin, E.M.; Lebedev, A.N.; Somov, S.V.; Timofeev, M.K.; Tipografshchik, G.I.
1991-01-01
Two sharply differing memory components - fast and slow -are simultaneously detected during investigation into the controlled mode of fast charged particle detection in simple nuclear emulsions, with the emulsion trace sensitivity, corresponding to these components, being about 5 time different. The value of memory time is T m ≅40 μs for fast memory and T m ≅3.5 ms for the slow one. The detection of two Rotstein effect memory components confirms the correctness of the trap model
Papaemmanouil, Christina; Tsiafoulis, Constantinos G; Alivertis, Dimitrios; Tzamaloukas, Ouranios; Miltiadou, Despoina; Tzakos, Andreas G; Gerothanassis, Ioannis P
2015-06-10
We report a rapid, direct, and unequivocal spin-chromatographic separation and identification of minor components in the lipid fraction of milk and common dairy products with the use of selective one-dimensional (1D) total correlation spectroscopy (TOCSY) nuclear magnetic resonance (NMR) experiments. The method allows for the complete backbone spin-coupling network to be elucidated even in strongly overlapped regions and in the presence of major components from 4 × 10(2) to 3 × 10(3) stronger NMR signal intensities. The proposed spin-chromatography method does not require any derivatization steps for the lipid fraction, is selective with excellent resolution, is sensitive with quantitation capability, and compares favorably to two-dimensional (2D) TOCSY and gas chromatography-mass spectrometry (GC-MS) methods of analysis. The results of the present study demonstrated that the 1D TOCSY NMR spin-chromatography method can become a procedure of primary interest in food analysis and generally in complex mixture analysis.
Fractional statistics of the vortex in two-dimensional superfluids
International Nuclear Information System (INIS)
Chiao, R.Y.; Hansen, A.; Moulthrop, A.A.
1985-01-01
The quantum behavior of two identical point vortices (e.g., in a superfluid 4 He thin film) is studied. It is argued that this system obeys neither Bose nor Fermi statistics, but intermediate or theta statistics: We find that a single vortex in this system possesses quarter-fractional statistics (i.e., theta = π/2 or 3π/2). The source of the theta statistics is identified in the relative zero-point motion of the vortices
Measurement of the local void fraction in two-phase air-water flow with a hot-film anemometer
International Nuclear Information System (INIS)
Delhaye, J.
1968-01-01
The experimental knowledge of the local void-fraction is basic for the derivation of the constitutive equations of two-phase flows. This report deals with measurements of the local void-fraction based on the use of a constant temperature hot-film anemometer associated with a multichannel analyser. After determining the void-fraction profile along a diameter of a vertical pipe (40 mm I.D.), in which air and water flow upwards, we compare the void-fraction averaged over the diameter with the average value measured directly by a γ-ray method. Two runs were made in bubble flow and a third in slug flow. The two methods give results in a good agreement especially for bubble flow. The void-fraction averaged over the cross-section was also calculated from the different profiles and compared in a good manner with the experimental results of R. ROUMY. For bubble flow we verified the theory of S.G. BANKOFF about the shape of the void-fraction profiles. (author) [fr
Robust estimation of autoregressive processes using a mixture-based filter-bank
Czech Academy of Sciences Publication Activity Database
Šmídl, V.; Anthony, Q.; Kárný, Miroslav; Guy, Tatiana Valentine
2005-01-01
Roč. 54, č. 4 (2005), s. 315-323 ISSN 0167-6911 R&D Projects: GA AV ČR IBS1075351; GA ČR GA102/03/0049; GA ČR GP102/03/P010; GA MŠk 1M0572 Institutional research plan: CEZ:AV0Z10750506 Keywords : Bayesian estimation * probabilistic mixtures * recursive estimation Subject RIV: BC - Control Systems Theory Impact factor: 1.239, year: 2005 http://library.utia.cas.cz/separaty/historie/karny-robust estimation of autoregressive processes using a mixture-based filter- bank .pdf
A Class of Two-Component Adler—Bobenko—Suris Lattice Equations
International Nuclear Information System (INIS)
Fu Wei; Zhang Da-Jun; Zhou Ru-Guang
2014-01-01
We study a class of two-component forms of the famous list of the Adler—Bobenko—Suris lattice equations. The obtained two-component lattice equations are still consistent around the cube and they admit solutions with ‘jumping properties’ between two levels. (general)
R.W. Strachan (Rodney); H.K. van Dijk (Herman)
2007-01-01
textabstractA Bayesian model averaging procedure is presented within the class of vector autoregressive (VAR) processes and applied to two empirical issues. First, stability of the "Great Ratios" in U.S. macro-economic time series is investigated, together with the presence and e¤ects of permanent
Propagation of small disturbances in two phases, one component flow (1963)
International Nuclear Information System (INIS)
Boure, J.
1963-01-01
A small disturbance is, shown to give rise to two waves: a pressure (sonic) wave and a continuity wave. Their propagation velocities are calculated. These velocities are independent of the disturbance amplitude. The sonic velocity is primarily a function of that one corresponding to the same medium with no flow and of the liquid phase velocity. It is also a function of the physical properties of the phases on the saturation line, of the slip laws and of the void fraction. The continuity wave velocity is only a function of the slip laws, of the void fraction and of the velocity of either phase. It appears two kinds of critical flow rates which are calculated. The void fraction and the liquid and gas velocities variations are calculated. These results are extended to the case of a real loop and an approximative method is given for the treatment of this case. (author) [fr
Cold component flow in a two-component mirror machine
International Nuclear Information System (INIS)
Rognlien, T.D.
1975-12-01
Steady-state solutions are given for the flow characteristics along the magnetic field of the cold plasma component in a two-component mirror machine. The hot plasma component is represented by a fixed density profile. The fluid equations are used to describe the cold plasma, which is assumed to be generated in a localized region at one end of the machine. The ion flow speed, v/sub i/, is required to satisfy the Bohm sheath condition at the end walls, i.e., v/sub i/ greater than or equal to c/sub s/, where c/sub s/ is the ion-acoustic speed. For the case when the cold plasma density, n/sub c/, is much less than the hot plasma density, n/sub h/, the cold plasma is stagnant and does not penetrate through the machine in the zero temperature case. The effect of a finite temperature is to allow for the penetration of a small amount of cold plasma through the machine. For the density range n/sub c/ approximately n/sub h/, the flow solutions are asymmetric about the midplane and have v/sub i/ = c/sub s/ near the midplane. Finally, for n/sub c/ much greater than n/sub h/, the solutions become symmetric about the midplane and approach the Lee--McNamara type solutions with v/sub i/ = c/sub s/ near the mirror throats
Lana, X.; Burgueño, A.; Serra, C.; Martínez, M. D.
2017-01-01
Dry spell lengths, DSL, defined as the number of consecutive days with daily rain amounts below a given threshold, may provide relevant information about drought regimes. Taking advantage of a daily pluviometric database covering a great extension of Europe, a detailed analysis of the multifractality of the dry spell regimes is achieved. At the same time, an autoregressive process is applied with the aim of predicting DSL. A set of parameters, namely Hurst exponent, H, estimated from multifractal spectrum, f( α), critical Hölder exponent, α 0, for which f( α) reaches its maximum value, spectral width, W, and spectral asymmetry, B, permits a first clustering of European rain gauges in terms of the complexity of their DSL series. This set of parameters also allows distinguishing between time series describing fine- or smooth-structure of the DSL regime by using the complexity index, CI. Results of previous monofractal analyses also permits establishing comparisons between smooth-structures, relatively low correlation dimensions, notable predictive instability and anti-persistence of DSL for European areas, sometimes submitted to long droughts. Relationships are also found between the CI and the mean absolute deviation, MAD, and the optimum autoregressive order, OAO, of an ARIMA( p, d,0) autoregressive process applied to the DSL series. The detailed analysis of the discrepancies between empiric and predicted DSL underlines the uncertainty over predictability of long DSL, particularly for the Mediterranean region.
Balaji, S.P.; Gangarapu, S.; Ramdin, M.; Torres-Knoop, A.; Zuilhof, H.; Goetheer, E.L.V.; Dubbeldam, D.; Vlugt, T.J.H.
2015-01-01
Molecular simulations were used to compute the equilibrium concentrations of the different species in CO2/monoethanolamine solutions for different CO2 loadings. Simulations were performed in the Reaction Ensemble using the continuous fractional component Monte Carlo method at temperatures of 293,
Nurhaida, Subanar, Abdurakhman, Abadi, Agus Maman
2017-08-01
Seismic data is usually modelled using autoregressive processes. The aim of this paper is to find the arrival times of the seismic waves of Mt. Rinjani in Indonesia. Kitagawa algorithm's is used to detect the seismic P and S-wave. Householder transformation used in the algorithm made it effectively finding the number of change points and parameters of the autoregressive models. The results show that the use of Box-Cox transformation on the variable selection level makes the algorithm works well in detecting the change points. Furthermore, when the basic span of the subinterval is set 200 seconds and the maximum AR order is 20, there are 8 change points which occur at 1601, 2001, 7401, 7601,7801, 8001, 8201 and 9601. Finally, The P and S-wave arrival times are detected at time 1671 and 2045 respectively using a precise detection algorithm.
International Nuclear Information System (INIS)
Yang Yong-Ge; Xu Wei; Sun Ya-Hui; Gu Xu-Dong
2016-01-01
This paper aims to investigate the stochastic response of the van der Pol (VDP) oscillator with two kinds of fractional derivatives under Gaussian white noise excitation. First, the fractional VDP oscillator is replaced by an equivalent VDP oscillator without fractional derivative terms by using the generalized harmonic balance technique. Then, the stochastic averaging method is applied to the equivalent VDP oscillator to obtain the analytical solution. Finally, the analytical solutions are validated by numerical results from the Monte Carlo simulation of the original fractional VDP oscillator. The numerical results not only demonstrate the accuracy of the proposed approach but also show that the fractional order, the fractional coefficient and the intensity of Gaussian white noise play important roles in the responses of the fractional VDP oscillator. An interesting phenomenon we found is that the effects of the fractional order of two kinds of fractional derivative items on the fractional stochastic systems are totally contrary. (paper)
Implementing Modifed Burg Algorithms in Multivariate Subset Autoregressive Modeling
Directory of Open Access Journals (Sweden)
A. Alexandre Trindade
2003-02-01
Full Text Available The large number of parameters in subset vector autoregressive models often leads one to procure fast, simple, and efficient alternatives or precursors to maximum likelihood estimation. We present the solution of the multivariate subset Yule-Walker equations as one such alternative. In recent work, Brockwell, Dahlhaus, and Trindade (2002, show that the Yule-Walker estimators can actually be obtained as a special case of a general recursive Burg-type algorithm. We illustrate the structure of this Algorithm, and discuss its implementation in a high-level programming language. Applications of the Algorithm in univariate and bivariate modeling are showcased in examples. Univariate and bivariate versions of the Algorithm written in Fortran 90 are included in the appendix, and their use illustrated.
Klos, Anna; Pottiaux, Eric; Van Malderen, Roeland; Bock, Olivier; Bogusz, Janusz
2017-04-01
A synthetic benchmark dataset of Integrated Water Vapour (IWV) was created within the activity of "Data homogenisation" of sub-working group WG3 of COST ES1206 Action. The benchmark dataset was created basing on the analysis of IWV differences retrieved by Global Positioning System (GPS) International GNSS Service (IGS) stations using European Centre for Medium-Range Weather Forecats (ECMWF) reanalysis data (ERA-Interim). Having analysed a set of 120 series of IWV differences (ERAI-GPS) derived for IGS stations, we delivered parameters of a number of gaps and breaks for every certain station. Moreover, we estimated values of trends, significant seasonalities and character of residuals when deterministic model was removed. We tested five different noise models and found that a combination of white and autoregressive processes of first order describes the stochastic part with a good accuracy. Basing on this analysis, we performed Monte Carlo simulations of 25 years long data with two different types of noise: white as well as combination of white and autoregressive processes. We also added few strictly defined offsets, creating three variants of synthetic dataset: easy, less-complicated and fully-complicated. The 'Easy' dataset included seasonal signals (annual, semi-annual, 3 and 4 months if present for a particular station), offsets and white noise. The 'Less-complicated' dataset included above-mentioned, as well as the combination of white and first order autoregressive processes (AR(1)+WH). The 'Fully-complicated' dataset included, beyond above, a trend and gaps. In this research, we show the impact of manual homogenisation on the estimates of trend and its error. We also cross-compare the results for three above-mentioned datasets, as the synthetized noise type might have a significant influence on manual homogenisation. Therefore, it might mostly affect the values of trend and their uncertainties when inappropriately handled. In a future, the synthetic dataset
Analytical approach to linear fractional partial differential equations arising in fluid mechanics
International Nuclear Information System (INIS)
Momani, Shaher; Odibat, Zaid
2006-01-01
In this Letter, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving linear fractional partial differential equations arising in fluid mechanics. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these methods, the solution takes the form of a convergent series with easily computable components. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. Some numerical examples are presented to illustrate the efficiency and reliability of the two methods
International Nuclear Information System (INIS)
Barysz, Maria; Mentel, Lukasz; Leszczynski, Jerzy
2009-01-01
The two-component Hamiltonian of the infinite-order two-component (IOTC) theory is obtained by a unitary block-diagonalizing transformation of the Dirac-Hamiltonian. Once the IOTC spin orbitals are calculated, they can be back transformed into four-component solutions. The transformed four component solutions are then used to evaluate different moments of the electron density distribution. This formally exact method may, however, suffer from certain approximations involved in its numerical implementation. As shown by the present study, with sufficiently large basis set of Gaussian functions, the Dirac values of these moments are fully recovered in spite of using the approximate identity resolution into eigenvectors of the p 2 operator.
International Nuclear Information System (INIS)
Chu, W.; Dhir, V.K.; Marshall, J.
1983-01-01
An experimental investigation of two phase flow through porous layers formed of non-heated glass particles (nominal diameter 1 to 6 mm) has been made. Particulate bed depths of 30 cm and 70 cm were used. The effect of particle size, particle size distribution and bed porosity on void fraction and pressure drop through a particulate bed formed in a cylindrical test section has been investigated. The superficial velocity of liquid (water) is varied from 1.83 to 18.3 mm/s while the superficial velocity of gas (air) is varied from 0 to 68.4 mm/s. These superficial velocities were chosen so that pressure drop and void fraction measurement could be made for the porous layer in fixed and fluidized states. A model based on drift flux approach has been developed for the void fraction. Using the two phase friction pressure drop data, the relative permeabilities of the two phases have been concluded with void fraction. The void fraction and two phase friction pressure gradient in beds composed of mixtures of spherical particles as well as sharps of different nominal sizes have also been examined. It is found that the models for single size particles are also applicable to mixtures of particles if a mean particle diameter for the mixture is defined
Galka, Andreas; Siniatchkin, Michael; Stephani, Ulrich; Groening, Kristina; Wolff, Stephan; Bosch-Bayard, Jorge; Ozaki, Tohru
2010-12-01
The analysis of time series obtained by functional magnetic resonance imaging (fMRI) may be approached by fitting predictive parametric models, such as nearest-neighbor autoregressive models with exogeneous input (NNARX). As a part of the modeling procedure, it is possible to apply instantaneous linear transformations to the data. Spatial smoothing, a common preprocessing step, may be interpreted as such a transformation. The autoregressive parameters may be constrained, such that they provide a response behavior that corresponds to the canonical haemodynamic response function (HRF). We present an algorithm for estimating the parameters of the linear transformations and of the HRF within a rigorous maximum-likelihood framework. Using this approach, an optimal amount of both the spatial smoothing and the HRF can be estimated simultaneously for a given fMRI data set. An example from a motor-task experiment is discussed. It is found that, for this data set, weak, but non-zero, spatial smoothing is optimal. Furthermore, it is demonstrated that activated regions can be estimated within the maximum-likelihood framework.
The 27 Possible Intrinsic Symmetry Groups of Two-Component Links
Directory of Open Access Journals (Sweden)
Jason Parsley
2012-02-01
Full Text Available We consider the “intrinsic” symmetry group of a two-component link L, defined to be the image ∑(L of the natural homomorphism from the standard symmetry group MCG(S3, L to the product MCG(S3 × MCG(L. This group, first defined by Whitten in 1969, records directly whether L is isotopic to a link L′ obtained from L by permuting components or reversing orientations; it is a subgroup of Γ2, the group of all such operations. For two-component links, we catalog the 27 possible intrinsic symmetry groups, which represent the subgroups of Γ2 up to conjugacy. We are able to provide prime, nonsplit examples for 21 of these groups; some are classically known, some are new. We catalog the frequency at which each group appears among all 77,036 of the hyperbolic two-component links of 14 or fewer crossings in Thistlethwaite’s table. We also provide some new information about symmetry groups of the 293 non-hyperbolic two-component links of 14 or fewer crossings in the table.
Brazilian two-component TLD albedo neutron individual monitoring system
Energy Technology Data Exchange (ETDEWEB)
Martins, M.M., E-mail: marcelo@ird.gov.b [Instituto de Radioprotecao e Dosimetria (IRD), Av. Salvador Allende, s/n, CEP: 22780-160, Rio de Janeiro, RJ (Brazil); Mauricio, C.L.P., E-mail: claudia@ird.gov.b [Instituto de Radioprotecao e Dosimetria (IRD), Av. Salvador Allende, s/n, CEP: 22780-160, Rio de Janeiro, RJ (Brazil); Fonseca, E.S. da, E-mail: evaldo@ird.gov.b [Instituto de Radioprotecao e Dosimetria (IRD), Av. Salvador Allende, s/n, CEP: 22780-160, Rio de Janeiro, RJ (Brazil); Silva, A.X. da, E-mail: ademir@con.ufrj.b [Coordenacao dos Programas de Pos-Graduacao em Engenharia, COPPE/PEN Caixa Postal 68509, CEP: 21941-972, Rio de Janeiro, RJ (Brazil)
2010-12-15
Since 1983, Instituto de Radioprotecao e Dosimetria, Brazil, uses a TLD one-component albedo neutron monitor, which has a single different calibration factor specifically for each installation type. In order to improve its energy response, a two-component albedo monitor was developed, which measure the thermal neutron component besides the albedo one. The two-component monitor has been calibrated in reference neutron fields: thermal, five accelerator-produced monoenergetic beams (70, 144, 565, 1200 and 5000 keV) and five radionuclide sources ({sup 252}Cf, {sup 252}Cf(D{sub 2}O), {sup 241}Am-Be, {sup 241}Am-B and {sup 238}Pu-Be) at several distances. Since January 2008, mainly Brazilian workers who handle neutron sources at different distances and moderation, such as in well logging and calibration facilities are using it routinely.
Influence of humic fractions on retention of isoproturon residues in two Moroccan soils.
Elkhattabi, Kaouakeb; Bouhaouss, Ahmed; Scrano, Laura; Lelario, Filomena; Bufo, Sabino A
2007-01-01
The influence of different fractions of soil organic matter on the retention of the herbicide isoproturon (IPU) has been evaluated. Water and methanol extractable residues of (14)C labeled isoproturon have been determined in two Moroccan soils by beta -counting-liquid chromatography. The quantification of bound residues in soil and in different fractions of soil humic substances has been performed using pyrolysis/scintillation-detected gas-chromatography. Microbial mineralization of the herbicide and soil organic matter has been also monitored. Retention of isoproturon residues after 30-days incubation ranged from 22% to 32% (non-extractable fraction). The radioactivity extracted in an aqueous environment was from 20% to 33% of the amount used for the treatment; meanwhile, methanol was able to extract another 48%. Both soils showed quantities of bound residues into the humin fraction higher than humic and fulvic acids. The total amount of residues retained into the organic matter of the soils was about 65 % of non-extractable fraction, and this percentage did not change with incubation time; on the contrary, the sorption rate of the retention reaction is mostly influenced by the clay fraction and organic content of the soil. Only a little part of the herbicide was mineralized during the experimental time.
Directory of Open Access Journals (Sweden)
Ciaciuch Anna
2017-09-01
Full Text Available The research presents the changes in chemical oxygen demand (COD fractions during the two-stage thermal disintegration and anaerobic digestion (AD of sewage sludge in municipal wastewater treatment plant (WWTP. Four COD fractions have been separated taking into account the solubility of substrates and their susceptibility to biodegradation: inert soluble organic matter SI, readily biodegradable substrate SS, slowly biodegradable substrates XS and inert particulate organic material XI. The results showed that readily biodegradable substrates SS (46.8% of total COD and slowly biodegradable substrates XS (36.1% of total COD were dominant in the raw sludge effluents. In sewage effluents after two-stage thermal disintegration, the percentage of SS fraction increased to 90% of total COD and percentage of XS fraction decreased to 8% of total COD. After AD, percentage of SS fraction in total COD decreased to 64%, whereas the percentage of other fractions in effluents increased.
Liu, Yingyi
2017-09-08
Prior studies on fraction magnitude understanding focused mainly on students with relatively sufficient formal instruction on fractions whose fraction magnitude understanding is relatively mature. This study fills a research gap by investigating fraction magnitude understanding in the early stages of fraction instruction. It extends previous findings to children with limited and primary formal fraction instruction. Thirty-five fourth graders with limited fraction instruction and forty fourth graders with primary fraction instruction were recruited from a Chinese primary school. Children's fraction magnitude understanding was assessed with a fraction number line estimation task. Approximate number system (ANS) acuity was assessed with a dot discrimination task. Whole number knowledge was assessed with a whole number line estimation task. General reading and mathematics achievements were collected concurrently and 1 year later. In children with limited fraction instruction, fraction representation was linear and fraction magnitude understanding was concurrently related to both ANS and whole number knowledge. In children with primary fraction instruction, fraction magnitude understanding appeared to (marginally) significantly predict general mathematics achievement 1 year later. Fraction magnitude understanding emerged early during formal instruction of fractions. ANS and whole number knowledge were related to fraction magnitude understanding when children first began to learn about fractions in school. The predictive value of fraction magnitude understanding is likely constrained by its sophistication level. © 2017 The British Psychological Society.
International Nuclear Information System (INIS)
Sergeenkov, S.; Moraes, F.; Furtado, C.; Araujo-Moreira, F.M.
2010-01-01
By mapping a Hubbard-like model describing a two-component polymer in the presence of strong enough electron-phonon interactions (κ) onto the system of two coupled nonlinear Schroedinger equations with U(2) symmetry group, some nontrivial correlations between topological solitons mediated charge Q and spin S degrees of freedom are obtained. Namely, in addition to a charge fractionalization and reentrant like behavior of both Q(κ) and S(κ), the model also predicts a decrease of soliton velocity with κ as well as spin-charge conversion effects which manifest themselves through an explicit S(Q,Ω) dependence (with Ω being a mixing angle between spin-up and spin-down electron amplitudes). A possibility to observe the predicted effects in low-dimensional systems with charge and spin soliton carriers is discussed.
Aydin, Alev Dilek; Caliskan Cavdar, Seyma
2015-01-01
The ANN method has been applied by means of multilayered feedforward neural networks (MLFNs) by using different macroeconomic variables such as the exchange rate of USD/TRY, gold prices, and the Borsa Istanbul (BIST) 100 index based on monthly data over the period of January 2000 and September 2014 for Turkey. Vector autoregressive (VAR) method has also been applied with the same variables for the same period of time. In this study, different from other studies conducted up to the present, ENCOG machine learning framework has been used along with JAVA programming language in order to constitute the ANN. The training of network has been done by resilient propagation method. The ex post and ex ante estimates obtained by the ANN method have been compared with the results obtained by the econometric forecasting method of VAR. Strikingly, our findings based on the ANN method reveal that there is a possibility of financial distress or a financial crisis in Turkey starting from October 2017. The results which were obtained with the method of VAR also support the results of ANN method. Additionally, our results indicate that the ANN approach has more superior prediction performance than the VAR method.
Integer valued autoregressive processes with generalized discrete Mittag-Leffler marginals
Directory of Open Access Journals (Sweden)
Kanichukattu K. Jose
2013-05-01
Full Text Available In this paper we consider a generalization of discrete Mittag-Leffler distributions. We introduce and study the properties of a new distribution called geometric generalized discrete Mittag-Leffler distribution. Autoregressive processes with geometric generalized discrete Mittag-Leffler distributions are developed and studied. The distributions are further extended to develop a more general class of geometric generalized discrete semi-Mittag-Leffler distributions. The processes are extended to higher orders also. An application with respect to an empirical data on customer arrivals in a bank counter is also given. Various areas of potential applications like human resource development, insect growth, epidemic modeling, industrial risk modeling, insurance and actuaries, town planning etc are also discussed.
Analysis of nonlinear systems using ARMA [autoregressive moving average] models
International Nuclear Information System (INIS)
Hunter, N.F. Jr.
1990-01-01
While many vibration systems exhibit primarily linear behavior, a significant percentage of the systems encountered in vibration and model testing are mildly to severely nonlinear. Analysis methods for such nonlinear systems are not yet well developed and the response of such systems is not accurately predicted by linear models. Nonlinear ARMA (autoregressive moving average) models are one method for the analysis and response prediction of nonlinear vibratory systems. In this paper we review the background of linear and nonlinear ARMA models, and illustrate the application of these models to nonlinear vibration systems. We conclude by summarizing the advantages and disadvantages of ARMA models and emphasizing prospects for future development. 14 refs., 11 figs
Least squares estimation in a simple random coefficient autoregressive model
DEFF Research Database (Denmark)
Johansen, S; Lange, T
2013-01-01
The question we discuss is whether a simple random coefficient autoregressive model with infinite variance can create the long swings, or persistence, which are observed in many macroeconomic variables. The model is defined by yt=stρyt−1+εt,t=1,…,n, where st is an i.i.d. binary variable with p...... we prove the curious result that View the MathML source. The proof applies the notion of a tail index of sums of positive random variables with infinite variance to find the order of magnitude of View the MathML source and View the MathML source and hence the limit of View the MathML source...
Autoregressive techniques for acoustic detection of in-sodium water leaks
International Nuclear Information System (INIS)
Hayashi, K.
1997-01-01
We have been applied a background signal whitening filter built by univariate autoregressive model to the estimation problem of the leak start time and duration. In the 1995 present benchmark stage, we evaluated the method using acoustic signals from real hydrogen or water/steam injection experiments. The results show that the signal processing technique using this filter can detect reliability the leak signals with a sufficient signal-to-noise ratio. Even if the sensor signal contains non-boiling or non-leak high-amplitude pulses, they can be classified by spectral information. Especially, the feature signal made from the time-frequency spectrum of the filtered signal is very sensitive and useful. (author). 8 refs, 14 figs, 6 tabs
Two-component gravitational instability in spiral galaxies
Marchuk, A. A.; Sotnikova, N. Y.
2018-04-01
We applied a criterion of gravitational instability, valid for two-component and infinitesimally thin discs, to observational data along the major axis for seven spiral galaxies of early types. Unlike most papers, the dispersion equation corresponding to the criterion was solved directly without using any approximation. The velocity dispersion of stars in the radial direction σR was limited by the range of possible values instead of a fixed value. For all galaxies, the outer regions of the disc were analysed up to R ≤ 130 arcsec. The maximal and sub-maximal disc models were used to translate surface brightness into surface density. The largest destabilizing disturbance stars can exert on a gaseous disc was estimated. It was shown that the two-component criterion differs a little from the one-fluid criterion for galaxies with a large surface gas density, but it allows to explain large-scale star formation in those regions where the gaseous disc is stable. In the galaxy NGC 1167 star formation is entirely driven by the self-gravity of the stars. A comparison is made with the conventional approximations which also include the thickness effect and with models for different sound speed cg. It is shown that values of the effective Toomre parameter correspond to the instability criterion of a two-component disc Qeff < 1.5-2.5. This result is consistent with previous theoretical and observational studies.
International Nuclear Information System (INIS)
Kaprealian, Tania; Weinberg, Vivian; Speight, Joycelyn L.; Gottschalk, Alexander R.; Roach, Mack; Shinohara, Katsuto; Hsu, I.-Chow
2012-01-01
Purpose: This is a retrospective study comparing our experience with high-dose-rate (HDR) brachytherapy boost for prostate cancer, using two different fractionation schemes, 600 cGy × 3 fractions (patient group 1) and 950 cGy × 2 fractions (patient group 2). Methods and Materials: A total of 165 patients were treated for prostate cancer using external beam radiation therapy up to a dose of 45 Gy, followed by an HDR brachytherapy prostate radiation boost. Between July 1997 and Nov 1999, 64 patients were treated with an HDR boost of 600 cGy × 3 fractions; and between June 2000 and Nov 2005, 101 patients were treated with an HDR boost of 950 cGy × 2 fractions. All but 9 patients had at least one of the following risk features: pretreatment prostate-specific antigen (PSA) level >10, a Gleason score ≥7, and/or clinical stage T3 disease. Results: Median follow-up was 105 months for group 1 and 43 months for group 2. Patients in group 2 had a greater number of high-risk features than group 1 (p = 0.02). Adjusted for comparable follow-up, there was no difference in biochemical no-evidence-of-disease (bNED) rate between the two fractionation scheme approaches, with 5-year Kaplan-Meier estimates of 93.5% in group 1 and 87.3% in group 2 (p = 0.19). The 5-year estimates of progression-free survival were 86% for group 1 and 83% for group 2 (p = 0.53). Among high-risk patients, there were no differences in bNED or PFS rate due to fractionation. Conclusions: Results were excellent for both groups. Adjusted for comparable follow-up, no differences were found between groups.
Solid-phase extraction NMR studies of chromatographic fractions of saponins from Quillaja saponaria.
Nyberg, Nils T; Baumann, Herbert; Kenne, Lennart
2003-01-15
The saponin mixture QH-B from the tree Quillaja saponaria var. Molina was fractionated by RP-HPLC in several steps. The fractions were analyzed by solid-phase extraction NMR (SPE-NMR), a technique combining the workup by solid-phase extraction with on-line coupling to an NMR flow probe. Together with MALDI-TOF mass spectrometry and comparison with chemical shifts of similar saponins, the structures of both major and minor components in QH-B could be obtained. The procedure described is a simple method to determine the structure of components in a complex mixture. The two major fractions of the mixture were found to contain at least 28 saponins, differing in the carbohydrate substructures. Eight of these have not previously been determined. The 28 saponins formed 14 equilibrium pairs by the migration of an O-acyl group between two adjacent positions on a fucosyl residue.
Energy Technology Data Exchange (ETDEWEB)
Sirunyan, Albert M; et al.
2017-08-23
For the first time a principle-component analysis is used to separate out different orthogonal modes of the two-particle correlation matrix from heavy ion collisions. The analysis uses data from sqrt(s[NN]) = 2.76 TeV PbPb and sqrt(s[NN]) = 5.02 TeV pPb collisions collected by the CMS experiment at the LHC. Two-particle azimuthal correlations have been extensively used to study hydrodynamic flow in heavy ion collisions. Recently it has been shown that the expected factorization of two-particle results into a product of the constituent single-particle anisotropies is broken. The new information provided by these modes may shed light on the breakdown of flow factorization in heavy ion collisions. The first two modes ("leading" and "subleading") of two-particle correlations are presented for elliptical and triangular anisotropies in PbPb and pPb collisions as a function of pt over a wide range of event activity. The leading mode is found to be essentially equivalent to the anisotropy harmonic previously extracted from two-particle correlation methods. The subleading mode represents a new experimental observable and is shown to account for a large fraction of the factorization breaking recently observed at high transverse momentum. The principle-component analysis technique has also been applied to multiplicity fluctuations. These also show a subleading mode. The connection of these new results to previous studies of factorization is discussed.
Bond strength of two component injection moulded MID
DEFF Research Database (Denmark)
Islam, Mohammad Aminul; Hansen, Hans Nørgaard; Tang, Peter Torben
2006-01-01
Most products of the future will require industrially adapted, cost effective production processes and on this issue two-component (2K) injection moulding is a potential candidate for MID manufacturing. MID based on 2k injection moulded plastic part with selectively metallised circuit tracks allows...... the two different plastic materials in the MID structure require good bonding between them. This paper finds suitable combinations of materials for MIDs from both bond strength and metallisation view-point. Plastic parts were made by two-shot injection moulding and the effects of some important process...... the integration of electrical and mechanical functionalities in a real 3D structure. If 2k injection moulding is applied with two polymers, of which one is plateable and the other is not, it will be possible to make 3D electrical structures directly on the component. To be applicable in the real engineering field...
Anjum, Tehmina; Bajwa, Rukhsana
2010-11-01
Plants are rich source of biologically active allelochemicals. However, natural product discovery is not an easy task. Many problems encountered during this laborious practice can be overcome through the modification of preliminary trials. Bioassay-directed isolation of active plant compounds can increase efficiency by eliminating many of the problems encountered. This strategy avoids unnecessary compounds, concentrating on potential components and thus reducing the cost and time required. In this study, a crude aqueous extract of sunflower leaves was fractionated through high performance liquid chromatography. The isolated fractions were checked against Chenopodium album and Rumex dentatus. The fraction found active against two selected weeds was re-fractionated, and the active components were checked for their composition. Thin layer chromatography isolated a range of phenolics, whereas the presence of bioactive terpenoids was confirmed through mass spectroscopy and nuclear magnetic resonance spectroscopy.
DEFF Research Database (Denmark)
Kock, Anders Bredahl; Callot, Laurent
We show that the adaptive Lasso (aLasso) and the adaptive group Lasso (agLasso) are oracle efficient in stationary vector autoregressions where the number of parameters per equation is smaller than the number of observations. In particular, this means that the parameters are estimated consistently...
Initialized Fractional Calculus
Lorenzo, Carl F.; Hartley, Tom T.
2000-01-01
This paper demonstrates the need for a nonconstant initialization for the fractional calculus and establishes a basic definition set for the initialized fractional differintegral. This definition set allows the formalization of an initialized fractional calculus. Two basis calculi are considered; the Riemann-Liouville and the Grunwald fractional calculi. Two forms of initialization, terminal and side are developed.
Yang, YongGe; Xu, Wei; Yang, Guidong
2018-04-01
To the best of authors' knowledge, little work was referred to the study of a noisy vibro-impact oscillator with a fractional derivative. Stochastic bifurcations of a vibro-impact oscillator with two kinds of fractional derivative elements driven by Gaussian white noise excitation are explored in this paper. We can obtain the analytical approximate solutions with the help of non-smooth transformation and stochastic averaging method. The numerical results from Monte Carlo simulation of the original system are regarded as the benchmark to verify the accuracy of the developed method. The results demonstrate that the proposed method has a satisfactory level of accuracy. We also discuss the stochastic bifurcation phenomena induced by the fractional coefficients and fractional derivative orders. The important and interesting result we can conclude in this paper is that the effect of the first fractional derivative order on the system is totally contrary to that of the second fractional derivative order.
Business cycles and fertility dynamics in the United States: a vector autoregressive model.
Mocan, N H
1990-01-01
"Using vector-autoregressions...this paper shows that fertility moves countercyclically over the business cycle....[It] shows that the United States fertility is not governed by a deterministic trend as was assumed by previous studies. Rather, fertility evolves around a stochastic trend. It is shown that a bivariate analysis between fertility and unemployment yields a procyclical picture of fertility. However, when one considers the effects on fertility of early marriages and the divorce behavior as well as economic activity, fertility moves countercyclically." excerpt
Directory of Open Access Journals (Sweden)
Rahul Tripathi
2014-01-01
Full Text Available Forecasting of rice area, production, and productivity of Odisha was made from the historical data of 1950-51 to 2008-09 by using univariate autoregressive integrated moving average (ARIMA models and was compared with the forecasted all Indian data. The autoregressive (p and moving average (q parameters were identified based on the significant spikes in the plots of partial autocorrelation function (PACF and autocorrelation function (ACF of the different time series. ARIMA (2, 1, 0 model was found suitable for all Indian rice productivity and production, whereas ARIMA (1, 1, 1 was best fitted for forecasting of rice productivity and production in Odisha. Prediction was made for the immediate next three years, that is, 2007-08, 2008-09, and 2009-10, using the best fitted ARIMA models based on minimum value of the selection criterion, that is, Akaike information criteria (AIC and Schwarz-Bayesian information criteria (SBC. The performances of models were validated by comparing with percentage deviation from the actual values and mean absolute percent error (MAPE, which was found to be 0.61 and 2.99% for the area under rice in Odisha and India, respectively. Similarly for prediction of rice production and productivity in Odisha and India, the MAPE was found to be less than 6%.
Modeling Polio Data Using the First Order Non-Negative Integer-Valued Autoregressive, INAR(1), Model
Vazifedan, Turaj; Shitan, Mahendran
Time series data may consists of counts, such as the number of road accidents, the number of patients in a certain hospital, the number of customers waiting for service at a certain time and etc. When the value of the observations are large it is usual to use Gaussian Autoregressive Moving Average (ARMA) process to model the time series. However if the observed counts are small, it is not appropriate to use ARMA process to model the observed phenomenon. In such cases we need to model the time series data by using Non-Negative Integer valued Autoregressive (INAR) process. The modeling of counts data is based on the binomial thinning operator. In this paper we illustrate the modeling of counts data using the monthly number of Poliomyelitis data in United States between January 1970 until December 1983. We applied the AR(1), Poisson regression model and INAR(1) model and the suitability of these models were assessed by using the Index of Agreement(I.A.). We found that INAR(1) model is more appropriate in the sense it had a better I.A. and it is natural since the data are counts.
Two component plasma vortex approach to fusion
International Nuclear Information System (INIS)
Ikuta, Kazunari.
1978-09-01
Two component operation of the field reversed theta pinch plasma by injection of the energetic ion beam with energy of the order of 1 MeV is considered. A possible trapping scheme of the ion beam in the plasma is discussed in detail. (author)
Zero-range approximation for two-component boson systems
International Nuclear Information System (INIS)
Sogo, T.; Fedorov, D.V.; Jensen, A.S.
2005-01-01
The hyperspherical adiabatic expansion method is combined with the zero-range approximation to derive angular Faddeev-like equations for two-component boson systems. The angular eigenvalues are solutions to a transcendental equation obtained as a vanishing determinant of a 3 x 3 matrix. The eigenfunctions are linear combinations of Jacobi functions of argument proportional to the distance between pairs of particles. We investigate numerically the influence of two-body correlations on the eigenvalue spectrum, the eigenfunctions and the effective hyperradial potential. Correlations decrease or increase the distance between pairs for effectively attractive or repulsive interactions, respectively. New structures appear for non-identical components. Fingerprints can be found in the nodal structure of the density distributions of the condensates. (author)
Directory of Open Access Journals (Sweden)
Sun Zhangzhen
2012-08-01
Full Text Available In this paper, an improved weighted least squares (WLS, together with autoregressive (AR model, is proposed to improve prediction accuracy of earth rotation parameters(ERP. Four weighting schemes are developed and the optimal power e for determination of the weight elements is studied. The results show that the improved WLS-AR model can improve the ERP prediction accuracy effectively, and for different prediction intervals of ERP, different weight scheme should be chosen.
1987-02-04
U5tr,)! P(U 5-t Since U - F with F RS, we get (3.1). Case b: 0 S 5 k -a Now P([U~t]riM) = P(UZk-a) and P([ Ugt ]rM) = P(US-k-a) S P(US-(k-a)) which again...robustness for autoregressive processes." The Annals of Statistics, 12, 843-863. Mallows, C.L. (1980). "Some theory of nonlinear smoothen." The Annals of
A Dynamic Model of U.S. Sugar-Related Markets: A Cointegrated Vector Autoregression Approach
Babula, Ronald A.; Newman, Douglas; Rogowsky, Robert A.
2006-01-01
The methods of the cointegrated vector autoregression (VAR) model are applied to monthly U.S. markets for sugar and for sugar-using markets for confectionary, soft drink, and bakery products. Primarily a methods paper, we apply Johansen and Juselius' advanced procedures to these markets for perhaps the first time, with focus on achievement of a statistically adequate model through analysis of a battery of advanced statistical diagnostic tests and on exploitation of the system's cointegration ...
Itinerant Ferromagnetism in a Polarized Two-Component Fermi Gas
DEFF Research Database (Denmark)
Massignan, Pietro; Yu, Zhenhua; Bruun, Georg
2013-01-01
We analyze when a repulsively interacting two-component Fermi gas becomes thermodynamically unstable against phase separation. We focus on the strongly polarized limit, where the free energy of the homogeneous mixture can be calculated accurately in terms of well-defined quasiparticles, the repul......We analyze when a repulsively interacting two-component Fermi gas becomes thermodynamically unstable against phase separation. We focus on the strongly polarized limit, where the free energy of the homogeneous mixture can be calculated accurately in terms of well-defined quasiparticles...
Directory of Open Access Journals (Sweden)
E. Nazemi
2016-02-01
Full Text Available Void fraction is an important parameter in the oil industry. This quantity is necessary for volume rate measurement in multiphase flows. In this study, the void fraction percentage was estimated precisely, independent of the flow regime in gas–liquid two-phase flows by using γ-ray attenuation and a multilayer perceptron neural network. In all previous studies that implemented a multibeam γ-ray attenuation technique to determine void fraction independent of the flow regime in two-phase flows, three or more detectors were used while in this study just two NaI detectors were used. Using fewer detectors is of advantage in industrial nuclear gauges because of reduced expense and improved simplicity. In this work, an artificial neural network is also implemented to predict the void fraction percentage independent of the flow regime. To do this, a multilayer perceptron neural network is used for developing the artificial neural network model in MATLAB. The required data for training and testing the network in three different regimes (annular, stratified, and bubbly were obtained using an experimental setup. Using the technique developed in this work, void fraction percentages were predicted with mean relative error of <1.4%.
International Nuclear Information System (INIS)
Reynolds, Jacob G.
2013-01-01
Partial molar properties are the changes occurring when the fraction of one component is varied while the fractions of all other component mole fractions change proportionally. They have many practical and theoretical applications in chemical thermodynamics. Partial molar properties of chemical mixtures are difficult to measure because the component mole fractions must sum to one, so a change in fraction of one component must be offset with a change in one or more other components. Given that more than one component fraction is changing at a time, it is difficult to assign a change in measured response to a change in a single component. In this study, the Component Slope Linear Model (CSLM), a model previously published in the statistics literature, is shown to have coefficients that correspond to the intensive partial molar properties. If a measured property is plotted against the mole fraction of a component while keeping the proportions of all other components constant, the slope at any given point on a graph of this curve is the partial molar property for that constituent. Actually plotting this graph has been used to determine partial molar properties for many years. The CSLM directly includes this slope in a model that predicts properties as a function of the component mole fractions. This model is demonstrated by applying it to the constant pressure heat capacity data from the NaOH-NaAl(OH 4 H 2 O system, a system that simplifies Hanford nuclear waste. The partial molar properties of H 2 O, NaOH, and NaAl(OH) 4 are determined. The equivalence of the CSLM and the graphical method is verified by comparing results detennined by the two methods. The CSLM model has been previously used to predict the liquidus temperature of spinel crystals precipitated from Hanford waste glass. Those model coefficients are re-interpreted here as the partial molar spinel liquidus temperature of the glass components
Zou, Wenli; Filatov, Michael; Cremer, Dieter
2015-06-01
The analytical gradient for the two-component Normalized Elimination of the Small Component (2c-NESC) method is presented. The 2c-NESC is a Dirac-exact method that employs the exact two-component one-electron Hamiltonian and thus leads to exact Dirac spin-orbit (SO) splittings for one-electron atoms. For many-electron atoms and molecules, the effect of the two-electron SO interaction is modeled by a screened nucleus potential using effective nuclear charges as proposed by Boettger [Phys. Rev. B 62, 7809 (2000)]. The effect of spin-orbit coupling (SOC) on molecular geometries is analyzed utilizing the properties of the frontier orbitals and calculated SO couplings. It is shown that bond lengths can either be lengthened or shortened under the impact of SOC where in the first case the influence of low lying excited states with occupied antibonding orbitals plays a role and in the second case the jj-coupling between occupied antibonding and unoccupied bonding orbitals dominates. In general, the effect of SOC on bond lengths is relatively small (≤5% of the scalar relativistic changes in the bond length). However, large effects are found for van der Waals complexes Hg2 and Cn2, which are due to the admixture of more bonding character to the highest occupied spinors.
A two-component NZRI metamaterial based rectangular cloak
Directory of Open Access Journals (Sweden)
Sikder Sunbeam Islam
2015-10-01
Full Text Available A new two-component, near zero refractive index (NZRI metamaterial is presented for electromagnetic rectangular cloaking operation in the microwave range. In the basic design a pi-shaped, metamaterial was developed and its characteristics were investigated for the two major axes (x and z-axis wave propagation through the material. For the z-axis wave propagation, it shows more than 2 GHz bandwidth and for the x-axis wave propagation; it exhibits more than 1 GHz bandwidth of NZRI property. The metamaterial was then utilized in designing a rectangular cloak where a metal cylinder was cloaked perfectly in the C-band area of microwave regime. The experimental result was provided for the metamaterial and the cloak and these results were compared with the simulated results. This is a novel and promising design for its two-component NZRI characteristics and rectangular cloaking operation in the electromagnetic paradigm.
Directory of Open Access Journals (Sweden)
Alev Dilek Aydin
2015-01-01
Full Text Available The ANN method has been applied by means of multilayered feedforward neural networks (MLFNs by using different macroeconomic variables such as the exchange rate of USD/TRY, gold prices, and the Borsa Istanbul (BIST 100 index based on monthly data over the period of January 2000 and September 2014 for Turkey. Vector autoregressive (VAR method has also been applied with the same variables for the same period of time. In this study, different from other studies conducted up to the present, ENCOG machine learning framework has been used along with JAVA programming language in order to constitute the ANN. The training of network has been done by resilient propagation method. The ex post and ex ante estimates obtained by the ANN method have been compared with the results obtained by the econometric forecasting method of VAR. Strikingly, our findings based on the ANN method reveal that there is a possibility of financial distress or a financial crisis in Turkey starting from October 2017. The results which were obtained with the method of VAR also support the results of ANN method. Additionally, our results indicate that the ANN approach has more superior prediction performance than the VAR method.
A Mixture Innovation Heterogeneous Autoregressive Model for Structural Breaks and Long Memory
DEFF Research Database (Denmark)
Nonejad, Nima
We propose a flexible model to describe nonlinearities and long-range dependence in time series dynamics. Our model is an extension of the heterogeneous autoregressive model. Structural breaks occur through mixture distributions in state innovations of linear Gaussian state space models. Monte...... Carlo simulations evaluate the properties of the estimation procedures. Results show that the proposed model is viable and flexible for purposes of forecasting volatility. Model uncertainty is accounted for by employing Bayesian model averaging. Bayesian model averaging provides very competitive...... forecasts compared to any single model specification. It provides further improvements when we average over nonlinear specifications....
Flour proteins from the US bread wheat Butte 86 were extracted in 0.5% SDS using a two-step procedure with and without sonication and further separated by size exclusion chromatography into monomeric and polymeric fractions. Proteins in each fraction were analyzed by quantitative two-dimensional gel...
Determination of two-dimensional correlation lengths in an anisotropic two-component flow
International Nuclear Information System (INIS)
Thomson, O.
1994-05-01
Former studies have shown that correlation methods can be used for determination of various two-component flow parameters, among these the correlation length. In cases where the flow can be described as a mixture, in which the minority component forms spatially limited perturbations within the majority component, this parameter gives a good indication of the maximum extension of these perturbations. In the former studies, spherical symmetry of the perturbations has been assumed, and the correlation length has been measured in the direction of the flow (axially) only. However, if the flow structure is anisotropic, the correlation length will be different in different directions. In the present study, the method has been developed further, allowing also measurements perpendicular to the flow direction (radially). The measurements were carried out using laser beams and the two-component flows consisted of either glass beads and air or air and water. In order to make local measurements of both the axial and radial correlation length simultaneously, it is necessary to use 3 laser beams and to form the triple cross-covariance. This lead to some unforeseen complications, due to the character of this function. The experimental results are generally positive and size determinations with an accuracy of better than 10% have been achieved in most cases. Less accurate results appeared only for difficult conditions (symmetrical signals), when 3 beams were used. 5 refs, 13 figs, 3 tabs
The response of mouse skin and lung to fractionated x-rays
International Nuclear Information System (INIS)
Field, S.B.; Hornsey, S.
1975-01-01
The relationship between total dose and number of fractions has been investigated for damage to lung and skin in mice. Single doses and various numbers of fractions have been given and the results are analysed in two ways: (i) by comparing the fractionated treatment with a single dose. With this approach, and assuming that the observed damage to lung and skin is the result of cell killing, it is estimated that the ratio of initial to final slope of the cell survival curve is about 7:1; (ii) by measuring the additional dose required when the number of fractions is doubled. These results are roughly fitted by a single-hit times multitarget survival-curve model, with the ratio of slopes about 3:1. It is concluded from this discrepancy that the two-component model is an inadequate description of the survival curve for the cells of either skin or lung. (author)
Filatov, Michael; Zou, Wenli; Cremer, Dieter
2013-07-01
A new algorithm for the two-component Normalized Elimination of the Small Component (2cNESC) method is presented and tested in the calculation of spin-orbit (SO) splittings for a series of heavy atoms and their molecules. The 2cNESC is a Dirac-exact method that employs the exact two-component one-electron Hamiltonian and thus leads to exact Dirac SO splittings for one-electron atoms. For many-electron atoms and molecules, the effect of the two-electron SO interaction is modeled by a screened nucleus potential using effective nuclear charges as proposed by Boettger [Phys. Rev. B 62, 7809 (2000), 10.1103/PhysRevB.62.7809]. The use of the screened nucleus potential for the two-electron SO interaction leads to accurate spinor energy splittings, for which the deviations from the accurate Dirac Fock-Coulomb values are on the average far below the deviations observed for other effective one-electron SO operators. For hydrogen halides HX (X = F, Cl, Br, I, At, and Uus) and mercury dihalides HgX2 (X = F, Cl, Br, I) trends in spinor energies and SO splittings as obtained with the 2cNESC method are analyzed and discussed on the basis of coupling schemes and the electronegativity of X.
Conductivity of two-component systems
Energy Technology Data Exchange (ETDEWEB)
Kuijper, A. de; Hofman, J.P.; Waal, J.A. de [Shell Research BV, Rijswijk (Netherlands). Koninklijke/Shell Exploratie en Productie Lab.; Sandor, R.K.J. [Shell International Petroleum Maatschappij, The Hague (Netherlands)
1996-01-01
The authors present measurements and computer simulation results on the electrical conductivity of nonconducting grains embedded in a conductive brine host. The shapes of the grains ranged from prolate-ellipsoidal (with an axis ratio of 5:1) through spherical to oblate-ellipsoidal (with an axis ratio of 1:5). The conductivity was studied as a function of porosity and packing, and Archie`s cementation exponent was found to depend on porosity. They used spatially regular and random configurations with aligned and nonaligned packings. The experimental results agree well with the computer simulation data. This data set will enable extensive tests of models for calculating the anisotropic conductivity of two-component systems.
Soukoulis, Christos; Aprea, Eugenio
2012-04-01
Bran is the outer part of cereal grains that is separated during the cereals de-hulling and milling processes. It was considered in the past a by-product of cereal industry employed mainly as animal feed. Cereal bran, being particularly rich in different functional biopolymers, bio-active compounds and essential fatty acids, attracted the interest of pharmaceutical and food industry. Furthermore, the peculiar techno-functional properties of brans together with their particular physiological and nutritional aspects have led to a great interest in their incorporation as main or secondary components in different groups of food products including bakery and confectionery products, breakfast cereals and extruded foodstuffs, emulsions and functional dairy products and pasta products. In the first part of the present work the main fractionation processes, bran fractions properties and their physicochemical and technological properties are briefly reviewed. In the second part, relevant applications, with emphasis on patents, in food industry are reviewed as well.
Ye, H.; Liu, F.; Turner, I.; Anh, V.; Burrage, K.
2013-09-01
Fractional partial differential equations with more than one fractional derivative in time describe some important physical phenomena, such as the telegraph equation, the power law wave equation, or the Szabo wave equation. In this paper, we consider two- and three-dimensional multi-term time and space fractional partial differential equations. The multi-term time-fractional derivative is defined in the Caputo sense, whose order belongs to the interval (1,2],(2,3],(3,4] or (0, m], and the space-fractional derivative is referred to as the fractional Laplacian form. We derive series expansion solutions based on a spectral representation of the Laplacian operator on a bounded region. Some applications are given for the two- and three-dimensional telegraph equation, power law wave equation and Szabo wave equation.
Void fraction measurement in two-phase flow with X-rays
International Nuclear Information System (INIS)
Hufschmidt, W.; Clercq, E. de.
1984-01-01
The exact knowledge of the void fraction in two-phase flow systems with water and vapour is of great importance for water-reactors. A mesurement method not disturbing the fluid flow is the absorption technique X-rays. This method has been tested for the present case of small absorption lengths (about 16mm). In collaboration with the 'Lehrstuhl fuer elektronische Schaltungen' of the Ruhruniversitaet, Bochum (FRG), a rapid measurement device has been developed using ionization chambers. At present steady-state fluid in vertical tubes with homogeneous distribution of the two-phases water-vapour are tested at pressures in the range from 70 to 150 bars and rather good agreements with calculated values are found
International Nuclear Information System (INIS)
Chanakya, H.N.; Sharma, Isha; Ramachandra, T.V.
2009-01-01
The fermentation characteristics of six specific types of the organic fraction of municipal solid waste (OFMSW) were examined, with an emphasis on properties that are needed when designing plug-flow type anaerobic bioreactors. More specifically, the decomposition patterns of a vegetable (cabbage), fruits (banana and citrus peels), fresh leaf litter of bamboo and teak leaves, and paper (newsprint) waste streams as feedstocks were studied. Individual OFMSW components were placed into nylon mesh bags and subjected to various fermentation periods (solids retention time, SRT) within the inlet of a functioning plug-flow biogas fermentor. These were removed at periodic intervals, and their composition was analyzed to monitor decomposition rates and changes in chemical composition. Components like cabbage waste, banana peels, and orange peels fermented rapidly both in a plug-flow biogas reactor (PFBR) as well as under a biological methane potential (BMP) assay, while other OFMSW components (leaf litter from bamboo and teak leaves and newsprint) fermented slowly with poor process stability and moderate biodegradation. For fruit and vegetable wastes (FVW), a rapid and efficient removal of pectins is the main cause of rapid disintegration of these feedstocks, which left behind very little compost forming residues (2-5%). Teak and bamboo leaves and newsprint decomposed only to 25-50% in 30 d. These results confirm the potential for volatile fatty acids accumulation in a PFBR's inlet and suggest a modification of the inlet zone or operation of a PFBR with the above feedstocks
Numerical transport of an arbitrary number of components
International Nuclear Information System (INIS)
Jaouen, S.; Lagoutiere, F.
2007-01-01
This paper deals with the numerical transport of an arbitrary number of materials having the same velocity. One difficulty is to derive numerical algorithms that are conservative for the mass of each component and that satisfy some inequality and equality constraints: each mass fraction has to stay in [0, 1] and the sum of all mass fractions should be 1. These constraints are satisfied by the classical upwind scheme (which is very dissipative) but not for most of nonlinear (high-order or anti-dissipative) schemes. Here we propose local conditions of inequality type for the finite volume fluxes of mass fractions to ensure the aforementioned constraints. More precisely, we give explicit stability intervals for each flux. This is done in the manner of Despres and Lagoutiere for hyperbolic systems, for the transport of two components, for the same type of inequality constraints for nonlinear conservation laws. Comparisons on two dimensional test-cases with the Youngs' interface reconstruction algorithm show that results are qualitatively comparable. The advantages of this approach are its simplicity, its low computational cost, and its flexibility since it can deal with interfaces as well as mixing zones. (authors)
TWO EXTRASOLAR ASTEROIDS WITH LOW VOLATILE-ELEMENT MASS FRACTIONS
International Nuclear Information System (INIS)
Jura, M.; Xu, S.; Klein, B.; Zuckerman, B.; Koester, D.
2012-01-01
Using ultraviolet spectra obtained with the Cosmic Origins Spectrograph on the Hubble Space Telescope, we extend our previous ground-based optical determinations of the composition of the extrasolar asteroids accreted onto two white dwarfs, GD 40 and G241-6. Combining optical and ultraviolet spectra of these stars with He-dominated atmospheres, 13 and 12 polluting elements are confidently detected in GD 40 and G241-6, respectively. For the material accreted onto GD 40, the volatile elements C and S are deficient by more than a factor of 10 and N by at least a factor of 5 compared to their mass fractions in primitive CI chondrites and approach what is inferred for bulk Earth. A similar pattern is found for G241-6 except that S is undepleted. We have also newly detected or placed meaningful upper limits for the amount of Cl, Al, P, Ni, and Cu in the accreted matter. Extending results from optical studies, the mass fractions of refractory elements in the accreted parent bodies are similar to what is measured for bulk Earth and chondrites. Thermal processing, perhaps interior to a snow line, appears to be of central importance in determining the elemental compositions of these particular extrasolar asteroids.
Miftahurrohmah, Brina; Iriawan, Nur; Fithriasari, Kartika
2017-06-01
Stocks are known as the financial instruments traded in the capital market which have a high level of risk. Their risks are indicated by their uncertainty of their return which have to be accepted by investors in the future. The higher the risk to be faced, the higher the return would be gained. Therefore, the measurements need to be made against the risk. Value at Risk (VaR) as the most popular risk measurement method, is frequently ignore when the pattern of return is not uni-modal Normal. The calculation of the risks using VaR method with the Normal Mixture Autoregressive (MNAR) approach has been considered. This paper proposes VaR method couple with the Mixture Laplace Autoregressive (MLAR) that would be implemented for analysing the first three biggest capitalization Islamic stock return in JII, namely PT. Astra International Tbk (ASII), PT. Telekomunikasi Indonesia Tbk (TLMK), and PT. Unilever Indonesia Tbk (UNVR). Parameter estimation is performed by employing Bayesian Markov Chain Monte Carlo (MCMC) approaches.
The cointegrated vector autoregressive model with general deterministic terms
DEFF Research Database (Denmark)
Johansen, Søren; Nielsen, Morten Ørregaard
2017-01-01
In the cointegrated vector autoregression (CVAR) literature, deterministic terms have until now been analyzed on a case-by-case, or as-needed basis. We give a comprehensive unified treatment of deterministic terms in the additive model X(t)=Z(t) Y(t), where Z(t) belongs to a large class...... of deterministic regressors and Y(t) is a zero-mean CVAR. We suggest an extended model that can be estimated by reduced rank regression and give a condition for when the additive and extended models are asymptotically equivalent, as well as an algorithm for deriving the additive model parameters from the extended...... model parameters. We derive asymptotic properties of the maximum likelihood estimators and discuss tests for rank and tests on the deterministic terms. In particular, we give conditions under which the estimators are asymptotically (mixed) Gaussian, such that associated tests are X 2 -distributed....
The cointegrated vector autoregressive model with general deterministic terms
DEFF Research Database (Denmark)
Johansen, Søren; Nielsen, Morten Ørregaard
In the cointegrated vector autoregression (CVAR) literature, deterministic terms have until now been analyzed on a case-by-case, or as-needed basis. We give a comprehensive unified treatment of deterministic terms in the additive model X(t)= Z(t) + Y(t), where Z(t) belongs to a large class...... of deterministic regressors and Y(t) is a zero-mean CVAR. We suggest an extended model that can be estimated by reduced rank regression and give a condition for when the additive and extended models are asymptotically equivalent, as well as an algorithm for deriving the additive model parameters from the extended...... model parameters. We derive asymptotic properties of the maximum likelihood estimators and discuss tests for rank and tests on the deterministic terms. In particular, we give conditions under which the estimators are asymptotically (mixed) Gaussian, such that associated tests are khi squared distributed....
Competitive Adsorption of a Two-Component Gas on a Deformable Adsorbent
Usenko, A. S.
2013-01-01
We investigate the competitive adsorption of a two-component gas on the surface of an adsorbent whose adsorption properties vary in adsorption due to the adsorbent deformation. The essential difference of adsorption isotherms for a deformable adsorbent both from the classical Langmuir adsorption isotherms of a two-component gas and from the adsorption isotherms of a one-component gas taking into account variations in adsorption properties of the adsorbent in adsorption is obtained. We establi...
International Nuclear Information System (INIS)
Oguma, Ritsuo
1980-01-01
In the HBWR (Halden Boiling Water Reactor), there exists a resonant power oscillation with period about 0.04 Hz at power levels higher than about 9.5 MWt. While the resonant oscillation in not so large as to affect the normal reactor operation, it is significant, from the viewpoint of reactor diagnosis, to grasp its characteristics and find the cause. Noise analysis based on the autoregressive (AR) modeling technique has been made to reveal the driving source for this oscillation which led to the suggestion that it is attributed to the dynamic interference of heat exchange process between two parallel-connected steam transformers against the reactor. The present study demonstrates that the method used here is highly effective for tracing back to a noise source inducing the variation of quantities in a system, and also applicable to problems of reactor noise analysis and diagnosis. (author)
Energy Technology Data Exchange (ETDEWEB)
Saravanabhavan, G.; Brown, R.S. [Queen' s Univ., Kingston, ON (Canada). Dept. of Chemistry; Khan, C.W.; Hodson, P.V. [Queen' s Univ., Kingston, ON (Canada). Dept. of Biology
2004-07-01
Recent concerns regarding the effects of weathered crude oil on the early life stage of aquatic organisms are related to reports that blue sac disease (BSD) has been linked to larval fish exposed to crude oil. Studies have shown that a relationship exists between the induction of CYP1A enzymes and the occurrence of BSD in fish species. However, the mechanism of BSD is not fully understood. This study contributed to the Toxicity Identification and Evaluation (TIE) approach by isolating the CYP1A enzyme. An improved separation and analysis method for characterizing crude oil was also developed. Earlier studies revealed that the highest CYP1A activity occurred in the coal tar fraction of crude oil, which is rich in polycyclic aromatic hydrocarbons (PAH) and which contains many classes of compounds such as waxes, asphaltenes and resins. The TIE method included separation of these compound classes as well as a detailed characterization of the PAH classes. A solvent extraction method was also developed to fractionate the coal tar fraction into compound classes with particular emphasis on isolating PAH components. The study showed that fractions rich in PAH were responsible for a significant CYP1A induction in juvenile trout, but fractions poor in PAH did not. The solid phase extraction method offered better PAH fractions for further analysis by liquid chromatography.
Energy Technology Data Exchange (ETDEWEB)
Hattangadi, Jona A. [Harvard Radiation Oncology Program, Boston, MA (United States); Chapman, Paul H. [Department of Neurosurgery, Massachusetts General Hospital, Boston, MA (United States); Department of Radiation Oncology, Massachusetts General Hospital, Boston, MA (United States); Bussiere, Marc R.; Niemierko, Andrzej [Department of Radiation Oncology, Massachusetts General Hospital, Boston, MA (United States); Ogilvy, Christopher S. [Department of Neurosurgery, Massachusetts General Hospital, Boston, MA (United States); Rowell, Alison; Daartz, Juliane; Loeffler, Jay S. [Department of Radiation Oncology, Massachusetts General Hospital, Boston, MA (United States); Shih, Helen A., E-mail: hshih@partners.org [Department of Radiation Oncology, Massachusetts General Hospital, Boston, MA (United States)
2012-06-01
Purpose: To evaluate patients with high-risk cerebral arteriovenous malformations (AVMs), based on eloquent brain location or large size, who underwent planned two-fraction proton stereotactic radiosurgery (PSRS). Methods and Materials: From 1991 to 2009, 59 patients with high-risk cerebral AVMs received two-fraction PSRS. Median nidus volume was 23 cc (range, 1.4-58.1 cc), 70% of cases had nidus volume {>=}14 cc, and 34% were in critical locations (brainstem, basal ganglia). Median AVM score based on age, AVM size, and location was 3.19 (range, 0.9-6.9). Many patients had prior surgery or embolization (40%) or prior PSRS (12%). The most common prescription was 16 Gy radiobiologic equivalent (RBE) in two fractions, prescribed to the 90% isodose. Results: At a median follow-up of 56.1 months, 9 patients (15%) had total and 20 patients (34%) had partial obliteration. Patients with total obliteration received higher total dose than those with partial or no obliteration (mean dose, 17.6 vs. 15.5 Gy (RBE), p = 0.01). Median time to total obliteration was 62 months (range, 23-109 months), and 5-year actuarial rate of partial or total obliteration was 33%. Five-year actuarial rate of hemorrhage was 22% (95% confidence interval, 12.5%-36.8%) and 14% (n = 8) suffered fatal hemorrhage. Lesions with higher AVM scores were more likely to hemorrhage (p = 0.024) and less responsive to radiation (p = 0.026). The most common complication was Grade 1 headache acutely (14%) and long term (12%). One patient developed a Grade 2 generalized seizure disorder, and two had mild neurologic deficits. Conclusions: High-risk AVMs can be safely treated with two-fraction PSRS, although total obliteration rate is low and patients remain at risk for future hemorrhage. Future studies should include higher doses or a multistaged PSRS approach for lesions more resistant to obliteration with radiation.
Energy Technology Data Exchange (ETDEWEB)
Zou, Wenli; Filatov, Michael; Cremer, Dieter, E-mail: dcremer@smu.edu [Computational and Theoretical Chemistry Group (CATCO), Department of Chemistry, Southern Methodist University, 3215 Daniel Ave, Dallas, Texas 75275-0314 (United States)
2015-06-07
The analytical gradient for the two-component Normalized Elimination of the Small Component (2c-NESC) method is presented. The 2c-NESC is a Dirac-exact method that employs the exact two-component one-electron Hamiltonian and thus leads to exact Dirac spin-orbit (SO) splittings for one-electron atoms. For many-electron atoms and molecules, the effect of the two-electron SO interaction is modeled by a screened nucleus potential using effective nuclear charges as proposed by Boettger [Phys. Rev. B 62, 7809 (2000)]. The effect of spin-orbit coupling (SOC) on molecular geometries is analyzed utilizing the properties of the frontier orbitals and calculated SO couplings. It is shown that bond lengths can either be lengthened or shortened under the impact of SOC where in the first case the influence of low lying excited states with occupied antibonding orbitals plays a role and in the second case the jj-coupling between occupied antibonding and unoccupied bonding orbitals dominates. In general, the effect of SOC on bond lengths is relatively small (≤5% of the scalar relativistic changes in the bond length). However, large effects are found for van der Waals complexes Hg{sub 2} and Cn{sub 2}, which are due to the admixture of more bonding character to the highest occupied spinors.
Two component injection moulding: an interface quality and bond strength dilemma
DEFF Research Database (Denmark)
Islam, Mohammad Aminul; Hansen, Hans Nørgaard; Tang, Peter Torben
2008-01-01
on quality parameters of the two component parts. Most engineering applications of two component injection moulding calls for high bond strength between the two polymers, on the other hand a sharp and well-defined interface between the two polymers are required for applications like selective metallization...... of polymers, parts for micro applications and also for the aesthetic purpose of the final product. The investigation presented in this paper indicates a dilemma between obtaining reasonably good bond strength and at the same time keeping the interface quality suitable for applications. The required process...... conditions for a sharp and well-defined interface are exactly the opposite of what is congenial for higher bond strength. So in the production of two component injection moulded parts, there is a compromise to make between the interface quality and the bond strength of the two polymers. Also the injection...
Lazaridis, Mihalis; Aleksandropoulou, Victoria; Hanssen, Jan Erik; Dye, Christian; Eleftheriadis, Kostantinos; Katsivela, Eleftheria
2008-03-01
A detailed analysis of indoor/outdoor physicochemical aerosol properties has been performed. Aerosol measurements were taken at two dwellings, one in the city center and the other in the suburbs of the Oslo metropolitan area, during summer/fall and winter/spring periods of 2002-2003. In this paper, emphasis is placed on the chemical characteristics (water-soluble ions and carbonaceous components) of fine (PM2.5) and coarse (PM2.5-10) particles and their indoor/outdoor relationship. Results demonstrate that the carbonaceous species were dominant in all fractions of the PM10 particles (cut off size: 0.09-11.31 microm) during all measurement periods, except winter 2003, when increased concentrations of water-soluble inorganic ions were predominant because of sea salt transport. The concentration of organic carbon was higher in the fine and coarse PM10 fractions indoors, whereas elemental carbon was higher indoors only in the coarse fraction. In regards to the carbonaceous species, local traffic and secondary organic aerosol formation were, probably, the main sources outdoors, whereas indoors combustion activities such as preparation of food, burning of candles, and cigarette smoking were the main sources. In contrast, the concentrations of water-soluble inorganic ions were higher outdoors than indoors. The variability of water-soluble inorganic ion concentrations outdoors was related to changes in emissions from local anthropogenic sources, long-range transport of particles, sea salt emissions, and resuspension of roadside and soil dusts. In the indoor environment the infiltration of the outdoor air indoors was the major source of inorganic ions.
Two component micro injection molding for MID fabrication
DEFF Research Database (Denmark)
Islam, Mohammad Aminul; Hansen, Hans Nørgaard; Tang, Peter Torben
2009-01-01
Molded Interconnect Devices (MIDs) are plastic substrates with electrical infrastructure. The fabrication of MIDs is usually based on injection molding and different process chains may be identified from this starting point. The use of MIDs has been driven primarily by the automotive sector......, but recently the medical sector seems more and more interested. In particular the possibility of miniaturization of 3D components with electrical infrastructure is attractive. The paper describes possible manufacturing routes and challenges of miniaturized MIDs based on two component micro injection molding...
International Nuclear Information System (INIS)
Owolabi, Kolade M.
2016-01-01
The aim of this paper is to examine pattern formation in the sub— and super-diffusive scenarios and compare it with that of classical or standard diffusive processes in two-component fractional reaction-diffusion systems that modeled a predator-prey dynamics. The focus of the work concentrates on the use of two separate mathematical techniques, we formulate a Fourier spectral discretization method as an efficient alternative technique to solve fractional reaction-diffusion problems in higher-dimensional space, and later advance the resulting systems of ODEs in time with the adaptive exponential time-differencing solver. Obviously, the fractional Fourier approach is able to achieve spectral convergence up to machine precision regardless of the fractional order α, owing to the fact that our approach is able to give full diagonal representation of the fractional operator. The complexity of the dynamics in this system is theoretically discussed and graphically displayed with some examples and numerical simulations in one, two and three dimensions.
The fractional scaling methodology (FSM) Part 1. methodology development
International Nuclear Information System (INIS)
Novak Zuber; Ivan Catton; Upendra S Rohatgi; Wolfgang Wulff
2005-01-01
Full text of publication follows: a quantitative methodology is developed, based on the concepts of hierarchy and synthesis, to integrate and organize information and data. The methodology uses scaling to synthesize experimental data and analytical results, and to provide quantitative criteria for evaluating the effects of various design and operating parameters that influence processes in a complex system such as a nuclear power plant or a related test facility. Synthesis and scaling are performed on three hierarchical levels: the process, component and system levels. Scaling on the process level determines the effect of a selected process on a particular state variable during a selected scenario. At the component level this scaling determines the effects various processes have on a state variable, and it ranks the processes according to their importance by the magnitude of the fractional change they cause on that state variable. At the system level the scaling determines the governing processes and corresponding components, ranking these in the order of importance according to their effect on the fractional change of system-wide state variables. The scaling methodology reveals on all levels the fractional change of state variables and is called therefore the Fractional Scaling Methodology (FSM). FSM synthesizes process parameters and assigns to each thermohydraulic process a dimensionless effect metric Ω = ωt, that is the product of the specific rate of fractional change ω and the characteristic time t. The rate of fractional change ω is the ratio of process transport rate over content of a preserved quantity in a component. The effect metric Ω quantifies the contribution of the process to the fractional change of a state variable in a given component. Ordering of a component effect metrics provides the hierarchy of processes in a component, then in all components and the system. FSM separates quantitatively dominant from minor processes and components and
Combining two major ATLAS inner detector components
Maximilien Brice
2006-01-01
The semiconductor tracker is inserted into the transition radiation tracker for the ATLAS experiment at the LHC. These make up two of the three major components of the inner detector. They will work together to measure the trajectories produced in the proton-proton collisions at the centre of the detector when the LHC is switched on in 2008.
An advanced ultrasonic technique for slow and void fraction measurements of two-phase flow
International Nuclear Information System (INIS)
Faccini, J.L.H.; Su, J.; Harvel, G.D.; Chang, J.S.
2004-01-01
In this paper, we present a hybrid type counterpropagating transmission ultrasonic technique (CPTU) for flow and time averaging ultrasonic transmission intensity void fraction measurements (TATIU) of air-water two-phase flow, which is tested in the new two-phase flow test section mounted recently onto an existing single phase flow rig. The circular pipe test section is made of 51.2 mm stainless steel, followed by a transparent extruded acrylic pipe aimed at flow visualization. The two-phase flow rig operates in several flow regimes: bubbly, smooth stratified, wavy stratified and slug flow. The observed flow patterns are compared with previous experimental and numerical flow regime map for horizontal two phase flows. These flow patterns will be identified by time averaging transmission intensity ultrasonic techniques which have been developed to meet this particular application. A counterpropagating transmission ultrasonic flowmeter is used to measure the flow rate of liquid phase. A pulse-echo TATIU ultrasonic technique used to measure the void fraction of the horizontal test section is presented. We can draw the following conclusions: 1) the ultrasonic system was able to characterize the 2 flow patterns simulated (stratified and plug flow); 2) the results obtained for water volumetric fraction require more experimental work to determine exactly the technique uncertainties but, a priori, they are consistent with earlier work; and 3) the experimental uncertainties can be reduced by improving the data acquisition system, changing the acquisition time interval from seconds to milliseconds
Anisotropic properties of phase separation in two-component dipolar Bose-Einstein condensates
Wang, Wei; Li, Jinbin
2018-03-01
Using Crank-Nicolson method, we calculate ground state wave functions of two-component dipolar Bose-Einstein condensates (BECs) and show that, due to dipole-dipole interaction (DDI), the condensate mixture displays anisotropic phase separation. The effects of DDI, inter-component s-wave scattering, strength of trap potential and particle numbers on the density profiles are investigated. Three types of two-component profiles are present, first cigar, along z-axis and concentric torus, second pancake (or blood cell), in xy-plane, and two non-uniform ellipsoid, separated by the pancake and third two dumbbell shapes.
Superfluid drag in the two-component Bose-Hubbard model
Sellin, Karl; Babaev, Egor
2018-03-01
In multicomponent superfluids and superconductors, co- and counterflows of components have, in general, different properties. A. F. Andreev and E. P. Bashkin [Sov. Phys. JETP 42, 164 (1975)] discussed, in the context of He3/He4 superfluid mixtures, that interparticle interactions produce a dissipationless drag. The drag can be understood as a superflow of one component induced by phase gradients of the other component. Importantly, the drag can be both positive (entrainment) and negative (counterflow). The effect is known to have crucial importance for many properties of diverse physical systems ranging from the dynamics of neutron stars and rotational responses of Bose mixtures of ultracold atoms to magnetic responses of multicomponent superconductors. Although substantial literature exists that includes the drag interaction phenomenologically, only a few regimes are covered by quantitative studies of the microscopic origin of the drag and its dependence on microscopic parameters. Here we study the microscopic origin and strength of the drag interaction in a quantum system of two-component bosons on a lattice with short-range interaction. By performing quantum Monte Carlo simulations of a two-component Bose-Hubbard model we obtain dependencies of the drag strength on the boson-boson interactions and properties of the optical lattice. Of particular interest are the strongly correlated regimes where the ratio of coflow and counterflow superfluid stiffnesses can diverge, corresponding to the case of saturated drag.
Field theory of anyons and the fractional quantum Hall effect
International Nuclear Information System (INIS)
Viefers, S.F.
1997-11-01
The thesis is devoted to a theoretical study of anyons, i.e. particles with fractional statistics moving in two space dimensions, and the quantum Hall effect. The latter constitutes the only known experimental realization of anyons in that the quasiparticle excitations in the fractional quantum Hall system are believed to obey fractional statistics. First, the properties of ideal quantum gases in two dimensions and in particular the equation of state of the free anyons gas are discussed. Then, a field theory formulation of anyons in a strong magnetic field is presented and later extended to a system with several species of anyons. The relation of this model to fractional exclusion statistics, i.e. intermediate statistics introduced by a generalization of the Pauli principle, and to the low-energy excitations at the edge of the quantum Hall system is discussed. Finally, the Chern-Simons-Landau-Ginzburg theory of the fractional quantum Hall effect is studied, mainly focusing on edge effects; both the ground state and the low-energy edge excitations are examined in the simple one-component model and in an extended model which includes spin effects
Measurement of void fraction distribution in two-phase flow by impedance CT with neural network
International Nuclear Information System (INIS)
Hayashi, Hideaki; Sumida, Isao; Sakai, Sinji; Wakai, Kazunori
1996-01-01
This paper describes a new method for measurement of void distribution using impedance CT with a hierarchical neural network. The present method consists of four processes. First, output electric currents are calculated by simulation of various distributions of void fraction. The relationship between distribution of void fraction and electric current is called 'teaching data'. Second, the neural network learns the teaching data by the back propagation method. Third, output electric currents are measured about actual two-phase flow. Finally, distribution of void fraction is calculated by the taught neural network using the measured electric currents. In this paper, measurement and learning parameters are adjusted, experimental results obtained using the impedance CT method are compared with data obtained by the impedance probe method. The results show that our method is effective for measurement of void fraction distribution. (author)
Yu, Minda; He, Xiaosong; Liu, Jiaomei; Wang, Yuefeng; Xi, Beidou; Li, Dan; Zhang, Hui; Yang, Chao
2018-04-14
Understanding the heterogeneous evolution characteristics of dissolved organic matter fractions derived from compost is crucial to exploring the composting biodegradation process and the possible applications of compost products. Herein, two-dimensional correlation spectroscopy integrated with reversed-phase high performance liquid chromatography and size exclusion chromatography were utilized to obtain the molecular weight (MW) and polarity evolution characteristics of humic acid (HA), fulvic acid (FA), and the hydrophilic (HyI) fractions during composting. The high-MW humic substances and building blocks in the HA fraction degraded faster during composting than polymers, proteins, and organic colloids. Similarly, the low MW acid FA factions transformed faster than the low weight neutral fractions, followed by building blocks, and finally polymers, proteins, and organic colloids. The evolutions of HyI fractions during composting occurred first for building blocks, followed by low MW acids, and finally low weight neutrals. With the progress of composting, the hydrophobic properties of the HA and FA fractions were enhanced. The degradation/humification process of the hydrophilic and transphilic components was faster than that of the hydrophobic component. Compared with the FA and HyI fractions, the HA fraction exhibited a higher MW and increased hydrophobicity. Copyright © 2018 Elsevier B.V. All rights reserved.
Insurance-growth nexus in Ghana: An autoregressive distributed lag bounds cointegration approach
Directory of Open Access Journals (Sweden)
Abdul Latif Alhassan
2014-12-01
Full Text Available This paper examines the long-run causal relationship between insurance penetration and economic growth in Ghana from 1990 to 2010. Using the autoregressive distributed lag (ARDL bounds approach to cointegration by Pesaran et al. (1996, 2001, the study finds a long-run positive relationship between insurance penetration and economic growth which implies that funds mobilized from insurance business have a long run impact on economic growth. A unidirectional causality was found to run from aggregate insurance penetration, life and non-life insurance penetration to economic growth to support the ‘supply-leading’ hypothesis. The findings have implications for insurance market development in Ghana.
Fraction transfer process in on-line comprehensive two-dimensional liquid phase separations
Czech Academy of Sciences Publication Activity Database
Česla, P.; Křenková, Jana
2017-01-01
Roč. 40, č. 1 (2017), s. 109-123 ISSN 1615-9306 R&D Projects: GA ČR(CZ) GA14-06319S Institutional support: RVO:68081715 Keywords : capillary electrophoresis * comprehensive liquid chromatography * fraction transfer * two-dimensional separations * liquid chromatography Subject RIV: CB - Analytical Chemistry, Separation OBOR OECD: Analytical chemistry Impact factor: 2.557, year: 2016
Microfluidic Devices for Blood Fractionation
Directory of Open Access Journals (Sweden)
Chwee Teck Lim
2011-07-01
Full Text Available Blood, a complex biological fluid, comprises 45% cellular components suspended in protein rich plasma. These different hematologic components perform distinct functions in vivo and thus the ability to efficiently fractionate blood into its individual components has innumerable applications in both clinical diagnosis and biological research. Yet, processing blood is not trivial. In the past decade, a flurry of new microfluidic based technologies has emerged to address this compelling problem. Microfluidics is an attractive solution for this application leveraging its numerous advantages to process clinical blood samples. This paper reviews the various microfluidic approaches realized to successfully fractionate one or more blood components. Techniques to separate plasma from hematologic cellular components as well as isolating blood cells of interest including certain rare cells are discussed. Comparisons based on common separation metrics including efficiency (sensitivity, purity (selectivity, and throughput will be presented. Finally, we will provide insights into the challenges associated with blood-based separation systems towards realizing true point-of-care (POC devices and provide future perspectives.
4K Video Traffic Prediction using Seasonal Autoregressive Modeling
Directory of Open Access Journals (Sweden)
D. R. Marković
2017-06-01
Full Text Available From the perspective of average viewer, high definition video streams such as HD (High Definition and UHD (Ultra HD are increasing their internet presence year over year. This is not surprising, having in mind expansion of HD streaming services, such as YouTube, Netflix etc. Therefore, high definition video streams are starting to challenge network resource allocation with their bandwidth requirements and statistical characteristics. Need for analysis and modeling of this demanding video traffic has essential importance for better quality of service and experience support. In this paper we use an easy-to-apply statistical model for prediction of 4K video traffic. Namely, seasonal autoregressive modeling is applied in prediction of 4K video traffic, encoded with HEVC (High Efficiency Video Coding. Analysis and modeling were performed within R programming environment using over 17.000 high definition video frames. It is shown that the proposed methodology provides good accuracy in high definition video traffic modeling.
REGIONAL FIRST ORDER PERIODIC AUTOREGRESSIVE MODELS FOR MONTHLY FLOWS
Directory of Open Access Journals (Sweden)
Ceyhun ÖZÇELİK
2008-01-01
Full Text Available First order periodic autoregressive models is of mostly used models in modeling of time dependency of hydrological flow processes. In these models, periodicity of the correlogram is preserved as well as time dependency of processes. However, the parameters of these models, namely, inter-monthly lag-1 autocorrelation coefficients may be often estimated erroneously from short samples, since they are statistics of high order moments. Therefore, to constitute a regional model may be a solution that can produce more reliable and decisive estimates, and derive models and model parameters in any required point of the basin considered. In this study, definitions of homogeneous region for lag-1 autocorrelation coefficients are made; five parametric and non parametric models are proposed to set regional models of lag-1 autocorrelation coefficients. Regional models are applied on 30 stream flow gauging stations in Seyhan and Ceyhan basins, and tested by criteria of relative absolute bias, simple and relative root of mean square errors.
Zhang, Guo; Cao, Zhi-ping; Hu, Chan-juan
2011-07-01
Soil organic carbon is of heterogeneity in components. The active components are sensitive to agricultural management, while the inert components play an important role in carbon fixation. Soil organic carbon fractionation mainly includes physical, chemical, and biological fractionations. Physical fractionation is to separate the organic carbon into active and inert components based on the density, particle size, and its spatial distribution; chemical fractionation is to separate the organic carbon into various components based on the solubility, hydrolizability, and chemical reactivity of organic carbon in a variety of extracting agents. In chemical fractionation, the dissolved organic carbon is bio-available, including organic acids, phenols, and carbohydrates, and the acid-hydrolyzed organic carbon can be divided into active and inert organic carbons. Simulated enzymatic oxidation by using KMnO4 can separate organic carbon into active and non-active carbon. Biological fractionation can differentiate microbial biomass carbon and potential mineralizable carbon. Under different farmland management practices, the chemical composition and pool capacity of soil organic carbon fractions will have different variations, giving different effects on soil quality. To identify the qualitative or quantitative relationships between soil organic carbon components and carbon deposition, we should strengthen the standardization study of various fractionation methods, explore the integrated application of different fractionation methods, and sum up the most appropriate organic carbon fractionation method or the appropriate combined fractionation methods for different farmland management practices.
Motion of curves and solutions of two multi-component mKdV equations
International Nuclear Information System (INIS)
Yao Ruoxia; Qu Changzheng; Li Zhibin
2005-01-01
Two classes of multi-component mKdV equations have been shown to be integrable. One class called the multi-component geometric mKdV equation is exactly the system for curvatures of curves when the motion of the curves is governed by the mKdV flow. In this paper, exact solutions including solitary wave solutions of the two- and three-component mKdV equations are obtained, the symmetry reductions of the two-component geometric mKdV equation to ODE systems corresponding to it's Lie point symmetry groups are also given. Curves and their behavior corresponding to solitary wave solutions of the two-component geometric mKdV equation are presented
Fluctuation of void fraction and pressure drop during vertical two-phase flow with contraction
International Nuclear Information System (INIS)
Morimoto, Yuichiro; Madarame, Haruki; Okamoto, Koji
2003-01-01
Flow pattern and fluctuation of void fraction of two-phase flow through a vertical channel with contraction were examined experimentally. The two-phase fluid consisted of water and nitrogen gas. The pipe diameters were 0.1 [m] and 0.05 [m], which were before and after the contraction, respectively. Superficial gas and liquid velocity were changed form 0.42 to 2.55 [m/s] and from 2.26 to 4.53 [m/s]. Time series data of void fraction were measured using a single-needle void probe and flow pattern at downstream from the contraction was visualized using a high-speed video camera. Intermittent flow was observed at downstream of the contraction. The pulsation can be seen to be caused by wave of bubbles thick and thin. Frequency of fluctuation of the void fraction was almost constant when flow pattern before the contraction was bubble flow. In the case where flow pattern before the contraction was churn flow, the frequency increased with superficial liquid velocity. The frequency was also confirmed with the result of image processing using the movies captured by the high speed video camera. (author)
Jia, Youmei; Cai, Jianfeng; Xin, Huaxia; Feng, Jiatao; Fu, Yanhui; Fu, Qing; Jin, Yu
2017-06-08
A preparative two dimensional hydrophilic interaction liquid chromatography/reversed-phase liquid chromatography (Pre-2D-HILIC/RPLC) method was established to separate and purify the components in Trachelospermum jasminoides . The pigments and strongly polar components were removed from the crude extract after the active carbon decolorization and solid phase extraction processes. A Click XIon column (250 mm×20 mm, 10 μm) was selected as stationary phase and water-acetonitrile as mobile phases in the first dimensional HILIC. Finally, 15 fractions were collected under UV-triggered mode. In the second dimensional RPLC, a C18 column (250 mm×20 mm, 5 μm) was selected and water-acetonitrile was used as mobile phases. As a result, 14 compounds with high purity were obtained, which were further identified by mass spectrometry (MS) and nuclear magnetic resonance (NMR). Finally, 11 lignan compounds and three flavonoid compounds were obtained. The method has a good orthogonality, and can improve the resolution and the peak capacity. It is significant for the separation of complex components from Trachelospermum jasminoides .
On Bayesian shared component disease mapping and ecological regression with errors in covariates.
MacNab, Ying C
2010-05-20
Recent literature on Bayesian disease mapping presents shared component models (SCMs) for joint spatial modeling of two or more diseases with common risk factors. In this study, Bayesian hierarchical formulations of shared component disease mapping and ecological models are explored and developed in the context of ecological regression, taking into consideration errors in covariates. A review of multivariate disease mapping models (MultiVMs) such as the multivariate conditional autoregressive models that are also part of the more recent Bayesian disease mapping literature is presented. Some insights into the connections and distinctions between the SCM and MultiVM procedures are communicated. Important issues surrounding (appropriate) formulation of shared- and disease-specific components, consideration/choice of spatial or non-spatial random effects priors, and identification of model parameters in SCMs are explored and discussed in the context of spatial and ecological analysis of small area multivariate disease or health outcome rates and associated ecological risk factors. The methods are illustrated through an in-depth analysis of four-variate road traffic accident injury (RTAI) data: gender-specific fatal and non-fatal RTAI rates in 84 local health areas in British Columbia (Canada). Fully Bayesian inference via Markov chain Monte Carlo simulations is presented. Copyright 2010 John Wiley & Sons, Ltd.
Autoregressive Integrated Adaptive Neural Networks Classifier for EEG-P300 Classification
Directory of Open Access Journals (Sweden)
Demi Soetraprawata
2013-06-01
Full Text Available Brain Computer Interface has a potency to be applied in mechatronics apparatus and vehicles in the future. Compared to the other techniques, EEG is the most preferred for BCI designs. In this paper, a new adaptive neural network classifier of different mental activities from EEG-based P300 signals is proposed. To overcome the over-training that is caused by noisy and non-stationary data, the EEG signals are filtered and extracted using autoregressive models before passed to the adaptive neural networks classifier. To test the improvement in the EEG classification performance with the proposed method, comparative experiments were conducted using Bayesian Linear Discriminant Analysis. The experiment results show that the all subjects achieve a classification accuracy of 100%.
International Nuclear Information System (INIS)
Gaviria, Xiomara; Rivera, J.E.; Barahona, R.
2015-01-01
The objective of this study was to evaluate the nutritional quality of the forage components of a SPSi based on Leucaena leucocephala associated to improved pastures, as well as its biomass production. The forage production was determined at several moments of the year and the nutritional quality was evaluated through the Cornell model. The soluble protein proportion (fraction A) was similar between the grasses and L. leucocephala, and represented as minimum 34 % of the total protein. The proportion of protein B2 (intermediate degradation) of the legume was higher than that of the grasses (53,7 vs. 30,2 %, respectively). Protein B3 of the diet (slow degradation) was around 22 % of the total protein, and more than 71 % of it can be considered degradable in rumen. L. leucocephala showed a higher concentration of soluble carbohydrates (16,7 %) and lower quantity of fraction B2 (14,94 %) than the grasses. Concerning the biomass availability, a production of 19,26 t DM/ha year-1 was reached. It is concluded that in SPSis a high quantity of quality forage is produced throughout the year, and that this offer is sufficient to cover the requirements of ruminants. (author)
Skin and lung reaction to fractionated x iradiation in mice
International Nuclear Information System (INIS)
Field, S.B.; Hornsey, S.; Hammersmith Hospital, London
1980-01-01
The dependence between the summary dose and the number of fractions for lung and skin injuries of mice, are studied. Single irradiation and irradiation consisting of a different number of fractions are applied. Results are estimated in two directions. Fractionated irradiation is compared with single irradiation. In the case of such an approach the assumption that the observed lung and skin injury results from cell death, the correlation between the initial slope of the survival curve and the final slope is about 7:1. The additional dose necessary when doubling the number of fractions is measured. In the first approximation, these results agree with the model of a single-shock multi-target curve and the 3:1 slope ratio. The conclusion is made that the double-component model gives an inadequate description of cell survival curves of both skin and lungs [ru
Fractionation of Aspergillus niger cellulases by combined ion exchange affinity chromatography
Energy Technology Data Exchange (ETDEWEB)
Boyer, R.F.; Allen, T.L.; Dykema, P.A.
1987-02-05
Eight chemically modified cellulose supports were tested for their ability to adsorb components of the Aspergillus niger cellulase system. At least two of the most effective adsorbents, aminoethyl cellulose and carboxymethyl cellulose, were shown to be useful for the fractionation of cellulases. These supports apparently owe their resolving capacity to both ion exchange and biospecific binding effects; however, the relative importance of each effect is unknown. These observations form the basis for a new cellulase fractionation technique, combined ion exchange-affinity chromatography. 22 references.
International Nuclear Information System (INIS)
Lu, Fengbin; Qiao, Han; Wang, Shouyang; Lai, Kin Keung; Li, Yuze
2017-01-01
This paper proposes a new time-varying coefficient vector autoregressions (VAR) model, in which the coefficient is a linear function of dynamic lagged correlation. The proposed model allows for flexibility in choices of dynamic correlation models (e.g. dynamic conditional correlation generalized autoregressive conditional heteroskedasticity (GARCH) models, Markov-switching GARCH models and multivariate stochastic volatility models), which indicates that it can describe many types of time-varying causal effects. Time-varying causal relations between West Texas Intermediate (WTI) crude oil and the US Standard and Poor’s 500 (S&P 500) stock markets are examined by the proposed model. The empirical results show that their causal relations evolve with time and display complex characters. Both positive and negative causal effects of the WTI on the S&P 500 in the subperiods have been found and confirmed by the traditional VAR models. Similar results have been obtained in the causal effects of S&P 500 on WTI. In addition, the proposed model outperforms the traditional VAR model.
Energy Technology Data Exchange (ETDEWEB)
Lu, Fengbin, E-mail: fblu@amss.ac.cn [Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190 (China); Qiao, Han, E-mail: qiaohan@ucas.ac.cn [School of Economics and Management, University of Chinese Academy of Sciences, Beijing 100190 (China); Wang, Shouyang, E-mail: sywang@amss.ac.cn [School of Economics and Management, University of Chinese Academy of Sciences, Beijing 100190 (China); Lai, Kin Keung, E-mail: mskklai@cityu.edu.hk [Department of Management Sciences, City University of Hong Kong (Hong Kong); Li, Yuze, E-mail: richardyz.li@mail.utoronto.ca [Department of Industrial Engineering, University of Toronto (Canada)
2017-01-15
This paper proposes a new time-varying coefficient vector autoregressions (VAR) model, in which the coefficient is a linear function of dynamic lagged correlation. The proposed model allows for flexibility in choices of dynamic correlation models (e.g. dynamic conditional correlation generalized autoregressive conditional heteroskedasticity (GARCH) models, Markov-switching GARCH models and multivariate stochastic volatility models), which indicates that it can describe many types of time-varying causal effects. Time-varying causal relations between West Texas Intermediate (WTI) crude oil and the US Standard and Poor’s 500 (S&P 500) stock markets are examined by the proposed model. The empirical results show that their causal relations evolve with time and display complex characters. Both positive and negative causal effects of the WTI on the S&P 500 in the subperiods have been found and confirmed by the traditional VAR models. Similar results have been obtained in the causal effects of S&P 500 on WTI. In addition, the proposed model outperforms the traditional VAR model.
A simple capacitance sensor for void fraction measurement in gas-liquid two-phase flow
International Nuclear Information System (INIS)
Silva, Luiz C.R.P.; Faccini, José L.H.; Farias, Marcos S.; Su, Jian
2017-01-01
In this work we present a simple and inexpensive capacitance sensor for time averaging void fraction measurement of gas-liquid two-phase flow, which was developed at Experimental Thermal hydraulics Laboratory in the Nuclear Engineering Institute, IEN/CNEN. The sensor is a non-invasive device causing no flow disturbances. It is formed by two parallel plates and four electronic circuits: a signal input circuit, an amplification circuit, a frequency generator, and a power supply circuit. The frequency generator applies a sinusoidal signal with appropriate frequency into the signal input circuit which converts the capacitance variation value (or void fraction) of the two-phase flow into a voltage signal that goes to the amplifier stage; the output signal of the amplifier stage will be an input to an analogic/digital converter, installed inside of a computer, and it will provide interpretation of the signal behavior. The capacitance sensor was calibrated by using a horizontal acrylic tube filled with a known volume of water. (author)
A simple capacitance sensor for void fraction measurement in gas-liquid two-phase flow
Energy Technology Data Exchange (ETDEWEB)
Silva, Luiz C.R.P.; Faccini, José L.H.; Farias, Marcos S., E-mail: reina@ien.gov.br [Instituto de Engenharia Nuclear (IEN/CNEN-RJ), Rio de Janeiro, RJ (Brazil); Su, Jian, E-mail: sujian@con.ufrj.br [Coordenacao de Pos-Graduacao e Pesquisa de Engenharia (COPPE/UFRJ), Rio de Janeiro, RJ (Brazil). Instituto de Engenharia Nuclear
2017-07-01
In this work we present a simple and inexpensive capacitance sensor for time averaging void fraction measurement of gas-liquid two-phase flow, which was developed at Experimental Thermal hydraulics Laboratory in the Nuclear Engineering Institute, IEN/CNEN. The sensor is a non-invasive device causing no flow disturbances. It is formed by two parallel plates and four electronic circuits: a signal input circuit, an amplification circuit, a frequency generator, and a power supply circuit. The frequency generator applies a sinusoidal signal with appropriate frequency into the signal input circuit which converts the capacitance variation value (or void fraction) of the two-phase flow into a voltage signal that goes to the amplifier stage; the output signal of the amplifier stage will be an input to an analogic/digital converter, installed inside of a computer, and it will provide interpretation of the signal behavior. The capacitance sensor was calibrated by using a horizontal acrylic tube filled with a known volume of water. (author)
Algorithm Preserving Mass Fraction Maximum Principle for Multi-component Flows%多组份流动质量分数保极值原理算法
Institute of Scientific and Technical Information of China (English)
唐维军; 蒋浪; 程军波
2014-01-01
We propose a new method for compressible multi⁃component flows with Mie⁃Gruneisen equation of state based on mass fraction. The model preserves conservation law of mass, momentum and total energy for mixture flows. It also preserves conservation of mass of all single components. Moreover, it prevents pressure and velocity from jumping across interface that separate regions of different fluid components. Wave propagation method is used to discretize this quasi⁃conservation system. Modification of numerical method is adopted for conservative equation of mass fraction. This preserves the maximum principle of mass fraction. The wave propagation method which is not modified for conservation equations of flow components mass, cannot preserve the mass fraction in the interval [0,1]. Numerical results confirm validity of the method.%对基于质量分数的Mie⁃Gruneisen状态方程多流体组份模型提出了新的数值方法。该模型保持混合流体的质量、动量、和能量守恒，保持各组份分质量守恒，在多流体组份界面处保持压力和速度一致。该模型是拟守恒型方程系统。对该模型系统的离散采用波传播算法。与直接对模型中所有守恒方程采用相同算法不同的是，在处理分介质质量守恒方程时，对波传播算法进行了修正，使之满足质量分数保极值原理。而不作修改的算法则不能保证质量分数在[0，1]范围。数值实验验证了该方法有效。
The Fractions SNARC Revisited: Processing Fractions on a Consistent Mental Number Line.
Toomarian, Elizabeth Y; Hubbard, Edward M
2017-07-12
The ability to understand fractions is key to establishing a solid foundation in mathematics, yet children and adults struggle to comprehend them. Previous studies have suggested that these struggles emerge because people fail to process fraction magnitude holistically on the mental number line (MNL), focusing instead on fraction components (Bonato et al. 2007). Subsequent studies have produced evidence for default holistic processing (Meert et al., 2009; 2010), but examined only magnitude processing, not spatial representations. We explored the spatial representations of fractions on the MNL in a series of three experiments: Experiment 1 replicated Bonato et al. (2007); 30 naïve undergraduates compared unit fractions (1/1-1/9) to 1/5, resulting in a reverse SNARC effect. Experiment 2 countered potential strategic biases induced by the limited set of fractions used by Bonato et al. by expanding the stimulus set to include all irreducible, single-digit proper fractions, and asked participants to compare them against 1/2. We observed a classic SNARC effect, completely reversing the pattern from Experiment 1. Together, Experiments 1 and 2 demonstrate that stimulus properties dramatically impact spatial representations of fractions. In Experiment 3, we demonstrated within-subjects reliability of the SNARC effect across both a fractions and whole number comparison task. Our results suggest that adults can indeed process fraction magnitudes holistically, and that their spatial representations occur on a consistent MNL for both whole numbers and fractions.
Chloroplast two-component systems: evolution of the link between photosynthesis and gene expression.
Puthiyaveetil, Sujith; Allen, John F
2009-06-22
Two-component signal transduction, consisting of sensor kinases and response regulators, is the predominant signalling mechanism in bacteria. This signalling system originated in prokaryotes and has spread throughout the eukaryotic domain of life through endosymbiotic, lateral gene transfer from the bacterial ancestors and early evolutionary precursors of eukaryotic, cytoplasmic, bioenergetic organelles-chloroplasts and mitochondria. Until recently, it was thought that two-component systems inherited from an ancestral cyanobacterial symbiont are no longer present in chloroplasts. Recent research now shows that two-component systems have survived in chloroplasts as products of both chloroplast and nuclear genes. Comparative genomic analysis of photosynthetic eukaryotes shows a lineage-specific distribution of chloroplast two-component systems. The components and the systems they comprise have homologues in extant cyanobacterial lineages, indicating their ancient cyanobacterial origin. Sequence and functional characteristics of chloroplast two-component systems point to their fundamental role in linking photosynthesis with gene expression. We propose that two-component systems provide a coupling between photosynthesis and gene expression that serves to retain genes in chloroplasts, thus providing the basis of cytoplasmic, non-Mendelian inheritance of plastid-associated characters. We discuss the role of this coupling in the chronobiology of cells and in the dialogue between nuclear and cytoplasmic genetic systems.
Lee, Bo-Mi; Seo, Young-Soo; Hur, Jin
2015-04-15
In this study, the adsorptive fractionation of a humic acid (HA, Elliott soil humic acid) on graphene oxide (GO) was examined at pH 4 and 6 using absorption spectroscopy and fluorescence excitation-emission matrix (EEM)-parallel factor analysis (PARAFAC). The extent of the adsorption was greater at pH 4.0 than at pH 6.0. Aromatic molecules within the HA were preferentially adsorbed onto the GO surface, and the preferential adsorption was more pronounced at pH 6, which is above the zero point of charge of GO. A relative ratio of two PARAFAC humic-like components (ex/em maxima at 270/510 nm and at (250, 265)/440 nm) presented an increasing trend with larger sizes of ultrafiltered humic acid fractions, suggesting the potential for using fluorescence EEM-PARAFAC for tracking the changes in molecular sizes of aromatic HA molecules. The individual adsorption behaviors of the two humic-like components revealed that larger sized aromatic components within HA had a higher adsorption affinity and more nonlinear isotherms compared to smaller sized fractions. Our results demonstrated that adsorptive fractionation of HA occurred on the GO surface with respect to their aromaticity and the sizes, but the degree was highly dependent on solution pH as well as the amount of adsorbed HS (or available surface sites). The observed adsorption behaviors were reasonably explained by a combination of different mechanisms previously suggested. Copyright © 2015 Elsevier Ltd. All rights reserved.
Space-Time Fractional Diffusion-Advection Equation with Caputo Derivative
Directory of Open Access Journals (Sweden)
José Francisco Gómez Aguilar
2014-01-01
Full Text Available An alternative construction for the space-time fractional diffusion-advection equation for the sedimentation phenomena is presented. The order of the derivative is considered as 0<β, γ≤1 for the space and time domain, respectively. The fractional derivative of Caputo type is considered. In the spatial case we obtain the fractional solution for the underdamped, undamped, and overdamped case. In the temporal case we show that the concentration has amplitude which exhibits an algebraic decay at asymptotically large times and also shows numerical simulations where both derivatives are taken in simultaneous form. In order that the equation preserves the physical units of the system two auxiliary parameters σx and σt are introduced characterizing the existence of fractional space and time components, respectively. A physical relation between these parameters is reported and the solutions in space-time are given in terms of the Mittag-Leffler function depending on the parameters β and γ. The generalization of the fractional diffusion-advection equation in space-time exhibits anomalous behavior.
Benbenishty, Rami; Astor, Ron Avi; Roziner, Ilan; Wrabel, Stephani L.
2016-01-01
The present study explores the causal link between school climate, school violence, and a school's general academic performance over time using a school-level, cross-lagged panel autoregressive modeling design. We hypothesized that reductions in school violence and climate improvement would lead to schools' overall improved academic performance.…
Spatial Rotation of the Fractional Derivative in Two-Dimensional Space
Directory of Open Access Journals (Sweden)
Ehab Malkawi
2015-01-01
Full Text Available The transformations of the partial fractional derivatives under spatial rotation in R2 are derived for the Riemann-Liouville and Caputo definitions. These transformation properties link the observation of physical quantities, expressed through fractional derivatives, with respect to different coordinate systems (observers. It is the hope that such understanding could shed light on the physical interpretation of fractional derivatives. Also it is necessary to be able to construct interaction terms that are invariant with respect to equivalent observers.
Ou, Lu; Chow, Sy-Miin; Ji, Linying; Molenaar, Peter C M
2017-01-01
The autoregressive latent trajectory (ALT) model synthesizes the autoregressive model and the latent growth curve model. The ALT model is flexible enough to produce a variety of discrepant model-implied change trajectories. While some researchers consider this a virtue, others have cautioned that this may confound interpretations of the model's parameters. In this article, we show that some-but not all-of these interpretational difficulties may be clarified mathematically and tested explicitly via likelihood ratio tests (LRTs) imposed on the initial conditions of the model. We show analytically the nested relations among three variants of the ALT model and the constraints needed to establish equivalences. A Monte Carlo simulation study indicated that LRTs, particularly when used in combination with information criterion measures, can allow researchers to test targeted hypotheses about the functional forms of the change process under study. We further demonstrate when and how such tests may justifiably be used to facilitate our understanding of the underlying process of change using a subsample (N = 3,995) of longitudinal family income data from the National Longitudinal Survey of Youth.
Activity of Pure Streptovaricins and Fractionated Streptovaricin Complex Against Friend Virus
Horoszewicz, Julius S.; Rinehart, Kenneth L.; Leong, Susan S.; Carter, William A.
1975-01-01
Chromatographic fractionation of streptovaricin complex yields two stable components enriched (4- to 16-fold) in activity directed against the polycythemic strain of Friend virus; both components apparently contain no streptovaricins. When compared with their unfractionated parent streptovaricin complex, eight individual intact streptovaricins (A through G and J) show at least a 30-fold reduction in antiviral activity. These results further support the conclusion that the diversified biological properties of streptovaricin complex probably reside in different molecular structures. PMID:237470
A two-component dark matter model with real singlet scalars ...
Indian Academy of Sciences (India)
2016-01-05
Jan 5, 2016 ... We propose a two-component dark matter (DM) model, each component of which is a real singlet scalar, to explain results from both direct and indirect detection experiments. We put the constraints on the model parameters from theoretical bounds, PLANCK relic density results and direct DM experiments.
Directory of Open Access Journals (Sweden)
Olga Samonova
2013-01-01
Full Text Available The concentrations and distribution of Fe, Ti, Zr, Mn, Cu. Ni, Co, Cr, Pb, and Zn associated with various particle size fractions have been analyzed in soils of two forested catenas located in the middle Protva River basin on the Smolensk-Moscow Upland. The results showed that concentration of metals in a particular size fraction was defined by a complex of factors: element chemical properties, soil type, genesis of a soil horizon, and position in the catena. A clearly defined relationship between the fraction size and metal concentrations was found for Ti and Zr. The highest levels of Ti were found in coarse and medium silt, while Zr had its highest values only in coarse silt and, in some cases, in fine sand. Such metals as Fe, Mn, Co, Cu and Pb had high concentrations in sand, fine silt, and clay fractions depending on a soil type and a genetic horizon. The maximum load of Cr, Zn, and Ni (in the majority of cases was found in clay fraction. The minimum loads of Fe, Mn, Co, Cu, and Ni were found in the coarse silt fraction. Variation in concentrations of heavy metals differed depending on particle size. For most metals, the variations were decreasing from coarser to finer fractions.Key words: soils, heavy metals, grain-size fractionation, vertical and lateral distribution patterns
Lohani, A. K.; Kumar, Rakesh; Singh, R. D.
2012-06-01
SummaryTime series modeling is necessary for the planning and management of reservoirs. More recently, the soft computing techniques have been used in hydrological modeling and forecasting. In this study, the potential of artificial neural networks and neuro-fuzzy system in monthly reservoir inflow forecasting are examined by developing and comparing monthly reservoir inflow prediction models, based on autoregressive (AR), artificial neural networks (ANNs) and adaptive neural-based fuzzy inference system (ANFIS). To take care the effect of monthly periodicity in the flow data, cyclic terms are also included in the ANN and ANFIS models. Working with time series flow data of the Sutlej River at Bhakra Dam, India, several ANN and adaptive neuro-fuzzy models are trained with different input vectors. To evaluate the performance of the selected ANN and adaptive neural fuzzy inference system (ANFIS) models, comparison is made with the autoregressive (AR) models. The ANFIS model trained with the input data vector including previous inflows and cyclic terms of monthly periodicity has shown a significant improvement in the forecast accuracy in comparison with the ANFIS models trained with the input vectors considering only previous inflows. In all cases ANFIS gives more accurate forecast than the AR and ANN models. The proposed ANFIS model coupled with the cyclic terms is shown to provide better representation of the monthly inflow forecasting for planning and operation of reservoir.
Determination of bone mineral volume fraction using impedance analysis and Bruggeman model
Energy Technology Data Exchange (ETDEWEB)
Ciuchi, Ioana Veronica; Olariu, Cristina Stefania, E-mail: oocristina@yahoo.com; Mitoseriu, Liliana, E-mail: lmtsr@uaic.ro
2013-11-20
Highlights: • Mineral volume fraction of a bone sample was determined. • Dielectric properties for bone sample and for the collagen type I were determined by impedance spectroscopy. • Bruggeman effective medium approximation was applied in order to evaluate mineral volume fraction of the sample. • The computed values were compared with ones derived from a histogram test performed on SEM micrographs. -- Abstract: Measurements by impedance spectroscopy and Bruggeman effective medium approximation model were employed in order to determine the mineral volume fraction of dry bone. This approach assumes that two or more phases are present into the composite: the matrix (environment) and the other ones are inclusion phases. A fragment of femur diaphysis dense bone from a young pig was investigated in its dehydrated state. Measuring the dielectric properties of bone and its main components (hydroxyapatite and collagen) and using the Bruggeman approach, the mineral volume filling factor was determined. The computed volume fraction of the mineral volume fraction was confirmed by a histogram test analysis based on the SEM microstructures. In spite of its simplicity, the method provides a good approximation for the bone mineral volume fraction. The method which uses impedance spectroscopy and EMA modeling can be further developed by considering the conductive components of the bone tissue as a non-invasive in situ impedance technique for bone composition evaluation and monitoring.
Determination of bone mineral volume fraction using impedance analysis and Bruggeman model
International Nuclear Information System (INIS)
Ciuchi, Ioana Veronica; Olariu, Cristina Stefania; Mitoseriu, Liliana
2013-01-01
Highlights: • Mineral volume fraction of a bone sample was determined. • Dielectric properties for bone sample and for the collagen type I were determined by impedance spectroscopy. • Bruggeman effective medium approximation was applied in order to evaluate mineral volume fraction of the sample. • The computed values were compared with ones derived from a histogram test performed on SEM micrographs. -- Abstract: Measurements by impedance spectroscopy and Bruggeman effective medium approximation model were employed in order to determine the mineral volume fraction of dry bone. This approach assumes that two or more phases are present into the composite: the matrix (environment) and the other ones are inclusion phases. A fragment of femur diaphysis dense bone from a young pig was investigated in its dehydrated state. Measuring the dielectric properties of bone and its main components (hydroxyapatite and collagen) and using the Bruggeman approach, the mineral volume filling factor was determined. The computed volume fraction of the mineral volume fraction was confirmed by a histogram test analysis based on the SEM microstructures. In spite of its simplicity, the method provides a good approximation for the bone mineral volume fraction. The method which uses impedance spectroscopy and EMA modeling can be further developed by considering the conductive components of the bone tissue as a non-invasive in situ impedance technique for bone composition evaluation and monitoring
Zhao, Ziliang; Li, Qi; Ji, Xiangling; Dimova, Rumiana; Lipowsky, Reinhard; Liu, Yonggang
2016-06-24
Dextran and poly(ethylene glycol) (PEG) in phase separated aqueous two-phase systems (ATPSs) of these two polymers, with a broad molar mass distribution for dextran and a narrow molar mass distribution for PEG, were separated and quantified by gel permeation chromatography (GPC). Tie lines constructed by GPC method are in excellent agreement with those established by the previously reported approach based on density measurements of the phases. The fractionation of dextran during phase separation of ATPS leads to the redistribution of dextran of different chain lengths between the two phases. The degree of fractionation for dextran decays exponentially as a function of chain length. The average separation parameters, for both dextran and PEG, show a crossover from mean field behavior to Ising model behavior, as the critical point is approached. Copyright © 2016 Elsevier B.V. All rights reserved.
International Nuclear Information System (INIS)
Ueki, Taro
2010-01-01
The noise propagation of tallies in the Monte Carlo power method can be represented by the autoregressive moving average process of orders p and p-1 (ARMA(p,p-1)], where p is an integer larger than or equal to two. The formula of the autocorrelation of ARMA(p,q), p≥q+1, indicates that ARMA(3,2) fitting is equivalent to lumping the eigenmodes of fluctuation propagation in three modes such as the slow, intermediate and fast attenuation modes. Therefore, ARMA(3,2) fitting was applied to the real standard deviation estimation of fuel assemblies at particular heights. The numerical results show that straightforward ARMA(3,2) fitting is promising but a stability issue must be resolved toward the incorporation in the distributed version of production Monte Carlo codes. The same numerical results reveal that the average performance of ARMA(3,2) fitting is equivalent to that of the batch method in MCNP with a batch size larger than one hundred and smaller than two hundred cycles for a 1100 MWe pressurized water reactor. The bias correction of low lag autocovariances in MVP/GMVP is demonstrated to have the potential of improving the average performance of ARMA(3,2) fitting. (author)
Testing the Presence of Multiple Photometric Components in Nearby Early-type Galaxies Using SDSS
Energy Technology Data Exchange (ETDEWEB)
Oh, Semyeong; Greene, Jenny E. [Department of Astrophysical Sciences, Princeton University, Princeton, NJ 08544 (United States); Lackner, Claire N., E-mail: semyeong@astro.princeton.edu [Kavli Institute for the Physics and Mathematics of the Universe (WPI), Todai Institutes for Advanced Study, the University of Tokyo, Kashiwa (Japan)
2017-02-10
We investigate two-dimensional image decomposition of nearby, morphologically selected early-type galaxies (ETGs). We are motivated by recent observational evidence of significant size growth of quiescent galaxies and theoretical development advocating a two-phase formation scenario for ETGs. We find that a significant fraction of nearby ETGs show changes in isophotal shape that require multi-component models. The characteristic sizes of the inner and outer component are ∼3 and ∼15 kpc. The inner component lies on the mass–size relation of ETGs at z ∼ 0.25–0.75, while the outer component tends to be more elliptical and hints at a stochastic buildup process. We find real physical differences between single- and double-component ETGs, with double-component galaxies being younger and more metal-rich. The fraction of double-component ETGs increases with increasing σ and decreases in denser environments. We hypothesize that double-component systems were able to accrete gas and small galaxies until later times, boosting their central densities, building up their outer parts, and lowering their typical central ages. In contrast, the oldest galaxies, perhaps due to residing in richer environments, have no remaining hints of their last accretion episode.
Microfluidic Devices for Blood Fractionation
Hou, Han Wei; Bhagat, Ali Asgar S.; Lee, Wong Cheng J.; Huang, Sha; Han, Jongyoon; Lim, Chwee Teck
2011-01-01
Blood, a complex biological fluid, comprises 45% cellular components suspended in protein rich plasma. These different hematologic components perform distinct functions in vivo and thus the ability to efficiently fractionate blood into its individual components has innumerable applications in both clinical diagnosis and biological research. Yet, processing blood is not trivial. In the past decade, a flurry of new microfluidic based technologies has emerged to address this compelling problem. ...
Toward lattice fractional vector calculus
International Nuclear Information System (INIS)
Tarasov, Vasily E
2014-01-01
An analog of fractional vector calculus for physical lattice models is suggested. We use an approach based on the models of three-dimensional lattices with long-range inter-particle interactions. The lattice analogs of fractional partial derivatives are represented by kernels of lattice long-range interactions, where the Fourier series transformations of these kernels have a power-law form with respect to wave vector components. In the continuum limit, these lattice partial derivatives give derivatives of non-integer order with respect to coordinates. In the three-dimensional description of the non-local continuum, the fractional differential operators have the form of fractional partial derivatives of the Riesz type. As examples of the applications of the suggested lattice fractional vector calculus, we give lattice models with long-range interactions for the fractional Maxwell equations of non-local continuous media and for the fractional generalization of the Mindlin and Aifantis continuum models of gradient elasticity. (papers)
Toward lattice fractional vector calculus
Tarasov, Vasily E.
2014-09-01
An analog of fractional vector calculus for physical lattice models is suggested. We use an approach based on the models of three-dimensional lattices with long-range inter-particle interactions. The lattice analogs of fractional partial derivatives are represented by kernels of lattice long-range interactions, where the Fourier series transformations of these kernels have a power-law form with respect to wave vector components. In the continuum limit, these lattice partial derivatives give derivatives of non-integer order with respect to coordinates. In the three-dimensional description of the non-local continuum, the fractional differential operators have the form of fractional partial derivatives of the Riesz type. As examples of the applications of the suggested lattice fractional vector calculus, we give lattice models with long-range interactions for the fractional Maxwell equations of non-local continuous media and for the fractional generalization of the Mindlin and Aifantis continuum models of gradient elasticity.
Interfacial area, velocity and void fraction in two-phase slug flow
International Nuclear Information System (INIS)
Kojasoy, G.; Riznic, J.R.
1997-01-01
The internal flow structure of air-water plug/slug flow in a 50.3 mm dia transparent pipeline has been experimentally investigated by using a four-sensor resistivity probe. Liquid and gas volumetric superficial velocities ranged from 0.55 to 2.20 m/s and 0.27 to 2.20 m/s, respectively, and area-averaged void fractions ranged from about 10 to 70%. The local distributions of void fractions, interfacial area concentration and interface velocity were measured. Contributions from small spherical bubbles and large elongated slug bubbles toward the total void fraction and interfacial area concentration were differentiated. It was observed that the small bubble void contribution to the overall void fraction was small indicating that the large slug bubble void fraction was a dominant factor in determining the total void fraction. However, the small bubble interfacial area contribution was significant in the lower and upper portions of the pipe cross sections
Experimental study on void fraction of two-phase flow inside a micro-fin tube
Koyama, Shigeru; Chen, Yongchang; Kitano, Ryuji; Kuwahara, Ken
2001-01-01
In this paper the void fraction and flow pattern of the two-phase flow in a micro-fin tube were investigated experimentally for a pure refrigerant HFC134a. The experiment was carried out at a pressure range of 0.6 and 1.2MPa with mass velocities of 90 and 180kg/m^2 s, in which the vapor quality varied from 0 to 1. The void fraction was measured by means of simultaneously closing valves of both sides of the test tube at adiabatic condition. Experimental results for the micro-fin tube were comp...
Bergstra, Jan A.
2015-01-01
In the context of an involutive meadow a precise definition of fractions is formulated and on that basis formal definitions of various classes of fractions are given. The definitions follow the fractions as terms paradigm. That paradigm is compared with two competing paradigms for storytelling on fractions: fractions as values and fractions as pairs.
Weak nonlinear matter waves in a trapped two-component Bose-Einstein condensates
International Nuclear Information System (INIS)
Yong Wenmei; Xue Jukui
2008-01-01
The dynamics of the weak nonlinear matter solitary waves in two-component Bose-Einstein condensates (BEC) with cigar-shaped external potential are investigated analytically by a perturbation method. In the small amplitude limit, the two-components can be decoupled and the dynamics of solitary waves are governed by a variable-coefficient Korteweg-de Vries (KdV) equation. The reduction to the KdV equation may be useful to understand the dynamics of nonlinear matter waves in two-component BEC. The analytical expressions for the evolution of soliton, emitted radiation profiles and soliton oscillation frequency are also obtained
Density profiles and collective excitations of a trapped two-component Fermi vapour
International Nuclear Information System (INIS)
Amoruso, M.; Meccoli, I.; Minguzzi, A.; Tosi, M.P.
1999-08-01
We discuss the ground state and the small-amplitude excitations of a degenerate vapour of fermionic atoms placed in two hyperfine states inside a spherical harmonic trap. An equations-of-motion approach is set up to discuss the hydrodynamic dissipation processes from the interactions between the two components of the fluid beyond mean-field theory and to emphasize analogies with spin dynamics and spin diffusion in a homogeneous Fermi liquid. The conditions for the establishment of a collisional regime via scattering against cold-atom impurities are analyzed. The equilibrium density profiles are then calculated for a two-component vapour of 40 K atoms: they are little modified by the interactions for presently relevant values of the system parameters, but spatial separation of the two components will spontaneously arise as the number of atoms in the trap is increased. The eigenmodes of collective oscillation in both the total particle number density and the concentration density are evaluated analytically in the special case of a symmetric two-component vapour in the collisional regime. The dispersion relation of the surface modes for the total particle density reduces in this case to that of a one-component Fermi vapour, whereas the frequencies of all other modes are shifted by the interactions. (author)
Autoregressive Prediction with Rolling Mechanism for Time Series Forecasting with Small Sample Size
Directory of Open Access Journals (Sweden)
Zhihua Wang
2014-01-01
Full Text Available Reasonable prediction makes significant practical sense to stochastic and unstable time series analysis with small or limited sample size. Motivated by the rolling idea in grey theory and the practical relevance of very short-term forecasting or 1-step-ahead prediction, a novel autoregressive (AR prediction approach with rolling mechanism is proposed. In the modeling procedure, a new developed AR equation, which can be used to model nonstationary time series, is constructed in each prediction step. Meanwhile, the data window, for the next step ahead forecasting, rolls on by adding the most recent derived prediction result while deleting the first value of the former used sample data set. This rolling mechanism is an efficient technique for its advantages of improved forecasting accuracy, applicability in the case of limited and unstable data situations, and requirement of little computational effort. The general performance, influence of sample size, nonlinearity dynamic mechanism, and significance of the observed trends, as well as innovation variance, are illustrated and verified with Monte Carlo simulations. The proposed methodology is then applied to several practical data sets, including multiple building settlement sequences and two economic series.
Debt Contagion in Europe: A Panel-Vector Autoregressive (VAR Analysis
Directory of Open Access Journals (Sweden)
Florence Bouvet
2013-12-01
Full Text Available The European sovereign-debt crisis began in Greece when the government announced in December, 2009, that its debt reached 121% of GDP (or 300 billion euros and its 2009 budget deficit was 12.7% of GDP, four times the level allowed by the Maastricht Treaty. The Greek crisis soon spread to other Economic and Monetary Union (EMU countries, notably Ireland, Portugal, Spain and Italy. Using quarterly data for the 2000–2011 period, we implement a panel-vector autoregressive (PVAR model for 11 EMU countries to examine the extent to which a rise in a country’s bond-yield spread or debt-to-GDP ratio affects another EMU countries’ fiscal and macroeconomic outcomes. To distinguish between interdependence and contagion among EMU countries, we compare results obtained for the pre-crisis period (2000–2007 with the crisis period (2008–2011 and control for global risk aversion.
Very-short-term wind power probabilistic forecasts by sparse vector autoregression
DEFF Research Database (Denmark)
Dowell, Jethro; Pinson, Pierre
2016-01-01
A spatio-temporal method for producing very-shortterm parametric probabilistic wind power forecasts at a large number of locations is presented. Smart grids containing tens, or hundreds, of wind generators require skilled very-short-term forecasts to operate effectively, and spatial information...... is highly desirable. In addition, probabilistic forecasts are widely regarded as necessary for optimal power system management as they quantify the uncertainty associated with point forecasts. Here we work within a parametric framework based on the logit-normal distribution and forecast its parameters....... The location parameter for multiple wind farms is modelled as a vector-valued spatiotemporal process, and the scale parameter is tracked by modified exponential smoothing. A state-of-the-art technique for fitting sparse vector autoregressive models is employed to model the location parameter and demonstrates...
Assessment and prediction of air quality using fuzzy logic and autoregressive models
Carbajal-Hernández, José Juan; Sánchez-Fernández, Luis P.; Carrasco-Ochoa, Jesús A.; Martínez-Trinidad, José Fco.
2012-12-01
In recent years, artificial intelligence methods have been used for the treatment of environmental problems. This work, presents two models for assessment and prediction of air quality. First, we develop a new computational model for air quality assessment in order to evaluate toxic compounds that can harm sensitive people in urban areas, affecting their normal activities. In this model we propose to use a Sigma operator to statistically asses air quality parameters using their historical data information and determining their negative impact in air quality based on toxicity limits, frequency average and deviations of toxicological tests. We also introduce a fuzzy inference system to perform parameter classification using a reasoning process and integrating them in an air quality index describing the pollution levels in five stages: excellent, good, regular, bad and danger, respectively. The second model proposed in this work predicts air quality concentrations using an autoregressive model, providing a predicted air quality index based on the fuzzy inference system previously developed. Using data from Mexico City Atmospheric Monitoring System, we perform a comparison among air quality indices developed for environmental agencies and similar models. Our results show that our models are an appropriate tool for assessing site pollution and for providing guidance to improve contingency actions in urban areas.
Numerical analysis of a non equilibrium two-component two-compressible flow in porous media
Saad, Bilal Mohammed
2013-09-01
We propose and analyze a finite volume scheme to simulate a non equilibrium two components (water and hydrogen) two phase flow (liquid and gas) model. In this model, the assumption of local mass non equilibrium is ensured and thus the velocity of the mass exchange between dissolved hydrogen and hydrogen in the gas phase is supposed finite. The proposed finite volume scheme is fully implicit in time together with a phase-by-phase upwind approach in space and it is discretize the equations in their general form with gravity and capillary terms We show that the proposed scheme satisfies the maximum principle for the saturation and the concentration of the dissolved hydrogen. We establish stability results on the velocity of each phase and on the discrete gradient of the concentration. We show the convergence of a subsequence to a weak solution of the continuous equations as the size of the discretization tends to zero. At our knowledge, this is the first convergence result of finite volume scheme in the case of two component two phase compressible flow in several space dimensions.
Directory of Open Access Journals (Sweden)
Petrino Teresa R
2004-03-01
Full Text Available Abstract Fractionation and characterization of gonadotropins (GtH from Fundulus heteroclitus pituitary extracts were carried out using a biocompatible liquid chromatographic procedure (Pharmacia FPLC system. Chromatographic fractions were monitored for gonadotropic activities (induction of oocyte maturation and steroid production using homologous follicle bioassays in vitro. Size-exclusion chromatography eluted gonadotropic activity in one major protein peak (Mr ~ 30,000. Anion-exchange and hydrophobic-interaction chromatography (HIC yielded two distinct peaks of 17beta-estradiol (E2- and 17alpha-hydroxy,20beta-dihydroprogesterone (DHP-promoting activity with associated oocyte maturation. Two-dimensional chromatography (chromatofocusing followed by HIC resolved pituitary extracts into two active fractions; both induced E2 synthesis, but one was relatively poor in eliciting DHP and testosterone production. Thus, using homologous bioassays, at least two quantitatively different gonadotropic (steroidogenic activities: an E2-promoting gonadotropin (GtH I-like and a DHP-promoting gonadotropin (GtH II-like, which has a lower isoelectric point but greater hydrophobicity than the former, can be distinguished from F. heteroclitus pituitaries by a variety of chromatographic procedures. This study complements previous biochemical and molecular data in F. heteroclitus and substantiates the duality of GtH function in a multiple-spawning teleost.
Controlling thermal deformation by using composite materials having variable fiber volume fraction
International Nuclear Information System (INIS)
Bouremana, M.; Tounsi, A.; Kaci, A.; Mechab, I.
2009-01-01
In application, many thin structural components such as beams, plates and shells experience a through-thickness temperature variation. This temperature variation can produce both an in-plane expansion and an out-of-plane (bending) curvature. Given that these thin components interact with or connect to other components, we often wish to minimize the thermal deformation or match the thermal deformation of another component. This is accomplished by using a composite whose fibers have a negative axial thermal expansion coefficient. By varying the fiber volume fraction within a symmetric laminated beam to create a functionally graded material (FGM), certain thermal deformations can be controlled or tailored. Specifically, a beam can be designed which does not curve under a steady-state through-thickness temperature variation. Continuous gradation of the fiber volume fraction in the FGM layer is modelled in the form of a mth power polynomial of the coordinate axis in thickness direction of the beam. The beam results are independent of the actual temperature values, within the limitations of steady-state heat transfer and constant material properties. The influence of volume fiber fraction distributions are studied to match or eliminate an in-plane expansion coefficient, or to match a desired axial stiffness. Combining two fiber types to create a hybrid FGM can offer desirable increase in axial and bending stiffness while still retaining the useful thermal deformation behavior.
International Nuclear Information System (INIS)
Cheng Huiping; Wu Hongtao; Ba Changxi; Yan Xiaoming; Huang Suyi
1995-12-01
In view of the need to determine void fraction and flow regime of vapor-liquid two-phase flow in the steam generator test model, domestic made optical probe was applied on a small-scale freon two-phase flow test rig. Optical probe signals were collected at a sampling rate up to 500 Hz and converted into digital form. Both the time signal, and the amplitude probability density function and FFT spectrum function calculated thereof were analysed in the time and frequency domains respectively. The threshold characterizing vapor or liquid contact with the probe tip was determined from the air-water two-phase flow pressure drop test results. Then, the boiling freon two-phase flow void fraction was determined by single threshold method, and compared with numerical heat transfer computation. Typical patterns which were revealed by the above-mentioned time signal and the functions were found corresponding to distinct flow regimes, as corroborated by visual observation. The experiment shows that the optical probe was a promising technique for two-phase flow void fraction measurement and flow regime identification (3 refs., 15 figs., 1 tab.)
Directory of Open Access Journals (Sweden)
Azizollah Babakhani
2010-01-01
Full Text Available We investigate the existence and uniqueness of positive solution for system of nonlinear fractional differential equations in two dimensions with delay. Our analysis relies on a nonlinear alternative of Leray-Schauder type and Krasnoselskii's fixed point theorem in a cone.
Competitive adsorption of a two-component gas on a deformable adsorbent
International Nuclear Information System (INIS)
Usenko, A S
2014-01-01
We investigate the competitive adsorption of a two-component gas on the surface of an adsorbent whose adsorption properties vary due to the adsorbent deformation. The essential difference of adsorption isotherms for a deformable adsorbent both from the classical Langmuir adsorption isotherms of a two-component gas and from the adsorption isotherms of a one-component gas is obtained, taking into account variations in the adsorption properties of the adsorbent in adsorption. We establish bistability and tristability of the system caused by variations in adsorption properties of the adsorbent in competitive adsorption of gas particles on it. We derive conditions under which adsorption isotherms of a binary gas mixture have two stable asymptotes. It is shown that the specific features of the behavior of the system under study can be described in terms of a potential of the known explicit form. (paper)
Infinite-component conformal fields. Spectral representation of the two-point function
International Nuclear Information System (INIS)
Zaikov, R.P.; Tcholakov, V.
1975-01-01
The infinite-component conformal fields (with respect to the stability subgroup) are considered. The spectral representation of the conformally invariant two-point function is obtained. This function is nonvanishing as/lso for one ''fundamental'' and one infinite-component field
Methods of producing epoxides from alkenes using a two-component catalyst system
Kung, Mayfair C.; Kung, Harold H.; Jiang, Jian
2013-07-09
Methods for the epoxidation of alkenes are provided. The methods include the steps of exposing the alkene to a two-component catalyst system in an aqueous solution in the presence of carbon monoxide and molecular oxygen under conditions in which the alkene is epoxidized. The two-component catalyst system comprises a first catalyst that generates peroxides or peroxy intermediates during oxidation of CO with molecular oxygen and a second catalyst that catalyzes the epoxidation of the alkene using the peroxides or peroxy intermediates. A catalyst system composed of particles of suspended gold and titanium silicalite is one example of a suitable two-component catalyst system.
Commercial SNF Accident Release Fractions
Energy Technology Data Exchange (ETDEWEB)
J. Schulz
2004-11-05
The purpose of this analysis is to specify and document the total and respirable fractions for radioactive materials that could be potentially released from an accident at the repository involving commercial spent nuclear fuel (SNF) in a dry environment. The total and respirable release fractions are used to support the preclosure licensing basis for the repository. The total release fraction is defined as the fraction of total commercial SNF assembly inventory, typically expressed as an activity inventory (e.g., curies), of a given radionuclide that is released to the environment from a waste form. Radionuclides are released from the inside of breached fuel rods (or pins) and from the detachment of radioactive material (crud) from the outside surfaces of fuel rods and other components of fuel assemblies. The total release fraction accounts for several mechanisms that tend to retain, retard, or diminish the amount of radionuclides that are available for transport to dose receptors or otherwise can be shown to reduce exposure of receptors to radiological releases. The total release fraction includes a fraction of airborne material that is respirable and could result in inhalation doses; this subset of the total release fraction is referred to as the respirable release fraction. Accidents may involve waste forms characterized as: (1) bare unconfined intact fuel assemblies, (2) confined intact fuel assemblies, or (3) canistered failed commercial SNF. Confined intact commercial SNF assemblies at the repository are contained in shipping casks, canisters, or waste packages. Four categories of failed commercial SNF are identified: (1) mechanically and cladding-penetration damaged commercial SNF, (2) consolidated/reconstituted assemblies, (3) fuel rods, pieces, and debris, and (4) nonfuel components. It is assumed that failed commercial SNF is placed into waste packages with a mesh screen at each end (CRWMS M&O 1999). In contrast to bare unconfined fuel assemblies, the
Commercial SNF Accident Release Fractions
International Nuclear Information System (INIS)
Schulz, J.
2004-01-01
The purpose of this analysis is to specify and document the total and respirable fractions for radioactive materials that could be potentially released from an accident at the repository involving commercial spent nuclear fuel (SNF) in a dry environment. The total and respirable release fractions are used to support the preclosure licensing basis for the repository. The total release fraction is defined as the fraction of total commercial SNF assembly inventory, typically expressed as an activity inventory (e.g., curies), of a given radionuclide that is released to the environment from a waste form. Radionuclides are released from the inside of breached fuel rods (or pins) and from the detachment of radioactive material (crud) from the outside surfaces of fuel rods and other components of fuel assemblies. The total release fraction accounts for several mechanisms that tend to retain, retard, or diminish the amount of radionuclides that are available for transport to dose receptors or otherwise can be shown to reduce exposure of receptors to radiological releases. The total release fraction includes a fraction of airborne material that is respirable and could result in inhalation doses; this subset of the total release fraction is referred to as the respirable release fraction. Accidents may involve waste forms characterized as: (1) bare unconfined intact fuel assemblies, (2) confined intact fuel assemblies, or (3) canistered failed commercial SNF. Confined intact commercial SNF assemblies at the repository are contained in shipping casks, canisters, or waste packages. Four categories of failed commercial SNF are identified: (1) mechanically and cladding-penetration damaged commercial SNF, (2) consolidated/reconstituted assemblies, (3) fuel rods, pieces, and debris, and (4) nonfuel components. It is assumed that failed commercial SNF is placed into waste packages with a mesh screen at each end (CRWMS M andO 1999). In contrast to bare unconfined fuel assemblies, the
Two new triterpene saponins from the anti-inflammatory saponin fraction of Ilex pubescens root.
Wang, Jing-Rong; Zhou, Hua; Jiang, Zhi-Hong; Liu, Liang
2008-07-01
The saponin fraction from the ethanolic extracts of the root of Ilex pubescens Hook. et Arn. (Ilexaceae) was found to exhibit potent anti-inflammatory effects on carrageenan-induced paw edema in rats. Two novel triterpene saponins, pubescenosides C and D (1 and 2, resp.), together with five known saponins were isolated from this saponin fraction. The structures of 1 and 2 were elucidated as (20beta)-3-O-[beta-D-glucopyranosyl-(1-->2)-beta-D-xylopyranosyl]ursa-12,18-dien-28-oic acid 28-O-beta-D-glucopyranosyl ester, and (20beta)-3-O-[alpha-L-rhamnopyranosyl-(1-->2)-beta-D-glucopyranosyl-(1-->2)-beta-D-xylopyranosyl]ursa- 12,18-dien-28-oic acid 28-O-beta-D-glucopyranosyl ester, respectively, on the basis of chemical and spectroscopic data. Five known saponins isolated from the saponin fraction were identified as ilexsaponin B(1), B(2), B(3), A(1), and chikusetsusaponin IV(a).
Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza
2018-03-01
In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.
International Nuclear Information System (INIS)
Morishima, N.
1996-01-01
The multivariate autoregressive (MAR) modeling of a vector noise process is discussed in terms of the estimation of dominant noise sources in BWRs. The discussion is based on a physical approach: a transfer function model on BWR core dynamics is utilized in developing a noise model; a set of input-output relations between three system variables and twelve different noise sources is obtained. By the least-square fitting of a theoretical PSD on neutron noise to an experimental one, four kinds of dominant noise sources are selected. It is shown that some of dominant noise sources consist of two or more different noise sources and have the spectral properties of being coloured and correlated with each other. By diagonalizing the PSD matrix for dominant noise sources, we may obtain an MAR expression for a vector noise process as a response to the diagonal elements(i.e. residual noises) being white and mutually-independent. (Author)
On the maximum-entropy/autoregressive modeling of time series
Chao, B. F.
1984-01-01
The autoregressive (AR) model of a random process is interpreted in the light of the Prony's relation which relates a complex conjugate pair of poles of the AR process in the z-plane (or the z domain) on the one hand, to the complex frequency of one complex harmonic function in the time domain on the other. Thus the AR model of a time series is one that models the time series as a linear combination of complex harmonic functions, which include pure sinusoids and real exponentials as special cases. An AR model is completely determined by its z-domain pole configuration. The maximum-entropy/autogressive (ME/AR) spectrum, defined on the unit circle of the z-plane (or the frequency domain), is nothing but a convenient, but ambiguous visual representation. It is asserted that the position and shape of a spectral peak is determined by the corresponding complex frequency, and the height of the spectral peak contains little information about the complex amplitude of the complex harmonic functions.
Bildirici, Melike; Ersin, Özgür Ömer
2018-01-01
The study aims to combine the autoregressive distributed lag (ARDL) cointegration framework with smooth transition autoregressive (STAR)-type nonlinear econometric models for causal inference. Further, the proposed STAR distributed lag (STARDL) models offer new insights in terms of modeling nonlinearity in the long- and short-run relations between analyzed variables. The STARDL method allows modeling and testing nonlinearity in the short-run and long-run parameters or both in the short- and long-run relations. To this aim, the relation between CO 2 emissions and economic growth rates in the USA is investigated for the 1800-2014 period, which is one of the largest data sets available. The proposed hybrid models are the logistic, exponential, and second-order logistic smooth transition autoregressive distributed lag (LSTARDL, ESTARDL, and LSTAR2DL) models combine the STAR framework with nonlinear ARDL-type cointegration to augment the linear ARDL approach with smooth transitional nonlinearity. The proposed models provide a new approach to the relevant econometrics and environmental economics literature. Our results indicated the presence of asymmetric long-run and short-run relations between the analyzed variables that are from the GDP towards CO 2 emissions. By the use of newly proposed STARDL models, the results are in favor of important differences in terms of the response of CO 2 emissions in regimes 1 and 2 for the estimated LSTAR2DL and LSTARDL models.
On the importance of the long-term seasonal component in day-ahead electricity price forecasting
International Nuclear Information System (INIS)
Nowotarski, Jakub; Weron, Rafał
2016-01-01
In day-ahead electricity price forecasting (EPF) the daily and weekly seasonalities are always taken into account, but the long-term seasonal component (LTSC) is believed to add unnecessary complexity to the already parameter-rich models and is generally ignored. Conducting an extensive empirical study involving state-of-the-art time series models we show that (i) decomposing a series of electricity prices into a LTSC and a stochastic component, (ii) modeling them independently and (iii) combining their forecasts can bring – contrary to a common belief – an accuracy gain compared to an approach in which a given time series model is calibrated to the prices themselves. - Highlights: • A new class of Seasonal Component AutoRegressive (SCAR) models is introduced. • Electricity prices are decomposed into a trend-seasonal and a stochastic component. • Both components are modeled independently, their forecasts are combined. • Significant accuracy gains can be achieved compared to commonly used approaches.
Lu, Fengbin; Qiao, Han; Wang, Shouyang; Lai, Kin Keung; Li, Yuze
2017-01-01
This paper proposes a new time-varying coefficient vector autoregressions (VAR) model, in which the coefficient is a linear function of dynamic lagged correlation. The proposed model allows for flexibility in choices of dynamic correlation models (e.g. dynamic conditional correlation generalized autoregressive conditional heteroskedasticity (GARCH) models, Markov-switching GARCH models and multivariate stochastic volatility models), which indicates that it can describe many types of time-varying causal effects. Time-varying causal relations between West Texas Intermediate (WTI) crude oil and the US Standard and Poor's 500 (S&P 500) stock markets are examined by the proposed model. The empirical results show that their causal relations evolve with time and display complex characters. Both positive and negative causal effects of the WTI on the S&P 500 in the subperiods have been found and confirmed by the traditional VAR models. Similar results have been obtained in the causal effects of S&P 500 on WTI. In addition, the proposed model outperforms the traditional VAR model. Copyright Â© 2016 Elsevier Ltd. All rights reserved.
Westwood, S.; Josephs, R.; Daireaux, A.; Wielgosz, R.; Davies, S.; Kang, M.; Ting, H.; Phillip, R.; Malz, F.; Shimizu, Y.; Frias, E.; Pérez, M.; Apps, P.; Fernandes-Whaley, M.; DeVos, B.; Wiangnon, K.; Ruangrittinon, N.; Wood, S.; Duewer, D.; Schantz, M.; Bedner, M.; Hancock, D.; Esker, J.
2009-01-01
Under the auspices of the Organic Analysis Working Group (OAWG) of the Comité Consultatif pour la Quantité de Matière (CCQM) a laboratory comparison, CCQM-P20.e, was coordinated by the Bureau International de Poids et Mesures (BIPM) in 2006/2007. Nine national measurement institutes, two expert laboratories and the BIPM participated in the comparison. Participants were required to assign the mass fraction of theophylline present as the main component in two separate study samples (CCQM-P20.e.1 and CCQM-P20.e.2). CCQM-P20.e.1 consisted of a high-purity theophylline material obtained from a commercial supplier. CCQM-P20.e.2 consisted of theophylline to which known amounts of the related structure compounds theobromine and caffeine were added in a homogenous, gravimetrically controlled fashion. For the CCQM-P20.e.2 sample it was possible to estimate gravimetric reference values both for the main component and for the two spiked impurities. In addition to assigning the mass fraction content of theophylline for both materials, participants were requested but not obliged to provide mass fraction estimates for the minor components they identified in each sample. The results reported by the study participants for the mass fraction content of theophylline in both materials showed good levels of agreement both with each other and with the gravimetric reference value assigned to the CCQM-P20.e.2 material. There was also satisfactory agreement overall, albeit at higher levels of uncertainty, in the quantification data reported for the minor components present in both samples. In the few cases where a significant deviation was observed from the consensus values reported by the comparison participants or gravimetric reference values where these where available, they appeared to arise from the use of non-optimal chromatographic separation conditions. The results demonstrate the feasibility for laboratories to assign mass fraction content with associated absolute expanded
Grain boundary diffusion in terms of the tempered fractional calculus
International Nuclear Information System (INIS)
Sibatov, R.T.; Svetukhin, V.V.
2017-01-01
Mathematical treatment of grain-boundary diffusion based on the model first proposed by Fisher is usually formulated in terms of normal diffusion equations in a two-component nonhomogeneous medium. On the other hand, fractional equations of anomalous diffusion proved themselves to be useful in description of grain-boundary diffusion phenomena. Moreover, the most important propagation regime predicted by Fisher's model demonstrates subdiffusive behavior. However, the direct link between fractional approach and the Fisher model and its modifications has not found yet. Here, we fill this gap and show that solution of fractional subdiffusion equation offers general properties of classical solutions obtained by Whipple and Suzuoka. The tempered fractional approach is a convenient tool for studying precipitation in granular materials as the tempered subdiffusion limited process. - Highlights: • The link connected fractional diffusion approach and Fisher's model of grain-boundary diffusion is derived. • The subdiffusion exponent of grain-boundary diffusion can differ from 1/2. • Nucleation in granular materials is modeled by the process limited by tempered subdiffusion.
Grain boundary diffusion in terms of the tempered fractional calculus
Energy Technology Data Exchange (ETDEWEB)
Sibatov, R.T., E-mail: ren_sib@bk.ru [Ulyanovsk State University, 432017, 42 Leo Tolstoy str., Ulyanovsk (Russian Federation); Svetukhin, V.V. [Ulyanovsk State University, 432017, 42 Leo Tolstoy str., Ulyanovsk (Russian Federation); Institute of Nanotechnology and Microelectronics of the Russian Academy of Sciences, 115487, 18 Nagatinskaya str., Moscow (Russian Federation)
2017-06-28
Mathematical treatment of grain-boundary diffusion based on the model first proposed by Fisher is usually formulated in terms of normal diffusion equations in a two-component nonhomogeneous medium. On the other hand, fractional equations of anomalous diffusion proved themselves to be useful in description of grain-boundary diffusion phenomena. Moreover, the most important propagation regime predicted by Fisher's model demonstrates subdiffusive behavior. However, the direct link between fractional approach and the Fisher model and its modifications has not found yet. Here, we fill this gap and show that solution of fractional subdiffusion equation offers general properties of classical solutions obtained by Whipple and Suzuoka. The tempered fractional approach is a convenient tool for studying precipitation in granular materials as the tempered subdiffusion limited process. - Highlights: • The link connected fractional diffusion approach and Fisher's model of grain-boundary diffusion is derived. • The subdiffusion exponent of grain-boundary diffusion can differ from 1/2. • Nucleation in granular materials is modeled by the process limited by tempered subdiffusion.
THE NEW SOLUTION OF TIME FRACTIONAL WAVE EQUATION WITH CONFORMABLE FRACTIONAL DERIVATIVE DEFINITION
Çenesiz, Yücel; Kurt, Ali
2015-01-01
– In this paper, we used new fractional derivative definition, the conformable fractional derivative, for solving two and three dimensional time fractional wave equation. This definition is simple and very effective in the solution procedures of the fractional differential equations that have complicated solutions with classical fractional derivative definitions like Caputo, Riemann-Liouville and etc. The results show that conformable fractional derivative definition is usable and convenient ...
Two-component injection moulding simulation of ABS-POM micro structured surfaces
DEFF Research Database (Denmark)
Tosello, Guido; Hansen, Hans Nørgaard; Islam, Aminul
2013-01-01
Multi-component micro injection moulding (μIM) processes such as two-component (2k) μIM are the key technologies for the mass fabrication of multi-material micro products. 2k-μIM experiments involving a miniaturized test component with micro features in the sub-mm dimensional range and moulding...... a pair of thermoplastic materials (ABS and POM) were conducted. Three dimensional process simulations based on the finite element method have been performed to explore the capability of predicting filling pattern shape at component-level and surface micro feature-level in a polymer/polymer overmoulding...
Long-term observations of regional aerosol composition at two sites in Indonesia
International Nuclear Information System (INIS)
Maenhaut, Willy; De Ridder, Dirk J.A.; Fernandez-Jimenez, Maria-Teresa; Hooper, Martin A.; Hooper, Bev; Nurhayati, Ms
2002-01-01
Aerosol samples were collected with Gent PM10 stacked filter unit (SFU) samplers at Bukit Tinggi, a mountain site on Sumatra, and at Pontianak, a sea-level site on Kalimantan. The Gent PM10 SFU sampler provides two size fractions: coarse (2-10 μm equivalent aerodynamic diameter (EAD)) and fine ( 3 at Bukit Tinggi and Pontianak, respectively. For the fine fraction, the corresponding numbers were 4.5 (2.6-9.1) and 9.4 (6.5-13) μg/m 3 . Principal component analysis was applied to the fine fraction data sets in order to identify the contributing sources (source types). At Bukit Tinggi, five components were identified, i.e., a crustal component, a biomass burning component (with loadings of 0.7-0.9 for BC, K, Br, Rb and I), an oil combustion component (with S and V), a pollution component (with Sb and Pb), and a Na component
International Nuclear Information System (INIS)
Zhang, Xiao; Wei, Chaozhen; Liu, Yingming; Luo, Maokang
2014-01-01
In this paper we use Dirac function to construct a fractional operator called fractional corresponding operator, which is the general form of momentum corresponding operator. Then we give a judging theorem for this operator and with this judging theorem we prove that R–L, G–L, Caputo, Riesz fractional derivative operator and fractional derivative operator based on generalized functions, which are the most popular ones, coincide with the fractional corresponding operator. As a typical application, we use the fractional corresponding operator to construct a new fractional quantization scheme and then derive a uniform fractional Schrödinger equation in form. Additionally, we find that the five forms of fractional Schrödinger equation belong to the particular cases. As another main result of this paper, we use fractional corresponding operator to generalize fractional quantization scheme by using Lévy path integral and use it to derive the corresponding general form of fractional Schrödinger equation, which consequently proves that these two quantization schemes are equivalent. Meanwhile, relations between the theory in fractional quantum mechanics and that in classic quantum mechanics are also discussed. As a physical example, we consider a particle in an infinite potential well. We give its wave functions and energy spectrums in two ways and find that both results are the same
A two-component copula with links to insurance
Directory of Open Access Journals (Sweden)
Ismail S.
2017-12-01
Full Text Available This paper presents a new copula to model dependencies between insurance entities, by considering how insurance entities are affected by both macro and micro factors. The model used to build the copula assumes that the insurance losses of two companies or lines of business are related through a random common loss factor which is then multiplied by an individual random company factor to get the total loss amounts. The new two-component copula is not Archimedean and it extends the toolkit of copulas for the insurance industry.
METODE VECTOR AUTOREGRESSIVE (VAR DALAM PERAMALAN JUMLAH WISATAWAN MANCANEGARA KE BALI
Directory of Open Access Journals (Sweden)
TJOK GDE SAHITYAHUTTI RANANGGA
2018-05-01
Full Text Available The purposes of this research were to model and to forecast the number of foreign tourists (Australia, China, and Japan arrival to Bali using vector autoregressive (VAR method. The estimated of VAR model obtained to forecast the number of foreign tourists to Bali is the sixth order VAR (VAR(6.We used multivariate least square method to estimate the VAR(6’s parameters.The mean absolute percentage error (MAPE in this model were as follows 6.8% in predicting the number of Australian tourists, 15.9% in predicting the number of Chinese tourists, and 9% in predicting the number of Japanese tourists. The prediction of Australian, Chinese, and Japanese tourists arrival to Bali for July 2017 to December 2017 tended to experience up and downs that were not too high compared to the previous months.
Remaining Useful Life Prediction of Gas Turbine Engine using Autoregressive Model
Directory of Open Access Journals (Sweden)
Ahsan Shazaib
2017-01-01
Full Text Available Gas turbine (GT engines are known for their high availability and reliability and are extensively used for power generation, marine and aero-applications. Maintenance of such complex machines should be done proactively to reduce cost and sustain high availability of the GT. The aim of this paper is to explore the use of autoregressive (AR models to predict remaining useful life (RUL of a GT engine. The Turbofan Engine data from NASA benchmark data repository is used as case study. The parametric investigation is performed to check on any effect of changing model parameter on modelling accuracy. Results shows that a single sensory data cannot accurately predict RUL of GT and further research need to be carried out by incorporating multi-sensory data. Furthermore, the predictions made using AR model seems to give highly pessimistic values for RUL of GT.
Two-component microinjection moulding for MID fabrication
DEFF Research Database (Denmark)
Islam, Aminul; Hansen, Hans Nørgaard; Tang, Peter Torben
2010-01-01
Moulded interconnect devices (MIDs) are plastic substrates with electrical infrastructure. The fabrication of MIDs is usually based on injection moulding, and different process chains may be identified from this starting point. The use of MIDs has been driven primarily by the automotive sector......, but recently, the medical sector seems more and more interested. In particular, the possibility of miniaturisation of three-dimensional components with electrical infrastructure is attractive. The present paper describes possible manufacturing routes and challenges of miniaturised MIDs based on two...
Vector continued fractions using a generalized inverse
International Nuclear Information System (INIS)
Haydock, Roger; Nex, C M M; Wexler, Geoffrey
2004-01-01
A real vector space combined with an inverse (involution) for vectors is sufficient to define a vector continued fraction whose parameters consist of vector shifts and changes of scale. The choice of sign for different components of the vector inverse permits construction of vector analogues of the Jacobi continued fraction. These vector Jacobi fractions are related to vector and scalar-valued polynomial functions of the vectors, which satisfy recurrence relations similar to those of orthogonal polynomials. The vector Jacobi fraction has strong convergence properties which are demonstrated analytically, and illustrated numerically
Copper isotope fractionation by desert shrubs
International Nuclear Information System (INIS)
Navarrete, Jesica U.; Viveros, Marian; Ellzey, Joanne T.; Borrok, David M.
2011-01-01
Copper has two naturally occurring stable isotopes of masses 63 and 65 which can undergo mass dependent fractionation during various biotic and abiotic chemical reactions. These interactions and their resulting Cu isotope fractionations can be used to determine the mechanisms involved in the cycling of Cu in natural systems. In this study, Cu isotope changes were investigated at the organismal level in the metal-accumulating desert plant, Prosopis pubescens. Initial results suggest that the lighter Cu isotope was preferentially incorporated into the leaves of the plant, which may suggest that Cu was actively transported via intracellular proteins. The roots and stems show a smaller degree of Cu isotope fractionation and the direction and magnitude of the fractionations was dependent upon the levels of Cu exposure. Based on this and previous work with bacteria and yeast, a trend is emerging that suggests the lighter Cu isotope is preferentially incorporated into biological components, while the heavier Cu isotope tends to become enriched in aqueous solutions. In bacteria, plants and animals, intracellular Cu concentrations are strictly regulated via dozens of enzymes that can bind, transport, and store Cu. Many of these enzymes reduce Cu(II) to Cu(I). These initial results seem to fit into a broader picture of Cu isotope cycling in natural systems where oxidation/reduction reactions are fundamental in controlling the distributions of Cu isotopes.
Disorder-Induced Order in Two-Component Bose-Einstein Condensates
International Nuclear Information System (INIS)
Niederberger, A.; Schulte, T.; Wehr, J.; Lewenstein, M.; Sanchez-Palencia, L.; Sacha, K.
2008-01-01
We propose and analyze a general mechanism of disorder-induced order in two-component Bose-Einstein condensates, analogous to corresponding effects established for XY spin models. We show that a random Raman coupling induces a relative phase of π/2 between the two BECs and that the effect is robust. We demonstrate it in one, two, and three dimensions at T=0 and present evidence that it persists at small T>0. Applications to phase control in ultracold spinor condensates are discussed
An approach for characterization and lumping of plus fractions of heavy oil
Energy Technology Data Exchange (ETDEWEB)
Rodriguez, I.; Hamouda, A.A. [Stavanger Univ., Stavanger (Norway)
2008-10-15
The constituents of hydrocarbons can be classified as either well-defined components or undefined petroleum fractions. This paper presented a newly developed method for characterizing plus fractions of heavy oil, which is particularly important for fluids with high molecular weight and high density. Characterization of plus fractions typically consists of 3 parts, notably splitting the fraction into a certain number of components groups called single carbon number (SCN); estimating the physico-chemical properties of the SCN; and lumping the generated SCN. SCN groups contain hundreds of isomers/components with the same number of carbon atoms. A unique molecular weight cannot be assigned for each SCN group because of the uncertainty of the isomers/components present. Therefore, this work focused on finding a new approach to characterize the undetermined fraction by first splitting the carbon number fraction into a representative number of SCN and then calculating their mole fraction and molecular weight. The method was based on the relationships between three parameter gamma distribution (TPG), experimental mole fraction, molecular weight and SCN data obtained from literature and industry. The method was applied to 5 different heavy oil sample fluids which all showed a left skewed distribution of the mole fraction as a function of carbon number. The predicted molecular weight was found to be close to the generalized molecular weight associated with carbon number, but it differed from one sample to another. 19 refs., 11 tabs., 15 figs.
Adapting IMRT delivery fraction-by-fraction to cater for variable intrafraction motion
International Nuclear Information System (INIS)
Webb, S
2008-01-01
This paper presents a technique for coping with variable intrafraction organ motion when delivering intensity-modulated radiation therapy (IMRT). The strategy is an adaptive delivery in which the fluence delivered up to a particular fraction is subtracted from the required total-course planned fluence to create an adapted residual fluence for the next fraction. This requires that the fluence already delivered can be computed, knowing the intrafraction motion during each fraction. If the adaptation is unconstrained, as would be required for perfect delivery of the planned fluence, then the individual fractional fluences would become unphysical, with both negative components and spikes. Hence it is argued that constraints must be applied; first, positivity constraints and second, constraints to limit fluence spikes. Additionally, it is shown to be helpful to constrain other quantities which are explained. The power of the strategy is that it adapts to the (potentially variable) moving geometry during each fraction. It is not a perfect delivery but it is always better than making no adaptation. The fractionated nature of radiation therapy is thus exploited to advantage. The fluence adaptation method does not require re-planning at each fraction but this imposes limitations which are stated. The fuller theory of dose adaptation is also developed for intrafraction motion. The method is complementary to other adaptive strategies recently discussed with respect to interfraction motion
Xian, George Z.; Homer, Collin G.; Meyer, Debbie; Granneman, Brian J.
2013-01-01
Characterizing and quantifying distributions of shrubland ecosystem components is one of the major challenges for monitoring shrubland vegetation cover change across the United States. A new approach has been developed to quantify shrubland components as fractional products within National Land Cover Database (NLCD). This approach uses remote sensing data and regression tree models to estimate the fractional cover of shrubland ecosystem components. The approach consists of three major steps: field data collection, high resolution estimates of shrubland ecosystem components using WorldView-2 imagery, and coarse resolution estimates of these components across larger areas using Landsat imagery. This research seeks to explore this method to quantify shrubland ecosystem components as continuous fields in regions that contain wide-ranging shrubland ecosystems. Fractional cover of four shrubland ecosystem components, including bare ground, herbaceous, litter, and shrub, as well as shrub heights, were delineated in three ecological regions in Arizona, Florida, and Texas. Results show that estimates for most components have relatively small normalized root mean square errors and significant correlations with validation data in both Arizona and Texas. The distribution patterns of shrub height also show relatively high accuracies in these two areas. The fractional cover estimates of shrubland components, except for litter, are not well represented in the Florida site. The research results suggest that this method provides good potential to effectively characterize shrubland ecosystem conditions over perennial shrubland although it is less effective in transitional shrubland. The fractional cover of shrub components as continuous elements could offer valuable information to quantify biomass and help improve thematic land cover classification in arid and semiarid areas.
Recognition of NEMP and LEMP signals based on auto-regression model and artificial neutral network
International Nuclear Information System (INIS)
Li Peng; Song Lijun; Han Chao; Zheng Yi; Cao Baofeng; Li Xiaoqiang; Zhang Xueqin; Liang Rui
2010-01-01
Auto-regression (AR) model, one power spectrum estimation method of stationary random signals, and artificial neutral network were adopted to recognize nuclear and lightning electromagnetic pulses. Self-correlation function and Burg algorithms were used to acquire the AR model coefficients as eigenvalues, and BP artificial neural network was introduced as the classifier with different numbers of hidden layers and hidden layer nodes. The results show that AR model is effective in those signals, feature extraction, and the Burg algorithm is more effective than the self-correlation function algorithm. (authors)
DEFF Research Database (Denmark)
Chon, K H; Cohen, R J; Holstein-Rathlou, N H
1997-01-01
A linear and nonlinear autoregressive moving average (ARMA) identification algorithm is developed for modeling time series data. The algorithm uses Laguerre expansion of kernals (LEK) to estimate Volterra-Wiener kernals. However, instead of estimating linear and nonlinear system dynamics via moving...... average models, as is the case for the Volterra-Wiener analysis, we propose an ARMA model-based approach. The proposed algorithm is essentially the same as LEK, but this algorithm is extended to include past values of the output as well. Thus, all of the advantages associated with using the Laguerre...
Ponce, Dalia; López-Vera, Estuardo; Aguilar, Manuel B.; Sánchez-Rodríguez, Judith
2013-01-01
The neurotoxic effects produced by a tentacle venom extract and a fraction were analyzed and correlated by in vivo and in vitro approaches. The tentacle venom extract exhibited a wide range of protein components (from 24 to >225 kDa) and produced tetanic reactions, flaccid paralysis, and death when injected into crabs. Two chromatography fractions also produced uncontrolled appendix movements and leg stretching. Further electrophysiological characterization demonstrated that one of these fractions potently inhibited ACh-elicited currents mediated by both vertebrate fetal and adult muscle nicotinic acetylcholine receptors (nAChR) subtypes. Receptor inhibition was concentration-dependent and completely reversible. The calculated IC50 values were 1.77 μg/μL for fetal and 2.28 μg/μL for adult muscle nAChRs. The bioactive fraction was composed of a major protein component at ~90 kDa and lacked phospholipase A activity. This work represents the first insight into the interaction of jellyfish venom components and muscle nicotinic receptors. PMID:24322597
Carbon storage in soil size fractions under two cacao agroforestry systems in Bahia, Brazil.
Gama-Rodrigues, Emanuela F; Ramachandran Nair, P K; Nair, Vimala D; Gama-Rodrigues, Antonio C; Baligar, Virupax C; Machado, Regina C R
2010-02-01
Shaded perennial agroforestry systems contain relatively high quantities of soil carbon (C) resulting from continuous deposition of plant residues; however, the extent to which the C is sequestered in soil will depend on the extent of physical protection of soil organic C (SOC). The main objective of this study was to characterize SOC storage in relation to soil fraction-size classes in cacao (Theobroma cacao L.) agroforestry systems (AFSs). Two shaded cacao systems and an adjacent natural forest in reddish-yellow Oxisols in Bahia, Brazil were selected. Soil samples were collected from four depth classes to 1 m depth and separated by wet-sieving into three fraction-size classes (>250 microm, 250-53 microm, and <53 microm)-corresponding to macroaggregate, microaggregate, and silt-and-clay size fractions-and analyzed for C content. The total SOC stock did not vary among systems (mean: 302 Mg/ha). On average, 72% of SOC was in macroaggregate-size, 20% in microaggregate-size, and 8% in silt-and-clay size fractions in soil. Sonication of aggregates showed that occlusion of C in soil aggregates could be a major mechanism of C protection in these soils. Considering the low level of soil disturbances in cacao AFSs, the C contained in the macroaggregate fraction might become stabilized in the soil. The study shows the role of cacao AFSs in mitigating greenhouse gas (GHG) emission through accumulation and retention of high amounts of organic C in the soils and suggests the potential benefit of this environmental service to the nearly 6 million cacao farmers worldwide.
Ghosh, Saptarshi; Rao, Pamidimukkala Bramhananda; Kotne, Sivasankar
2015-01-01
Although 3D image based brachytherapy is currently the standard of treatment in cervical cancer, most of the centres in developing countries still practice orthogonal intracavitary brachytherapy due to financial constraints. The quest for optimum dose and fractionation schedule in high dose rate (HDR) intracavitary brachytherapy (ICBT) is still ongoing. While the American Brachytherapy Society recommends four to eight fractions of each less than 7.5 Gy, there are some studies demonstrating similar efficacy and comparable toxicity with higher doses per fraction. To assess the treatment efficacy and late complications of HDR ICBT with 9 Gy per fraction in two fractions. This is a prospective institutional study in Southern India carried on from 1st June 2012 to 31st July 2014. In this period, 76 patients of cervical cancer satisfying our inclusion criteria were treated with concurrent chemo-radiation following ICBT with 9 Gy per fraction in two fractions, five to seven days apart. The median follow-up period in the study was 24 months (range 10.6 - 31.2 months). The 2 year actuarial local control rate, disease-free survival and overall survival were 88.1%, 84.2% and 81.8% respectively. Although 38.2% patients suffered from late toxicity, only 3 patients had grade III late toxicity. In our experience, HDR brachytherapy with 9 Gy per fraction in two fractions is an effective dose fractionation for the treatment of cervical cancer with acceptable toxicity.
Transcriptome analysis of all two-component regulatory system mutants of Escherichia coli K-12.
Oshima, Taku; Aiba, Hirofumi; Masuda, Yasushi; Kanaya, Shigehiko; Sugiura, Masahito; Wanner, Barry L; Mori, Hirotada; Mizuno, Takeshi
2002-10-01
We have systematically examined the mRNA profiles of 36 two-component deletion mutants, which include all two-component regulatory systems of Escherichia coli, under a single growth condition. DNA microarray results revealed that the mutants belong to one of three groups based on their gene expression profiles in Luria-Bertani broth under aerobic conditions: (i) those with no or little change; (ii) those with significant changes; and (iii) those with drastic changes. Under these conditions, the anaeroresponsive ArcB/ArcA system, the osmoresponsive EnvZ/OmpR system and the response regulator UvrY showed the most drastic changes. Cellular functions such as flagellar synthesis and expression of the RpoS regulon were affected by multiple two-component systems. A high correlation coefficient of expression profile was found between several two-component mutants. Together, these results support the view that a network of functional interactions, such as cross-regulation, exists between different two-component systems. The compiled data are avail-able at our website (http://ecoli.aist-nara.ac.jp/xp_analysis/ 2_components).
Prata, Paloma S; Alexandrino, Guilherme L; Mogollón, Noroska Gabriela S; Augusto, Fabio
2016-11-11
The geochemical characterization of petroleum is an essential task to develop new strategies and technologies when analyzing the commercial potential of crude oils for exploitation. Due to the chemical complexity of these samples, the use of modern analytical techniques along with multivariate exploratory data analysis approaches is an interesting strategy to extract relevant geochemical characteristics about the oils. In this work, important geochemical information obtained from crude oils from different production basins were obtained analyzing the maltene fraction of the oils by comprehensive two-dimensional gas chromatography coupled to quadrupole mass spectrometry (GC×GC-QMS), and performing multiway principal component analysis (MPCA) of the chromatographic data. The results showed that four MPC explained 93.57% of the data variance, expressing mainly the differences on the profiles of the saturated hydrocarbon fraction of the oils (C 13 -C 18 and C 19 -C 30 n-alkanes and the pristane/phytane ratio). The MPC1 grouped the samples severely biodegraded oils, while the type of the depositional paleoenvironments of the oils and its oxidation conditions (as well as their thermal maturity) could be inferred analysing others relevant MPC. Additionally, considerations about the source of the oil samples was also possible based on the overall distribution of relevant biomarkers such as the phenanthrene derivatives, tri-, tetra- and pentacyclic terpanes. Copyright © 2016 Elsevier B.V. All rights reserved.
A minimal model for two-component dark matter
International Nuclear Information System (INIS)
Esch, Sonja; Klasen, Michael; Yaguna, Carlos E.
2014-01-01
We propose and study a new minimal model for two-component dark matter. The model contains only three additional fields, one fermion and two scalars, all singlets under the Standard Model gauge group. Two of these fields, one fermion and one scalar, are odd under a Z_2 symmetry that renders them simultaneously stable. Thus, both particles contribute to the observed dark matter density. This model resembles the union of the singlet scalar and the singlet fermionic models but it contains some new features of its own. We analyze in some detail its dark matter phenomenology. Regarding the relic density, the main novelty is the possible annihilation of one dark matter particle into the other, which can affect the predicted relic density in a significant way. Regarding dark matter detection, we identify a new contribution that can lead either to an enhancement or to a suppression of the spin-independent cross section for the scalar dark matter particle. Finally, we define a set of five benchmarks models compatible with all present bounds and examine their direct detection prospects at planned experiments. A generic feature of this model is that both particles give rise to observable signals in 1-ton direct detection experiments. In fact, such experiments will be able to probe even a subdominant dark matter component at the percent level.
Analysis for a two-dissimilar-component cold standby repairable system with repair priority
International Nuclear Information System (INIS)
Leung, Kit Nam Francis; Zhang Yuanlin; Lai, Kin Keung
2011-01-01
In this paper, a cold standby repairable system consisting of two dissimilar components and one repairman is studied. Assume that working time distributions and repair time distributions of the two components are both exponential, and Component 1 has repair priority when both components are broken down. After repair, Component 1 follows a geometric process repair while Component 2 obeys a perfect repair. Under these assumptions, using the perfect repair model, the geometric process repair model and the supplementary variable technique, we not only study some important reliability indices, but also consider a replacement policy T, under which the system is replaced when the working age of Component 1 reaches T. Our problem is to determine an optimal policy T* such that the long-run average loss per unit time (i.e. average loss rate) of the system is minimized. The explicit expression for the average loss rate of the system is derived, and the corresponding optimal replacement policy T* can be found numerically. Finally, a numerical example for replacement policy T is given to illustrate some theoretical results and the model's applicability. - Highlights: → A two-dissimilar-component cold standby system with repair priority is formulated. → The successive up/repair times of Component 1 form a decreasing/increasing geometric process. → Not only some reliability indices but also a replacement policy are studied.
Jain, Sonal
2018-01-01
In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.
Simple waves in a two-component Bose-Einstein condensate
Ivanov, S. K.; Kamchatnov, A. M.
2018-04-01
We study the dynamics of so-called simple waves in a two-component Bose-Einstein condensate. The evolution of the condensate is described by Gross-Pitaevskii equations which can be reduced for these simple wave solutions to a system of ordinary differential equations which coincide with those derived by Ovsyannikov for the two-layer fluid dynamics. We solve the Ovsyannikov system for two typical situations of large and small difference between interspecies and intraspecies nonlinear interaction constants. Our analytic results are confirmed by numerical simulations.
Fractional variational calculus in terms of Riesz fractional derivatives
International Nuclear Information System (INIS)
Agrawal, O P
2007-01-01
This paper presents extensions of traditional calculus of variations for systems containing Riesz fractional derivatives (RFDs). Specifically, we present generalized Euler-Lagrange equations and the transversality conditions for fractional variational problems (FVPs) defined in terms of RFDs. We consider two problems, a simple FVP and an FVP of Lagrange. Results of the first problem are extended to problems containing multiple fractional derivatives, functions and parameters, and to unspecified boundary conditions. For the second problem, we present Lagrange-type multiplier rules. For both problems, we develop the Euler-Lagrange-type necessary conditions which must be satisfied for the given functional to be extremum. Problems are considered to demonstrate applications of the formulations. Explicitly, we introduce fractional momenta, fractional Hamiltonian, fractional Hamilton equations of motion, fractional field theory and fractional optimal control. The formulations presented and the resulting equations are similar to the formulations for FVPs given in Agrawal (2002 J. Math. Anal. Appl. 272 368, 2006 J. Phys. A: Math. Gen. 39 10375) and to those that appear in the field of classical calculus of variations. These formulations are simple and can be extended to other problems in the field of fractional calculus of variations
The role of the Kubo number in two-component turbulence
International Nuclear Information System (INIS)
Qin, G.; Shalchi, A.
2013-01-01
We explore the random walk of magnetic field lines in two-component turbulence by using computer simulations. It is often assumed that the two-component model provides a good approximation for solar wind turbulence. We explore the dependence of the field line diffusion coefficient on the Kubo number which is a fundamental and characteristic quantity in the theory of turbulence. We show that there are two transport regimes. One is the well-known quasilinear regime in which the diffusion coefficient is proportional to the Kubo number squared, and the second one is a nonlinear regime in which the diffusion coefficient is directly proportional to the Kubo number. The so-called percolative transport regime which is often discussed in the literature cannot be found. The numerical results obtained in the present paper confirm analytical theories for random walking field lines developed in the past
Two-component thermosensitive hydrogels : Phase separation affecting rheological behavior
Abbadessa, Anna; Landín, Mariana; Oude Blenke, Erik; Hennink, Wim E.; Vermonden, Tina
2017-01-01
Extracellular matrices are mainly composed of a mixture of different biopolymers and therefore the use of two or more building blocks for the development of tissue-mimicking hydrogels is nowadays an attractive strategy in tissue-engineering. Multi-component hydrogel systems may undergo phase
Carbon Storage in Soil Size Fractions Under Two Cacao Agroforestry Systems in Bahia, Brazil
Gama-Rodrigues, Emanuela F.; Ramachandran Nair, P. K.; Nair, Vimala D.; Gama-Rodrigues, Antonio C.; Baligar, Virupax C.; Machado, Regina C. R.
2010-02-01
Shaded perennial agroforestry systems contain relatively high quantities of soil carbon (C) resulting from continuous deposition of plant residues; however, the extent to which the C is sequestered in soil will depend on the extent of physical protection of soil organic C (SOC). The main objective of this study was to characterize SOC storage in relation to soil fraction-size classes in cacao ( Theobroma cacao L.) agroforestry systems (AFSs). Two shaded cacao systems and an adjacent natural forest in reddish-yellow Oxisols in Bahia, Brazil were selected. Soil samples were collected from four depth classes to 1 m depth and separated by wet-sieving into three fraction-size classes (>250 μm, 250-53 μm, and cacao AFSs, the C contained in the macroaggregate fraction might become stabilized in the soil. The study shows the role of cacao AFSs in mitigating greenhouse gas (GHG) emission through accumulation and retention of high amounts of organic C in the soils and suggests the potential benefit of this environmental service to the nearly 6 million cacao farmers worldwide.
Stability equation and two-component Eigenmode for domain walls in scalar potential model
International Nuclear Information System (INIS)
Dias, G.S.; Graca, E.L.; Rodrigues, R. de Lima
2002-08-01
Supersymmetric quantum mechanics involving a two-component representation and two-component eigenfunctions is applied to obtain the stability equation associated to a potential model formulated in terms of two coupled real scalar fields. We investigate the question of stability by introducing an operator technique for the Bogomol'nyi-Prasad-Sommerfield (BPS) and non-BPS states on two domain walls in a scalar potential model with minimal N 1-supersymmetry. (author)
Fractional equivalent Lagrangian densities for a fractional higher-order equation
International Nuclear Information System (INIS)
Fujioka, J
2014-01-01
In this communication we show that the equivalent Lagrangian densities (ELDs) of a fractional higher-order nonlinear Schrödinger equation with stable soliton-like solutions can be related in a hitherto unknown way. This new relationship is described in terms of a new fractional operator that includes both left- and right-sided fractional derivatives. Using this operator it is possible to generate new ELDs that contain different fractional parts, in addition to the already known ELDs, which only differ by a sum of first-order partial derivatives of two arbitrary functions. (fast track communications)
Two Component Injection Moulding for Moulded Interconnect Devices
DEFF Research Database (Denmark)
Islam, Aminul
component (2k) injection moulding is one of the most industrially adaptive processes. However, the use of two component injection moulding for MID fabrication, with circuit patterns in sub-millimeter range, is still a big challenge. This book searches for the technical difficulties associated...... with the process and makes attempts to overcome those challenges. In search of suitable polymer materials for MID applications, potential materials are characterized in terms of polymer-polymer bond strength, polymer-polymer interface quality and selective metallization. The experimental results find the factors...... which can effectively control the quality of 2k moulded parts and metallized MIDs. This book presents documented knowledge about MID process chains, 2k moulding and selective metallization which can be valuable source of information for both academic and industrial users....
International Nuclear Information System (INIS)
Hesselmann, S.; Horn, K.; Koenemann, S.; Schuck, A.; Willich, N.; Lindel, K.; Ruebe, C.
2003-01-01
Background: A series of experiments were performed to determine the local tumour control of two human squamous cell carcinoma lines in nude mice. An accelerated-fractionated radiation therapy regime is compared to a conventional-fractionated therapy regime. Material and Methods: KB is a well established human nasopharyngeal squamous cell carcinoma line (ATCC CCL 17). In nude mice KB grows as an low differentiated carcinoma. PEC MB is an undifferentiated squamous cell carcinoma of the maxillary sinus, which was successfully established in nude mice by our group 1993. Both tumors were serially passaged in nude mice. Local irradiation was given without anaesthesia under ambient conditions to air breathing animals using 18 MeV electrons of an linear accelerator (Mevatron 77, Siemens, Munich). Each dose level group consists of six to eight animals. The radiation treatments were given in ten equals fractions using graded dose levels of 2, 3, 4.5, 6 and 8 Gy. The interfraction time interval was 6 hours in the accelerated-fractionated group and 24 hours in the conventional-fractionated group. In the conventional-fractionated group a therapy break was given after 5 fractions for 72 h. The endpoint of the experiments was the dose, which was necessary to control 50% of the tumors (TCD 50 ). The TCD 50 values were calculated after 60 days (Tables 1a and 1b). Results: The experiments show, that with increasing overall treatment time of 8 3/4 days using the same number of fractions under ambient conditions the tumor control dose of the tumor KB increases from 36.3 Gy (95% CI 30.9.. 42.7) to 44.3 Gy (38.3.. 51.2). For the tumor PEC MB the tumor control dose increases from 39.5 Gy (33.4.. 46.7) to 45.5 Gy (37.0.. 56.0). Conclusion: This observed increase of the dose necessary to control the squamous cell carcinoma KB and PEC MB can be caused by repopulation of clonogenic tumors cells, however, other mechanism such as an increasing fraction of hypoxic tumor cells can not be ruled
Multivariate Autoregressive Model Based Heart Motion Prediction Approach for Beating Heart Surgery
Directory of Open Access Journals (Sweden)
Fan Liang
2013-02-01
Full Text Available A robotic tool can enable a surgeon to conduct off-pump coronary artery graft bypass surgery on a beating heart. The robotic tool actively alleviates the relative motion between the point of interest (POI on the heart surface and the surgical tool and allows the surgeon to operate as if the heart were stationary. Since the beating heart's motion is relatively high-band, with nonlinear and nonstationary characteristics, it is difficult to follow. Thus, precise beating heart motion prediction is necessary for the tracking control procedure during the surgery. In the research presented here, we first observe that Electrocardiography (ECG signal contains the causal phase information on heart motion and non-stationary heart rate dynamic variations. Then, we investigate the relationship between ECG signal and beating heart motion using Granger Causality Analysis, which describes the feasibility of the improved prediction of heart motion. Next, we propose a nonlinear time-varying multivariate vector autoregressive (MVAR model based adaptive prediction method. In this model, the significant correlation between ECG and heart motion enables the improvement of the prediction of sharp changes in heart motion and the approximation of the motion with sufficient detail. Dual Kalman Filters (DKF estimate the states and parameters of the model, respectively. Last, we evaluate the proposed algorithm through comparative experiments using the two sets of collected vivo data.
Dang, Shilpa; Chaudhury, Santanu; Lall, Brejesh; Roy, Prasun Kumar
2017-02-15
Effective connectivity (EC) analysis of neuronal groups using fMRI delivers insights about functional-integration. However, fMRI signal has low-temporal resolution due to down-sampling and indirectly measures underlying neuronal activity. The aim is to address above issues for more reliable EC estimates. This paper proposes use of autoregressive hidden Markov model with missing data (AR-HMM-md) in dynamically multi-linked (DML) framework for learning EC using multiple fMRI time series. In our recent work (Dang et al., 2016), we have shown how AR-HMM-md for modelling single fMRI time series outperforms the existing methods. AR-HMM-md models unobserved neuronal activity and lost data over time as variables and estimates their values by joint optimization given fMRI observation sequence. The effectiveness in learning EC is shown using simulated experiments. Also the effects of sampling and noise are studied on EC. Moreover, classification-experiments are performed for Attention-Deficit/Hyperactivity Disorder subjects and age-matched controls for performance evaluation of real data. Using Bayesian model selection, we see that the proposed model converged to higher log-likelihood and demonstrated that group-classification can be performed with higher cross-validation accuracy of above 94% using distinctive network EC which characterizes patients vs. The full data EC obtained from DML-AR-HMM-md is more consistent with previous literature than the classical multivariate Granger causality method. The proposed architecture leads to reliable estimates of EC than the existing latent models. This framework overcomes the disadvantage of low-temporal resolution and improves cross-validation accuracy significantly due to presence of missing data variables and autoregressive process. Copyright © 2016 Elsevier B.V. All rights reserved.
Fractional diffusion models of nonlocal transport
International Nuclear Information System (INIS)
Castillo-Negrete, D. del
2006-01-01
A class of nonlocal models based on the use of fractional derivatives (FDs) is proposed to describe nondiffusive transport in magnetically confined plasmas. FDs are integro-differential operators that incorporate in a unified framework asymmetric non-Fickian transport, non-Markovian ('memory') effects, and nondiffusive scaling. To overcome the limitations of fractional models in unbounded domains, we use regularized FDs that allow the incorporation of finite-size domain effects, boundary conditions, and variable diffusivities. We present an α-weighted explicit/implicit numerical integration scheme based on the Grunwald-Letnikov representation of the regularized fractional diffusion operator in flux conserving form. In sharp contrast with the standard diffusive model, the strong nonlocality of fractional diffusion leads to a linear in time response for a decaying pulse at short times. In addition, an anomalous fractional pinch is observed, accompanied by the development of an uphill transport region where the 'effective' diffusivity becomes negative. The fractional flux is in general asymmetric and, for steady states, it has a negative (toward the core) component that enhances confinement and a positive component that increases toward the edge and leads to poor confinement. The model exhibits the characteristic anomalous scaling of the confinement time, τ, with the system's size, L, τ∼L α , of low-confinement mode plasma where 1<α<2 is the order of the FD operator. Numerical solutions of the model with an off-axis source show that the fractional inward transport gives rise to profile peaking reminiscent of what is observed in tokamak discharges with auxiliary off-axis heating. Also, cold-pulse perturbations to steady sates in the model exhibit fast, nondiffusive propagation phenomena that resemble perturbative experiments
Christensen, Steen; Serbus, Laura Renee
2015-01-01
Two-component regulatory systems are commonly used by bacteria to coordinate intracellular responses with environmental cues. These systems are composed of functional protein pairs consisting of a sensor histidine kinase and cognate response regulator. In contrast to the well-studied Caulobacter crescentus system, which carries dozens of these pairs, the streamlined bacterial endosymbiont Wolbachia pipientis encodes only two pairs: CckA/CtrA and PleC/PleD. Here, we used bioinformatic tools to compare characterized two-component system relays from C. crescentus, the related Anaplasmataceae species Anaplasma phagocytophilum and Ehrlichia chaffeensis, and 12 sequenced Wolbachia strains. We found the core protein pairs and a subset of interacting partners to be highly conserved within Wolbachia and these other Anaplasmataceae. Genes involved in two-component signaling were positioned differently within the various Wolbachia genomes, whereas the local context of each gene was conserved. Unlike Anaplasma and Ehrlichia, Wolbachia two-component genes were more consistently found clustered with metabolic genes. The domain architecture and key functional residues standard for two-component system proteins were well-conserved in Wolbachia, although residues that specify cognate pairing diverged substantially from other Anaplasmataceae. These findings indicate that Wolbachia two-component signaling pairs share considerable functional overlap with other α-proteobacterial systems, whereas their divergence suggests the potential for regulatory differences and cross-talk. PMID:25809075
Nonlinear low frequency electrostatic structures in a magnetized two-component auroral plasma
Energy Technology Data Exchange (ETDEWEB)
Rufai, O. R., E-mail: rajirufai@gmail.com [University of the Western Cape, Bellville 7535, Cape-Town (South Africa); Scientific Computing, Memorial University of Newfoundland, St John' s, Newfoundland and Labrador A1C 5S7 (Canada); Bharuthram, R., E-mail: rbharuthram@uwc.ac.za [University of the Western Cape, Bellville 7535, Cape-Town (South Africa); Singh, S. V., E-mail: satyavir@iigs.iigm.res.in; Lakhina, G. S., E-mail: lakhina@iigs.iigm.res.in [University of the Western Cape, Bellville 7535, Cape-Town (South Africa); Indian Institute of Geomagnetism, New Panvel (W), Navi Mumbai 410218 (India)
2016-03-15
Finite amplitude nonlinear ion-acoustic solitons, double layers, and supersolitons in a magnetized two-component plasma composed of adiabatic warm ions fluid and energetic nonthermal electrons are studied by employing the Sagdeev pseudopotential technique and assuming the charge neutrality condition at equilibrium. The model generates supersoliton structures at supersonic Mach numbers regime in addition to solitons and double layers, whereas in the unmagnetized two-component plasma case only, soliton and double layer solutions can be obtained. Further investigation revealed that wave obliqueness plays a critical role for the evolution of supersoliton structures in magnetized two-component plasmas. In addition, the effect of ion temperature and nonthermal energetic electron tends to decrease the speed of oscillation of the nonlinear electrostatic structures. The present theoretical results are compared with Viking satellite observations.
Autoregressive-model-based missing value estimation for DNA microarray time series data.
Choong, Miew Keen; Charbit, Maurice; Yan, Hong
2009-01-01
Missing value estimation is important in DNA microarray data analysis. A number of algorithms have been developed to solve this problem, but they have several limitations. Most existing algorithms are not able to deal with the situation where a particular time point (column) of the data is missing entirely. In this paper, we present an autoregressive-model-based missing value estimation method (ARLSimpute) that takes into account the dynamic property of microarray temporal data and the local similarity structures in the data. ARLSimpute is especially effective for the situation where a particular time point contains many missing values or where the entire time point is missing. Experiment results suggest that our proposed algorithm is an accurate missing value estimator in comparison with other imputation methods on simulated as well as real microarray time series datasets.
Forecasting and simulating wind speed in Corsica by using an autoregressive model
International Nuclear Information System (INIS)
Poggi, P.; Muselli, M.; Notton, G.; Cristofari, C.; Louche, A.
2003-01-01
Alternative approaches for generating wind speed time series are discussed. The method utilized involves the use of an autoregressive process model. The model has been applied to three Mediterranean sites in Corsica and has been used to generate 3-hourly synthetic time series for these considered sites. The synthetic time series have been examined to determine their ability to preserve the statistical properties of the Corsican wind speed time series. In this context, using the main statistical characteristics of the wind speed (mean, variance, probability distribution, autocorrelation function), the data simulated are compared to experimental ones in order to check whether the wind speed behavior was correctly reproduced over the studied periods. The purpose is to create a data generator in order to construct a reference year for wind systems simulation in Corsica
DEFF Research Database (Denmark)
Thomsen, C E; Rosenfalck, A; Nørregaard Christensen, K
1991-01-01
The brain activity electroencephalogram (EEG) was recorded from 30 healthy women scheduled for hysterectomy. The patients were anaesthetized with isoflurane, halothane or etomidate/fentanyl. A multiparametric method was used for extraction of amplitude and frequency information from the EEG....... The method applied autoregressive modelling of the signal, segmented in 2 s fixed intervals. The features from the EEG segments were used for learning and for classification. The learning process was unsupervised and hierarchical clustering analysis was used to construct a learning set of EEG amplitude......-frequency patterns for each of the three anaesthetic drugs. These EEG patterns were assigned to a colour code corresponding to similar clinical states. A common learning set could be used for all patients anaesthetized with the same drug. The classification process could be performed on-line and the results were...
Lee, S K; Tham, K T; Cheung, K P; Jenkins, W J
1982-07-01
Two cases of hemolytic disease of new born in a Chinese family are reported. The hemolysis was due to the production in the mother of antibodies against fractions A, C, and D of Rh(D) antigen. The fractions were absent in the mother's red blood cells which are Rh(DB) but present in her babies. Rh(DB) may be detected by the use of two types of anti-D sera, one with and the other without anti-DB activity. For transfusion purpose, all DB patients so tested, would be regarded as Rh(D) negative.
Occurrence of non extractable pesticide residues in physical and chemical fractions of two soils
Andreou, Kostas; Semple, Kirk; Jones, Kevin
2010-05-01
Soils are considered to be a significant sink for organic contaminants, including pesticides, in the environment. Understanding the distribution and localisation of aged pesticide residues in soil is of great importance for assessing the mobility and availability of these chemicals in the environment. This study aimed to characterise the distribution of radiolabeled herbicide isoproturon and the radiolabeled insecticides diazinon and cypermethrin in two organically managed soils. The soils were spiked and aged under laboratory conditions for 17 months. The labile fraction of the pesticides residues was recovered in CaCl2 (0.01M) and then subjected to physical size fractionation using sedimentation and centrifugation steps, with >20μm, 20-2μm and 2-0.1μm soil factions collected. Further, the distribution of the pesticide residues in the organic matter of the fractionated soil was investigated using a sequential alkaline extraction (0.1N NaOH) into humic and fulvic acid and humin. Soil fractions of 20-2μm and 2-0.1μm had the largest burden of the 14C-residues. Different soil constituents have different capacities to form non-extractable residues. Soil solid fractions of 20-2 µm and 20 µm). Fulvic acid showed to play a vital role in the formation and stabilisation of non-extractable 14C-pesticide residues in most cases.Assessment of the likelihood of the pesticide residues to become available to soil biota requires an understanding of the structure of the SOM matrix and the definition of the kinetics of the pesticide residues in different SOM pools as a function of the time.
I PUTU YUDI PRABHADIKA; NI KETUT TARI TASTRAWATI; LUH PUTU IDA HARINI
2018-01-01
Infusion supplies are an important thing that must be considered by the hospital in meeting the needs of patients. This study aims to predict the need for infusion of 0.9% 500 ml of NaCl and 5% 500 ml glucose infusion at Sanglah General Hospital (RSUP) Sanglah so that the hospital can estimate the many infusions needed for the next six months. The forecasting method used in this research is the autoregressive integrated moving average (ARIMA) time series method. The results of this study indi...
Sun, HongGuang; Liu, Xiaoting; Zhang, Yong; Pang, Guofei; Garrard, Rhiannon
2017-09-01
Fractional-order diffusion equations (FDEs) extend classical diffusion equations by quantifying anomalous diffusion frequently observed in heterogeneous media. Real-world diffusion can be multi-dimensional, requiring efficient numerical solvers that can handle long-term memory embedded in mass transport. To address this challenge, a semi-discrete Kansa method is developed to approximate the two-dimensional spatiotemporal FDE, where the Kansa approach first discretizes the FDE, then the Gauss-Jacobi quadrature rule solves the corresponding matrix, and finally the Mittag-Leffler function provides an analytical solution for the resultant time-fractional ordinary differential equation. Numerical experiments are then conducted to check how the accuracy and convergence rate of the numerical solution are affected by the distribution mode and number of spatial discretization nodes. Applications further show that the numerical method can efficiently solve two-dimensional spatiotemporal FDE models with either a continuous or discrete mixing measure. Hence this study provides an efficient and fast computational method for modeling super-diffusive, sub-diffusive, and mixed diffusive processes in large, two-dimensional domains with irregular shapes.
Symmetrical components and power analysis for a two-phase microgrid system
DEFF Research Database (Denmark)
Alibeik, M.; Santos Jr., E. C. dos; Blaabjerg, Frede
2014-01-01
This paper presents a mathematical model for the symmetrical components and power analysis of a new microgrid system consisting of three wires and two voltages in quadrature, which is designated as a two-phase microgrid. The two-phase microgrid presents the following advantages: 1) constant power...
Directory of Open Access Journals (Sweden)
Kai Liu
2017-05-01
Full Text Available Quantifying vegetation fractional cover (VFC and assessing its role in heat fluxes modeling using medium resolution remotely sensed data has received less attention than it deserves in heterogeneous urban regions. This study examined two approaches (Normalized Difference Vegetation Index (NDVI-derived and Multiple Endmember Spectral Mixture Analysis (MESMA-derived methods that are commonly used to map VFC based on Landsat imagery, in modeling surface heat fluxes in urban landscape. For this purpose, two different heat flux models, Two-source energy balance (TSEB model and Pixel Component Arranging and Comparing Algorithm (PCACA model, were adopted for model evaluation and analysis. A comparative analysis of the NDVI-derived and MESMA-derived VFCs showed that the latter achieved more accurate estimates in complex urban regions. When the two sources of VFCs were used as inputs to both TSEB and PCACA models, MESMA-derived urban VFC produced more accurate urban heat fluxes (Bowen ratio and latent heat flux relative to NDVI-derived urban VFC. Moreover, our study demonstrated that Landsat imagery-retrieved VFC exhibited greater uncertainty in obtaining urban heat fluxes for the TSEB model than for the PCACA model.
Fetal source extraction from magnetocardiographic recordings by dependent component analysis
Energy Technology Data Exchange (ETDEWEB)
Araujo, Draulio B de [Department of Physics and Mathematics, FFCLRP, University of Sao Paulo, Ribeirao Preto, SP (Brazil); Barros, Allan Kardec [Department of Electrical Engineering, Federal University of Maranhao, Sao Luis, Maranhao (Brazil); Estombelo-Montesco, Carlos [Department of Physics and Mathematics, FFCLRP, University of Sao Paulo, Ribeirao Preto, SP (Brazil); Zhao, Hui [Department of Medical Physics, University of Wisconsin, Madison, WI (United States); Filho, A C Roque da Silva [Department of Physics and Mathematics, FFCLRP, University of Sao Paulo, Ribeirao Preto, SP (Brazil); Baffa, Oswaldo [Department of Physics and Mathematics, FFCLRP, University of Sao Paulo, Ribeirao Preto, SP (Brazil); Wakai, Ronald [Department of Medical Physics, University of Wisconsin, Madison, WI (United States); Ohnishi, Noboru [Department of Information Engineering, Nagoya University (Japan)
2005-10-07
Fetal magnetocardiography (fMCG) has been extensively reported in the literature as a non-invasive, prenatal technique that can be used to monitor various functions of the fetal heart. However, fMCG signals often have low signal-to-noise ratio (SNR) and are contaminated by strong interference from the mother's magnetocardiogram signal. A promising, efficient tool for extracting signals, even under low SNR conditions, is blind source separation (BSS), or independent component analysis (ICA). Herein we propose an algorithm based on a variation of ICA, where the signal of interest is extracted using a time delay obtained from an autocorrelation analysis. We model the system using autoregression, and identify the signal component of interest from the poles of the autocorrelation function. We show that the method is effective in removing the maternal signal, and is computationally efficient. We also compare our results to more established ICA methods, such as FastICA.
International Nuclear Information System (INIS)
Wang, Y.W.; Pei, B.S.; King, C.H.; Lee, S.C.
1989-01-01
Recently, King et al. and Wang et al. analyzed the fluctuating characteristics of differential pressure and void fraction by the optimum modeling method and by spectral analysis, respectively. These two investigations presented some new concepts and deterministic criteria, which are based on purely empirical formulas, to identify two-phase flow patterns. These deterministic criteria on two-phase flow patterns' identification seem to show reasonable performance. In King's and Wang's studies, there are at least three problems that need further investigations for the applications to the nuclear reactor engineering field. These three problems are the following: 1. Is the response to a certain two-phase flow pattern, i.e., the fluctuating characteristics, of neutrons the same as that of differential pressure or void fraction? 2. Could those criteria developed from air/water flow be allowed to identify steam/water two-phase flow patterns? 3. Could those criteria be applied to identify two-phase flow patterns in rod bundles? In this paper, parts of the investigated results answer the first problem, and detailed comparisons with the previous work of the authors are given on a variety of items
International Nuclear Information System (INIS)
Matsubayashi, Masahito; Sudo, Yukio; Haga, Katsuhiro
1996-01-01
In order to make clear the flow mechanism and characteristics of falling water limitation under the countercurrent two-phase flow, that is, the countercurrent flow limitation (CCFL), in a vertical channel, a technique of neutron radiography (NRG) provided in the Research Nuclear Reactor JRR-3M was applied to an air-water system of vertical rectangular channels of 50 and 782 mm in length with 66 mm in channel width and 2.3 mm in channel gap under atmospheric pressure. The neutron radiography facility used in this study has a high thermal neutron flux that is suitable for visualization of fluid phenomena. A real-time electronic imaging method was used for capturing two-phase flow images in a vertical channel. It was found the technique applied was very potential to clarify the characteristics of instantaneous, local and average void fractions which were important to understand flow mechanism of the phenomena, while the measurements of void fraction had not been applied fully effectively to understanding of the flow mechanism of CCFL, because the differential pressure for determining void fraction is, in general, too small along the tested channel and is fluctuating too frequently to be measured accurately enough. From the void fraction measured by NRG as well as through direct flow observation, it was revealed that the shorter side walls of rectangular channel tested were predominantly wetted by water falling down with the longer side walls being rather dry by ascending air flow. It was strongly suggested that the analytical flow model thus obtained and proposed for the CCFL based on the flow observation was most effective
Biometeorological and autoregressive indices for predicting olive pollen intensity.
Oteros, J; García-Mozo, H; Hervás, C; Galán, C
2013-03-01
This paper reports on modelling to predict airborne olive pollen season severity, expressed as a pollen index (PI), in Córdoba province (southern Spain) several weeks prior to the pollen season start. Using a 29-year database (1982-2010), a multivariate regression model based on five indices-the index-based model-was built to enhance the efficacy of prediction models. Four of the indices used were biometeorological indices: thermal index, pre-flowering hydric index, dormancy hydric index and summer index; the fifth was an autoregressive cyclicity index based on pollen data from previous years. The extreme weather events characteristic of the Mediterranean climate were also taken into account by applying different adjustment criteria. The results obtained with this model were compared with those yielded by a traditional meteorological-based model built using multivariate regression analysis of simple meteorological-related variables. The performance of the models (confidence intervals, significance levels and standard errors) was compared, and they were also validated using the bootstrap method. The index-based model built on biometeorological and cyclicity indices was found to perform better for olive pollen forecasting purposes than the traditional meteorological-based model.
Coherent quantum phase slip in two-component bosonic atomtronic circuits
International Nuclear Information System (INIS)
Gallemí, A; Mateo, A Muñoz; Mayol, R; Guilleumas, M
2016-01-01
Coherent quantum phase slip consists in the coherent transfer of vortices in superfluids. We investigate this phenomenon in two miscible coherently coupled components of a spinor Bose gas confined in a toroidal trap. After imprinting different vortex states, i.e. states with quantized circulation, on each component, we demonstrate that during the whole dynamics the system remains in a linear superposition of two current states in spite of the nonlinearity, and can be mapped onto a linear Josephson problem. We propose this system as a good candidate for the realization of a Mooij–Harmans qubit and remark its feasibility for implementation in current experiments with 87 Rb, since we have used values for the physical parameters currently available in laboratories. (paper)
Critical density for Landau damping in a two-electron-component plasma
Energy Technology Data Exchange (ETDEWEB)
Rupp, Constantin F.; López, Rodrigo A.; Araneda, Jaime A. [Departamento de Física, Facultad de Ciencias Físicas y Matemáticas, Universidad de Concepción, Concepción (Chile)
2015-10-15
The asymptotic evolution of an initial perturbation in a collisionless two-electron-component plasma with different temperatures is studied numerically. The transition between linear and nonlinear damping regimes is determined by slowly varying the density of the secondary electron-component using high-resolution Vlasov-Poisson simulations. It is shown that, for fixed amplitude perturbations, this transition behaves as a critical phenomenon with time scales and field amplitudes exhibiting power-law dependencies on the threshold density, similar to the critical amplitude behavior in a single-component plasma.
Gong, Chunye; Bao, Weimin; Tang, Guojian; Jiang, Yuewen; Liu, Jie
2014-01-01
It is very time consuming to solve fractional differential equations. The computational complexity of two-dimensional fractional differential equation (2D-TFDE) with iterative implicit finite difference method is O(M(x)M(y)N(2)). In this paper, we present a parallel algorithm for 2D-TFDE and give an in-depth discussion about this algorithm. A task distribution model and data layout with virtual boundary are designed for this parallel algorithm. The experimental results show that the parallel algorithm compares well with the exact solution. The parallel algorithm on single Intel Xeon X5540 CPU runs 3.16-4.17 times faster than the serial algorithm on single CPU core. The parallel efficiency of 81 processes is up to 88.24% compared with 9 processes on a distributed memory cluster system. We do think that the parallel computing technology will become a very basic method for the computational intensive fractional applications in the near future.
Structure of two-phase air-water flows. Study of average void fraction and flow patterns
International Nuclear Information System (INIS)
Roumy, R.
1969-01-01
This report deals with experimental work on a two phase air-water mixture in vertical tubes of different diameters. The average void fraction was measured in a 2 metre long test section by means of quick-closing valves. Using resistive probes and photographic techniques, we have determined the flow patterns and developed diagrams to indicate the boundaries between the various patterns: independent bubbles, agglomerated bubbles, slugs, semi-annular, annular. In the case of bubble flow and slug flow, it is shown that the relationship between the average void fraction and the superficial velocities of the phases is given by: V sg = f( ) * g(V sl ). The function g(V sl ) for the case of independent bubbles has been found to be: g(V sl ) = V sl + 20. For semi-annular and annular flow conditions; it appears that the average void fraction depends, to a first approximation only on the ratio V sg /V sl . (author) [fr
Wei, Liang-Liang; Wang, Kun; Zhao, Qing-Liang; Jiang, Jun-Qiu; Kong, Xiang-Juan; Lee, Duu-Jong
2012-09-15
Correlation between fractional, biodegradable and spectral characteristics of sludge extracellular polymeric substances (EPS) by different protocols has not been well established. This work extracted sludge EPS using alkaline extractants (NH₄OH and formaldehyde + NaOH) and physical protocols (ultrasonication, heating at 80 °C or cation exchange resin (CER)) and then fractionated the extracts using XAD-8/XAD-4 resins. The alkaline extractants yielded more sludge EPS than the physical protocols. However, the physical protocols extracted principally the hydrophilic components which were readily biodegradable by microorganisms. The alkaline extractants dissolved additional humic-like substances from sludge solids which were refractory in nature. Different extraction protocols preferably extracted EPS with distinct fractional, biodegradable and spectral characteristics which could be applied in specific usages. Copyright © 2012 Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
Chakraborty, Subhadeep; Keller, Eric; Talley, Justin; Srivastav, Abhishek; Ray, Asok; Kim, Seungjin
2009-01-01
This communication introduces a non-intrusive method for void fraction measurement and identification of two-phase flow regimes, based on ultrasonic sensing. The underlying algorithm is built upon the recently reported theory of a statistical pattern recognition method called symbolic dynamic filtering (SDF). The results of experimental validation, generated on a laboratory test apparatus, show a one-to-one correspondence between the flow measure derived from SDF and the void fraction measured by a conductivity probe. A sharp change in the slope of flow measure is found to be in agreement with a transition from fully bubbly flow to cap-bubbly flow. (rapid communication)
A computer program for two-particle intrinsic coefficients of fractional parentage
Deveikis, A.
2012-06-01
A Fortran 90 program CESOS for the calculation of the two-particle intrinsic coefficients of fractional parentage for several j-shells with isospin and an arbitrary number of oscillator quanta (CESOs) is presented. The implemented procedure for CESOs calculation consistently follows the principles of antisymmetry and translational invariance. The approach is based on a simple enumeration scheme for antisymmetric many-particle states, efficient algorithms for calculation of the coefficients of fractional parentage for j-shells with isospin, and construction of the subspace of the center-of-mass Hamiltonian eigenvectors corresponding to the minimal eigenvalue equal to 3/2 (in ℏω). The program provides fast calculation of CESOs for a given particle number and produces results possessing small numerical uncertainties. The introduced CESOs may be used for calculation of expectation values of two-particle nuclear shell-model operators within the isospin formalism. Program summaryProgram title: CESOS Catalogue identifier: AELT_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AELT_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 10 932 No. of bytes in distributed program, including test data, etc.: 61 023 Distribution format: tar.gz Programming language: Fortran 90 Computer: Any computer with a Fortran 90 compiler Operating system: Windows XP, Linux RAM: The memory demand depends on the number of particles A and the excitation energy of the system E. Computation of the A=6 particle system with the total angular momentum J=0 and the total isospin T=1 requires around 4 kB of RAM at E=0,˜3 MB at E=3, and ˜172 MB at E=5. Classification: 17.18 Nature of problem: The code CESOS generates a list of two-particle intrinsic coefficients of fractional parentage for several
Wahhab, H. A. Abdul; Aziz, A. R. A.; Al-Kayiem, H. H.; Nasif, M. S.; Reda, M. N.
2018-03-01
In this work, electromagnetic induction technique of measuring void fraction in liquid/gas fuel flow was utilized. In order to improve the electric properties of liquid fuel, an iron oxide Fe3O4 nanoparticles at 3% was blended to enhance the liquid fuel magnetization. Experiments have been conducted for a wide range of liquid and gas superficial velocities. From the experimental results, it was realized that there is an existing linear relationship between the void fraction and the measured electromotive force, when induction coils were connected in series for excitation coils, regardless of increase or decrease CNG bubbles distribution in liquid fuel flow. Therefore, it was revealed that the utilized method yielded quite reasonable account for measuring the void fraction, showing good agreement with the other available measurement techniques in the two-phase flow, and also with the published literature of the bubbly flow pattern. From the results of the present investigation, it has been proven that the electromagnetic induction is a feasible technique for the actual measurement of void fraction in a Diesel/CNG fuel flow.
International Nuclear Information System (INIS)
Nakano, Masayoshi; Kishi, Ryohei; Ohta, Suguru; Takahashi, Hideaki; Furukawa, Shin-ichi; Yamaguchi, Kizashi
2005-01-01
We investigate the long-time dynamics of two-component dilute gas Bose-Einstein condensates with relatively different two-body interactions and Josephson couplings between the two components. Although in certain parameter regimes the quantum state of the system is known to evolve into macroscopic superposition, i.e., Schroedinger cat state, of two states with relative atom number differences between the two components, the Schroedinger cat state is also found to repeat the collapse and revival behavior in the long-time region. The dynamical behavior of the Pegg-Barnett phase difference between the two components is shown to be closely connected with the dynamics of the relative atom number difference for different parameters. The variation in the relative magnitude between the Josephson coupling and intra- and inter-component two-body interaction difference turns out to significantly change not only the size of the Schroedinger cat state but also its collapse-revival period, i.e., the lifetime of the Schroedinger cat state
A novel two-component system involved in secretion stress response in Streptomyces lividans.
Directory of Open Access Journals (Sweden)
Sonia Gullón
Full Text Available BACKGROUND: Misfolded proteins accumulating outside the bacterial cytoplasmic membrane can interfere with the secretory machinery, hence the existence of quality factors to eliminate these misfolded proteins is of capital importance in bacteria that are efficient producers of secretory proteins. These bacteria normally use a specific two-component system to respond to the stress produced by the accumulation of the misfolded proteins, by activating the expression of HtrA-like proteases to specifically eliminate the incorrectly folded proteins. METHODOLOGY/PRINCIPAL FINDINGS: Overproduction of alpha-amylase in S. lividans causing secretion stress permitted the identification of a two-component system (SCO4156-SCO4155 that regulates three HtrA-like proteases which appear to be involved in secretion stress response. Mutants in each of the genes forming part of the two-genes operon that encodes the sensor and regulator protein components accumulated misfolded proteins outside the cell, strongly suggesting the involvement of this two-component system in the S. lividans secretion stress response. CONCLUSIONS/SIGNIFICANCE: To our knowledge this is the first time that a specific secretion stress response two-component system is found to control the expression of three HtrA-like protease genes in S. lividans, a bacterium that has been repeatedly used as a host for the synthesis of homologous and heterologous secretory proteins of industrial application.
The two-component afterglow of Swift GRB 050802
Oates, S. R.; de Pasquale, M.; Page, M. J.; Blustin, A. J.; Zane, S.; McGowan, K.; Mason, K. O.; Poole, T. S.; Schady, P.; Roming, P. W. A.; Page, K. L.; Falcone, A.; Gehrels, N.
2007-09-01
This paper investigates GRB 050802, one of the best examples of a Swift gamma-ray burst afterglow that shows a break in the X-ray light curve, while the optical counterpart decays as a single power law. This burst has an optically bright afterglow of 16.5 mag, detected throughout the 170-650nm spectral range of the Ultraviolet and Optical Telescope (UVOT) onboard Swift. Observations began with the X-ray Telescope and UVOT telescopes 286s after the initial trigger and continued for 1.2 ×106s. The X-ray light curve consists of three power-law segments: a rise until 420s, followed by a slow decay with α =0.63 +/-0.03 until 5000s, after which, the light curve decays faster with a slope of α3 =1.59 +/-0.03. The optical light curve decays as a single power law with αO =0.82 +/-0.03 throughout the observation. The X-ray data on their own are consistent with the break at 5000s being due to the end of energy injection. Modelling the optical to X-ray spectral energy distribution, we find that the optical afterglow cannot be produced by the same component as the X-ray emission at late times, ruling out a single-component afterglow. We therefore considered two-component jet models and find that the X-ray and optical emission is best reproduced by a model in which both components are energy injected for the duration of the observed afterglow and the X-ray break at 5000s is due to a jet break in the narrow component. This bright, well-observed burst is likely a guide for interpreting the surprising finding of Swift that bursts seldom display achromatic jet breaks.
International Nuclear Information System (INIS)
Feng, Bao-Feng; Maruno, Ken-ichi; Ohta, Yasuhiro
2017-01-01
In the present paper, we propose a two-component generalization of the reduced Ostrovsky (Vakhnenko) equation, whose differential form can be viewed as the short-wave limit of a two-component Degasperis–Procesi (DP) equation. They are integrable due to the existence of Lax pairs. Moreover, we have shown that the two-component reduced Ostrovsky equation can be reduced from an extended BKP hierarchy with negative flow through a pseudo 3-reduction and a hodograph (reciprocal) transform. As a by-product, its bilinear form and N -soliton solution in terms of pfaffians are presented. One- and two-soliton solutions are provided and analyzed. In the second part of the paper, we start with a modified BKP hierarchy, which is a Bäcklund transformation of the above extended BKP hierarchy, an integrable semi-discrete analogue of the two-component reduced Ostrovsky equation is constructed by defining an appropriate discrete hodograph transform and dependent variable transformations. In particular, the backward difference form of above semi-discrete two-component reduced Ostrovsky equation gives rise to the integrable semi-discretization of the short wave limit of a two-component DP equation. Their N -soliton solutions in terms of pffafians are also provided. (paper)
Marwani, Hadi M; Lowry, Mark; Keating, Patrick; Warner, Isiah M; Cook, Robert L
2007-11-01
This study introduces a newly developed frequency segmentation and recombination method for frequency-domain fluorescence lifetime measurements to address the effects of changing fractional contributions over time and minimize the effects of photobleaching within multi-component systems. Frequency segmentation and recombination experiments were evaluated using a two component system consisting of fluorescein and rhodamine B. Comparison of experimental data collected in traditional and segmented fashion with simulated data, generated using different changing fractional contributions, demonstrated the validity of the technique. Frequency segmentation and recombination was also applied to a more complex system consisting of pyrene with Suwannee River fulvic acid reference and was shown to improve recovered lifetimes and fractional intensity contributions. It was observed that photobleaching in both systems led to errors in recovered lifetimes which can complicate the interpretation of lifetime results. Results showed clear evidence that the frequency segmentation and recombination method reduced errors resulting from a changing fractional contribution in a multi-component system, and allowed photobleaching issues to be addressed by commercially available instrumentation.
International Nuclear Information System (INIS)
Turner, R.E.
1984-01-01
A search was made for fractional charges of the form Z plus two-thirds e, where Z is an integer. It was assumed that the charges exist in natural form bound with other fractional charges in neutral molecules. It was further assumed that these neutral molecules are present in air. Two concentration schemes were employed. One sample was derived from the waste gases from a xenon distillation plant. This assumes that high mass, low vapor pressure components of air are concentrated along with the xenon. The second sample involved ionizing air, allowing a brief recombination period, and then collecting residual ions on the surface of titanium discs. Both samples were analyzed at the University of Rochester in a system using a tandem Van de Graff to accelerate particles through an essentially electrostatic beam handling system. The detector system employed both a Time of Flight and an energy-sensitive gas ionization detector. In the most sensitive mode of analysis, a gas absorber was inserted in the beam path to block the intense background. The presence of an absorber limited the search to highly penetrating particles. Effectively, this limited the search to particles with low Z and masses greater than roughly fifty GeV. The final sensitivities attained were on the order of 1 x 10 -20 for the ionized air sample and 1 x 10 -21 for the gas sample. A discussion of the caveats that could reduce the actual level of sensitivity is included
Alu'datt, Muhammad H; Rababah, Taha; Alhamad, Mohammad N; Alodat, Moh'd; Al-Mahasneh, Majdi A; Gammoh, Sana; Ereifej, Khalil; Almajwal, Ali; Kubow, Stan
2017-09-01
This study aimed to investigate the molecular and bio-functional properties of protein fractions from Nigella damascena and Nigella arvensis, including the albumin, globulin, glutein-1, glutein-2 and prolamin fractions. Protein subunits were not observed in globulin and prolamin fractions. No peaks appeared in RP-HPLC chromatograms of globulin for either species. Two predominant peaks were observed in the RP-HPLC profiles of all protein fractions. Proteins separated by RP-HPLC have potential inhibitory and antioxidant activities in all fractions. Optimum ACE-inhibitory and antioxidant activities of proteins separated by RP-HPLC were observed in glutein-2 and albumin, respectively, for both species. For pepsin and combined pepsin-trypsin hydrolyses, the highest degree of hydrolysis (DH) was obtained in glutein-2 fraction of Nigella arvensis. Highest ACE-inhibitory activity of hydrolyzed protein fractions was found at 4h via pepsin hydrolysis in globulin fraction of Nigella damascena. Highest antioxidant activities of hydrolyzed protein fractions were found in glutelin-2 for both species. Copyright © 2017 Elsevier Ltd. All rights reserved.
A revival of the autoregressive distributed lag model in estimating energy demand relationships
Energy Technology Data Exchange (ETDEWEB)
Bentzen, J.; Engsted, T.
1999-07-01
The findings in the recent energy economics literature that energy economic variables are non-stationary, have led to an implicit or explicit dismissal of the standard autoregressive distribution lag (ARDL) model in estimating energy demand relationships. However, Pesaran and Shin (1997) show that the ARDL model remains valid when the underlying variables are non-stationary, provided the variables are co-integrated. In this paper we use the ARDL approach to estimate a demand relationship for Danish residential energy consumption, and the ARDL estimates are compared to the estimates obtained using co-integration techniques and error-correction models (ECM's). It turns out that both quantitatively and qualitatively, the ARDL approach and the co-integration/ECM approach give very similar results. (au)
A revival of the autoregressive distributed lag model in estimating energy demand relationships
Energy Technology Data Exchange (ETDEWEB)
Bentzen, J; Engsted, T
1999-07-01
The findings in the recent energy economics literature that energy economic variables are non-stationary, have led to an implicit or explicit dismissal of the standard autoregressive distribution lag (ARDL) model in estimating energy demand relationships. However, Pesaran and Shin (1997) show that the ARDL model remains valid when the underlying variables are non-stationary, provided the variables are co-integrated. In this paper we use the ARDL approach to estimate a demand relationship for Danish residential energy consumption, and the ARDL estimates are compared to the estimates obtained using co-integration techniques and error-correction models (ECM's). It turns out that both quantitatively and qualitatively, the ARDL approach and the co-integration/ECM approach give very similar results. (au)
Statistical aspects of autoregressive-moving average models in the assessment of radon mitigation
International Nuclear Information System (INIS)
Dunn, J.E.; Henschel, D.B.
1989-01-01
Radon values, as reflected by hourly scintillation counts, seem dominated by major, pseudo-periodic, random fluctuations. This methodological paper reports a moderate degree of success in modeling these data using relatively simple autoregressive-moving average models to assess the effectiveness of radon mitigation techniques in existing housing. While accounting for the natural correlation of successive observations, familiar summary statistics such as steady state estimates, standard errors, confidence limits, and tests of hypothesis are produced. The Box-Jenkins approach is used throughout. In particular, intervention analysis provides an objective means of assessing the effectiveness of an active mitigation measure, such as a fan off/on cycle. Occasionally, failure to declare a significant intervention has suggested a means of remedial action in the data collection procedure
Li, Long-Fei; Chan, Ben Chung-Lap; Yue, Grace Gar-Lee; Lau, Clara Bik-San; Han, Quan-Bin; Leung, Ping-Chung; Liu, Ji-Kai; Fung, Kwok-Pui
2013-10-15
Rubinoboletus ballouii is an edible mushroom wildly grown in Yunnan province, China. Up till now, little was known about the chemical and biological properties of this mushroom. The aim of this study was to investigate the immunomodulatory effects of the ethanolic extract of Rubinoboletus ballouii and its fractions on human peripheral blood mononuclear cells (PBMCs) using bioactivity-guided fractionation. The crude extract of the fruiting bodies of RB was fractionated by high-speed counter current chromatography (HSCCC). Twelve fractions were obtained and the third fraction (Fraction C) exerted the most potent anti-inflammatory activities in mitogen-activated PBMCs. Further fractionation of fraction C led to the isolation of two single compounds which were elucidated as 1-ribofuranosyl-s-triazin-2(1H)-one and pistillarin, respectively. The results showed that both 1-ribofuranosyl-s-triazin-2(1H)-one and pistillarin exhibited significant immunosuppressive effects on phytohemagglutinin (PHA)-stimulated human PBMCs by inhibiting [methyl-(3)H]-thymidine uptake and inflammatory cytokines productions such as tumor necrosis factor (TNF)-α, interleukin (IL)-10, interferon (IFN)-γ and IL-1β. Besides, 1-ribofuranosyl-s-triazin-2(1H)-one was firstly found in natural resources, and pistillarin was also isolated from the family Boletaceae for the first time. They exhibited great potential in developing as anti-inflammatory reagents. Copyright © 2013 Elsevier GmbH. All rights reserved.
Measuring two-phase and two-component mixtures by radiometric technique
International Nuclear Information System (INIS)
Mackuliak, D.; Rajniak, I.
1984-01-01
The possibility was tried of the application of the radiometric method in measuring steam water content. The experiments were carried out in model conditions where steam was replaced with the two-component mixture of water and air. The beta radiation source was isotope 204 Tl (Esub(max)=0.765 MeV) with an activity of 19.35 MBq. Measurements were carried out within the range of the surface density of the mixture from 0.119 kg.m -2 to 0.130 kg.m -2 . Mixture speed was 5.1 m.s -1 to 7.1 m.s -1 . The observed dependence of relative pulse frequency on the specific water content in the mixture was approximated by a linear regression. (B.S.)
Mineralogy of the clay fraction of Alfisols in two slope curvatures: III - spatial variability
Directory of Open Access Journals (Sweden)
Livia Arantes Camargo
2013-04-01
Full Text Available A good knowledge of the spatial distribution of clay minerals in the landscape facilitates the understanding of the influence of relief on the content and crystallographic attributes of soil minerals such as goethite, hematite, kaolinite and gibbsite. This study aimed at describing the relationships between the mineral properties of the clay fraction and landscape shapes by determining the mineral properties of goethite, hematite, kaolinite and gibbsite, and assessing their dependence and spatial variability, in two slope curvatures. To this end, two 100 × 100 m grids were used to establish a total of 121 regularly spaced georeferenced sampling nodes 10 m apart. Samples were collected from the layer 0.0-0.2 m and analysed for iron oxides, and kaolinite and gibbsite in the clay fraction. Minerals in the clay fraction were characterized from their X-ray diffraction (XRD patterns, which were interpreted and used to calculate the width at half height (WHH and mean crystallite dimension (MCD of iron oxides, kaolinite, and gibbsite, as well as aluminium substitution and specific surface area (SSA in hematite and goethite. Additional calculations included the goethite and hematite contents, and the goethite/(goethite+hematite [Gt/(Gt+Hm] and kaolinite/(kaolinite+gibbsite [Kt/(Kt+Gb] ratios. Mineral properties were established by statistical analysis of the XRD data, and spatial dependence was assessed geostatistically. Mineralogical properties differed significantly between the convex area and concave area. The geostatistical analysis showed a greater number of mineralogical properties with spatial dependence and a higher range in the convex than in the concave area.
Prediction of municipal solid waste generation using nonlinear autoregressive network.
Younes, Mohammad K; Nopiah, Z M; Basri, N E Ahmad; Basri, H; Abushammala, Mohammed F M; Maulud, K N A
2015-12-01
Most of the developing countries have solid waste management problems. Solid waste strategic planning requires accurate prediction of the quality and quantity of the generated waste. In developing countries, such as Malaysia, the solid waste generation rate is increasing rapidly, due to population growth and new consumption trends that characterize society. This paper proposes an artificial neural network (ANN) approach using feedforward nonlinear autoregressive network with exogenous inputs (NARX) to predict annual solid waste generation in relation to demographic and economic variables like population number, gross domestic product, electricity demand per capita and employment and unemployment numbers. In addition, variable selection procedures are also developed to select a significant explanatory variable. The model evaluation was performed using coefficient of determination (R(2)) and mean square error (MSE). The optimum model that produced the lowest testing MSE (2.46) and the highest R(2) (0.97) had three inputs (gross domestic product, population and employment), eight neurons and one lag in the hidden layer, and used Fletcher-Powell's conjugate gradient as the training algorithm.
Primordial two-component maximally symmetric inflation
Enqvist, K.; Nanopoulos, D. V.; Quirós, M.; Kounnas, C.
1985-12-01
We propose a two-component inflation model, based on maximally symmetric supergravity, where the scales of reheating and the inflation potential at the origin are decoupled. This is possible because of the second-order phase transition from SU(5) to SU(3)×SU(2)×U(1) that takes place when φ≅φcinflation at the global minimum, and leads to a reheating temperature TR≅(1015-1016) GeV. This makes it possible to generate baryon asymmetry in the conventional way without any conflict with experimental data on proton lifetime. The mass of the gravitinos is m3/2≅1012 GeV, thus avoiding the gravitino problem. Monopoles are diluted by residual inflation in the broken phase below the cosmological bounds if φcUSA.
Directory of Open Access Journals (Sweden)
Ehab Malkawi
2014-01-01
Full Text Available The classical free Lagrangian admitting a constant of motion, in one- and two-dimensional space, is generalized using the Caputo derivative of fractional calculus. The corresponding metric is obtained and the fractional Christoffel symbols, Killing vectors, and Killing-Yano tensors are derived. Some exact solutions of these quantities are reported.
Directory of Open Access Journals (Sweden)
Salim Lahmiri
2014-07-01
Full Text Available This paper presents a forecasting model that integrates the discrete wavelet transform (DWT and backpropagation neural networks (BPNN for predicting financial time series. The presented model first uses the DWT to decompose the financial time series data. Then, the obtained approximation (low-frequency and detail (high-frequency components after decomposition of the original time series are used as input variables to forecast future stock prices. Indeed, while high-frequency components can capture discontinuities, ruptures and singularities in the original data, low-frequency components characterize the coarse structure of the data, to identify the long-term trends in the original data. As a result, high-frequency components act as a complementary part of low-frequency components. The model was applied to seven datasets. For all of the datasets, accuracy measures showed that the presented model outperforms a conventional model that uses only low-frequency components. In addition, the presented model outperforms both the well-known auto-regressive moving-average (ARMA model and the random walk (RW process.
Kammerdiner, Alla; Xanthopoulos, Petros; Pardalos, Panos M.
2007-11-01
In this chapter a potential problem with application of the Granger-causality based on the simple vector autoregressive (VAR) modeling to EEG data is investigated. Although some initial studies tested whether the data support the stationarity assumption of VAR, the stability of the estimated model is rarely (if ever) been verified. In fact, in cases when the stability condition is violated the process may exhibit a random walk like behavior or even be explosive. The problem is illustrated by an example.
A two-component dark matter model with real singlet scalars ...
Indian Academy of Sciences (India)
Theoretical framework. In the present work, the dark matter candidate has two components S and S′ both of ... The scalar sector potential (for Higgs and two real singlet scalars) in this framework can then be written .... In this work we obtain the allowed values of model parameters (δ2, δ′2, MS and M′S) using three direct ...
Reflections on Teaching and Research: Two Inseparable Components in Higher Education
Chan Fong Yee, Fanny
2014-01-01
Teaching and research are two inseparable components in higher education. There are continuous debates about the relationship between the two. Does good teaching always lead to good research, and vice versa? This paper critically examines the impact of current policy on the two academic practices and discusses how it shapes one's professional…
DEFF Research Database (Denmark)
Lassen Kaspersen, Line; Føyn, Tullik Helene Ystanes
This paper investigates price transmission for agricultural commodities between world markets and the Ugandan market in an attempt to determine the impact of world market prices on the Ugandan market. Based on the realization that price formation is not a static concept, a dynamic vector...... price relations, i.e. the price variations between geographically separated markets in Uganda and the world markets. Our analysis indicates that food markets in Uganda, based on our study of sorghum price transmission, are not integrated into world markets, and that oil prices are a very determining...... autoregressive (VAR) model is presented. The prices of Robusta coffee and sorghum are examined, as both of these crops are important for the domestic economy of Uganda – Robusta as a cash crop, mainly traded internationally, and sorghum for consumption at household level. The analysis focuses on the spatial...
Palm oil price forecasting model: An autoregressive distributed lag (ARDL) approach
Hamid, Mohd Fahmi Abdul; Shabri, Ani
2017-05-01
Palm oil price fluctuated without any clear trend or cyclical pattern in the last few decades. The instability of food commodities price causes it to change rapidly over time. This paper attempts to develop Autoregressive Distributed Lag (ARDL) model in modeling and forecasting the price of palm oil. In order to use ARDL as a forecasting model, this paper modifies the data structure where we only consider lagged explanatory variables to explain the variation in palm oil price. We then compare the performance of this ARDL model with a benchmark model namely ARIMA in term of their comparative forecasting accuracy. This paper also utilize ARDL bound testing approach to co-integration in examining the short run and long run relationship between palm oil price and its determinant; production, stock, and price of soybean as the substitute of palm oil and price of crude oil. The comparative forecasting accuracy suggests that ARDL model has a better forecasting accuracy compared to ARIMA.
Measurements of absolute branching fractions for D mesons decays into two pseudoscalar mesons
Ablikim, M.; Achasov, M. N.; Ahmed, S.; Albrecht, M.; Amoroso, A.; An, F. F.; An, Q.; Bai, J. Z.; Bai, Y.; Bakina, O.; Ferroli, R. Baldini; Ban, Y.; Bennett, D. W.; Bennett, J. V.; Berger, N.; Bertani, M.; Bettoni, D.; Bian, J. M.; Bianchi, F.; Boger, E.; Boyko, I.; Briere, R. A.; Cai, H.; Cai, X.; Cakir, O.; Calcaterra, A.; Cao, G. F.; Cetin, S. A.; Chai, J.; Chang, J. F.; Chelkov, G.; Chen, G.; Chen, H. S.; Chen, J. C.; Chen, M. L.; Chen, P. L.; Chen, S. J.; Chen, X. R.; Chen, Y. B.; Chu, X. K.; Cibinetto, G.; Dai, H. L.; Dai, J. P.; Dbeyssi, A.; Dedovich, D.; Deng, Z. Y.; Denig, A.; Denysenko, I.; Destefanis, M.; de Mori, F.; Ding, Y.; Dong, C.; Dong, J.; Dong, L. Y.; Dong, M. Y.; Dou, Z. L.; Du, S. X.; Duan, P. F.; Fang, J.; Fang, S. S.; Fang, Y.; Farinelli, R.; Fava, L.; Fegan, S.; Feldbauer, F.; Felici, G.; Feng, C. Q.; Fioravanti, E.; Fritsch, M.; Fu, C. D.; Gao, Q.; Gao, X. L.; Gao, Y.; Gao, Y. G.; Gao, Z.; Garzia, I.; Goetzen, K.; Gong, L.; Gong, W. X.; Gradl, W.; Greco, M.; Gu, M. H.; Gu, Y. T.; Guo, A. Q.; Guo, R. P.; Guo, Y. P.; Haddadi, Z.; Han, S.; Hao, X. Q.; Harris, F. A.; He, K. L.; He, X. Q.; Heinsius, F. H.; Held, T.; Heng, Y. K.; Holtmann, T.; Hou, Z. L.; Hu, H. M.; Hu, T.; Hu, Y.; Huang, G. S.; Huang, J. S.; Huang, X. T.; Huang, X. Z.; Huang, Z. L.; Hussain, T.; Andersson, W. Ikegami; Ji, Q.; Ji, Q. P.; Ji, X. B.; Ji, X. L.; Jiang, X. S.; Jiang, X. Y.; Jiao, J. B.; Jiao, Z.; Jin, D. P.; Jin, S.; Jin, Y.; Johansson, T.; Julin, A.; Kalantar-Nayestanaki, N.; Kang, X. L.; Kang, X. S.; Kavatsyuk, M.; Ke, B. C.; Khan, T.; Khoukaz, A.; Kiese, P.; Kliemt, R.; Koch, L.; Kolcu, O. B.; Kopf, B.; Kornicer, M.; Kuemmel, M.; Kuessner, M.; Kuhlmann, M.; Kupsc, A.; Kühn, W.; Lange, J. S.; Lara, M.; Larin, P.; Lavezzi, L.; Leithoff, H.; Leng, C.; Li, C.; Li, Cheng; Li, D. M.; Li, F.; Li, F. Y.; Li, G.; Li, H. B.; Li, H. J.; Li, J. C.; Li, Jin; Li, K. J.; Li, Kang; Li, Ke; Li, Lei; Li, P. L.; Li, P. R.; Li, Q. Y.; Li, W. D.; Li, W. G.; Li, X. L.; Li, X. N.; Li, X. Q.; Li, Z. B.; Liang, H.; Liang, Y. F.; Liang, Y. T.; Liao, G. R.; Lin, D. X.; Liu, B.; Liu, B. J.; Liu, C. X.; Liu, D.; Liu, F. H.; Liu, Fang; Liu, Feng; Liu, H. B.; Liu, H. M.; Liu, Huanhuan; Liu, Huihui; Liu, J. B.; Liu, J. P.; Liu, J. Y.; Liu, K.; Liu, K. Y.; Liu, Ke; Liu, L. D.; Liu, P. L.; Liu, Q.; Liu, S. B.; Liu, X.; Liu, Y. B.; Liu, Z. A.; Liu, Zhiqing; Long, Y. F.; Lou, X. C.; Lu, H. J.; Lu, J. G.; Lu, Y.; Lu, Y. P.; Luo, C. L.; Luo, M. X.; Luo, X. L.; Lyu, X. R.; Ma, F. C.; Ma, H. L.; Ma, L. L.; Ma, M. M.; Ma, Q. M.; Ma, T.; Ma, X. N.; Ma, X. Y.; Ma, Y. M.; Maas, F. E.; Maggiora, M.; Malik, Q. A.; Mao, Y. J.; Mao, Z. P.; Marcello, S.; Meng, Z. X.; Messchendorp, J. G.; Mezzadri, G.; Min, J.; Min, T. J.; Mitchell, R. E.; Mo, X. H.; Mo, Y. J.; Morales, C. Morales; Muchnoi, N. Yu.; Muramatsu, H.; Mustafa, A.; Nefedov, Y.; Nerling, F.; Nikolaev, I. B.; Ning, Z.; Nisar, S.; Niu, S. L.; Niu, X. Y.; Olsen, S. L.; Ouyang, Q.; Pacetti, S.; Pan, Y.; Papenbrock, M.; Patteri, P.; Pelizaeus, M.; Pellegrino, J.; Peng, H. P.; Peters, K.; Pettersson, J.; Ping, J. L.; Ping, R. G.; Pitka, A.; Poling, R.; Prasad, V.; Qi, H. R.; Qi, M.; Qian, S.; Qiao, C. F.; Qin, N.; Qin, X. S.; Qin, Z. H.; Qiu, J. F.; Rashid, K. H.; Redmer, C. F.; Richter, M.; Ripka, M.; Rolo, M.; Rong, G.; Rosner, Ch.; Sarantsev, A.; Savrié, M.; Schnier, C.; Schoenning, K.; Shan, W.; Shao, M.; Shen, C. P.; Shen, P. X.; Shen, X. Y.; Sheng, H. Y.; Song, J. J.; Song, W. M.; Song, X. Y.; Sosio, S.; Sowa, C.; Spataro, S.; Sun, G. X.; Sun, J. F.; Sun, L.; Sun, S. S.; Sun, X. H.; Sun, Y. J.; Sun, Y. K.; Sun, Y. Z.; Sun, Z. J.; Sun, Z. T.; Tang, C. J.; Tang, G. Y.; Tang, X.; Tapan, I.; Tiemens, M.; Tsednee, B.; Uman, I.; Varner, G. S.; Wang, B.; Wang, B. L.; Wang, D.; Wang, D. Y.; Wang, Dan; Wang, K.; Wang, L. L.; Wang, L. S.; Wang, M.; Wang, Meng; Wang, P.; Wang, P. L.; Wang, W. P.; Wang, X. F.; Wang, Y.; Wang, Y. D.; Wang, Y. F.; Wang, Y. Q.; Wang, Z.; Wang, Z. G.; Wang, Z. Y.; Wang, Zongyuan; Weber, T.; Wei, D. H.; Wei, J. H.; Weidenkaff, P.; Wen, S. P.; Wiedner, U.; Wolke, M.; Wu, L. H.; Wu, L. J.; Wu, Z.; Xia, L.; Xia, Y.; Xiao, D.; Xiao, H.; Xiao, Y. J.; Xiao, Z. J.; Xie, Y. G.; Xie, Y. H.; Xiong, X. A.; Xiu, Q. L.; Xu, G. F.; Xu, J. J.; Xu, L.; Xu, Q. J.; Xu, Q. N.; Xu, X. P.; Yan, L.; Yan, W. B.; Yan, W. C.; Yan, Y. H.; Yang, H. J.; Yang, H. X.; Yang, L.; Yang, Y. H.; Yang, Y. X.; Ye, M.; Ye, M. H.; Yin, J. H.; You, Z. Y.; Yu, B. X.; Yu, C. X.; Yu, J. S.; Yuan, C. Z.; Yuan, Y.; Yuncu, A.; Zafar, A. A.; Zeng, Y.; Zeng, Z.; Zhang, B. X.; Zhang, B. Y.; Zhang, C. C.; Zhang, D. H.; Zhang, H. H.; Zhang, H. Y.; Zhang, J.; Zhang, J. L.; Zhang, J. Q.; Zhang, J. W.; Zhang, J. Y.; Zhang, J. Z.; Zhang, K.; Zhang, L.; Zhang, S. Q.; Zhang, X. Y.; Zhang, Y. H.; Zhang, Y. T.; Zhang, Yang; Zhang, Yao; Zhang, Yu; Zhang, Z. H.; Zhang, Z. P.; Zhang, Z. Y.; Zhao, G.; Zhao, J. W.; Zhao, J. Y.; Zhao, J. Z.; Zhao, Lei; Zhao, Ling; Zhao, M. G.; Zhao, Q.; Zhao, S. J.; Zhao, T. C.; Zhao, Y. B.; Zhao, Z. G.; Zhemchugov, A.; Zheng, B.; Zheng, J. P.; Zheng, Y. H.; Zhong, B.; Zhou, L.; Zhou, X.; Zhou, X. K.; Zhou, X. R.; Zhou, X. Y.; Zhu, J.; Zhu, J.; Zhu, K.; Zhu, K. J.; Zhu, S.; Zhu, S. H.; Zhu, X. L.; Zhu, Y. C.; Zhu, Y. S.; Zhu, Z. A.; Zhuang, J.; Zou, B. S.; Zou, J. H.; Besiii Collaboration
2018-04-01
Using a data sample of e+e- collision data with an integrated luminosity of 2.93 fb-1 taken at the center-of-mass energy √{s }=3.773 GeV with the BESIII detector operating at the BEPCII storage rings, we measure the absolute branching fractions of the two-body hadronic decays D+→π+π0 , K+π0, π+η , K+η , π+η', K+η', KS0π+, KS0K+, and D0→π+π-, K+K-, K∓π±, KS0π0, KS0η , KS0η'. Our results are consistent with previous measurements within uncertainties. Among them, the branching fractions for D+→π+π0, K+π0, π+η , π+η', KS0π+, KS0K+ and D0→KS0π0, KS0η , KS0η' are determined with improved precision compared to the world average values.
Two-component multistep direct reactions: A microscopic approach
International Nuclear Information System (INIS)
Koning, A.J.; Chadwick, M.B.
1998-03-01
The authors present two principal advances in multistep direct theory: (1) A two-component formulation of multistep direct reactions, where neutron and proton excitations are explicitly accounted for in the evolution of the reaction, for all orders of scattering. While this may at first seem to be a formidable task, especially for multistep processes where the many possible reaction pathways becomes large in a two-component formalism, the authors show that this is not so -- a rather simple generalization of the FKK convolution expression 1 automatically generates these pathways. Such considerations are particularly relevant when simultaneously analyzing both neutron and proton emission spectra, which is always important since these processes represent competing decay channels. (2) A new, and fully microscopic, method for calculating MSD cross sections which does not make use of particle-hole state densities but instead directly calculates cross sections for all possible particle-hole excitations (again including an exact book-keeping of the neutron/proton type of the particle and hole at all stages of the reaction) determined from a simple non-interacting shell model. This is in contrast to all previous numerical approaches which sample only a small number of such states to estimate the DWBA strength, and utilize simple analytical formulae for the partial state density, based on the equidistant spacing model. The new approach has been applied, along with theories for multistep compound, compound, and collective reactions, to analyze experimental emission spectra for a range of targets and energies. The authors show that the theory correctly accounts for double-differential nucleon spectra
Jones, A. L.; Smart, P. L.
2005-08-01
Autoregressive modelling is used to investigate the internal structure of long-term (1935-1999) records of nitrate concentration for five karst springs in the Mendip Hills. There is a significant short term (1-2 months) positive autocorrelation at three of the five springs due to the availability of sufficient nitrate within the soil store to maintain concentrations in winter recharge for several months. The absence of short term (1-2 months) positive autocorrelation in the other two springs is due to the marked contrast in land use between the limestone and swallet parts of the catchment, rapid concentrated recharge from the latter causing short term switching in the dominant water source at the spring and thus fluctuating nitrate concentrations. Significant negative autocorrelation is evident at lags varying from 4 to 7 months through to 14-22 months for individual springs, with positive autocorrelation at 19-20 months at one site. This variable timing is explained by moderation of the exhaustion effect in the soil by groundwater storage, which gives longer residence times in large catchments and those with a dominance of diffuse flow. The lags derived from autoregressive modelling may therefore provide an indication of average groundwater residence times. Significant differences in the structure of the autocorrelation function for successive 10-year periods are evident at Cheddar Spring, and are explained by the effect the ploughing up of grasslands during the Second World War and increased fertiliser usage on available nitrogen in the soil store. This effect is moderated by the influence of summer temperatures on rates of mineralization, and of both summer and winter rainfall on the timing and magnitude of nitrate leaching. The pattern of nitrate leaching also appears to have been perturbed by the 1976 drought.
Two-component scattering model and the electron density spectrum
Zhou, A. Z.; Tan, J. Y.; Esamdin, A.; Wu, X. J.
2010-02-01
In this paper, we discuss a rigorous treatment of the refractive scintillation caused by a two-component interstellar scattering medium and a Kolmogorov form of density spectrum. It is assumed that the interstellar scattering medium is composed of a thin-screen interstellar medium (ISM) and an extended interstellar medium. We consider the case that the scattering of the thin screen concentrates in a thin layer represented by a δ function distribution and that the scattering density of the extended irregular medium satisfies the Gaussian distribution. We investigate and develop equations for the flux density structure function corresponding to this two-component ISM geometry in the scattering density distribution and compare our result with the observations. We conclude that the refractive scintillation caused by this two-component ISM scattering gives a more satisfactory explanation for the observed flux density variation than does the single extended medium model. The level of refractive scintillation is strongly sensitive to the distribution of scattering material along the line of sight (LOS). The theoretical modulation indices are comparatively less sensitive to the scattering strength of the thin-screen medium, but they critically depend on the distance from the observer to the thin screen. The logarithmic slope of the structure function is sensitive to the scattering strength of the thin-screen medium, but is relatively insensitive to the thin-screen location. Therefore, the proposed model can be applied to interpret the structure functions of flux density observed in pulsar PSR B2111 + 46 and PSR B0136 + 57. The result suggests that the medium consists of a discontinuous distribution of plasma turbulence embedded in the interstellar medium. Thus our work provides some insight into the distribution of the scattering along the LOS to the pulsar PSR B2111 + 46 and PSR B0136 + 57.
International Nuclear Information System (INIS)
Gaze, Mark N.; Kelly, Charles G.; Kerr, Gillian R.; Cull, Ann; Cowie, Valerie J.; Gregor, Anna; Howard, Grahame C.W.; Rodger, Alan
1997-01-01
Background: The optimum dose and fractionation schedule for the palliative irradiation of painful bone metastases is controversial. Purpose: To compare the efficacy, side-effects and effect on quality of life of two commonly used radiotherapy schedules in the management of painful bone metastases. Materials and methods: In a prospective trial, 280 patients were randomised to receive either a single 10 Gy treatment or a course of 22.5 Gy in five daily fractions for the relief of localised metastatic bone pain. Results: Response rates have been calculated from 240 assessable treated sites of pain. The overall response rates were 83.7% (single treatment) and 89.2% (five fractions). The complete response rates were 38.8% (single treatment) and 42.3% (five fractions). The median duration of pain control was 13.5 weeks (single treatment) and 14.0 weeks (five fractions). None of these differences was statistically significant. There were no differences between the groups in the effect of treatment on a variety of quality of life parameters. Conclusions: It is concluded that a single 10 Gy treatment is as effective as a course of 22.5 Gy in five fractions in the management of painful bone metastases
Directory of Open Access Journals (Sweden)
S. H. Ali
2017-09-01
Full Text Available The hydrology of Upper Indus basin is not recognized well due to the intricacies in the climate and geography, and the scarcity of data above 5000 m a.s.l where most of the precipitation falls in the form of snow. The main objective of this study is to measure the contributions of different components of runoff in Upper Indus basin. To achieve this goal, the Modified positive degree day model (MPDDM was used to simulate the runoff and investigate its components in two catchments of Upper Indus basin, Hunza and Gilgit River basins. These two catchments were selected because of their different glacier coverage, contrasting area distribution at high altitudes and significant impact on the Upper Indus River flow. The components of runoff like snow-ice melt and rainfall-base flow were identified by the model. The simulation results show that the MPDDM shows a good agreement between observed and modeled runoff of these two catchments and the effects of snow and ice are mainly reliant on the catchment characteristics and the glaciated area. For Gilgit River basin, the largest contributor to runoff is rain-base flow, whereas large contribution of snow-ice melt observed in Hunza River basin due to its large fraction of glaciated area. This research will not only contribute to the better understanding of the impacts of climate change on the hydrological response in the Upper Indus, but will also provide guidance for the development of hydropower potential and water resources assessment in these catchments.
Electron acoustic-Langmuir solitons in a two-component electron plasma
McKenzie, J. F.
2003-04-01
We investigate the conditions under which ‘high-frequency’ electron acoustic Langmuir solitons can be constructed in a plasma consisting of protons and two electron populations: one ‘cold’ and the other ‘hot’. Conservation of total momentum can be cast as a structure equation either for the ‘cold’ or ‘hot’ electron flow speed in a stationary wave using the Bernoulli energy equations for each species. The linearized version of the governing equations gives the dispersion equation for the stationary waves of the system, from which follows the necessary but not sufficient conditions for the existence of soliton structures; namely that the wave speed must be less than the acoustic speed of the ‘hot’ electron component and greater than the low-frequency compound acoustic speed of the two electron populations. In this wave speed regime linear waves are ‘evanescent’, giving rise to the exponential growth or decay, which readily can give rise to non-linear effects that may balance dispersion and allow soliton formation. In general the ‘hot’ component must be more abundant than the ‘cold’ one and the wave is characterized by a compression of the ‘cold’ component and an expansion in the ‘hot’ component necessitating a potential dip. Both components are driven towards their sonic points; the ‘cold’ from above and the ‘hot’ from below. It is this transonic feature which limits the amplitude of the soliton. If the ‘hot’ component is not sufficiently abundant the window for soliton formation shrinks to a narrow speed regime which is quasi-transonic relative to the ‘hot’ electron acoustic speed, and it is shown that smooth solitons cannot be constructed. In the special case of a very cold electron population (i.e. ‘highly supersonic’) and the other population being very hot (i.e. ‘highly subsonic’) with adiabatic index 2, the structure equation simplifies and can be integrated in terms of elementary
Heat of combustion, sound speed and component fluctuations in natural gas
International Nuclear Information System (INIS)
Burstein, L.; Ingman, D.
1998-01-01
The heat of combustion and sound speed of natural gas were studied as a function of random fluctuation of the gas fractions. A method of sound speed determination was developed and used for over 50,000 possible variants of component concentrations in four- and five- component mixtures. A test on binary (methane-ethane) and multicomponent (Gulf Coast) gas mixtures under standard pressure and moderate temperatures shows satisfactory predictability of sound speed on the basis of the binary virial coefficients, sound speeds and heat capacities of the pure components. Uncertainty in the obtained values does not exceed that of the pure component data. The results of comparison between two natural gas mixtures - with and without nonflammable components - are reported
Calculation of Site-specific Carbon-isotope Fractionation in Pedogenic Oxide Minerals
Energy Technology Data Exchange (ETDEWEB)
Rustad, James R.; Zarzycki, Piotr
2008-07-29
Ab initio molecular dynamics and quantum chemistry techniques are used to calculate the structure, vibrational frequencies, and carbon-isotope fractionation factors of the carbon dioxide component [CO2(m)] of soil (oxy)hydroxide minerals goethite, diaspore, and gibbsite. We have identified two possible pathways of incorporation of CO2(m) into (oxy)hydroxide crystal structures: one in which the C4+ substitutes for four H+ [CO2(m)A] and another in which C4+ substitutes for (Al3+,Fe3+) + H+ [CO2(m)B]. Calculations of isotope fractionation factors give large differences between the two structures, with the CO2(m)A being isotopically lighter than CO2(m)B by ≈10 per mil in the case of gibbsite and nearly 20 per mil in the case of goethite. The reduced partition function ratio of CO2(m)B structure in goethite differs from CO2(g) by <1 per mil. The predicted fractionation for gibbsite is >10 per mil higher, close to those measured for calcite and aragonite. The surprisingly large difference in the carbon-isotope fractionation factor between the CO2(m)A and CO2(m)B structures within a given mineral suggests that the isotopic signatures of soil (oxy)hydroxide could be heterogeneous.
Reply to "Comment on 'Fractional quantum mechanics' and 'Fractional Schrödinger equation' ".
Laskin, Nick
2016-06-01
The fractional uncertainty relation is a mathematical formulation of Heisenberg's uncertainty principle in the framework of fractional quantum mechanics. Two mistaken statements presented in the Comment have been revealed. The origin of each mistaken statement has been clarified and corrected statements have been made. A map between standard quantum mechanics and fractional quantum mechanics has been presented to emphasize the features of fractional quantum mechanics and to avoid misinterpretations of the fractional uncertainty relation. It has been shown that the fractional probability current equation is correct in the area of its applicability. Further studies have to be done to find meaningful quantum physics problems with involvement of the fractional probability current density vector and the extra term emerging in the framework of fractional quantum mechanics.
Repair in mouse lung of multifraction X rays and neutrons: extension to 40 fractions
International Nuclear Information System (INIS)
Parkins, C.S.; Fowler, J.F.
1985-01-01
Repair parameters were calculated from measurements of breathing rate and lethality at monthly intervals up to 17 months after irradiation with 1, 10, 20 or 40 equal fractions, down to 1.1 Gy of x-rays and 0.18 Gy of 3 MeV neutrons per fraction. Sparing of neutron damage was negligible when the neutron dose was divided into multiple fractions; progressively greater repair of lung damage was seen after increasing x-ray fractions. Significant increase in the iso-effect dose for 40 x-ray fractions was found compared with 20, even at two fractions per day at six hour intervals, as was the case in the 40 fraction experiment. Data were well fitted by the linear quadratic formula for response vs. dose per fraction and the ratio γ/β yielded values of approx. 3 Gy after x-rays and 30 to 40 Gy after neutron irradiation, not different from γ/β ratios found for up to 20 fractions. Single dose RBE was less than 2, increasing to about six at the lowest dose per fraction measured, agreeing with previous results. The ratio of the γ component for neutrons to that for x-rays was approx. 8, which is therefore the limiting RBE predicted for infinitely small fractional doses. (U.K.)
DEFF Research Database (Denmark)
He, Changli; Kang, Jian; Terasvirta, Timo
In this paper we introduce an autoregressive model with seasonal dummy variables in which coefficients of seasonal dummies vary smoothly and deterministically over time. The error variance of the model is seasonally heteroskedastic and multiplicatively decomposed, the decomposition being similar ...... temperature series. More specifically, the idea is to find out in which way and by how much the monthly temperatures are varying over time during the period of more than 240 years, if they do. Misspecification tests are applied to the estimated model and the findings discussed....
International Nuclear Information System (INIS)
Deswal, Sunita; Kalkal, Kapil Kumar; Sheoran, Sandeep Singh
2016-01-01
A mathematical model of fractional order two-temperature generalized thermoelasticity with diffusion and initial stress is proposed to analyze the transient wave phenomenon in an infinite thermoelastic half-space. The governing equations are derived in cylindrical coordinates for a two dimensional axi-symmetric problem. The analytical solution is procured by employing the Laplace and Hankel transforms for time and space variables respectively. The solutions are investigated in detail for a time dependent heat source. By using numerical inversion method of integral transforms, we obtain the solutions for displacement, stress, temperature and diffusion fields in physical domain. Computations are carried out for copper material and displayed graphically. The effect of fractional order parameter, two-temperature parameter, diffusion, initial stress and time on the different thermoelastic and diffusion fields is analyzed on the basis of analytical and numerical results. Some special cases have also been deduced from the present investigation.
2012-09-21
... Communication Devices, System and Components Thereof; Institution of Investigation Pursuant to 19 U.S.C. 1337... certain two-way global satellite communication devices, system and components thereof that infringe one or... within the United States after importation of certain two-way global satellite communication devices...
Two-Dimensional One-Component Plasma on Flamm's Paraboloid
Fantoni, Riccardo; Téllez, Gabriel
2008-11-01
We study the classical non-relativistic two-dimensional one-component plasma at Coulomb coupling Γ=2 on the Riemannian surface known as Flamm's paraboloid which is obtained from the spatial part of the Schwarzschild metric. At this special value of the coupling constant, the statistical mechanics of the system are exactly solvable analytically. The Helmholtz free energy asymptotic expansion for the large system has been found. The density of the plasma, in the thermodynamic limit, has been carefully studied in various situations.
Viscous Growth in Spinodal Decomposition of the Two-component Lennard-Jones Model in Two Dimensions
DEFF Research Database (Denmark)
Laradji, M.; Toxvaerd, S.; Mouritsen, Ole G.
1997-01-01
The dynamics of phase separation of a two-component Lennard-Jones model in three dimensions is investigated by means of large scale molecular dynamics simulation. A systematic study over a wide range of quench temperatures within the coexistence region shows that the binary system reaches...
Doyen, Alain; Udenigwe, Chibuike C; Mitchell, Patricia L; Marette, André; Aluko, Rotimi E; Bazinet, Laurent
2014-02-15
Flaxseed protein hydrolysate has been fractionated by electrodialysis with two ultrafiltration membranes (20 and 50 kDa) stacked in the system for the recovery of two specific cationic peptide fractions (KCl-F1 and KCl-F2). After 360 min of treatment, peptide migration increased as a function of time in KCl compartments. Moreover, the use of two different ultrafiltration membrane allowed concentration of the 300-400 and 400-500 Da molecular weight range peptides in the KCl-F1 and KCl-F2 fractions, respectively, compared to the initial hydrolysate. After mass spectrometry analysis, higher amounts of low molecular weight peptides were recovered in the KCl-F2 compartment while relatively higher molecular weight peptides were more detected in the KCl-F1 compartment. Amino acid analysis showed that His, Lys and Arg were especially concentrated in the KCl compartments. Finally, glucose-transport assay demonstrated that the KCl-F2 fraction increased glucose uptake while oral administration of KCl-F1 and final FPH decreased systolic blood pressure. Copyright © 2013 Elsevier Ltd. All rights reserved.
New methods for the characterization of pyrocarbon; The two component model of pyrocarbon
Energy Technology Data Exchange (ETDEWEB)
Luhleich, H.; Sutterlin, L.; Hoven, H.; Nickel, H.
1972-04-19
In the first part, new experiments to clarify the origin of different pyrocarbon components are described. Three new methods (plasma-oxidation, wet-oxidation, ultrasonic method) are presented to expose the carbon black like component in the pyrocarbon deposited in fluidized beds. In the second part, a two component model of pyrocarbon is proposed and illustrated by examples.
Adaptive Autoregressive Model for Reduction of Noise in SPECT
Directory of Open Access Journals (Sweden)
Reijo Takalo
2015-01-01
Full Text Available This paper presents improved autoregressive modelling (AR to reduce noise in SPECT images. An AR filter was applied to prefilter projection images and postfilter ordered subset expectation maximisation (OSEM reconstruction images (AR-OSEM-AR method. The performance of this method was compared with filtered back projection (FBP preceded by Butterworth filtering (BW-FBP method and the OSEM reconstruction method followed by Butterworth filtering (OSEM-BW method. A mathematical cylinder phantom was used for the study. It consisted of hot and cold objects. The tests were performed using three simulated SPECT datasets. Image quality was assessed by means of the percentage contrast resolution (CR% and the full width at half maximum (FWHM of the line spread functions of the cylinders. The BW-FBP method showed the highest CR% values and the AR-OSEM-AR method gave the lowest CR% values for cold stacks. In the analysis of hot stacks, the BW-FBP method had higher CR% values than the OSEM-BW method. The BW-FBP method exhibited the lowest FWHM values for cold stacks and the AR-OSEM-AR method for hot stacks. In conclusion, the AR-OSEM-AR method is a feasible way to remove noise from SPECT images. It has good spatial resolution for hot objects.
Cheng, Rongjun; Sun, Fengxin; Wei, Qi; Wang, Jufeng
2018-02-01
Space-fractional advection-dispersion equation (SFADE) can describe particle transport in a variety of fields more accurately than the classical models of integer-order derivative. Because of nonlocal property of integro-differential operator of space-fractional derivative, it is very challenging to deal with fractional model, and few have been reported in the literature. In this paper, a numerical analysis of the two-dimensional SFADE is carried out by the element-free Galerkin (EFG) method. The trial functions for the SFADE are constructed by the moving least-square (MLS) approximation. By the Galerkin weak form, the energy functional is formulated. Employing the energy functional minimization procedure, the final algebraic equations system is obtained. The Riemann-Liouville operator is discretized by the Grünwald formula. With center difference method, EFG method and Grünwald formula, the fully discrete approximation schemes for SFADE are established. Comparing with exact results and available results by other well-known methods, the computed approximate solutions are presented in the format of tables and graphs. The presented results demonstrate the validity, efficiency and accuracy of the proposed techniques. Furthermore, the error is computed and the proposed method has reasonable convergence rates in spatial and temporal discretizations.
Energy Technology Data Exchange (ETDEWEB)
Ezzat, Magdy A., E-mail: maezzat2000@yahoo.com [Department of Mathematics, Faculty of Sciences and Letters in Al Bukayriyyah, Al-Qassim University, Al-Qassim (Saudi Arabia); El-Karamany, Ahmed S., E-mail: qaramani@gmail.com [Department of Mathematical and Physical Sciences, Nizwa University, P.O. Box 1357, Nizwa 611 (Oman); Ezzat, Shereen M. [Department of Mathematics, Faculty of Sciences and Letters in Al Bukayriyyah, Al-Qassim University, Al-Qassim (Saudi Arabia)
2012-11-15
Highlights: Black-Right-Pointing-Pointer We model fractional order dual-phase-lag heat conduction law. Black-Right-Pointing-Pointer We applied the model on a perfect conducting half-space of elastic material. Black-Right-Pointing-Pointer Some theories of generalized thermoelasticity follow as limit cases. Black-Right-Pointing-Pointer State space approach is adopted for the solution of one-dimensional problems. Black-Right-Pointing-Pointer The model will improve the efficiency of thermoelectric material. - Abstract: A new mathematical model of two-temperature magneto-thermoelasticity is constructed where the fractional order dual-phase-lag heat conduction law is considered. The state space approach developed in Ezzat (2008) is adopted for the solution of one-dimensional application for a perfect conducting half-space of elastic material, which is thermally shocked in the presence of a transverse magnetic field. The Laplace transform technique is used. A numerical method is employed for the inversion of the Laplace transforms. According to the numerical results and its graphs, conclusion about the new theory has been constructed. Some theories of generalized thermoelasticity follow as limit cases. Some comparisons have been shown in figures to estimate effects of temperature discrepancy and fractional order parameter on all the studied fields.
A catalyst for hydrogenating medium-distilled petroleum fractions
Energy Technology Data Exchange (ETDEWEB)
Mordanov, M A; Gasanova, Zh I; Isaev, A Ia; Khavkin, V A; Kurganov, V M; Musaeva, S K
1982-01-01
The catalyst for hydrogenating medium-distilled petroleum fractions, which contain Cr/sub 2/O/sub 3/ and Ni-concentrate components in the gamma-A1/sub 2/O/sub 3/ transfer agent, also contains, as a Ni-concentrate component, NiO and Re in the following component ratios (by percentage): Cr/sub 2/O/sub 3/ 25-44, NiO 4-25, Re 1-2 and the transfer agent the remainder, in order to improve catalytic resistance to catalyst toxins--nitrous and sulfurous compounds. The resistance of the proposed catalyst to toxins makes it possible to hydrogenate in less stringent conditions (280 degrees, 30 atmospheres) without first hydropurifying the raw material. Here, the catalyst's selectivity reaches 100 percent (aromatic hydrocarbons are absent); the yield of the target fraction is 99 percent.
Dynamics of a strongly driven two-component Bose-Einstein condensate
International Nuclear Information System (INIS)
Salmond, G.L.; Holmes, C.A.; Milburn, G.J.
2002-01-01
We consider a two-component Bose-Einstein condensate in two spatially localized modes of a double-well potential, with periodic modulation of the tunnel coupling between the two modes. We treat the driven quantum field using a two-mode expansion and define the quantum dynamics in terms of the Floquet Operator for the time periodic Hamiltonian of the system. It has been shown that the corresponding semiclassical mean-field dynamics can exhibit regions of regular and chaotic motion. We show here that the quantum dynamics can exhibit dynamical tunneling between regions of regular motion, centered on fixed points (resonances) of the semiclassical dynamics
On the Alexander polynominals of alternating two-component links
Directory of Open Access Journals (Sweden)
Mark E. Kidwell
1979-01-01
Full Text Available Let L be an alternating two-component link with Alexander polynomial Δ(x,y. Then the polynomials (1−xΔ(x,y and (1−yΔ(x,y are alternating. That is, (1−yΔ(x,y can be written as ∑i,jcijxiyj in such a way that (−1i+jcij≥0.
Liu, Siwei; Molenaar, Peter C M
2014-12-01
This article introduces iVAR, an R program for imputing missing data in multivariate time series on the basis of vector autoregressive (VAR) models. We conducted a simulation study to compare iVAR with three methods for handling missing data: listwise deletion, imputation with sample means and variances, and multiple imputation ignoring time dependency. The results showed that iVAR produces better estimates for the cross-lagged coefficients than do the other three methods. We demonstrate the use of iVAR with an empirical example of time series electrodermal activity data and discuss the advantages and limitations of the program.
Risk-ranking IST components into two categories
International Nuclear Information System (INIS)
Rowley, C.W.
1996-01-01
The ASME has utilized several schemes for identifying the appropriate scope of components for inservice testing (IST). The initial scope was ASME Code Class 1/2/3, with all components treated equally. Later the ASME Operations and Maintenance (O ampersand M) Committee decided to use safe shutdown and accident mitigation as the scoping criteria, but continued to treat all components equal inside that scope. Recently the ASME O ampersand M Committee decided to recognize service condition of the component, hence the comprehensive pump test. Although probabilistic risk assessments (PRAs) are incredibly complex plant models and computer hardware and software intensive, they are a tool that can be utilized by many plant engineering organizations to analyze plant system and component applications. In 1992 the ASME O ampersand M Committee got interested in using the PRA as a tool to categorize its pumps and valves. In 1994 the ASME O ampersand M Committee commissioned the ASME Center for Research and Technology Development (CRTD) to develop a process that adapted the PRA technology to IST. In late 1995 that process was presented to the ASME O ampersand M Committee. The process had three distinct portions: (1) risk-rank the IST components; (2) develop a more effective testing strategy for More Safety Significant Components; and (3) develop a more economic testing strategy for Less Safety Significant Components
Risk-ranking IST components into two categories
Energy Technology Data Exchange (ETDEWEB)
Rowley, C.W.
1996-12-01
The ASME has utilized several schemes for identifying the appropriate scope of components for inservice testing (IST). The initial scope was ASME Code Class 1/2/3, with all components treated equally. Later the ASME Operations and Maintenance (O&M) Committee decided to use safe shutdown and accident mitigation as the scoping criteria, but continued to treat all components equal inside that scope. Recently the ASME O&M Committee decided to recognize service condition of the component, hence the comprehensive pump test. Although probabilistic risk assessments (PRAs) are incredibly complex plant models and computer hardware and software intensive, they are a tool that can be utilized by many plant engineering organizations to analyze plant system and component applications. In 1992 the ASME O&M Committee got interested in using the PRA as a tool to categorize its pumps and valves. In 1994 the ASME O&M Committee commissioned the ASME Center for Research and Technology Development (CRTD) to develop a process that adapted the PRA technology to IST. In late 1995 that process was presented to the ASME O&M Committee. The process had three distinct portions: (1) risk-rank the IST components; (2) develop a more effective testing strategy for More Safety Significant Components; and (3) develop a more economic testing strategy for Less Safety Significant Components.
International Nuclear Information System (INIS)
Grossstuck, W.; Schafer, R.
1985-01-01
A separating element for gaseous isotopes into two fractions, and consisting of several elongated separating chips with a row of entry openings for the process gas at one side of the chips and a row of exit openings for the heavy fraction at the other side of the chips, with exit openings for the light fraction at the edges of the chips, and of two tubes holding the chips and having at least one chamber, with said tubes being connected by means of connecting elements, and equipped with entry and exit openings on their contact surfaces, with said entry and exit openings arranged in rows in a longitudinal direction of the chips, and for simplifying of installation and construction, this invention provides that the chips are arranged in a longitudinal direction to the tubes, with their sides abutting directly against the smooth contact surfaces of the tubes, and whereby the connecting elements are positioned in one row in the center of the two tubes
A study of water hammer phenomena in a one-component two-phase bubbly flow
International Nuclear Information System (INIS)
Fujii, Terushige; Akagawa, Koji
2000-01-01
Water hammer phenomena caused by a rapid valve closure, that is, shock phenomena in two-phase flows, are an important problem for the safety assessment of a hypothetical LOCA. This paper presents the results of experimental and analytical studies of the water hammer phenomena in a one-component tow-phase bubbly flow. In order to clarify the characteristics of water hammer phenomena, experiments for a one-component two-phase flow of Freon R-113 were conducted and a numerical simulation of pressure transients was developed. An overall picture of the water hammer phenomena in a one-component two-phase flow is presented an discussed. (author)
Donfrancesco, Brizio Di; Koppel, Kadri
2017-06-17
Descriptive sensory analysis and gas chromatography-mass spectrometry (GC-MS) with a modified headspace solid-phase microextraction (SPME) method was performed on three extruded dry dog food diets manufactured with different fractions of red sorghum and a control diet containing corn, brewer's rice, and wheat as a grain source in order to determine the effect of sorghum fractions on dry dog food sensory properties. The aroma compounds and flavor profiles of samples were similar with small differences, such as higher toasted aroma notes, and musty and dusty flavor in the mill-feed sample. A total of 37 compounds were tentatively identified and semi-quantified. Aldehydes were the major group present in the samples. The total volatile concentration was low, reflecting the mild aroma of the samples. Partial least squares regression was performed to identify correlations between sensory characteristics and detected aroma compounds. Possible relationships, such as hexanal and oxidized oil, and broth aromatics were identified. Volatile compounds were also associated with earthy, musty, and meaty aromas and flavor notes. This study showed that extruded dry dog foods manufactured with different red sorghum fractions had similar aroma, flavor, and volatile profiles.
Angeletti, Carlo; Giannetta, Beatrice; Kölbl, Angelika; Monaci, Elga; Kögel-Knabner, Ingrid; Vischetti, Costantino
2016-04-01
This paper presents the results regarding the effects of two 13 years long crop rotations, on the composition of mineral associated neutral sugars, organic carbon (OC) and N concentration, across different aggregate size fractions. The two cropping sequences were characterized by different levels of N input from plant residues and tillage frequency. We also analysed the changes that occurred in soil organic matter (SOM) chemical composition following the cultivation in the two soils of winter wheat and chickpea on the same soils. The analysis of OC and N content across soil aggregate fractions allowed getting an insight into the role played by SOM chemical composition in the formation of organo-mineral associations, while neutral sugars composition provided information on mineral associated SOM origin and decomposition processes, as pentoses derive mostly from plant tissues and hexoses are prevalently of microbial origin. Soil samples were collected from two adjacent fields, from the 0-10 cm layer, in November 2011 (T0). For 13 years before the beginning of the experiment, one soil was cultivated mostly with alfalfa (ALF), while a conventional cereal-sunflower-legume rotation (CON) was carried out on the other. Winter wheat and chickpea were sown on the two soils during the following 2 growing seasons and the sampling was repeated after 18 months (T1). A combination of aggregates size and density fractionation was used to isolate OM associated with mineral particles in: macro-aggregates (>212 μm), micro-aggregates ( 63 μm) and silt and clay size particles (carbohydrates contributions in every other fraction. GM/AX varied slightly between the soils. In conclusion, the crop rotation determined the accumulation of different levels of SOM in the two soils. The 18-months cultivation experiment determined an increase in the tillage intensity in ALF, and the introduction of N rich chickpea residues in CON. Consequently SOM chemical composition responded divergently in
The fractional dynamics of quantum systems
Lu, Longzhao; Yu, Xiangyang
2018-05-01
The fractional dynamic process of a quantum system is a novel and complicated problem. The establishment of a fractional dynamic model is a significant attempt that is expected to reveal the mechanism of fractional quantum system. In this paper, a generalized time fractional Schrödinger equation is proposed. To study the fractional dynamics of quantum systems, we take the two-level system as an example and derive the time fractional equations of motion. The basic properties of the system are investigated by solving this set of equations in the absence of light field analytically. Then, when the system is subject to the light field, the equations are solved numerically. It shows that the two-level system described by the time fractional Schrödinger equation we proposed is a confirmable system.
Goldobin, Denis S.; Pimenova, Anastasiya V.
2017-04-01
We present an approach to theoretical assessment of the mean specific interface area (δ S/δ V) for a well-stirred system of two immiscible liquids experiencing interfacial boiling. The assessment is based on the balance of transformations of mechanical energy and the laws of the momentum and heat transfer in the turbulent boundary layer. The theory yields relations between the specific interface area and the characteristics of the system state. In particular, this allows us to derive the equations of self-cooling dynamics of the system in the absence of external heat supply. The results provide possibility for constructing a self-contained mathematical description of the process of interfacial boiling. In this study, we assume the volume fractions of two components to be similar as well as the values of their kinematic viscosity and molecular heat diffusivity.
Intracellular Cadmium Isotope Fractionation
Horner, T. J.; Lee, R. B.; Henderson, G. M.; Rickaby, R. E.
2011-12-01
Recent stable isotope studies into the biological utilization of transition metals (e.g. Cu, Fe, Zn, Cd) suggest several stepwise cellular processes can fractionate isotopes in both culture and nature. However, the determination of fractionation factors is often unsatisfactory, as significant variability can exist - even between different organisms with the same cellular functions. Thus, it has not been possible to adequately understand the source and mechanisms of metal isotopic fractionation. In order to address this problem, we investigated the biological fractionation of Cd isotopes within genetically-modified bacteria (E. coli). There is currently only one known biological use or requirement of Cd, a Cd/Zn carbonic anhydrase (CdCA, from the marine diatom T. weissfloggii), which we introduce into the E. coli genome. We have also developed a cleaning procedure that allows for the treating of bacteria so as to study the isotopic composition of different cellular components. We find that whole cells always exhibit a preference for uptake of the lighter isotopes of Cd. Notably, whole cells appear to have a similar Cd isotopic composition regardless of the expression of CdCA within the E. coli. However, isotopic fractionation can occur within the genetically modified E. coli during Cd use, such that Cd bound in CdCA can display a distinct isotopic composition compared to the cell as a whole. Thus, the externally observed fractionation is independent of the internal uses of Cd, with the largest Cd isotope fractionation occurring during cross-membrane transport. A general implication of these experiments is that trace metal isotopic fractionation most likely reflects metal transport into biological cells (either actively or passively), rather than relating to expression of specific physiological function and genetic expression of different metalloenzymes.
How insects overcome two-component plant chemical defence
DEFF Research Database (Denmark)
Pentzold, Stefan; Zagrobelny, Mika; Rook, Frederik
2014-01-01
Insect herbivory is often restricted by glucosylated plant chemical defence compounds that are activated by plant β-glucosidases to release toxic aglucones upon plant tissue damage. Such two-component plant defences are widespread in the plant kingdom and examples of these classes of compounds...... are alkaloid, benzoxazinoid, cyanogenic and iridoid glucosides as well as glucosinolates and salicinoids. Conversely, many insects have evolved a diversity of counteradaptations to overcome this type of constitutive chemical defence. Here we discuss that such counter-adaptations occur at different time points......, before and during feeding as well as during digestion, and at several levels such as the insects’ feeding behaviour, physiology and metabolism. Insect adaptations frequently circumvent or counteract the activity of the plant β-glucosidases, bioactivating enzymes that are a key element in the plant’s two...
Directory of Open Access Journals (Sweden)
Chiu Shen
2005-01-01
Full Text Available A relatively unknown yet powerful technique, the so-called fractional Fourier transform (FrFT, is applied to SAR along-track interferometry (SAR-ATI in order to estimate moving target parameters. By mapping a target's signal onto a fractional Fourier axis, the FrFT permits a constant-velocity target to be focused in the fractional Fourier domain thereby affording orders of magnitude improvement in SCR. Moving target velocity and position parameters are derived and expressed in terms of an optimum fractional angle and a measured fractional Fourier position , allowing a target to be accurately repositioned and its velocity components computed without actually forming an SAR image. The new estimation algorithm is compared with the matched filter bank approach, showing some of the advantages of the FrFT method. The proposed technique is applied to the data acquired by the two-aperture CV580 airborne radar system configured in its along-track mode. Results show that the method is effective in estimating target velocity and position parameters.
A component architecture for the two-phase flows simulation system Neptune
Energy Technology Data Exchange (ETDEWEB)
Bechaud, C; Boucker, M; Douce, A [Electricite de France (EDF-RD/MFTT), 78 - Chatou (France); Grandotto, M [CEA Cadarache (DEN/DTP/STH), 13 - Saint-Paul-lez-Durance (France); Tajchman, M [CEA Saclay (DEN/DM2S/SFME), 91 - Gif-sur-Yvette (France)
2003-07-01
Electricite de France (EdF) and the French atomic energy commission (Cea) have planed a large project to build a new set of software in nuclear reactors analysis. One of the main idea is to allow coupled calculations in which several scientific domains are involved. This paper presents the software architecture of the two-phase flows simulation Neptune project. Neptune should allow computations of two-phase flows in 3 dimensions under normal operating conditions as well as safety conditions. Three scales are identified: the local scale where there is only homogenization between the two phases, an intermediate scale where solid internal structures are homogenized with the fluid and the system scale where some parts of the geometry under study are considered point-wise or subject to one dimensional simplifications. The main properties of this architecture are as follow: -) coupling with scientific domains, and between different scales, -) re-using of quite all or parts of existing validated codes, -) components usable by the different scales, -) easy introducing of new physical modeling as well as new numerical methods, -) local, distributed and parallel computing. The Neptune architecture is based on the component concept with stable and well suited interface. In the case of a distributed application the components are managed through a Corba bus. The building of the components is organized in shell: a programming shell (Fortran or C++ routines), a managing shell (C++ language), an interpreted shell (Python language), a Corba shell and a global driving shell (C++ or Python). Neptune will use the facilities offered by the Salome project: pre and post processors and controls. A data model has been built to have a common access to the information exchanged between the components (meshes, fields, physical and technical information). This architecture has first been setup and tested on some simple but significant cases and is now currently in use to build the Neptune
A component architecture for the two-phase flows simulation system Neptune
International Nuclear Information System (INIS)
Bechaud, C.; Boucker, M.; Douce, A.; Grandotto, M.; Tajchman, M.
2003-01-01
Electricite de France (EdF) and the French atomic energy commission (Cea) have planed a large project to build a new set of software in nuclear reactors analysis. One of the main idea is to allow coupled calculations in which several scientific domains are involved. This paper presents the software architecture of the two-phase flows simulation Neptune project. Neptune should allow computations of two-phase flows in 3 dimensions under normal operating conditions as well as safety conditions. Three scales are identified: the local scale where there is only homogenization between the two phases, an intermediate scale where solid internal structures are homogenized with the fluid and the system scale where some parts of the geometry under study are considered point-wise or subject to one dimensional simplifications. The main properties of this architecture are as follow: -) coupling with scientific domains, and between different scales, -) re-using of quite all or parts of existing validated codes, -) components usable by the different scales, -) easy introducing of new physical modeling as well as new numerical methods, -) local, distributed and parallel computing. The Neptune architecture is based on the component concept with stable and well suited interface. In the case of a distributed application the components are managed through a Corba bus. The building of the components is organized in shell: a programming shell (Fortran or C++ routines), a managing shell (C++ language), an interpreted shell (Python language), a Corba shell and a global driving shell (C++ or Python). Neptune will use the facilities offered by the Salome project: pre and post processors and controls. A data model has been built to have a common access to the information exchanged between the components (meshes, fields, physical and technical information). This architecture has first been setup and tested on some simple but significant cases and is now currently in use to build the Neptune
Yang, Yihui; Piao, Xianmei; Zhang, Mingyu; Wang, Xiaodan; Xu, Bing; Zhu, Jiuxin; Fang, Zhiwei; Hou, Yunlong; Lu, Yanjie; Yang, Baofeng
2012-03-14
In folklore, some people take the decoction of Calyx seu Fructus Physalis (CSFP) for lowering blood lipids. The present study is designed to evaluate the lipid-lowering activities of CSFP, and search for its pharmacodynamical material. CSFP was extracted by water and 75% ethanol, respectively. The extracts of CSFP for reducing serum lipid levels were evaluated on mouse model of hyperlipidemia. The optimized extract was subjected to the bioactivity-guided fractionation in which the liquid-liquid extraction, collumn chromatography, the in vivo and in vitro models of hyperlipidemia were utilized. The structure of active component was determined by ¹³C-NMR and ¹H-NMR. The 75% ethanol extract of CSFP decreased the serum total cholesterol (TC) and triglyceride (TG) levels in mouse model of hyperlipidemia. Followed a separation process for the 75% ethanol extract of CSFP, the fraction B was proved to be an active fraction for lowering lipid in vivo and in vitro experiments, which could significantly decrease the serum TC and TG levels in mouse model of hyperlipidemia, and remarkably decrease the increase of TG in primary mouse hepatocytes induced by high glucose and the increase of TG in HepG2 cells induced by oleic acid. The fraction B2, isolated from B on bioactivity-guided fractionation, could significantly decrease TG level in HepG2 cells. One compound with the highest content in B2 was isolated and determined as luteolin-7-O-beta-D-glucopyranoside by NMR spectra. It could significantly reduce the TG level in HepG2 cells, and inhibited the accumulation of lipids by oil red O stain. Our results demonstrated that the 75% ethanol extract of CSFP could improve in vitro and in vivo lipid accumulation. Luteolin-7-O-beta-D-glucopyranoside might be a leading pharmacodynamical material of CSFP for lowering lipids.
Ho, Hau My; Lin, Binhua; Rice, Stuart A
2006-11-14
We report the results of experimental determinations of the triplet correlation functions of quasi-two-dimensional one-component and binary colloid suspensions in which the colloid-colloid interaction is short ranged. The suspensions studied range in density from modestly dilute to solid. The triplet correlation function of the one-component colloid system reveals extensive ordering deep in the liquid phase. At the same density the ordering of the larger diameter component in a binary colloid system is greatly diminished by a very small amount of the smaller diameter component. The possible utilization of information contained in the triplet correlation function in the theory of melting of a quasi-two-dimensional system is briefly discussed.
Eden, W. T.; Alighiri, D.; Cahyono, E.; Supardi, K. I.; Wijayati, N.
2018-04-01
The aim of this work was to assess the performance of a vacuum fractionating column for the fractionation of Java Citronella Oil (Cymbopogon winterianus) and citronellal purification during batch mode operation at vacuum -76 cmHg and reflux ratios 5:1. Based on GC-MS analysis of Java Citronella Oil is known that citronellal, citronellol, and geraniol has yielded 21,59%; 7,43%; and 34,27%, respectively. Fractional distillation under reduced pressure and continued redistilled are needed to isolate the component of Java Citronella Oil. Redistilled can improve the purity, then distillate collected while the temperature changed. In the first distillate yielded citronellal with a purity of 75.67%. The first distillate obtained residue rhodinol product will then be carried back to separation into citronellol and geraniol. The purity of citronellol reached 80,65% purity, whereas geraniol reached 76.63% purity. Citronellal Purification resulting citronellal to 95.10% purity and p-menthane-3,8-diol reached 75.95% purity.
Shape-persistent two-component 2D networks with atomic-size tunability.
Liu, Jia; Zhang, Xu; Wang, Dong; Wang, Jie-Yu; Pei, Jian; Stang, Peter J; Wan, Li-Jun
2011-09-05
Over the past few years, two-dimensional (2D) nanoporous networks have attracted great interest as templates for the precise localization and confinement of guest building blocks, such as functional molecules or clusters on the solid surfaces. Herein, a series of two-component molecular networks with a 3-fold symmetry are constructed on graphite using a truxenone derivative and trimesic acid homologues with carboxylic-acid-terminated alkyl chains. The hydrogen-bonding partner-recognition-induced 2D crystallization of alkyl chains makes the flexible alkyl chains act as rigid spacers in the networks to continuously tune the pore size with an accuracy of one carbon atom per step. The two-component networks were found to accommodate and regulate the distribution and aggregation of guest molecules, such as COR and CuPc. This procedure provides a new pathway for the design and fabrication of molecular nanostructures on solid surfaces. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
DEFF Research Database (Denmark)
Islam, Mohammad Aminul; Hansen, Hans Nørgaard; Tang, Peter Torben
2007-01-01
Two component injection moulding is a commercially important manufacturing process and a key technology for Moulded Interconnect Devices (MIDs). Many fascinating applications of two component or multi component polymer parts are restricted due to the weak interfacial adhesion of the polymers...... effectively control the adhesion between two polymers. The effects of environmental conditions on the bond strength after moulding are also investigated. The material selections and environmental conditions were chosen based on the suitability of MID production, but the results and discussion presented....... A thorough understanding of the factors that influence the bond strength of polymers is necessary for multi component polymer processing. This paper investigates the effects of the process and material parameters on the bond strength of two component polymer parts and identifies the factors which can...
DEFF Research Database (Denmark)
Islam, Aminul; Hansen, Hans Nørgaard; Bondo, Martin
2010-01-01
Two-component injection moulding is a commercially important manufacturing process and a key technology for combining different material properties in a single plastic product. It is also one of most industrially adaptive process chain for manufacturing so-called moulded interconnect devices (MIDs......). Many fascinating applications of two-component or multi-component polymer parts are restricted due to the weak interfacial adhesion of the polymers. A thorough understanding of the factors that influence the bond strength of polymers is necessary for multi-component polymer processing. This paper...... investigates the effects of the process conditions and geometrical factors on the bond strength of two-component polymer parts and identifies the factors which can effectively control the adhesion between two polymers. The effects of environmental conditions on the bond strength are also investigated...
Energy Technology Data Exchange (ETDEWEB)
Xu, Kaixuan, E-mail: kaixuanxubjtu@yeah.net; Wang, Jun
2017-02-26
In this paper, recently introduced permutation entropy and sample entropy are further developed to the fractional cases, weighted fractional permutation entropy (WFPE) and fractional sample entropy (FSE). The fractional order generalization of information entropy is utilized in the above two complexity approaches, to detect the statistical characteristics of fractional order information in complex systems. The effectiveness analysis of proposed methods on the synthetic data and the real-world data reveals that tuning the fractional order allows a high sensitivity and more accurate characterization to the signal evolution, which is useful in describing the dynamics of complex systems. Moreover, the numerical research on nonlinear complexity behaviors is compared between the returns series of Potts financial model and the actual stock markets. And the empirical results confirm the feasibility of the proposed model. - Highlights: • Two new entropy approaches for estimation of nonlinear complexity are proposed for the financial market. • Effectiveness analysis of proposed methods is presented and their respective features are studied. • Empirical research of proposed analysis on seven world financial market indices. • Numerical simulation of Potts financial dynamics is preformed for nonlinear complexity behaviors.
International Nuclear Information System (INIS)
Xu, Kaixuan; Wang, Jun
2017-01-01
In this paper, recently introduced permutation entropy and sample entropy are further developed to the fractional cases, weighted fractional permutation entropy (WFPE) and fractional sample entropy (FSE). The fractional order generalization of information entropy is utilized in the above two complexity approaches, to detect the statistical characteristics of fractional order information in complex systems. The effectiveness analysis of proposed methods on the synthetic data and the real-world data reveals that tuning the fractional order allows a high sensitivity and more accurate characterization to the signal evolution, which is useful in describing the dynamics of complex systems. Moreover, the numerical research on nonlinear complexity behaviors is compared between the returns series of Potts financial model and the actual stock markets. And the empirical results confirm the feasibility of the proposed model. - Highlights: • Two new entropy approaches for estimation of nonlinear complexity are proposed for the financial market. • Effectiveness analysis of proposed methods is presented and their respective features are studied. • Empirical research of proposed analysis on seven world financial market indices. • Numerical simulation of Potts financial dynamics is preformed for nonlinear complexity behaviors.