Response-based segmentation using Finite Mixture Partial Least Squares: theoretical foundations and an application to American Customer Satisfaction Index Data

When applying multivariate analysis techniques in information systems and social science disciplines, such as management information systems (MIS) and marketing, the assumption that the empirical data originate from a single homogeneous population is often unrealistic. When applying a causal modeling approach, such as partial least squares (PLS) path modeling, segmentation is a key issue in coping with the problem of heterogeneity in estimated cause-and-effect relationships. This chapter presents a new PLS path modeling approach which classifies units on the basis of the heterogeneity of the estimates in the inner model. If unobserved heterogeneity significantly affects the estimated path model relationships on the aggregate data level, the methodology will allow homogenous groups of observations to be created that exhibit distinctive path model estimates. The approach will, thus, provide differentiated analytical outcomes that permit more precise interpretations of each segment formed. An application on a large data set in an example of the American customer satisfaction index (ACSI) substantiates the methodology’s effectiveness in evaluating PLS path modeling results.

Highly refractive index sensitive femtosecond laser inscribed long period gratings

The distinct behaviour of femtosecond laser inscribed long period gratings, with a non-uniform index perturbation within the optical fibre core, has been studied experimentally. The non-uniform laser-induced perturbation results in light coupling from the core mode to a greater number of cladding modes than is the case with their UV laser inscribed counterparts, and this is made evident from the surrounding refractive index (SRI) grating response. Femtosecond inscribed long period gratings are shown to simultaneously couple to multiple sets of cladding modes. A 400μm LPG is shown to result in attenuation peaks that have both blue and red wavelength shifts over a 1250nm to 1700nm wavelength range. This gives rise to SRI sensitivities far greater than anything achievable by monitoring a single attenuation peak. The maximum sensitivity produced by monitoring a single attenuation peak was 1106nm/RIU, whereas monitoring opposing wavelength shifts resulted in a significantly improved sensitivity of 1680nm/RIU. © 2011 Copyright Society of Photo-Optical Instrumentation Engineers (SPIE).

Stock price distributions and news:evidence from index options

We estimate the shape of the distribution of stock prices using data from options on the underlying asset, and test whether this distribution is distorted in a systematic manner each time a particular news event occurs. In particular we look at the response of the FTSE100 index to market wide announcements of key macroeconomic indicators and policy variables. We show that the whole distribution of stock prices can be distorted on an event day. The shift in distributional shape happens whether the event is characterized as an announcement occurrence or as a measured surprise. We find that larger surprises have proportionately greater impact, and that higher moments are more sensitive to events however characterised.

Fast response static var generator for improving the power system performance of an electric arc furnace (EAF)

Cascaded multilevel inverters-based Static Var Generators (SVGs) are FACTS equipment introduced for active and reactive power flow control. They eliminate the need for zigzag transformers and give a fast response. However, with regard to their application for flicker reduction in using Electric Arc Furnace (EAF), the existing multilevel inverter-based SVGs suffer from the following disadvantages. (1) To control the reactive power, an off-line calculation of Modulation Index (MI) is required to adjust the SVG output voltage. This slows down the transient response to the changes of reactive power; and (2) Random active power exchange may cause unbalance to the voltage of the d.c. link (HBI) capacitor when the reactive power control is done by adjusting the power angle d alone. To resolve these problems, a mathematical model of 11-level cascaded SVG, was developed. A new control strategy involving both MI (modulation index) and power angle (d) is proposed. A selected harmonics elimination method (SHEM) is taken for switching pattern calculations. To shorten the response time and simplify the controls system, feed forward neural networks are used for on-line computation of the switching patterns instead of using look-up tables. The proposed controller updates the MI and switching patterns once each line-cycle according to the sampled reactive power Qs. Meanwhile, the remainder reactive power (compensated by the MI) and the reactive power variations during the line-cycle will be continuously compensated by adjusting the power angles, d. The scheme senses both variables MI and d, and takes action through the inverter switching angle, qi. As a result, the proposed SVG is expected to give a faster and more accurate response than present designs allow. In support of the proposal there is a mathematical model for reactive powered distribution and a sensitivity matrix for voltage regulation assessment, MATLAB simulation results are provided to validate the proposed schemes. The performance with non-linear time varying loads is analysed and refers to a general review of flicker, of methods for measuring flickers due to arc furnace and means for mitigation.

Simultaneous measurement of temperature and external refractive index by use of a hybrid grating in D fiber with enhanced sensitivity by HF etching

We propose a dual-parameter optical sensor device achieved by UV inscription of a hybrid long-period grating-fiber Bragg grating structure in D fiber. The hybrid configuration permits the detection of the temperature from the latter's response and measurement of the external refractive index from the former's response. In addition, the host D fiber permits effective modification of the device's sensitivity by cladding etching. The grating sensor has been used to measure the concentrations of aqueous sugar solutions, demonstrating its potential capability to detect concentration changes as small as 0.01%.

Fiber laser incorporating an intracavity micro-channel for refractive index and temperature sensing

In this letter, we present a standard linear cavity fiber laser incorporating a microchannel for refractive index (RI) and temperature sensing. The microchannel of ~6µm width created by femtosecond laser aided chemical etching provides an access to the external liquid; therefore, the laser cavity loss changes with the liquids of different RIs. Thus, at a fixed pump power, the output laser power will vary with the change of RI in the microchannel. The results show that the proposed sensing system has a linear response to both the surrounding medium RI and temperature. The RI sensitivity of the laser system is on the order of 10-3, while the temperature sensitivity is about 0.02 C. Both sensitivities could be further enhanced by employing a more sensitive photodetector and using higher pump power.

Fibre laser using a microchannel based loss tuning element for refractive index sensing

We have proposed and demonstrated a fibre laser system using a microchannel as a cavity loss tuning element for surrounding medium refractive index (SRI) sensing. A ~6µm width microchannel was created by femtosecond (fs) laser inscription assisted chemical etching in the cavity fibre, which offers a direct access to the external liquids. When the SRI changes, the microchannel behaves as a loss tuning element, hence modulating the laser cavity loss and output power. The results indicate that the presented laser sensing system has a linear response to the SRI with a sensitivity in the order of 10-5. Using higher pump power and more sensitive photodetector, the SRI sensitivity could be further enhanced.

Enhancing the humidity response time of polymer optical fiber Bragg grating by using laser micromachining

The humidity sensors constructed from polymer optical fiber Bragg gratings (POFBG) respond to the water content change in the fiber induced by varying environmental condition. The water content change is a diffusion process. Therefore the response time of the POFBG sensor strongly depends on the geometry and size of the fiber. In this work we investigate the use of laser micromachining of D-shaped and slotted structures to improve the response time of polymer fiber grating based humidity sensors. A significant improvement in the response time has been achieved in laser micromachined D-shaped POFBG humidity sensors. The slotted geometry allows water rapid access to the core region but this does not of itself improve response time due to the slow expansion of the bulk of the cladding. We show that by straining the slotted sensor, the expansion component can be removed resulting in the response time being determined only by the more rapid, water induced change in core refractive index. In this way the response time is reduced by a factor of 2.5.

Simultaneous measurement of temperature and external refractive index by use of a hybrid grating in D fiber with enhanced sensitivity by HF etching

We propose a dual-parameter optical sensor device achieved by UV inscription of a hybrid long-period grating-fiber Bragg grating structure in D fiber. The hybrid configuration permits the detection of the temperature from the latter's response and measurement of the external refractive index from the former's response. In addition, the host D fiber permits effective modification of the device's sensitivity by cladding etching. The grating sensor has been used to measure the concentrations of aqueous sugar solutions, demonstrating its potential capability to detect concentration changes as small as 0.01%.

Fibre laser using a microchannel based loss tuning element for refractive index sensing

We have proposed and demonstrated a fibre laser system using a microchannel as a cavity loss tuning element for surrounding medium refractive index (SRI) sensing. A ~6µm width microchannel was created by femtosecond (fs) laser inscription assisted chemical etching in the cavity fibre, which offers a direct access to the external liquids. When the SRI changes, the microchannel behaves as a loss tuning element, hence modulating the laser cavity loss and output power. The results indicate that the presented laser sensing system has a linear response to the SRI with a sensitivity in the order of 10-5. Using higher pump power and more sensitive photodetector, the SRI sensitivity could be further enhanced.

Regrouping metric-space search index for search engine size adaptation

This work contributes to the development of search engines that self-adapt their size in response to fluctuations in workload. Deploying a search engine in an Infrastructure as a Service (IaaS) cloud facilitates allocating or deallocating computational resources to or from the engine. In this paper, we focus on the problem of regrouping the metric-space search index when the number of virtual machines used to run the search engine is modified to reflect changes in workload. We propose an algorithm for incrementally adjusting the index to fit the varying number of virtual machines. We tested its performance using a custom-build prototype search engine deployed in the Amazon EC2 cloud, while calibrating the results to compensate for the performance fluctuations of the platform. Our experiments show that, when compared with computing the index from scratch, the incremental algorithm speeds up the index computation 2–10 times while maintaining a similar search performance.

Refractive index and temperature sensitivity characteristics of a micro-slot fiber Bragg grating

Fabrication and characterization of a UVinscribed fiber Bragg grating (FBG) with a micro-slot liquid core is presented. Femtosecond (fs) laser patterning/chemical etching technique was employed to engrave a micro-slot with dimensions of 5.74 μm(h) × 125 μm(w) × 1388.72 μm(l) across the whole grating. The device has been evaluated for refractive index (RI) and temperature sensitivities and exhibited distinctive thermal response and RI sensitivity beyond the detection limit of reported fiber gratings. This structure has not just been RI sensitive, but also maintained the robustness comparing with the bare core FBGs and long-period gratings with the partial cladding etched off. © 2012 Optical Society of America.

Optical fibre gratings with response to 2μm and their sensing capabilities

Recently, we have extended fibre grating devices in to mid-IR range. Fibre Bragg gratings (FBGs) and long-period gratings (LPGs) with spectral responses from near-IR (800nm) to mid-IR ( ∼ 2μm) have been demonstrated with transmission loss as strong as 10-20dB. 2μm FBG and LPG showed temperature and refractive index (RI) sensitivities of ∼ 91pm/°C and 357nm/RIU respectively. Finally, we have performed a bio sensing experiment by monitoring the degradation of foetal bovine serum at room temperature. The results encouragingly show that the mid-IR LPGs can be an ideal biosensor platform as they have high RI sensitivity and can be used to detect concentration change of bio-samples. © 2012 SPIE.

Relationship between changes in postprandial glucagon, patient characteristics, and response to lixisenatide as add-on to oral antidiabetics

Background and aims: Lixisenatide, a once-daily prandial glucagon-like peptide-1 receptor agonist, reduces postprandial (PP) glycaemic excursions and HbA 1c . We report an exploratory analysis of the GetGoal-M and S trials in patients with type 2 diabetes mellitus (T2DM) with different changes in PP glucagon levels in response to lixisenatide treatment. Materials and methods: Patients (n=423) were stratified by their change in 2 hour PP glucagon level between baseline evaluation and Week 24 of treat - ment with lixisenatide as add-on to oral antidiabetics (OADs) into groups of Greater Change (GC; n=213) or Smaller Change (SC; n=210) in plasma glucagon levels (median change -23.57 ng/L). ANOVA and Chi-squared tests were used for the comparison of continuous and categorical variables, respec - tively. Baseline and endpoint continuous measurements in each group were compared using paired t -tests. Results: Mean change from baseline in 2 hour PP glucagon levels for the GC vs SC groups was -47.19 vs -0.59 ng/L (p<0.0001), respectively. Patients in the GC group had a shorter mean duration of diabetes (7.3 vs 9.0 years; p=0.0036) and lesser OAD use (4.5 vs 5.7 years; p=0.0092) than those in the SC group. Patients in the GC group had a greater mean reduction in HbA 1c (-1.10 vs -0.67%; p<0.0001), fasting plasma glucose (FPG; -25.20 vs -9.30 mg/dL [p<0.0001]), PP plasma glucose (PPG; -129.40 vs -78.22 mg/dL [p<0.0001]), and a greater drop in weight (-2.27 vs -1.17 kg; p=0.0002) and body mass index (-0.84 vs -0.44 kg/m 2 ; p=0.0002) than those in the SC group. More patients in the GC group also achieved composite endpoints, including HbA 1c <7% with no symptomatic hypoglycaemia and no weight gain (40.38 vs 19.52%; p<0.0001), than in the SC group. Conclusion: Greater reductions in PP glucagon associated with lixisenatide as add-on to OADs in patients with T2DM are also associated with greater reductions in HbA1c, FPG, PPG, and greater weight loss, highlighting the importance of glucagon suppression on therapeutic response. Clinical Trial Registration Number: NCT00712673; NCT00713830 Supported by: Sanof

A Markov switching unobserved component analysis of the CDX index term premium

Using a Markov switching unobserved component model we decompose the term premium of the North American CDX index into a permanent and a stationary component. We establish that the inversion of the CDX term premium is induced by sudden changes in the unobserved stationary component, which represents the evolution of the fundamentals underpinning the probability of default in the economy. We find evidence that the monetary policy response from the Fed during the crisis period was effective in reducing the volatility of the term premium. We also show that equity returns make a substantial contribution to the term premium over the entire sample period.