Simulating dynamic covariance structures for testing the adaptive behavior of variable selection algorithms (Invited Paper)

Variable selection for regression is a classical statistical problem, motivated by concerns that too large a number of covariates may bring about overfitting and unnecessarily high measurement costs. Novel difficulties arise in streaming contexts, where the correlation structure of the process may be drifting, in which case it must be constantly tracked so that selections may be revised accordingly. A particularly interesting phenomenon is that non-selected covariates become missing variables, inducing bias on subsequent decisions. This raises an intricate exploration-exploitation tradeoff, whose dependence on the covariance tracking algorithm and the choice of variable selection scheme is too complex to be dealt with analytically. We hence capitalise on the strength of simulations to explore this problem, taking the opportunity to tackle the difficult task of simulating dynamic correlation structures. © 2008 IEEE.

The effect of an insoluble surfactant on the skin friction of a bubble

In this paper, we develop a novel moving mesh method suitable for solving axisymmetric free-boundary problems, including the Marangoni effect induced by surfactant or temperature variation. This method employs a body-fitted grid system where the gas-liquid interface is one line of the grid system. We model the surfactant equation of state with a non-linear Langmuir law, and, for simplicity, we limit ourselves to the situation of an insoluble surfactant. We solve complicated dynamic boundary conditions accurately on the gas-liquid interface in the framework of finite-volume methods. Our method is used to study the effect of a surfactant on the skin friction of a bubble in a uniaxial flow. For the limiting case where the surface diffusivity is zero, the effect of a tangential stress generated by the surface tension gradient, allows us to explain a new phenomenon in high concentration regimes: larger surface tension, but also larger deformation. Furthermore, this condition leads to the formation of boundary layers and flow separation at high Reynolds numbers. The influence of these complex flow patterns is examined. © 2005 Elsevier SAS. All rights reserved.

Optimization of dynamic properties and link performance for directly-modulated gain-coupled DFB lasers

This paper demonstrates the respective roles that combined gain- and index-coupling play in the dynamic properties and overall link performance of DFB lasers. It is shown that for datacommunication applications, modest gain-coupling enables optimum transmission at 10Gbit/s.

Static and dynamic properties of uncooled 3-section tunable DBR laser

We present for the first time a comprehensive study of the static and dynamic properties of a coolerless tunable three-section DBR laser. Wavelength tuning and thermal drift under uncooled conditions are investigated. Variance of modulation bandwidth with temperature rise and wavelength control is studied, and then verified by uncooled direct modulation performance with clear open eye diagrams. Satisfactory direct modulation is demonstrated at bit rate of up to 6Gbit/s, which is believed to be the fastest out of devices of similar structure so far.

Spatial repeatability of dynamic tyre forces generated by heavy vehicles

Road damage due to heavy vehicles is thought to be dependent on the extent to which lorries in normal traffic apply peak forces to the same locations along the road. A validated vehicle simulation is used to simulate 37 leaf-sprung articulated vehicles with parametric variations typical of vehicles in one weight class in the highway vehicle fleet. The spatial distribution of tyre forces generated by each vehicle is compared with the distribution generated by a reference vehicle, and the conditions are established for which repeated heavy loading occurs at specific points along the road. It is estimated that approximately two-thirds of vehicles in this class (a large proportion of all heavy vehicles) may contribute to a repeated pattern of road loading. It is concluded that dynamic tyre forces are a significant factor influencing road damage, compared to other factors such as tyre configuration and axle spacing.

Innovative capabilities, entrepreneurial process and the dynamic growth of university spin-outs: A process-oriented study with evidence from China

This research aims to develop a conceptual framework in order to enquire into the dynamic growth process of University Spin-outs (hereafter referred to as USOs) in China, attempting to understand the capabilities configuration that are necessary for the dynamic growth. Based on the extant literature and empirical cases, this study attempts to address the question how do USOs in China build and configure the innovative capabilities to cope with the dynamic growth. This paper aims to contribute to the existing literature by providing a theoretical discussion of the USOs' dynamic entrepreneurial process, by investigating the interconnections between innovation problem-solving and the required configuration of innovative capabilities in four growth phases. Further, it presents a particular interest on the impact to the USOs' entrepreneurial innovation process by the integrative capabilities, in terms of knowledge integration, alliance, venture finance and venture governance. To date, studies that have investigated the dynamic development process of USOs in China and have recognized the heterogeneity of USOs in terms of capabilities that are required for rapid growth still remain sparse. Addressing this research gap will be of great interest to entrepreneurs, policy makers, and venture investors. ©2009 IEEE.

Robust approach to dynamic statistical process control

Statistical Process Control (SPC) technique are well established across a wide range of industries. In particular, the plotting of key steady state variables with their statistical limit against time (Shewart charting) is a common approach for monitoring the normality of production. This paper aims with extending Shewart charting techniques to the quality monitoring of variables driven by uncertain dynamic processes, which has particular application in the process industries where it is desirable to monitor process variables on-line as well as final product. The robust approach to dynamic SPC is based on previous work on guaranteed cost filtering for linear systems and is intended to provide a basis for both a wide application of SPC monitoring and also motivate unstructured fault detection.