Detecting common dynamics in transitory components

This paper considers VECMs for variables exhibiting cointegration and common features in the transitory components. While the presence of cointegration between the permanent components of series reduces the rank of the long-run multiplier matrix, a common feature among the transitory components leads to a rank reduction in the matrix summarizing short-run dynamics. The common feature also implies that there exists linear combinations of the first-differenced variables in a cointegrated VAR that are white noise and traditional tests focus on testing for this characteristic. An alternative, however, is to test the rank of the short-run dynamics matrix directly. Consequently, we use the literature on testing the rank of a matrix to produce some alternative test statistics. We also show that these are identical to one of the traditional tests. The performance of the different methods is illustrated in a Monte Carlo analysis which is then used to re-examine an existing empirical study. Finally, this approach is applied to provide a check for the presence of common dynamics in DSGE models.

Preventing pollution attacks in multi-source network coding

Network coding is a method for achieving channel capacity in networks. The key idea is to allow network routers to linearly mix packets as they traverse the network so that recipients receive linear combinations of packets. Network coded systems are vulnerable to pollution attacks where a single malicious node floods the network with bad packets and prevents the receiver from decoding correctly. Cryptographic defenses to these problems are based on homomorphic signatures and MACs. These proposals, however, cannot handle mixing of packets from multiple sources, which is needed to achieve the full benefits of network coding. In this paper we address integrity of multi-source mixing. We propose a security model for this setting and provide a generic construction.

Multi-GNSS precise point positioning with raw single-frequency and dual-frequency measurement models

The emergence of multiple satellite navigation systems, including BDS, Galileo, modernized GPS, and GLONASS, brings great opportunities and challenges for precise point positioning (PPP). We study the contributions of various GNSS combinations to PPP performance based on undifferenced or raw observations, in which the signal delays and ionospheric delays must be considered. A priori ionospheric knowledge, such as regional or global corrections, strengthens the estimation of ionospheric delay parameters. The undifferenced models are generally more suitable for single-, dual-, or multi-frequency data processing for single or combined GNSS constellations. Another advantage over ionospheric-free PPP models is that undifferenced models avoid noise amplification by linear combinations. Extensive performance evaluations are conducted with multi-GNSS data sets collected from 105 MGEX stations in July 2014. Dual-frequency PPP results from each single constellation show that the convergence time of undifferenced PPP solution is usually shorter than that of ionospheric-free PPP solutions, while the positioning accuracy of undifferenced PPP shows more improvement for the GLONASS system. In addition, the GLONASS undifferenced PPP results demonstrate performance advantages in high latitude areas, while this impact is less obvious in the GPS/GLONASS combined configuration. The results have also indicated that the BDS GEO satellites have negative impacts on the undifferenced PPP performance given the current “poor” orbit and clock knowledge of GEO satellites. More generally, the multi-GNSS undifferenced PPP results have shown improvements in the convergence time by more than 60 % in both the single- and dual-frequency PPP results, while the positioning accuracy after convergence indicates no significant improvements for the dual-frequency PPP solutions, but an improvement of about 25 % on average for the single-frequency PPP solutions.

Block models for improved earthwork allocation planning in linear infrastructure construction

Earthwork planning has been considered in this article and a generic block partitioning and modelling approach has been devised to provide strategic plans of various levels of detail. Conceptually this approach is more accurate and comprehensive than others, for instance those that are section based. In response to environmental concerns the metric for decision making was fuel consumption and emissions. Haulage distance and gradient are also included as they are important components of these metrics. Advantageously the fuel consumption metric is generic and captures the physical difficulties of travelling over inclines of different gradients, that is consistent across all hauling vehicles. For validation, the proposed models and techniques have been applied to a real world road project. The numerical investigations have demonstrated that the models can be solved with relatively little CPU time. The proposed block models also result in solutions of superior quality, i.e. they have reduced fuel consumption and cost. Furthermore the plans differ considerably from those based solely upon a distance based metric thus demonstrating a need for industry to reflect upon their current practices.

Structural characterization of glycerophospholipids by combinations of ozone- and collision-induced dissociation mass spectrometry: The next step towards "top-down" lipidomics

The complete structural elucidation of complex lipids, including glycerophospholipids, using only mass spectrometry represents a major challenge to contemporary analytical technologies. Here, we demonstrate that product ions arising from the collision-induced dissociation (CID) of the [M + Na] + adduct ions of phospholipids can be isolated and subjected to subsequent gas-phase ozonolysis-known as ozone-induced dissociation (OzID)-in a linear ion-trap mass spectrometer. The resulting CID/OzID experiment yields abundant product ions that are characteristic of the acyl substitution on the glycerol backbone (i.e., sn-position). This approach is shown to differentiate sn-positional isomers, such as the regioisomeric phosphatidylcholine pair of PC 16:0/18:1 and PC 18:1/16:0. Importantly, CID/OzID provides a sensitive diagnostic for the existence of an isomeric mixture in a given sample. This is of very high value for the analysis of tissue extracts since CID/OzID analyses can reveal changes in the relative abundance of isomeric constituents even within different tissues from the same animal. Finally, we demonstrate the ability to assign carbon-carbon double bond positions to individual acyl chains at specific backbone positions by adding subsequent CID and/or OzID steps to the workflow and that this can be achieved in a single step using a hybrid triple quadrupole-linear ion trap mass spectrometer. This unique approach represents the most complete and specific structural analysis of lipids by mass spectrometry demonstrated to date and is a significant step towards comprehensive top-down lipidomics. This journal is © The Royal Society of Chemistry 2014. Grant Number ARC/DP0986628, ARC/FT110100249, ARC/LP110200648

Components of learning and assessment in linear algebra

Linear algebra provides theory and technology that are the cornerstones of a range of cutting edge mathematical applications, from designing computer games to complex industrial problems, as well as more traditional applications in statistics and mathematical modelling. Once past introductions to matrices and vectors, the challenges of balancing theory, applications and computational work across mathematical and statistical topics and problems are considerable, particularly given the diversity of abilities and interests in typical cohorts. This paper considers two such cohorts in a second level linear algebra course in different years. The course objectives and materials were almost the same, but some changes were made in the assessment package. In addition to considering effects of these changes, the links with achievement in first year courses are analysed, together with achievement in a following computational mathematics course. Some results that may initially appear surprising provide insight into the components of student learning in linear algebra.