Modified Information Criteria and Selection of Long Memory Time Series Models

The problem of model selection of a univariate long memory time series is investigated once a semi parametric estimator for the long memory parameter has been used. Standard information criteria are not consistent in this case. A Modified Information Criterion (MIC) that overcomes these difficulties is introduced and proofs that show its asymptotic validity are provided. The results are general and cover a wide range of short memory processes. Simulation evidence compares the new and existing methodologies and empirical applications in monthly inflation and daily realized volatility are presented.

A field experiment on a steel Gerber-truss bridge for damage detection utilizing vehicle-induced vibrations

A field experiment was conducted on a real continuous steel Gerber-truss bridge with artificial damage applied. This article summarizes the results of the experiment for bridge damage detection utilizing traffic-induced vibrations. It investigates the sensitivities of a number of quantities to bridge damage including the identified modal parameters and their statistical patterns, Nair’s damage indicator and its statistical pattern and different sets of measurement points. The modal parameters are identified by autoregressive time-series models. The decision on bridge health condition is made and the sensitivity of variables is evaluated with the aid of the Mahalanobis–Taguchi system, a multivariate pattern recognition tool. Several observations are made as follows. For the modal parameters, although bridge damage detection can be achieved by performing Mahalanobis–Taguchi system on certain modal parameters of certain sets of measurement points, difficulties were faced in subjective selection of meaningful bridge modes and low sensitivity of the statistical pattern of the modal parameters to damage. For Nair’s damage indicator, bridge damage detection could be achieved by performing Mahalanobis–Taguchi system on Nair’s damage indicators of most sets of measurement points. As a damage indicator, Nair’s damage indicator was superior to the modal parameters. Three main advantages were observed: it does not require any subjective decision in calculating Nair’s damage indicator, thus potential human errors can be prevented and an automatic detection task can be achieved; its statistical pattern has high sensitivity to damage and, finally, it is flexible regarding the choice of sets of measurement points.

An ultra-short-term wind power prediction method using “offline classification and optimization, online model matching” based on time series features

The applicability of ultra-short-term wind power prediction (USTWPP) models is reviewed. The USTWPP method proposed extracts featrues from historical data of wind power time series (WPTS), and classifies every short WPTS into one of several different subsets well defined by stationary patterns. All the WPTS that cannot match any one of the stationary patterns are sorted into the subset of nonstationary pattern. Every above WPTS subset needs a USTWPP model specially optimized for it offline. For on-line application, the pattern of the last short WPTS is recognized, then the corresponding prediction model is called for USTWPP. The validity of the proposed method is verified by simulations.

Acoustic, volumetric, compressibility and refractivity properties and reduction parameters for the ERAS and Flory models of some homologous series of amines from 298.15 to 328.15 K

The speeds of sound u, densities ? and refractive indices nD of homologous series of mono-, di-, and tri-alkylamines were measured in the temperature range from 298.15 to 328.15 K. Isentropic and isothermal compressibilities ?S and ?T, molar refraction Rm, Eykman’s constant Cm, Rao’s molar sound function R, thermal expansion coefficient a, thermal pressure coefficient ?, and reduction parameters P*, V*, and T* in frameworks of the ERAS model for associated amines and Flory model for tertiary amines have been calculated from the measured experimental data. Applicability of the Rao theory and the ERAS and Flory models have been examined and discussed for the alkyl amines.

Idealised operation of zero-voltage-switching series-L/parallel-tuned Class-E power amplifier

An analysis of a modified series-L/parallel-tuned Class-E power amplifier is presented, which includes the effects that a shunt capacitance placed across the switching device will have on Class-E behaviour. In the original series L/parallel-tuned topology in which the output transistor capacitance is not inherently included in the circuit, zero-current switching (ZCS) and zero-current derivative switching (ZCDS) conditions should be applied to obtain optimum Class-E operation. On the other hand, when the output transistor capacitance is incorporated in the circuit, i.e. in the modified series-L/parallel-tuned topology, the ZCS and ZCDS would not give optimum operation and therefore zero-voltage-switching (ZVS) and zero-voltage-derivative switching (ZVDS) conditions should be applied instead. In the modified series-L/parallel-tuned Class-E configuration, the output-device inductance and the output-device output capacitance, both of which can significantly affect the amplifier's performance at microwave frequencies, furnish part, if not all, of the series inductance L and the shunt capacitance COUT, respectively. Further, when compared with the classic shunt-C/series-tuned topology, the proposed Class-E configuration offers some advantages in terms of 44% higher maximum operating frequency (fMAX) and 4% higher power-output capability (PMAX). As in the classic topology, the fMAX of the proposed amplifier circuit is reached when the output-device output capacitance furnishes all of the capacitance COUT, for a given combination of frequency, output power and DC supply voltage. It is also shown that numerical simulations agree well with theoretical predictions.

Series-L/parallel-tuned comparison with shunt-C/series-tuned class-E power amplifier

An analysis of the operation of a series-L/parallel-tuned class-E amplifier and its equivalence to the classic shunt-C/series-tuned class-E amplifier are presented. The first reported closed form design equations for the series-L/parallel-tuned topology operating under ideal switching conditions are given. Furthermore, a design procedure is introduced that allows the effect that nonzero switch resistance has on amplifier performance efficiency to be accounted for. The technique developed allows optimal circuit components to be found for a given device series resistance. For a relatively high value of switching device ON series resistance of 4O, drain efficiency of around 66% for the series-L/parallel-tuned topology, and 73% for the shunt-C/series-tuned topology appear to be the theoretical limits. At lower switching device series resistance levels, the efficiency performance of each type are similar, but the series-L/parallel-tuned topology offers some advantages in terms of its potential for MMIC realisation. Theoretical analysis is confirmed by numerical simulation for a 500mW (27dBm), 10% bandwidth, 5 V series-L/parallel-tuned, then, shunt-C/series-tuned class E power amplifier, operating at 2.5 GHz, and excellent agreement between theory and simulation results is achieved. The theoretical work presented in the paper should facilitate the design of high-efficiency switched amplifiers at frequencies commensurate with the needs of modern mobile wireless applications in the microwave frequency range, where intrinsically low-output-capacitance MMIC switching devices such as pHEMTs are to be used.

Universal power-law diet partitioning by marine fish and squid with surprising stability–diversity implications

A central question in community ecology is how the number of trophic links relates to community species richness. For simple dynamical food-web models, link density (the ratio of links to species) is bounded from above as the number of species increases; but empirical data suggest that it increases without bounds. We found a new empirical upper bound on link density in large marine communities with emphasis on fish and squid, using novel methods that avoid known sources of bias in traditional approaches. Bounds are expressed in terms of the diet-partitioning function (DPF): the average number of resources contributing more than a fraction f to a consumer's diet, as a function of f. All observed DPF follow a functional form closely related to a power law, with power-law exponents indepen- dent of species richness at the measurement accuracy. Results imply universal upper bounds on link density across the oceans. However, the inherently scale-free nature of power-law diet partitioning suggests that the DPF itself is a better defined characterization of network structure than link density.

Nonlinear time series prediction based on a power-law noise model

In this paper we investigate the influence of a power-law noise model, also called noise, on the performance of a feed-forward neural network used to predict time series. We introduce an optimization procedure that optimizes the parameters the neural networks by maximizing the likelihood function based on the power-law model. We show that our optimization procedure minimizes the mean squared leading to an optimal prediction. Further, we present numerical results applying method to time series from the logistic map and the annual number of sunspots demonstrate that a power-law noise model gives better results than a Gaussian model.

Power-Capped DVFS and Thread Allocation with ANN Models on Modern NUMA Systems

Abstract—Power capping is an essential function for efficient power budgeting and cost management on modern server systems. Contemporary server processors operate under power caps by using dynamic voltage and frequency scaling (DVFS). However, these processors are often deployed in non-uniform memory
access (NUMA) architectures, where thread allocation between cores may significantly affect performance and power consumption. This paper proposes a method which maximizes performance under power caps on NUMA systems by dynamically optimizing two knobs: DVFS and thread allocation. The method selects the optimal combination of the two knobs with models based on artificial neural network (ANN) that captures the nonlinear effect of thread allocation on performance. We implement
the proposed method as a runtime system and evaluate it with twelve multithreaded benchmarks on a real AMD Opteron based NUMA system. The evaluation results show that our method outperforms a naive technique optimizing only DVFS by up to
67.1%, under a power cap.