TESTING FOR STATIONARITY IN HETEROGENEOUS PANEL DATA IN THE CASE OF MODEL MISSPECIFICATION

This paper investigates the performance of the tests proposed by Hadri and by Hadri and Larsson for testing for stationarity in heterogeneous panel data under model misspecification. The panel tests are based on the well known KPSS test (cf. Kwiatkowski et al.) which considers two models: stationarity around a deterministic level and stationarity around a deterministic trend. There is no study, as far as we know, on the statistical properties of the test when the wrong model is used. We also consider the case of the simultaneous presence of the two types of models in a panel. We employ two asymptotics: joint asymptotic, T, N -> infinity simultaneously, and T fixed and N allowed to grow indefinitely. We use Monte Carlo experiments to investigate the effects of misspecification in sample sizes usually used in practice. The results indicate that the assumption that T is fixed rather than asymptotic leads to tests that have less size distortions, particularly for relatively small T with large N panels (micro-panels) than the tests derived under the joint asymptotics. We also find that choosing a deterministic trend when a deterministic level is true does not significantly affect the properties of the test. But, choosing a deterministic level when a deterministic trend is true leads to extreme over-rejections. Therefore, when unsure about which model has generated the data, it is suggested to use the model with a trend. We also propose a new statistic for testing for stationarity in mixed panel data where the mixture is known. The performance of this new test is very good for both cases of T asymptotic and T fixed. The statistic for T asymptotic is slightly undersized when T is very small (

Towards accurate estimation of the proportion of true null hypotheses in multiple testing

Background

Biomedical researchers are now often faced with situations where it is necessary to test a large number of hypotheses simultaneously, eg, in comparative gene expression studies using high-throughput microarray technology. To properly control false positive errors the FDR (false discovery rate) approach has become widely used in multiple testing. The accurate estimation of FDR requires the proportion of true null hypotheses being accurately estimated. To date many methods for estimating this quantity have been proposed. Typically when a new method is introduced, some simulations are carried out to show the improved accuracy of the new method. However, the simulations are often very limited to covering only a few points in the parameter space.

Results

Here I have carried out extensive in silico experiments to compare some commonly used methods for estimating the proportion of true null hypotheses. The coverage of these simulations is unprecedented thorough over the parameter space compared to typical simulation studies in the literature. Thus this work enables us to draw conclusions globally as to the performance of these different methods. It was found that a very simple method gives the most accurate estimation in a dominantly large area of the parameter space. Given its simplicity and its overall superior accuracy I recommend its use as the first choice for estimating the proportion of true null hypotheses in multiple testing.

Developments in Performance Monitoring of Concrete Exposed to Extreme Environments

The performance of the surface zone of concrete is acknowledged as a major factor governing the rate of deterioration of reinforced concrete structures as it provides the only barrier to the ingress of water containing dissolved ionic species such as chlorides which, ultimately, initiate corrosion of the reinforcement. In-situ monitoring of cover-zone concrete is therefore critical in attempting to make realistic predictions as to the in-service performance of the structure. To this end, this paper presents developments in a remote interrogation system to allow continuous, real-time monitoring of the cover-zone concrete from an office setting. Use is made of a multi-electrode array embedded within cover-zone concrete to acquire discretized electrical resistivity and temperature measurements, with both parameters monitored spatially and temporally. On-site instrumentation, which allows remote interrogation of concrete samples placed at a marine exposure site, is detailed, together with data handling and processing procedures. Site-measurements highlight the influence of temperature on electrical resistivity and an Arrhenius-based temperature correction protocol is developed using on-site measurements to standardize resistivity data to a reference temperature; this is an advancement over the use of laboratory-based procedures. The testing methodology and interrogation system represents a robust, low-cost and high-value technique which could be deployed for intelligent monitoring of reinforced concrete structures.

Assessment of fibre orientation in ultra high performance fibre reinforced concrete and its effect on flexural strength

Fibre distribution and orientation in a series of round panel specimens of ultra high performance fibre reinforced concrete (UHPFRC) was investigated using electrical resistivity measurements and confirmed by X-ray CT imaging. By pouring specimens in different ways, the orientation of steel fibres was influenced and the sensitivity of the electrical resistivity technique was investigated. The round panels were tested in flexure and the results are discussed in relation to the observed orientation of fibres in the panels. It was found that the fibres tended to align perpendicular to the direction of flow. As a result, panels poured from the centre were significantly stronger than panels poured by other methods because the alignment of fibres led to more fibres bridging the radial cracks formed during mechanical testing.

In-situ strength assessment of concrete - The European Concrete Frame Building Project (Reprinted from Non-Destructive Testing Civil Engineering, April, pg 583-592, 2000)

A full-scale seven-storey in-situ advanced reinforced concrete building frame was constructed in the Building Research Establishment's Cardington laboratory encompassing a range of different concrete mixes and construction techniques. This provided an opportunity to use in-situ non-destructive test methods, namely Lok and CAPO tests, on a systematic basis during the construction of the building. They were used in conjunction with both standard and temperature-matched cube specimens to assess their practicality and their individual capabilities under field conditions. Results have been analysed and presented to enable comparisons of the performance of the individual test methods employed.

Monitoring the performance of aerodrome ground lighting

This article provides an overview of a novel prototype device that can be used to aid airports in monitoring their landing lighting. Known as Aerodrome Ground Lighting (AGL), the device is comprised of a camera that is capable of capturing images of landing lighting as aircraft approach the airport. AGL is designed to automatically examine landing lighting to assess if it is operating under uniform brightness standards (i.e., luminous intensity of luminares) that aviation governing bodies require. A detailed discussion of the hardware and software requirements of AGL -- currently under joint development by researchers at Queens University Belfast and Cobham Flight Inspection Limited -- is presented. Results from the research indicate that assessing the performance of both ground-based runway luminaries and elevated approach luminaries is possible, though further testing is needed for full validation.

Are systemizing and autistic traits related to talent and interest in mathematics and engineering? Testing some of the central claims of the empathizing-systemizing theory.

In two experiments, we tested some of the central claims of the empathizing-systemizing (E-S) theory. Experiment 1 showed that the systemizing quotient (SQ) was unrelated to performance on a mathematics test, although it was correlated with statistics-related attitudes, self-efficacy, and anxiety. In Experiment 2, systemizing skills, and gender differences in these skills, were more strongly related to spatial thinking styles than to SQ. In fact, when we partialled the effect of spatial thinking styles, SQ was no longer related to systemizing skills. Additionally, there was no relationship between the Autism Spectrum Quotient (AQ) and the SQ, or skills and interest in mathematics and mechanical reasoning. We discuss the implications of our findings for the E-S theory, and for understanding the autistic cognitive profile.

Implementation and testing of Lanczos-based algorithms for Random-Phase Approximation eigenproblems

The treatment of the Random-Phase Approximation Hamiltonians, encountered in different frameworks, like time-dependent density functional theory or Bethe-Salpeter equation, is complicated by their non-Hermicity. Compared to their Hermitian Hamiltonian counterparts, computational methods for the treatment of non-Hermitian Hamiltonians are often less efficient and less stable, sometimes leading to the breakdown of the method. Recently [Gruning et al. Nano Lett. 8 (2009) 28201, we have identified that such Hamiltonians are usually pseudo-Hermitian. Exploiting this property, we have implemented an algorithm of the Lanczos type for Random-Phase Approximation Hamiltonians that benefits from the same stability and computational load as its Hermitian counterpart, and applied it to the study of the optical response of carbon nanotubes. We present here the related theoretical grounds and technical details, and study the performance of the algorithm for the calculation of the optical absorption of a molecule within the Bethe-Salpeter equation framework. (C) 2011 Elsevier B.V. All rights reserved.

Measuring specific parameters in pretensioned concrete members using a single testing technique

Pretensioned concrete members are designed and manufactured by using at least two materials: concrete and prestressing reinforcement. Also, two main stages must be considered: prestress transfer and member loading. Hence, the behavior of these members depends strongly on the reinforcement-to-concrete bond performance and prestress losses. In this paper, a testing technique to measure the specific parameters related with the involved phenomena is presented. The testing technique is based on the analysis of series of specimens varying in embedment length to simulate several cross sections at only one end of a pretensioned concrete member. Each specimen is characterized by means of the sequential release of the prestress transfer (detensioning) and the pull-out (loading) operation. The test provides data on prestressing force, transmission length (initial and long-term), anchorage length (without and with slip), reinforcement slips, bond stresses, longitudinal concrete strains, concrete modulus of elasticity, and prestress losses (instantaneous and time-dependent).

Testing Tidal Turbines - Part 1: Steady Towing Tests vs Tidal Moored Tests

Tidal turbines have been tested extensively at many scales in steady state flow. Testing medium- or full-scale devices in turbulent flow has been less thoroughly examined. The differences between turbine performances in these two different states are needed for testing method verification and numerical model validation. The work in this paper documents the performance of a 1/10 scale turbine in steady state pushing tests and tidal moored tests. The overall performance of the device appears to decrease with turbulent flow, though there is increased data scatter and therefore, reduced uncertainty. At maximum power performance, as velocity increases the mechanical power and electrical power reduction from steady to unsteady flow increases. The drive train conversion efficiency also decreases. This infers that the performance for this turbine design is affected by the presence of turbulent flow.

Testing Tidal Turbines Part II: Tidal Flow Characterisation Using ADV Data

The study outlined in Testing Tidal Turbines Part 1 explains the variation in performance between turbines operating in steady and turbulent flow conditions. However, the impact of turbulence on devices is generally not well understood. Furthermore, the turbulence characteristics of high velocity marine currents have not been extensively studied. Therefore, knowledge of their characteristics must be expanded and methodologies to predict the impact of the characteristics on devices developed and improved. This study examines the measurement of tidal currents at a site used for testing of medium scale tidal turbines. The data being discussed was collected with a point velocimeter (ADV). The processing procedures implemented are discussed and the resulting estimated turbulence spectra and turbulence intensities are presented. The results contribute to the improvement of knowledge regarding tidal current characteristics. This will be fundamental to the optimisation of the design and operation of tidal stream devices.

Cold-formed steel portal frames in fire: Full-scale testing and finite element analysis

A full-scale, non-uniform natural fire test on a cold-formed steel portal frame building is described. The results of the test are used to validate a non-linear, elasto-plastic, finite element shell idealisation, for the purposes of later forming the basis of a performance-based design approach for cold-formed steel portal frames at elevated temperatures.

Key performance indicators – A new approach for specifying concrete and assessing state of health of concrete structure

The focus of this paper is to outline a method for consolidating and implementing the work on performance-based specification and testing. First part of the paper will review the mathematical significance of the variables used in common service life models. The aim is to identify a set of significant variables that influence the ingress of chloride ions into concrete. These variables are termed as Key Performance Indicators (KPI’s). This will also help to reduce the complexity of some of the service life models and make them more appealing for practicing engineers. The second part of the paper presents a plan for developing a database based on these KPI’s so that relationships can then be drawn between common concrete mix parameters and KPI’s. This will assist designers in specifying a concrete with adequate performance for a particular environment. This, collectively, is referred to as the KPI based approach and the concluding remarks will outline how the authors envisage the KPI theory to relate to performance assessment and monitoring.

Effect of fretting on fatigue performance of Ti-1023 titanium alloy

The plain fatigue and fretting fatigue tests of Ti-1023 titanium alloy were performed using a high-frequency push-pull fatigue testing machine. Both σmax versus number of cycles to failure curves were obtained for comparative analysis of the fretting effect on fatigue performance of the titanium alloy. Meanwhile, by analyzing the fracture of plain fatigue and fretting fatigue, the fretting scar and the fretting debris observed by scanning electron microscopy (SEM), the mechanism of fretting fatigue failure of Ti-1023 titanium alloy is discussed. The fretting fatigue strength of Ti-1023 titanium alloy is 175 MPa under 10 MPa contact pressure, which is 21% of plain fatigue strength (836 MPa). Under fretting condition, the Ti-1023 titanium alloy fatigue fracture failure occurs in a shorter fatigue life. When it comes to σmax versus number of cycles to failure curves, data points in the range of 106–107 cycles under plain fatigue condition moved to the range of 105–106 under fretting fatigue condition. The integrity of the fatigue specimen surface was seriously damaged under the effect of fretting. With the alternating stress loaded on specimen, the stress concentrated on the surface of fretting area, which brought earlier the initiation and propagation of crack.

A new performance based method for design and maintenance of reinforced concrete structures

Best concrete research paper by a student - Research has shown that the cost of managing structures puts high strain on the infrastructure budget, with
estimates of over 50% of the European construction budget being dedicated to repair and maintenance. If reinforced concrete
structures are not suitably designed and adequately maintained, their service life is compromised, resulting in the full economic
value of the investment not realised. The issue is more prevalent in coastal structures as a result of combinations of aggressive
actions, such as those caused by chlorides, sulphates and cyclic freezing and thawing.
It is a common practice nowadays to ensure durability of reinforced concrete structures by specifying a concrete mix and a
nominal cover at the design stage to cater for the exposure environment. This in theory should produce the performance required
to achieve a specified service life. Although the European Standard EN 206-1 specifies variations in the exposure environment,
it does not take into account the macro and micro climates surrounding structures, which have a significant influence on their
performance and service life. Therefore, in order to construct structures which will perform satisfactorily in different exposure
environments, the following two aspects need to be developed: a performance based specification to supplement EN 206-1
which will outline the expected performance of the structure in a given environment; and a simple yet transferrable procedure
for assessing the performance of structures in service termed KPI Theory. This will allow the asset managers not only to design
structures for the intended service life, but also to take informed maintenance decisions should the performance in service fall
short of what was specified. This paper aims to discuss this further.