Forecasting with serially correlated regression models

In this article we investigate the asymptotic and finite-sample properties of predictors of regression models with autocorrelated errors. We prove new theorems associated with the predictive efficiency of generalized least squares (GLS) and incorrectly structured GLS predictors. We also establish the form associated with their predictive mean squared errors as well as the magnitude of these errors relative to each other and to those generated from the ordinary least squares (OLS) predictor. A large simulation study is used to evaluate the finite-sample performance of forecasts generated from models using different corrections for the serial correlation.

The specification of vector autoregressive moving average models

In this paper we propose a new identification method based on the residual white noise autoregressive criterion (Pukkila et al. , 1990) to select the order of VARMA structures. Results from extensive simulation experiments based on different model structures with varying number of observations and number of component series are used to demonstrate the performance of this new procedure. We also use economic and business data to compare the model structures selected by this order selection method with those identified in other published studies.

Nutrient partitioning during treatment of tuberculosis: gain in body fat mass but not in protein mass

Background: Tuberculosis is an important cause of wasting. The functional consequences of wasting and recovery may depend on the distribution of lost and gained nutrient stores between protein and fat masses. Objective: The goal was to study nutrient partitioning, ie, the proportion of weight change attributable to changes in fat mass (FM) versus protein mass (PM), during anti mycobacterial treatment. Design: Body-composition measures were made of 21 men and 9 women with pulmonary tuberculosis at baseline and after 1 and 6 mo of treatment. All subjects underwent dual-energy X-ray absorptiometry and deuterium bromide dilution tests, and a four-compartment model of FM, total body water (TBW), bone minerals (BM), and PM was derived. The ratio of PM to FM at any time was expressed as the energy content (p-ratio). Changes in the p-ratio were related to disease severity as measured by radiologic criteria. Results: Patients gained 10% in body weight (P < 0.001) from baseline to month 6. This was mainly due to a 44% gain in FM (P < 0.001); PM, BM, and TBW did not change significantly. Results were similar in men and women. The p-ratio decreased from baseline to month 1 and then fell further by month 6. Radiologic disease severity was not correlated with changes in the p-ratio. Conclusions: Microbiological cure of tuberculosis does not restore PM within 6 mo, despite a strong anabolic response. Change in the p-ratio is a suitable parameter for use in studying the effect of disease on body composition because it allows transformation of such effects into a normal distribution across a wide range of baseline proportion between fat and protein mass.

Vertical handover supporting pervasive computing in future wireless networks

A variety of current and future wired and wireless networking technologies can be transformed into a seamless communication environments through application of context-based vertical handovers. Such seamless communication environments are needed for future pervasive/ubiquitous systems. Pervasive systems are context aware and need to adapt to context changes, including network disconnections and changes in network Quality of Service (QoS). Vertical handover is one of many possible adaptation methods. It allows users to roam freely between heterogeneous networks while maintaining the continuity of their applications. This paper proposes a vertical handover mechanism suitable for multimedia applications in pervasive systems. The paper focuses on the handover decision making process which uses context information regarding user devices, user location, network environment and requested QoS. (C) 2004 Elsevier B.V. All rights reserved.

Measurement and prediction of energy expenditure in males during household and garden tasks

Participation in at least 30 min of moderate intensity activity on most days is assumed to confer health benefits. This study accordingly determined whether the more vigorous household and garden tasks (sweeping, window cleaning, vacuuming and lawn mowing) are performed by middle-aged men at a moderate intensity of 3-6 metabolic equivalents (METs) in the laboratory and at home. Measured energy expenditure during self-perceived moderate-paced walking was used as a marker of exercise intensity. Energy expenditure was also predicted via indirect methods. Thirty-six males [Xmacr (SD): 40.0 (3.3) years; 179.5 (6.9) cm; 83.4 (14.0) kg] were measured for resting metabolic rate (RMR) and oxygen consumption (V.O-2) during the five activities using the Douglas bag method. Heart rate , respiratory frequency, CSA (Computer Science Applications) movement counts, Borg scale ratings of perceived exertion and Quetelet's index were also recorded as potential predictors of exercise intensity. Except for vacuuming in the laboratory, which was not significantly different from 3.0 METs (P=0.98), the MET means in the laboratory and home were all significantly greater than 3.0 (Pless than or equal to0.006). The sweeping and vacuuming MET means were significantly higher (P

Searching oligo sets of human chromosome 12 using evolutionary strategies

DNA Microarray is a powerful tool to measure the level of a mixed population of nucleic acids at one time, which has great impact in many aspects of life sciences research. In order to distinguish nucleic acids with very similar composition by hybridization, it is necessary to design microarray probes with high specificities and sensitivities. Highly specific probes correspond to probes having unique DNA sequences; whereas highly sensitive probes correspond to those with melting temperature within a desired range and having no secondary structure. The selection of these probes from a set of functional DNA sequences (exons) constitutes a computationally expensive discrete non-linear search problem. We delegate the search task to a simple yet effective Evolution Strategy algorithm. The computational efficiency is also greatly improved by making use of an available bioinformatics tool.

Application of X-ray microtomography to numerical simulations of agglomerate breakage by distinct element method

Computer-aided tomography has been used for many years to provide significant information about the internal properties of an object, particularly in the medical fraternity. By reconstructing one-dimensional (ID) X-ray images, 2D cross-sections and 3D renders can provide a wealth of information about an object's internal structure. An extension of the methodology is reported here to enable the characterization of a model agglomerate structure. It is demonstrated that methods based on X-ray microtomography offer considerable potential in the validation and utilization of distinct element method simulations also examined.

Impact of social group processes and functional diversity on communication in networked organizations

This study examines the role of social group processes in perceptions of effective communication in Australian Cooperative Research Centres (CRCs). Communication professionals in 25 CRCs discussed the barriers and opportunities for communication in their diverse networked organizations. Thematic analysis of the transcripts highlighted the contribution of social group processes to both barriers and opportunities. Communication challenges implicated the social identity of organizational members, many of which were associated with distinct structural aspects of these organizations. Opportunities for communication frequently involved features that implicated social identity, including taking advantage of existing organizational or industry identities, preventing conflicting identities from becoming salient, and promoting a collective CRC identity.

Tailoring reveals information requirements: the case of anaesthesia alarms

We discuss the phenomenon of system tailoring in the context of data from an observational study of anaesthesia. We found that anaesthetists tailor their monitoring equipment so that the auditory alarms are more informative. However, the occurrence of tailoring by anaesthetists in the operating theatre was infrequent, even though the flexibility to tailor exists on many of the patient monitoring systems used in the study. We present an influence diagram to explain how alarm tailoring can increase situation awareness in the operating theatre but why factors inhibiting tailoring prevent widespread use. Extending the influence diagram, we discuss ways that more informative displays could achieve the results sought by anaesthetists when they tailor their alarm systems. In particular, we argue that we should improve our designs rather than simply provide more flexible tailoring systems. because users often find tailoring a complex task. We conclude that properly designed auditory displays may benefit anaesthetists in achieving greater patient situation awareness and that designers should consider carefully how factors promoting and inhibiting tailoring will affect the end-users' likelihood of conducting tailoring. (C) 2004 Elsevier B.V. All rights reserved.

Effects of potential models on the adsorption of ethane and ethylene on graphitized thermal carbon black. Study of two-dimensional critical temperature and isosteric heat versus loading

Adsorption of ethylene and ethane on graphitized thermal carbon black and in slit pores whose walls are composed of graphene layers is studied in detail to investigate the packing efficiency, the two-dimensional critical temperature, and the variation of the isosteric heat of adsorption with loading and temperature. Here we used a Monte Carlo simulation method with a grand canonical Monte Carlo ensemble. A number of two-center Lennard-Jones (LJ) potential models are investigated to study the impact of the choice of potential models in the description of adsorption behavior. We chose two 2C-LJ potential models in our investigation of the (i) UA-TraPPE-LJ model of Martin and Siepmann (J. Phys. Chem. B 1998,102, 25692577) for ethane and Wick et al. (J. Phys. Chem. B 2000,104, 8008-8016) for ethylene and (ii) AUA4-LJ model of Ungerer et al. (J. Chem. Phys. 2000,112, 5499-5510) for ethane and Bourasseau et al. (J. Chem. Phys. 2003, 118, 3020-3034) for ethylene. These models are used to study the adsorption of ethane and ethylene on graphitized thermal carbon black. It is found that the solid-fluid binary interaction parameter is a function of adsorbate and temperature, and the adsorption isotherms and heat of adsorption are well described by both the UA-TraPPE and AUA models, although the UA-TraPPE model performs slightly better. However, the local distributions predicted by these two models are slightly different. These two models are used to explore the two-dimensional condensation for the graphitized thermal carbon black, and these values are 110 K for ethylene and 120 K for ethane.

PVT behaviour of fluids with potential models optimised for phase equilibria

NPT and NVT Monte Carlo simulations are applied to models for methane and water to predict the PVT behaviour of these fluids over a wide range of temperatures and pressures. The potential models examined in this paper have previously been presented in the literature with their specific parameters optimised to fit phase coexistence data. The exponential-6 potential for methane gives generally good prediction of PVT behaviour over the full range of temperature and pressures studied with the only significant deviation from experimental data seen at high temperatures and pressures. The NSPCE water model shows very poor prediction of PVT behaviour, particularly at dense conditions. To improve this. the charge separation in the NSPCE model is varied with density. Improvements for vapour and liquid phase PVT predictions are achieved with this variation. No improvement was found in the prediction of the oxygen-oxygen radial distribution by varying charge separation under dense phase conditions. (C) 2004 Elsevier B.V. All rights reserved.

Effect of surface-perturbed intermolecular interaction on adsorption of simple gases on a graphitized carbon surface

In this paper, we investigate the effect of the solid surface on the fluid-fluid intermolecular potential energy. This modified fluid-fluid interaction energy due to the inducement of a solid surface is used in the grand canonical Monte Carlo (GCMC) simulation of various noble gases, nitrogen, and methane on graphitized thermal carbon black. This effect is such that the effective interaction potential energy between two particles close to surface is less than the potential energy if the solid substrate is not present. With this modification the GCMC simulation results agree extremely well with the experimental data over a wide range of pressures while the simulation results with the unmodified potential energy give rise to a shoulder near the neighborhood of monolayer coverage and the significant overprediction of the second and higher layer coverages. In particular the unmodified GCMC results exhibit very sharp change in those higher layers while the experimental data have a much gradual change in the uptake. We will illustrate this theory with adsorption data of argon, xenon, neon, nitrogen, and methane on graphitized thermal carbon black.