A spectral-based cusum test of evolutionary change

We develop a test of evolutionary change that incorporates a null hypothesis of homogeneity, which encompasses time invariance in the variance and autocovariance structure of residuals from estimated econometric relationships. The test framework is based on examining whether shifts in spectral decomposition between two frames of data are significant. Rejection of the null hypothesis will point not only to weak nonstationarity but to shifts in the structure of the second-order moments of the limiting distribution of the random process. This would indicate that the second-order properties of any underlying attractor set has changed in a statistically significant way, pointing to the presence of evolutionary change. A demonstration of the test's applicability to a real-world macroeconomic problem is accomplished by applying the test to the Australian Building Society Deposits (ABSD) model.

Time evolution in the unimolecular master equation at low temperatures: full spectral solution with scalable iterative methods and high precision

A new method is presented to determine an accurate eigendecomposition of difficult low temperature unimolecular master equation problems. Based on a generalisation of the Nesbet method, the new method is capable of achieving complete spectral resolution of the master equation matrix with relative accuracy in the eigenvectors. The method is applied to a test case of the decomposition of ethane at 300 K from a microcanonical initial population with energy transfer modelled by both Ergodic Collision Theory and the exponential-down model. The fact that quadruple precision (16-byte) arithmetic is required irrespective of the eigensolution method used is demonstrated. (C) 2001 Elsevier Science B.V. All rights reserved.

Using a cartographic modeling language to manipulate spectral satellite imagery

Land related information about the Earth's surface is commonIJ found in two forms: (1) map infornlation and (2) satellite image da ta. Satellite imagery provides a good visual picture of what is on the ground but complex image processing is required to interpret features in an image scene. Increasingly, methods are being sought to integrate the knowledge embodied in mop information into the interpretation task, or, alternatively, to bypass interpretation and perform biophysical modeling directly on derived data sources. A cartographic modeling language, as a generic map analysis package, is suggested as a means to integrate geographical knowledge and imagery in a process-oriented view of the Earth. Specialized cartographic models may be developed by users, which incorporate mapping information in performing land classification. In addition, a cartographic modeling language may be enhanced with operators suited to processing remotely sensed imagery. We demonstrate the usefulness of a cartographic modeling language for pre-processing satellite imagery, and define two nerv cartographic operators that evaluate image neighborhoods as post-processing operations to interpret thematic map values. The language and operators are demonstrated with an example image classification task.

Ni(II)-doped CsCdBrCl2: Variation of spectral and structural properties via mixed-halide coordination

A new addition to the family of single-molecule magnets is reported: an Fete cage stabilized with benzoate and pyridonate ligands. Monte Carlo methods have been used to derive exchange parameters within the cage, and hence model susceptibility behavior.

A comparison of low-storage strategies for spectral analysis in dissipative systems: filter diagonalisation in the Lanczos representation and harmonic inversion of the Chebychev-order-domain autocorrelation function

We compare the performance of two different low-storage filter diagonalisation (LSFD) strategies in the calculation of complex resonance energies of the HO2, radical. The first is carried out within a complex-symmetric Lanczos subspace representation [H. Zhang, S.C. Smith, Phys. Chem. Chem. Phys. 3 (2001) 2281]. The second involves harmonic inversion of a real autocorrelation function obtained via a damped Chebychev recursion [V.A. Mandelshtam, H.S. Taylor, J. Chem. Phys. 107 (1997) 6756]. We find that while the Chebychev approach has the advantage of utilizing real algebra in the time-consuming process of generating the vector recursion, the Lanczos, method (using complex vectors) requires fewer iterations, especially for low-energy part of the spectrum. The overall efficiency in calculating resonances for these two methods is comparable for this challenging system. (C) 2001 Elsevier Science B.V. All rights reserved.

Selecting methods to solve multi-well master equations

There are several competing methods commonly used to solve energy grained master equations describing gas-phase reactive systems. When it comes to selecting an appropriate method for any particular problem, there is little guidance in the literature. In this paper we directly compare several variants of spectral and numerical integration methods from the point of view of computer time required to calculate the solution and the range of temperature and pressure conditions under which the methods are successful. The test case used in the comparison is an important reaction in combustion chemistry and incorporates reversible and irreversible bimolecular reaction steps as well as isomerizations between multiple unimolecular species. While the numerical integration of the ODE with a stiff ODE integrator is not the fastest method overall, it is the fastest method applicable to all conditions.

Spectral peak resolution and speech recognition in quiet: Normal hearing, hearing impaired and cochlear implant listeners

Spectral peak resolution was investigated in normal hearing (NH), hearing impaired (HI), and cochlear implant (CI) listeners. The task involved discriminating between two rippled noise stimuli in which the frequency positions of the log-spaced peaks and valleys were interchanged. The ripple spacing was varied adaptively from 0.13 to 11.31 ripples/octave, and the minimum ripple spacing at which a reversal in peak and trough positions could be detected was determined as the spectral peak resolution threshold for each listener. Spectral peak resolution was best, on average, in NH listeners, poorest in CI listeners, and intermediate for HI listeners. There was a significant relationship between spectral peak resolution and both vowel and consonant recognition in quiet across the three listener groups. The results indicate that the degree of spectral peak resolution required for accurate vowel and consonant recognition in quiet backgrounds is around 4 ripples/octave, and that spectral peak resolution poorer than around 1–2 ripples/octave may result in highly degraded speech recognition. These results suggest that efforts to improve spectral peak resolution for HI and CI users may lead to improved speech recognition

The resolution of complex spectral patterns by cochlear implant and normal-hearing listeners

The differences in spectral shape resolution abilities among cochlear implant ~CI! listeners, and between CI and normal-hearing ~NH! listeners, when listening with the same number of channels ~12!, was investigated. In addition, the effect of the number of channels on spectral shape resolution was examined. The stimuli were rippled noise signals with various ripple frequency-spacings. An adaptive 4IFC procedure was used to determine the threshold for resolvable ripple spacing, which was the spacing at which an interchange in peak and valley positions could be discriminated. The results showed poorer spectral shape resolution in CI compared to NH listeners ~average thresholds of approximately 3000 and 400 Hz, respectively!, and wide variability among CI listeners ~range of approximately 800 to 8000 Hz!. There was a significant relationship between spectral shape resolution and vowel recognition. The spectral shape resolution thresholds of NH listeners increased as the number of channels increased from 1 to 16, while the CI listeners showed a performance plateau at 4–6 channels, which is consistent with previous results using speech recognition measures. These results indicate that this test may provide a measure of CI performance which is time efficient and non-linguistic, and therefore, if verified, may provide a useful contribution to the prediction of speech perception in adults and children who use CIs.

Assessing the competitiveness of loss allocation methods in a deregulated electricity market

This paper critically assesses several loss allocation methods based on the type of competition each method promotes. This understanding assists in determining which method will promote more efficient network operations when implemented in deregulated electricity industries. The methods addressed in this paper include the pro rata [1], proportional sharing [2], loss formula [3], incremental [4], and a new method proposed by the authors of this paper, which is loop-based [5]. These methods are tested on a modified Nordic 32-bus network, where different case studies of different operating points are investigated. The varying results obtained for each allocation method at different operating points make it possible to distinguish methods that promote unhealthy competition from those that encourage better system operation.

Calculation of line integrals in boundary integral methods

We propose quadrature rules for the approximation of line integrals possessing logarithmic singularities and show their convergence. In some instances a superconvergence rate is demonstrated.

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.

A framework for electricity price spike analysis with advanced data mining methods

There are many techniques for electricity market price forecasting. However, most of them are designed for expected price analysis rather than price spike forecasting. An effective method of predicting the occurrence of spikes has not yet been observed in the literature so far. In this paper, a data mining based approach is presented to give a reliable forecast of the occurrence of price spikes. Combined with the spike value prediction techniques developed by the same authors, the proposed approach aims at providing a comprehensive tool for price spike forecasting. In this paper, feature selection techniques are firstly described to identify the attributes relevant to the occurrence of spikes. A simple introduction to the classification techniques is given for completeness. Two algorithms: support vector machine and probability classifier are chosen to be the spike occurrence predictors and are discussed in details. Realistic market data are used to test the proposed model with promising results.