Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks

Although it is commonly accepted that most macroeconomic variables are nonstationary, it is often difficult to identify the source of the non-stationarity. In particular, it is well-known that integrated and short memory models containing trending components that may display sudden changes in their parameters share some statistical properties that make their identification a hard task. The goal of this paper is to extend the classical testing framework for I(1) versus I(0)+ breaks by considering a a more general class of models under the null hypothesis: non-stationary fractionally integrated (FI) processes. A similar identification problem holds in this broader setting which is shown to be a relevant issue from both a statistical and an economic perspective. The proposed test is developed in the time domain and is very simple to compute. The asymptotic properties of the new technique are derived and it is shown by simulation that it is very well-behaved in finite samples. To illustrate the usefulness of the proposed technique, an application using inflation data is also provided.

Nonideal particle distributions from kinetic freeze-out models

In fluid dynamical models the freeze-out of particles across a three-dimensional space-time hypersurface is discussed. The calculation of final momentum distribution of emitted particles is described for freeze-out surfaces, with both spacelike and timelike normals, taking into account conservation laws across the freeze-out discontinuity.

Stability of cascade networks via fluid models

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Stability and asymptotic analysis of a fluid-particle interaction model

We are interested in coupled microscopic/macroscopic models describing the evolution of particles dispersed in a fluid. The system consists in a Vlasov-Fokker-Planck equation to describe the microscopic motion of the particles coupled to the Euler equations for a compressible fluid. We investigate dissipative quantities, equilibria and their stability properties and the role of external forces. We also study some asymptotic problems, their equilibria and stability and the derivation of macroscopic two-phase models.

Hierarchical conditional random fields for parts based models matching

A parts based model is a parametrization of an object class using a collection of landmarks following the object structure. The matching of parts based models is one of the problems where pairwise Conditional Random Fields have been successfully applied. The main reason of their effectiveness is tractable inference and learning due to the simplicity of involved graphs, usually trees. However, these models do not consider possible patterns of statistics among sets of landmarks, and thus they sufffer from using too myopic information. To overcome this limitation, we propoese a novel structure based on a hierarchical Conditional Random Fields, which we explain in the first part of this memory. We build a hierarchy of combinations of landmarks, where matching is performed taking into account the whole hierarchy. To preserve tractable inference we effectively sample the label set. We test our method on facial feature selection and human pose estimation on two challenging datasets: Buffy and MultiPIE. In the second part of this memory, we present a novel approach to multiple kernel combination that relies on stacked classification. This method can be used to evaluate the landmarks of the parts-based model approach. Our method is based on combining responses of a set of independent classifiers for each individual kernel. Unlike earlier approaches that linearly combine kernel responses, our approach uses them as inputs to another set of classifiers. We will show that we outperform state-of-the-art methods on most of the standard benchmark datasets.

Meaning of the λ parameter of skew–normal and log–skew normal distributions in fluid geochemistry

The literature related to skew–normal distributions has grown rapidly in recent yearsbut at the moment few applications concern the description of natural phenomena withthis type of probability models, as well as the interpretation of their parameters. Theskew–normal distributions family represents an extension of the normal family to whicha parameter (λ) has been added to regulate the skewness. The development of this theoreticalfield has followed the general tendency in Statistics towards more flexible methodsto represent features of the data, as adequately as possible, and to reduce unrealisticassumptions as the normality that underlies most methods of univariate and multivariateanalysis. In this paper an investigation on the shape of the frequency distribution of thelogratio ln(Cl−/Na+) whose components are related to waters composition for 26 wells,has been performed. Samples have been collected around the active center of Vulcanoisland (Aeolian archipelago, southern Italy) from 1977 up to now at time intervals ofabout six months. Data of the logratio have been tentatively modeled by evaluating theperformance of the skew–normal model for each well. Values of the λ parameter havebeen compared by considering temperature and spatial position of the sampling points.Preliminary results indicate that changes in λ values can be related to the nature ofenvironmental processes affecting the data

Thermodynamics and log–contrast analysis in fluid geochemistry

There are two principal chemical concepts that are important for studying the naturalenvironment. The first one is thermodynamics, which describes whether a system is atequilibrium or can spontaneously change by chemical reactions. The second main conceptis how fast chemical reactions (kinetics or rate of chemical change) take place wheneverthey start. In this work we examine a natural system in which both thermodynamics andkinetic factors are important in determining the abundance of NH+4 , NO−2 and NO−3 insuperficial waters. Samples were collected in the Arno Basin (Tuscany, Italy), a system inwhich natural and antrophic effects both contribute to highly modify the chemical compositionof water. Thermodynamical modelling based on the reduction-oxidation reactionsinvolving the passage NH+4 -& NO−2 -& NO−3 in equilibrium conditions has allowed todetermine the Eh redox potential values able to characterise the state of each sample and,consequently, of the fluid environment from which it was drawn. Just as pH expressesthe concentration of H+ in solution, redox potential is used to express the tendency of anenvironment to receive or supply electrons. In this context, oxic environments, as thoseof river systems, are said to have a high redox potential because O2 is available as anelectron acceptor.Principles of thermodynamics and chemical kinetics allow to obtain a model that oftendoes not completely describe the reality of natural systems. Chemical reactions may indeedfail to achieve equilibrium because the products escape from the site of the rectionor because reactions involving the trasformation are very slow, so that non-equilibriumconditions exist for long periods. Moreover, reaction rates can be sensitive to poorly understoodcatalytic effects or to surface effects, while variables as concentration (a largenumber of chemical species can coexist and interact concurrently), temperature and pressurecan have large gradients in natural systems. By taking into account this, data of 91water samples have been modelled by using statistical methodologies for compositionaldata. The application of log–contrast analysis has allowed to obtain statistical parametersto be correlated with the calculated Eh values. In this way, natural conditions in whichchemical equilibrium is hypothesised, as well as underlying fast reactions, are comparedwith those described by a stochastic approach

Influence of disorder strength on phase-field models of interfacial growth

We study the influence of disorder strength on the interface roughening process in a phase-field model with locally conserved dynamics. We consider two cases where the mobility coefficient multiplying the locally conserved current is either constant throughout the system (the two-sided model) or becomes zero in the phase into which the interface advances (one-sided model). In the limit of weak disorder, both models are completely equivalent and can reproduce the physical process of a fluid diffusively invading a porous media, where super-rough scaling of the interface fluctuations occurs. On the other hand, increasing disorder causes the scaling properties to change to intrinsic anomalous scaling. In the limit of strong disorder this behavior prevails for the one-sided model, whereas for the two-sided case, nucleation of domains in front of the invading front are observed.

General clas of inhomogeneous perfect-fluid solutions

We present a general class of solutions to Einstein's field equations with two spacelike commuting Killing vectors by assuming the separation of variables of the metric components. The solutions can be interpreted as inhomogeneous cosmological models. We show that the singularity structure of the solutions varies depending on the different particular choices of the parameters and metric functions. There exist solutions with a universal big-bang singularity, solutions with timelike singularities in the Weyl tensor only, solutions with singularities in both the Ricci and the Weyl tensors, and also singularity-free solutions. We prove that the singularity-free solutions have a well-defined cylindrical symmetry and that they are generalizations of other singularity-free solutions obtained recently.

Matching stages of heavy-ion collision models

Heavy-ion reactions and other collective dynamical processes are frequently described by different theoretical approaches for the different stages of the process, like initial equilibration stage, intermediate locally equilibrated fluid dynamical stage, and final freeze-out stage. For the last stage, the best known is the Cooper-Frye description used to generate the phase space distribution of emitted, noninteracting particles from a fluid dynamical expansion or explosion, assuming a final ideal gas distribution, or (less frequently) an out-of-equilibrium distribution. In this work we do not want to replace the Cooper-Frye description, but rather clarify the ways of using it and how to choose the parameters of the distribution and, eventually, how to choose the form of the phase space distribution used in the Cooper-Frye formula. Moreover, the Cooper-Frye formula is used in connection with the freeze-out problem, while the discussion of transition between different stages of the collision is applicable to other transitions also. More recently, hadronization and molecular dynamics models have been matched to the end of a fluid dynamical stage to describe hadronization and freeze-out. The stages of the model description can be matched to each other on space-time hypersurfaces (just like through the frequently used freeze-out hypersurface). This work presents a generalized description of how to match the stages of the description of a reaction to each other, extending the methodology used at freeze-out, in simple covariant form which is easily applicable in its simplest version for most applications.

Fluid flow processes at basin scale

S u b s u r face fluid flow plays a significant role in many geologic processes and is increasingly being studied in the scale of sedimentary basins and geologic time perspective. Many economic resources such as petroleum and mineral deposits are products of basin scale fluid flow operating over large periods of time. Such ancient flow systems can be studied through analysis of diagenetic alterations and fluid inclusions to constrain physical and chemical conditions of fluids and rocks during their paleohy d r og e o l ogic evolution. Basin simulation models are useful to complement the paleohy d r og e o l ogic record preserved in the rocks and to derive conceptual models on hydraulic basin evolution and generation of economic resources. Different types of fluid flow regimes may evo l ve during basin evolution. The most important with respect to flow rates and capacity for transport of solutes and thermal energy is gr avitational fluid flow driven by the topographic configuration of a basin. Such flow systems require the basin to be elevated above sea level. Consolidational fluid flow is the principal fluid migration process in basins below sea level, caused by loading of compressible rocks. Flow rates of such systems are several orders of magnitude below topogr a p hy driven flow. Howeve r, consolidation may create significant fluid ove rpressure. Episodic dewatering of ove rpressured compart m e n t s m ay cause sudden fluid release with elevated flow velocities and may cause a transient local thermal and chemical disequilibrium betwe e n fluid and rock. This paper gives an ove rv i ew on subsurface fluid flow processes at basin scale and presents examples related to the Pe n e d è s basin in the central Catalan continental margin including the offshore Barcelona half-graben and the compressive South-Pyrenean basin.

Using computational fluid dynamics to predict head losses in the auxiliary elements of a microirrigation sand filter

It is often assumed that total head losses in a sand filter are solely due to the filtration media and that there are analytical solutions, such as the Ergun equation, to compute them. However, total head losses are also due to auxiliary elements (inlet and outlet pipes and filter nozzles), which produce undesirable head losses because they increase energy requirements without contributing to the filtration process. In this study, ANSYS Fluent version 6.3, a commercial computational fluid dynamics (CFD) software program, was used to compute head losses in different parts of a sand filter. Six different numerical filter models of varying complexities were used to understand the hydraulic behavior of the several filter elements and their importance in total head losses. The simulation results show that 84.6% of these were caused by the sand bed and 15.4% were due to auxiliary elements (4.4% in the outlet and inlet pipes, and 11.0% in the perforated plate and nozzles). Simulation results with different models show the important role of the nozzles in the hydraulic behavior of the sand filter. The relationship between the passing area through the nozzles and the passing area through the perforated plate is an important design parameter for the reduction of total head losses. A reduced relationship caused by nozzle clogging would disproportionately increase the total head losses in the sand filter