Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions

We examine how the accuracy of real-time forecasts from models that include autoregressive terms can be improved by estimating the models on ‘lightly revised’ data instead of using data from the latest-available vintage. The benefits of estimating autoregressive models on lightly revised data are related to the nature of the data revision process and the underlying process for the true values. Empirically, we find improvements in root mean square forecasting error of 2–4% when forecasting output growth and inflation with univariate models, and of 8% with multivariate models. We show that multiple-vintage models, which explicitly model data revisions, require large estimation samples to deliver competitive forecasts. Copyright © 2012 John Wiley & Sons, Ltd.

Real-time factor model forecasting and the effects of instability

Factor forecasting models are shown to deliver real-time gains over autoregressive models for US real activity variables during the recent period, but are less successful for nominal variables. The gains are largely due to the Financial Crisis period, and are primarily at the shortest (one quarter ahead) horizon. Excluding the pre-Great Moderation years from the factor forecasting model estimation period (but not from the data used to extract factors) results in a marked fillip in factor model forecast accuracy, but does the same for the AR model forecasts. The relative performance of the factor models compared to the AR models is largely unaffected by whether the exercise is in real time or is pseudo out-of-sample.

Real-Time software control of neural stimulation in a closed loop Animat system

A recent area for investigation into the development of adaptable robot control is the use of living neuronal networks to control a mobile robot. The so-called Animat paradigm comprises a neuronal network (the ‘brain’) connected to an external embodiment (in this case a mobile robot), facilitating potentially robust, adaptable robot control and increased understanding of neural processes. Sensory input from the robot is provided to the neuronal network via stimulation on a number of electrodes embedded in a specialist Petri dish (Multi Electrode Array (MEA)); accurate control of this stimulation is vital. We present software tools allowing precise, near real-time control of electrical stimulation on MEAs, with fast switching between electrodes and the application of custom stimulus waveforms. These Linux-based tools are compatible with the widely used MEABench data acquisition system. Benefits include rapid stimulus modulation in response to neuronal activity (closed loop) and batch processing of stimulation protocols.

Quantification of ruminal Clostridium proteoclasticum by real-time PCR using a molecular beacon approach

Aims: All members of the ruminal Butyrivibrio group convert linoleic acid (cis-9,cis-12-18 : 2) via conjugated 18 : 2 metabolites (mainly cis-9,trans-11-18 : 2, conjugated linoleic acid) to vaccenic acid (trans-11-18 : 1), but only members of a small branch, which includes Clostridium proteoclasticum, of this heterogeneous group further reduce vaccenic acid to stearic acid (18 : 0, SA). The aims of this study were to develop a real-time polymerase chain reaction (PCR) assay that would detect and quantify these key SA producers and to use this method to detect diet-associated changes in their populations in ruminal digesta of lactating cows. Materials and Results: The use of primers targeting the 16S rRNA gene of Cl. proteoclasticum was not sufficiently specific when only binding dyes were used for detection in real-time PCR. Their sequences were too similar to some nonproducing strains. A molecular beacon probe was designed specifically to detect and quantify the 16S rRNA genes of the Cl. proteoclasticum subgroup. The probe was characterized by its melting curve and validated using five SA-producing and ten nonproducing Butyrivibrio-like strains and 13 other common ruminal bacteria. Analysis of ruminal digesta collected from dairy cows fed different proportions of starch and fibre indicated a Cl. proteoclasticum population of 2-9% of the eubacterial community. The influence of diet on numbers of these bacteria was less than variations between individual cows. Conclusion: A molecular beacon approach in qPCR enables the detection of Cl. proteoclasticum in ruminal digesta. Their numbers are highly variable between individual animals. Signifance and Impact of the Study: SA producers are fundamental to the flow of polyunsaturated fatty acid and vaccenic acid from the rumen. The method described here enabled preliminary information to be obtained about the size of this population. Further application of the method to digesta samples from cows fed diets of more variable composition should enable us to understand how to control these bacteria in order to enhance the nutritional characteristics of ruminant-derived foods, including milk and beef.

Application of real-time and multiplex PCR assays to study leaf blotch epidemics in barley

Leaf blotch, caused by Rhynchosporium secalis, was studied in a range of winter barley cultivars using a combination of traditional plant pathological techniques and newly developed multiplex and real-time polymerase chain reaction (PCR) assays. Using PCR, symptomless leaf blotch colonization was shown to occur throughout the growing season in the resistant winter barley cv. Leonie. The dynamics of colonization throughout the growing season were similar in both Leonie and Vertige, a susceptible cultivar. However, pathogen DNA levels were approximately 10-fold higher in the susceptible cultivar, which expressed symptoms throughout the growing season. Visual assessments and PCR also were used to determine levels of R. secalis colonization and infection in samples from a field experiment used to test a range of winter barley cultivars with different levels of leaf blotch resistance. The correlation between the PCR and visual assessment data was better at higher infection levels (R(2) = 0.81 for leaf samples with >0.3% disease). Although resistance ratings did not correlate well with levels of disease for all cultivars tested, low levels of infection were observed in the cultivar with the highest resistance rating and high levels of infection in the cultivar with the lowest resistance rating.

Solvent influences on metastable polymorph lifetimes: real-time interconversions using energy dispersive X-ray diffractometry

Solvent influences on the crystallization of polymorph and hydrate forms of the nootropic drug piracetam (2-oxo-pyrrolidineacetamide) were investigated from water, methanol, 2-propanol, isobutanol, and nitromethane. Crystal growth profiles of piracetam polymorphs were constructed using time-resolved diffraction snapshots collected for each solvent system. Measurements were performed by in situ energy dispersive X-ray diffraction recorded in Station 16.4 at the synchrotron radiation source (SRS) at Daresbury Laboratory, CCLRC UK. Crystallizations from methanol, 2-propanol, isobutanol, and nitromethane progressed in a similar fashion with the initial formation of form I which then converted relatively quickly to form II with form III being generated upon further cooling. However, considerable differences were observed for the polymorphs lifetime and both the rate and temperature of conversion using the different solvents. The thermodynamically unstable form I was kinetically favored in isobutanol and nitromethane where traces of this polymorph were observed below 10 degrees C. In contrast, the transformation of form II and subsequent growth of form III were inhibited in 2-propanol and nitromethane solutions. Aqueous solutions produced hydrate forms of piracetam which are different from the reported monohydrate; this crystallization evolved through successive generation of transient structures which transformed upon exchange of intramolecular water between the liquid and crystalline phases. (c) 2007 Wiley-Liss, Inc. and the American Pharmacists Association J Pharm Sci 96:1069-1078, 2007.

An analysis of real time implementation of Fourier transform-based frequency recognition algorithms

Frequency recognition is an important task in many engineering fields such as audio signal processing and telecommunications engineering, for example in applications like Dual-Tone Multi-Frequency (DTMF) detection or the recognition of the carrier frequency of a Global Positioning, System (GPS) signal. This paper will present results of investigations on several common Fourier Transform-based frequency recognition algorithms implemented in real time on a Texas Instruments (TI) TMS320C6713 Digital Signal Processor (DSP) core. In addition, suitable metrics are going to be evaluated in order to ascertain which of these selected algorithms is appropriate for audio signal processing(1).

An on-line algorithm of uncertain time delay estimation in a continuous system

In this paper, we present an on-line estimation algorithm for an uncertain time delay in a continuous system based on the observational input-output data, subject to observational noise. The first order Pade approximation is used to approximate the time delay. At each time step, the algorithm combines the well known Kalman filter algorithm and the recursive instrumental variable least squares (RIVLS) algorithm in cascade form. The instrumental variable least squares algorithm is used in order to achieve the consistency of the delay parameter estimate, since an error-in-the-variable model is involved. An illustrative example is utilized to demonstrate the efficacy of the proposed approach.

Preliminary results from a real time control system using optical information

Successful results from training an adaptive controller to use optical information to balance an inverted pendulum are presented in comparison to the training requirements using traditional controller inputs. Results from research into the psychology of the sense of balance in humans are presented as the motivation for the investigation of this new type of controller. The simulated model of the inverted pendulum and the virtual reality environments used to provide the optical input are described The successful introduction of optical information is found to require the preservation of at least two of the traditional input types and entail increased training time for the adaptive controller and reduced performance (measured as the time the pendulum remains upright).

Investigation into the performance of an algorithm for deriving concise descriptions of optic flow fields for real-time control

This paper describes a region-based algorithm for deriving a concise description of a first order optical flow field. The algorithm described achieves performance improvements over existing algorithms without compromising the accuracy of the flow field values calculated. These improvements are brought about by not computing the entire flow field between two consecutive images, but by considering only the flow vectors of a selected subset of the images. The algorithm is presented in the context of a project to balance a bipedal robot using visual information.

Real-time context-aware network security policy enforcement system (RC-NSPES)

The major technical objectives of the RC-NSPES are to provide a framework for the concurrent operation of reactive and pro-active security functions to deliver efficient and optimised intrusion detection schemes as well as enhanced and highly correlated rule sets for more effective alerts management and root-cause analysis. The design and implementation of the RC-NSPES solution includes a number of innovative features in terms of real-time programmable embedded hardware (FPGA) deployment as well as in the integrated management station. These have been devised so as to deliver enhanced detection of attacks and contextualised alerts against threats that can arise from both the network layer and the application layer protocols. The resulting architecture represents an efficient and effective framework for the future deployment of network security systems.