On SETAR non-linearity and forecasting

We compare linear autoregressive (AR) models and self-exciting threshold autoregressive (SETAR) models in terms of their point forecast performance, and their ability to characterize the uncertainty surrounding those forecasts, i.e. interval or density forecasts. A two-regime SETAR process is used as the data-generating process in an extensive set of Monte Carlo simulations, and we consider the discriminatory power of recently developed methods of forecast evaluation for different degrees of non-linearity. We find that the interval and density evaluation methods are unlikely to show the linear model to be deficient on samples of the size typical for macroeconomic data

Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting

This paper proposes and implements a new methodology for forecasting time series, based on bicorrelations and cross-bicorrelations. It is shown that the forecasting technique arises as a natural extension of, and as a complement to, existing univariate and multivariate non-linearity tests. The formulations are essentially modified autoregressive or vector autoregressive models respectively, which can be estimated using ordinary least squares. The techniques are applied to a set of high-frequency exchange rate returns, and their out-of-sample forecasting performance is compared to that of other time series models

Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.

Testing for non-linearity in daily sterling exchange rates

A number of tests for non-linear dependence in time series are presented and implemented on a set of 10 daily sterling exchange rates covering the entire post Bretton-Woods era until the present day. Irrefutable evidence of non-linearity is shown in many of the series, but most of this dependence can apparently be explained by reference to the GARCH family of models. It is suggested that the literature in this area has reached an impasse, with the presence of ARCH effects clearly demonstrated in a large number of papers, but with the tests for non-linearity which are currently available being unable to classify any additional non-linear structure.

Mechanisms for the land/sea warming contrast exhibited by simulations of climate change

The land/sea warming contrast is a phenomenon of both equilibrium and transient simulations of climate change: large areas of the land surface at most latitudes undergo temperature changes whose amplitude is more than those of the surrounding oceans. Using idealised GCM experiments with perturbed SSTs, we show that the land/sea contrast in equilibrium simulations is associated with local feedbacks and the hydrological cycle over land, rather than with externally imposed radiative forcing. This mechanism also explains a large component of the land/sea contrast in transient simulations as well. We propose a conceptual model with three elements: (1) there is a spatially variable level in the lower troposphere at which temperature change is the same over land and sea; (2) the dependence of lapse rate on moisture and temperature causes different changes in lapse rate upon warming over land and sea, and hence a surface land/sea temperature contrast; (3) moisture convergence over land predominantly takes place at levels significantly colder than the surface; wherever moisture supply over land is limited, the increase of evaporation over land upon warming is limited, reducing the relative humidity in the boundary layer over land, and hence also enhancing the land/sea contrast. The non-linearity of the Clausius–Clapeyron relationship of saturation specific humidity to temperature is critical in (2) and (3). We examine the sensitivity of the land/sea contrast to model representations of different physical processes using a large ensemble of climate model integrations with perturbed parameters, and find that it is most sensitive to representation of large-scale cloud and stomatal closure. We discuss our results in the context of high-resolution and Earth-system modelling of climate change.

Tropospheric planetary wave dynamics and mixture modeling: Two preferred regimes and a regime shift

Investigation of preferred structures of planetary wave dynamics is addressed using multivariate Gaussian mixture models. The number of components in the mixture is obtained using order statistics of the mixing proportions, hence avoiding previous difficulties related to sample sizes and independence issues. The method is first applied to a few low-order stochastic dynamical systems and data from a general circulation model. The method is next applied to winter daily 500-hPa heights from 1949 to 2003 over the Northern Hemisphere. A spatial clustering algorithm is first applied to the leading two principal components (PCs) and shows significant clustering. The clustering is particularly robust for the first half of the record and less for the second half. The mixture model is then used to identify the clusters. Two highly significant extratropical planetary-scale preferred structures are obtained within the first two to four EOF state space. The first pattern shows a Pacific-North American (PNA) pattern and a negative North Atlantic Oscillation (NAO), and the second pattern is nearly opposite to the first one. It is also observed that some subspaces show multivariate Gaussianity, compatible with linearity, whereas others show multivariate non-Gaussianity. The same analysis is also applied to two subperiods, before and after 1978, and shows a similar regime behavior, with a slight stronger support for the first subperiod. In addition a significant regime shift is also observed between the two periods as well as a change in the shape of the distribution. The patterns associated with the regime shifts reflect essentially a PNA pattern and an NAO pattern consistent with the observed global warming effect on climate and the observed shift in sea surface temperature around the mid-1970s.

Delivering sustainability therapy in Sustainable Development projects

This paper explores the apparent contradiction between the 'linearity' of most Sustainable Development projects, with time-bound and defined outputs achieved at a fixed cost, and an implied 'circularity' of the theory whereby there is no 'end'. Projects usually have clear parameters within which they are implemented, and the inclusion of elements such as the need for accountability, measurable impact and,value for money' have grown in importance. It could be argued that we live in a 'projectified' and therefore linear world. The paper explores the potential contradiction between 'linearity' and 'circularity', and suggests that one way around this is to frame the project within a form of the Kolb Learning Cycle heuristic. This will facilitate a rationalisation from those implementing the sustainable development project as to why decisions are being made and for whom. If these questions are opened up to the project stakeholders, including beneficiaries, then the Kolb cycle could encourage learning and understanding by all involved. It could also provide Sustainability Therapy to those trapped in processes, which they find orthogonal to their own perceptions. It is suggested that such learning, therapy and reflective practice should be a valid output of the sustainable development project, although typically the focus is only upon the final outputs and how they feed into policy. Ironically funders would be well advised to take a broader perspective in order to achieve true 'value for money' within such projects, even if learning is not an easily measurable or tangible outcome. These points are explored within the context of the wider literature and experience with a sustainable development project undertaken in Malta. (c) 2005 Elsevier Ltd. All rights reserved.

A temporal limit to the association between flag leaf life extension by fungicides and wheat yields

Three field experiments, each repeated over two or three seasons, on winter wheat investigated a possible limit to the association between grain yield and flag leaf life, as extended by fungicide application. The experiments involved up to six cultivars and different application rates, timings and frequencies of the strobilurin azoxystrobin and the triazole epoxiconazole. In the 2000/01 and 2001/02 seasons, the relationships between the thermal time to 37 % green flag leaf area (m) and yield deviated from linearity. 'Broken stick' models were fitted to cultivar x experiment combinations within each season and the limit to the benefit to yield associated with extending flag leaf life was 700 degrees C days (S.E. = 20.7) and 725 degrees C days (S.E. = 9.33) after anthesis in 2000/01 and 2001/02, respectively. In 2002/03, the relationship between yield and in did not deviate significantly (P > 0.05) from linearity, but in this latter year the fungicide application failed to increase In past 700 degrees C days. (c) 2004 Elsevier B.V. All rights reserved.

Synthesis of strained macrocyclic biaryls for enthalpy-driven ring-opening polymerization

Polymerizable macrocyclic biarylene-ether-ketones and biarylene-ether-sulfones are accessible from linear, bis(chloro)-terminated oligomers via nickel-catalyzed, intramolecular coupling under pseudo-high-dilution conditions. Single-crystal X-ray analyses of the resulting cyclo-oligomers reveal extremely distorted and highly strained geometries, with 4,4 '-biphenylene units showing deviations of up to 70 degrees from linearity.

The threading of [(CuCN)(2)(mu-4,4 '-bpy)] sheets by CuCN chains

Yellow (CuCN)(2)[(CuCN)(2)(mu-4,4'-bpy)], formed in the hydrothermal reaction of CuCN with 4,4'-bipyridine at 453 K, contains two types of infinite CuCN chains. One set of CuCN chains is linked by 4,4'-bpy ligands to form almost flat sheets of composition [(CuCN)(2)(mu-4,4'-bpy)]. Holes in these sheets are aligned to allow pairs of approximately linear, infinite -(CuCN)- chains to thread through them. The closest interatomic approach between copper atoms in the threading chains and host sheets (similar to2.74 Angstrom) does not appear to represent a significant covalent bond as it leads to only a small distortion of the -(CuCN)- chains from linearity The relationship of this material to the previously determined structures of the host [(CuCN)(2)(mu-4,4'-bpy)] sheets and (CuCN)(3)[(CuCN)(2)(mu-4,4'-bPY)](2), in which these sheets are threaded by single -(CuCN)- chains, is discussed.

Ab initio prediction of the infrared-absorption spectrum of the C2Cl radical

The three lowest (1(2)A('), 2(2)A('), and 1(2)A(')) potential-energy surfaces of the C2Cl radical, correlating at linear geometries with (2)Sigma(+) and (2)Pi states, have been studied ab initio using a large basis set and multireference configuration-interaction techniques. The electronic ground state is confirmed to be bent with a very low barrier to linearity, due to the strong nonadiabatic electronic interactions taking place in this system. The rovibronic energy levels of the (CCCl)-C-12-C-12-Cl-35 isotopomer and the absolute absorption intensities at a temperature of 5 K have been calculated, to an upper limit of 2000 cm(-1), using diabatic potential-energy and dipole moment surfaces and a recently developed variational method. The resulting vibronic states arise from a strong mixture of all the three electronic components and their assignments are intrinsically ambiguous. (c) 2005 American Institute of Physics.

Ab initio prediction of the infrared absorption spectrum of the C2Br radical

The first three electronic states (1(2)A', 2(2)A', 1(2)A '') of the C2Br radical, correlating at linear geometries with (2)Sigma(+) and (2)Pi states, have been studied ab initio, using Multi Reference Configuration Interaction techniques. The electronic ground state is found to have a bent equilibrium geometry, R-CC = 1.2621 angstrom, R-CBr = 1.7967 angstrom, < CCBr 156.1 degrees, with a very low barrier to linearity. Similarly to the valence isoelectronic radicals C2F and C2Cl, this anomalous behaviour is attributed to a strong three-state non-adiabatic electronic interaction. The Sigma, Pi(1/2), Pi(3/2) vibronic energy levels and their absolute infrared absorption intensities at a temperature of 5K have been calculated for the (CCBr)-C-12-C-12-Br-79 isotopomer, to an upper limit of 2000 cm(-1), using ab initio diabatic potential energy and dipole moment surfaces and a recently developed variational method.

A perspective on chaos theory: Potential applications to intelligent buildings

Mathematical models have been vitally important in the development of technologies in building engineering. A literature review identifies that linear models are the most widely used building simulation models. The advent of intelligent buildings has added new challenges in the application of the existing models as an intelligent building requires learning and self-adjusting capabilities based on environmental and occupants' factors. It is therefore argued that the linearity is an impropriate basis for any model of either complex building systems or occupant behaviours for control or whatever purpose. Chaos and complexity theory reflects nonlinear dynamic properties of the intelligent systems excised by occupants and environment and has been used widely in modelling various engineering, natural and social systems. It is proposed that chaos and complexity theory be applied to study intelligent buildings. This paper gives a brief description of chaos and complexity theory and presents its current positioning, recent developments in building engineering research and future potential applications to intelligent building studies, which provides a bridge between chaos and complexity theory and intelligent building research.

Detection of pressed hazelnut oil in virgin olive oil by analysis of polar components: improvement and validation of the method

An improved method for the detection of pressed hazelnut oil in admixtures with virgin olive oil by analysis of polar components is described. The method. which is based on the SPE-based isolation of the polar fraction followed by RP-HPLC analysis with UV detection. is able to detect virgin olive oil adulterated with pressed hazelnut oil at levels as low as 5% with accuracy (90.0 +/- 4.2% recovery of internal standard), good reproducibility (4.7% RSD) and linearity (R-2: 0.9982 over the 5-40% adulteration range). An international ring-test of the developed method highlighted its capability as 80% of the samples were, on average, correctly identified despite the fact that no training samples were provided to the participating laboratories. However, the large variability in marker components among the pressed hazelnut oils examined prevents the use of the method for quantification of the level of adulteration. (C) 2003 Elsevier Ltd. All rights reserved.

Alkaline phosphatase activity in pasteurized milk: a quantitative comparison of Fluorophos and colourimetric procedures

Fluorophos and colourimetric procedures for alkaline phosphatase (ALP) testing were compared using milk with raw milk additions, purified bovine ALP additions and heat treatments. Repeatability was between 0.9% and 10.1% for Fluorophos, 3.5% and 46.1% for the Aschaffenburg and Mullen (A&M) procedure and 4.4% and 8.8% for the Scharer rapid test. Linearity (R-2) using raw milk addition was 0.96 between Fluorophos and the Scharer procedure. Between the Fluorophos and the A&M procedures, R-2 values were 0.98, 0.99 and 0.98 for raw milk additions, bovine ALP additions and heat treatments respectively. Fluorophos showed greater sensitivity and was both faster and simpler to perform.