Common Features in Vector Nonlinear Time Series Models

This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area. Both stationary and nonstationary time series are concerned. A definition of common features is proposed in an appropriate way to each class. Based on the definition, a vector nonlinear time series model with common features is set up for testing for common features. The proposed models are available for forecasting as well after being well specified. The first paper addresses a testing procedure on nonstationary time series. A class of nonlinear cointegration, smooth-transition (ST) cointegration, is examined. The ST cointegration nests the previously developed linear and threshold cointegration. An Ftypetest for examining the ST cointegration is derived when stationary transition variables are imposed rather than nonstationary variables. Later ones drive the test standard, while the former ones make the test nonstandard. This has important implications for empirical work. It is crucial to distinguish between the cases with stationary and nonstationary transition variables so that the correct test can be used. The second and the fourth papers develop testing approaches for stationary time series. In particular, the vector ST autoregressive (VSTAR) model is extended to allow for common nonlinear features (CNFs). These two papers propose a modeling procedure and derive tests for the presence of CNFs. Including model specification using the testing contributions above, the third paper considers forecasting with vector nonlinear time series models and extends the procedures available for univariate nonlinear models. The VSTAR model with CNFs and the ST cointegration model in the previous papers are exemplified in detail,and thereafter illustrated within two corresponding macroeconomic data sets.

Triggering Solar-Powered Vehicle Activated Signs using Self Organising Maps with K-means

Solar-powered vehicle activated signs (VAS) are speed warning signs powered by batteries that are recharged by solar panels. These signs are more desirable than other active warning signs due to the low cost of installation and the minimal maintenance requirements. However, one problem that can affect a solar-powered VAS is the limited power capacity available to keep the sign operational. In order to be able to operate the sign more efficiently, it is proposed that the sign be appropriately triggered by taking into account the prevalent conditions. Triggering the sign depends on many factors such as the prevailing speed limit, road geometry, traffic behaviour, the weather and the number of hours of daylight. The main goal of this paper is therefore to develop an intelligent algorithm that would help optimize the trigger point to achieve the best compromise between speed reduction and power consumption. Data have been systematically collected whereby vehicle speed data were gathered whilst varying the value of the trigger speed threshold. A two stage algorithm is then utilized to extract the trigger speed value. Initially the algorithm employs a Self-Organising Map (SOM), to effectively visualize and explore the properties of the data that is then clustered in the second stage using K-means clustering method. Preliminary results achieved in the study indicate that using a SOM in conjunction with K-means method is found to perform well as opposed to direct clustering of the data by K-means alone. Using a SOM in the current case helped the algorithm determine the number of clusters in the data set, which is a frequent problem in data clustering.

qtl.outbred: Interfacing outbred line cross data with the R/qtl mapping software

Background qtl.outbred is an extendible interface in the statistical environment, R, for combining quantitative trait loci (QTL) mapping tools. It is built as an umbrella package that enables outbred genotype probabilities to be calculated and/or imported into the software package R/qtl. Findings Using qtl.outbred, the genotype probabilities from outbred line cross data can be calculated by interfacing with a new and efficient algorithm developed for analyzing arbitrarily large datasets (included in the package) or imported from other sources such as the web-based tool, GridQTL. Conclusion qtl.outbred will improve the speed for calculating probabilities and the ability to analyse large future datasets. This package enables the user to analyse outbred line cross data accurately, but with similar effort than inbred line cross data.

Geoprocessing journey-to-work data : delineating commuting regions in Dalarna, Sweden

Delineation of commuting regions has always been based on statistical units, often municipalities or wards. However, using these units has certain disadvantages as their land areas differ considerably. Much information is lost in the larger spatial base units and distortions in self-containment values, the main criterion in rule-based delineation procedures, occur. Alternatively, one can start from relatively small standard size units such as hexagons. In this way, much greater detail in spatial patterns is obtained. In this paper, regions are built by means of intrazonal maximization (Intramax) on the basis of hexagons. The use of geoprocessing tools, specifically developed for the processing ofcommuting data, speeds up processing time considerably. The results of the Intramax analysis are evaluated with travel-to-work area constraints, and comparisons are made with commuting fields, accessibility to employment, commuting flow density and network commuting flow size. From selected steps in the regionalization process, a hierarchy of nested commuting regions emerges, revealing the complexity of commuting patterns.