Panel cointegration tests with deterministic trends and structural breaks

This paper proposes Lagrange multiplier (LM) based tests for the null hypothesis of no cointegration in panel data. The tests are general enough to allow for heteroskedastic and serially correlated errors, individual specific time trends, and a single structural break
in both the intercept and slope of each regression, which may be located different dates for different individuals. The limiting distributions of the test statistics are derived, and are found to be standard normal and free of nuisance parameters under the null. In
particular, the distributions are found to be invariant not only withrespect to trend and structural break, but also with respect to the presence of stochastic regressors. A small Monte Carlo study is also conducted to investigate the small-sample properties of the tests. The results reveal that the tests have small size distortions and good power even in very small samples.

A feasible IP traceback framework through dynamic deterministic packet marking

DDoS attack source traceback is an open and challenging problem. Deterministic packet marking (DPM) is a simple and effective traceback mechanism, but the current DPM based traceback schemes are not practical due to their scalability constraint. We noticed a factor that only a limited number of computers and routers are involved in an attack session. Therefore, we only need to mark these involved nodes for traceback purpose, rather than marking every node of the Internet as the existing schemes doing. Based on this finding, we propose a novel marking on demand (MOD) traceback scheme based on the DPM mechanism. In order to traceback to involved attack source, what we need to do is to mark these involved ingress routers using the traditional DPM strategy. Similar to existing schemes, we require participated routers to install a traffic monitor. When a monitor notices a surge of suspicious network flows, it will request a unique mark from a globally shared MOD server, and mark the suspicious flows with the unique marks. At the same time, the MOD server records the information of the marks and their related requesting IP addresses. Once a DDoS attack is confirmed, the victim can obtain the attack sources by requesting the MOD server with the marks extracted from attack packets. Moreover, we use the marking space in a round-robin style, which essentially addresses the scalability problem of the existing DPM based traceback schemes. We establish a mathematical model for the proposed traceback scheme, and thoroughly analyze the system. Theoretical analysis and extensive real-world data experiments demonstrate that the proposed traceback method is feasible and effective.

Dynamic virtual workspace for teleoperation of heterogeneous robots in non-deterministic environments

Robots are ever increasing in a variety of different workplaces providing an array of benefits such alternative solutions to traditional human labor. While developing fully autonomous robots is the ultimate goal in many robotic applications the reality is that there still exist many situationswere robots require some level of teleoperation in order to achieve assigned goals especially when deployed in non-deterministic environments. For instance teleoperation is commonly used in areas such as search and rescue, bomb disposal and exploration of inaccessible or harsh terrain. This is due to a range of factors such as the lack of ability for robots to quickly and reliably navigate unknown environments or provide high-level decision making especially intime critical tasks. To provide an adequate solution for such situations human-in-the-loop control is required. When developing human-in-the-loop control it is important to take advantage of the complimentary skill-sets that both humans and robots share. For example robots can performrapid calculations, provide accurate measurements through hardware such as sensors and store large amounts of data while humans provide experience, intuition, risk management and complex decision making capabilities. Shared autonomy is the concept of building robotic systems that take advantage of these complementary skills-sets to provide a robust an efficient robotic solution. While the requirement of human-in-the-loop control exists Human Machine Interaction (HMI) remains an important research topic especially the area of User Interface (UI) design.In order to provide operators with an effective teleoperation system it is important that the interface is intuitive and dynamic while also achieving a high level of immersion. Recent advancements in virtual and augmented reality hardware is giving rise to innovative HMI systems. Interactive hardware such as Microsoft Kinect, leap motion, Oculus Rift, Samsung Gear VR and even CAVE Automatic Virtual Environments [1] are providing vast improvements over traditional user interface designs such as the experimental web browser JanusVR [2]. This combined with the introduction of standardized robot frameworks such as ROS and Webots [3] that now support a large number of different robots provides an opportunity to develop a universal UI for teleoperation control to improve operator efficiency while reducing teleoperation training.This research introduces the concept of a dynamic virtual workspace for teleoperation of heterogeneous robots in non-deterministic environments that require human-in-the-loop control. The system first identifies the connected robots through the use kinematic information then determines its network capabilities such as latency and bandwidth. Given the robot type and network capabilities the system can then provide the operator with available teleoperation modes such as pick and place control or waypoint navigation while also allowing them to manipulate the virtual workspace layout to provide information from onboard camera’s or sensors.

Evaluation of deterministic and complex analytical hierarchy process methods for agricultural land suitability analysis in a changing climate

Land suitability analysis is employed to evaluate the appropriateness of land for a particular purpose whilst integrating both qualitative and quantitative inputs, which can be continuous in nature. However, in agricultural modelling there is often a disregard of this contiguous aspect. Therefore, some parametric procedures for suitability analysis compartmentalise units into defined membership classes. This imposition of crisp boundaries neglects the continuous formations found throughout nature and overlooks differences and inherent uncertainties found in the modelling. This research will compare two approaches to suitability analysis over three differing methods. The primary approach will use an Analytical Hierarchy Process (AHP), while the other approach will use a Fuzzy AHP over two methods; Fitted Fuzzy AHP and Nested Fuzzy AHP. Secondary to this, each method will be assessed into how it behaves in a climate change scenario to understand and highlight the role of uncertainties in model conceptualisation and structure. Outputs and comparisons between each method, in relation to area, proportion of membership classes and spatial representation, showed that fuzzy modelling techniques detailed a more robust and continuous output. In particular the Nested Fuzzy AHP was concluded to be more pertinent, as it incorporated complex modelling techniques, as well as the initial AHP framework. Through this comparison and assessment of model behaviour, an evaluation of each methods predictive capacity and relevance for decision-making purposes in agricultural applications is gained.

Predicting molecular structures: an application of the cutting angle method

The ability to predict molecular geometries has important applications in chemistry. Specific examples include the areas of protein space structure elucidation, the investigation of host–guest interactions, the understanding of properties of superconductors and of zeolites. This prediction of molecular geometries often depends on finding the global minimum or maximum of a function such as the potential energy. In this paper, we consider several well-known molecular conformation problems to which we apply a new method of deterministic global optimization called the cutting angle method. We demonstrate that this method is competitive with other global optimization techniques for these molecular conformation problems.

Geometry and combinatorics of the cutting angle method

Lower approximation of Lipschitz functions plays an important role in deterministic global optimization. This article examines in detail the lower piecewise linear approximation which arises in the cutting angle method. All its local minima can be explicitly enumerated, and a special data structure was designed to process them very efficiently, improving previous results by several orders of magnitude. Further, some geometrical properties of the lower approximation have been studied, and regions on which this function is linear have been identified explicitly. Connection to a special distance function and Voronoi diagrams was established. An application of these results is a black-box multivariate random number generator, based on acceptance-rejection approach.

Robust extended Kalman filter based technique for location management in PCS networks

Provisioning of real-time multimedia sessions over wireless cellular network poses unique challenges due to frequent handoff and rerouting of a connection. For this reason, the wireless networks with cellular architecture require efficient user mobility estimation and prediction. This paper proposes using Robust Extended Kalman Filter as a location heading altitude estimator of mobile user for next cell prediction in order to improve the connection reliability and bandwidth efficiency of the underlying system. Through analysis we demonstrate that our algorithm reduces the system complexity (compared to existing approach using pattern matching and Kalman filter) as it requires only two base station measurements or only the measurement from the closest base station. Further, the technique is robust against system uncertainties due to inherent deterministic nature in the mobility model. Through simulation, we show the accuracy and simplicity in implementation of our prediction algorithm.

Least squares splines with free knots: global optimization approach

Splines with free knots have been extensively studied in regard to calculating the optimal knot positions. The dependence of the accuracy of approximation on the knot distribution is highly nonlinear, and optimisation techniques face a difficult problem of multiple local minima. The domain of the problem is a simplex, which adds to the complexity. We have applied a recently developed cutting angle method of deterministic global optimisation, which allows one to solve a wide class of optimisation problems on a simplex. The results of the cutting angle method are subsequently improved by local discrete gradient method. The resulting algorithm is sufficiently fast and guarantees that the global minimum has been reached. The results of numerical experiments are presented.

Cutting angle method - a tool for constrained global optimization

Cutting angle method (CAM) is a deterministic global optimization technique applicable to Lipschitz functions f: Rn → R. The method builds a sequence of piecewise linear lower approximations to the objective function f. The sequence of solutions to these relaxed problems converges to the global minimum of f. This article adapts CAM to the case of linear constraints on the feasible domain. We show how the relaxed problems are modified, and how the numerical efficiency of solving these problems can be preserved. A number of numerical experiments confirms the improved numerical efficiency.

The organizational legitimacy of the Bauhaus

Gaining and maintaining organizational legitimacy can be a major issue
for social and political structures such as cultural organizations. Legitimacy, sometimes called credibility, brings with it access to resources needed for survival and development. Organizations without legitimacy tend not to be successful in attracting grants, subsidies, and sponsorships. Research suggests that legitimate organizations may be seen as valuable social structures (Hybels 1995; Suchman 1995) and come to be “taken for granted” as part of the social fabric. In this article, I explore organizational legitimacy using the framework of institutional theory. I first define legitimacy and then discuss the key concepts of organizational legitimacy. Next, I present a case study based on an art/craft/design school. The school, known as the Bauhaus, existed between 1919 and 1933 in three German cities—Weimar, Dessau, and Berlin. Deterministic views of the pre–World War II environment suggest that the Nazi party was responsible for the closure of the Bauhaus. I argue that other factors were apparent. The Nazi regime was becoming a significant force in the late 1920s, but the story of the Bauhaus becomes more complex when viewed under the rubric of arts management and organizational legitimacy. In this article, I discuss how the Bauhaus sought and managed legitimacy and the role that the state and other actors played in granting that legitimacy. In conclusion, I offer a summary of the relevance of legitimacy to contemporary arts organizations.

Learning how to engage students online in hard times

In a context of financial restraint and enterprising university managers, teacher-researchers have reason to be sceptical about the trend towards online teaching and away from learning for its own sake. This article departs from both economic and technological determinism and turns instead to ideas about technology embedded in social and political institutions. Activity theory offers a useful means of analysing such embeddedness. Its Marxian assumptions about human nature specify a non-deterministic approach to technology. Its dynamic model of the subjects, tools, and objects of activity within a context of rules, a community, and a division of labour helps to specify aspects of the authors process of learning how to use electronic conferencing effectively. A full deployment of activity theory would also analyse the activity of students. Here the evidence comes mainly from the activity of researcher-teachers engaging greater activity among students. The numbers of students involved precludes reliable quantitative analysis but qualitative evidence from students does support conclusions about researcher-teachers learning how to make best use of electronic conferencing.

Speed control and policing in a cellular mobile network: speedNet

In this paper, we describe SpeedNet, a GSM network variant which resembles an ad hoc wireless mobile network where base stations keep track of the velocities of mobile users (cars). SpeedNet is intended to track mobile users and their speed passively for both speed policing and control of traffic. The speed of the vehicle is controlled in a speed critical zone by means of an electro-mechanical control system, suitably referred to as VVLS (Vehicular Velocity Limiting System). VVLS is mounted on the vehicle and responds to the command signals generated by the base station. It also determines the next base station to handoff, in order to improve the connection reliability and bandwidth efficiency of the underlying network. Robust Extended Kalman Filter (REKF) is used as a passive velocity estimator of the mobile user with the widely used proportional and integral controller speed control. We demonstrate through simulation and analysis that our prediction algorithm can successfully estimate the mobile user’s velocity with low system complexity as it requires two closest mobile base station measurements and also it is robust against system uncertainties due to the inherent deterministic nature in the mobility model.

Benchmark generation algorithm for stochastic mixed model assembly shop simulation and optimization

The Operations Research (OR) community have defined many deterministic manufacturing control problems mainly focused on scheduling. Well-defined benchmark problems provide a mechanism for communication of the effectiveness of different optimization algorithms. Manufacturing problems within industry are stochastic and complex. Common features of these problems include: variable demand, machine part specific breakdown patterns, part machine specific process durations, continuous production, Finished Goods Inventory (FGI) buffers, bottleneck machines and limited production capacity. Discrete Event Simulation (DES) is a commonly used tool for studying manufacturing systems of realistic complexity. There are few reports of detail-rich benchmark problems for use within the simulation optimization community that are as complex as those faced by production managers. This work details an algorithm that can be used to create single and multistage production control problems. The reported software implementation of the algorithm generates text files in eXtensible Markup Language (XML) format that are easily edited and understood as well as being cross-platform compatible. The distribution and acceptance of benchmark problems generated with the algorithm would enable researchers working on simulation and optimization of manufacturing problems to effectively communicate results to benefit the field in general.

Efficient serial and parallel implementations of the cutting angle global optimisation technique

We examine efficient computer implementation of one method of deterministic global optimisation, the cutting angle method. In this method the objective function is approximated from values below the function with a piecewise linear auxiliary function. The global minimum of the objective function is approximated from the sequence of minima of this auxiliary function. Computing the minima of the auxiliary function is a combinatorial problem, and we show that it can be effectively parallelised. We discuss the improvements made to the serial implementation of the cutting angle method, and ways of distributing computations across multiple processors on parallel and cluster computers.

A new method for locating the global optimum : application of the cutting angle method to molecular structure prediction

Many problems in chemistry depend on the ability to identify the global minimum or maximum of a function. Examples include applications in chemometrics, optimization of reaction or operating conditions, and non-linear least-squares analysis. This paper presents the results of the application of a new method of deterministic global optimization, called the cutting angle method (CAM), as applied to the prediction of molecular geometries. CAM is shown to be competitive with other global optimization techniques for several benchmark molecular conformation problem. CAM is a general method that can also be applied to other computational problems involving global minima, global maxima or finding the roots of nonlinear equations.