Statnote 33:the intra-class correlation coefficient

The intra-class correlation coefficient (ICC or ri) is a method of measuring correlation when the data are paired and therefore, should be used when experimental units are organised into groups. A useful analogy is with the unpaired or paired ‘t’ test to compare the differences between the means of two groups. In studies of reproducibility, there may actually be little difference between the ICC and Pearson’s ‘r’ for ‘true’ repeated measurements. If, however, there is a systematic change in the measurements made on the first compared with the second occasion, then the ICC will be significantly less than ‘r’, and less confidence would be placed in the reproducibility of the results.

Semiparametric smooth-coefficient stochastic frontier model

This paper proposes a semiparametric smooth-coefficient (SPSC) stochastic production frontier model where regression coefficients are unknown smooth functions of environmental factors (ZZ). Technical inefficiency is specified in the form of a parametric scaling function which also depends on the ZZ variables. Thus, in our SPSC model the ZZ variables affect productivity directly via the technology parameters as well as through inefficiency. A residual-based bootstrap test of the relevance of the environmental factors in the SPSC model is suggested. An empirical application is also used to illustrate the technique.

Estimation of productivity in Korean electric power plants:a semiparametric smooth coefficient model

This paper analyzes the impact of load factor, facility and generator types on the productivity of Korean electric power plants. In order to capture important differences in the effect of load policy on power output, we use a semiparametric smooth coefficient (SPSC) model that allows us to model heterogeneous performances across power plants and over time by allowing underlying technologies to be heterogeneous. The SPSC model accommodates both continuous and discrete covariates. Various specification tests are conducted to compare performance of the SPSC model. Using a unique generator level panel dataset spanning the period 1995-2006, we find that the impact of load factor, generator and facility types on power generation varies substantially in terms of magnitude and significance across different plant characteristics. The results have strong implication for generation policy in Korea as outlined in this study.

High extinction ratio in-fibre polarizer based on a 45º titled fibre Bragg grating

We report an in-fiber polarizer implemented using a 45° tilted FBG. Polarization extinction ratio of 28dB at 1550nm and HMFW over 80nm has been demonstrated. When the un-polarized light passes this device, 99.5% of degree of polarization can be achieved.

Annealing and temperature coefficient study of type IA fibre Bragg gratings inscribed under strain and no strain - Implications to optical fibre component reliability

The annealing properties of Type IA Bragg gratings are investigated and compared with Type I and Type IIA Bragg gratings. The transmission properties (mean and modulated wavelength components) of gratings held at predetermined temperatures are recorded from which decay characteristics are inferred. Our data show critical results concerning the high temperature stability of Type IA gratings, as they undergo a drastic initial decay at 100°C, with a consequent mean index change that is severely reduced at this temperature However, the modulated index change of IA gratings remains stable at lower annealing temperatures of 80°C, and the mean index change decays at a comparable rate to Type I gratings at 80°C. Extending this work to include the thermal decay of Type IA gratings inscribed under strain shows that the application of strain quite dramatically transforms the temperature characteristics of the Type IA grating, modifying the temperature coefficient and annealing curves, with the grating showing a remarkable improvement in high temperature stability, leading to a robust grating that can survive temperatures exceeding 180°C. Under conditions of inscription under strain it is found that the temperature coefficient increases, but is maintained at a value considerably different to the Type I grating. Therefore, the combination of Type I and IA (strained) gratings make it possible to decouple temperature and strain over larger temperature excursions.

High extinction ratio in-fibre polarisers based on 45° tilted fibre Bragg gratings

We report a near-ideal in-fiber polarizer implemented by use of 45° tilted fiber Bragg grating structures that are UV inscribed in hydrogenated Ge-doped fiber. We demonstrate a polarization-extinction ratio of 33 dB over a 100-nm operation range near 1550 nm. We further show an achievement of 99.5% degree of polarization for unpolarized light with these gratings. We also theoretically investigate tilted grating structures based on the Green's function calculation, therein revealing the unique polarization characteristics, which are in excellent agreement with experimental data.

New negative temperature coefficient thermistor ceramics in Mn-doped CaCu3-xMnxTi4O12 (0≤x≤1) system

New negative temperature coefficient (NTC) ceramics based on CaCu 3-xMnxTi4O12 (0≤x≤1) compositions have been investigated. The grain size of the CaCu 3-xMnxTi4O12 samples decreases at first and then increases with increasing Mn content. The X-ray photoelectron spectroscopy analysis corroborates the presence of Mn3+ and Mn 4+ in Mn-doped samples, which results in a decrease in the activation energy. All the NTC thermistors prepared show a linear relationship between the natural logarithm of the resistivity and the reciprocal temperature, indicative of NTC characteristics. The Mn-doped CaCu3-xMnxTi 4O12 NTC thermistors provide various electrical properties, depending on Mn content. The values of ρ25, B constant and activation energy of the NTC thermistors are in the range of 2.22×106-3.22×108 Ω cm, 5488-8031 K, and 0.473-0.692 eV, respectively. © 2014 Elsevier Ltd and Techna Group S.r.l. All rights reserved.

Estimation of productivity in Korean electric power plants:a semiparametric smooth coefficient model

This paper analyzes the impact of load factor, facility and generator types on the productivity of Korean electric power plants. In order to capture important differences in the effect of load policy on power output, we use a semiparametric smooth coefficient (SPSC) model that allows us to model heterogeneous performances across power plants and over time by allowing underlying technologies to be heterogeneous. The SPSC model accommodates both continuous and discrete covariates. Various specification tests are conducted to assess the performance of the SPSC model. Using a unique generator level panel dataset spanning the period 1995-2006, we find that the impact of load factor, generator and facility types on power generation varies substantially in terms of magnitude and significance across different plant characteristics. The results have strong implications for generation policy in Korea as outlined in this study.

Modelling stock volatilities during financial crises:a time varying coefficient approach

We examine how the most prevalent stochastic properties of key financial time series have been affected during the recent financial crises. In particular we focus on changes associated with the remarkable economic events of the last two decades in the volatility dynamics, including the underlying volatility persistence and volatility spillover structure. Using daily data from several key stock market indices, the results of our bivariate GARCH models show the existence of time varying correlations as well as time varying shock and volatility spillovers between the returns of FTSE and DAX, and those of NIKKEI and Hang Seng, which became more prominent during the recent financial crisis. Our theoretical considerations on the time varying model which provides the platform upon which we integrate our multifaceted empirical approaches are also of independent interest. In particular, we provide the general solution for time varying asymmetric GARCH specifications, which is a long standing research topic. This enables us to characterize these models by deriving, first, their multistep ahead predictors, second, the first two time varying unconditional moments, and third, their covariance structure.

Identification of a time-dependent bio-heat blood perfusion coefficient

In the paper the identification of the time-dependent blood perfusion coefficient is formulated as an inverse problem. The bio-heat conduction problem is transformed into the classical heat conduction problem. Then the transformed inverse problem is solved using the method of fundamental solutions together with the Tikhonov regularization. Some numerical results are presented in order to demonstrate the accuracy and the stability of the proposed meshless numerical algorithm.

Thermal effects on the photoelastic coefficient of polymer optical fibers

We measure the radial profile of the photoelastic coefficient C(r) in single-mode polymer optical fibers (POFs), and we determine the evolution of C(r) after annealing the fibers at temperatures from 40°C to 80°C. We demonstrate that C(r) in the fibers drawn from a preform without specific thermal pre-treatment changes and converges to values between 1.2 and 1.6×10-12 Pa-1 following annealing at 80°C. The annealed fibers display a smoothened radial profile of C(r) and a lowered residual birefringence. In contrast, the mean value of C(r) of the fiber drawn from a preform that has been pre-annealed remains constant after our annealing process and is significantly higher, i.e., 4×10-12 Pa-1. The annealing process decreases the residual birefringence to a lower extent as well. These measurements indicate the impact of annealing on the thermal stability of the photoelastic coefficient of POFs, which is an essential characteristic in view of developing POF-based thermomechanical sensors.

Measurements of stress-optic coefficient and Young's modulus in PMMA fibers drawn under different conditions

We have systematically measured the differential stress-optic coefficient, ΔC, and Young's modulus, E, in a number of PMMA fibers drawn with different stress, ranging from 2 up to 27 MPa. Effect of temperature annealing on those parameters was also investigated. ΔC was determined in transverse illumination by measuring the dependence of birefringence on additional axial stress applied to the fiber. Our results show that ΔC in PMMA fibers has a negative sign and ranges from -4.5 to -1.5×10-12 Pa -1 depending on the drawing stress. Increase of the drawing stress results in greater initial fiber birefringence and lower ΔC. The dependence of ΔC and initial birefringence upon drawing stress is nonlinear and gradually saturates for higher drawing stress. Moreover, we find that ΔC is linearly proportional to initial fiber birefringence and that annealing the fiber has no impact on the slope of this dependence. On the other hand, no clear dependence was observed between the fiber drawing stress and the Young's modulus of the fibers as measured using microscopic digital image correlation with the fibers tensioned using an Instron tension tester. © 2010 SPIE.