An upper bound on the Bayesian error bars for generalized linear regression

In the Bayesian framework, predictions for a regression problem are expressed in terms of a distribution of output values. The mode of this distribution corresponds to the most probable output, while the uncertainty associated with the predictions can conveniently be expressed in terms of error bars. In this paper we consider the evaluation of error bars in the context of the class of generalized linear regression models. We provide insights into the dependence of the error bars on the location of the data points and we derive an upper bound on the true error bars in terms of the contributions from individual data points which are themselves easily evaluated.

Analysing time series structure with hidden Markov models

This paper consides the problem of extracting the relationships between two time series in a non-linear non-stationary environment with Hidden Markov Models (HMMs). We describe an algorithm which is capable of identifying associations between variables. The method is applied both to synthetic data and real data. We show that HMMs are capable of modelling the oil drilling process and that they outperform existing methods.

Delay estimation for multivariate time series

Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models (HMMs) to identify the lag (or delay) between different variables for such data. We first present a method using maximum likelihood estimation and propose a simple algorithm which is capable of identifying associations between variables. We also adopt an information-theoretic approach and develop a novel procedure for training HMMs to maximise the mutual information between delayed time series. Both methods are successfully applied to real data. We model the oil drilling process with HMMs and estimate a crucial parameter, namely the lag for return.

Modelling financial time series with switching state space models

The deficiencies of stationary models applied to financial time series are well documented. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We use a dynamic switching (modelled by a hidden Markov model) combined with a linear dynamical system in a hybrid switching state space model (SSSM) and discuss the practical details of training such models with a variational EM algorithm due to [Ghahramani and Hilton,1998]. The performance of the SSSM is evaluated on several financial data sets and it is shown to improve on a number of existing benchmark methods.

Dynamical local models for segmentation and prediction of financial time series

In the analysis and prediction of many real-world time series, the assumption of stationarity is not valid. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We introduce a new model which combines a dynamic switching (controlled by a hidden Markov model) and a non-linear dynamical system. We show how to train this hybrid model in a maximum likelihood approach and evaluate its performance on both synthetic and financial data.

Forecasting exchange rates with linear and nonlinear models

In this paper, the exchange rate forecasting performance of neural network models are evaluated against the random walk, autoregressive moving average and generalised autoregressive conditional heteroskedasticity models. There are no guidelines available that can be used to choose the parameters of neural network models and therefore, the parameters are chosen according to what the researcher considers to be the best. Such an approach, however,implies that the risk of making bad decisions is extremely high, which could explain why in many studies, neural network models do not consistently perform better than their time series counterparts. In this paper, through extensive experimentation, the level of subjectivity in building neural network models is considerably reduced and therefore giving them a better chance of Forecasting exchange rates with linear and nonlinear models 415 performing well. The results show that in general, neural network models perform better than the traditionally used time series models in forecasting exchange rates.

Forecasting exchange rates with linear and nonlinear models

In this paper the exchange rate forecasting performance of neural network models are evaluated against random walk and a range of time series models. There are no guidelines available that can be used to choose the parameters of neural network models and therefore the parameters are chosen according to what the researcher considers to be the best. Such an approach, however, implies that the risk of making bad decisions is extremely high which could explain why in many studies neural network models do not consistently perform better than their time series counterparts. In this paper through extensive experimentation the level of subjectivity in building neural network models is considerably reduced and therefore giving them a better chance of performing well. Our results show that in general neural network models perform better than traditionally used time series models in forecasting exchange rates.

Hydrogels containing linear and cyclic polyethers

Hydrogels are a unique class of polymer which swell, but do not dissolve in, water. A range of 2-hydroxyethyl methacrylate based copolymer hydrogels containing both cyclic and linear polyethers have been synthesised and are described in this thesis. Initially, cyclic polyethers were occluded within the polymer matrix and the transport properties investigated. The results indicated that the presence of an ionophore can be used to modulate ion transport and that ion transport is described by a dual-sorption mechanism. However, these studies were limited due to ionophore loss during hydration. Hence, the synthesis of a range of acrylate based crown ether monomers was considered. A pure sample of 4-acryolylaminobenzo-15-crown-5 was obtained and a terpolymer containing this monomer was prepared. Transport studies illustrated that the presence of a `bound' ionophore modulates ion transport in a similar way to the occluded systems. The transport properties of a series of terpolymers containing linear polyethers were then investigated. The results indicated that the dual-sorption mechanism is observed for these systems with group II metal cations while the transport of group I metal cations, with the exception of sodium, is enhanced. Finally, the equilibrium water contents (EWC) surface and mechanical properties of these terpolymers containing linear polyethers were examined. Although subtle variations in EWC are observed as the structure of the polyether side chain varies, generally EWC is enhanced due to the hydrophilicity of the polyether side chain. The macroscopic surface properties were investigated using a sessile drop technique and FTIR spectroscopy. At a molecular level surface properties were probed using an in vitro ocular spoilation model and preliminary cell adhesion studies. The results indicate that the polyethylene oxide side chains are expressed at the polymer surface thus reducing the adhesion of biological species.

The compressive creep and load relaxation properties of a series of high aluminium zinc-based alloys

A new family of commercial zinc alloys designated as ZA8, ZA12, and ZA27 and high damping capacity alloys including Cosmal and Supercosmal and aluminium alloy LM25 were investigated for compressive creep and load relaxation behaviour under a series of temperatures and stresses. A compressive creep machine was designed to test the sand cast hollow cylindrical test specimens of these alloys. For each compressive creep experiment the variation of creep strain was presented in the form of graphs plotted as percentage of creep strain () versus time in seconds (s). In all cases, the curves showed the same general form of the creep curve, i.e. a primary creep stage, followed by a linear steady-state region (secondary creep). In general, it was observed that alloy ZA8 had the least primary creep among the commercial zinc-based alloys and ZA27 the greatest. The extent of primary creep increased with aluminium content to that of ZA27 then declined to Supercosmal. The overall creep strength of ZA27 was generally less than ZA8 and ZA12 but it showed better creep strength than ZA8 and ZA12 at high temperature and high stress. In high damping capacity alloys, Supercosmal had less primary creep and longer secondary creep regions and also had the lowest minimum creep rate among all the tested alloys. LM25 exhibited almost no creep at maximum temperature and stress used in this research work. Total creep elongation was shown to be well correlated using an empirical equation. Stress exponent and activation energies were calculated and found to be consistent with the creep mechanism of dislocation climb. The primary α and β phases in the as-cast structures decomposed to lamellar phases on cooling, with some particulates at dendrite edges and grain boundaries. Further breakdown into particulate bodies occurred during creep testing, and zinc bands developed at the highest test temperature of 160°C. The results of load relaxation testing showed that initially load loss proceeded rapidly and then deminished gradually with time. Load loss increased with temperature and almost all the curves approximated to a logarithmic decay of preload with time. ZA alloys exhibited almost the same load loss at lower temperature, but at 120°C ZA27 improved its relative performance with the passage of time. High damping capacity alloys and LM25 had much better resistance to load loss than ZA alloys and LM25 was found to be the best against load loss among these alloys. A preliminary equation was derived to correlate the retained load with time and temperature.

Practical methods of tracking of nonstationary time series applied to real-world data

In this paper, we discuss some practical implications for implementing adaptable network algorithms applied to non-stationary time series problems. Two real world data sets, containing electricity load demands and foreign exchange market prices, are used to test several different methods, ranging from linear models with fixed parameters, to non-linear models which adapt both parameters and model order on-line. Training with the extended Kalman filter, we demonstrate that the dynamic model-order increment procedure of the resource allocating RBF network (RAN) is highly sensitive to the parameters of the novelty criterion. We investigate the use of system noise for increasing the plasticity of the Kalman filter training algorithm, and discuss the consequences for on-line model order selection. The results of our experiments show that there are advantages to be gained in tracking real world non-stationary data through the use of more complex adaptive models.

A linear chromatic mechanism drives the pupillary response

Previous studies have shown that a chromatic mechanism can drive pupil responses. The aim of this research was to clarify whether a linear or nonlinear chromatic mechanism drives pupillary responses by using test stimuli of various colours that are defined in cone contrast space. The pupil and accommodation responses evoked by these test stimuli were continuously and simultaneously objectively measured by photorefraction. The results with isochromatic and isoluminant stimuli showed that (lie accommodative level remained approximately constant (<0.25 D change in mean level) even when the concurrent pupillary response was large (ca. 0.30mm). The pupillary response to an isoluminant grating was sustained, delayed by ca. 60 ms) and larger in amplitude than that for a isochromatic uniform stimulus, which supports previous work suggesting that the chromatic mechanism contributes to the pupillary response. In a second experiment, selected chromatic test gratings were used and isoresponse contours in cone contrast space were obtained. The results showed that the isoresponse contour in cone contrast space is well described (r2 = 0.99) by a straight line with a positive slope. The results indicate that a [L-M] linear chromatic mechanism, whereby a signal from the long wavelength cone is subtracted from that of the middle wavelength cone and vice versa, drives pupillary responses.

Synthesis and characterization of some Mn(II) and Mn(III) complexes of N,N′-o-phenylenebis(salicylideneimine)(LH2) and N,N′-o-phenylenebis(5-bromosalicylideneimine)(L′H2). Crystal structures of [Mn(L)(H2O)(ClO4)], [Mn(L)(NCS)] and an infinite linear chain of [Mn(L)(OAc)]

A series of manganese(II) [Mn(L)] and manganese(III) [Mn(L)(X)] (X = ClO4, OAc, NCS, N3, Cl, Br and I) complexes have been synthesized from Schiff base ligands N,N′-o- phenylenebis(salicylideneimine)(LH2) and N,N′-o-phenylenebis(5- bromosalicylideneimine)(L′H2) obtained by condensation of salicylaldehyde or 5-Br salicylaldehyde with o-phenylene-diamine. The complexes have been characterized by the combination of IR, UV-Vis spectroscopy, magnetic measurements and electrochemical studies. Three manganese(III) complexes 3 [Mn(L)(ClO4)(H2O)], 5 [Mn(L)(OAc)] and 13 [Mn(L)(NCS)] have been characterized by X-ray crystallography. The X-ray structures show that the manganese(III) is hexa-coordinated in 3, it is penta-coordinated in 13, while in 5 there is an infinite chain where the MnL moieties are connected by acetate ions acting as bridging bidentate ligand. The cyclic voltammograms of all the manganese(III) complexes exhibit two reversible/quasi-reversible/ irreversible responses assignable to Mn(III)/Mn(II) and Mn(IV)/Mn(III) couples. It was observed that the ligand L′H2 containing the 5-bromosal moiety always stabilizes the lower oxidation states compared to the corresponding unsubstituted LH2. Cyclic voltammograms of the manganese(II) complexes (1 and 2) exhibit a quasi-reversible Mn(III)/Mn(II) couple at E1/2 -0.08 V for 1 and 0.054 V for 2. © 2005 Elsevier B.V. All rights reserved.

Nonlinear signal transformations:path to capacity above the linear AWGN Shannon limit

We present a methodology for simultaneous optimization of modulation format and regenerative transformations in nonlinear communication channels. We derived analytically the maximum regenerative Shannon capacity, towards which any regenerative channel tends at high SNR and large number of regenerators.

Impact of reduced complexity inverse Volterra series transfer function-based nonlinear equalizer in coherent OFDM systems for next-generation core networks

A modern electronic nonlinearity equalizer (NLE) based on inverse Volterra series transfer function (IVSTF) with reduced complexity is applied on coherent optical orthogonal frequency-division multiplexing (CO-OFDM) signals for next-generation long- and ultra-long-haul applications. The OFDM inter-subcarrier crosstalk effects are explored thoroughly using the IVSTF-NLE and compared with the case of linear equalization (LE) for transmission distances of up to 7000 km. © 2013 IEEE.

Construction and experimental study of an elevation linear Fresnel reflector

This paper outlines a novel elevation linear Fresnel reflector (ELFR) and presents and validates theoretical models defining its thermal performance. To validate the models, a series of experiments were carried out for receiver temperatures in the range of 30-100 °C to measure the heat loss coefficient, gain in heat transfer fluid (HTF) temperature, thermal efficiency, and stagnation temperature. The heat loss coefficient was underestimated due to the model exclusion of collector end heat losses. The measured HTF temperature gains were found to have a good correlation to the model predictions - less than a 5% difference. In comparison to model predictions for the thermal efficiency and stagnation temperature, measured values had a difference of -39% to +31% and 22-38%, respectively. The difference between the measured and predicted values was attributed to the low-temperature region for the experiments. It was concluded that the theoretical models are suitable for examining linear Fresnel reflector (LFR) systems and can be adopted by other researchers.