Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fairly large samples, especially when the number of lags or the number of equations is not small, we propose a general simulation-based technique that allows one to control completely the level of tests in parametric VAR models. In particular, we show that maximized Monte Carlo tests [Dufour (2002)] can provide provably exact tests for such models, whether they are stationary or integrated. Applications to order selection and causality testing are considered as special cases. The technique developed is applied to quarterly and monthly VAR models of the U.S. economy, comprising income, money, interest rates and prices, over the period 1965-1996.

工程地质三维可视化技术及其工程应用研究

Study of 3D visualization technology of engineering geology and its application to engineering is a cross subject which includes geosciences, computer, software and information technology. Being an important part of the secondary theme of National Basic Research Program of China (973 Program) whose name is Study of Multi-Scale Structure and Occurrence Environment of Complicated Geological Engineering Mass(No.2002CB412701), the dissertation involves the studies of key problems of 3D geological modeling, integrated applications of multi-format geological data, effective modeling methods of complex approximately layered geological mass as well as applications of 3D virtual reality information management technology.The main research findings are listed below:Integrated application method of multi-format geological data is proposed,which has solved the integrated application of drill holes, engineering geology plandrawings, sectional drawings and cutting drawings as well as exploratory trenchsketch. Its application can provide as more as possible fundamental data for 3Dgeological modeling.A 3D surface construction method combined Laplace interpolation points withoriginal points is proposed, so the deformation of 3D model and the crossing error ofupper and lower surface of model resulted from lack of data when constructing alaminated stratum can be eliminated.3D modeling method of approximately layered geological mass is proposed,which has solved the problems of general modeling method based on the sections or points and faces when constructing terrain and concordant strata.The 3D geological model of VII dam site of Xiangjiaba hydropower stationhas been constructed. The applications of 3D geological model to the auto-plotting ofsectional drawing and the converting of numerical analysis model are also discussed.3D virtual reality information integrated platform is developed, whose mostimportant character is that it is a software platform having the functions of 3D virtualreality flying and multi-format data management simultaneously. Therefore, theplatform can load different 3D model so as to satisfy the different engineeringdemands.The relics of Aigong Cave of Longyou Stone Caves are recovered. Thereinforcement plans of 1# and 2# cave in phoenix hill also be expressed. The intuitiveexpression provided decision makers and designers a very good environment.The basic framework and specific functions of 3D geological informationsystem are proposed.The main research findings in the dissertation have been successfully applied to some important engineering such as Xiangjiaba hydropower station, a military airport and Longyou Stone Caves etc.

Scalable and Efficient Configuration of TimeDivision Multiplexed Resources

Consumer-electronics systems are becoming increasingly complex as the number of integrated applications is growing. Some of these applications have real-time requirements, while other non-real-time applications only require good average performance. For cost-efficient design, contemporary platforms feature an increasing number of cores that share resources, such as memories and interconnects. However, resource sharing causes contention that must be resolved by a resource arbiter, such as Time-Division Multiplexing. A key challenge is to configure this arbiter to satisfy the bandwidth and latency requirements of the real-time applications, while maximizing the slack capacity to improve performance of their non-real-time counterparts. As this configuration problem is NP-hard, a sophisticated automated configuration method is required to avoid negatively impacting design time. The main contributions of this article are: 1) An optimal approach that takes an existing integer linear programming (ILP) model addressing the problem and wraps it in a branch-and-price framework to improve scalability. 2) A faster heuristic algorithm that typically provides near-optimal solutions. 3) An experimental evaluation that quantitatively compares the branch-and-price approach to the previously formulated ILP model and the proposed heuristic. 4) A case study of an HD video and graphics processing system that demonstrates the practical applicability of the approach.

Proposal of a tiered conceptual framework for sustainable design and planning of large-scale development projects in the metropolitan context

The overwhelming threat posed by climate change means that increasingly, emphasis is being placed on the need to integrate sustainability considerations into all areas of policy making, planning and development. Actors in the built environment are progressively considering environmental and social issues alongside functional and economic aspects of development projects. However, to date in Australia and internationally, there have been few practical examples of integrated applications of sustainability principles in the built environment across design, planning, construction, operation and de-construction phases. Notable initiatives have tended to be narrow in scope, focusing on either mitigation or adaptation strategies. Integrated considerations of impacts from component and building scales to city and regional scales and across physical and socio-economic dimensions are urgently needed, particularly for long-life major infrastructure projects. This paper proposes a conceptual framework based on the principal that early intervention is the most cost-effective and efficient means of implementing effective strategies for mitigation and adaptation. A Strategic Environmental Assessment (SEA) approach is forwarded as an umbrella analytical framework, assembled from analytical methods which are strategically ‘tiered’ to inform different stages of the planning and decision-making process. Techniques such as Ecological footprint, Life cycle costing and Risk analysis may be applied to integrate sustainable design, construction and planning considerations which address both mitigation and adaptation dimensions, results of each analysis ultimately being collated into the overall SEA. This integrated conceptual framework for sustainable, resilient and cost-effective infrastructure development will in practice be applied to assess selected case-studies of major development projects in Australia, focusing on the area of stadium development. Practically applied and timed accordingly, the framework would allow assessments to be targeted towards appropriate decision making levels and enable better decision-making and more efficient resource allocation for major infrastructure development projects.

Sustainable planning and design of large-scale metropolitan development projects

Actors in the built environment are increasingly considering environmental issues alongside functional and economic aspects of development projects. However, to date in Australia and internationally, there have been few practical examples of integrated applications of sustainability principles in the built environment across all lifecycle phases. In response to this gap, this paper proposes a conceptual framework based on the principal that early intervention is the most cost-effective and efficient means of implementing effective strategies for sustainability. A strategic environmental assessment (SEA) approach is forwarded as an umbrella analytical framework, assembled from analytical methods which are strategically 'tiered' to inform stages of the project decision-making process. Practically applied and timed accordingly, the framework can allow assessments to be targeted towards appropriate decision making levels and enable better decision-making and more efficient resource allocation for major infrastructure development projects.

Measuring the efficiency of outsourcing: An illustrative case study from the aerospace industry

Outsourcing is related to the action which an organization deals with its suppliers through a kind of business contract where a specific activity or service has been hired to be made. The outsourcing of some activities has become a common practice in the industry, nowadays. It reduces costs, significantly, in the production process and, at the same time, adds some values to the business organization. However it is necessary to measure the performance of these activities. Data Envelopment Analysis (DEA) is a non-parametric method useful to measure comparative performance. It has a wide range of applications measuring comparative efficiency. The Analytic Hierarchy Process (AHP) is a multiple criteria decision-making method that uses hierarchic structures to represent a decision problem and then develops priorities for the alternatives based on the decision-maker's judgments. This paper presents an integrated application based on DEA and AHP to evaluate the efficiency of subcontracted companies in a Brazilian aerospace factory. © 2007 Springer-Verlag London Limited.

Redes sociais na Internet: uma investigação sobre práticas de compartilhamento de arquivos no Facebook

The social networking sites have experienced a large and rapid growth in recent years and bring together millions of users in Brazil and worldwide. Such networks allow adding groups of people with common interests or relationships, enabling members of this group to communicate and exchange information. Some social networks have specific goals, for example, aggregate individuals with common interests and professional relationships. However, they all share information in some way, whether in the form of short texts, photos, videos, among others. Sharing information in files is also a growing activity on the Internet and can be done in various ways, from sending files via email to multiple contacts to make available areas shared by the same contacts. However, applications are not yet available to enable file sharing on Facebook, considered the premier social network today. Given the growing demand for sharing files over the Internet, and a large number of users familiar with the use of these integrated applications for Facebook there is a demand for applications that allow users to share files with their contacts in this social network. This study aims to investigate how users use Facebook, and their practices for file sharing. It is believed that the results will substantiate future projects to develop software for file sharing on Facebook. Due to the exploratory nature of this research, the choice was made for a survey to collect data, applied through the web. From the results obtained, was possible to observe a frequent use of file sharing, but no interest in paid services. Regarding Facebook, was possible to observe their extensive use in both the frequency of access as the hours spent, as well as an increased use of applications (games, quiz, etc.). The full set of results shows a favorable environment for developing applications for sharing files on Facebook.

Content-based video indexing for sports applications using integrated multi-modal approach

To sustain an ongoing rapid growth of video information, there is an emerging demand for a sophisticated content-based video indexing system. However, current video indexing solutions are still immature and lack of any standard. This doctoral consists of a research work based on an integrated multi-modal approach for sports video indexing and retrieval. By combining specific features extractable from multiple audio-visual modalities, generic structure and specific events can be detected and classified. During browsing and retrieval, users will benefit from the integration of high-level semantic and some descriptive mid-level features such as whistle and close-up view of player(s).

Design of an integrated platform for V2X wireless communications and positioning supporting C-ITS safety applications

In this paper, an integrated inter-vehicles wireless communications and positioning system supporting alternate positioning techniques is proposed to meet the requirements of safety applications of Cooperative Intelligent Transportation Systems (C-ITS). Recent advances have repeatedly demonstrated that road safety problems can be to a large extent addressed via a range of technologies including wireless communications and positioning in vehicular environments. The novel communication stack utilizing a dedicated frequency spectrum (e.g. at 5.9 GHz band), known as Dedicated Short-Range Communications (DSRC), has been particularly designed for Wireless Access in Vehicular Environments (WAVE) to support safety applications in highly dynamic environments. Global Navigation Satellite Systems (GNSS) is another essential enabler to support safety on rail and roads. Although current vehicle navigation systems such as single frequency Global Positioning System (GPS) receivers can provide route guidance with 5-10 meters (road-level) position accuracy, positioning systems utilized in C-ITS must provide position solutions with lane-level and even in-lane-level accuracies based on the requirements of safety applications. This article reviews the issues and technical approaches that are involved in designing a vehicular safety communications and positioning architecture; it also provides technological solutions to further improve vehicular safety by integrating the DSRC and GNSS-based positioning technologies.

Future switching technology: bacterial protein-based programmable all-optical switch for integrated optics applications?

We report on the bacterial protein-based all-optical switches which operate at low laser power, high speed and fulfil most of the requirements to be an ideal all-optical switch without any moving parts involved. This consists of conventional optical waveguides coated with bacteriorhodopsin films at switching locations. The principle of operation of the switch is based on the light-induced refractive index change of bacteriorhodopsin. This approach opens the possibility of realizing proteinbased all-optical switches for communication network, integrated optics and optical computers.

Laser patterning system for integrated optics and storage applications

A computer-controlled laser writing system for optical integrated circuits and data storage is described. The system is characterized by holographic (649F) and high-resolution plates. A minimum linewidth of 2.5 mum is obtained by controlling the system parameters. We show that this system can also be used for data storage applications.

Integrated optics � technology and applications

The emergence of optoelectronics and photonics as viable alternatives to electronics in many key areas of engineering relevance is indeed significant. This paper presents a tutorial review of integrated optics � a technologically important development in photonics. Materials, processes, device technology and applications are highlighted.

PC based integrated protection scheme for railway traction applications

This paper presents the design and development of a comprehensive digital protection scheme for applications in 25 KV a.c railway traction system. The scheme provides distance protection, detection of wrong phase coupling both in the lagging and leading directions, high set instantaneous trip and PT fuse failure. Provision is also made to include fault location and disturbance recording. The digital relaying scheme has been tried on two types of hardware platforms, one with PC/AT based hardware and the other with a custom designed standalone 16-bit microcontroller based card. Compared to the existing scheme, the operating time is around one cycle and the relaying algorithm has been optimised to minimise the number of computations. The prototype has been rigorously tested in the laboratory using a specially designed PC based relay test bench and the results are highly satisfactory.

INST: An Integrated Steering Framework for Critical Weather Applications

Online remote visualization and steering of critical weather applications like cyclone tracking are essential for effective and timely analysis by geographically distributed climate science community. A steering framework for controlling the high-performance simulations of critical weather events needs to take into account both the steering inputs of the scientists and the criticality needs of the application including minimum progress rate of simulations and continuous visualization of significant events. In this work, we have developed an integrated user-driven and automated steering framework INST for simulations, online remote visualization, and analysis for critical weather applications. INST provides the user control over various application parameters including region of interest, resolution of simulation, and frequency of data for visualization. Unlike existing efforts, our framework considers both the steering inputs and the criticality of the application, namely, the minimum progress rate needed for the application, and various resource constraints including storage space and network bandwidth to decide the best possible parameter values for simulations and visualization.

Integrated parallelization of computations and visualization for large-scale applications

Critical applications like cyclone tracking and earthquake modeling require simultaneous high-performance simulations and online visualization for timely analysis. Faster simulations and simultaneous visualization enable scientists provide real-time guidance to decision makers. In this work, we have developed an integrated user-driven and automated steering framework that simultaneously performs numerical simulations and efficient online remote visualization of critical weather applications in resource-constrained environments. It considers application dynamics like the criticality of the application and resource dynamics like the storage space, network bandwidth and available number of processors to adapt various application and resource parameters like simulation resolution, simulation rate and the frequency of visualization. We formulate the problem of finding an optimal set of simulation parameters as a linear programming problem. This leads to 30% higher simulation rate and 25-50% lesser storage consumption than a naive greedy approach. The framework also provides the user control over various application parameters like region of interest and simulation resolution. We have also devised an adaptive algorithm to reduce the lag between the simulation and visualization times. Using experiments with different network bandwidths, we find that our adaptive algorithm is able to reduce lag as well as visualize the most representative frames.