928 resultados para Residual-Based Cointegration Test


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A PSS/E 32 model of a real section of the Northern Ireland electrical grid was dynamically controlled with Python 2.5. In this manner data from a proposed wide area monitoring system was simulated. The area is of interest as it is a weakly coupled distribution grid with significant distributed generation. The data was used to create an optimization and protection metric that reflected reactive power flow, voltage profile, thermal overload and voltage excursions. Step changes in the metric were introduced upon the operation of special protection systems and voltage excursions. A wide variety of grid conditions were simulated while tap changer positions and switched capacitor banks were iterated through; with the most desirable state returning the lowest optimization and protection metric. The optimized metric was compared against the metric generated from the standard system state returned by PSS/E. Various grid scenarios were explored involving an intact network and compromised networks (line loss) under summer maximum, summer minimum and winter maximum conditions. In each instance the output from the installed distributed generation is varied between 0 MW and 80 MW (120% of installed capacity). It is shown that in grid models the triggering of special protection systems is delayed by between 1 MW and 6 MW (1.5% to 9% of capacity), with 3.5 MW being the average. The optimization and protection metric gives a quantitative value for system health and demonstrates the potential efficacy of wide area monitoring for protection and control.

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Radio-frequency (RF) impairments, which intimately exist in wireless communication systems, can severely limit the performance of multiple-input-multiple-output (MIMO) systems. Although we can resort to compensation schemes to mitigate some of these impairments, a certain amount of residual impairments always persists. In this paper, we consider a training-based point-to-point MIMO system with residual transmit RF impairments (RTRI) using spatial multiplexing transmission. Specifically, we derive a new linear channel estimator for the proposed model, and show that RTRI create an estimation error floor in the high signal-to-noise ratio (SNR) regime. Moreover, we derive closed-form expressions for the signal-to-noise-plus-interference ratio (SINR) distributions, along with analytical expressions for the ergodic achievable rates of zero-forcing, maximum ratio combining, and minimum mean-squared error receivers, respectively. In addition, we optimize the ergodic achievable rates with respect to the training sequence length and demonstrate that finite dimensional systems with RTRI generally require more training at high SNRs than those with ideal hardware. Finally, we extend our analysis to large-scale MIMO configurations, and derive deterministic equivalents of the ergodic achievable rates. It is shown that, by deploying large receive antenna arrays, the extra training requirements due to RTRI can be eliminated. In fact, with a sufficiently large number of receive antennas, systems with RTRI may even need less training than systems with ideal hardware.

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With the development and deployment of IEC 61850 based smart substations, cybersecurity vulnerabilities of supervisory control and data acquisition (SCADA) systems are increasingly emerging. In response to the emergence of cybersecurity vulnerabilities in smart substations, a test-bed is indispensable to enable cybersecurity experimentation. In this paper, a comprehensive and realistic cyber-physical test-bed has been built to investigate potential cybersecurity vulnerabilities and the impact of cyber-attacks on IEC 61850 based smart substations. This test-bed is close to a real production type environment, and has the ability to carry out end-to-end testing of cyber-attacks and physical consequences. A fuzz testing approach is proposed for detecting IEC 61850 based intelligent electronic devices (IEDs) and validated in the proposed test-bed.

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A number of studies have recently investigated personality traits in non-human species, with the dog gaining popularity as a subject species for research in this area. Recent research has shown the consistency of personality traits across both context and time for adult dogs, both when using questionnaire based methods of investigation and behavioural analyses of the dogs' behaviour. However, only a few studies have assessed the correspondence between these two methods, with results varying considerably across studies. Furthermore, most studies have focused on adult dogs, despite the fact that an understanding of personality traits in young puppies may be important for research focusing on the genetic basis of personality traits. In the current study, we sought to evaluate the correspondence between a questionnaire based method and the in depth analyses of the behaviour of 2-month old puppies in an open-field test in which a number of both social and non-social stimuli were presented to the subjects. We further evaluated consistency of traits over time by re-testing a subset of puppies. The correspondence between methods was high and test-retest consistency (for the main trait) was also good using both evaluation methods. Results showed clear factors referring to the two main personality traits 'extroversion,' (i.e. the enthusiastic, exuberant approach to the stimuli) and 'neuroticism,' (i.e. the more cautious and fearful approach to the stimuli), potentially similar to the shyness-boldness dimension found in previous studies. Furthermore, both methods identified an 'amicability' dimension, expressing the positive interactions the pups directed at the humans stranger, and a 'reservedness' dimension which identified pups who largely chose not to interact with the stimuli, and were defined as quiet and not nosey in the questionnaire.

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To date there is no documented procedure to extrapolate findings of an isometric nature to a whole body performance setting. The purpose of this study was to quantify the reliability of perceived exertion to control neuromuscular output during an isometric contraction. 21 varsity athletes completed a maximal voluntary contraction and a 2 min constant force contraction at both the start and end of the study. Between pre and post testing all participants completed a 2 min constant perceived exertion contraction once a day for 4 days. Intra-class correlation coefficient (R=O.949) and standard error of measurement (SEM=5.12 Nm) concluded that the isometric contraction was reliable. Limits of agreement demonstrated only moderate initial reliability, yet with smaller limits towards the end of 4 training sessions. In conclusion, athlete's na"ive to a constant effort isometric contraction will produce reliable and acceptably stable results after 1 familiarization sessions has been completed.

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This paper studies seemingly unrelated linear models with integrated regressors and stationary errors. By adding leads and lags of the first differences of the regressors and estimating this augmented dynamic regression model by feasible generalized least squares using the long-run covariance matrix, we obtain an efficient estimator of the cointegrating vector that has a limiting mixed normal distribution. Simulation results suggest that this new estimator compares favorably with others already proposed in the literature. We apply these new estimators to the testing of purchasing power parity (PPP) among the G-7 countries. The test based on the efficient estimates rejects the PPP hypothesis for most countries.

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In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.

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La aplicación de materiales compuestos de matriz polimérica reforzados mediante fibras largas (FRP, Fiber Reinforced Plastic), está en gradual crecimiento debido a las buenas propiedades específicas y a la flexibilidad en el diseño. Uno de los mayores consumidores es la industria aeroespacial, dado que la aplicación de estos materiales tiene claros beneficios económicos y medioambientales. Cuando los materiales compuestos se aplican en componentes estructurales, se inicia un programa de diseño donde se combinan ensayos reales y técnicas de análisis. El desarrollo de herramientas de análisis fiables que permiten comprender el comportamiento mecánico de la estructura, así como reemplazar muchos, pero no todos, los ensayos reales, es de claro interés. Susceptibilidad al daño debido a cargas de impacto fuera del plano es uno de los aspectos de más importancia que se tienen en cuenta durante el proceso de diseño de estructuras de material compuesto. La falta de conocimiento de los efectos del impacto en estas estructuras es un factor que limita el uso de estos materiales. Por lo tanto, el desarrollo de modelos de ensayo virtual mecánico para analizar la resistencia a impacto de una estructura es de gran interés, pero aún más, la predicción de la resistencia residual después del impacto. En este sentido, el presente trabajo abarca un amplio rango de análisis de eventos de impacto a baja velocidad en placas laminadas de material compuesto, monolíticas, planas, rectangulares, y con secuencias de apilamiento convencionales. Teniendo en cuenta que el principal objetivo del presente trabajo es la predicción de la resistencia residual a compresión, diferentes tareas se llevan a cabo para favorecer el adecuado análisis del problema. Los temas que se desarrollan son: la descripción analítica del impacto, el diseño y la realización de un plan de ensayos experimentales, la formulación e implementación de modelos constitutivos para la descripción del comportamiento del material, y el desarrollo de ensayos virtuales basados en modelos de elementos finitos en los que se usan los modelos constitutivos implementados.

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The Olsen method is an indicator of plant-available phosphorus (P). The effect of time and temperature on residual phosphate in soils was measured using the Olsen method in a pot experiment. Four soils were investigated: two from Pakistan and one each from England (calcareous) and Colombia (acidic). Two levels of residual phosphate were developed in each soil after addition of phosphate by incubation at either 10degreesC or 45degreesC. The amount of phosphate added was based on the P maximum of each soil, calculated using the Langmuir equation. Rvegrass was used as the test crop. The pooled data for the four soils incubated at 10degreesC showed good correlation between Olsen P and dry matter yield or P uptake (r(2) = 0.85 and 0.77, respectively), whereas at 45 degreesC, each soil had its own relationship and pooled data did not show correlation of Olsen P with dry matter yield or P uptake. When the data at both temperatures were pooled, Olsen P was a good indicator of yield and uptake for the English soil. For the Pakistani soils, Olsen P after 45 degreesC treatment was an underestimate relative to the 10 degreesC data and for the Colombian soil it was an overestimate. The reasons for these differences need to be explored further before high temperature incubation can be used to simulate long-term changes in the field.