Hybrid moving block bootstrap for stochastic simulation of multi-site multi-season streamflows

The Hybrid approach introduced by the authors for at-site modeling of annual and periodic streamflows in earlier works is extended to simulate multi-site multi-season streamflows. It bears significance in integrated river basin planning studies. This hybrid model involves: (i) partial pre-whitening of standardized multi-season streamflows at each site using a parsimonious linear periodic model; (ii) contemporaneous resampling of the resulting residuals with an appropriate block size, using moving block bootstrap (non-parametric, NP) technique; and (iii) post-blackening the bootstrapped innovation series at each site, by adding the corresponding parametric model component for the site, to obtain generated streamflows at each of the sites. It gains significantly by effectively utilizing the merits of both parametric and NP models. It is able to reproduce various statistics, including the dependence relationships at both spatial and temporal levels without using any normalizing transformations and/or adjustment procedures. The potential of the hybrid model in reproducing a wide variety of statistics including the run characteristics, is demonstrated through an application for multi-site streamflow generation in the Upper Cauvery river basin, Southern India. (C) 2004 Elsevier B.V. All rights reserved.

Parametric Analysis Of Turbulent Wall Jets

The concept of a fully-developed flow based on the hypothesis of selective memory is here applied to general wall-jet type flows. In the presence of a (constant) external stream, the free-stream velocity and the jet momentum flux are taken to be the chief quantities governing the development of the wall jet: two additional nondimensional parameters, representing a momentum flux Reynolds number and the relative momentum defect in the initial boundary layer, are shown to have only a secondary effect on the fully-developed flow. The standard correlations so determined are also found to predict quite well the flow development in Gartshore and Newman's experiments on wall jets in adverse pressure gradients; possible reasons for this somewhat surprising result are discussed. Finally it is shown, by application to the still-air case, that the parameters discovered in incompressible flow are, with appropriate but straightforward modification, successful in describing compressible wall jets also.

Worst inputs and a bound on the highest peak statistics of a class of non-linear systems

A method is developed by which the input leading to the highest possible response in an interval of time can be determined for a class of non-linear systems. The input, if deterministic, is constrained to have a known finite energy (or norm) in the interval under consideration. In the case of random inputs, the energy is constrained to have a known probability distribution function. The approach has applications when a system has to be put to maximum advantage by getting the largest possible output or when a system has to be designed to the highest maximum response with only the input energy or the energy distribution known. The method is also useful in arriving at a bound on the highest peak distribution of the response, when the excitation is a known random process.As an illustration the Duffing oscillator has been analysed and some numerical results have also been presented.

Test of the Clustering Hypothesis in the Helsinki Exchanges

This paper investigates the clustering pattern in the Finnish stock market. Using trading volume and time as factors capturing the clustering pattern in the market, the Keim and Madhavan (1996) and the Engle and Russell (1998) model provide the framework for the analysis. The descriptive and the parametric analysis provide evidences that an important determinant of the famous U-shape pattern in the market is the rate of information arrivals as measured by large trading volumes and durations at the market open and close. Precisely, 1) the larger the trading volume, the greater the impact on prices both in the short and the long run, thus prices will differ across quantities. 2) Large trading volume is a non-linear function of price changes in the long run. 3) Arrival times are positively autocorrelated, indicating a clustering pattern and 4) Information arrivals as approximated by durations are negatively related to trading flow.

On the Importance of Mutual Fund Families in Emerging Markets

This study contributes to the mutual fund literature by looking at performance persistence on a fund family level, allowing for individual equity, bond and balanced funds to be included under single family umbrellas. The study is conducted on the emerging Finnish mutual fund market, an environment in which the importance of superior fund family teams is likely to be accentuated. Using both non–parametric and parametric tests we find robust evidence of performance persistence for the fund families. Persistence is particularly strong in the first half of the investigation period, which highlights the importance of fund families at early stages of market development.

Pocket Statistics 2011

A compact selection of statistics on the social security programmes administered by the Kela. Including both tables and charts, the Pocket statistics presents key data on the benefits provided by the Kela, supplemented by selected data about programmes administered by other organizations. Most of the data is updated to the end of 2010, with some of the presentations extending into 2011.

The Mechanics and Statistics of Active Matter

Active particles contain internal degrees of freedom with the ability to take in and dissipate energy and, in the process, execute systematic movement. Examples include all living organisms and their motile constituents such as molecular motors. This article reviews recent progress in applying the principles of nonequilibrium statistical mechanics and hydrodynamics to form a systematic theory of the behavior of collections of active particles-active matter-with only minimal regard to microscopic details. A unified view of the many kinds of active matter is presented, encompassing not only living systems but inanimate analogs. Theory and experiment are discussed side by side.

Theoretical gain‐optimization studies in CO2–N2 gasdynamic lasers. II. Results of parametric study

Based on a method presented in detail in a previous work by the authors, similar solutions have been obtained for the steady inviscid quasi‐one‐dimensional nonreacting flow in the supersonic nozzle of a CO2–N2 gasdynamic laser system, with either H2O or He as the catalyst. It has been demonstrated how these solutions could be used to optimize the small‐signal gain coefficient on a specified vibrational‐rotational transition. Results presented for a wide range of mixture compositions include optimum values for the small‐signal gain, area ratio, reservoir temperature, and a binary scaling parameter, which is the product of reservoir pressure and nozzle shape factor.

Tuning and stability of a singly resonant continuous-wave optical parametric oscillator close to degeneracy

Wavelength tuning and stability characteristics of a singly resonant continuous-wave optical parametric oscillator (cw OPO) in the proximity of signal-idler degeneracy have been studied. The OPO is made singly resonant by using a Bragg grating as a spectral filter in the OPO cavity. The signal-idler frequency difference can be tuned from 0.5 to 7 THz, which makes the OPO suitable for cw THz generation by optical heterodyning. The operation of the OPO within this singly-resonant regime is characterized by a strong self-stabilization effect. A gradual transition to an unstable, doubly-resonant regime is observed for a signal-idler detuning smaller than ~ 0.5 THz.

An Algebraic Implicitization and Specialization of Minimum KL-Divergence Models

In this paper we study representation of KL-divergence minimization, in the cases where integer sufficient statistics exists, using tools from polynomial algebra. We show that the estimation of parametric statistical models in this case can be transformed to solving a system of polynomial equations. In particular, we also study the case of Kullback-Csiszar iteration scheme. We present implicit descriptions of these models and show that implicitization preserves specialization of prior distribution. This result leads us to a Grobner bases method to compute an implicit representation of minimum KL-divergence models.

A parametric method 3 (PM3) study of trans‐stilbene

We report a comparative modified neglect of diatomic overlap (MNDO), Austin method one (AM1), and parametric method 3 (PM3) study of trans‐stilbene (tS) in its ground, excited (singlet and triplet), and ionic (positive and negative polarons and bipolarons) states. We have also calculated the barrier for ring rotation about the backbone single bond. Our results show that PM3 geometries are superior to MNDO and AM1, at least for tS. PM3 predicts, in contrast with MNDO, AM1 and even ab initio 3‐21G, a coplanar structure for tS, in accordance with recent experimental data. Singlet and triplet energies obtained from heats of formation are in surprisingly good agreement with experimental data.

Acoustic performance of hoses - A parametric study

Modeling of wave propagation in hoses, unlike in rigid pipes or waveguides, introduces a coupling between the inside medium, the hose wall, and the outside medium, This alters the axial wave number and thence the corresponding effective speed of sound inside the hose resulting in sound radiation into the outside medium, also called the breakout or shell noise, The existing literature on the subject is such that a hose cannot be integrated into the,whole piping system made up of sections of hoses, pipes, and mufflers to predict the acoustical performance in terms of transmission loss (TL), The present paper seeks to fill this gap, Three one-dimensional coupled wave equations are written to account for the presence of a yielding wall with a finite lumped transverse impedance of the hose material, The resulting wave equation can readily be reduced to a transfer matrix form using an effective wave number for a moving medium in a hose section, Incorporating the effect of fluid loading due to the outside medium also allows prediction of the transverse TL and the breakout noise, Axial TL and transverse TL have been combined into net TL needed by designers, Predictions of the axial as well as transverse TL are shown to compare well with those of a rigorous 3-D analysis using only one-hundredth of the computation time, Finally, results of some parametric studies are reported for engineers involved in the acoustical design of hoses. (C) 1996 Institute of Noise Control Engineering.

Implications of the recent high statistics determination of the pion electromagnetic form factor in the timelike region

The recently evaluated two-pion contribution to the muon g - 2 and the phase of the pion electromagnetic form factor in the elastic region, known from pi pi scattering by Fermi-Watson theorem, are exploited by analytic techniques for finding correlations between the coefficients of the Taylor expansion at t = 0 and the values of the form factor at several points in the spacelike region. We do not use specific parametrizations, and the results are fully independent of the unknown phase in the inelastic region. Using for instance, from recent determinations, < r(pi)(2)> = (0.435 +/- 0.005) fm(2) and F(-1.6 GeV2) = 0.243(-0.014)(+0.022), we obtain the allowed ranges 3.75 GeV-4 less than or similar to c less than or similar to 3.98 GeV-4 and 9.91 GeV-6 less than or similar to d less than or similar to 10.46 GeV-6 for the curvature and the next Taylor coefficient, with a strong correlation between them. We also predict a large region in the complex plane where the form factor cannot have zeros.