Model Uncertainty in Panel Vector Autoregressive Models.

We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or average over all possible combinations of restricted PVARs where the restrictions involve interdependencies between and heterogeneities across cross-sectional units. The resulting BMA framework can find a parsimonious PVAR specification, thus dealing with overparameterization concerns. We use these methods in an application involving the euro area sovereign debt crisis and show that our methods perform better than alternatives. Our findings contradict a simple view of the sovereign debt crisis which divides the euro zone into groups of core and peripheral countries and worries about financial contagion within the latter group.

Model Uncertainty in Panel Vector Autoregressive Models.

We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or average over all possible combinations of restricted PVARs where the restrictions involve interdependencies between and heterogeneities across cross-sectional units. The resulting BMA framework can find a parsimonious PVAR specification, thus dealing with overparameterization concerns. We use these methods in an application involving the euro area sovereign debt crisis and show that our methods perform better than alternatives. Our findings contradict a simple view of the sovereign debt crisis which divides the euro zone into groups of core and peripheral countries and worries about financial contagion within the latter group.

One-dimensional Fermi accelerator model with moving wall described by a nonlinear van der Pol oscillator

A modification of the one-dimensional Fermi accelerator model is considered in this work. The dynamics of a classical particle of mass m, confined to bounce elastically between two rigid walls where one is described by a nonlinear van der Pol type oscillator while the other one is fixed, working as a reinjection mechanism of the particle for a next collision, is carefully made by the use of a two-dimensional nonlinear mapping. Two cases are considered: (i) the situation where the particle has mass negligible as compared to the mass of the moving wall and does not affect the motion of it; and (ii) the case where collisions of the particle do affect the movement of the moving wall. For case (i) the phase space is of mixed type leading us to observe a scaling of the average velocity as a function of the parameter (χ) controlling the nonlinearity of the moving wall. For large χ, a diffusion on the velocity is observed leading to the conclusion that Fermi acceleration is taking place. On the other hand, for case (ii), the motion of the moving wall is affected by collisions with the particle. However, due to the properties of the van der Pol oscillator, the moving wall relaxes again to a limit cycle. Such kind of motion absorbs part of the energy of the particle leading to a suppression of the unlimited energy gain as observed in case (i). The phase space shows a set of attractors of different periods whose basin of attraction has a complicated organization. © 2013 American Physical Society.

Moving toward change: Institutionalizing reform through implementation of the Learning Assistant model and Open Source Tutorials

Florida International University has undergone a reform in the introductory physics classes by focusing on the laboratory component of these classes. We present results from the secondary implementation of two research-based instructional strategies: the implementation of the Learning Assistant model as developed by the University of Colorado at Boulder and the Open Source Tutorial curriculum developed at the University of Maryland, College Park. We examine the results of the Force Concept Inventory (FCI) for introductory students over five years (n=872) and find that the mean raw gain of students in transformed lab sections was 0.243, while the mean raw gain of the traditional labs was 0.159, with a Cohen’s d effect size of 0.59. Average raw gains on the FCI were 0.243 for Hispanic students and 0.213 for women in the transformed labs, indicating that these reforms are not widening the gaps between underrepresented student groups and majority groups. Our results illustrate how research-based instructional strategies can be successfully implemented in a physics department with minimal department engagement and in a sustainable manner.

Nuclear magnetic resonance chemical shifts with the statistical average of orbital-dependent model potentials in Kohn-Sham density functional theory

The performance of the SAOP potential for the calculation of NMR chemical shifts was evaluated. SAOP results show considerable improvement with respect to previous potentials, like VWN or BP86, at least for the carbon, nitrogen, oxygen, and fluorine chemical shifts. Furthermore, a few NMR calculations carried out on third period atoms (S, P, and Cl) improved when using the SAOP potential

Very high-resolution environmental predictors in species distribution models: moving beyond topography?

Recent advances in remote sensing technologies have facilitated the generation of very high resolution (VHR) environmental data. Exploratory studies suggested that, if used in species distribution models (SDMs), these data should enable modelling species' micro-habitats and allow improving predictions for fine-scale biodiversity management. In the present study, we tested the influence, in SDMs, of predictors derived from a VHR digital elevation model (DEM) by comparing the predictive power of models for 239 plant species and their assemblages fitted at six different resolutions in the Swiss Alps. We also tested whether changes of the model quality for a species is related to its functional and ecological characteristics. Refining the resolution only contributed to slight improvement of the models for more than half of the examined species, with the best results obtained at 5 m, but no significant improvement was observed, on average, across all species. Contrary to our expectations, we could not consistently correlate the changes in model performance with species characteristics such as vegetation height. Temperature, the most important variable in the SDMs across the different resolutions, did not contribute any substantial improvement. Our results suggest that improving resolution of topographic data only is not sufficient to improve SDM predictions - and therefore local management - compared to previously used resolutions (here 25 and 100 m). More effort should be dedicated now to conduct finer-scale in-situ environmental measurements (e.g. for temperature, moisture, snow) to obtain improved environmental measurements for fine-scale species mapping and management.

Validation of plant dynamic model by online and laboratory measurements – a tool to predict online COD loads out of production of mechanical printing papers

COD discharges out of processes have increased in line with elevating brightness demands for mechanical pulp and papers. The share of lignin-like substances in COD discharges is on average 75%. In this thesis, a plant dynamic model was created and validated as a means to predict COD loading and discharges out of a mill. The assays were carried out in one paper mill integrate producing mechanical printing papers. The objective in the modeling of plant dynamics was to predict day averages of COD load and discharges out of mills. This means that online data, like 1) the level of large storage towers of pulp and white water 2) pulp dosages, 3) production rates and 4) internal white water flows and discharges were used to create transients into the balances of solids and white water, referred to as “plant dynamics”. A conversion coefficient was verified between TOC and COD. The conversion coefficient was used for predicting the flows from TOC to COD to the waste water treatment plant. The COD load was modeled with similar uncertainty as in reference TOC sampling. The water balance of waste water treatment was validated by the reference concentration of COD. The difference of COD predictions against references was within the same deviation of TOC-predictions. The modeled yield losses and retention values of TOC in pulping and bleaching processes and the modeled fixing of colloidal TOC to solids between the pulping plant and the aeration basin in the waste water treatment plant were similar to references presented in literature. The valid water balances of the waste water treatment plant and the reduction model of lignin-like substances produced a valid prediction of COD discharges out of the mill. A 30% increase in the release of lignin-like substances in the form of production problems was observed in pulping and bleaching processes. The same increase was observed in COD discharges out of waste water treatment. In the prediction of annual COD discharge, it was noticed that the reduction of lignin has a wide deviation from year to year and from one mill to another. This made it difficult to compare the parameters of COD discharges validated in plant dynamic simulation with another mill producing mechanical printing papers. However, a trend of moving from unbleached towards high-brightness TMP in COD discharges was valid.

A study of sexuality following traumatic brain injury : moving towards the validation of a biopsychosocial model

L’étude de la sexualité dans le contexte des maladies neurologiques est un domaine émergent qui nous permet de mieux comprendre les corrélats cérébraux et neurocomportementaux de divers aspects de la sexualité. Les changements au sujet de la sexualité sont fréquents à la suite de troubles neurologiques tels que les blessures de la moelle épinière, la sclérose en plaques, l’accident vasculaire cérébral, l'épilepsie et les traumatismes craniocérébraux (TCC). Compte tenu de la complexité de la sexualité après un TCC, celle-ci doit être analysée à partir d'une perspective biopsychosociale qui comprend trois facteurs interdépendants : a) les facteurs neuropsychologiques et psychologiques, b) les variables médicales et physiques, et c) les facteurs relationnels. L’objectif de cette thèse était d’étudier certains éléments de la sexualité auprès de personnes ayant subi un TCC afin de fournir des preuves empiriques pour contribuer à la validation d’une perspective biopsychosociale de la sexualité après un TCC. Trois études quantitatives originales ont été effectuées auprès de personnes ayant subi un TCC léger, modéré ou grave et ayant reçu des services de réadaptation post-TCC, et d’un groupe de témoins en bonne santé, tous vivant dans la communauté. Les groupes étaient comparables en ce qui concerne l’âge, le sexe, le nombre d’années de scolarité, le statut d’emploi et relationnel, et le revenu annuel. Les variables ciblant la sexualité, incluses dans cette thèse, étaient la qualité de vie sexuelle, le comportement sexuel à risque, et la sociosexualité (p. ex., les différences individuelles en ce qui concerne la volonté d’une personne à avoir des relations sexuelles sans engagement). Les variables neuropsychologiques et psychologiques incluaient les fonctions exécutives, la dépression et l’anxiété. Les aspects médicaux et physiques englobaient les symptômes postcommotionnels. Les facteurs relationnels comprenaient les attitudes envers l'infidélité. Les résultats démontrent que par rapport aux témoins en santé, les individus avec un TCC ont montré une diminution de la qualité de vie sexuelle, alors que les groupes étaient comparables sur le plan du comportement sexuel à risque, de la sociosexualité et des attitudes envers l'infidélité. Par ailleurs, les résultats ont montré une différence entre les hommes et les femmes sur le plan de la sociosexualité (p. ex., plus restrictive chez la femme). Chez les personnes ayant subi un TCC, une faible qualité de vie sexuelle était significativement associée à un nombre élevé de symptômes postcommotionnels, un comportement sexuel plus à risque corrélait avec une plus grande fréquence de symptômes dysexécutifs, et une plus faible acceptation de l'infidélité était liée à une sociosexualité moins restrictive. Les résultats de ces trois études soutiennent une perspective biopsychosociale de la sexualité après le TCC. Elles apportent des connaissances nouvelles en ce qui a trait aux domaines de la sexualité qui peuvent être touchés après un TCC, ainsi qu’à certaines variables neuropsychologiques et psychologiques, médicales et physiques, et relationnelles qui sont associées à ces changements. Les implications théoriques, ainsi que pour la pratique clinique et la réadaptation sont discutées. Les limitations des études sont présentées et des recommandations pour la recherche sont proposées. Le modèle biopsychosocial peut être utilisé comme une référence pour guider la recherche future dans ce domaine. D’autres études sur la sexualité et le développement d'interventions multidisciplinaires dans ce domaine pour les personnes TCC sont nécessaires.

Threshold Autoregressive Model for a Time Series Data

In this paper we try to fit a threshold autoregressive (TAR) model to time series data of monthly coconut oil prices at Cochin market. The procedure proposed by Tsay [7] for fitting the TAR model is briefly presented. The fitted model is compared with a simple autoregressive (AR) model. The results are in favour of TAR process. Thus the monthly coconut oil prices exhibit a type of non-linearity which can be accounted for by a threshold model.

Nuclear magnetic resonance chemical shifts with the statistical average of orbital-dependent model potentials in Kohn-Sham density functional theory

The performance of the SAOP potential for the calculation of NMR chemical shifts was evaluated. SAOP results show considerable improvement with respect to previous potentials, like VWN or BP86, at least for the carbon, nitrogen, oxygen, and fluorine chemical shifts. Furthermore, a few NMR calculations carried out on third period atoms (S, P, and Cl) improved when using the SAOP potential

Moving towards a more mechanistic approach in the determination of soil heat flux from remote measurements - I. A universal approach to calculate thermal inertia

In this paper we pledge that physically based equations should be combined with remote sensing techniques to enable a more theoretically rigorous estimation of area-average soil heat flux, G. A standard physical equation (i.e. the analytical or exact method) for the estimation of G, in combination with a simple, but theoretically derived, equation for soil thermal inertia (F), provides the basis for a more transparent and readily interpretable method for the estimation of G; without the requirement for in situ instrumentation. Moreover, such an approach ensures a more universally applicable method than those derived from purely empirical studies (employing vegetation indices and albedo, for example). Hence, a new equation for the estimation of Gamma(for homogeneous soils) is discussed in this paper which only requires knowledge of soil type, which is readily obtainable from extant soil databases and surveys, in combination with a coarse estimate of moisture status. This approach can be used to obtain area-averaged estimates of Gamma(and thus G, as explained in paper II) which is important for large-scale energy balance studies that employ aircraft or satellite data. Furthermore, this method also relaxes the instrumental demand for studies at the plot and field scale (no requirement for in situ soil temperature sensors, soil heat flux plates and/or thermal conductivity sensors). In addition, this equation can be incorporated in soil-vegetation-atmosphere-transfer models that use the force restore method to update surface temperatures (such as the well-known ISBA model), to replace the thermal inertia coefficient.

Studying the contact point and interface moving in a sinusoidal tube with lattice Boltzmann method

The multicomponent nonideal gas lattice Boltzmann model by Shan and Chen (S-C) is used to study the immiscible displacement in a sinusoidal tube. The movement of interface and the contact point (contact line in three-dimension) is studied. Due to the roughness of the boundary, the contact point shows "stick-slip" mechanics. The "stick-slip" effect decreases as the speed of the interface increases. For fluids that are nonwetting, the interface is almost perpendicular to the boundaries at most time, although its shapes at different position of the tube are rather different. When the tube becomes narrow, the interface turns a complex curves rather than remains simple menisci. The velocity is found to vary considerably between the neighbor nodes close to the contact point, consistent with the experimental observation that the velocity is multi-values on the contact line. Finally, the effect of three boundary conditions is discussed. The average speed is found different for different boundary conditions. The simple bounce-back rule makes the contact point move fastest. Both the simple bounce-back and the no-slip bounce-back rules are more sensitive to the roughness of the boundary in comparison with the half-way bounce-back rule. The simulation results suggest that the S-C model may be a promising tool in simulating the displacement behaviour of two immiscible fluids in complex geometry.

Coordinated Cluster, ground-based instrumentation and low-altitude satellite observations of transient poleward-moving events in the ionosphere and in the tail lobe

During the interval between 8:00-9:30 on 14 January 2001, the four Cluster spacecraft were moving from the central magnetospheric lobe, through the dusk sector mantle, on their way towards intersecting the magnetopause near 15:00 MLT and 15:00 UT. Throughout this interval, the EIS-CAT Svalbard Radar (ESR) at Longyearbyen observed a series of poleward-moving transient events of enhanced F-region plasma concentration ("polar cap patches"), with a repetition period of the order of 10 min. Allowing for the estimated solar wind propagation delay of 75 ( 5) min, the interplanetary magnetic field (IMF) had a southward component during most of the interval. The magnetic footprint of the Cluster spacecraft, mapped to the ionosphere using the Tsyganenko T96 model (with input conditions prevailing during this event), was to the east of the ESR beams. Around 09:05 UT, the DMSP-F12 satellite flew over the ESR and showed a sawtooth cusp ion dispersion signature that also extended into the electrons on the equatorward edge of the cusp, revealing a pulsed magnetopause reconnection. The consequent enhanced ionospheric flow events were imaged by the SuperDARN HF backscatter radars. The average convection patterns (derived using the AMIE technique on data from the magnetometers, the EISCAT and SuperDARN radars, and the DMSP satellites) show that the associated poleward-moving events also convected over the predicted footprint of the Cluster spacecraft. Cluster observed enhancements in the fluxes of both electrons and ions. These events were found to be essentially identical at all four spacecraft, indicating that they had a much larger spatial scale than the satellite separation of the order of 600 km. Some of the events show a correspondence between the lowest energy magnetosheath electrons detected by the PEACE instrument on Cluster (10-20 eV) and the topside ionospheric enhancements seen by the ESR (at 400-700 km). We suggest that a potential barrier at the magnetopause, which prevents the lowest energy electrons from entering the magnetosphere, is reduced when and where the boundary-normal magnetic field is enhanced and that the observed polar cap patches are produced by the consequent enhanced precipitation of the lowest energy electrons, making them and the low energy electron precipitation fossil remnants of the magnetopause reconnection rate pulses.