Forecasting economic and financial time series with non-linear models

In this paper we discuss the current state-of-the-art in estimating, evaluating, and selecting among non-linear forecasting models for economic and financial time series. We review theoretical and empirical issues, including predictive density, interval and point evaluation and model selection, loss functions, data-mining, and aggregation. In addition, we argue that although the evidence in favor of constructing forecasts using non-linear models is rather sparse, there is reason to be optimistic. However, much remains to be done. Finally, we outline a variety of topics for future research, and discuss a number of areas which have received considerable attention in the recent literature, but where many questions remain.

Novel single trial movement classification based on temporal dynamics of EEG

Various complex oscillatory processes are involved in the generation of the motor command. The temporal dynamics of these processes were studied for movement detection from single trial electroencephalogram (EEG). Autocorrelation analysis was performed on the EEG signals to find robust markers of movement detection. The evolution of the autocorrelation function was characterised via the relaxation time of the autocorrelation by exponential curve fitting. It was observed that the decay constant of the exponential curve increased during movement, indicating that the autocorrelation function decays slowly during motor execution. Significant differences were observed between movement and no moment tasks. Additionally, a linear discriminant analysis (LDA) classifier was used to identify movement trials with a peak accuracy of 74%.

Influência de parâmetros moleculares em funções de correlação temporal na dinâmica de solvatação mecânica

No presente trabalho descrevemos nossos resultados relativos à investigação da dinâmica de solvatação mecânica por meio de simulações por dinâmica molecular, respeitando o regime da resposta linear, em sistemas-modelo de argônio líquido com um soluto monoatômico ou diatômico dissolvido. Estudamos sistematicamente a influência dos parâmetros moleculares dos solutos (tamanho, polarizabilidade) e da densidade frente a vários modelos de solvatação. Funções de Correlação Temporal da Energia de Solvatação foram calculadas com relação à correlações de n-corpos (n = 2; 3) distinguindo interações repulsivas e atrativas para ambos os sistemas líquidos. Também obtivemos segundas derivadas temporais dessas funções referindo-se à parcelas translacionais, rotacionais e roto-translacionais na solução do diatômico. Encontramos que funções de correlação temporal coletivas podem ser razoavelmente bem aproximadas por correlações binárias a densidades baixas e, a densidades altas, correlações ternárias tornam-se mais importantes produzindo um descorrelacionamento mais rápido das funções coletivas devido a efeitos de cancelamento parciais. As funções de correlação para interações repulsivas e atrativas exibem comportamentos dinâmicos independentes do modelo de solvatação devido a fatores de escalonamento linear que afetam apenas as amplitudes das dessas funções de correlação temporal. Em geral, os sistemas com grau de liberdade rotacional apresentam tempos de correlação mais curtos para a dinâmica coletiva e tempos de correlação mais longos para as funções binárias e ternárias. Finalmente, esse estudo mostra que os sistemas contendo o diatômico relaxam-se predominantemente por mecanismos translacionais binários em modelos de solvatação envolvendo alterações apenas na polarizabilidade do soluto, e por mecanismos rotacionais atrativos binários em modelos envolvendo alterações no comprimento de ligação.

H-infinity control design for time-delay linear systems: a rational transfer function based approach

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Confinement of fermions by mixed vector-scalar linear potentials in two-dimensional space-time

The problem of confinement of fermions in 1 + 1 dimensions is approached with a linear potential in the Dirac equation by considering a mixing of Lorentz vector and scalar couplings. Analytical bound-states solutions are obtained when the scalar coupling is of sufficient intensity compared to the vector coupling. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Effect of Incorporation of Disinfectant Solutions on Setting Time, Linear Dimensional Stability, and Detail Reproduction in Dental Stone Casts

Purpose: The aim of this paper was to analyze the influence of incorporation of disinfectants during the cast die stone-setting time. Setting time, linear dimensional stability, and reproduction details on casts were measured.Materials and Methods: Die stone type IV specimens with disinfection solutions (sodium hypochlorite 1%, glutaraldehyde 2%, chlorhexidine 2%) were incorporated in two concentrations (50%, 100%). The detail reproduction, dimensional stability, and setting time were tested in accordance with ADA recommendations.Results: Disinfecting solutions promoted an increase in setting time compared to control; sodium hypochlorite was responsible for the highest setting time. The addition of undiluted sodium hypochlorite 1.0% led to contraction during setting, but the groups with 50% diluted sodium hypochlorite 1.0% and undiluted chlorhexidine 2.0% resulted in intermediate values compared to the other groups, thus matching the control. The others did not demonstrate any effect on expansion. For detail reproduction, it was observed that the control group presented results similar to the others, except those where sodium hypochlorite was added.Conclusions The addition of sodium hypochlorite in both dilutions significantly altered, negatively, all the evaluated properties. But the addition of glutaraldehyde and chlorhexidine did not promote any significant alterations in the evaluated properties.

Compton scattering in noncommutative space-time at the Next Linear Collider

We study Compton scattering in the noncommutative (NC) counterpart of QED. Interactions in NC QED have momentum dependent phase factors and the gauge fields have Yang-Mills type couplings; this modifies the cross sections and they are different from the commuting standard model. Collider signals of noncommutative space-time are studied at the Next Linear Collider (NLC) operating in the e gamma mode. Results for different polarized cases are presented and it is shown that the Compton process can probe the noncommutative scale in the range of 1-2.5 TeV for typical proposed NLC energies.

Effects of time-periodic linear coupling on two-component Bose-Einstein condensates in two dimensions

We examine two-component Gross-Pitaevskii equations with nonlinear and linear couplings, assuming self-attraction in one species and self-repulsion in the other, while the nonlinear inter-species coupling is also repulsive. For initial states with the condensate placed in the self-attractive component, a sufficiently strong linear coupling switches the collapse into decay (in the free space). Setting the linear-coupling coefficient to be time-periodic (alternating between positive and negative values, with zero mean value) can make localized states quasi-stable for the parameter ranges considered herein, but they slowly decay. The 2D states can then be completely stabilized by a weak trapping potential. In the case of the high-frequency modulation of the coupling constant, averaged equations are derived, which demonstrate good agreement with numerical solutions of the full equations. (C) 2007 Elsevier B.V. All rights reserved.

Real-time optical monitoring of the dip coating process

A significant part of film production by the coating industry is based on wet bench processes, where better understanding of their temporal dynamics could facilitate control and optimization. In this work, in situ laser interferometry is applied to study properties of flowing liquids and quantitatively monitor the dip coating batch process. Two oil standards Newtonian, non-volatile, with constant refractive indices and distinct flow properties - were measured under several withdrawing speeds. The dynamics of film physical thickness then depends on time as t(-1/2), and flow characterization becomes possible with high precision (linear slope uncertainty of +/-0.04%). Resulting kinematic viscosities for OP60 and OP400 are 1,17 +/- 0,03. St and 9,9 +/- 0,2 St, respectively. These results agree with nominal values, as provided by the manufacturer. For more complex films (a multi-component sol-gel Zirconyl Chloride aqueous solution) with a varying refractive index, through a direct polarimetric measurement, allowing also determination of the temporal evolution of physical thickness (uncertainty of +/- 0,007 microns) is also determined during dip coating.

Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times

The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the problem horizon is defined by a stopping time τ which represents either, the occurrence of a fix number N of failures or repairs (T N), or the occurrence of a crucial failure event (τ δ), after which the system paralyzed. From the constructive method used here a separation principle holds, and the solutions are given in terms of a Kalman filter and a state feedback sequence of controls. The control gains are obtained by recursions from a set of algebraic Riccati equations for the former case or by a coupled set of algebraic Riccati equation for the latter case. Copyright © 2005 IFAC.

Temporal evolution of sulfated zirconia sol-gel during dip coating: Analysis of mass drainage with time-varying refractive index

The formation of sulfated zirconia films from a sol-gel derived aqueous suspension is subjected to double-optical monitoring during batch dip coating. Interpretation of interferometric patterns, previously obscured by a variable refractive index, is now made possible by addition of its direct measurement by a polarimetric technique in real time. Significant sensitivity of the resulting physical thickness and refractive index curves (uncertainties of ±7 nm and ±0.005, respectively) to temporal film evolution is shown under different withdrawal speeds. As a first contribution to quantitative understanding of temporal film formation with varying nanostructure during dip coating, detailed analysis is directed to the stage of the process dominated by mass drainage, whose simple modeling with temporal t-1/2 dependence is verified experimentally. © 2006 Elsevier B.V. All rights reserved.