Neurofuzzy network model construction using Bézier-Bernstein polynomial functions

Neurofuzzy modelling systems combine fuzzy logic with quantitative artificial neural networks via a concept of fuzzification by using a fuzzy membership function usually based on B-splines and algebraic operators for inference, etc. The paper introduces a neurofuzzy model construction algorithm using Bezier-Bernstein polynomial functions as basis functions. The new network maintains most of the properties of the B-spline expansion based neurofuzzy system, such as the non-negativity of the basis functions, and unity of support but with the additional advantages of structural parsimony and Delaunay input space partitioning, avoiding the inherent computational problems of lattice networks. This new modelling network is based on the idea that an input vector can be mapped into barycentric co-ordinates with respect to a set of predetermined knots as vertices of a polygon (a set of tiled Delaunay triangles) over the input space. The network is expressed as the Bezier-Bernstein polynomial function of barycentric co-ordinates of the input vector. An inverse de Casteljau procedure using backpropagation is developed to obtain the input vector's barycentric co-ordinates that form the basis functions. Extension of the Bezier-Bernstein neurofuzzy algorithm to n-dimensional inputs is discussed followed by numerical examples to demonstrate the effectiveness of this new data based modelling approach.

The first real-time worldwide ionospheric predictions network: an advance in support of spaceborne experimentation, on-line model validation, and space weather

We report on the first realtime ionospheric predictions network and its capabilities to ingest a global database and forecast F-layer characteristics and "in situ" electron densities along the track of an orbiting spacecraft. A global network of ionosonde stations reported around-the-clock observations of F-region heights and densities, and an on-line library of models provided forecasting capabilities. Each model was tested against the incoming data; relative accuracies were intercompared to determine the best overall fit to the prevailing conditions; and the best-fit model was used to predict ionospheric conditions on an orbit-to-orbit basis for the 12-hour period following a twice-daily model test and validation procedure. It was found that the best-fit model often provided averaged (i.e., climatologically-based) accuracies better than 5% in predicting the heights and critical frequencies of the F-region peaks in the latitudinal domain of the TSS-1R flight path. There was a sharp contrast however, in model-measurement comparisons involving predictions of actual, unaveraged, along-track densities at the 295 km orbital altitude of TSS-1R In this case, extrema in the first-principle models varied by as much as an order of magnitude in density predictions, and the best-fit models were found to disagree with the "in situ" observations of Ne by as much as 140%. The discrepancies are interpreted as a manifestation of difficulties in accurately and self-consistently modeling the external controls of solar and magnetospheric inputs and the spatial and temporal variabilities in electric fields, thermospheric winds, plasmaspheric fluxes, and chemistry.

Pion: space-like structure

The scalar form factor describes modifications induced by the pion over the quark condensate. Assuming that representations produced by chiral perturbation theory can be pushed to high values of negative-t, a region in configuration space is reached (r < R similar to 0.5 fm) where the form factor changes sign, indicating that the condensate has turned into empty space. A simple model for the pion incorporates this feature into density functions. When supplemented by scalar-meson excitations, it yields predictions close to empirical values for the mean square radius (< r(2)>(pi)(S) = 0.59 fm(2)) and for one of the low energy constants ((l) over bar (4) = 4.3), with no adjusted parameters.

Fock space for fermion-like lattices and the linear Glauber model

The concept of Fock space representation is developed to deal with stochastic spin lattices written in terms of fermion operators. A density operator is introduced in order to follow in parallel the developments of the case of bosons in the literature. Some general conceptual quantities for spin lattices are then derived, including the notion of generating function and path integral via Grassmann variables. The formalism is used to derive the Liouvillian of the d-dimensional Linear Glauber dynamics in the Fock-space representation. Then the time evolution equations for the magnetization and the two-point correlation function are derived in terms of the number operator. (C) 2008 Elsevier B.V. All rights reserved.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties for a lack of parsimony, as well as the traditional ones. We suggest a new procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties. In order to compute the fit of each model, we propose an iterative procedure to compute the maximum likelihood estimates of parameters of a VAR model with short-run and long-run restrictions. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank, relative to the commonly used procedure of selecting the lag-length only and then testing for cointegration.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank using our proposed procedure, relative to an unrestricted VAR or a cointegrated VAR estimated by the commonly used procedure of selecting the lag-length only and then testing for cointegration. Two empirical applications forecasting Brazilian inflation and U.S. macroeconomic aggregates growth rates respectively show the usefulness of the model-selection strategy proposed here. The gains in different measures of forecasting accuracy are substantial, especially for short horizons.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank using our proposed procedure, relative to an unrestricted VAR or a cointegrated VAR estimated by the commonly used procedure of selecting the lag-length only and then testing for cointegration. Two empirical applications forecasting Brazilian in ation and U.S. macroeconomic aggregates growth rates respectively show the usefulness of the model-selection strategy proposed here. The gains in di¤erent measures of forecasting accuracy are substantial, especially for short horizons.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. A Monte Carlo study explores the finite sample performance of this procedure and evaluates the forecasting accuracy of models selected by this procedure. Two empirical applications confirm the usefulness of the model selection procedure proposed here for forecasting.

Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States

Real exchange rate is an important macroeconomic price in the economy and a ects economic activity, interest rates, domestic prices, trade and investiments ows among other variables. Methodologies have been developed in empirical exchange rate misalignment studies to evaluate whether a real e ective exchange is overvalued or undervalued. There is a vast body of literature on the determinants of long-term real exchange rates and on empirical strategies to implement the equilibrium norms obtained from theoretical models. This study seeks to contribute to this literature by showing that it is possible to calculate the misalignment from a mixed ointegrated vector error correction framework. An empirical exercise using United States' real exchange rate data is performed. The results suggest that the model with mixed frequency data is preferred to the models with same frequency variables

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.

Vector and axial-vector correlators in a non-local chiral quark model

The behavior of the non-perturbative parts of the isovector-vector and isovector and isosinglet axial-vector correlators at Euclidean momenta is studied in the framework of a covariant chiral quark model with non-local quark-quark interactions. The gauge covariance is ensured with the help of the P-exponents, with the corresponding modification of the quark-current interaction vertices taken into account. The low- and high-momentum behavior of the correlators is compared with the chiral perturbation theory and with the QCD operator product expansion, respectively. The V-A combination of the correlators obtained in the model reproduces quantitatively the ALEPH and OPAL data on hadronic tau decays, transformed into the Euclidean domain via dispersion relations. The predictions for the electromagnetic pi(+/-) - pi(0) mass difference and for the pion electric polarizability are also in agreement with the experimental values. The topological susceptibility of the vacuum is evaluated as a function of the momentum, and its first moment is predicted to be chi'(0) approximate to (50 MeV)(2). In addition, the fulfillment of the Crewther theorem is demonstrated.

A model for Hopfions on the space-time S(3)xR

We construct static and time dependent exact soliton solutions for a theory of scalar fields taking values on a wide class of two dimensional target spaces, and defined on the four dimensional space-time S-3 X R. The construction is based on an ansatz built out of special coordinates on S3. The requirement for finite energy introduce boundary conditions that determine an infinite discrete spectrum of frequencies for the oscillating solutions. For the case where the target space is the sphere S-2, we obtain static soliton solutions with nontrivial Hopf topological charges. In addition, such Hopfions can oscillate in time, preserving their topological Hopf charge, with any of the frequencies belonging to that infinite discrete spectrum. (C) 2005 American Institute of Physics.

The pion electromagnetic form factor in a QCD-inspired model

We present detailed numerical results for the pion space-like electromagnetic form factor obtained within a recently proposed model of the pion electromagnetic current in a confining light-front QCD-inspired model. The model incorporates the vector meson dominance mechanism at the quark level, where the dressed photon with q(+) > 0 decays in an interacting quark-antiquark pair, which absorbs the initial pion and produces the pion in the final state.

Time evolution of the Wigner function in discrete quantum phase space for a soluble quasi-spin model

The discrete phase space approach to quantum mechanics of degrees of freedom without classical counterparts is applied to the many-fermions/quasi-spin Lipkin model. The Wi:ner function is written for some chosen states associated to discrete angle and angular momentum variables, and the rime evolution is numerically calculated using the discrete von Neumnnn-Liouville equation. Direct evidences in the lime evolution of the Wigner function are extracted that identify a tunnelling effect. A connection with a SU(2)-based semiclassical continuous approach to the Lipkin model is also presented.

Study of the (D)over-barN Interaction in a QCD Coulomb Gauge Quark Model

We study the (D) over barN interaction at low energies with a quark model inspired in the QCD Hamiltonian in Coulomb gauge. The model Hamiltonian incorporates a confining Coulomb potential extracted from a self-consistent quasiparticle method for the gluon degrees of freedom, and transverse-gluon hyperfine interaction consistent with a finite gluon propagator in the infrared. Initially a constituent-quark mass function is obtained by solving a gap equation and baryon and meson bound-states are obtained in Fock space using a variational calculation. Next, having obtained the constituent-quark masses and the hadron waves functions, an effective meson-nucleon interaction is derived from a quark-interchange mechanism. This leads to a short range meson-baryon interaction and to describe long-distance physics vector- and scalar-meson exchanges described by effective Lagrangians are incorporated. The derived effective (D) over barN potential is used in a Lippmann-Schwinger equation to obtain phase shifts. The results are compared with a recent similar calculation using the nonrelativistic quark model.