Scholarly publishing and argument in hyperspace

The World Wide Web is opening up access to documents and data for scholars. However it has not yet impacted on one of the primary activities in research: assessing new findings in the light of current knowledge and debating it with colleagues. The ClaiMaker system uses a directed graph model with similarities to hypertext, in which new ideas are published as nodes, which other contributors can build on or challenge in a variety of ways by linking to them. Nodes and links have semantic structure to facilitate the provision of specialist services for interrogating and visualizing the emerging network. By way of example, this paper is grounded in a ClaiMaker model to illustrate how new claims can be described in this structured way.

Breaks in the UK household sector money demand function

We use non-parametric procedures to identify breaks in the underlying series of UK household sector money demand functions. Money demand functions are estimated using cointegration techniques and by employing both the Simple Sum and Divisia measures of money. P-star models are also estimated for out-of-sample inflation forecasting. Our findings suggest that the presence of breaks affects both the estimation of cointegrated money demand functions and the inflation forecasts. P-star forecast models based on Divisia measures appear more accurate at longer horizons and the majority of models with fundamentals perform better than a random walk model.

Forecasting the term structure when short-term rates are near zero

This paper compares the experience of forecasting the UK government bond yield curve before and after the dramatic lowering of short-term interest rates from October 2008. Out-of-sample forecasts for 1, 6 and 12 months are generated from each of a dynamic Nelson-Siegel model, autoregressive models for both yields and the principal components extracted from those yields, a slope regression and a random walk model. At short forecasting horizons, there is little difference in the performance of the models both prior to and after 2008. However, for medium- to longer-term horizons, the slope regression provided the best forecasts prior to 2008, while the recent experience of near-zero short interest rates coincides with a period of forecasting superiority for the autoregressive and dynamic Nelson-Siegel models. © 2014 John Wiley & Sons, Ltd.

Software Testing and Documenting Automation

This article describes some approaches to problem of testing and documenting automation in information systems with graphical user interface. Combination of data mining methods and theory of finite state machines is used for testing automation. Automated creation of software documentation is based on using metadata in documented system. Metadata is built on graph model. Described approaches improve performance and quality of testing and documenting processes.

About Methods of Mathematical Modelling in the Development of Information Systems

This article describes the approach, which allows to develop information systems without taking into consideration details of physical storage of the relational model and type database management system. Described in terms of graph model, this approach allows to construct several algorithms, for example, for verification application domain. This theory was introduced into operation testing as a part of CASE-system METAS.

Access Rights Inheritance in Information Systems Controlled by Metadata

All information systems have to be protected. As the number of information objects and the number of users increase the task of information system’s protection becomes more difficult. One of the most difficult problems is access rights assignment. This paper describes the graph model of access rights inheritance. This model takes into account relations and dependences between different objects and between different users. The model can be implemented in the information systems controlled by the metadata, describing information objects and connections between them, such as the systems based on CASE-technology METAS.

Learning Technology in Scheduling Based on the Mixed Graphs

We propose the adaptive algorithm for solving a set of similar scheduling problems using learning technology. It is devised to combine the merits of an exact algorithm based on the mixed graph model and heuristics oriented on the real-world scheduling problems. The former may ensure high quality of the solution by means of an implicit exhausting enumeration of the feasible schedules. The latter may be developed for certain type of problems using their peculiarities. The main idea of the learning technology is to produce effective (in performance measure) and efficient (in computational time) heuristics by adapting local decisions for the scheduling problems under consideration. Adaptation is realized at the stage of learning while solving a set of sample scheduling problems using a branch-and-bound algorithm and structuring knowledge using pattern recognition apparatus.

Characterization of ultra-long Raman fibre lasers

We present results on characterization of lasers with ultra-long cavity lengths up to 84km, the longest cavity ever reported. We have analyzed the mode structure, shape and width of the generated spectra, intensity fluctuations depending on length and intra-cavity power. The RF spectra exhibit an ultra-dense cavity mode structure (mode spacing is 1.2kHz for 84km), in which the width of the mode beating is proportional to the intra-cavity power while the optical spectra broaden with power according to the square-root law acquiring a specific shape with exponential wings. A model based on wave turbulence formalism has been developed to describe the observed effects.

A Test of Association between Qualitative Trait and a Set of SNPs

2000 Mathematics Subject Classification: 62P10, 92D10, 92D30, 62F03

Does money matter in inflation forecasting?

This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections of included monetary assets. In our forecasting experiment we use two nonlinear techniques, namely, recurrent neural networks and kernel recursive least squares regressiontechniques that are new to macroeconomics. Recurrent neural networks operate with potentially unbounded input memory, while the kernel regression technique is a finite memory predictor. The two methodologies compete to find the best fitting US inflation forecasting models and are then compared to forecasts from a nave random walk model. The best models were nonlinear autoregressive models based on kernel methods. Our findings do not provide much support for the usefulness of monetary aggregates in forecasting inflation. Beyond its economic findings, our study is in the tradition of physicists' long-standing interest in the interconnections among statistical mechanics, neural networks, and related nonparametric statistical methods, and suggests potential avenues of extension for such studies. © 2010 Elsevier B.V. All rights reserved.

Essays on exchange rate economics

Exchange rate economics has achieved substantial development in the past few decades. Despite extensive research, a large number of unresolved problems remain in the exchange rate debate. This dissertation studied three puzzling issues aiming to improve our understanding of exchange rate behavior. Chapter Two used advanced econometric techniques to model and forecast exchange rate dynamics. Chapter Three and Chapter Four studied issues related to exchange rates using the theory of New Open Economy Macroeconomics. ^ Chapter Two empirically examined the short-run forecastability of nominal exchange rates. It analyzed important empirical regularities in daily exchange rates. Through a series of hypothesis tests, a best-fitting fractionally integrated GARCH model with skewed student-t error distribution was identified. The forecasting performance of the model was compared with that of a random walk model. Results supported the contention that nominal exchange rates seem to be unpredictable over the short run in the sense that the best-fitting model cannot beat the random walk model in forecasting exchange rate movements. ^ Chapter Three assessed the ability of dynamic general-equilibrium sticky-price monetary models to generate volatile foreign exchange risk premia. It developed a tractable two-country model where agents face a cash-in-advance constraint and set prices to the local market; the exogenous money supply process exhibits time-varying volatility. The model yielded approximate closed form solutions for risk premia and real exchange rates. Numerical results provided quantitative evidence that volatile risk premia can endogenously arise in a new open economy macroeconomic model. Thus, the model had potential to rationalize the Uncovered Interest Parity Puzzle. ^ Chapter Four sought to resolve the consumption-real exchange rate anomaly, which refers to the inability of most international macro models to generate negative cross-correlations between real exchange rates and relative consumption across two countries as observed in the data. While maintaining the assumption of complete asset markets, this chapter introduced endogenously segmented asset markets into a dynamic sticky-price monetary model. Simulation results showed that such a model could replicate the stylized fact that real exchange rates tend to move in an opposite direction with respect to relative consumption. ^

Essays on Exchange Rate Economics

Exchange rate economics has achieved substantial development in the past few decades. Despite extensive research, a large number of unresolved problems remain in the exchange rate debate. This dissertation studied three puzzling issues aiming to improve our understanding of exchange rate behavior. Chapter Two used advanced econometric techniques to model and forecast exchange rate dynamics. Chapter Three and Chapter Four studied issues related to exchange rates using the theory of New Open Economy Macroeconomics. Chapter Two empirically examined the short-run forecastability of nominal exchange rates. It analyzed important empirical regularities in daily exchange rates. Through a series of hypothesis tests, a best-fitting fractionally integrated GARCH model with skewed student-t error distribution was identified. The forecasting performance of the model was compared with that of a random walk model. Results supported the contention that nominal exchange rates seem to be unpredictable over the short run in the sense that the best-fitting model cannot beat the random walk model in forecasting exchange rate movements. Chapter Three assessed the ability of dynamic general-equilibrium sticky-price monetary models to generate volatile foreign exchange risk premia. It developed a tractable two-country model where agents face a cash-in-advance constraint and set prices to the local market; the exogenous money supply process exhibits time-varying volatility. The model yielded approximate closed form solutions for risk premia and real exchange rates. Numerical results provided quantitative evidence that volatile risk premia can endogenously arise in a new open economy macroeconomic model. Thus, the model had potential to rationalize the Uncovered Interest Parity Puzzle. Chapter Four sought to resolve the consumption-real exchange rate anomaly, which refers to the inability of most international macro models to generate negative cross-correlations between real exchange rates and relative consumption across two countries as observed in the data. While maintaining the assumption of complete asset markets, this chapter introduced endogenously segmented asset markets into a dynamic sticky-price monetary model. Simulation results showed that such a model could replicate the stylized fact that real exchange rates tend to move in an opposite direction with respect to relative consumption.

Design, development and control of a new generation high performance linear actuator for parallel robots and other applications

The main focus of this research is to design and develop a high performance linear actuator based on a four bar mechanism. The present work includes the detailed analysis (kinematics and dynamics), design, implementation and experimental validation of the newly designed actuator. High performance is characterized by the acceleration of the actuator end effector. The principle of the newly designed actuator is to network the four bar rhombus configuration (where some bars are extended to form an X shape) to attain high acceleration. Firstly, a detailed kinematic analysis of the actuator is presented and kinematic performance is evaluated through MATLAB simulations. A dynamic equation of the actuator is achieved by using the Lagrangian dynamic formulation. A SIMULINK control model of the actuator is developed using the dynamic equation. In addition, Bond Graph methodology is presented for the dynamic simulation. The Bond Graph model comprises individual component modeling of the actuator along with control. Required torque was simulated using the Bond Graph model. Results indicate that, high acceleration (around 20g) can be achieved with modest (3 N-m or less) torque input. A practical prototype of the actuator is designed using SOLIDWORKS and then produced to verify the proof of concept. The design goal was to achieve the peak acceleration of more than 10g at the middle point of the travel length, when the end effector travels the stroke length (around 1 m). The actuator is primarily designed to operate in standalone condition and later to use it in the 3RPR parallel robot. A DC motor is used to operate the actuator. A quadrature encoder is attached with the DC motor to control the end effector. The associated control scheme of the actuator is analyzed and integrated with the physical prototype. From standalone experimentation of the actuator, around 17g acceleration was achieved by the end effector (stroke length was 0.2m to 0.78m). Results indicate that the developed dynamic model results are in good agreement. Finally, a Design of Experiment (DOE) based statistical approach is also introduced to identify the parametric combination that yields the greatest performance. Data are collected by using the Bond Graph model. This approach is helpful in designing the actuator without much complexity.

La thérapie cognitive-comportementale dans le traitement du TDAH chez l'adulte: état des connaissances

Essai doctoral présenté à la Faculté des Arts et des Sciences en vue de l'obtention du grade de doctorat en psychologie clinique (D.psy.)

La thérapie cognitive-comportementale dans le traitement du TDAH chez l'adulte: état des connaissances

Essai doctoral présenté à la Faculté des Arts et des Sciences en vue de l'obtention du grade de doctorat en psychologie clinique (D.psy.)