A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples

A new test of hypothesis for classifying stationary time series based on the bias-adjusted estimators of the fitted autoregressive model is proposed. It is shown theoretically that the proposed test has desirable properties. Simulation results show that when time series are short, the size and power estimates of the proposed test are reasonably good, and thus this test is reliable in discriminating between short-length time series. As the length of the time series increases, the performance of the proposed test improves, but the benefit of bias-adjustment reduces. The proposed hypothesis test is applied to two real data sets: the annual real GDP per capita of six European countries, and quarterly real GDP per capita of five European countries. The application results demonstrate that the proposed test displays reasonably good performance in classifying relatively short time series.

Multifractal analyses of daily rainfall time series in Pearl River basin of China

The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the multifractal detrended fluctuation analysis (MF-DFA). The results from these two kinds of multifractal analyses show that the daily rainfall time series in this basin have multifractal behavior in two different time scale ranges. It is found that the empirical multifractal moment function K(q)K(q) of the daily rainfall time series can be fitted very well by the universal multifractal model (UMM). The estimated values of the conservation parameter HH from UMM for these daily rainfall data are close to zero indicating that they correspond to conserved fields. After removing the seasonal trend in the rainfall data, the estimated values of the exponent h(2)h(2) from MF-DFA indicate that the daily rainfall time series in Pearl River basin exhibit no long-term correlations. It is also found that K(2)K(2) and elevation series are negatively correlated. It shows a relationship between topography and rainfall variability.

Growing length and time scales in glass-forming liquids

The glass transition, whereby liquids transform into amorphous solids at low temperatures, is a subject of intense research despite decades of investigation. Explaining the enormous increase in relaxation times of a liquid upon supercooling is essential for understanding the glass transition. Although many theories, such as the Adam-Gibbs theory, have sought to relate growing relaxation times to length scales associated with spatial correlations in liquid structure or motion of molecules, the role of length scales in glassy dynamics is not well established. Recent studies of spatially correlated rearrangements of molecules leading to structural relaxation, termed ``spatially heterogeneous dynamics,'' provide fresh impetus in this direction. A powerful approach to extract length scales in critical phenomena is finite-size scaling, wherein a system is studied for sizes traversing the length scales of interest. We perform finite-size scaling for a realistic glass-former, using computer simulations, to evaluate the length scale associated with spatially heterogeneous dynamics, which grows as temperature decreases. However, relaxation times that also grow with decreasing temperature do not exhibit standard finite-size scaling with this length. We show that relaxation times are instead determined, for all studied system sizes and temperatures, by configurational entropy, in accordance with the Adam-Gibbs relation, but in disagreement with theoretical expectations based on spin-glass models that configurational entropy is not relevant at temperatures substantially above the critical temperature of mode-coupling theory. Our results provide new insights into the dynamics of glass-forming liquids and pose serious challenges to existing theoretical descriptions.

Influence of time step in the simulation modelling of evapotranspiration

Three simulations of evapotranspiration were done with two values of time step,viz 10 min and one day. Inputs to the model were weather data, including directly measured upward and downward radiation, and soil characteristics. Three soils were used for each simulation. Analysis of the results shows that the time step has a direct influence on the prediction of potential evapotranspiration, but a complex interaction of this effect with the soil moisture characteristic, rate of increase of ground cover and bare soil evaporation determines the actual transpiration predicted. The results indicate that as small a time step as possible should be used in the simulation.

Formative time lags in nitrogen, oxygen and dry air In crossed electric and magnetic fields

Formative time lags in nitrogen, oxygen, and dry air are measured with and without a magnetic field over a range of gas pressures (0.05 ' p ' 20.2 torr 5 kPa to 2 MPa, electric field strengths (1.8xO14 EEs 60xlO V m l) and magnetic field strengths (85xl0-4 < B ' 16x10-2 Tesla). For experiments below the Paschen minimum, the electrodes are designed to ensure that breakdown occurs over longer gaps and for experiments above the Paschen minimum, a coaxial cylindrical system is employed. The experimental technique consists of applying pulse voltages to the gap at various constant values of E/p and B/p and measuring the time lags from which the formative time lags are separated. In the gases studed, formative time lags decrease on application of a magnetic field at a given pressure for conditions below the Paschen minimum. The voltages at which the formative time lags remain the same without and with magnetic fields are determined, and electron molecule collision frequencies (v/p) are determined using the Effective Reduced Electric Field [EREF] concept. With increasing ratio of E/p in crossed fields, v/p decreases in all the three gases. Measurements above the Paschen minimum yield formative time lags which increase on application of a magnetic field. Formative time lags in nitrogen in ExB fields are calculated assuming an average collision frequency of 8.5x109 sec-1 torr 1. It is concluded that the EREF concept can be applied to explain formative time lags in ExB fields.

Testing the simulation capability of APSIM-ORYZA under different levels of nitrogen fertiliser and transplanting time regimes in Korea

APSIM-ORYZA is a new functionality developed in the APSIM framework to simulate rice production while addressing management issues such as fertilisation and transplanting, which are particularly important in Korean agriculture. To validate the model for Korean rice varieties and field conditions, the measured yields and flowering times from three field experiments conducted by the Gyeonggi Agricultural Research and Extension Services (GARES) in Korea were compared against the simulated outputs for different management practices and rice varieties. Simulated yields of early-, mid- and mid-to-late-maturing varieties of rice grown in a continuous rice cropping system from 1997 to 2004 showed close agreement with the measured data. Similar results were also found for yields simulated under seven levels of nitrogen application. When different transplanting times were modelled, simulated flowering times ranged from within 3 days of the measured values for the early-maturing varieties, to up to 9 days after the measured dates for the mid- and especially mid-to-late-maturing varieties. This was associated with highly variable simulated yields which correlated poorly with the measured data. This suggests the need to accurately calibrate the photoperiod sensitivity parameters of the model for the photoperiod-sensitive rice varieties in Korea.

1H and 19F NMR relaxation time studies in (NH4)2ZrF6 superionic conductor

1H and 19F spin-lattice relaxation times in polycrystalline diammonium hexafluorozirconate have been measured in the temperature range of 10–400 K to elucidate the molecular motion of both cation and anion. Interesting features such as translational diffusion at higher temperatures, molecular reorientational motion of both cation and anion groups at intermediate temperatures and quantum rotational tunneling of the ammonium group at lower temperatures have been observed. Nuclear magnetic resonance (NMR) relaxation time results correlate well with the NMR second moment and conductivity studies reported earlier.

Power Aware Real Time Scheduling in Constrained Devices

Real-time scheduling algorithms, such as Rate Monotonic and Earliest Deadline First, guarantee that calculations are performed within a pre-defined time. As many real-time systems operate on limited battery power, these algorithms have been enhanced with power-aware properties. In this thesis, 13 power-aware real-time scheduling algorithms for processor, device and system-level use are explored.

H-1 and F-19 NMR relaxation time studies in (NH4)(2)ZrF6 superionic conductor

H-1 and F-19 spin-lattice relaxation times in polycrystalline diammonium hexafluorozirconate have been measured in the temperature range of 10-400 K to elucidate the molecular motion of both cation and anion. Interesting features such as translational diffusion at higher temperatures, molecular reorientational motion of both cation and anion groups at intermediate temperatures and quantum rotational tunneling of the ammonium group at lower temperatures have been observed. Nuclear magnetic resonance (NMR) relaxation time results correlate well with the NMR second moment and conductivity studies reported earlier.

Response time measurement in flow induced signal generation on semiconductors

Measurable electrical signal is generated when a gas flows over a variety of solids, including doped semiconductors, even at the modest speed of a few meters per second. The underlying mechanism is an interesting interplay of Bernoulli's principle and the Seebeck effect. The electrical signal depends on the square of Mach number (M) and is proportional to the Seebeck coefficient (S) of the solids. Here we present experimental estimate of the response time of the signal rise and fall process, i.e. how fast the semiconductor materials respond to a steady flow as soon as it is set on or off. A theoretical model is also presented to understand the process and the dependence of the response time on the nature and physical dimensions of the semiconductor material used and they are compared with the experimental observations. (c) 2007 Elsevier B.V. All rights reserved.

Discovering user preferences by using time entries in click-through data to improve search engine results

The search engine log files have been used to gather direct user feedback on the relevancy of the documents presented in the results page. Typically the relative position of the clicks gathered from the log files is used a proxy for the direct user feedback. In this paper we identify reasons for the incompleteness of the relative position of clicks for deciphering the user preferences. Hence, we propose the use of time spent by the user in reading through the document as indicative of user preference for a document with respect to a query. Also, we identify the issues involved in using the time measure and propose means to address them.

Hedging Options with Different Time Units in the Pricing Models

This study examined the effects of the Greeks of the options and the trading results of delta hedging strategies, with three different time units or option-pricing models. These time units were calendar time, trading time and continuous time using discrete approximation (CTDA) time. The CTDA time model is a pricing model, that among others accounts for intraday and weekend, patterns in volatility. For the CTDA time model some additional theta measures, which were believed to be usable in trading, were developed. The study appears to verify that there were differences in the Greeks with different time units. It also revealed that these differences influence the delta hedging of options or portfolios. Although it is difficult to say anything about which is the most usable of the different time models, as this much depends on the traders view of the passing of time, different market conditions and different portfolios, the CTDA time model can be viewed as an attractive alternative.

Time Dimension in Consumers’ Image Construction Processes: Introducing Image Heritage and Image-in-use

This paper focuses on the time dimension in consumers’ image construction processes. Two new concepts are introduced to cover past consumer experiences about the company – image heritage, and the present image construction process - image-in-use. Image heritage and image-in-use captures the dynamic, relational, social, and contextual features of corporate image construction processes. Qualitative data from a retailing context were collected and analysed following a grounded theory approach. The study demonstrates that consumers’ corporate images have long roots in past experiences. Understanding consumers’ image heritage provides opportunities for understanding how consumers might interpret management initiatives and branding activities in the present.

Interplay between multiple length and time scales in complex chemical systems

Processes in complex chemical systems, such as macromolecules, electrolytes, interfaces, micelles and enzymes, can span several orders of magnitude in length and time scales. The length and time scales of processes occurring over this broad time and space window are frequently coupled to give rise to the control necessary to ensure specificity and the uniqueness of the chemical phenomena. A combination of experimental, theoretical and computational techniques that can address a multiplicity of length and time scales is required in order to understand and predict structure and dynamics in such complex systems. This review highlights recent experimental developments that allow one to probe structure and dynamics at increasingly smaller length and time scales. The key theoretical approaches and computational strategies for integrating information across time-scales are discussed. The application of these ideas to understand phenomena in various areas, ranging from materials science to biology, is illustrated in the context of current developments in the areas of liquids and solvation, protein folding and aggregation and phase transitions, nucleation and self-assembly.

Study Of Fluid-Flow And Residence-Time Distribution In A Continuous Slab Casting Mold

The fluid-flow pattern and residence-time distribution (r.t.d.) of the fluid in a continuous casting mould have been studied using a water model. The two recirculating zones below the discharge ports have been found to be asymmetric. The effect of casting speed, discharge port diameter, shroud well depth and the immersion depth on r.t.d. have been investigated. The r.t.d. curve has been well represented by a model of two backmix cells of equal volume in series. The exist of the fluid has been found to be non-uniform across the cross-section of the mould. The fluid-flow pattern has been observed to change with time in a random fashion. Dead volume of upto 31.8% has been found with smaller discharge ports.