Topics in Spatial Econometrics - With Applications to House Prices

Topics in Spatial Econometrics — With Applications to House Prices Spatial effects in data occur when geographical closeness of observations influences the relation between the observations. When two points on a map are close to each other, the observed values on a variable at those points tend to be similar. The further away the two points are from each other, the less similar the observed values tend to be. Recent technical developments, geographical information systems (GIS) and global positioning systems (GPS) have brought about a renewed interest in spatial matters. For instance, it is possible to observe the exact location of an observation and combine it with other characteristics. Spatial econometrics integrates spatial aspects into econometric models and analysis. The thesis concentrates mainly on methodological issues, but the findings are illustrated by empirical studies on house price data. The thesis consists of an introductory chapter and four essays. The introductory chapter presents an overview of topics and problems in spatial econometrics. It discusses spatial effects, spatial weights matrices, especially k-nearest neighbours weights matrices, and various spatial econometric models, as well as estimation methods and inference. Further, the problem of omitted variables, a few computational and empirical aspects, the bootstrap procedure and the spatial J-test are presented. In addition, a discussion on hedonic house price models is included. In the first essay a comparison is made between spatial econometrics and time series analysis. By restricting the attention to unilateral spatial autoregressive processes, it is shown that a unilateral spatial autoregression, which enjoys similar properties as an autoregression with time series, can be defined. By an empirical study on house price data the second essay shows that it is possible to form coordinate-based, spatially autoregressive variables, which are at least to some extent able to replace the spatial structure in a spatial econometric model. In the third essay a strategy for specifying a k-nearest neighbours weights matrix by applying the spatial J-test is suggested, studied and demonstrated. In the final fourth essay the properties of the asymptotic spatial J-test are further examined. A simulation study shows that the spatial J-test can be used for distinguishing between general spatial models with different k-nearest neighbours weights matrices. A bootstrap spatial J-test is suggested to correct the size of the asymptotic test in small samples.

Multicriterion differential games with applications to combat problems

In this paper a theory for two-person zero sum multicriterion differential games is presented. Various solution concepts based upon the notions of Pareto optimality (efficiency), security and equilibrium are defined. These are shown to have interesting applications in the formulation and analysis of two target or combat differential games. The methods for obtaining outcome regions in the state space, feedback strategies for the players and the mode of play has been discussed in the framework of bicriterion zero sum differential games. The treatment is conceptual rather than rigorous.

Computation-Based Reliability Analysis in Real Time Applications

Reliability analysis for computing systems in aerospace applications must account for actual computations the system performs in the use environment. This paper introduces a theoretical nonhomogeneous Markov model for such applications.

Computer estimation of the Cd---Hg---Te phase diagram

The compounds CdHgTe and its constituent binaries CdTe, HgTe, and CdHg are semiconductors which are used in thermal, infrared, nuclear, thermoelectric and other photo sensitive devices. The compound CdHgTe has a Sphaleritic structure of possible type A1IIB1IIC6VI. The TERCP program of Kaufman is used to estimate the stable regions of the ternary phase diagram using available thermodynamic data. It was found that there was little variation in stochiometry with temperature. The compositions were calculated for temperatures ranging from 325K to 100K and the compositional limits were Cd13−20Hg12−01Te75−79, Hg varying most. By comparison with a similar compound, Cd In2Te4 of forbidden band width. 88 to .90 e.V., similar properties are postulated for Cd1Hg1Te6 with applications in the infra red region of the spectrum at 300K where this composition is given by TERCP at the limit of stability.

A New Liquid Level Sensor for Process-Control Applications

Many process-control systems are air-operated. In such an environment, it would be desirable and economical to use pneumatic sensors. Bubble-back pressure sensors perform quite satisfactorily, but in case of viscous inflammable and slurry-like liquids with a tendency to froth, this level sensor is inadequate. The method suggested in this paper utilizes a pneumatic capacitor, one boundary of which is formed by the liquid level, to modulate a fluid amplifier feedback oscillator. The absence of moving parts and economy obtained makes this method attractive for process-control applications. The system has been mathematically modeled and simulated on an IBM 360/44 digital computer. Experimental values compare fairly well with the theoretical results. For the range tested, the sensor is found to have a linear frequency variation with the liquid level Extended running in the laboratory shows that the system is very reliable. This system has been found insensitive to temperature variations of up to 15ðC.

Light scattering in random media with wavelength-scale structures : astronomical and industrial applications

Light scattering, or scattering and absorption of electromagnetic waves, is an important tool in all remote-sensing observations. In astronomy, the light scattered or absorbed by a distant object can be the only source of information. In Solar-system studies, the light-scattering methods are employed when interpreting observations of atmosphereless bodies such as asteroids, atmospheres of planets, and cometary or interplanetary dust. Our Earth is constantly monitored from artificial satellites at different wavelengths. With remote sensing of Earth the light-scattering methods are not the only source of information: there is always the possibility to make in situ measurements. The satellite-based remote sensing is, however, superior in the sense of speed and coverage if only the scattered signal can be reliably interpreted. The optical properties of many industrial products play a key role in their quality. Especially for products such as paint and paper, the ability to obscure the background and to reflect light is of utmost importance. High-grade papers are evaluated based on their brightness, opacity, color, and gloss. In product development, there is a need for computer-based simulation methods that could predict the optical properties and, therefore, could be used in optimizing the quality while reducing the material costs. With paper, for instance, pilot experiments with an actual paper machine can be very time- and resource-consuming. The light-scattering methods presented in this thesis solve rigorously the interaction of light and material with wavelength-scale structures. These methods are computationally demanding, thus the speed and accuracy of the methods play a key role. Different implementations of the discrete-dipole approximation are compared in the thesis and the results provide practical guidelines in choosing a suitable code. In addition, a novel method is presented for the numerical computations of orientation-averaged light-scattering properties of a particle, and the method is compared against existing techniques. Simulation of light scattering for various targets and the possible problems arising from the finite size of the model target are discussed in the thesis. Scattering by single particles and small clusters is considered, as well as scattering in particulate media, and scattering in continuous media with porosity or surface roughness. Various techniques for modeling the scattering media are presented and the results are applied to optimizing the structure of paper. However, the same methods can be applied in light-scattering studies of Solar-system regoliths or cometary dust, or in any remote-sensing problem involving light scattering in random media with wavelength-scale structures.

Laser patterning system for integrated optics and storage applications

A computer-controlled laser writing system for optical integrated circuits and data storage is described. The system is characterized by holographic (649F) and high-resolution plates. A minimum linewidth of 2.5 mum is obtained by controlling the system parameters. We show that this system can also be used for data storage applications.

The Reproducing Kernel DMS-FEM: 3D Shape Functions and Applications to Linear Solid Mechanics

We propose a family of 3D versions of a smooth finite element method (Sunilkumar and Roy 2010), wherein the globally smooth shape functions are derivable through the condition of polynomial reproduction with the tetrahedral B-splines (DMS-splines) or tensor-product forms of triangular B-splines and ID NURBS bases acting as the kernel functions. While the domain decomposition is accomplished through tetrahedral or triangular prism elements, an additional requirement here is an appropriate generation of knotclouds around the element vertices or corners. The possibility of sensitive dependence of numerical solutions to the placements of knotclouds is largely arrested by enforcing the condition of polynomial reproduction whilst deriving the shape functions. Nevertheless, given the higher complexity in forming the knotclouds for tetrahedral elements especially when higher demand is placed on the order of continuity of the shape functions across inter-element boundaries, we presently emphasize an exploration of the triangular prism based formulation in the context of several benchmark problems of interest in linear solid mechanics. In the absence of a more rigorous study on the convergence analyses, the numerical exercise, reported herein, helps establish the method as one of remarkable accuracy and robust performance against numerical ill-conditioning (such as locking of different kinds) vis-a-vis the conventional FEM.

Toward Effective Scalar Hardware for Highly Vectorizable Applications

The performance of a program will ultimately be limited by its serial (scalar) portion, as pointed out by Amdahl′s Law. Reported studies thus far of instruction-level parallelism have mixed data-parallel program portions with scalar program portions, often leading to contradictory and controversial results. We report an instruction-level behavioral characterization of scalar code containing minimal data-parallelism, extracted from highly vectorized programs of the PERFECT benchmark suite running on a Cray Y-MP system. We classify scalar basic blocks according to their instruction mix, characterize the data dependencies seen in each class, and, as a first step, measure the maximum intrablock instruction-level parallelism available. We observe skewed rather than balanced instruction distributions in scalar code and in individual basic block classes of scalar code; nonuniform distribution of parallelism across instruction classes; and, as expected, limited available intrablock parallelism. We identify frequently occurring data-dependence patterns and discuss new instructions to reduce latency. Toward effective scalar hardware, we study latency-pipelining trade-offs and restricted multiple instruction issue mechanisms.

Distance measures on intersecting objects and their applications

Let A and B be two objects. We define measures to characterize the penetration of A and B when A boolean AND B not equal 0. We then present properties of the measures and efficient algorithms to compute them for planar and polyhedral objects. We explore applications of the measures and present some experimental results.

Novel geodesic splitting on paraboloid of revolution with applications to ray-theoretic analysis

Computer simulations have shown a novel geodesic splitting on the paraboloid of revolution leading to a multiplicity of surface ray paths. Such a phenomenon would have wide ramifications for wave propagation problems in general, besides applications in target-detection problems and the computational requirements of ray-theoretic formulations such as the UTD, in computing the antenna characteristics in the high-frequency domain.

Real-time Computer Simulation of Three Dimensional Elastostatics using the Finite Point Method

Real-time simulation of deformable solids is essential for some applications such as biological organ simulations for surgical simulators. In this work, deformable solids are approximated to be linear elastic, and an easy and straight forward numerical technique, the Finite Point Method (FPM), is used to model three dimensional linear elastostatics. Graphics Processing Unit (GPU) is used to accelerate computations. Results show that the Finite Point Method, together with GPU, can compute three dimensional linear elastostatic responses of solids at rates suitable for real-time graphics, for solids represented by reasonable number of points.

Believe it or Not! Multicore CPUs can Match GPUs for FLOP-intensive Applications

In this work, we evaluate performance of a real-world image processing application that uses a cross-correlation algorithm to compare a given image with a reference one. The algorithm processes individual images represented as 2-dimensional matrices of single-precision floating-point values using O(n4) operations involving dot-products and additions. We implement this algorithm on a nVidia GTX 285 GPU using CUDA, and also parallelize it for the Intel Xeon (Nehalem) and IBM Power7 processors, using both manual and automatic techniques. Pthreads and OpenMP with SSE and VSX vector intrinsics are used for the manually parallelized version, while a state-of-the-art optimization framework based on the polyhedral model is used for automatic compiler parallelization and optimization. The performance of this algorithm on the nVidia GPU suffers from: (1) a smaller shared memory, (2) unaligned device memory access patterns, (3) expensive atomic operations, and (4) weaker single-thread performance. On commodity multi-core processors, the application dataset is small enough to fit in caches, and when parallelized using a combination of task and short-vector data parallelism (via SSE/VSX) or through fully automatic optimization from the compiler, the application matches or beats the performance of the GPU version. The primary reasons for better multi-core performance include larger and faster caches, higher clock frequency, higher on-chip memory bandwidth, and better compiler optimization and support for parallelization. The best performing versions on the Power7, Nehalem, and GTX 285 run in 1.02s, 1.82s, and 1.75s, respectively. These results conclusively demonstrate that, under certain conditions, it is possible for a FLOP-intensive structured application running on a multi-core processor to match or even beat the performance of an equivalent GPU version.