Direct dynamical test for deterministic chaos

We present a direct and dynamical method to distinguish low-dimensional deterministic chaos from noise. We define a series of time-dependent curves which are closely related to the largest Lyapunov exponent. For a chaotic time series, there exists an envelope to the time-dependent curves, while for a white noise or a noise with the same power spectrum as that of a chaotic time series, the envelope cannot be defined. When a noise is added to a chaotic time series, the envelope is eventually destroyed with the increasing of the amplitude of the noise.

On the strategic equivalence of multiple-choice test scoring rules

A disadvantage of multiple-choice tests is that students have incentives to guess. To discourage guessing, it is common to use scoring rules that either penalize wrong answers or reward omissions. These scoring rules are considered equivalent in psychometrics, although experimental evidence has not always been consistent with this claim. We model students' decisions and show, first, that equivalence holds only under risk neutrality and, second, that the two rules can be modified so that they become equivalent even under risk aversion. This paper presents the results of a field experiment in which we analyze the decisions of subjects taking multiple-choice exams. The evidence suggests that differences between scoring rules are due to risk aversion as theory predicts. We also find that the number of omitted items depends on the scoring rule, knowledge, gender and other covariates.

A Non-Parametric Dimension Test of the Term Structure

Published as an article in: Studies in Nonlinear Dynamics & Econometrics, 2004, vol. 8, issue 3, article 6.

Test well exploration in the Myakka River Basin area, Florida

In recent years, difficulties encountered in obtaining ground-water supplies with acceptable chemical characteristics in the Myakka River basin area led to the implementation of a test drilling program. Under this program, well drilling and data collection were executed in such a manner that all water-producing zones of the local aquifers, together with the quality and quantity of the water available, were effectively identified. A step-drilling method was utilized which allowed the collection of formation cuttings, water samples, and water-level data, from isolated zones in the well as drilling proceeded. The step drilling procedure is described. The driller's logs, geophysical logs, and chemical quality of water tables are presented.(Document has 66 pages.)

Using network mesures to test evolved NK-landscapes

In this paper we empirically investigate which are the structural characteristics that can help to predict the complexity of NK-landscape instances for estimation of distribution algorithms. To this end, we evolve instances that maximize the estimation of distribution algorithm complexity in terms of its success rate. Similarly, instances that minimize the algorithm complexity are evolved. We then identify network measures, computed from the structures of the NK-landscape instances, that have a statistically significant difference between the set of easy and hard instances. The features identified are consistently significant for different values of N and K.

Can the change in the composition of the US GDP explain the Great Moderation? A test via oil price shocks

The paper investigates whether the growing GDP share of the services sector can contribute to explain the great moderation in the US. We identify and analyze three oil price shocks and use a SVAR analysis to measure their economic impact on the US economy at both the aggregate and the sectoral level. We find mixed support for the explanation of the great moderation in terms of shrinking oil shock volatilities and observe that increases (decreases) in oil shock volatilities are contrasted by a weakening (strengthening) in their transmission mechanism. Across sectors, services are the least affected by any oil shock. As the contribution of services to the GDP volatility increases over time, we conclude that a composition effect contributed to moderate the conditional volatility to oil shocks of the US GDP.

A Method for siting and prioritizing the removal of derelict vessels in Florida Coastal Waters: test applications in the Florida Keys

Increased boating activities and new waterfront developments have contributed an estimated 3,000 dismantled, abandoned, junked, wrecked, derelict vessels to Florida coastal waters. This report outlines a method of siting and prioritizing derelict vessel removal using the Florida Keys as a test area. The data base was information on 240 vessels, obtained from Florida Marine Patrol files. Vessel location was plotted on 1:250,000 regional and 1:5,000 and 1:12,000 site maps. Type of vessel, length, hull material, engine, fuel tanks, overall condition, afloat and submerged characteristics, and accessibility, were used to derive parametric site indices of removal priority and removal difficulty. Results indicate 59 top priority cases which should be the focus of immediate clean up efforts in the Florida Keys. Half of these cases are rated low to moderate in removal difficulty; the remainder are difficult to remove. Removal difficulty is a surrogate for removal cost: low difficulty -low cost, high difficulty - high cost. The rating scheme offers coastal planners options of focusing removal operations either on (1) specific areas with clusters of high priority derelict vessels or on (2) selected targeted derelicts at various, specific locations. (PDF has 59 pages.)

Spatio-Temporal Scanning and Statistical Test of the Accelerating Moment Release (AMR) Model Using Australian Earthquake Data

The Accelerating Moment Release (AMR) preceding earthquakes with magnitude above 5 in Australia that occurred during the last 20 years was analyzed to test the Critical Point Hypothesis. Twelve earthquakes in the catalog were chosen based on a criterion for the number of nearby events. Results show that seven sequences with numerous events recorded leading up to the main earthquake exhibited accelerating moment release. Two occurred near in time and space to other earthquakes preceded by AM R. The remaining three sequences had very few events in the catalog so the lack of AMR detected in the analysis may be related to catalog incompleteness. Spatio-temporal scanning of AMR parameters shows that 80% of the areas in which AMR occurred experienced large events. In areas of similar background seismicity with no large events, 10 out of 12 cases exhibit no AMR, and two others are false alarms where AMR was observed but no large event followed. The relationship between AMR and Load-Unload Response Ratio (LURR) was studied. Both methods predict similar critical region sizes, however, the critical point time using AMR is slightly earlier than the time of the critical point LURR anomaly.

Numerical Analysis of the Effects of Free-Stream Thermo-Chemical State on the Test Model Flow Field in High-Enthalpy Tunnel

The effects of the free-stream thermo-chemical state on the test model flow field in the high-enthalpy tunnel are studied numerically. The properties of the free-stream, which is in thermo-chemical non-equilibrium, are determined by calculating the nozzle flow field. A free-stream with total enthalpy equal to the real one in the tunnel while in thermo-chemical equilibrium is constructed artificially to simulate the natural atmosphere condition. The flow fields over the test models (blunt cone and Apollo command capsule model) under both the non-equilibrium and the virtual equilibrium free-stream conditions are calculated. By comparing the properties including pressure, temperature, species concentration and radiation distributions of these two types of flow fields, the effects of the non-equilibrium state of the free-stream in the high-enthalpy shock tunnel are analyzed.

Test University of Ann Lloyd Annual Report

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