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.

Holocene precipitation change in different monsoon sub-regions (time-slices and transient data) simulated by different global climate models, with links to model results

The recently proposed global monsoon hypothesis interprets monsoon systems as part of one global-scale atmospheric overturning circulation, implying a connection between the regional monsoon systems and an in-phase behaviour of all northern hemispheric monsoons on annual timescales (Trenberth et al., 2000). Whether this concept can be applied to past climates and variability on longer timescales is still under debate, because the monsoon systems exhibit different regional characteristics such as different seasonality (i.e. onset, peak, and withdrawal). To investigate the interconnection of different monsoon systems during the pre-industrial Holocene, five transient global climate model simulations have been analysed with respect to the rainfall trend and variability in different sub-domains of the Afro-Asian monsoon region. Our analysis suggests that on millennial timescales with varying orbital forcing, the monsoons do not behave as a tightly connected global system. According to the models, the Indian and North African monsoons are coupled, showing similar rainfall trend and moderate correlation in rainfall variability in all models. The East Asian monsoon changes independently during the Holocene. The dissimilarities in the seasonality of the monsoon sub-systems lead to a stronger response of the North African and Indian monsoon systems to the Holocene insolation forcing than of the East Asian monsoon and affect the seasonal distribution of Holocene rainfall variations. Within the Indian and North African monsoon domain, precipitation solely changes during the summer months, showing a decreasing Holocene precipitation trend. In the East Asian monsoon region, the precipitation signal is determined by an increasing precipitation trend during spring and a decreasing precipitation change during summer, partly balancing each other. A synthesis of reconstructions and the model results do not reveal an impact of the different seasonality on the timing of the Holocene rainfall optimum in the different sub-monsoon systems. They rather indicate locally inhomogeneous rainfall changes and show, that single palaeo-records should not be used to characterise the rainfall change and monsoon evolution for entire monsoon sub-systems.

Model reduction for nonlinear aerodynamics and aeroelasticity using a Discrete Empirical Interpolation Method

A novel surrogate model is proposed in lieu of Computational Fluid Dynamics (CFD) solvers, for fast nonlinear aerodynamic and aeroelastic modeling. A nonlinear function is identified on selected interpolation points by
a discrete empirical interpolation method (DEIM). The flow field is then reconstructed using a least square approximation of the flow modes extracted
by proper orthogonal decomposition (POD). The aeroelastic reduce order
model (ROM) is completed by introducing a nonlinear mapping function
between displacements and the DEIM points. The proposed model is investigated to predict the aerodynamic forces due to forced motions using
a N ACA 0012 airfoil undergoing a prescribed pitching oscillation. To investigate aeroelastic problems at transonic conditions, a pitch/plunge airfoil
and a cropped delta wing aeroelastic models are built using linear structural models. The presence of shock-waves triggers the appearance of limit
cycle oscillations (LCO), which the model is able to predict. For all cases
tested, the new ROM shows the ability to replicate the nonlinear aerodynamic forces, structural displacements and reconstruct the complete flow
field with sufficient accuracy at a fraction of the cost of full order CFD
model.

Monitoring and model updating of an FRP pedestrian truss bridge

This paper presents the results of a real bridge field experiment, carried out on a fiber reinforced polymer (FRP) pedestrian truss bridge of which nodes are reinforced with stainless steel plates. The aim of this paper is to identify the dynamic parameters of this bridge by using both conventional techniques and a model updating algorithm. In the field experiment, the bridge was instrumented with accelerometers at a number of locations on the bridge deck, recording both vertical and transverse vibrations. It was excited via jump tests at particular locations along its span and the resulting acceleration signals are used to identify dynamic parameters, such as the bridge mode shape, natural frequency and damping constant. Pedestrianinduced vibrations are also measured and utilized to identify dynamic parameters of the bridge. For a complete analysis of the bridge, a numerical model of the FRP bridge is created whose properties are calibrated utilizing a model updating algorithm. Comparable frequencies and mode shapes to those from the experiment were obtained by the FE models considering the reinforcement by increasing elastic modulus at every node of the bridge by stainless steel plate. Moreover, considering boundary conditions at both ends as fixed in the model resulted in modal properties comparable/similar to those from the experiment. This study also demonstrated that the effect of reinforcement and boundary conditions must be properly considered in an FE model to analyze real behavior of the FRP bridge.

The FIREDASS (Fire Detection and Suppression Simulation) Model

The FIREDASS (FIRE Detection And Suppression Simulation) project is concerned with the development of fine water mist systems as a possible replacement for the halon fire suppression system currently used in aircraft cargo holds. The project is funded by the European Commission, under the BRITE EURAM programme. The FIREDASS consortium is made up of a combination of Industrial, Academic, Research and Regulatory partners. As part of this programme of work, a computational model has been developed to help engineers optimise the design of the water mist suppression system. This computational model is based on Computational Fluid Dynamics (CFD) and is composed of the following components: fire model; mist model; two-phase radiation model; suppression model and detector/activation model. The fire model - developed by the University of Greenwich - uses prescribed release rates for heat and gaseous combustion products to represent the fire load. Typical release rates have been determined through experimentation conducted by SINTEF. The mist model - developed by the University of Greenwich - is a Lagrangian particle tracking procedure that is fully coupled to both the gas phase and the radiation field. The radiation model - developed by the National Technical University of Athens - is described using a six-flux radiation model. The suppression model - developed by SINTEF and the University of Greenwich - is based on an extinguishment crietrion that relies on oxygen concentration and temperature. The detector/ activation model - developed by Cerberus - allows the configuration of many different detector and mist configurations to be tested within the computational model. These sub-models have been integrated by the University of Greenwich into the FIREDASS software package. The model has been validated using data from the SINTEF/GEC test campaigns and it has been found that the computational model gives good agreement with these experimental results. The best agreement is obtained at the ceiling which is where the detectors and misting nozzles would be located in a real system. In this paper the model is briefly described and some results from the validation of the fire and mist model are presented.

Congruences in modular, Jacobi, Siegel, and mock modular forms with applications

We study congruences in the coefficients of modular and other automorphic forms. Ramanujan famously found congruences for the partition function like p(5n+4) = 0 mod 5. For a wide class of modular forms, we classify the primes for which there can be analogous congruences in the coefficients of the Fourier expansion. We have several applications. We describe the Ramanujan congruences in the counting functions for overparitions, overpartition pairs, crank differences, and Andrews' two-coloured generalized Frobenius partitions. We also study Ramanujan congruences in the Fourier coefficients of certain ratios of Eisenstein series. We also determine the exact number of holomorphic modular forms with Ramanujan congruences when the weight is large enough. In a chapter based on joint work with Olav Richter, we study Ramanujan congruences in the coefficients of Jacobi forms and Siegel modular forms of degree two. Finally, the last chapter contains a completely unrelated result about harmonic weak Maass forms.

A SCR Model based on Reactor and Engine Experimental Studies for a Cu-zeolite Catalyst

A NOx reduction efficiency higher than 95% with NH3 slip less than 30 ppm is desirable for heavy-duty diesel (HDD) engines using selective catalytic reduction (SCR) systems to meet the US EPA 2010 NOx standard and the 2014-2018 fuel consumption regulation. The SCR performance needs to be improved through experimental and modeling studies. In this research, a high fidelity global kinetic 1-dimensional 2-site SCR model with mass transfer, heat transfer and global reaction mechanisms was developed for a Cu-zeolite catalyst. The model simulates the SCR performance for the engine exhaust conditions with NH3 maldistribution and aging effects, and the details are presented. SCR experimental data were collected for the model development, calibration and validation from a reactor at Oak Ridge National Laboratory (ORNL) and an engine experimental setup at Michigan Technological University (MTU) with a Cummins 2010 ISB engine. The model was calibrated separately to the reactor and engine data. The experimental setup, test procedures including a surrogate HD-FTP cycle developed for transient studies and the model calibration process are described. Differences in the model parameters were determined between the calibrations developed from the reactor and the engine data. It was determined that the SCR inlet NH3 maldistribution is one of the reasons causing the differences. The model calibrated to the engine data served as a basis for developing a reduced order SCR estimator model. The effect of the SCR inlet NO2/NOx ratio on the SCR performance was studied through simulations using the surrogate HD-FTP cycle. The cumulative outlet NOx and the overall NOx conversion efficiency of the cycle are highest with a NO2/NOx ratio of 0.5. The outlet NH3 is lowest for the NO2/NOx ratio greater than 0.6. A combined engine experimental and simulation study was performed to quantify the NH3 maldistribution at the SCR inlet and its effects on the SCR performance and kinetics. The uniformity index (UI) of the SCR inlet NH3 and NH3/NOx ratio (ANR) was determined to be below 0.8 for the production system. The UI was improved to 0.9 after installation of a swirl mixer into the SCR inlet cone. A multi-channel model was developed to simulate the maldistribution effects. The results showed that reducing the UI of the inlet ANR from 1.0 to 0.7 caused a 5-10% decrease in NOx reduction efficiency and 10-20 ppm increase in the NH3 slip. The simulations of the steady-state engine data with the multi-channel model showed that the NH3 maldistribution is a factor causing the differences in the calibrations developed from the engine and the reactor data. The Reactor experiments were performed at ORNL using a Spaci-IR technique to study the thermal aging effects. The test results showed that the thermal aging (at 800°C for 16 hours) caused a 30% reduction in the NH3 stored on the catalyst under NH3 saturation conditions and different axial concentration profiles under SCR reaction conditions. The kinetics analysis showed that the thermal aging caused a reduction in total NH3 storage capacity (94.6 compared to 138 gmol/m3), different NH3 adsorption/desorption properties and a decrease in activation energy and the pre-exponential factor for NH3 oxidation, standard and fast SCR reactions. Both reduction in the storage capability and the change in kinetics of the major reactions contributed to the change in the axial storage and concentration profiles observed from the experiments.

DYNAMIC MODEL BASED STATE ESTIMATION IN A HEAVY DUTY DIESEL AFTERTREATMENT SYSTEM FOR ONBOARD DIAGNOSTICS AND CONTROLS

Estimating un-measurable states is an important component for onboard diagnostics (OBD) and control strategy development in diesel exhaust aftertreatment systems. This research focuses on the development of an Extended Kalman Filter (EKF) based state estimator for two of the main components in a diesel engine aftertreatment system: the Diesel Oxidation Catalyst (DOC) and the Selective Catalytic Reduction (SCR) catalyst. One of the key areas of interest is the performance of these estimators when the catalyzed particulate filter (CPF) is being actively regenerated. In this study, model reduction techniques were developed and used to develop reduced order models from the 1D models used to simulate the DOC and SCR. As a result of order reduction, the number of states in the estimator is reduced from 12 to 1 per element for the DOC and 12 to 2 per element for the SCR. The reduced order models were simulated on the experimental data and compared to the high fidelity model and the experimental data. The results show that the effect of eliminating the heat transfer and mass transfer coefficients are not significant on the performance of the reduced order models. This is shown by an insignificant change in the kinetic parameters between the reduced order and 1D model for simulating the experimental data. An EKF based estimator to estimate the internal states of the DOC and SCR was developed. The DOC and SCR estimators were simulated on the experimental data to show that the estimator provides improved estimation of states compared to a reduced order model. The results showed that using the temperature measurement at the DOC outlet improved the estimates of the CO , NO , NO2 and HC concentrations from the DOC. The SCR estimator was used to evaluate the effect of NH3 and NOX sensors on state estimation quality. Three sensor combinations of NOX sensor only, NH3 sensor only and both NOX and NH3 sensors were evaluated. The NOX only configuration had the worst performance, the NH3 sensor only configuration was in the middle and both the NOX and NH3 sensor combination provided the best performance.

Quark model with chiral-symmetry breaking and confinement in the Covariant Spectator Theory

We propose a model for the quark-antiquark interaction in Minkowski space using the Covariant Spectator Theory. We show that with an equal-weighted scalar-pseudoscalar structure for the confining part of our interaction kernel the axial-vector Ward-Takahashi identity is preserved and our model complies with the Adler-zero constraint for π-π-scattering imposed by chiral symmetry.

E-marketing : the impact of self-service technology on consumer satisfaction and consumer commitment

Traditionally, service encounters have included an interpersonal interaction between the service provider and the customer. The introduction ofself-service technologies to the service encounter, however, is reducing and in some cases, eliminating this interpersonal interaction. Self-se rvice technology is where the customer delivers the service themselves using a technological interface. This CIM funded research programme investigates the effect of self-service technology on the service encounter, and in turn on consumer satisfaction and consumer commitment. This paper reviews the literature relevant to the current study and outlines the constructs of interest in this study. The resear ch hypotheses and conceptual model are also introduced.Finally, the agenda for future research is presented.

Technical support and professional development : using remote desktops to address bottlenecks in music technology

This paper presents research findings about the use of remote desktop applications to teach music sequencing software. It highlights the successes, shortcomings and interactive issues encountered during a pilot project with a theoretical focus on a specific interactive bottleneck. The paper proposes a new delivery and partnership model to widen this bottleneck, which currently hinders interactions between the technical support, education and professional development communities in music technology.

Towards model round-trip engineering : an abductive approach

Providing support for reversible transformations as a basis for round-trip engineering is a significant challenge in model transformation research. While there are a number of current approaches, they require the underlying transformation to exhibit an injective behaviour when reversing changes. This however, does not serve all practical transformations well. In this paper, we present a novel approach to round-trip engineering that does not place restrictions on the nature of the underlying transformation. Based on abductive logic programming, it allows us to compute a set of legitimate source changes that equate to a given change to the target model. Encouraging results are derived from an initial prototype that supports most concepts of the Tefkat transformation language

Bayesian model averaging for harmful algal bloom prediction

Harmful Algal Blooms (HABs) are a worldwide problem that have been increasing in frequency and extent over the past several decades. HABs severely damage aquatic ecosystems by destroying benthic habitat, reducing invertebrate and fish populations and affecting larger species such as dugong that rely on seagrasses for food. Few statistical models for predicting HAB occurrences have been developed, and in common with most predictive models in ecology, those that have been developed do not fully account for uncertainties in parameters and model structure. This makes management decisions based on these predictions more risky than might be supposed. We used a probit time series model and Bayesian Model Averaging (BMA) to predict occurrences of blooms of Lyngbya majuscula, a toxic cyanophyte, in Deception Bay, Queensland, Australia. We found a suite of useful predictors for HAB occurrence, with Temperature figuring prominently in models with the majority of posterior support, and a model consisting of the single covariate average monthly minimum temperature showed by far the greatest posterior support. A comparison of alternative model averaging strategies was made with one strategy using the full posterior distribution and a simpler approach that utilised the majority of the posterior distribution for predictions but with vastly fewer models. Both BMA approaches showed excellent predictive performance with little difference in their predictive capacity. Applications of BMA are still rare in ecology, particularly in management settings. This study demonstrates the power of BMA as an important management tool that is capable of high predictive performance while fully accounting for both parameter and model uncertainty.

Identity and disciplinarity : Multi-disciplinary student cohorts in Higher Education [Abstract]

This paper will describe a research project that examines the implications of multidisciplinary student cohorts on teaching and learning within undergraduate and postgraduate units in higher education. Whist students generally specialise in one discipline, it is also common that, at some point during their degree, they will choose to undertake subjects that are outside their specialist area. Students may choose a multidisciplinary learning experience either out of interest or because the subject is seen as complementary to their core discipline. When the lens of identity is applied to the multi-disciplinary cohorts in undergraduate and postgraduate units, it assists in identifying learning needs. The nature of disciplinarity, and the impact it has on students’ academic identity, presents challenges to both students and teachers when they engage in teaching and learning, impacting on curriculum design, assessment practices and teaching delivery strategies (Winberg, 2008). This project aims to identify the barriers that exist to effective teaching and learning in units that have multidisciplinary student cohorts. It will identify the particular needs of students in multidisciplinary student cohorts and determine a teaching and learning model that meets the needs of such cohorts. References Becher, T. & Trowler, P.R. (2001). Academic tribes and territories: Intellectual enquiry and the culture of the discipline. Buckingham, UK: Open University Press. Light, G. & Cox, R. (2001). Learning and teaching in higher education: A reflective professional. Thousand Oaks, CA: Sage. Neumann, R. (2001). Disciplinary differences and university teaching. Studies in Higher Education, 26 (2), 135-46. Neumann, R., Parry, S. & Becher, T. (2002). Teaching and Learning in their disciplinary contexts: A conceptual analysis. Studies in Higher Education, 27(4), 405-417. Taylor, P.G. (1999) Making Sense of Academic Life: Academics, Universities and Change. Buckingham, UK: Open University Press. Winberg, C. (2008). Teaching engineering/engineering teaching: interdisciplinary collaboration and the construction of academic identities. Teaching in Higher Education, 13(3), 353 - 367.

Parent and child experiences of childhood cancer : an interpretative phenomenological analysis approach

A diagnosis of cancer represents a significant crisis for the child and their family. As the treatment for childhood cancer has improved dramatically over the past three decades, most children diagnosed with cancer today survive this illness. However, it is still an illness which severely disrupts the lifestyle and typical functioning of the family unit. Most treatments for cancer involve lengthy hospital stays, the endurance of painful procedures and harsh side effects. Research has confirmed that to manage and adapt to such a crisis, families must undertake measures which assist their adjustment. Variables such as level of family support, quality of parents’ marital relationship, coping of other family members, lack of other concurrent stresses and open communication within the family have been identified as influences on how well families adjust to a diagnosis of childhood cancer. Theoretical frameworks such as the Resiliency Model of Family Adjustment and Adaptation (McCubbin and McCubbin, 1993, 1996) and the Stress and Coping Model by Lazarus and Folkman (1984) have been used to explain how families and individuals adapt to crises or adverse circumstances. Developmental theories have also been posed to account for how children come to understand and learn about the concept of illness. However more descriptive information about how families and children in particular, experience and manage a diagnosis of cancer is still needed. There are still many unanswered questions surrounding how a child adapts to, understands and makes meaning from having a life-threatening illness. As a result, developing an understanding of the impact that such a serious illness has on the child and their family is crucial. A new approach to examining childhood illness such as cancer is currently underway which allows for a greater understanding of the experience of childhood cancer to be achieved. This new approach invites a phenomenological method to investigate the perspectives of those affected by childhood cancer. In the current study 9 families in which there was a diagnosis of childhood cancer were interviewed twice over a 12 month period. Using the qualitative methodology of Interpretative Phenomenological Analysis (IPA) a semi-structured interview was used to explicate the experience of childhood cancer from both the parent and child’s perspectives. A number of quantitative measures were also administered to gather specific information on the demographics of the sample population. The results of this study revealed a number of pertinent areas which need to be considered when treating such families. More importantly experiences were explicated which revealed vital phenomena that needs to be added to extend current theoretical frameworks. Parents identified the time of the diagnosis as the hardest part of their entire experience. Parents experienced an internal struggle when they were forced to come to the realization that they were not able to help their child get well. Families demonstrated an enormous ability to develop a new lifestyle which accommodated the needs of the sick child, as the sick child became the focus of their lives. Regarding the children, many of them accepted their diagnosis without complaint or question, and they were able to recognise and appreciate the support they received. Physical pain was definitely a component of the children’s experience however the emotional strain of loss of peer contact seemed just as severe. Changes over time were also noted as both parental and child experiences were often pertinent to the stage of treatment the child had reached. The approach used in this study allowed for rich and intimate detail about a sensitive issue to be revealed. Such an approach also allowed for the experience of childhood cancer on parents and the children to be more fully realised. Only now can a comprehensive and sensitive medical and psychosocial approach to the child and family be developed. For example, families may benefit from extra support at the time of diagnosis as this was identified as one of the most difficult periods. Parents may also require counselling support in coming to terms with their lack of ability to help their child heal. Given the ease at which children accepted their diagnosis, we need to question whether children are more receptive to adversity. Yet the emotional struggle children battled as a result of their illness also needs to be addressed.