Dynamical local models for segmentation and prediction of financial time series

In the analysis and prediction of many real-world time series, the assumption of stationarity is not valid. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We introduce a new model which combines a dynamic switching (controlled by a hidden Markov model) and a non-linear dynamical system. We show how to train this hybrid model in a maximum likelihood approach and evaluate its performance on both synthetic and financial data.

Switching the mode of metabolism in the yeast Saccharomyces cerevisiae

The biochemistry of most metabolic pathways is conserved from bacteria to humans, although the control mechanisms are adapted to the needs of each cell type. Oxygen depletion commonly controls the switch from respiration to fermentation. However, Saccharomyces cerevisiae also controls that switch in response to the external glucose level. We have generated an S. cerevisiae strain in which glucose uptake is dependent on a chimeric hexose transporter mediating reduced sugar uptake. This strain shows a fully respiratory metabolism also at high glucose levels as seen for aerobic organisms, and switches to fermentation only when oxygen is lacking. These observations illustrate that manipulating a single step can alter the mode of metabolism. The novel yeast strain is an excellent tool to study the mechanisms underlying glucose-induced signal transduction. © 2004 European Molecular Biology Organization.

Experimental observation of autosoliton propagation in a dispersion-managed system guided by nonlinear optical loop mirrors

Observation of autosoliton propagation in a dispersion-managed optical transmission system controlled by in-line nonlinear fiber loop switches is reported for what is believed to be the first time. The system is based on a strong dispersion map with large amplifier spacing. Operation at transmission rates of 10 and 40 Gbits/s is demonstrated. ©2004 Optical Society of America.

Extrinsic factors in the perception of bistable motion stimuli

When viewing a drifting plaid stimulus, perceived motion alternates over time between coherent pattern motion and a transparent impression of the two component gratings. It is known that changing the intrinsic attributes of such patterns (e.g. speed, orientation and spatial frequency of components) can influence percept predominance. Here, we investigate the contribution of extrinsic factors to perception; specifically contextual motion and eye movements. In the first experiment, the percept most similar to the speed and direction of surround motion increased in dominance, implying a tuned integration process. This shift primarily involved an increase in dominance durations of the consistent percept. The second experiment measured eye movements under similar conditions. Saccades were not associated with perceptual transitions, though blink rate increased around the time of a switch. This indicates that saccades do not cause switches, yet saccades in a congruent direction might help to prolong a percept because i) more saccades were directionally congruent with the currently reported percept than expected by chance, and ii) when observers were asked to make deliberate eye movements along one motion axis, this increased percept reports in that direction. Overall, we find evidence that perception of bistable motion can be modulated by information from spatially adjacent regions, and changes to the retinal image caused by blinks and saccades.

An investigation into the steady state performance of several methods of series compensating electricity transmission lines

There are several methods of providing series compensation for transmission lines using power electronic switches. Four methods of series compensation have been examined in this thesis, the thyristor controlled series capacitor, a voltage sourced inverter series compensator using a capacitor as the series element, a current sourced inverter series compensator and a voltage sourced inverter using an inductor as the series element. All the compensators examined will provide a continuously variable series voltage which is controlled by the switching of the electronic switches. Two of the circuits will offer both capacitive and inductive compensation, the thyristor controlled series capacitor and the current sourced inverter series compensator. The other two will produce either capacitive or inductive series compensation. The thyristor controlled series capacitor offers the widest range of series compensation. However, there is a band of unavailable compensation between 0 and 1 pu capacitive compensation. Compared to the other compensators examined the harmonic content of the compensating voltage is quite high. An algebraic analysis showed that there is more than one state the thyristor controlled series capacitor can operate in. This state has the undesirable effect of introducing large losses. The voltage sourced inverter series compensator using a capacitor as the series element will provide only capacitive compensation. It uses two capacitors which increase the cost of the compensator significantly above the other three. This circuit has the advantage of very low harmonic distortion. The current sourced inverter series compensator will provide both capacitive and inductive series compensation. The harmonic content of the compensating voltage is second only to the voltage sourced inverter series compensator using a capacitor as the series element. The voltage sourced inverter series compensator using an inductor as the series element will only provide inductive compensation, and it is the least expensive compensator examined. Unfortunately, the harmonics introduced by this circuit are considerable.

The antimicrobial efficacy of copper alloy furnishing in the clinical environment:a crossover study

Objective. To determine whether copper incorporated into hospital ward furnishings and equipment can reduce their surface microbial load. Design. A crossover study. Setting. Acute care medical ward with 19 beds at a large university hospital. Methods. Fourteen types of frequent-touch items made of copper alloy were installed in various locations on an acute care medical ward. These included door handles and push plates, toilet seats and flush handles, grab rails, light switches and pull cord toggles, sockets, overbed tables, dressing trolleys, commodes, taps, and sink fittings. Their surfaces and those of equivalent standard items on the same ward were sampled once weekly for 24 weeks. The copper and standard items were switched over after 12 weeks of sampling to reduce bias in usage patterns. The total aerobic microbial counts and the presence of indicator microorganisms were determined. Results. Eight of the 14 copper item types had microbial counts on their surfaces that were significantly lower than counts on standard materials. The other 6 copper item types had reduced microbial numbers on their surfaces, compared with microbial counts on standard items, but the reduction did not reach statistical significance. Indicator microorganisms were recovered from both types of surfaces; however, significantly fewer copper surfaces were contaminated with vancomycin-resistant enterococci, methicillin-susceptible Staphylococcus aureus, and coliforms, compared with standard surfaces. Conclusions. Copper alloys (greater than or equal to 58% copper), when incorporated into various hospital furnishings and fittings, reduce the surface microorganisms. The use of copper in combination with optimal infection-prevention strategies may therefore further reduce the risk that patients will acquire infection in healthcare environments.

In-fiber microchannel device filled with a carbon nanotube dispersion for passive mode-lock lasing

Fueled by their high third-order nonlinearity and nonlinear saturable absorption, carbon nanotubes (CNT) are expected to become an integral part of next-generation photonic devices such as all-optical switches and passive mode-locked lasers. However, in order to fulfill this expectation it is necessary to identify a suitable platform that allows the efficient use of the optical properties of CNT. In this paper, we propose and implement a novel device consisting of an optofluidic device filled with a dispersion of CNT. By fabricating a microchannel through the core of a conventional fiber and filling it with a homogeneous solution of CNTs on Dimethylformamide (DMF), a compact, all-fiber saturable absorber is realized. The fabrication of the micro-fluidic channel is a two-step process that involves femtosecond laser micro-fabrication and chemical etching of the laser-modified regions. All-fiber high-energy, passive mode-locked lasing is demonstrated with an output power of 13.5 dBm. The key characteristics of the device are compactness and robustness against optical, mechanical and thermal damage.

Nanotube-polymer composites for ultrafast photonics

Polymer composites are one of the most attractive near-term means to exploit the unique properties of carbon nanotubes and graphene. This is particularly true for composites aimed at electronics and photonics, where a number of promising applications have already been demonstrated. One such example is nanotube-based saturable absorbers. These can be used as all-optical switches, optical amplifier noise suppressors, or mode-lockers to generate ultrashort laser pulses. Here, we review various aspects of fabrication, characterization, device implementation and operation of nanotube-polymer composites to be used in photonic applications. We also summarize recent results on graphene-based saturable absorbers for ultrafast lasers.

THz emission from quantum dot-based THz antennas pumped by a tunable quantum-dot laser diode

The THz optoelectronics field is now maturing and semiconductor-based THz antenna devices are becoming more widely implemented as analytical tools in spectroscopy and imaging. Photoconductive (PC) THz switches/antennas are driven optically typically using either an ultrashort-pulse laser or an optical signal composed of two simultaneous longitudinal wavelengths which are beat together in the PC material at a THz difference frequency. This allows the generation of (photo)carrier pairs which are then captured over ultrashort timescales usually by defects and trapping sites throughout the active material lattice. Defect-implanted PC materials with relatively high bandgap energy are typically used and many parameters such as carrier mobility and PC gain are greatly compromised. This paper demonstrates the implementation of low bandgap energy InAs quantum dots (QDs) embedded in standard crystalline GaAs as both the PC medium and the ultrafast capture mechanism in a PC THz antenna. This semiconductor structure is grown using standard MBE methods and allows the device to be optically driven efficiently at wavelengths up to ~1.3 µm, in this case by a single tunable dual-mode QD diode laser.

Who you are or whom you know? Consumption interdependences in social networks

This paper presents an analysis of whether a consumer's decision to switch from one mobile phone provider to another is driven by individual consumer characteristics or by actions of other consumers in her social network. Such consumption interdependences are estimated using a unique dataset, which contains transaction data based on anonymized call records from a large European mobile phone carrier to approximate a consumer's social network. Results show that network effects have an important impact on consumers' switching decisions: switching decisions are interdependent between consumers who interact with each other and this interdependence increases in the closeness between two consumers as measured by the calling data. In other words, if a subscriber switches carriers, she is also affecting the switching probabilities of other individuals in her social circle. The paper argues that such an approach is of high relevance to both switching of providers and to the adoption of new products. © 2013 Copyright Taylor and Francis Group, LLC.

Dynamic complementarities in innovation strategies

Using a panel of Irish manufacturing plants over the period 1991-2008 we test for dynamic complementarities in the joint use of internal R&D and external knowledge sources. We find little evidence, either from considering successive cross-sectional waves of comparable surveys, or in terms of the strategy switch choices of specific plants, that there has been a systematic move towards the joint use of internal and external knowledge in innovation. We then test formally for the presence of complementarities in the joint use of internal R&D and external innovation linkages. In static terms we find no evidence of complementarity, but in dynamic terms find evidence that strategy switches by individual plants towards a more 'open' strategy are accompanied by increased innovation outputs.

Phenol methylation over nanoparticulate Co2FeO4 inverse spinel catalysts:the effect of morphology on catalytic performance

A series of CoFe2O4 nanoparticles have been prepared via co-precipitation and controlled thermal sintering, with tunable diameters spanning 7–50 nm. XRD confirms that the inverse spinel structure is adopted by all samples, while XPS shows their surface compositions depend on calcination temperature and associated particle size. Small (<20 nm) particles expose Fe3+ enriched surfaces, whereas larger (∼50 nm) particles formed at higher temperatures possess Co:Fe surface compositions close to the expected 1:2 bulk ratio. A model is proposed in which smaller crystallites expose predominately (1 1 1) facets, preferentially terminated in tetrahedral Fe3+ surface sites, while sintering favours (1 1 0) and (1 0 0) facets and Co:Fe surface compositions closer to the bulk inverse spinel phase. All materials were active towards the gas-phase methylation of phenol to o-cresol at temperatures as low as 300 °C. Under these conditions, materials calcined at 450 and 750 °C exhibit o-cresol selectivities of ∼90% and 80%, respectively. Increasing either particle size or reaction temperature promotes methanol decomposition and the evolution of gaseous reductants (principally CO and H2), which may play a role in CoFe2O4 reduction and the concomitant respective dehydroxylation of phenol to benzene. The degree of methanol decomposition, and consequent H2 or CO evolution, appears to correlate with surface Co2+ content: larger CoFe2O4 nanoparticles have more Co rich surfaces and are more active towards methanol decomposition than their smaller counterparts. Reduction of the inverse spinel surface thus switches catalysis from the regio- and chemo-selective methylation of phenol to o-cresol, towards methanol decomposition and phenol dehydroxylation to benzene. At 300 °C sub-20 nm CoFe2O4 nanoparticles are less active for methanol decomposition and become less susceptible to reduction than their 50 nm counterparts, favouring a high selectivity towards methylation.

Ad hoc network state aware routing protocol

The environment of a mobile ad hoc network may vary greatly depending on nodes' mobility, traffic load and resource conditions. In this paper we categorize the environment of an ad hoc network into three main states: an ideal state, wherein the network is relatively stable with sufficient resources; a congested state, wherein some nodes, regions or the network is experiencing congestion; and an energy critical state, wherein the energy capacity of nodes in the network is critically low. Each of these states requires unique routing schemes, but existing ad hoc routing protocols are only effective in one of these states. This implies that when the network enters into any other states, these protocols run into a sub optimal mode, degrading the performance of the network. We propose an Ad hoc Network State Aware Routing Protocol (ANSAR) which conditionally switches between earliest arrival scheme and a joint Load-Energy aware scheme depending on the current state of the network. Comparing to existing schemes, it yields higher efficiency and reliability as shown in our simulation results. © 2007 IEEE.

High-gain frequency reconfigurable Vivaldi antenna

This article proposes a frequency agile antenna whose operating frequency band can be switched. The design is based on a Vivaldi antenna. High-performance radio-frequency microelectromechanical system (RF-MEMS) switches are used to realize the 2.7 GHz and 3.9 GHz band switching. The low band starts from 2.33 GHz and works until 3.02 GHz and the high band ranges from 3.29 GHz up to 4.58 GHz. The average gains of the antenna at the low and high bands are 10.9 and 12.5 dBi, respectively. This high-gain frequency reconfigurable antenna could replace several narrowband antennas for reducing costs and space to support multiple communication systems, while maintaining good performance.

Wavelet packet decomposition-based fault diagnosis scheme for SRM drives with a single current sensor

Power converters are a key, but vulnerable component in switched reluctance motor (SRM) drives. In this paper, a new fault diagnosis scheme for SRM converters is proposed based on the wavelet packet decomposition (WPD) with a dc-link current sensor. Open- and short-circuit faults of the power switches in an asymmetrical half-bridge converter are analyzed in details. In order to obtain the fault signature from the phase currents, two pulse-width modulation signals with phase shift are injected into the lower-switches of the converter to extract the excitation current, and the WPD algorithm is then applied to the detected currents for fault diagnosis. Moreover, a discrete degree of the wavelet packet node energy is chosen as the fault coefficient. The converter faults can be diagnosed and located directly by determining the changes in the discrete degree from the detected currents. The proposed scheme requires only one current sensor in the dc link, while conventional methods need one sensor for each phase or additional detection circuits. The experimental results on a 750-W three-phase SRM are presented to confirm the effectiveness of the proposed fault diagnosis scheme.