Testing against changing correlation

A test for time-varying correlation is developed within the framework of a dynamic conditional score (DCS) model for both Gaussian and Student t-distributions. The test may be interpreted as a Lagrange multiplier test and modified to allow for the estimation of models for time-varying volatility in the individual series. Unlike standard moment-based tests, the score-based test statistic includes information on the level of correlation under the null hypothesis and local power arguments indicate the benefits of doing so. A simulation study shows that the performance of the score-based test is strong relative to existing tests across a range of data generating processes. An application to the Hong Kong and South Korean equity markets shows that the new test reveals changes in correlation that are not detected by the standard moment-based test.

Snapthrough instability of a stochastic a von Mises truss

A von Mises truss with stochastically varying material properties is investigated for snapthrough instability. The variability of the snap-through load is calculated analytically as a function of the material property variability represented as a stochastic process. The bounds are established which are independent of the knowledge of the complete description of correlation structure which is seldom possible using the experimental data. Two processes are considered to represent the material property variability and the results are presented graphically. Ein von Mises Fachwerk mit stochastisch verteilten Materialeigenschaften wird bezüglich der Durchschlagsinstabilität untersucht. Die Spannbreite der Durchschlagslast wird analytisch als Funktion der Spannbreite der Materialeigenschaften berechnet, die stochastisch verteilt angenommen werden. Eine explizite Gesamtbeschreibung der Struktur ist bei Benutzung experimenteller Daten selten möglich. Deshalb werden Grenzen für die Durchschlagskraft entwickelt, die von der Kenntnis dieser Gesamtbeschreibung unabhängig sind. Zwei Grenzfälle werden betrachtet, um die Spannbreite der Materialeigenschaften darzustellen. Die Ergebnisse werden grafisch dargestellt.

Enabling node repair in any erasure code for distributed storage

Erasure codes are an efficient means of storing data across a network in comparison to data replication, as they tend to reduce the amount of data stored in the network and offer increased resilience in the presence of node failures. The codes perform poorly though, when repair of a failed node is called for, as they typically require the entire file to be downloaded to repair a failed node. A new class of erasure codes, termed as regenerating codes were recently introduced, that do much better in this respect. However, given the variety of efficient erasure codes available in the literature, there is considerable interest in the construction of coding schemes that would enable traditional erasure codes to be used, while retaining the feature that only a fraction of the data need be downloaded for node repair. In this paper, we present a simple, yet powerful, framework that does precisely this. Under this framework, the nodes are partitioned into two types and encoded using two codes in a manner that reduces the problem of node-repair to that of erasure-decoding of the constituent codes. Depending upon the choice of the two codes, the framework can be used to avail one or more of the following advantages: simultaneous minimization of storage space and repair-bandwidth, low complexity of operation, fewer disk reads at helper nodes during repair, and error detection and correction.

Enabling node repair in any erasure code for distributed storage

Erasure codes are an efficient means of storing data across a network in comparison to data replication, as they tend to reduce the amount of data stored in the network and offer increased resilience in the presence of node failures. The codes perform poorly though, when repair of a failed node is called for, as they typically require the entire file to be downloaded to repair a failed node. A new class of erasure codes, termed as regenerating codes were recently introduced, that do much better in this respect. However, given the variety of efficient erasure codes available in the literature, there is considerable interest in the construction of coding schemes that would enable traditional erasure codes to be used, while retaining the feature that only a fraction of the data need be downloaded for node repair. In this paper, we present a simple, yet powerful, framework that does precisely this. Under this framework, the nodes are partitioned into two types and encoded using two codes in a manner that reduces the problem of node-repair to that of erasure-decoding of the constituent codes. Depending upon the choice of the two codes, the framework can be used to avail one or more of the following advantages: simultaneous minimization of storage space and repair-bandwidth, low complexity of operation, fewer disk reads at helper nodes during repair, and error detection and correction.

An empirical comparison of the performance of alternative option pricing models

Published as an article in: Investigaciones Economicas, 2005, vol. 29, issue 3, pages 483-523.

Inovação tecnológica: análise comparativa entre dois métodos de coleta de dados sobre riscos e danos em enfermagem

Estudo de comparação entre dois métodos de coleta de dados, através da aplicação de um software, para avaliação dos fatores de risco e danos no trabalho de enfermagem em hospital. Objetiva analisar o uso do software (eletrônico) em comparação com o uso do instrumento impresso. Trata-se de um estudo estatístico, descritivo com abordagem quantitativa, desenvolvido nas enfermarias dos Serviços de Internações Clínicas e Serviços de Internações Cirúrgicas de um Hospital Universitário, no estado do Rio de Janeiro. A população do estudo foram os trabalhadores de enfermagem das unidades. A amostra foi definida por meio de amostragem não-probabilística e alocação da amostra ocorreu de forma aleatória em dois grupos, denominados grupo impresso e grupo eletrônico, com 52 participantes cada. Previamente a coleta de dados foram implementadas estratégias de pesquisa denominada teaser, através da comunicação digital aos trabalhadores. Posteriormente, foi ofertado aos participantes do formato impresso o questionário impresso, e os participantes do formato eletrônico receberam um link de acesso a home page. Os dados foram analisados através da estatística descritiva simples. Após a aplicação do questionário nos dois formatos, obteve-se resposta de 47 trabalhadores do grupo impresso (90,3%), e 17 trabalhadores do grupo eletrônico (32,7%). A aplicação do questionário impresso revelou algumas vantagens como o número de pessoas atingidas pela pesquisa, maior interação pesquisador e participante, taxa de retorno mais alta, e quanto às desvantagens a demanda maior de tempo, erros de transcrição, formulação de banco de dados, possibilidades de resposta em branco e erros de preenchimento. No formato eletrônico as vantagens incluem a facilidade de tabulação e análise dos dados, impossibilidade de não resposta, metodologia limpa e rápida, e como desvantagens, o acesso à internet no período de coleta de dados, saber usar o computador e menor taxa de resposta. Ambos os grupos observaram que o questionário possui boas instruções e fácil compreensão, além de curto tempo para resposta. Os trabalhadores perceberam a existência dos riscos ocupacionais, principalmente os ergonômicos, biológicos e de acidentes. Os principais danos à saúde provocados ou agravos pelo trabalho percebidos pelos trabalhadores foram os problemas osteomusculares, estresse, transtornos do sono, mudanças de humor e alterações de comportamento e varizes. Pode-se afirmar que não ocorreram diferenças acentuadas de percentual ao comparar a percepção dos trabalhadores do grupo impresso e do grupo eletrônico frente aos riscos e danos à saúde. Conclui-se que os dois processos de coleta de dados tiveram boa aceitação, no entanto, deve ser indicada a aplicação do questionário eletrônico junto com a ferramenta de acesso, no caso o computador, tablet.

Collector-metal behaviour in the recovery of platinum-group metals from catalytic converters

A commercial pyrometallurgical process for the extraction of platinum-group metals (PGM) from a feedstock slag was analysed with the use of a model based on computational fluid dynamics. The results of the modelling indicate that recovery depends on the behaviour of the collector phase. A possible method is proposed for estimation of the rate at which PGM particles in slag are absorbed into an iron collector droplet that falls through it. Nanoscale modelling techniques (for particle migration or capture) are combined with a diffusion-controlled mass-transfer model to determine the iron collector droplet size needed for >95% PGM recovery in a typical process bath (70 mm deep) in a realistic time-scale (<1 h). The results show that an iron droplet having a diameter in the range 0.1–0.3 mm gives good recovery (>90%) within a reasonable time. This finding is compatible with published experimental data. Pyrometallurgical processes similar to that investigated should be applicable to other types of waste that contain low levels of potentially valuable metals.

Electron-impact excitation of Cr II A theoretical calculation of collision and effective collision strengths for forbidden transitions

Context. Absorption or emission lines of Cr II are observed in a wide variety of astrophysical spectra and accurate atomic data are urgently needed to interpret these lines. Many of these data are impossible to measure experimentally and a full theoretical treatment is the only means by which these data can be obtained.

Aims. In this paper, we present collision strengths and effective collision strengths for electron-impact excitation of Cr II for forbidden transitions among the lowest-lying 74 fine-structure levels. Effective collision strengths have been computed for 18 individual electron temperatures of astrophysical importance, ranging from 2000-100 000 K.

Methods. The parallel suite of R-matrix packages, RMATRX II, which has recently been extended to allow for the inclusion of relativistic effects, has been used in the present work to compute the collision strengths and effective collision strengths for electron-impact excitation of Cr II. We concentrate in this publication on low-lying forbidden lines among the lowest 74 jj fine-structure levels with configurations 3d(5) and 3d(4)4s, although atomic data has been evaluated for all 39 060 transitions among the 280 jj levels of configurations 3d(5), 3d(4)4s and 3d(4)4p. This work constitutes the largest evaluation ever performed for this ion involving 1932 coupled channels.

Results. Collision and effective collision strengths are presented for all transitions among the lowest 74 J pi states of Cr II and comparisons made with the work of Bautista et al. (2009). While the effective collision strengths agree well for some transitions, significant discrepancies exist for others. We believe that the present atomic data represents the most accurate, most sophisticated and most complete data set for electron-impact excitation of Cr II and we would recommend them to astrophysicists and plasma physicists in their application work. We would expect that the effective collision strengths presented for the important low-lying forbidden lines are accurate to within 15%.

A constraints-based resource discovery model for multi-provider cloud environments

Increasingly infrastructure providers are supplying the cloud marketplace with storage and on-demand compute resources to host cloud applications. From an application user's point of view, it is desirable to identify the most appropriate set of available resources on which to execute an application. Resource choice can be complex and may involve comparing available hardware specifications, operating systems, value-added services, such as network configuration or data replication, and operating costs, such as hosting cost and data throughput. Providers' cost models often change and new commodity cost models, such as spot pricing, have been introduced to offer significant savings. In this paper, a software abstraction layer is used to discover infrastructure resources for a particular application, across multiple providers, by using a two-phase constraints-based approach. In the first phase, a set of possible infrastructure resources are identified for a given application. In the second phase, a heuristic is used to select the most appropriate resources from the initial set. For some applications a cost-based heuristic is most appropriate; for others a performance-based heuristic may be used. A financial services application and a high performance computing application are used to illustrate the execution of the proposed resource discovery mechanism. The experimental result shows the proposed model could dynamically select an appropriate set of resouces that match the application's requirements.

Electron-impact excitation of Sc II: collision strengths and effective collision strengths for fine-structure transitions.

Accurate fine-structure atomic data for the Fe-peak elements are essential for interpreting astronomical spectra. There is a severe paucity of data available for Sc II, highlighted by the fact that no collision strengths are readily available for this ion. We present electron-impact excitation collision strengths and Maxwellian averaged effective collision strengths for Sc II. The collision strengths were calculated for all 3916 transitions amongst 89 jj levels (arising from the 3d4s, 3d2, 4s2, 3d4p, 4s4p, 3d5s, 3d4d, 3d5p, 4p2 and 3d4f configurations), resulting in a 944 coupled channel problem. The R-matrix package RMATRXII was utilized, along with the transformation code FINE and the external region code PSTGF, to calculate the collision strengths for a range of incident electron energies in the 0 to 8.3 Rydberg region. Maxwellian averaged effective collision strengths were then produced for 27 temperatures lying within the astrophysically significant range of 30 to 105 K.
The collision strengths and effective collision strengths were produced for two different target models. The purpose was to systematically examine the effect of including open 3p correlation terms into the configuration interaction expansion for the wavefunction. The first model consisted of all 36 CI terms that could be generated with the 3p core closed. The second model incorporated an additional six configurations which allowed for single-electron excitations from within the 3p core. Comparisons are made between the two models and the results of Bautista et al., obtained by private communication. It is concluded that the first model produced the most reliable set of collision and effective collision strengths for use in astrophysical and plasma applications.

Electron impact excitation of Mg VIII: Collision strengths, transition probabilities and theoretical EUV and soft X-ray line intensities for Mg VIII

Context: Mg VIII emission lines are observed in a range of astronomical objects such as the Sun, other cool stars and in the coronal line region of Seyfert galaxies. Under coronal conditions Mg VIII emits strongly in the extreme ultraviolet (EUV) and soft X-ray spectral regions which makes it an ideal ion for plasma diagnostics.

Aims. Two theoretical atomic models, consisting of 125 fine structure levels, are developed for the Mg VIII ion. The 125 levels arise from the 2s(2)2p, 2s(2)p2, 2p(3), 2s(2)3s, 2s(2)3p, 2s(2)3d, 2s2p3s, 2s2p3p, 2s2p3d, 2p(2)3s, 2p(2)3p and 2p(2)3d configurations. Electron impact excitation collision strengths and radiative transition probabilities are calculated for both Mg VIII models, compared with existing data, and the best model selected to generate a set of theoretical emission line intensities. The EUV lines, covering 312-790 angstrom, are compared with existing solar spectra (SERTS-89 and SUMER), while the soft X-ray transitions (69-97 angstrom) are examined for potential density diagnostic line ratios and also compared with the limited available solar and stellar observational data.

Methods. The R-matrix codes Breit-Pauli RMATRXI and RMATRXII are utilised, along with the PSTGF code, to calculate the collision strengths for two Mg VIII models. Collision strengths are averaged over a Maxwellian distribution to produce the corresponding effective collision strengths for use in astrophysical applications. Transition probabilities are also calculated using the CIV3 atomic structure code. The best data are then incorporated into the modelling code CLOUDY and line intensities generated for a range of electron temperatures and densities appropriate to solar and stellar coronal plasmas.

Results. The present effective collision strengths are compared with two previous calculations. Good levels of agreement are found with the most recent, but there are large differences with the other for forbidden transitions. The resulting line intensities compare favourably with the observed values from the SERTS-89 and SUMER spectra. Theoretical soft X-ray emission lines are presented and several density diagnostic line ratios examined, which are in reasonable agreement with the limited observational data available.

Electron-impact excitation of FeII - Collision strengths and effective collision strengths for low-lying fine-structure forbidden transitions

Context. Absorption or emission lines of Fe II are observed in many astrophysical spectra and accurate atomic data are required to interpret these lines. The calculation of electron-impact excitation rates for transitions among even the lowest lying levels of Fe II is a formidable task for theoreticians.

Aims. In this paper, we present collision strengths and effective collision strengths for electron-impact excitation of Fe II for low-lying forbidden transitions among the lowest 16 fine-structure levels arising from the four LS states 3d(6)4s D-6(e), 3d(7) F-4(e), 3d(6)4s D-4(e), and 3d(7) P-4(e). The effective collision strengths are calculated for a wide range of electron temperatures of astrophysical importance from 30-100 000 K.

Methods. The parallel suite of Breit-Pauli codes are utilised to compute the collision cross sections for electron-impact excitation of Fe II and relativistic terms are included explicitly in both the target and the scattering approximation. 100 LS or 262-jj levels formed from the basis configurations 3d(6)4s, 3d(7), and 3d(6)4p were included in the wavefunction representation of the target, including all doublet, quartet, and sextet terms. Collision strengths for a total of 34191 individual transitions were computed.

Results. A detailed comparison is made with previous theoretical works and significant differences were found to occur in the effective collision strengths, particularly at low temperatures.

Energy levels, radiative rates and electron impact excitation rates for transitions in AlX

Energy levels, radiative rates and lifetimes are calculated among the lowest 98 levels of the n ≤4 configurations of Be-like Al X. The GRASP (General-purpose Relativistic Atomic Structure Package) is adopted and data are provided for all E1, E2, M1 and M2 transitions. Similar data are also obtained with the FAC (Flexible Atomic Code) to assess the accuracy of the calculations. Based on comparisons between calculations with the two codes as well as with available measurements, our listed energy levels are assessed to be accurate to better than 0.3 per cent. However, the accuracy for radiative rates and lifetimes is estimated to be about 20 per cent. Collision strengths are also calculated for which the DARC (Dirac Atomic R-matrix Code) is used. A wide energy range (up to 380 Ryd) is considered and resonances resolved in a fine energy mesh in the thresholds region. The collision strengths are subsequently averaged over a Maxwellian velocity distribution to determine effective collision strengths up to a temperature of 1.6 × 10⁷ K. Our results are compared with the previous (limited) atomic data and significant differences (up to a factor of 4) are noted for several transitions, particularly those which are not allowed in jj coupling. 

Energy levels, radiative rates and electron impact excitation rates for transitions in Si II

Energies for the lowest 56 levels, belonging to the 3s² 3p, 3s 3p², 3p³, 3s² 3d, 3s 3p 3d, 3s² 4ℓ and 3s² 5ℓ configurations of Si II, are calculated using the General-purpose Relativistic Atomic Structure Package (GRASP) code. Analogous calculations have also been performed (for up to 175 levels) using the FlexibleAtomicCode (FAC). Furthermore, radiative rates are calculated for all E1, E2, M1 and M2 transitions. Extensive comparisons are made with available theoretical and experimental energy levels, and the accuracy of the present results is assessed to be better than 0.1Ryd. Similarly, the accuracy for radiative rates (and subsequently lifetimes) is estimated to be better than 20 per cent for most of the (strong) transitions. Electron impact excitation collision strengths are also calculated, with the Dirac Atomic R-matrix Code (DARC), over a wide energy range up to 13 Ryd. Finally, to determine effective collision strengths, resonances are resolved in a fine energy mesh in the thresholds region. These collision strengths are averaged over a Maxwellian velocity distribution and results listed over a wide range of temperatures, up to 10^5.5 K. Our data are compared with earlier R-matrix calculations and differences noted, up to a factor of 2, for several transitions. Although scope remains for improvement, the accuracy for our results of collision strengths and effective collision strengths is assessed to be about 20 per cent for a majority of transitions. 

Expanded iron uta spectra - Probing the thermal stability limits in AGN clouds

The Fe unresolved transition arrays (UTAs) produce prominent features in the 15-17 Å wavelength range in the spectra of active galactic nuclei (AGNs). Here, we present new calculations of the energies and oscillator strengths of inner-shell lines from Fe XIV, Fe XV, and Fe XVI. These are crucial ions since they are dominant at inflection points in the gas thermal stability curve, and UTA excitation followed by autoionization is an important ionization mechanism for these species. We incorporate these, and data reported in previous papers, into the plasma simulation code Cloudy. This updated physics is subsequently employed to reconsider the thermally stable phases in absorbing media in AGNs. We show how the absorption profile of the Fe XIV UTA depends on density, due to the changing populations of levels within the ground configuration. © 2013. The American Astronomical Society. All rights reserved.