New Keynesian Model Features that Can Reproduce Lead, Lag and Persistence Patterns

This paper uses a new method for describing dynamic comovement and persistence in economic time series which builds on the contemporaneous forecast error method developed in den Haan (2000). This data description method is then used to address issues in New Keynesian model performance in two ways. First, well known data patterns, such as output and inflation leads and lags and inflation persistence, are decomposed into forecast horizon components to give a more complete description of the data patterns. These results show that the well known lead and lag patterns between output and inflation arise mostly in the medium term forecasts horizons. Second, the data summary method is used to investigate a rich New Keynesian model with many modeling features to see which of these features can reproduce lead, lag and persistence patterns seen in the data. Many studies have suggested that a backward looking component in the Phillips curve is needed to match the data, but our simulations show this is not necessary. We show that a simple general equilibrium model with persistent IS curve shocks and persistent supply shocks can reproduce the lead, lag and persistence patterns seen in the data.

Torsion fracture behavior of drawn pearlitic steel wires with different heat treatments

In this paper, torsion fracture behavior of drawn pearlitic steel wires with different heat treatments was investigated. Samples with different heat treatments was investigated. Samples with different heat treatment conditions were subjected to torsion and tensile tests. The shear strain along the torsion sample after fracture was measured. Fracture surface of wires was examined by Scanning Electron Microscopy. In addition, the method of Differential Scanning Calorimetry was used to characterize the thermodynamic process in the heat treatment. A numerical simulation via finite element method on temperature field evolution for the wire during heat treatment process was performed. The results show that both strain aging and recovery process occur in the material within the temperature range between room temperature and 435 degrees C. It was shown that the ductility measured by the number of twists drops at short heating times and recovers after further heating in the lead bath of 435 degrees C. On the other hand, the strenght of the wire increases at short heating times and decreases after further heating. The microstructure inhomogeneity due to short period of heat treatment, coupled with the gradient characteristics of shear deformation during torsion results in localized shear deformation of the wire. In this situation, shear cracks nucleate between lamella and the wire breaks with low number of twists.

Ist die Steigerung des dauerhaften Fischereiertrages durch Maschengrößenoptimierung möglich?

The management of a fish aimed at maximising the fishing yield of the managed fish stock. There are models for the yield optimisation since long time. They are used so far mainly to optimise the fishing mortality. Starting point of this paper is a number of fish of an age group of a fish stock. This age group is accompanied over its lifetime. A result of the investigations is that the term growth over-fishing is linked not as frequently assumed exclusive with a too large fishing mortality, but likewise with a mismatch of the mesh opening. The investigations show that the fishing yield increases with the fishing effort on condition that fishing is carried out with an optimised mesh opening. For the calculated example Baltic cod data are used. At present the cod is caught far before reaching the yield optimum. Now the fish is substantially too small when it is caught and did not reach its optimal mass at this time. Therefore the sustainable fishing yield could be increased considerably by the optimasation of the mesh opening. During the conversion from the state of the art to fishing with optimised mesh sizes, however, a loss of profit has to be expected. A further advantage of the mesh enlargement is an increase of the spawning stock size accompanying with it, since the fish is caught at a later age. By the use of substantially larger mesh openings the cod has the opportunity to spawn several times and generate descendants and this will also lead to an increased yield in future. In addition better prices could be obtained at the market by catching larger cod.

Lead accumulation by hammerhead shark, Sphyrna couardi (C.) off Lagos coast, Nigeria

Levels of concentration of lead in the hammerhead shark, Sphyrna couardi, off the Lagos Coast of Nigeria were investigated. The standard length of the specimens examined ranged from 31.4cm to 47.2cm while the weights ranged from 451.5 to 1,667g. The lead concentration ranged from 0.11 degree kg/G to 0.38 degree kg/G. The mean lead concentration was 0.56 degree kg/G (dry weight). The gill has the highest lead concentration. There was no linear correlation between the length and weight and the amount of lead concentrated

Optimización del Lead Time de vehículos mediante la implementación de una solución RTLS (Real Time Location System)

A lo largo de este documento, se va a explicar la implantación del proyecto que he realizado basado en la localización de vehículos en la fábrica de Mercedes Benz España situada en Vitoria-Gasteiz. Durante la realización de este proyecto, se han llevado a cabo diversos estudios con el fin de conseguir la correcta implantación de las tecnologías empleadas. Se han realizado diferentes alternativas de posicionamiento de los componentes y diversas pruebas para comprobar el correcto funcionamiento de la solución. La solución del proyecto se realizará en distintas fases. La primera de ellas tratará sobre el estudio en una determinada zona de la fábrica, más concretamente la denominada “Área Técnica”, en esta zona se encuentran los vehículos que sufren algún retoque una vez están montados, esta zona se utilizará como piloto para una vez finalizado y comprobado su éxito ampliar la solución al resto de zonas. Previamente a mi incorporación se realizó un estudio para la colocación de los elementos necesarios en esta zona y se ha visto las posibilidades y beneficios que aportaría el control de los vehículos dentro de la fábrica. La siguiente fase será implantar la solución en el resto de las áreas que se encuentran dentro de la fábrica de Vitoria-Gasteiz así como la instalación de unos dispositivos que estarán ubicados en las puertas. Estos ayudarán a mejorar la ubicación de los vehículos ya que podremos conocer si los vehículos se encuentran dentro o fuera de la fábrica. Finalmente se ha realizado la integración de la solución en los sistemas actuales que utilizan en la fábrica para la gestión de los vehículos durante su ciclo de vida.

Noninterferometric measurement of lead zirconate titanate inverse piezoelectric extension

A noncontacting and noninterferometric depth discrimination technique, which is based on differential confocal microscopy, was used to measure the inverse piezoelectric extension of a piezoelectric ceramic lead zirconate titanate actuator. The response characteristics of the actuator with respect to the applied voltage, including displacement, linearity, and hysteresis, were obtained with nanometer measurement accuracy. Errors of the measurement have been analyzed. (C) 2001 Society of Photo-Optical Instrumentation Engineers.

A perturbation procedure for nonlinear oscillations (The dynamics of two oscillators with weak nonlinear coupling)

This thesis considers in detail the dynamics of two oscillators with weak nonlinear coupling. There are three classes of such problems: non-resonant, where the Poincaré procedure is valid to the order considered; weakly resonant, where the Poincaré procedure breaks down because small divisors appear (but do not affect the O(1) term) and strongly resonant, where small divisors appear and lead to O(1) corrections. A perturbation method based on Cole's two-timing procedure is introduced. It avoids the small divisor problem in a straightforward manner, gives accurate answers which are valid for long times, and appears capable of handling all three types of problems with no change in the basic approach.

One example of each type is studied with the aid of this procedure: for the nonresonant case the answer is equivalent to the Poincaré result; for the weakly resonant case the analytic form of the answer is found to depend (smoothly) on the difference between the initial energies of the two oscillators; for the strongly resonant case we find that the amplitudes of the two oscillators vary slowly with time as elliptic functions of ϵ t, where ϵ is the (small) coupling parameter.

Our results suggest that, as one might expect, the dynamical behavior of such systems varies smoothly with changes in the ratio of the fundamental frequencies of the two oscillators. Thus the pathological behavior of Whittaker's adelphic integrals as the frequency ratio is varied appears to be due to the fact that Whittaker ignored the small divisor problem. The energy sharing properties of these systems appear to depend strongly on the initial conditions, so that the systems not ergodic.

The perturbation procedure appears to be applicable to a wide variety of other problems in addition to those considered here.

CMB as a probe of new physics and old times

Cosmic birefringence (CB)---a rotation of photon-polarization plane in vacuum---is a generic signature of new scalar fields that could provide dark energy. Previously, WMAP observations excluded a uniform CB-rotation angle larger than a degree.

In this thesis, we develop a minimum-variance--estimator formalism for reconstructing direction-dependent rotation from full-sky CMB maps, and forecast more than an order-of-magnitude improvement in sensitivity with incoming Planck data and future satellite missions. Next, we perform the first analysis of WMAP-7 data to look for rotation-angle anisotropies and report null detection of the rotation-angle power-spectrum multipoles below L=512, constraining quadrupole amplitude of a scale-invariant power to less than one degree. We further explore the use of a cross-correlation between CMB temperature and the rotation for detecting the CB signal, for different quintessence models. We find that it may improve sensitivity in case of marginal detection, and provide an empirical handle for distinguishing details of new physics indicated by CB.

We then consider other parity-violating physics beyond standard models---in particular, a chiral inflationary-gravitational-wave background. We show that WMAP has no constraining power, while a cosmic-variance--limited experiment would be capable of detecting only a large parity violation. In case of a strong detection of EB/TB correlations, CB can be readily distinguished from chiral gravity waves.

We next adopt our CB analysis to investigate patchy screening of the CMB, driven by inhomogeneities during the Epoch of Reionization (EoR). We constrain a toy model of reionization with WMAP-7 data, and show that data from Planck should start approaching interesting portions of the EoR parameter space and can be used to exclude reionization tomographies with large ionized bubbles.

In light of the upcoming data from low-frequency radio observations of the redshifted 21-cm line from the EoR, we examine probability-distribution functions (PDFs) and difference PDFs of the simulated 21-cm brightness temperature, and discuss the information that can be recovered using these statistics. We find that PDFs are insensitive to details of small-scale physics, but highly sensitive to the properties of the ionizing sources and the size of ionized bubbles.

Finally, we discuss prospects for related future investigations.

外加高压电场下空气中激光等离子体通道寿命研究

通过对飞秒激光在空气中产生的等离子体通道两端外加高压,来研究通道的寿命变化情况。实验得到,当在等离子体通道两端外加高压时(350 kV/m),等离子体通道寿命延长了近3倍。理论模拟和分析结果表明在外加电场条件下,碰撞电离得到增强,吸附作用相对减弱,解离复合系数随着电子平均能量的增加而下降的趋势更为剧烈,这进一步引起了等离子体通道寿命的延长。实验结果与理论分析共同表明了利用外加电场对空气中激光等离子体通道寿命进行延长的可行性。

New directions in sparse sampling and estimation for underdetermined systems

A central objective in signal processing is to infer meaningful information from a set of measurements or data. While most signal models have an overdetermined structure (the number of unknowns less than the number of equations), traditionally very few statistical estimation problems have considered a data model which is underdetermined (number of unknowns more than the number of equations). However, in recent times, an explosion of theoretical and computational methods have been developed primarily to study underdetermined systems by imposing sparsity on the unknown variables. This is motivated by the observation that inspite of the huge volume of data that arises in sensor networks, genomics, imaging, particle physics, web search etc., their information content is often much smaller compared to the number of raw measurements. This has given rise to the possibility of reducing the number of measurements by down sampling the data, which automatically gives rise to underdetermined systems.

In this thesis, we provide new directions for estimation in an underdetermined system, both for a class of parameter estimation problems and also for the problem of sparse recovery in compressive sensing. There are two main contributions of the thesis: design of new sampling and statistical estimation algorithms for array processing, and development of improved guarantees for sparse reconstruction by introducing a statistical framework to the recovery problem.

We consider underdetermined observation models in array processing where the number of unknown sources simultaneously received by the array can be considerably larger than the number of physical sensors. We study new sparse spatial sampling schemes (array geometries) as well as propose new recovery algorithms that can exploit priors on the unknown signals and unambiguously identify all the sources. The proposed sampling structure is generic enough to be extended to multiple dimensions as well as to exploit different kinds of priors in the model such as correlation, higher order moments, etc.

Recognizing the role of correlation priors and suitable sampling schemes for underdetermined estimation in array processing, we introduce a correlation aware framework for recovering sparse support in compressive sensing. We show that it is possible to strictly increase the size of the recoverable sparse support using this framework provided the measurement matrix is suitably designed. The proposed nested and coprime arrays are shown to be appropriate candidates in this regard. We also provide new guarantees for convex and greedy formulations of the support recovery problem and demonstrate that it is possible to strictly improve upon existing guarantees.

This new paradigm of underdetermined estimation that explicitly establishes the fundamental interplay between sampling, statistical priors and the underlying sparsity, leads to exciting future research directions in a variety of application areas, and also gives rise to new questions that can lead to stand-alone theoretical results in their own right.