795 resultados para time-varying AR models


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Does environmental regulation impair international competitiveness of pollution-intensive industries to the extent that they relocate to countries with less stringent regulation, turning those countries into "pollution havens"? We test this hypothesis using panel data on outward foreign direct investment (FDI) flows of various industries in the German manufacturing sector and account for several econometric issues that have been ignored in previous studies. Most importantly, we demonstrate that externalities associated with FDI agglomeration can bias estimates away from finding a pollution haven effect if omitted from the analysis. We include the stock of inward FDI as a proxy for agglomeration and employ a GMM estimator to control for endogenous time-varying determinants of FDI flows. Furthermore, we propose a difference estimator based on the least polluting industry to break the possible correlation between environmental regulatory stringency and unobservable attributes of FDI recipients in the cross-section. When accounting for these issues we find robust evidence of a pollution haven effect for the chemical industry. © 2008 Springer Science+Business Media B.V.

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The cost of electricity, a major operating cost of municipal wastewater treatment plants, is related to influent flow rate, power price, and power load. With knowledge of inflow and price patterns, plant operators can manage processes to reduce electricity costs. Records of influent flow, power price, and load are evaluated for Blue Plains Advanced Wastewater Treatment Plant. Diurnal and seasonal trends are analyzed. Power usage is broken down among treatment processes. A simulation model of influent pumping, a large power user, is developed. It predicts pump discharge and power usage based on wet-well level. Individual pump characteristics are tested in the plant. The model accurately simulates plant inflow and power use for two pumping stations [R2 = 0.68, 0.93 (inflow), R2 =0.94, 0.91(power)]. Wet-well stage-storage relationship is estimated from data. Time-varying wet-well level is added to the model. A synthetic example demonstrates application in managing pumps to reduce electricity cost.

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This paper describes a knowledge-based temporal representation of state transitions for industrial real-time systems. To allow expression of uncertainty, we shall define fluents as disjuncts of positive/negative time-varying properties. A state of the world is represented as a collection of fluents, which is usually incomplete in the sense that neither the positive form nor the negative form of some properties can be implied from it. The world under consideration is assumed to persist in a given state until an action(s) takes place to effect a transition of it into another state, where actions may either be instantaneous or durative. High-level causal laws are characterized in terms of relationships between actions and the involved world states. An effect completion axiom is imposed on each causal law to guarantee that all the fluents that can be affected by the performance of the corresponding action are governed. This completion requirement is practical for most industrial real-time applications and in fact provides a simple and effective treatment to the so-called frame problem.

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Induction heating is an efficient method used to melt electrically conductive materials, particularly if melting takes place in a ceramic crucible. This form of melting is particularly good for alloys, as electromagnetic forces set up by the induction coil lead to vigorous stirring of the melt ensuring homogeneity and uniformity in temperature. However, for certain reactive alloys, or where high purity is required, ceramic crucibles cannot be used, but a water-cooled segmented copper crucible is employed instead. Water cooling prevents meltdown or distortion of the metal wall, but much of the energy goes into the coolant. To reduce this loss, the electromagnetic force generated by the coil is used to push the melt away from the walls and so minimise contact with water-cooled surfaces. Even then, heat is lost through the crucible base where contact is inevitable. In a collaborative programme between Greenwich and Birmingham Universities, computer modelling has been used in conjunction with experiments to improve the superheat attainable in the melt for a,number of alloys, especially for y-TiAl intermetallics to cast aeroengine turbine blades. The model solves the discretised form of the turbulent Navier-Stokes, thermal energy conservation and Maxwell equations using a Spectral Collocation technique. The time-varying melt envelope is followed explicitly during the computation using an adaptive mesh. This paper briefly describes the mathematical model used to represent the interaction between the magnetic field, fluid flow, heat transfer and change of phase in the crucible and identifies the proportions of energy used in the melt, lost in the crucible base and in the crucible walls. The role of turbulence is highlighted as important in controlling heat losses and turbulence damping is introduced as a means of improving superheat. Model validation is against experimental results and shows good agreement with measured temperatures and energy losses in the cooling fluid throughout the melting cycle.

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Cold crucible furnace is widely used for melting reactive metals for high quality castings. Although the water cooled copper crucible avoids contamination, it produces a low superheat of the melt. Experimental and theoretical investigations of the process showed that the increase of the supplied power to the furnace leads to a saturation in the temperature rise of the melt, and no significant increase of the melt superheat can be obtained. The computer model of theprocess has been developed to simulate the time dependent turbulent flow, heat transfer with phase change, and AC and DC magnetohydrodynamics in a time varying liquid metal envelope. The model predicts that the supermimposition of a strong DC field on top of the normal AC field reduces the level of turbulience and stirring in the liquid metal, thereby reducing the heat loss through the base of the crucible and increasing the superheat. The direct measurements of the temperature in the commercial size cold crucbile has confirmed the computer redictions and showed that the addition of a DC field increased the superheat in molten TiAl from ~45C (AC field only) to ~81C (DC+AC fields). The present paper reports further predictions of the effect of a dDC field on top of the AC field and compares these with experimental data.

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Melting of metallic samples in a cold crucible causes inclusions to concentrate on the surface owing to the action of the electromagnetic force in the skin layer. This process is dynamic, involving the melting stage, then quasi-stationary particle separation, and finally the solidification in the cold crucible. The proposed modeling technique is based on the pseudospectral solution method for coupled turbulent fluid flow, thermal and electromagnetic fields within the time varying fluid volume contained by the free surface, and partially the solid crucible wall. The model uses two methods for particle tracking: (1) a direct Lagrangian particle path computation and (2) a drifting concentration model. Lagrangian tracking is implemented for arbitrary unsteady flow. A specific numerical time integration scheme is implemented using implicit advancement that permits relatively large time-steps in the Lagrangian model. The drifting concentration model is based on a local equilibrium drift velocity assumption. Both methods are compared and demonstrated to give qualitatively similar results for stationary flow situations. The particular results presented are obtained for iron alloys. Small size particles of the order of 1 μm are shown to be less prone to separation by electromagnetic field action. In contrast, larger particles, 10 to 100 μm, are easily “trapped” by the electromagnetic field and stay on the sample surface at predetermined locations depending on their size and properties. The model allows optimization for melting power, geometry, and solidification rate.

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We consider the optimum design of pilot-symbol-assisted modulation (PSAM) schemes with feedback. The received signal is periodically fed back to the transmitter through a noiseless delayed link and the time-varying channel is modeled as a Gauss-Markov process. We optimize a lower bound on the channel capacity which incorporates the PSAM parameters and Kalman-based channel estimation and prediction. The parameters available for the capacity optimization are the data power adaptation strategy, pilot spacing and pilot power ratio, subject to an average power constraint. Compared to the optimized open-loop PSAM (i.e., the case where no feedback is provided from the receiver), our results show that even in the presence of feedback delay, the optimized power adaptation provides higher information rates at low signal-to-noise ratios (SNR) in medium-rate fading channels. However, in fast fading channels, even the presence of modest feedback delay dissipates the advantages of power adaptation.

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Traditionally, marine ecosystem structure was thought to be bottom-up controlled. In recent years, a number of studies have highlighted the importance of top-down regulation. Evidence is accumulating that the type of trophic forcing varies temporally and spatially, and an integrated view – considering the interplay of both types of control – is emerging. Correlations between time series spanning several decades of the abundances of adjacent trophic levels are conventionally used to assess the type of control: bottom-up if positive or top-down if this is negative. This approach implies averaging periods which might show time-varying dynamics and therefore can hide part of this temporal variability. Using spatially referenced plankton information extracted from the Continuous Plankton Recorder, this study addresses the potential dynamic character of the trophic structure at the planktonic level in the North Sea by assessing its variation over both temporal and spatial scales. Our results show that until the early-1970s a bottom-up control characterized the base of the food web across the whole North Sea, with diatoms having a positive and homogeneous effect on zooplankton filter-feeders. Afterwards, different regional trophic dynamics were observed, in particular a negative relationship between total phytoplankton and zooplankton was detected off the west coast of Norway and the Skagerrak as opposed to a positive one in the southern reaches. Our results suggest that after the early 1970s diatoms remained the main food source for zooplankton filter-feeders east of Orkney–Shetland and off Scotland, while in the east, from the Norwegian Trench to the German Bight, filter-feeders were mainly sustained by dinoflagellates.

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We have investigated the role of molecular anion chemistry in pseudo-time-dependent chemical models of dark clouds. With oxygen-rich elemental abundances, the addition of anions results in a slight improvement in the overall agreement between model results and observations of molecular abundances in Taurus molecular cloud 1 (TMC-1 (CP)). More importantly, with the inclusion of anions, we see an enhanced production efficiency of unsaturated carbon-chain neutral molecules, especially in the longer members of the families C(n)H, C(n)H(2), and HC(n)N. The use of carbon-rich elemental abundances in models of TMC-1 (CP) with anion chemistry worsens the agreement with observations compared with model results obtained in the absence of anions.

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A system capable of deployment as a microwave security sensor which can automatically reject background clutter is presented. The principle of operation is based on analog homodyne detection using 1. Q single side-band down conversion of an AM backscattered modulating signal envelope. A demonstrator is presented which operates with a carrier frequency of 2 GHz and 500 KHz backscattered signal. When deployed in a multipath rich open plan office environment the S/N ratio obtained at the detection output was better than 20 dB at 20 in range with 20 dBm EIRP in a 2 MHz detection bandwidth despite the presence of time varying and static clutter. (C) 2009 Wiley Periodicals, Inc. Microwave Opt Technol Lett 51: 2492-2495, 2009; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/mop.24636

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A constrained non-linear, physical model-based, predictive control (NPMPC) strategy is developed for improved plant-wide control of a thermal power plant. The strategy makes use of successive linearisation and recursive state estimation using extended Kalman filtering to obtain a linear state-space model. The linear model and a quadratic programming routine are used to design a constrained long-range predictive controller One special feature is the careful selection of a specific set of plant model parameters for online estimation, to account for time-varying system characteristics resulting from major system disturbances and ageing. These parameters act as nonstationary stochastic states and help to provide sufficient degrees-of-freedom to obtain unbiased estimates of controlled outputs. A 14th order non-linear plant model, simulating the dominant characteristics of a 200 MW oil-fired pou er plant has been used to test the NPMPC algorithm. The control strategy gives impressive simulation results, during large system disturbances and extremely high rate of load changes, right across the operating range. These results compare favourably to those obtained with the state-space GPC method designed under similar conditions.

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The least-mean-fourth (LMF) algorithm is known for its fast convergence and lower steady state error, especially in sub-Gaussian noise environments. Recent work on normalised versions of the LMF algorithm has further enhanced its stability and performance in both Gaussian and sub-Gaussian noise environments. For example, the recently developed normalised LMF (XE-NLMF) algorithm is normalised by the mixed signal and error powers, and weighted by a fixed mixed-power parameter. Unfortunately, this algorithm depends on the selection of this mixing parameter. In this work, a time-varying mixed-power parameter technique is introduced to overcome this dependency. A convergence analysis, transient analysis, and steady-state behaviour of the proposed algorithm are derived and verified through simulations. An enhancement in performance is obtained through the use of this technique in two different scenarios. Moreover, the tracking analysis of the proposed algorithm is carried out in the presence of two sources of nonstationarities: (1) carrier frequency offset between transmitter and receiver and (2) random variations in the environment. Close agreement between analysis and simulation results is obtained. The results show that, unlike in the stationary case, the steady-state excess mean-square error is not a monotonically increasing function of the step size. (c) 2007 Elsevier B.V. All rights reserved.

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BACKGROUND: CKD as defined by KDIGO/KDOQI has been shown to affect ~ 8.5% of the UK population. The prevalence of CKD in the UK is similar to that in the USA, yet incident dialysis rates are dramatically different. This retrospective cohort study investigates the association between reduced kidney function and mortality in a large UK population. METHODS: All serum creatinine results covering Northern Ireland's 1.7 million population were collected between 1 January 2001 and 31 December 2002. Estimated glomerular filtration rates (eGFR) were calculated for all serum creatinine measurements using four-variable MDRD equation (IDMS aligned). Patients were followed up for both all-cause and cardiovascular mortality data until the end of December 2006. Patients on renal replacement therapy were excluded. Subgroup analysis in the 75 345 subjects enrolled within a parallel primary care study permitted additional survival analysis with adjustment for traditional cardiovascular risk factors. RESULTS: A total of 1 967 827 serum creatinine results from 533 798 patients were collected. During the period of follow-up, 59 980 deaths occurred. In multivariate survival analysis, using eGFR as a time-varying covariate, a graded association between CKD (defined by eGFR) and all-cause mortality was identified. Compared with participants with an eGFR of > 60 mL/min/1.73 m(2), the adjusted hazard ratios (and 95% confidence intervals) for participants with an eGFR of 45-59 mL/min/1.73 m(2) was 1.02 (0.99-1.04), an eGFR of 30-44 mL/min/1.73 m(2) was 1.44 (1.40-1.47), an eGFR of 15-29 mL/min/1.73 m(2) was 2.12 (2.05-2.20) and an eGFR of

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Estimation and detection of the hemodynamic response (HDR) are of great importance in functional MRI (fMRI) data analysis. In this paper, we propose the use of three H 8 adaptive filters (finite memory, exponentially weighted, and time-varying) for accurate estimation and detection of the HDR. The H 8 approach is used because it safeguards against the worst case disturbances and makes no assumptions on the (statistical) nature of the signals [B. Hassibi and T. Kailath, in Proc. ICASSP, 1995, vol. 2, pp. 949-952; T. Ratnarajah and S. Puthusserypady, in Proc. 8th IEEE Workshop DSP, 1998, pp. 1483-1487]. Performances of the proposed techniques are compared to the conventional t-test method as well as the well-known LMSs and recursive least squares algorithms. Extensive numerical simulations show that the proposed methods result in better HDR estimations and activation detections.

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Human newborns appear to regulate sucking pressure when bottle feeding by employing, with similar precision, the same principle of control evidenced by adults in skilled behavior, such as reaching (Lee et al., 1998a). In particular, the present study of 12 full-term newborn infants indicated that the intraoral sucking pressures followed an internal dynamic prototype - an intrinsic tau-guide. The intrinsic tau-guide, a recent hypothesis of general tau theory is a time-varying quantity, tau(g), assumed to be generated within the nervous system. It corresponds to some quantity (e.g., electrical charge), chang ing with a constant second-order temporal derivative from a rest level to a goal level, in the sense that tau(g) equals tau of the gap between the quantity and its goal level at each time t. (tau of a gap is the rime-to-closure of the gap at the current closure-rate.) According to the hypoth esis, the infant senses tau(p), the tau of the gap between the current intraoral pressure and its goal level, and regulates intraoral pressure so that tau(p) and tau(g) remain coupled in a constant ratio, k; i.e., tau(p) = k tau(g). With k in the range 0-1, the tau-coupling would result in a bell-shaped rate of change pressure profile, as was, in fact, found. More specifically, the high mean r(2) values obtained when regressing tau(p) on tau(g), for both the increasing and decreasing suction periods of the infants' suck, supported a strong tau-coupling between tau(p) and tau(g). The mean k values were significantly higher In the Increasing suction period, indicating that the ending of the movement was more forceful, a finding which makes sense given the different functions of the two periods of the suck.