Bootstrapping the Error Correction Model Cointegration Test

This paper is concerned with using the bootstrap to obtain improved critical values for the error correction model (ECM) cointegration test in dynamic models. In the paper we investigate the effects of dynamic specification on the size and power of the ECM cointegration test with bootstrap critical values. The results from a Monte Carlo study show that the size of the bootstrap ECM cointegration test is close to the nominal significance level. We find that overspecification of the lag length results in a loss of power. Underspecification of the lag length results in size distortion. The performance of the bootstrap ECM cointegration test deteriorates if the correct lag length is not used in the ECM. The bootstrap ECM cointegration test is therefore not robust to model misspecification.

The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series

Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection probabilities that are closer to the nominal level than the rejection probabilities of the correspond- ing asymptotic tests. The e¤ect of bootstrapping the test on its power is largely unknown. We show that a new computationally inexpensive procedure can be applied to the estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is found to have a power function close to that of the level-adjusted asymp- totic test. The bootstrap test estimates the level-adjusted power of the asymptotic test highly accurately. The bootstrap test may have low power to reject the null hypothesis of cointegration rank zero, or underestimate the cointegration rank. An empirical application to Euribor interest rates is provided as an illustration of the findings.

A neuro-adaptive augmented optimal dynamic inversion approach for effective and efficient treatment of chronic myelogenous leukemia

Combining the advanced techniques of optimal dynamic inversion and model-following neuro-adaptive control design, an efficient technique is presented for effective treatment of chronic myelogenous leukemia (CML). A recently developed nonlinear mathematical model for cell dynamics is used for the control (medication) synthesis. First, taking a set of nominal parameters, a nominal controller is designed based on the principle of optimal dynamic inversion. This controller can treat nominal patients (patients having same nominal parameters as used for the control design) effectively. However, since the parameters of an actual patient can be different from that of the ideal patient, to make the treatment strategy more effective and efficient, a model-following neuro-adaptive controller is augmented to the nominal controller. In this approach, a neural network trained online (based on Lyapunov stability theory) facilitates a new adaptive controller, computed online. From the simulation studies, this adaptive control design approach (treatment strategy) is found to be very effective to treat the CML disease for actual patients. Sufficient generality is retained in the theoretical developments in this paper, so that the techniques presented can be applied to other similar problem as well. Note that the technique presented is computationally non-intensive and all computations can be carried out online.

Simultaneous measurement of aerodynamic and heat transfer data for large angle blunt cones in hypersonic shock tunnel

Aerodynamic forces and fore-body convective surface heat transfer rates over a 60 degrees apex-angle blunt cone have been simultaneously measured at a nominal Mach number of 5.75 in the hypersonic shock tunnel HST2. An aluminum model incorporating a three-component accelerometer-based balance system for measuring the aerodynamic forces and an array of platinum thin-film gauges deposited on thermally insulating backing material flush mounted on the model surface is used for convective surface heat transfer measurement in the investigations. The measured value of the drag coefficient varies by about +/-6% from the theoretically estimated value based on the modified Newtonian theory, while the axi-symmetric Navier-Stokes computations overpredict the drag coefficient by about 9%. The normalized values of measured heat transfer rates at 0 degrees angle of attack are about 11% higher than the theoretically estimated values. The aerodynamic and the heat transfer data presented here are very valuable for the validation of CFD codes used for the numerical computation of How fields around hypersonic vehicles.

Double time window targeting technique: Real-time DMRG dynamics in the Pariser-Parr-Pople model

We present a generalized adaptive time-dependent density matrix renormalization-group (DMRG) scheme, called the double time window targeting (DTWT) technique, which gives accurate results with nominal computational resources, within reasonable computational time. This procedure originates from the amalgamation of the features of pace keeping DMRG algorithm, first proposed by Luo et al. [Phys. Rev. Lett. 91, 049701 (2003)] and the time-step targeting algorithm by Feiguin and White [Phys. Rev. B 72, 020404 (2005)]. Using the DTWT technique, we study the phenomena of spin-charge separation in conjugated polymers (materials for molecular electronics an spintronics), which have long-range electron-electron interactions and belong to the class of strongly correlated low-dimensional many-body systems. The issue of real-time dynamics within the Pariser-Parr-Pople (PPP) model which includes long-range electron correlations has not been addressed in the literature so far. The present study on PPP chains has revealed that, (i) long-range electron correlations enable both the charge and spin degree of freedom of the electron, to propagate faster in the PPP model compared to Hubbard model, (ii) for standard parameters of the PPP model as applied to conjugated polymers, the charge velocity is almost twice that of the spin velocity, and (iii) the simplistic interpretation of long-range correlations by merely renormalizing the U value of the Hubbard model fails to explain the dynamics of doped holes/electrons in the PPP model.

Size effect in self consolidating concrete beams with and without notches

The aim of this study is to obtain the fracture characteristics of low and medium compressive strength self consolidating concrete (SCC) for notched and un-notched plain concrete beams by using work of fracture G(F) and size effect model G(f) methods and comparing them with those of normal concrete and high performance concrete. The results show that; (i) with an increase in compressive strength, G(F) increases and G(f) decreases; (ii) with an increase in depth of beam, the decrease in nominal stress of notched beam is more when compared with that of a notchless beam.

Nature of the copper species in superconducting YBa2Cu3O7

The nominal composition of YBa2Cu3O7 oxide suggests that 33% of the copper should be in the 3+ state. In structural studies3–5, Cu3+ and Cu2+ ions have been assigned specific sites based on their preferred coordinations, and many of the models of superconductivity also require the presence of Cu3+. Our studies however show that Cu is present only in the Cu1+ and Cu2+ states, the proportion of the former increasing with decreasing temperature. It appears that there is no clear experimental evidence for the presence of Cu3+ in YBa2Cu3O7.

A thermogravimetric study of the oxidative growth of Al2O3/Al alloy composites

The oxidation of liquid Al–Mg–Si alloys at 900–1400 °C was studied by thermogravimetric analysis (TGA). The development of a semi-protective surface layer of MgO/MgAl2O4 allows the continuous formation of an Al2O3-matrix composite containing an interpenetrating network of metal microchannels at 1000–1350 °C. An initial incubation period precedes bulk oxidation, wherein Al2O3 grows from a near-surface alloy layer by reaction of oxygen supplied by the dissolution of the surface oxides and Al supplied from a bulk alloy reservoir through the microchannel network. The typical oxidation rate during bulk growth displays an initial acceleration followed by a parabolic deceleration in a regime apparently limited by Al transport to the near-surface layer. Both regimes may be influenced by the Si content in this layer, which rises due to preferential Al and Mg oxidation. The growth rates increase with temperature to a maximum at ~1300 °C, with a nominal activation energy of 270 kJ/mole for an Al-2.85 wt. % Mg-5.4 wt. % Si alloy in O2 at furnace temperatures of 1000–1300 °C. An oscillatory rate regime observed at 1000–1075 °C resulted in a banded structure of varying Al2O3-to-metal volume fraction.

Effect of interface friction on the mechanics of indentation of a finite layer resting on a rigid substrate

Copper strips of 2.5 mm thickness resting on stainless steel anvils were normally indented by wedges under nominal plane strain conditions. Inflections in the hardness-penetration characteristics were identified. Inflections separate stages where each stage has typical mechanics of deformation. These are arrived at by studying the distortion of 0.125 mm spaced grids inscribed on the deformation plane of the strip. The sensitivity of hardness and deformation mechanics to wedge angle and the interfacial friction between strip and anvil were investigated within the framework of existing slip line field models of indentation of semi-infinite and finite blocks.

Photoemission study of the high-Tc superconductor Bi1.8Pb0.4Sr2Ca2.2Cu3O10

Ultraviolet and X-ray photoemission spectroscopic (UPS and XPS) studies to characterize the electronic structure of bismuth cuprate superconductor with nominal composition of Bi1.8Pb0.4Sr2Ca2.2Cu3O10 have been carried out. The data clearly shows the metallic emission at the Fermi level (EF). The shoulder (-1.2 eV) near the EF is attributed to the Cu-O derived states. Cu satellite structures observed both in the UPS and XPS show the strongly correlated nature of the Cu 3d electrons. Core level shifts indicate that 3+ and 4+ are the main oxidation of Bi and Pb, respectively. The Pb core lines show two components indicating their inequivalent sites. Core level O 1s spectrum is deconvoluted to show the presence of structurally non-equivalent oxygen sites.

Una gramática descriptiva del chabacano de Ternate

This dissertation is a descriptive grammar of Ternate Chabacano, a Spanish-lexifier Creole spoken by 3.000 people in the town of Ternate, Philippines. The dissertation offers an analysis of the phonological, morphological, and syntactic system of the language. It includes an overview of the historical background, the current situation of the speech community and a collection of annotated texts. Ternate Chabacano shares many characteristics with its main adstrate language Tagalog as well as the dialectal varieties of Spanish. At present, English also exerts an influence, nevertheless mainly affecting its lexicon. The description offered is based on fieldwork conducted in Ternate. Spoken language collected through thematic interviews forms the main type of the material analysed. Information regarding the informants and text types is included in the examples. Ternate Chabacano has a five-vowel system and 17 consonant phonemes. The morphology of the language is largely isolating. Clitics are used extensively for expressing adverbial relations. The verbal system is based on the preverbal markers that express the category of tense, modality and aspect, among which aspect is the main dimension. Complex predicates and verbal chains are used in order to further distinguish aspect and modality, as well as changes of voice and valency. Intransitive verbs express motion, states, and reflexive actions, even though the majority of verbs can occur in both intransitive and transitive clauses. Ternate Chabacano is a nominative-accusative type language but the typological configuration of the Philippine languages influences the marking of its constituents. A case in point is constituted by the nominal determination system. The basic constituent order in a clause is VSO. Equative and attibutive clauses are formed by juxtaposition while the locative clauses feature a copula. Indefinite terms are expressed through existential constructions. The negation of existential clauses differs from standard negation but both are intensified in the same way. In spoken discourse, tag-questions are common. Pragmatic elements and social formulas reflect largely the corresponding Tagalog expressions. Coordination and subordination occur typically without overt markers but a variety of markers exists for expressing different relations, especially those made explicit by adverbial clauses. Verbal chains form a continuum from serial verbs to complementation and ultimately to coordination.

De "de" : Estudio histórico-comparativo de los usos y la semántica de la preposición "de" en español

El presente estudio supone un intento de describir y analizar el uso de la preposición "de" sobre la base de un corpus diacrónico, con énfasis en las diferentes relaciones semánticas que establece. Partiendo de un total de más de 16.000 casos de "de" hemos establecido 48 categorías de uso, que corresponden a cuatro tipos de construcción sintáctica, a saber, el uso de "de" como complemento de nombres (CN), verbos (CV), adjetivos (CA) y, finalmente, su uso como núcleo de expresiones adverbiales independientes (CI). El estudio consta de tres partes fundamentales. En la parte I, se introduce la Lingüística Cognitiva, que constituye la base teórica esencial del trabajo. Más exactamente, se introducen conceptos como la teoría del prototipo, la teoría de las metáforas conceptuales y la gramática cognitiva, especialmente las ideas de "punto de referencia" y "relación intrínseca" (Langacker 1995, 1999). La parte II incluye el análisis de las 48 categorías. En esta parte se presentan y comentan casi 2.000 ejemplos del uso contextual de "de" extraídos del corpus diacrónico. Los resultados más importantes del análisis pueden resumirse en los siguientes puntos: El uso de "de" sigue siendo esencialmente el mismo en la actualidad que hace 800 años, en el sentido de que todas las 48 categorías se identifican en todas las épocas del corpus. El uso de "de" como complemento nominal va aumentando, al contrario de lo que ocurre con su uso como complemento verbal. En el contexto nominal son especialmente las relaciones posesivas más abstractas las que se hacen más frecuentes, mientras que en el contexto verbal las relaciones que se hacen menos frecuentes son las de separación/alejamiento, causa, agente y partitivo indefinido. Destaca la importancia del siglo XVIII como época de transición entre un primer estado de las cosas y otro posterior, en especial en relación con el carácter cada vez más abstracto de las relaciones posesivas así como con la disminución de las categorías adverbales de causa, agente y partitivo. Pese a la variación en el contexto inmediato de uso, el núcleo semántico de "de" se mantiene inalterado. La parte III toma como punto de partida los resultados del análisis de la parte II, tratando de deslindar el aporte semántico de la preposición "de" a su contexto de uso del valor de la relación en conjunto. Así, recurriendo a la metodología para determinar el significado básico y la metodología para determinar lo que constituyen significados distintos de una preposición (Tyler , Evans 2003a, 2003b), se llega a la hipótesis de que "de" posee cuatro significados básicos, a saber, 'punto de partida', 'tema/asunto', 'parte/todo' y 'posesión'. Esta hipótesis, basada en las metodologías de Tyler y Evans y en los resultados del análisis de corpus, se intenta verificar empíricamente mediante el uso de dos cuestionarios destinados a averiguar hasta qué punto las distinciones semánticas a las que se llega por vía teórica son reconocidas por los hablantes nativos de la lengua (cf. Raukko 2003). El resultado conjunto de los dos acercamientos tanto refuerza como especifica la hipótesis. Los datos que arroja el análisis de los cuestionarios parecen reforzar la idea de que el núcleo semántico de "de" es complejo, constando de los cuatro valores mencionados. Sin embargo, cada uno de estos valores básicos constituye un prototipo local, en torno al cual se construye un complejo de matices semánticos derivados del prototipo. La idea final es que los hablantes son conscientes de los cuatro postulados valores básicos, pero que también distinguen matices más detallados, como son las ideas de 'causa', 'agente', 'instrumento', 'finalidad', 'cualidad', etc. Es decir, "de" constituye un elemento polisémico complejo cuya estructura semántica puede describirse como una semejanza de familia centrada en cuatro valores básicos en torno a los cuales se encuentra una serie de matices más específicos, que también constituyen valores propios de la preposición. Creemos, además, que esta caracterización semántica es válida para todas las épocas de la historia del español, con unas pequeñas modificaciones en el peso relativo de los distintos matices, lo cual está relacionado con la observada variación diacrónica en el uso de "de".

Optimal explicit terminal guidance for a launch vehicle

It is observed that general explicit guidance schemes exhibit numerical instability close to the injection point. This difficulty is normally attributed to the demand for exact injection which, in turn, calls for finite corrections to be enforced in a relatively short time. The deviations in vehicle state which need corrective maneuvers are caused by the off-nominal operating conditions. Hence, the onset of terminal instability depends on the type of off-nominal conditions encountered. The proposed separate terminal guidance scheme overcomes the above difficulty by minimizing a quadratic penalty on injection errors rather than demanding an exact injection. There is also a special requirement in the terminal phase for the faster guidance computations. The faster guidance computations facilitate a more frequent guidance update enabling an accurate terminal thrust cutoff. The objective of faster computations is realized in the terminal guidance scheme by employing realistic assumptions that are accurate enough for a short terminal trajectory. It is observed from simulations that one of the guidance parameters (P) related to the thrust steering angular rates can indicate the onset of terminal instability due to different off-nominal operating conditions. Therefore, the terminal guidance scheme can be dynamically invoked based on monitoring of deviations in the lone parameter P.

Synthesis of Cuprates of Perovskite Structure in the Ba-Pb-Cu-O, Ba-Bi-Cu-O, and Ba-Pb-Tl-Cu-O Systems: Possible High Tc Superconductivity in a Perovskite-like Phase in the Ba-Pb-Tl-Cu-O System

Cubic cuprates (a not, vert, similar 18.6 Å) with a BaCuO2-type structure were obtained in the Ba-Pb-Cu-O and Ba-Bi-Cu-O systems by the reaction of the component oxides at a high temperature (1370-1420 K), followed by quenching. By annealing these phases in oxygen at 1070-1120 K, perovskite-like phase (a not, vert, similar 4.3 Å) of the formulae BaPb1-xCuxO3-y and BaBi1-xCuxO3-y (0 < x ? 0.5) were obtained. A perovskite of nominal composition BaPb0.25Tl0.25 Cu0.5O3-y, prepared by a similar procedure, was found to be superconducting with a Tc of not, vert, similar 70 K.

Effective drug dosage design for treatment of infectious diseases using dynamic inversion

A generic nonlinear mathematical model describing the human immunological dynamics is used to design an effective automatic drug administration scheme. Even though the model describes the effects of various drugs on the dynamic system, this work is confined to the drugs that kill the invading pathogen and heal the affected organ. From a system theoretic point of view, the drug inputs can be interpreted as control inputs, which can be designed based on control theoretic concepts. The controller is designed based on the principle of dynamic inversion and is found to be effective in curing the �nominal model patient� by killing the invading microbes and healing the damaged organ. A major advantage of this technique is that it leads to a closed-form state feedback form of control. It is also proved from a rigorous mathematical analysis that the internal dynamics of the system remains stable when the proposed controller is applied. A robustness study is also carried out for testing the effectiveness of the drug administration scheme for parameter uncertainties. It is observed from simulation studies that the technique has adequate robustness for many �realistic model patients� having off-nominal parameter values as well.