Forecasting the spot prices of various coffee types using linear and non-linear error correction models

Este documento estima modelos lineales y no-lineales de corrección de errores para los precios spot de cuatro tipos de café. En concordancia con las leyes económicas, se encuentra evidencia que cuando los precios están por encima de su nivel de equilibrio, retornan a éste mas lentamente que cuando están por debajo. Esto puede reflejar el hecho que, en el corto plazo, para los países productores de café es mas fácil restringir la oferta para incrementar precios, que incrementarla para reducirlos. Además, se encuentra evidencia que el ajuste es más rápido cuando las desviaciones del equilibrio son mayores. Los pronósticos que se obtienen a partir de los modelos de corrección de errores no lineales y asimétricos considerados en el trabajo, ofrecen una leve mejoría cuando se comparan con los pronósticos que resultan de un modelo de paseo aleatorio.

Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach

We examine the long-run relationship between the parallel and the official exchange rate in Colombia over two regimes; a crawling peg period and a more flexible crawling band one. The short-run adjustment process of the parallel rate is examined both in a linear and a nonlinear context. We find that the change from the crawling peg to the crawling band regime did not affect the long-run relationship between the official and parallel exchange rates, but altered the short-run dynamics. Non-linear adjustment seems appropriate for the first period, mainly due to strict foreign controls that cause distortions in the transition back to equilibrium once disequilibrium occurs

Reanalyzing fourth grade math student achievement in Chile : applying hierarchical linear models (HLMs). 'Reanalizando el rendimiento de los alumnos de cuarto grado en matemáticas en Chile: una aplicación de modelos jerárquicos lineales (HLM)'.

Resumen tomado de la publicación

Supporting Students with Learning Disabilities to Explore Linear Relationships using Online Learning Objects. 'Apoyando a estudiantes con problemas de aprendizaje para explorar relaciones lineales mediante el uso de objetos de aprendizaje en línea'.

Resumen basado en el de la publicación

Linear response functions for a vibrational configuration interaction state

Linear response functions are implemented for a vibrational configuration interaction state allowing accurate analytical calculations of pure vibrational contributions to dynamical polarizabilities. Sample calculations are presented for the pure vibrational contributions to the polarizabilities of water and formaldehyde. We discuss the convergence of the results with respect to various details of the vibrational wave function description as well as the potential and property surfaces. We also analyze the frequency dependence of the linear response function and the effect of accounting phenomenologically for the finite lifetime of the excited vibrational states. Finally, we compare the analytical response approach to a sum-over-states approach

Variational calculation of vibrational linear and nonlinear optical properties

A variational approach for reliably calculating vibrational linear and nonlinear optical properties of molecules with large electrical and/or mechanical anharmonicity is introduced. This approach utilizes a self-consistent solution of the vibrational Schrödinger equation for the complete field-dependent potential-energy surface and, then, adds higher-level vibrational correlation corrections as desired. An initial application is made to static properties for three molecules of widely varying anharmonicity using the lowest-level vibrational correlation treatment (i.e., vibrational Møller-Plesset perturbation theory). Our results indicate when the conventional Bishop-Kirtman perturbation method can be expected to break down and when high-level vibrational correlation methods are likely to be required. Future improvements and extensions are discussed

Case based reasoning as an extension of fault dictionary methods for linear electronic analog circuits diagnosis

El test de circuits és una fase del procés de producció que cada vegada pren més importància quan es desenvolupa un nou producte. Les tècniques de test i diagnosi per a circuits digitals han estat desenvolupades i automatitzades amb èxit, mentre que aquest no és encara el cas dels circuits analògics. D'entre tots els mètodes proposats per diagnosticar circuits analògics els més utilitzats són els diccionaris de falles. En aquesta tesi se'n descriuen alguns, tot analitzant-ne els seus avantatges i inconvenients. Durant aquests últims anys, les tècniques d'Intel·ligència Artificial han esdevingut un dels camps de recerca més importants per a la diagnosi de falles. Aquesta tesi desenvolupa dues d'aquestes tècniques per tal de cobrir algunes de les mancances que presenten els diccionaris de falles. La primera proposta es basa en construir un sistema fuzzy com a eina per identificar. Els resultats obtinguts son força bons, ja que s'aconsegueix localitzar la falla en un elevat tant percent dels casos. Per altra banda, el percentatge d'encerts no és prou bo quan a més a més s'intenta esbrinar la desviació. Com que els diccionaris de falles es poden veure com una aproximació simplificada al Raonament Basat en Casos (CBR), la segona proposta fa una extensió dels diccionaris de falles cap a un sistema CBR. El propòsit no és donar una solució general del problema sinó contribuir amb una nova metodologia. Aquesta consisteix en millorar la diagnosis dels diccionaris de falles mitjançant l'addició i l'adaptació dels nous casos per tal d'esdevenir un sistema de Raonament Basat en Casos. Es descriu l'estructura de la base de casos així com les tasques d'extracció, de reutilització, de revisió i de retenció, fent èmfasi al procés d'aprenentatge. En el transcurs del text s'utilitzen diversos circuits per mostrar exemples dels mètodes de test descrits, però en particular el filtre biquadràtic és l'utilitzat per provar les metodologies plantejades, ja que és un dels benchmarks proposats en el context dels circuits analògics. Les falles considerades son paramètriques, permanents, independents i simples, encara que la metodologia pot ser fàcilment extrapolable per a la diagnosi de falles múltiples i catastròfiques. El mètode es centra en el test dels components passius, encara que també es podria extendre per a falles en els actius.

The effect of nonlinear frequency compression and linear frequency transposition on speech perception in school-aged children

The primary objective of this study is to determine whether nonlinear frequency compression and linear transposition algorithms provide speech perception benefit in school-aged children.

Spatial variability of flow statistics within regular building arrays

Turbulence statistics obtained by direct numerical simulations are analysed to investigate spatial heterogeneity within regular arrays of building-like cubical obstacles. Two different array layouts are studied, staggered and square, both at a packing density of λp=0.25 . The flow statistics analysed are mean streamwise velocity ( u− ), shear stress ( u′w′−−−− ), turbulent kinetic energy (k) and dispersive stress fraction ( u˜w˜ ). The spatial flow patterns and spatial distribution of these statistics in the two arrays are found to be very different. Local regions of high spatial variability are identified. The overall spatial variances of the statistics are shown to be generally very significant in comparison with their spatial averages within the arrays. Above the arrays the spatial variances as well as dispersive stresses decay rapidly to zero. The heterogeneity is explored further by separately considering six different flow regimes identified within the arrays, described here as: channelling region, constricted region, intersection region, building wake region, canyon region and front-recirculation region. It is found that the flow in the first three regions is relatively homogeneous, but that spatial variances in the latter three regions are large, especially in the building wake and canyon regions. The implication is that, in general, the flow immediately behind (and, to a lesser extent, in front of) a building is much more heterogeneous than elsewhere, even in the relatively dense arrays considered here. Most of the dispersive stress is concentrated in these regions. Considering the experimental difficulties of obtaining enough point measurements to form a representative spatial average, the error incurred by degrading the sampling resolution is investigated. It is found that a good estimate for both area and line averages can be obtained using a relatively small number of strategically located sampling points.

Water wave scattering by finite arrays of circular structures

The scattering of small amplitude water waves by a finite array of locally axisymmetric structures is considered. Regions of varying quiescent depth are included and their axisymmetric nature, together with a mild-slope approximation, permits an adaptation of well-known interaction theory which ultimately reduces the problem to a simple numerical calculation. Numerical results are given and effects due to regions of varying depth on wave loading and free-surface elevation are presented.