Bayesian model selection for time series using Markov chain Monte Carlo

We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

Reescritura de refranes sobre la apariencia y realidad en El Criticón de Baltasar Gracián

Resumen: El presente trabajo tiene por objetivo estudiar una selección de proverbios que aparecen en El Criticón de Baltasar Gracián, obra en la que Andrenio y Critilo realizan un viaje alegórico que los hará encontrarse con maravillas y engendros. Evitando toparse con los “hombres çancones” y “mujeres tijeretas”, observarán con tono crítico el mundo que los rodea donde nada es lo que parece. A partir de la interpretación de una selección de refranes que nos remite a la tradición paremiológica medieval, los examinaremos en su contexto para comprobar cómo cada elemento apunta a un objetivo, previamente establecido por el autor, dentro de una obra ingeniosa y ejemplificadora.

A Semi-Empirical Equation of Penetration Depth on Concrete Target Impacted by Ogive-Nose Projectiles

In this paper, the penetration process of ogive-nose projectiles into the semi-infinite concrete target is investigated by the dimensional analysis method and FEM simulation. With the dimensional analysis, main non-dimensional parameters which control the penetration depth are obtained with some reasonable hypothesis. Then, a new semi-empirical equation is present based on the original work of Forrestal et al., has only two non-dimensional combined variables with definite physical meanings. To verify this equation, prediction results are compared with experiments in a wide variation region of velocity. Then, a commercial FEM code, LS-DYNA, is used to simulate the complex penetration process, that also show the novel semi-empirical equation is reasonable for determining the penetration depth in a concrete target.

Materials selection in mechanical design for microsensors and microactuators

Microsensors and microactuators are vital organs of microelectromechanical systems (MEMS), forming the interfaces between controller and environment. They are usually used for devices ranging in size at sub-millimeter or micrometer level, transforming energy between two or more domains. Presently, most of the materials used in MEMS devices belong to the silicon material system, which is the basis of the integrated circuit industry. However, new techniques are being explored and developed, and the opportunities for MEMS materials selection are getting broader. The present paper tries to apply 'performance index' to select the material best suited to a given application, in the early stage of MEMS design. The selection is based on matching performance characteristics to the requirements. A series of performance indices are given to allow a wide range comparison of materials for several typical sensing and actuating structures, and a rapid identification of candidates for a given task. (C) 2002 Elsevier Science Ltd. All rights reserved.

Effect of surface tension on the mode selection of vertically excited surface waves in a circular cylindrical vessel

Singular perturbation theory of two-time-scale expansions was developed in inviscid fluids to investigate patternforming, structure of the single surface standing wave, and its evolution with time in a circular cylindrical vessel subject to a vertical oscillation. A nonlinear slowly varying complex amplitude equation, which involves a cubic nonlinear term, an external excitation and the influence of surface tension, was derived from the potential flow equation. Surface tension was introduced by the boundary condition of the free surface in an ideal and incompressible fluid. The results show that when forced frequency is low, the effect of surface tension on the mode selection of surface waves is not important. However, when the forced frequency is high, the surface tension cannot be neglected. This manifests that the function of surface tension is to cause the free surface to return to its equilibrium configuration. In addition, the effect of surface tension seems to make the theoretical results much closer to experimental results.

An approximate likelihood method for estimating static parameters in multi-target tracking models

This paper considers a class of dynamic Spatial Point Processes (PP) that evolves over time in a Markovian fashion. This Markov in time PP is hidden and observed indirectly through another PP via thinning, displacement and noise. This statistical model is important for Multi object Tracking applications and we present an approximate likelihood based method for estimating the model parameters. The work is supported by an extensive numerical study.