Tests for Cointegration Rank and the Initial Condition

Many economic events involve initial observations that substantially deviate from long-run steady state. Initial conditions of this type have been found to impact diversely on the power of univariate unit root tests, whereas the impact on multivariate tests is largely unknown. This paper investigates the impact of the initial condition on tests for cointegration rank. We compare the local power of the widely used likelihood ratio (LR) test with the local power of a test based on the eigenvalues of the companion matrix. We find that the power of the LR test is increasing in the magnitude of the initial condition, whereas the power of the other test is decreasing. The behaviour of the tests is investigated in an application to price convergence.

Molecular Dynamics Simulations of Orientational Relaxation in Dipolar Lattice: Lack of Diffusive Decay for Second and Higher Rank Correlation Functions

Extensive molecular dynamics simulations have been carried out to calculate the orientational correlation functions Cl(t), G(t) = [4n/(21 + l)]Ci=-l (Y*lm(sZ(0)) Ylm(Q(t))) (where Y,,(Q) are the spherical harmonics) of point dipoles in a cubic lattice. The decay of Cl(t) is found to be strikingly different from higher l-correlation functions-the latter do not exhibit diffusive dynamics even in the long time. Both the cumulant expansion expression of Lynden-Bell and the conventional memory function equation provide very good description of the Cl(t) in the short time but fail to reproduce the observed slow, long time decay of c1 (t) .

Rank dependence of orientational relaxation in dipolar systems

An important yet unsolved problem in the field of orientational relaxation in dipolar liquids is the dependence of the correlation functions C(l)(t), C(l)(t) = [4pi/(2l + 1)SIGMA(m = -l)l [Y(lm)(OMEGA(0)Y(lm)(OMEGA(t))] on the rank l (where Y(lm)(OMEGA) are the usual spherical harmonics). The existing theories on this effect differ in their predictions. To investigate this, we have carried out extensive computer simulations of a Brownian dipolar lattice. The dielectric friction was found to decrease rapidly with increasing l, in qualitative agreement with the predictions of Hubbard-Wolynes. However, the observed effect is much stronger than the predictions of the existing theories.

Dynamic matrix rank with partial lookahead

We consider the problem of maintaining information about the rank of a matrix $M$ under changes to its entries. For an $n \times n$ matrix $M$, we show an amortized upper bound of $O(n^{\omega-1})$ arithmetic operations per change for this problem, where $\omega < 2.376$ is the exponent for matrix multiplication, under the assumption that there is a {\em lookahead} of up to $\Theta(n)$ locations. That is, we know up to the next $\Theta(n)$ locations $(i_1,j_1),(i_2,j_2),\ldots,$ whose entries are going to change, in advance; however we do not know the new entries in these locations in advance. We get the new entries in these locations in a dynamic manner.

On Reducing Dynamic Web Page Construction Times

Many web sites incorporate dynamic web pages to deliver customized contents to their users. However, dynamic pages result in increased user response times due to their construction overheads. In this paper, we consider mechanisms for reducing these overheads by utilizing the excess capacity with which web servers are typically provisioned. Specifically, we present a caching technique that integrates fragment caching with anticipatory page pre-generation in order to deliver dynamic pages faster during normal operating situations. A feedback mechanism is used to tune the page pre-generation process to match the current system load. The experimental results from a detailed simulation study of our technique indicate that, given a fixed cache budget, page construction speedups of more than fifty percent can be consistently achieved as compared to a pure fragment caching approach.

Unitary invariants for Hilbert modules of finite rank

We associate a sheaf model to a class of Hilbert modules satisfying a natural finiteness condition. It is obtained as the dual to a linear system of Hermitian vector spaces (in the sense of Grothendieck). A refined notion of curvature is derived from this construction leading to a new unitary invariant for the Hilbert module. A division problem with bounds, originating in Douady's privilege, is related to this framework. A series of concrete computations illustrate the abstract concepts of the paper.

Modified Newton, rank-1 Broyden update and rank-2 BFGS update methods in helicopter trim: A comparative study

Nonlinear equations in mathematical physics and engineering are solved by linearizing the equations and forming various iterative procedures, then executing the numerical simulation. For strongly nonlinear problems, the solution obtained in the iterative process can diverge due to numerical instability. As a result, the application of numerical simulation for strongly nonlinear problems is limited. Helicopter aeroelasticity involves the solution of systems of nonlinear equations in a computationally expensive environment. Reliable solution methods which do not need Jacobian calculation at each iteration are needed for this problem. In this paper, a comparative study is done by incorporating different methods for solving the nonlinear equations in helicopter trim. Three different methods based on calculating the Jacobian at the initial guess are investigated. (C) 2011 Elsevier Masson SAS. All rights reserved.

Fast acoustic likelihood computation using low-rank matrix approximation

Acoustic modeling using mixtures of multivariate Gaussians is the prevalent approach for many speech processing problems. Computing likelihoods against a large set of Gaussians is required as a part of many speech processing systems and it is the computationally dominant phase for LVCSR systems. We express the likelihood computation as a multiplication of matrices representing augmented feature vectors and Gaussian parameters. The computational gain of this approach over traditional methods is by exploiting the structure of these matrices and efficient implementation of their multiplication.In particular, we explore direct low-rank approximation of the Gaussian parameter matrix and indirect derivation of low-rank factors of the Gaussian parameter matrix by optimum approximation of the likelihood matrix. We show that both the methods lead to similar speedups but the latter leads to far lesser impact on the recognition accuracy. Experiments on a 1138 word vocabulary RM1 task using Sphinx 3.7 system show that, for a typical case the matrix multiplication approach leads to overall speedup of 46%. Both the low-rank approximation methods increase the speedup to around 60%, with the former method increasing the word error rate (WER) from 3.2% to 6.6%, while the latter increases the WER from 3.2% to 3.5%.

Some questions on integral geometry on noncompact symmetric spaces of higher rank

Let be a noncompact symmetric space of higher rank. We consider two types of averages of functions: one, over level sets of the heat kernel on and the other, over geodesic spheres. We prove injectivity results for functions in which extend the results in Pati and Sitaram (Sankya Ser A 62:419-424, 2000).

Fuzzy Approach to Rank Global Climate Models

Eleven coupled model intercomparison project 3 based global climate models are evaluated for the case study of Upper Malaprabha catchment, India for precipitation rate. Correlation coefficient, normalised root mean square deviation, and skill score are considered as performance indicators for evaluation in fuzzy environment and assumed to have equal impact on the global climate models. Fuzzy technique for order preference by similarity to an ideal solution is used to rank global climate models. Top three positions are occupied by MIROC3, GFDL2.1 and GISS with relative closeness of 0.7867, 0.7070, and 0.7068. IPSL-CM4, NCAR-PCMI occupied the tenth and eleventh positions with relative closeness of 0.4959 and 0.4562.