Synchronisation and commonalities in metropolitan housing market cycles

This paper examines the degree of commonalities present in the cyclical behavior of the eight largest metropolitan housing markets in Australia. Using two techniques originally in the business cycle literature we consider the degree of synchronization present and secondly decompose the series’ into their permanent and cyclical components. Both empirical approaches reveal similar results. Sydney and Melbourne are closely related to each other and are relatively segmented from the smaller metropolitan areas. In contrast, there is substantial evidence of commonalities in the cyclical behavior of the remaining cities, especially those on the Eastern and Southern coasts of Australia.

Averaging, slaving and balance dynamics in a simple atmospheric model

We report numerical results from a study of balance dynamics using a simple model of atmospheric motion that is designed to help address the question of why balance dynamics is so stable. The non-autonomous Hamiltonian model has a chaotic slow degree of freedom (representing vortical modes) coupled to one or two linear fast oscillators (representing inertia-gravity waves). The system is said to be balanced when the fast and slow degrees of freedom are separated. We find adiabatic invariants that drift slowly in time. This drift is consistent with a random-walk behaviour at a speed which qualitatively scales, even for modest time scale separations, as the upper bound given by Neishtadt’s and Nekhoroshev’s theorems. Moreover, a similar type of scaling is observed for solutions obtained using a singular perturbation (‘slaving’) technique in resonant cases where Nekhoroshev’s theorem does not apply. We present evidence that the smaller Lyapunov exponents of the system scale exponentially as well. The results suggest that the observed stability of nearly-slow motion is a consequence of the approximate adiabatic invariance of the fast motion.

On the nature of large-scale mixing in the stratosphere and mesosphere

Studies of tracer transport in the stratosphere have shown that adiabatic quasi-horizontal tracer evolution is controlled primarily by the large-scale low-frequency component of the flow. This behavior is consistent with the concept of chaotic advection, wherein the Eulerian velocity field is spatially coherent and temporally quasi-regular on timescales over which the Lagrangian evolution is chaotic. In this study, winds from a middle atmosphere general circulation model (the Canadian Middle Atmosphere Model) are used to compare and contrast the nature of tracer evolution in the stratosphere and mesosphere. It is found that the concept of chaotic advection is relevant in the stratosphere but not in the mesosphere. The explanation for this behavior is the increased strength of gravity wave activity in the mesosphere as compared with the stratosphere, which leads to shallower kinetic energy spectra on synoptic scales and a much shorter Eulerian correlation time. The shallower kinetic energy spectra imply that tracer evolution in the mesosphere is spectrally local, in contrast with the spectrally nonlocal regime that prevails in the stratosphere. This means that tracer advection calculations in the mesosphere are controlled primarily by the gravity wave spectrum and are intrinsically resolution dependent.

On Hamiltonian balanced dynamics and the slowest invariant manifold

The concept of a slowest invariant manifold is investigated for the five-component model of Lorenz under conservative dynamics. It is shown that Lorenz's model is a two-degree-of-freedom canonical Hamiltonian system, consisting of a nonlinear vorticity-triad oscillator coupled to a linear gravity wave oscillator, whose solutions consist of regular and chaotic orbits. When either the Rossby number or the rotational Froude number is small, there is a formal separation of timescales, and one can speak of fast and slow motion. In the same regime, the coupling is weak, and the Kolmogorov–Arnold-Moser theorem is shown to apply. The chaotic orbits are inherently unbalanced and are confined to regions sandwiched between invariant tori consisting of quasi-periodic regular orbits. The regular orbits generally contain free fast motion, but a slowest invariant manifold may be geometrically defined as the set of all slow cores of invariant tori (defined by zero fast action) that are smoothly related to such cores in the uncoupled system. This slowest invariant manifold is not global; in fact, its structure is fractal; but it is of nearly full measure in the limit of weak coupling. It is also nonlinearly stable. As the coupling increases, the slowest invariant manifold shrinks until it disappears altogether. The results clarify previous definitions of a slowest invariant manifold and highlight the ambiguity in the definition of “slowness.” An asymptotic procedure, analogous to standard initialization techniques, is found to yield nonzero free fast motion even when the core solutions contain none. A hierarchy of Hamiltonian balanced models preserving the symmetries in the original low-order model is formulated; these models are compared with classic balanced models, asymptotically initialized solutions of the full system and the slowest invariant manifold defined by the core solutions. The analysis suggests that for sufficiently small Rossby or rotational Froude numbers, a stable slowest invariant manifold can be defined for this system, which has zero free gravity wave activity, but it cannot be defined everywhere. The implications of the results for more complex systems are discussed.

Complex dynamics in simple systems with periodic parameter oscillations

We study systems with periodically oscillating parameters that can give way to complex periodic or nonperiodic orbits. Performing the long time limit, we can define ergodic averages such as Lyapunov exponents, where a negative maximal Lyapunov exponent corresponds to a stable periodic orbit. By this, extremely complicated periodic orbits composed of contracting and expanding phases appear in a natural way. Employing the technique of ϵ-uncertain points, we find that values of the control parameters supporting such periodic motion are densely embedded in a set of values for which the motion is chaotic. When a tiny amount of noise is coupled to the system, dynamics with positive and with negative nontrivial Lyapunov exponents are indistinguishable. We discuss two physical systems, an oscillatory flow inside a duct and a dripping faucet with variable water supply, where such a mechanism seems to be responsible for a complicated alternation of laminar and turbulent phases.

Concordance in global office market cycles

Concordance in global office market cycles, Regional Studies. A large proportion of international real estate investment is concentrated in the office markets of the world's largest cities. However, many of these global cities are also key financial services centres, highlighting the possibility of reduced economic diversification from an investor's perspective. This paper assesses the degree of synchronization in cycles across twenty of the world's largest office markets, finding evidence of significant concordance across a large number of markets. The results highlight the problems associated with commonalities in the underlying economic bases of the markets. The concentration of investment also raises the possibility of common flow of funds effects that may further reduce diversification opportunities.

Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.

Chaos in foreign exchange markets: a sceptical view

This paper tests directly for deterministic chaos in a set of ten daily Sterling-denominated exchange rates by calculating the largest Lyapunov exponent. Although in an earlier paper, strong evidence of nonlinearity has been shown, chaotic tendencies are noticeably absent from all series considered using this state-of-the-art technique. Doubt is cast on many recent papers which claim to have tested for the presence of chaos in economic data sets, based on what are argued here to be inappropriate techniques.

Systematic model forecast error in Rossby wave structure

Diabatic processes can alter Rossby wave structure; consequently errors arising from model processes propagate downstream. However, the chaotic spread of forecasts from initial condition uncertainty renders it difficult to trace back from root mean square forecast errors to model errors. Here diagnostics unaffected by phase errors are used, enabling investigation of systematic errors in Rossby waves in winter-season forecasts from three operational centers. Tropopause sharpness adjacent to ridges decreases with forecast lead time. It depends strongly on model resolution, even though models are examined on a common grid. Rossby wave amplitude reduces with lead time up to about five days, consistent with under-representation of diabatic modification and transport of air from the lower troposphere into upper-tropospheric ridges, and with too weak humidity gradients across the tropopause. However, amplitude also decreases when resolution is decreased. Further work is necessary to isolate the contribution from errors in the representation of diabatic processes.

Modulation of event-related desynchronization during kinematic and kinetic hand movements

Background Event-related desynchronization/synchronization (ERD/ERS) is a relative power decrease/increase of electroencephalogram (EEG) in a specific frequency band during physical motor execution and mental motor imagery, thus it is widely used for the brain-computer interface (BCI) purpose. However what the ERD really reflects and its frequency band specific role have not been agreed and are under investigation. Understanding the underlying mechanism which causes a significant ERD would be crucial to improve the reliability of the ERD-based BCI. We systematically investigated the relationship between conditions of actual repetitive hand movements and resulting ERD. Methods Eleven healthy young participants were asked to close/open their right hand repetitively at three different speeds (Hold, 1/3 Hz, and 1 Hz) and four distinct motor loads (0, 2, 10, and 15 kgf). In each condition, participants repeated 20 experimental trials, each of which consisted of rest (8–10 s), preparation (1 s) and task (6 s) periods. Under the Hold condition, participants were instructed to keep clenching their hand (i.e., isometric contraction) during the task period. Throughout the experiment, EEG signals were recorded from left and right motor areas for offline data analysis. We obtained time courses of EEG power spectrum to discuss the modulation of mu and beta-ERD/ERS due to the task conditions. Results We confirmed salient mu-ERD (8–13 Hz) and slightly weak beta-ERD (14–30 Hz) on both hemispheres during repetitive hand grasping movements. According to a 3 × 4 ANOVA (speed × motor load), both mu and beta-ERD during the task period were significantly weakened under the Hold condition, whereas no significant difference in the kinetics levels and interaction effect was observed. Conclusions This study investigates the effect of changes in kinematics and kinetics on resulting ERD during repetitive hand grasping movements. The experimental results suggest that the strength of ERD may reflect the time differentiation of hand postures in motor planning process or the variation of proprioception resulting from hand movements, rather than the motor command generated in the down stream, which recruits a group of motor neurons.

Atmospheric circulation as a source of uncertainty in climate change projections

The evidence for anthropogenic climate change continues to strengthen, and concerns about severe weather events are increasing. As a result, scientific interest is rapidly shifting from detection and attribution of global climate change to prediction of its impacts at the regional scale. However, nearly everything we have any confidence in when it comes to climate change is related to global patterns of surface temperature, which are primarily controlled by thermodynamics. In contrast, we have much less confidence in atmospheric circulation aspects of climate change, which are primarily controlled by dynamics and exert a strong control on regional climate. Model projections of circulation-related fields, including precipitation, show a wide range of possible outcomes, even on centennial timescales. Sources of uncertainty include low-frequency chaotic variability and the sensitivity to model error of the circulation response to climate forcing. As the circulation response to external forcing appears to project strongly onto existing patterns of variability, knowledge of errors in the dynamics of variability may provide some constraints on model projections. Nevertheless, higher scientific confidence in circulation-related aspects of climate change will be difficult to obtain. For effective decision-making, it is necessary to move to a more explicitly probabilistic, risk-based approach.

Cultural policy, literature and readership in revolutionary Cuba: the view from the 21st century

This article presents a fresh perspective on cultural policy in revolutionary Cuba, focusing specifically on the centrality of dialogue with the general readership to the production, reception and regulation of literature. It first summarises the positions regarding revolutionary literature that have been asserted and essayed at various points along the sometimes chaotic trajectory of revolution in Cuba. It then examines reading-related policies and recent attempts within Cuba to re-orient reading practices in the aftermath of the Período Especial [Special Period], and ends by presenting current Cuban debates on the need to mitigate dialogic breakdown between literary text and readership.

A doubling of the sun's coronal magnetic field during the last 100 years

The solar wind is an extended ionized gas of very high electrical conductivity, and therefore drags some magnetic flux out of the Sun to fill the heliosphere with a weak interplanetary magnetic field(1,2). Magnetic reconnection-the merging of oppositely directed magnetic fields-between the interplanetary field and the Earth's magnetic field allows energy from the solar wind to enter the near-Earth environment. The Sun's properties, such as its luminosity, are related to its magnetic field, although the connections are still not well understood(3,4). Moreover, changes in the heliospheric magnetic field have been linked with changes in total cloud cover over the Earth, which may influence global climate(5), Here we show that measurements of the near-Earth interplanetary magnetic field reveal that the total magnetic flux leaving the Sun has risen by a factor of 1.4 since 1964: surrogate measurements of the interplanetary magnetic field indicate that the increase since 1901 has been by a factor of 2,3, This increase may be related to chaotic changes in the dynamo that generates the solar magnetic field. We do not yet know quantitatively how such changes will influence the global environment.

Fractal geometry and architecture design: case study review

The idea of buildings in harmony with nature can be traced back to ancient times. The increasing concerns on sustainability oriented buildings have added new challenges in building architectural design and called for new design responses. Sustainable design integrates and balances the human geometries and the natural ones. As the language of nature, it is, therefore, natural to assume that fractal geometry could play a role in developing new forms of aesthetics and sustainable architectural design. This paper gives a brief description of fractal geometry theory and presents its current status and recent developments through illustrative review of some fractal case studies in architecture design, which provides a bridge between fractal geometry and architecture design.

Motor imagery-induced EEG patterns in individuals with spinal cord injury and their impact on brain–computer interface accuracy

Objective. Assimilating the diagnosis complete spinal cord injury (SCI) takes time and is not easy, as patients know that there is no ‘cure’ at the present time. Brain–computer interfaces (BCIs) can facilitate daily living. However, inter-subject variability demands measurements with potential user groups and an understanding of how they differ to healthy users BCIs are more commonly tested with. Thus, a three-class motor imagery (MI) screening (left hand, right hand, feet) was performed with a group of 10 able-bodied and 16 complete spinal-cord-injured people (paraplegics, tetraplegics) with the objective of determining what differences were present between the user groups and how they would impact upon the ability of these user groups to interact with a BCI. Approach. Electrophysiological differences between patient groups and healthy users are measured in terms of sensorimotor rhythm deflections from baseline during MI, electroencephalogram microstate scalp maps and strengths of inter-channel phase synchronization. Additionally, using a common spatial pattern algorithm and a linear discriminant analysis classifier, the classification accuracy was calculated and compared between groups. Main results. It is seen that both patient groups (tetraplegic and paraplegic) have some significant differences in event-related desynchronization strengths, exhibit significant increases in synchronization and reach significantly lower accuracies (mean (M) = 66.1%) than the group of healthy subjects (M = 85.1%). Significance. The results demonstrate significant differences in electrophysiological correlates of motor control between healthy individuals and those individuals who stand to benefit most from BCI technology (individuals with SCI). They highlight the difficulty in directly translating results from healthy subjects to participants with SCI and the challenges that, therefore, arise in providing BCIs to such individuals