Bayesian model averaging and identification of structural breaks in time series

Bayesian Model Averaging (BMA) is used for testing for multiple break points in univariate series using conjugate normal-gamma priors. This approach can test for the number of structural breaks and produce posterior probabilities for a break at each point in time. Results are averaged over specifications including: stationary; stationary around trend and unit root models, each containing different types and number of breaks and different lag lengths. The procedures are used to test for structural breaks on 14 annual macroeconomic series and 11 natural resource price series. The results indicate that there are structural breaks in all of the natural resource series and most of the macroeconomic series. Many of the series had multiple breaks. Our findings regarding the existence of unit roots, having allowed for structural breaks in the data, are largely consistent with previous work.

Generalised Dirichelt-to-Neumann map in time dependent domains

We study the heat, linear Schrodinger and linear KdV equations in the domain l(t) < x < ∞, 0 < t < T, with prescribed initial and boundary conditions and with l(t) a given differentiable function. For the first two equations, we show that the unknown Neumann or Dirichlet boundary value can be computed as the solution of a linear Volterra integral equation with an explicit weakly singular kernel. This integral equation can be derived from the formal Fourier integral representation of the solution. For the linear KdV equation we show that the two unknown boundary values can be computed as the solution of a system of linear Volterra integral equations with explicit weakly singular kernels. The derivation in this case makes crucial use of analyticity and certain invariance properties in the complex spectral plane. The above Volterra equations are shown to admit a unique solution.

The Sun-Earth connection in time scales from years to decades and centuries

The Sun-Earth connection is studied using long-term measurements from the Sun and from the Earth. The auroral activity is shown to correlate to high accuracy with the smoothed sunspot numbers. Similarly, both geomagnetic activity and global surface temperature anomaly can be linked to cyclic changes in the solar activity. The interlinked variations in the solar magnetic activity and in the solar irradiance cause effects that can be observed both in the Earth's biosphere and in the electromagnetic environment. The long-term data sets suggest that the increase in geomagnetic activity and surface temperatures are related (at least partially) to longer-term solar variations, which probably include an increasing trend superposed with a cyclic behavior with a period of about 90 years.

Is what you say what you do? Analyzing and comparing the effect of buyer-supplier relationship in the Brazilian and Chinese supplier selection criteria

Choosing properly and efficiently a supplier has been challenging practitioners and academics since 1960’s. Since then, countless studies had been performed and relevant changes in the business scenario were considered such as global sourcing, quality-orientation, just-in-time practices. It is almost consensus that quality should be the selection driver, however, some polemical findings questioned this general agreement. Therefore, one of the objectives of the study was to identify the supplier selection criteria and bring this discussion back again. Moreover, Dickson (1966) suggested existing business relationship as selection criterion, then it was reviewed the importance of business relationship for the company and noted a set of potential negative effects that could rise from it. By considering these side effects of relationship, this research aimed to investigate how the relationship could influence the supplier selection and how its harmful effects could affect the selection process. The impact of this phenomenon was investigated cross-nationally. The research strategy adopted was a controlled experiment via vignette combined with discrete choice analysis. The data collections were performed in China and Brazil. By examining the results, it could be drawn five major findings. First, when purchasers were asked to declare their supplier selection priorities, quality was stated as the most important independently of country and relationship. This result was consistent with diverse studies since 60’s. However, when purchasers were exposed to a multi-criteria trade-off situation, their actual selection priorities deviate from what they had declared. In the actual decision-making without influence of buyer-supplier relationship, Brazilian purchasers focused on price and Chinese buyers prioritized delivery then price. This observation reinforced some controversial prior studies of Verma & Pullman (1998) and Hirakubo & Kublin (1998). Second, through the introduction of the buyer-supplier relationship (operationalized via relational capital) in the supplier selection process, this research extended the existing studies and found that Brazilian buyers still focused on price. The relationship became just another criterion for supplier selection such as quality and delivery. However, from the Chinese sample, the results suggested that quality was totally discarded and the decision was majorly made through price and relationship. The third finding suggested that relational capital could legitimate the quality and sustainability of the supplier and replaces these selection criteria and made the decisional task less complex. Additionally, with the relational capital, the decision-makings were associated to few biases such as availability cognition, commitment, confirmatory and perceived biases. By analyzing the purchasers’ behavior, relational capital inducted buyers of both countries to relax in their purchasing requirements (quality, delivery and sustainability) leading to potential negative effects. In the Brazilian sample, the phenomenon of willing to pay a higher price for a lower quality offer demonstrated to be a potential counterproductive and suboptimal decision. Finally, the last finding was associated to the cultural effect on the buyers’ decisions. From the outcome, it is possible to observe that if a purchaser’s cultural background is more relation-oriented, the more he will tend to use relational capital as a decision heuristic, thus, the purchaser will be more susceptible to the potential relationship’s side effects

Temporal variability of soil CO2 emission after conventional and reduced tillage described by an exponential decay in time model

A quantificação do impacto das práticas de preparo sobre as perdas de carbono do solo é dependente da habilidade de se descrever a variabilidade temporal da emissão de CO2 do solo após preparo. Tem sido sugerido que as grandes quantidades de CO2 emitido após o preparo do solo podem servir como um indicador das modificações nos estoques de carbono do solo em longo termo. Neste trabalho é apresentado um modelo de duas partes baseado na temperatura e na umidade do solo e que inclui um termo exponencial decrescente do tempo que é eficiente no ajuste das emissões intermediárias após preparo: arado de disco seguido de uma passagem com a grade niveladora (convencional) e escarificador de arrasto seguido da passagem com rolo destorroador (reduzido). As emissões após o preparo do solo são descritas utilizando-se estimativa não linear com um coeficiente de determinação (R²) tão alto quanto 0.98 após preparo reduzido. Os resultados indicam que nas previsões da emissão de CO2 após o preparo do solo é importante considerar um termo exponencial decrescente no tempo após preparo.

CHARGED PARTICLE DYNAMICS IN TIME DEPENDENT MAGNETIC FIELDS

In this work we study the behavior of charged particles immersed in a peculiar configuration of magnetic fields, which has a main constant field B(0) and a superimposed, transversal perturbation field B(1) sin(omega(p)t), with B(1) << B(0). By taking Cartesian coordinates and placing B(0) along the z axis and B(1) sin (omega(p)t) on the x axis, an analytical solution for y(t) may be obtained by solving an integrodifferential equation. Besides, the solution z(t) also exhibits a very interesting dynamics, and the entire system is conditioned by resonances between the particle orbit frequencies and the frequency of the magnetic transversal perturbation, omega(p). In this work we also discuss numerical simulations for the related particle trajectories, as well as potential applications in the context of separation phenomena.

Separation of particles in time-dependent focusing billiards

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Using state-space techniques to represent frequency dependent single-phase lines directly in time domain

This paper proposes to use a state-space technique to represent a frequency dependent line for simulating electromagnetic transients directly in time domain. The distributed nature of the line is represented by a multiple 1t section network made up of the lumped parameters and the frequency dependence of the per unit longitudinal parameters is matched by using a rational function. The rational function is represented by its equivalent circuit with passive elements. This passive circuit is then inserted in each 1t circuit of the cascade that represents the line. Because the system is very sparse, it is possible to use a sparsity technique to store only nonzero elements of this matrix for saving space and running time. The model was used to simulate the energization process of a 10 km length single-phase line. ©2008 IEEE.

Horizontal co-operation on environmental issues in Latin America and the Caribbean: the challenges of an idea in time of crisis

Includes bibliography

Absolute continuity and existence of solutions to dynamic inclusions in time scales

We provide some properties for absolutely continuous functions in time scales. Then we consider a class of dynamical inclusions in time scales and extend to this class a convergence result of a sequence of almost inclusion trajectories to a limit which is actually a trajectory of the inclusion in question. We also introduce the so called Euler solution to dynamical systems in time scales and prove its existence. A combination of the existence of Euler solutions with the compactness type result described above ensures the existence of an actual trajectory for the dynamical inclusion when the setvalued vector field is nonempty, compact, convex and has closed graph. © 2012 Springer-Verlag.

Rubber tree early selection for yield stability in time and among locations

Rubber production in the rubber tree [Hevea brasiliensis (Willd. ex Adr. de Juss.) Muell. Arg.] can be expressed differently in different environments. Thus the objective of the present study was to select productive progenies, stable and responsive in time and among locations. Thirty progenies were assessed by early yield tests at three ages and in three locations. A randomized block design was used with three replications and ten plants per plot, in 3 × 3 m spacing. The procedure of the mixed linear Reml/Blup model-restricted maximum likelihood/best non-biased linear prediction was used in the genetic statistical analyses. In all the individual analyses, the values observed for the progeny average heritability (ĥpa 2) were greater than those of the additive effect based on single individuals (ĥa 2) and within plot additive (ĥad 2). In the joint analyses in time, there was genotype × test interaction in the three locations. When 20 % of the best progenies were selected the predicted genetic gains were: Colina GG = 24.63 %, Selvíria GG = 13.63 %, and Votuporanga GG = 25.39 %. Two progenies were among the best in the analyses in the time and between locations. In the joint analysis among locations there was only genotype × location interaction in the first early test. In this test, selecting 20 %, the general predicted genetic gain was GG = 25.10 %. Identifying progenies with high and stable yield over time and among locations contributes to the efficiency of the genetic breeding program. The relative performance of the progenies varies depending of the age of early selection test. © 2013 Springer Science+Business Media Dordrecht.