Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fairly large samples, especially when the number of lags or the number of equations is not small, we propose a general simulation-based technique that allows one to control completely the level of tests in parametric VAR models. In particular, we show that maximized Monte Carlo tests [Dufour (2002)] can provide provably exact tests for such models, whether they are stationary or integrated. Applications to order selection and causality testing are considered as special cases. The technique developed is applied to quarterly and monthly VAR models of the U.S. economy, comprising income, money, interest rates and prices, over the period 1965-1996.

Scalable and Efficient Configuration of TimeDivision Multiplexed Resources

Consumer-electronics systems are becoming increasingly complex as the number of integrated applications is growing. Some of these applications have real-time requirements, while other non-real-time applications only require good average performance. For cost-efficient design, contemporary platforms feature an increasing number of cores that share resources, such as memories and interconnects. However, resource sharing causes contention that must be resolved by a resource arbiter, such as Time-Division Multiplexing. A key challenge is to configure this arbiter to satisfy the bandwidth and latency requirements of the real-time applications, while maximizing the slack capacity to improve performance of their non-real-time counterparts. As this configuration problem is NP-hard, a sophisticated automated configuration method is required to avoid negatively impacting design time. The main contributions of this article are: 1) An optimal approach that takes an existing integer linear programming (ILP) model addressing the problem and wraps it in a branch-and-price framework to improve scalability. 2) A faster heuristic algorithm that typically provides near-optimal solutions. 3) An experimental evaluation that quantitatively compares the branch-and-price approach to the previously formulated ILP model and the proposed heuristic. 4) A case study of an HD video and graphics processing system that demonstrates the practical applicability of the approach.

Measuring the efficiency of outsourcing: An illustrative case study from the aerospace industry

Outsourcing is related to the action which an organization deals with its suppliers through a kind of business contract where a specific activity or service has been hired to be made. The outsourcing of some activities has become a common practice in the industry, nowadays. It reduces costs, significantly, in the production process and, at the same time, adds some values to the business organization. However it is necessary to measure the performance of these activities. Data Envelopment Analysis (DEA) is a non-parametric method useful to measure comparative performance. It has a wide range of applications measuring comparative efficiency. The Analytic Hierarchy Process (AHP) is a multiple criteria decision-making method that uses hierarchic structures to represent a decision problem and then develops priorities for the alternatives based on the decision-maker's judgments. This paper presents an integrated application based on DEA and AHP to evaluate the efficiency of subcontracted companies in a Brazilian aerospace factory. © 2007 Springer-Verlag London Limited.

Redes sociais na Internet: uma investigação sobre práticas de compartilhamento de arquivos no Facebook

The social networking sites have experienced a large and rapid growth in recent years and bring together millions of users in Brazil and worldwide. Such networks allow adding groups of people with common interests or relationships, enabling members of this group to communicate and exchange information. Some social networks have specific goals, for example, aggregate individuals with common interests and professional relationships. However, they all share information in some way, whether in the form of short texts, photos, videos, among others. Sharing information in files is also a growing activity on the Internet and can be done in various ways, from sending files via email to multiple contacts to make available areas shared by the same contacts. However, applications are not yet available to enable file sharing on Facebook, considered the premier social network today. Given the growing demand for sharing files over the Internet, and a large number of users familiar with the use of these integrated applications for Facebook there is a demand for applications that allow users to share files with their contacts in this social network. This study aims to investigate how users use Facebook, and their practices for file sharing. It is believed that the results will substantiate future projects to develop software for file sharing on Facebook. Due to the exploratory nature of this research, the choice was made for a survey to collect data, applied through the web. From the results obtained, was possible to observe a frequent use of file sharing, but no interest in paid services. Regarding Facebook, was possible to observe their extensive use in both the frequency of access as the hours spent, as well as an increased use of applications (games, quiz, etc.). The full set of results shows a favorable environment for developing applications for sharing files on Facebook.

MEMS-based incandescent microlamps for integrated optics applications

In this work we present the fabrication and operation of incandescent microlamps for integrated optics applications. This microlamp emits white and infrared light from a chromium resistor embedded in a free-standing silicon oxynitride (SiO(x)N(y)) cantilever that can be coupled to an optical waveguide. In fact, the chromium resistor is sandwiched between layers of SiO(x)N(y) that isolate it from the atmosphere, while electric current heats the resistor to incandescent temperatures. The same SiO(x)N(y) material used in the microlamp fabrication is also used to produce the optical waveguides to allow a monolithic integration of light source and optical circuit. Front-side bulk micromachining of the silicon substrate in potassium hydroxide (KOH) solution is used to fabricate the cantilevers that thermally isolate the resistors from the substrate, thus reducing the heat transfer and the current required to light the lamp.

Teaching and learning with social software in higher education: content management systems integrated with Web-based applications as a key factor for success

The change of paradigm imposed by the Bologna process, in which the student will be responsible for their own learning, and the presence of a new generation of students with higher technological skills, represent a huge challenge for higher education institutions. The use of new Web Social concepts in teaching process, supported by applications commonly called Web 2.0, with which these new students feel at ease, can bring benefits in terms of motivation and the frequency and quality of students' involvement in academic activities. An e-learning platform with web-based applications as a complement can significantly contribute to the development of different skills in higher education students, covering areas which are usually in deficit.

Development of computational tools for the integrated analysis of DNA microarray data with applications in cancer research

The MAP-i Doctoral Program of the Universities of Minho, Aveiro and Porto

An Integrated Study of Pervious Concrete Mixture Design for Wearing Course Applications, July 2011

This report presents the results of the largest and most comprehensive study to date on portland cement pervious concrete (PCPC). It is designed to be widely accessible and easily applied by designers, producers, contractors, and owners. The project was designed to begin with pervious concrete best practices and then to address the unanswered questions in a systematic fashion to allow a successful overlay project. Consequently, the first portion of the integrated project involved a combination of fundamental material property investigations, test method development, and addressing constructability issues before actual construction could take place. The second portion of the project involved actual construction and long-term testing before reporting successes, failures, and lessons learned. The results of the studies conducted show that a pervious concrete overlay can be designed, constructed, operated, and maintained. A pervious concrete overlay has several inherent advantages, including reduced splash and spray and reduced hydroplaning potential, as well as being a very quiet pavement. The good performance of this overlay in a particularly harsh freeze-thaw climate, Minnesota, shows pervious concrete is durable and can be successfully used in freeze-thaw climates with truck traffic and heavy snow plowing.

Integrated energy storage tank for large scale power-to-gas applications

The global interest towards renewable energy production such as wind and solar energy is increasing, which in turn calls for new energy storage concepts due to the larger share of intermittent energy production. Power-to-gas solutions can be utilized to convert surplus electricity to chemical energy which can be stored for extended periods of time. The energy storage concept explored in this thesis is an integrated energy storage tank connected to an oxy-fuel combustion plant. Using this approach, flue gases from the plant could be fed directly into the storage tank and later converted into synthetic natural gas by utilizing electrolysis-methanation route. This work utilizes computational fluid dynamics to model the desublimation of carbon dioxide inside a storage tank containing cryogenic liquid, such as liquefied natural gas. Numerical modelling enables the evaluation of the transient flow patterns caused by the desublimation, as well as general fluid behaviour inside the tank. Based on simulations the stability of the cryogenic storage and the magnitude of the key parameters can be evaluated.

The integrated WRF/urban modelling system: development, evaluation, and applications to urban environmental problems

To bridge the gaps between traditional mesoscale modelling and microscale modelling, the National Center for Atmospheric Research, in collaboration with other agencies and research groups, has developed an integrated urban modelling system coupled to the weather research and forecasting (WRF) model as a community tool to address urban environmental issues. The core of this WRF/urban modelling system consists of the following: (1) three methods with different degrees of freedom to parameterize urban surface processes, ranging from a simple bulk parameterization to a sophisticated multi-layer urban canopy model with an indoor–outdoor exchange sub-model that directly interacts with the atmospheric boundary layer, (2) coupling to fine-scale computational fluid dynamic Reynolds-averaged Navier–Stokes and Large-Eddy simulation models for transport and dispersion (T&D) applications, (3) procedures to incorporate high-resolution urban land use, building morphology, and anthropogenic heating data using the National Urban Database and Access Portal Tool (NUDAPT), and (4) an urbanized high-resolution land data assimilation system. This paper provides an overview of this modelling system; addresses the daunting challenges of initializing the coupled WRF/urban model and of specifying the potentially vast number of parameters required to execute the WRF/urban model; explores the model sensitivity to these urban parameters; and evaluates the ability of WRF/urban to capture urban heat islands, complex boundary-layer structures aloft, and urban plume T&D for several major metropolitan regions. Recent applications of this modelling system illustrate its promising utility, as a regional climate-modelling tool, to investigate impacts of future urbanization on regional meteorological conditions and on air quality under future climate change scenarios. Copyright © 2010 Royal Meteorological Society

Steel Sheet Applications and Integrated Heat Management

Increasing energy use has caused many environmental problems including global warming. Energy use is growing rapidly in developing countries and surprisingly a remarkable portion of it is associated with consumed energy to keep the temperature comfortable inside the buildings. Therefore, identifying renewable technologies for cooling and heating is essential. This study introduced applications of steel sheets integrated into the buildings to save energy based on existing technologies. In addition, the proposed application was found to have a considerable chance of market success. Also, satisfying energy needs for space heating and cooling in a single room by using one of the selected applications in different Köppen climate classes was investigated to estimate which climates have a proper potential for benefiting from the application. This study included three independent parts and the results related to each part have been used in the next part. The first part recognizes six different technologies through literature review including Cool Roof, Solar Chimney, Steel Cladding of Building, Night Radiative Cooling, Elastomer Metal Absorber, and Solar Distillation. The second part evaluated the application of different technologies by gathering the experts’ ideas via performing a Delphi method. The results showed that the Solar Chimney has a proper chance for the market. The third part simulated both a solar chimney and a solar chimney with evaporation which were connected to a single well insulated room with a considerable thermal mass. The combination was simulated as a system to estimate the possibility of satisfying cooling needs and heating needs in different climate classes. A Trombe-wall was selected as a sample design for the Solar Chimney and was simulated in different climates. The results implied that the solar chimney had the capability of reducing the cooling needs more than 25% in all of the studied locations and 100% in some locations with dry or temperate climate such as Mashhad, Madrid, and Istanbul. It was also observed that the heating needs were satisfied more than 50% in all of the studied locations, even for the continental climate such as Stockholm and 100% in most locations with a dry climate. Therefore, the Solar Chimney reduces energy use, saves environment resources, and it is a cost effective application. Furthermore, it saves the equipment costs in many locations. All the results mentioned above make the solar chimney a very practical and attractive tool for a wide range of climates.

New integrated Zeta and Cuk inverters intended for standalone and grid-connected applications

This paper presents new inverter topologies based on the integration of a DC to DC Zeta or Cuk converter with a voltage source inverter (VSI). The proposed integration procedure aims to reduce the amount of components, meaning lower volume, weight and costs. In this context, new families of single-phase and three-phase integrated inverters are also presented. Therefore, considering the novelty for Zeta and Cuk integrated inverters structures, the proposed single-phase and three-phase inverters versions are analyzed for grid-tied and stand-alone applications. Furthermore, in order to demonstrate the feasibility of the proposal, the main simulation and experimental results are presented. © 2011 IEEE.

Integrated solar energy and absorption cooling model for HVAC (heating, ventilating, and air conditioning) applications in buildings

The demands in production and associate costs at power generation through non renewable resources are increasing at an alarming rate. Solar energy is one of the renewable resource that has the potential to minimize this increase. Utilization of solar energy have been concentrated mainly on heating application. The use of solar energy in cooling systems in building would benefit greatly achieving the goal of non-renewable energy minimization. The approaches of solar energy heating system research done by initiation such as University of Wisconsin at Madison and building heat flow model research conducted by Oklahoma State University can be used to develop and optimize solar cooling building system. The research uses two approaches to develop a Graphical User Interface (GUI) software for an integrated solar absorption cooling building model, which is capable of simulating and optimizing the absorption cooling system using solar energy as the main energy source to drive the cycle. The software was then put through a number of litmus test to verify its integrity. The litmus test was conducted on various building cooling system data sets of similar applications around the world. The output obtained from the software developed were identical with established experimental results from the data sets used. Software developed by other research are catered for advanced users. The software developed by this research is not only reliable in its code integrity but also through its integrated approach which is catered for new entry users. Hence, this dissertation aims to correctly model a complete building with the absorption cooling system in appropriate climate as a cost effective alternative to conventional vapor compression system.

Metal-oxide film and photonic structures for integrated device applications

The application of photonic crystal technology on metal-oxide film is a very promising field for future optical telecommunication systems. Band gap and polarization effects in lithium niobate (LiNbO3) photonic crystals and bismuth-substituted iron garnets (BiYIG) photonic crystals are investigated in this work reported here. The design and fabrication process are similar for these two materials while the applications are different, involving Bragg filtering in lithium niobate and polarization rotation in nonreciprocal iron garnets. The research of photonic structures in LiNbO3 is of high interest for integrated device application due to its remarkable electro-optical characteristics. This work investigated the photonic band gap in high quality LiNbO3 single crystalline thin film by ion implantation to realize high efficiency narrow bandwidth filters. LiNbO3 thin film detachment by bonding is also demonstrated for optical device integration. One-dimensional Bragg BiYIG waveguides in gyrotropic system are found to have multiple stopbands and evince enhancement of polarization rotation efficiency. Previous photon trapping theory cannot explain the phenomena because of the presence of linear birefringence. This work is aimed at investigating the mechanism with the support of experiments. The results we obtained show that selective suppression of Bloch states in gyrotropic bandgaps is the key mechanism for the observed phenomena. Finally, the research of ferroelectric single crystal PMN-PT with ultra high piezoelectric coefficient as a biosensor is also reported. This work presents an investigation and results on higher sensitivity effects than conventional materials such as quartz and lithium niobate.