ARMA modeling of time series based on rational approximation of spectral density function

This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models form a subclass of the class of general linear models which represents stationary time series, a phenomenon encountered most often in practice by engineers, scientists and economists. It is always desirable to employ models which use parameters parsimoniously. Parsimony will be achieved by ARMA models because it has only finite number of parameters. Even though the discussion is primarily concerned with stationary time series, later we will take up the case of homogeneous non stationary time series which can be transformed to stationary time series. Time series models, obtained with the help of the present and past data is used for forecasting future values. Physical science as well as social science take benefits of forecasting models. The role of forecasting cuts across all fields of management-—finance, marketing, production, business economics, as also in signal process, communication engineering, chemical processes, electronics etc. This high applicability of time series is the motivation to this study.

Röntgenabsorptionsspektroskopie und magnetischer Röntgenzirkulardichroismus an dünnen Heusler-Filmen

Verbindungen aus nicht ferromagnetischen Bestandteilen, die ferromagnetische Eigenschaf-ten zeigen, sind seit Anfang des 20. Jahrhunderts bekannt und werden nach ihrem Entdecker als Heusler-Verbindungen bezeichnet. Seitdem haben sie nichts von ihrer Faszination eingebüßt, besitzen sie doch eine Fülle besonderer Eigenschaften mit Anwendungen z.B. in der Spintronik.rnAuf der Suche nach geeigneten Legierungen ist es wünschenswert, zunächst grundlegende Eigenschaften wie das magnetische Moment elementspezifisch bestimmen zu können. Hierfür sind Methoden wie Röntgenabsorptionsspektroskopie und magnetischer Röntgenzirkulardichroismus (XAS/XMCD) prädestiniert.rnIm Rahmen dieser Arbeit wurde eine Apparatur entwickelt, mit deren Hilfe XAS- und XMCD-Messungen an dünnen Heusler-Filmen durchgeführt werden können. Da Grenzflächeneigenschaften von besonderem Interesse sind, wurde der experimentelle Aufbau so gewählt, dass gleichzeitig Volumen und Oberflächeneigenschaften untersucht werden können. Durch Vergleich dieser Messdaten erhält man Zugang zu den Grenzflächeneigenschaften.rnSo konnte mit XAS-Messungen nachgewiesen werden, dass sich die chemischen Eigenschaften an der Grenzfläche mancher Filme von denen im Volumen des Films unterscheiden (Oxidation bzw. Interdiffusion der Abdeckschicht). Auch stöchiometrische Unterschiede zwischen Oberfläche und Volumen konnten so identifiziert werden.rnMit Hilfe von XMCD-Messungen wurden elementspezifische magnetische Momente bestimmt und mit theoretischen Vorhersagen verglichen. Auch hierbei konnten Oberflächen- und Volumenmomente miteinander verglichen werden. So wurde z.B. unter Verwendung einer Schichtserie die Anzahl magnetischer Totlagen an beiden Grenzflächen bestimmt. Diese Informationen sind wichtig, um die Qualität dünner Filme steigern zu können.rnDes Weiteren war es auch möglich, temperaturabhängige Änderungen in der Ni2MnGa Zustandsdichte, die von der Theorie vorhergesagt wurden, in den XAS-Spektren nachzuweisen. Schließlich wurde noch eine Methode entwickelt, die es erlaubt, unter bestimmten Voraussetzungen auf die partielle unbesetzte Zustandsdichte (PDOS) zu schließen. Dies liefert wichtige Hinweise auf Lage und Breite der bisher nur theoretisch vorhergesagten Bandlücke. Es ist mit der hier vorgestellten Methode nicht möglich, die gesamte PDOS für alle Elemente zu vermessen, doch können so relativ leicht vielversprechende Kandidaten für weitere Untersuchungen gefunden werden.rn

Large and Moderate Deviations Principles for Recursive Kernel Estimator of a Multivariate Density and its Partial Derivatives

2000 Mathematics Subject Classification: 62G07, 60F10.

NEAR INFRARED SPECTROSCOPY FOR ESTIMATING SUGARCANE BAGASSE CONTENT IN MEDIUM DENSITY FIBERBOARD

Medium density fiberboard (MDF) is an engineered wood product formed by breaking down selected lignin-cellulosic material residuals into fibers, combining it with wax and a resin binder, and then forming panels by applying high temperature and pressure. Because the raw material in the industrial process is ever-changing, the panel industry requires methods for monitoring the composition of their products. The aim of this study was to estimate the ratio of sugarcane (SC) bagasse to Eucalyptus wood in MDF panels using near infrared (NIR) spectroscopy. Principal component analysis (PCA) and partial least square (PLS) regressions were performed. MDF panels having different bagasse contents were easily distinguished from each other by the PCA of their NIR spectra with clearly different patterns of response. The PLS-R models for SC content of these MDF samples presented a strong coefficient of determination (0.96) between the NIR-predicted and Lab-determined values and a low standard error of prediction (similar to 1.5%) in the cross-validations. A key role of resins (adhesives), cellulose, and lignin for such PLS-R calibrations was shown. PLS-DA model correctly classified ninety-four percent of MDF samples by cross-validations and ninety-eight percent of the panels by independent test set. These NIR-based models can be useful to quickly estimate sugarcane bagasse vs. Eucalyptus wood content ratio in unknown MDF samples and to verify the quality of these engineered wood products in an online process.

Near infrared spectroscopy for soil bulk density assessment

P>Soil bulk density values are needed to convert organic carbon content to mass of organic carbon per unit area. However, field sampling and measurement of soil bulk density are labour-intensive, costly and tedious. Near-infrared reflectance spectroscopy (NIRS) is a physically non-destructive, rapid, reproducible and low-cost method that characterizes materials according to their reflectance in the near-infrared spectral region. The aim of this paper was to investigate the ability of NIRS to predict soil bulk density and to compare its performance with published pedotransfer functions. The study was carried out on a dataset of 1184 soil samples originating from a reforestation area in the Brazilian Amazon basin, and conventional soil bulk density values were obtained with metallic ""core cylinders"". The results indicate that the modified partial least squares regression used on spectral data is an alternative method for soil bulk density predictions to the published pedotransfer functions tested in this study. The NIRS method presented the closest-to-zero accuracy error (-0.002 g cm-3) and the lowest prediction error (0.13 g cm-3) and the coefficient of variation of the validation sets ranged from 8.1 to 8.9% of the mean reference values. Nevertheless, further research is required to assess the limits and specificities of the NIRS method, but it may have advantages for soil bulk density predictions, especially in environments such as the Amazon forest.

Increasing availability through maintainability growth using partial Multi Criteria Decision Making (pMCDM)

In the last decades considerations about equipments' availability became an important issue, as well as its dependence on components characteristics such as reliability and maintainability. This is particularly of outstanding importance if one is dealing with high risk industrial equipments, where these factors play an important and fundamental role in risk management when safety or huge economic values are in discussion. As availability is a function of reliability, maintainability, and maintenance support activities, the main goal is to improve one or more of these factors. This paper intends to show how maintainability can influence availability and present a methodology to select the most important attributes for maintainability using a partial Multi Criteria Decision Making (pMCDM). Improvements in maintainability can be analyzed assuming it as a probability related with a restore probability density function [g(t)].

Evaluation of Spatial interpolation techniques for mapping climate variables with low sample density: a case study using a new gridded dataset of Bangladesh

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Bone mineral density (BMD), micro-architecture estimation (TBS) and vertebral fracture assessment (VFA) extracted from a single DXA device in combination with clinical risk factors improve significantly the identification of women at high risk of fracture

Introduction: Osteoporosis (OP) is a systemic skeletal disease characterized by a low bone mineral density (BMD) and a micro-architectural (MA) deterioration. Clinical risk factors (CRF) are often used as a MA approximation. MA is yet evaluable in daily practice by the Trabecular Bone Score (TBS) measure. TBS is a novel grey-level texture measurement reflecting bone micro-architecture based on the use of experimental variograms of 2D projection images. TBS is very simple to obtain, by reanalyzing a lumbar DXA-scan. TBS has proven to have diagnosis and prognosis value, partially independent of CRF and BMD. The aim of the OsteoLaus cohort is to combine in daily practice the CRF and the information given by DXA (BMD, TBS and vertebral fracture assessment (VFA)) to better identify women at high fracture risk. Method: The OsteoLaus cohort (1400 women 50 to 80 years living in Lausanne, Switzerland) started in 2010. This study is derived from the cohort COLAUS who started in Lausanne in 2003. The main goals of COLAUS is to obtain information on the epidemiology and genetic determinants of cardiovascular risk in 6700 men and women. CRF for OP, bone ultrasound of the heel, lumbar spine and hip BMD, VFA by DXA and MA evaluation by TBS are recorded in OsteoLaus. Preliminary results are reported. Results: We included 631 women: mean age 67.4±6.7 y, BMI 26.1±4.6, mean lumbar spine BMD 0.943±0.168 (T-score -1.4 SD), TBS 1.271±0.103. As expected, correlation between BMD and site matched TBS is low (r2=0.16). Prevalence of VFx grade 2/3, major OP Fx and all OP Fx is 8.4%, 17.0% and 26.0% respectively. Age- and BMI-adjusted ORs (per SD decrease) are 1.8 (1.2- 2.5), 1.6 (1.2-2.1), 1.3 (1.1-1.6) for BMD for the different categories of fractures and 2.0 (1.4-3.0), 1.9 (1.4-2.5), 1.4 (1.1-1.7) for TBS respectively. Only 32 to 37% of women with OP Fx have a BMD < -2.5 SD or a TBS < 1.200. If we combine a BMD < -2.5 SD or a TBS < 1.200, 54 to 60% of women with an osteoporotic Fx are identified. Conclusion: As in the already published studies, these preliminary results confirm the partial independence between BMD and TBS. More importantly, a combination of TBS subsequent to BMD increases significantly the identification of women with prevalent OP Fx which would have been miss-classified by BMD alone. For the first time we are able to have complementary information about fracture (VFA), density (BMD), micro- and macro architecture (TBS & HAS) from a simple, low ionizing radiation and cheap device: DXA. Such complementary information is very useful for the patient in the daily practice and moreover will likely have an impact on cost effectiveness analysis.

Surface structure and stability of PdZn and PtZn alloys: Density-functional slab model studies

Geometric parameters of binary (1:1) PdZn and PtZn alloys with CuAu-L10 structure were calculated with a density functional method. Based on the total energies, the alloys are predicted to feature equal formation energies. Calculated surface energies of PdZn and PtZn alloys show that (111) and (100) surfaces exposing stoichiometric layers are more stable than (001) and (110) surfaces comprising alternating Pd (Pt) and Zn layers. The surface energy values of alloys lie between the surface energies of the individual components, but they differ from their composition weighted averages. Compared with the pure metals, the valence d-band widths and the Pd or Pt partial densities of states at the Fermi level are dramatically reduced in PdZn and PtZn alloys. The local valence d-band density of states of Pd and Pt in the alloys resemble that of metallic Cu, suggesting that a similar catalytic performance of these systems can be related to this similarity in the local electronic structures.

Bone mineral density (BMD), micro-architecture estimation (TBS) and vertebral fracture assessment (VFA) extracted from a single DXA device in combination with clinical risk factors improve significantly the identification of women at high risk of fracture.

Osteoporosis (OP) is a systemic skeletal disease characterized by a low bone mineral density (BMD) and a micro-architectural (MA) deterioration. Clinical risk factors (CRF) are often used as a MA approximation. MA is yet evaluable in daily practice by the trabecular bone score (TBS) measure. TBS is very simple to obtain, by reanalyzing a lumbar DXA-scan. TBS has proven to have diagnosis and prognosis values, partially independent of CRF and BMD. The aim of the OsteoLaus cohort is to combine in daily practice the CRF and the information given by DXA (BMD, TBS and vertebral fracture assessment (VFA)) to better identify women at high fracture risk. The OsteoLaus cohort (1400 women 50 to 80 years living in Lausanne, Switzerland) started in 2010. This study is derived from the cohort COLAUS who started in Lausanne in 2003. The main goal of COLAUS is to obtain information on the epidemiology and genetic determinants of cardiovascular risk in 6700 men and women. CRF for OP, bone ultrasound of the heel, lumbar spine and hip BMD, VFA by DXA and MA evaluation by TBS are recorded in OsteoLaus. Preliminary results are reported. We included 631 women: mean age 67.4 ± 6.7 years, BMI 26.1 ± 4.6, mean lumbar spine BMD 0.943 ± 0.168 (T-score − 1.4 SD), and TBS 1.271 ± 0.103. As expected, correlation between BMD and site matched TBS is low (r2 = 0.16). Prevalence of VFx grade 2/3, major OP Fx and all OP Fx is 8.4%, 17.0% and 26.0% respectively. Age- and BMI-adjusted ORs (per SD decrease) are 1.8 (1.2-2.5), 1.6 (1.2-2.1), and 1.3 (1.1-1.6) for BMD for the different categories of fractures and 2.0 (1.4-3.0), 1.9 (1.4-2.5), and 1.4 (1.1-1.7) for TBS respectively. Only 32 to 37% of women with OP Fx have a BMD < − 2.5 SD or a TBS < 1.200. If we combine a BMD < − 2.5 SD or a TBS < 1.200, 54 to 60% of women with an osteoporotic Fx are identified. As in the already published studies, these preliminary results confirm the partial independence between BMD and TBS. More importantly, a combination of TBS subsequent to BMD increases significantly the identification of women with prevalent OP Fx which would have been misclassified by BMD alone. For the first time we are able to have complementary information about fracture (VFA), density (BMD), micro- and macro architecture (TBS and HAS) from a simple, low ionizing radiation and cheap device: DXA. Such complementary information is very useful for the patient in the daily practice and moreover will likely have an impact on cost effectiveness analysis.

Surface structure and stability of PdZn and PtZn alloys: Density-functional slab model studies

Geometric parameters of binary (1:1) PdZn and PtZn alloys with CuAu-L10 structure were calculated with a density functional method. Based on the total energies, the alloys are predicted to feature equal formation energies. Calculated surface energies of PdZn and PtZn alloys show that (111) and (100) surfaces exposing stoichiometric layers are more stable than (001) and (110) surfaces comprising alternating Pd (Pt) and Zn layers. The surface energy values of alloys lie between the surface energies of the individual components, but they differ from their composition weighted averages. Compared with the pure metals, the valence d-band widths and the Pd or Pt partial densities of states at the Fermi level are dramatically reduced in PdZn and PtZn alloys. The local valence d-band density of states of Pd and Pt in the alloys resemble that of metallic Cu, suggesting that a similar catalytic performance of these systems can be related to this similarity in the local electronic structures.

Characterization of Linear Low-Density Polyethylene/ Poly(vinyl alcohol) Blends and Their Biodegradability by Vibrio sp. Isolated from Marine Benthic Environment

Increasing amounts of plastic waste in the environment have become a problem of gigantic proportions. The case of linear low-density polyethylene (LLDPE) is especially significant as it is widely used for packaging and other applications. This synthetic polymer is normally not biodegradable until it is degraded into low molecular mass fragments that can be assimilated by microorganisms. Blends of nonbiodegradable polymers and biodegradable commercial polymers such as poly (vinyl alcohol) (PVA) can facilitate a reduction in the volume of plastic waste when they undergo partial degradation. Further, the remaining fragments stand a greater chance of undergoing biodegradation in a much shorter span of time. In this investigation, LLDPE was blended with different proportions of PVA (5–30%) in a torque rheometer. Mechanical, thermal, and biodegradation studies were carried out on the blends. The biodegradability of LLDPE/PVA blends has been studied in two environments: (1) in a culture medium containing Vibrio sp. and (2) soil environment, both over a period of 15 weeks. Blends exposed to culture medium degraded more than that exposed to soil environment. Changes in various properties of LLDPE/PVA blends before and after degradation were monitored using Fourier transform infrared spectroscopy, a differential scanning calorimeter (DSC) for crystallinity, and scanning electron microscope (SEM) for surface morphology among other things. Percentage crystallinity decreased as the PVA content increased and biodegradation resulted in an increase of crystallinity in LLDPE/PVA blends. The results prove that partial biodegradation of the blends has occurred holding promise for an eventual biodegradable product

Uncertainties in annual riverine phosphorus load estimation: Impact of load estimation methodology, sampling frequency, baseflow index and catchment population density

Models developed to identify the rates and origins of nutrient export from land to stream require an accurate assessment of the nutrient load present in the water body in order to calibrate model parameters and structure. These data are rarely available at a representative scale and in an appropriate chemical form except in research catchments. Observational errors associated with nutrient load estimates based on these data lead to a high degree of uncertainty in modelling and nutrient budgeting studies. Here, daily paired instantaneous P and flow data for 17 UK research catchments covering a total of 39 water years (WY) have been used to explore the nature and extent of the observational error associated with nutrient flux estimates based on partial fractions and infrequent sampling. The daily records were artificially decimated to create 7 stratified sampling records, 7 weekly records, and 30 monthly records from each WY and catchment. These were used to evaluate the impact of sampling frequency on load estimate uncertainty. The analysis underlines the high uncertainty of load estimates based on monthly data and individual P fractions rather than total P. Catchments with a high baseflow index and/or low population density were found to return a lower RMSE on load estimates when sampled infrequently than those with a tow baseflow index and high population density. Catchment size was not shown to be important, though a limitation of this study is that daily records may fail to capture the full range of P export behaviour in smaller catchments with flashy hydrographs, leading to an underestimate of uncertainty in Load estimates for such catchments. Further analysis of sub-daily records is needed to investigate this fully. Here, recommendations are given on load estimation methodologies for different catchment types sampled at different frequencies, and the ways in which this analysis can be used to identify observational error and uncertainty for model calibration and nutrient budgeting studies. (c) 2006 Elsevier B.V. All rights reserved.

Magnetic coupling in trinuclear partial cubane copper(II) complexes with a hydroxo bridging core and peripheral phenoxo bridges from NNO donor Schiff base ligands

Three new trinuclear copper(II) complexes, [(CuL1)(3)(mu(3)-OH)](ClO4)(2)center dot 3.75H(2)O (1), [(CuL2)(3)(mu(3)-OH)](ClO4)(2) (2) and [(CuL3)(3)(mu(3)-OH)](BF4)(2)center dot 0.5CH(3)CN (3) have been synthesized from three tridentate Schiff bases HL1, HL2, and HL3 (HL1 = 2-[(2-amino-ethylimino)-methyl]-phenol, HL2 = 2-[(2-methylamino-ethylimino)-methyl]-phenol and HL3 = 2-[1-(2-dimethylamino-ethylimino)-ethyl]-phenol). The complexes are characterized by single-crystal X-ray diffraction analyses, IR, UV-vis and EPR spectroscopy, and variable-temperature magnetic measurements. All the compounds contain a partial cubane [Cu3O4] core consisting of the trinuclear unit [(CuL)(3)(mu(3)-OH)](2+) together with perchlorate or fluoroborate anions. In each of the complexes, the three copper atoms are five-coordinated with a distorted square-pyramidal geometry except in complex 1, in which one of the Cu-II ions of the trinuclear unit is six-coordinate being in addition weakly coordinated to one of the perchlorate anions. Variable-temperature magnetic measurements and EPR spectra indicate an antiferromagnetic exchange coupling between the CuII ions of complexes 1 and 2, while this turned out to be ferromagnetic for complex 3. Experimental values have been fitted according to an isotropic exchange Hamiltonian. Calculations based on Density Functional Theory have also been performed in order to estimate the exchange coupling constants in these three complexes. Both sets of values indicate similar trends and specially calculated J values establish a magneto-structural correlation between them and the Cu-O-Cu bond angle, in that the coupling is more ferromagnetic for smaller bond angle values.

Influence of Nb content on the corrosion resistance and saturation magnetic density of FeCuNbSiB alloys

Nanocrystalline FeCuNbSiB alloys obtained from the partial crystallization of amorphous alloys have attracted technological attention due to their excellent magnetic properties, but the relationship between corrosion resistance and magnetic properties is not well established. The influence of Nb as an alloying element and effect of partial crystallization on the corrosion resistance of Fe73.5Si13.5B10Cu1, Fe73.5Si13.5B7Nb3Cu1 and Fe73.5Si13.5B5Nb5Cu1 amorphous alloys were studied and the effect of corrosion on magnetization saturation flux density, B-s, was investigated. The addition of niobium on amorphous alloys increases the corrosion resistance. The raise of Nb content from 3 to 5% increases the corrosion resistance also. A partial crystallization increases the corrosion resistance of the samples with Nb. However, in the samples without Nb, the partial crystallization diminishes the corrosion resistance. The values of B-s depend on the alloy corrosion resistance.) (C) 2002 Elsevier B.V. B.V. All rights reserved.