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A Semiparametric Estimation for the Nonlinear Vector Autoregressive Time Series Model
Get PDFIn this paper, the nonlinear vector autoregressive model is considered and a semiparametric method is proposed to estimate the nonlinear vector regression function. We use Taylor series expansion up to the second order which has a parametric framework as a representation of the nonlinear vector regression function. After the parameters are estimated through the least squares method, the obtained nonlinear vector regression function is adjusted by a nonparametric diagonal matrix, and the proposed diagonal matrix is also estimated through the nonparametric smooth-kernel approach. Estimating the parameters can yield the desired estimate of the vector regression function based on the data. Under some conditions, the asymptotic consistency properties of the proposed semiparametric method are established. In this case, some simulated results for the semiparametric estimators in a nonlinear vector autoregressive function are presented. Mean Squares Error (MSE) criterion is also applied to verify the accuracy and the efficiency of the suggested model. The results of the study indicate the accuracy of the suggested model. Furthermore, the method is applied for the Retail Trade Survey to provide short-term economic indicators of the retail trade sector. The hypothesis of nonlinearity in the vector autoregression function model is also considered by the use of principal components. We use this test for the Retail Trade Survey (RTS) data which is considered to provide short-term economic indicators of the retail trade sector. Here, we use a nonlinear vector autoregression function model to forecast the sales of fresh, takeaway, supermarket, and café restaurant food in New Zealand during 2000 to 2010 on yearly basis. For our empirical example, the test of nonlinearity clearly indicates our model is nonlinear
Construction of m-Repeated Burst Error Detecting and Correcting Non-binary Linear Codes
Get PDFError correcting codes are required to ensure reliable communication of digitally encoded information. One of the areas of practical importance in which a parallel growth of the subject error correcting codes took place is that of burst error detecting and correcting codes. The nature of burst errors differs from channel to channel depending upon the behavior of channels or the kind of errors which occur during the process of transmission. The rate of transmission is efficient if the number of parity-check digits are as minimum as possible. It is usually not possible to give the exact number of parity-check digits required for a given code. However, bounds can be obtained over the number of parity-check digits. An upper bound for a linear code capable of detecting/ correcting burst errors or its variants is many a times established by the technique used to establish Varsharmov-Gilbert-Sacks bound by constructing a parity-check matrix for the requisite code. This technique not only ensures the existence of such a code but also gives a method for constructing such a code. The synthesis method using this technique is cumbersome and to the best of our knowledge, there is no systematic way to construct a parity-check matrix for a burst error correcting non-binary linear code. Extending the algorithm for binary linear codes given by the authors to non-binary codes, the paper proposes a new algorithm for constructing a parity-check matrix for any linear code over GF(q) capable of detecting and correcting a new kind of burst error called `m-repeated burst error of length b or less\u27. Codes based on the proposed algorithm have been illustrated
Application of Bernoulli Sub-ODE Method For Finding Travelling Wave Solutions of Schrodinger Equation Power Law Nonlinearity
Get PDFIn this paper, the exact travelling wave solution of the Schr¨odinger equation with power law nonlinearity is studied by the Sub-ODE method. It is shown that the method is one of the most effective approaches for finding exact solutions of nonlinear differential equations
Stationary Analysis of a Multiserver queue with multiple working vacation and impatient customers
Get PDFWe consider an M/M/c queue with multiple working vacation and impatient customers. The server serves the customers at a lower rate rather than completely halts the service during this working vacation period. The impatience of the customer’s arises when they arrive during the working vacation period, where the service rate of the customer’s is lower than the normal busy period. The queue is analyzed for multiple working vacation policies. The policy of a MWV demands the server to keep taking vacation until it finds at least a single customer waiting in the system at an instant vacation completion. On returning of the server from his vacation along with finding at least one customer in the system, the server changes its service rate, thereby giving rise to a non-vacation period; otherwise the server immediately goes for another WV. We formulate the probability generating function for the number of customers present when the server is both in a service period as well as in a working vacation period. We further derive a closed-form solution for various performance measures such as the mean queue length and the mean waiting time. The stochastic decomposition properties are verified for the model
Evaluation of Some Reliability Characteristics of a Single Unit System Requiring Two Types of supporting Device for Operations
Get PDFThis study presents the reliability assessment of a single unit connected to two types of external supporting devices for its operation. Each type of external supporting device has two copies I and II on standby. First order differential difference equations method is used to obtain the explicit expression for the steady state availability, busy period due to failure of type I and II supporting devices of repairmen, steady-state availability and profit function. Based on assumed numerical values given to system parameters, graphical illustrations are given to highlight important results. Comparisons are performed to highlight the impact of unit failure and repair rates on availability and profit
Machine replacement under evolving deterministic and stochastic costs
No full textThe infinite-horizon cost minimization and the real-option stopping problem are used to analyze serial replacement of a single asset under improving technology. It is shown that both techniques produce the same (equal life) replacement policy when exponential technological improvements affect the operating cost and new asset cost in the same way. Next, this result is extended to the stopping problem under evolving stochastic costs. Under general improving technology, the expected asset lifetimes appear to be different for sequential replacement cycles and depend on the future cost evolution. Numeric experiments are provided and managerial implications of the obtained outcomes are discussed
How Do Mobile ICTs Enable Organizational Fluidity: Toward a Theoretical Framework
No full textThe focus of this theoretical paper is to investigate how mobile information and communication technologies (ICTs) give rise to the notion of organizational fluidity. Drawing upon previous literature, five affordances of mobile ICTs − mobility, connectedness, interoperability, identifiability, and personalization − are discussed. Delving into the concept of organizational fluidity, the paper captures three dimensions of organizational fluidity, namely, team fluidity, task fluidity, and control fluidity. The paper then develops propositions on how different combinations of the mobile ICT affordances influence each of the dimensions of organizational fluidity. The contributions and implications of the paper are discussed
Simulations of energy balance components at snow-dominated montane watershed by land surface models
No full textThe quantification of energy interactions among land surface, atmosphere, and surface vegetation is significant to comprehend the hydrological cycle in montane watersheds. Moreover, elevation change is an essential in causing variations in energy fluxes. Thus, estimating the major components of energy interactions is essential for better understanding of the hydrological process. The advanced land surface models (LSMs); the common land model (CLM) and variables infiltration capacity (VIC) are used to estimate accurate hydrometeorological variables. These hydrometeorological variables such as net radiation and sensible, latent, and ground heat fluxes were estimated using CLM and VIC at upper and lower meteorological stations in Sierra Nevada Mountain, California, USA. The estimated fluxes were compared with observations at each site. The estimated daily and monthly net radiation and sensible heat flux from both models showed good agreement with the observations (R ≥ 0.84). The CLM-modeled estimates showed lower trends during the rainfall periods, which occurred mainly during winter at both sites. In comparison, the estimated daily and monthly latent heat flux from CLM at both sites showed better results with lower RMSE and bias than that from VIC, which underestimated latent heat flux. Both models overestimated ground heat flux, and the variation trend was similar to observation. For sensitivity analysis, according to elevation change, all the estimated energy fluxes had slightly different values at the upper and lower met stations. In future studies, parameterization for the LSMs will be conducted for more robust estimations of hydrometeorological variables in montane watersheds
Pauli structures arising from confined particles interacting via a statistical potential
No full textThere have been suggestions that the Pauli exclusion principle alone can lead a non-interacting (free) system of identical fermions to form crystalline structures dubbed Pauli crystals. Single-shot imaging experiments for the case of ultra-cold systems of free spin-polarized fermionic atoms in a two-dimensional harmonic trap appear to show geometric arrangements that cannot be characterized as Wigner crystals. This work explores this idea and considers a well-known approach that enables one to treat a quantum system of free fermions as a system of classical particles interacting with a statistical interaction potential. The model under consideration, though classical in nature, incorporates the quantum statistics by endowing the classical particles with an effective interaction potential. The reasonable expectation is that possible Pauli crystal features seen in experiments may manifest in this model that captures the correct quantum statistics as a first order correction. We use the Monte Carlo simulated annealing method to obtain the most stable configurations of finite two-dimensional systems of confined particles that interact with an appropriate statistical repulsion potential. We consider both an isotropic harmonic and a hard-wall confinement potential. Despite minor differences, the most stable configurations observed in our model correspond to the reported Pauli crystals in single-shot imaging experiments of free spin-polarized fermions in a harmonic trap. The crystalline configurations observed appear to be different from the expected classical Wigner crystal structures that would emerge should the confined classical particles had interacted with a pair-wise Coulomb repulsion
Anisotropic electronic states in the fractional quantum Hall regime
No full textRecent experiments indicate the presence of new anisotropic fractional quantum Hall states at regimes not anticipated before. These experiments raise many fundamental questions regarding the inner nature of the electronic system that leads to such anisotropic states. Interplay between electron mass anisotropy and electron-electron correlation effects in a magnetic field can create a rich variety of possibilities. Several anisotropic electronic states ranging from anisotropic quantum Hall liquids to anisotropic Wigner solids may stabilize due to such effects. The electron mass anisotropy in a two-dimensional electron gas effectively leads to an anisotropic Coulomb interaction potential between electrons. An anisotropic interaction potential may strongly influence the stability of various quantum phases that are close in energy since the overall stability of an electronic system is very sensitive to local order. As a result there is a possibility that various anisotropic electronic phases may emerge even in the lowest Landau level in regimes where one would not expect them. In this work we study the state with filling factor 1/6 in the lowest Landau level, a state which is very close to the critical filling factor where the liquid-solid transition takes place. We investigate whether an anisotropic Coulomb interaction potential is able to stabilize an anisotropic electronic liquid state at this filling factor. We describe such an anisotropic state by means of a liquid crystalline wave function with broken rotational symmetry which can be adiabatically connected to the actual wave function for the corresponding isotropic phase. We perform quantum Monte Carlo simulations in a disk geometry to study the properties of the anisotropic electronic liquid state under consideration. The findings indicate stability of liquid crystalline order in presence of an anisotropic Coulomb interaction potential. The results are consistent with the existence of an anisotropic electronic liquid state in the lowest Landau level