Conversion of MO programs to True BASIC

Programs of overlap integrals and extended Huckcl MO can be coded using external subroutines by True BASIC without using line numbers and go to statements. The use of MAT statements are found to be effective in expressing matrix Operations

Predetermined motion times

The object of the studies conducted under this project was to investigate, examine and explain the use of some of the predetermined motion time systems that have evolved during the past fifteen years. Particular attention was to be paid to two systems, Work-Factor and Methods-Time Measurement, which have achieved considerable industrial application. The time values assigned to the basic arm motions in the ·two systems were to be compared in a search for the true basic times for human motions. If the values were different, practical research was to be made into the short motion times of Methods-Time Measurement, some of which were known to be extrapolated and tentative

Describing Videos by Exploiting Temporal Structure

Recent progress in using recurrent neural networks (RNNs) for image description has motivated the exploration of their application for video description. However, while images are static, working with videos requires modeling their dynamic temporal structure and then properly integrating that information into a natural language description. In this context, we propose an approach that successfully takes into account both the local and global temporal structure of videos to produce descriptions. First, our approach incorporates a spatial temporal 3-D convolutional neural network (3-D CNN) representation of the short temporal dynamics. The 3-D CNN representation is trained on video action recognition tasks, so as to produce a representation that is tuned to human motion and behavior. Second we propose a temporal attention mechanism that allows to go beyond local temporal modeling and learns to automatically select the most relevant temporal segments given the text-generating RNN. Our approach exceeds the current state-of-art for both BLEU and METEOR metrics on the Youtube2Text dataset. We also present results on a new, larger and more challenging dataset of paired video and natural language descriptions.Comment: Accepted to ICCV15. This version comes with code release and supplementary materia

Testing for common breaks in a multiple equations system

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null hypothesis is that breaks in different parameters occur at common locations and are separated by some positive fraction of the sample size unless they occur across different equations. Under the alternative hypothesis, the break dates across parameters are not the same and also need not be separated by a positive fraction of the sample size whether within or across equations. The test considered is the quasi-likelihood ratio test assuming normal errors, though as usual the limit distribution of the test remains valid with non-normal errors. Of independent interest, we provide results about the rate of convergence of the estimates when searching over all possible partitions subject only to the requirement that each regime contains at least as many observations as some positive fraction of the sample size, allowing break dates not separated by a positive fraction of the sample size across equations. Simulations show that the test has good finite sample properties. We also provide an application to issues related to level shifts and persistence for various measures of inflation to illustrate its usefulness.Accepted manuscrip

Testing for Common Breaks in a Multiple Equations System

The issue addressed in this paper is that of testing for common breaks across or within equations of a multivariate system. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null hypothesis is that breaks in different parameters occur at common locations and are separated by some positive fraction of the sample size unless they occur across different equations. Under the alternative hypothesis, the break dates across parameters are not the same and also need not be separated by a positive fraction of the sample size whether within or across equations. The test considered is the quasi-likelihood ratio test assuming normal errors, though as usual the limit distribution of the test remains valid with non-normal errors. Of independent interest, we provide results about the rate of convergence of the estimates when searching over all possible partitions subject only to the requirement that each regime contains at least as many observations as some positive fraction of the sample size, allowing break dates not separated by a positive fraction of the sample size across equations. Simulations show that the test has good finite sample properties. We also provide an application to issues related to level shifts and persistence for various measures of inflation to illustrate its usefulness.Comment: 44 pages, 2 tables and 1 figur

Testing for common breaks in a multiple equations system

The issue addressed in this paper is that of testing for common breaks across or within equations. Our framework is very general and allows integrated regressors and trends as well as stationary regressors. The null hypothesis is that some subsets of the parameters (either regression coe cients or elements of the covariance matrix of the errors) share one or more common break dates, with the break dates in the system asymptotically distinct so that each regime is separated by some positive fraction of the sample size. Under the alternative hypothesis, the break dates are not the same and also need not be separated by a positive fraction of the sample size. The test con- sidered is the quasi-likelihood ratio test assuming normal errors, though as usual the limit distribution of the test remains valid with non-normal errors. Also of indepen- dent interest, we provide results about the consistency and rate of convergence when searching over all possible partitions subject only to the requirement that each regime contains at least as many observations as the number of parameters in the model. Sim- ulation results show that the test has good nite sample properties. We also provide an application to various measures of in ation to illustrate its usefulness

Adaptive control of time-invariant systems with discrete delays subject to multiestimation

This paper deals with a robustly stable adaptive pole-placement-based controller for time-delay linear systems with unknown point delays within known intervals of sufficiently small lengths under unmodeled dynamics and bounded disturbances. A multiestimation scheme is used to improve the identification error and then to deal with possible errors between the true basic delays compared to that used in the regressor of the adaptive scheme. Each estimation scheme possess a relative dead zone for each estimation scheme which freezes the adaptation for small sizes of the adaptation error compared with the estimated size of the contribution of the uncertainties to the filtered output. All the estimation schemes run in parallel but only that, which is currently in operation, parameterizes the adaptive controller to generate the plant input at each time. A supervisory scheme chooses in real time the appropriate estimator subject to a minimum residence time which is the tool to ensure closed-loop stability under switching between the estimators in the estimation scheme. The dead zone adaptation mechanism prevents the closed-loop system against potential instability caused by uncertainties