The decomposition of forecast in seasonal arima models.

This paper presents a procedure to break down the forecast function of a seasonal ARIMA model in terms of its permanent and transitory components. Both depend on the initial values at the forecast origin, but their structures are fixed and independent of this origin. The permanent component is an estimate of the long-run projection of the corresponding economic variable and the transitory element describes the approach towards the permanent one. Within the permanent component a distinction is made between the factors that depend on the initial conditions of the system and those that are deterministic. The procedure is compared to other methods presented in the literature and illustrated in an example.Forecast function; Long-term growth; Seasonal components; Trends; Unit roots;

The decomposition of forecast in seasonal arima models

This paper presents a procedure to break down the forecast function of a seasonal ARIMA model in terms of its permanent and transitory components. Both depend on the initial values at the forecast origin, but their structures are fixed and independent of this origin. The permanent component is an estimate of the long-run projection of the corresponding economic variable and the transitory element describes the approach towards the permanent one. Within the permanent component a distinction is made between the factors that depend on the initial conditions of the system and those that are deterministic. The procedure is compared to other methods presented in the literature and illustrated in an example.Publicad

Bianchi I Model: An Alternative Way To Model The Presentday Universe

Although the new era of high precision cosmology of the cosmic microwave background (CMB) radiation improves our knowledge to understand the infant as well as the presentday Universe, it also leads us to question the main assumption of the exact isotropy of the CMB. There are two pieces of observational evidence that hint towards there being no exact isotropy. These are first the existence of small anisotropy deviations from isotropy of the CMB radiation and second, the presence of large angle anomalies, although the existence of these anomalies is currently a huge matter of debate. These hints are particularly important since isotropy is one of the two main postulates of the Copernican principle on which the FRW models are built. This almost isotropic CMB radiation implies that the universe is almost a FRW universe, as is proved by previous studies. Assuming the matter component forms the deviations from isotropy in the CMB density fluctuations when matter and radiation decouples, we here attempt to find possible constraints on the FRW type scale and Hubble parameter by using the Bianchi type I (BI) anisotropic model which is asymptotically equivalent to the standard FRW. To obtain constraints on such an anisotropic model, we derive average and late-time shear values that come from the anisotropy upper limits of the recent Planck data based on a model independent shear parameter of Maartens et al. (1995a,b) and from the theoretical consistency relation. These constraints lead us to obtain a BI model which becomes an almost-FRW model in time, and which is consistent with the latest observational data of the CMB.Comment: 16 pages, 4 figures, accepted in MNRA

The Distributed Independent-Platform Event-Driven Simulation Engine Library (DIESEL)

The Distributed, Independent-Platform, Event-Driven Simulation Engine Library (DIESEL) is a simulation executive, capable of supporting both sequential and distributed discrete-event simulations. A system level specification is provided along with the expected behavior of each component within DIESEL. This behavioral specification of each component, along with the interconnection and interaction between the different components, provides a complete description of the DIESEL behavioral model. The model provides a considerable amount of freedom for an application developer to partition the simulation model, when building sequential and distributed applications with respect to balancing the number of events generated across different components. It also allows a developer to modify underlying algorithms in the simulation executive, while causing no changes to the overall system behavior so long as the algorithms meet the behavioral specifications. The behavioral model is object-oriented and developed using a hierarchical approach. The model is not targeted towards any programming language or hardware platform for implementation. The behavioral specification provides no specifics about how the model should be implemented. A complete and stable implementation of the behavioral model is provided as a proof-of-concept, and can be used to develop commercial applications. New and independent implementations of the complete model can be developed to support specific commercial and research efforts. Specific components of the model can also be implemented by students in an educational environment, using strategies different from the ones used within the current implementation. DIESEL provides a research environment for studying different aspects of Parallel Discrete-Event Simulation, such as event management strategies, synchronization algorithms, communication mechanisms, and simulation state capture capabilities

Spray characteristics of a multi-hole injector for direct-injection gasoline engines

The sprays from a high-pressure multi-hole nozzle injected into a constant-volume chamber have been visualized and quantified in terms of droplet velocity and diameter with a two-component phase Doppler anemometry (PDA) system at injection pressures up to 200 bar and chamber pressures varying from atmospheric to 12 bar. The flow characteristics within the injection system were quantified by means of a fuel injection equipment (FIE) one-dimensional model, providing the injection rate and the injection velocity in the presence of hole cavitation, by an in-house three-dimensional computational fluid dynamics (CFD) model providing the detailed flow distribution for various combinations of nozzle hole configurations, and by a fuel atomization model giving estimates of the droplet size very near to the nozzle exit. The overall spray angle relative to the axis of the injector was found to be almost independent of injection and chamber pressure, a significant advantage relative to swirl pressure atomizers. Temporal droplet velocities were found to increase sharply at the start of injection and then to remain unchanged during the main part of injection, before decreasing rapidly towards the end of injection. The spatial droplet velocity profiles were jet-like at all axial locations, with the local velocity maximum found at the centre of the jet. Within the measured range, the effect of injection pressure on droplet size was rather small while the increase in chamber pressure from atmospheric to 12 bar resulted in much smaller droplet velocities, by up to four-fold, and larger droplet sizes by up to 40 per cent

V3CMM: a 3-view component meta-model for model-driven robotic software development

There are many voices in the robotics community demanding a qualitative improvement in the robotics software development process and tools, in order to increase product flexibility, adaptability, and overall quality, while reducing its cost and time-to-market. This article describes a first step towards a model-driven approach to robotics software development, based on the definition of highly reusable and platform-independent component-based design models. The proposed approach revolves around the V3CMM modeling language and the definition of different model transformations for deriving both special purpose models (e.g., models suited for analysis or simulation purposes) and lower-level design models, in which platform-specific and application-dependent details can be progressively included. The article describes the tool-chain implemented to support the different stages of the proposed MDE process, including (1) the definition of component-based architectural models, defined using the V3CMM platform-independent modeling language, (2) the automatic transformation of the V3CMM component-based models into equivalent object-oriented designs, described in terms of the UML standard, and (3) the transformation of the UML models into an the Ada 2005 object-oriented programming language. In order to show the feasibility and the benefits of the proposal, a simple (yet complete) case study regarding the design of a Cartesian robot is presented.This research has been funded by the Spanish CICYT Project EXPLORE (ref. TIN2009-08572), the Fundación Séneca Regional Project COMPAS-R (ref. 11994/PI/09), and the Spanish Research Network on Model-Driven Software Development (ref. TIN2008-00889-E)

Transactional failure recovery for a distributed key-value store

With the advent of cloud computing, many applications have embraced the ensuing paradigm shift towards modern distributed key-value data stores, like HBase, in order to benefit from the elastic scalability on offer. However, many applications still hesitate to make the leap from the traditional relational database model simply because they cannot compromise on the standard transactional guarantees of atomicity, isolation, and durability. To get the best of both worlds, one option is to integrate an independent transaction management component with a distributed key-value store. In this paper, we discuss the implications of this approach for durability. In particular, if the transaction manager provides durability (e.g., through logging), then we can relax durability constraints in the key-value store. However, if a component fails (e.g., a client or a key-value server), then we need a coordinated recovery procedure to ensure that commits are persisted correctly. In our research, we integrate an independent transaction manager with HBase. Our main contribution is a failure recovery middleware for the integrated system, which tracks the progress of each commit as it is flushed down by the client and persisted within HBase, so that we can recover reliably from failures. During recovery, commits that were interrupted by the failure are replayed from the transaction management log. Importantly, the recovery process does not interrupt transaction processing on the available servers. Using a benchmark, we evaluate the impact of component failure, and subsequent recovery, on application performance

Part-based Probabilistic Point Matching using Equivalence Constraints

Correspondence algorithms typically struggle with shapes that display part-based variation. We present a probabilistic approach that matches shapes using independent part transformations, where the parts themselves are learnt during matching. Ideas from semi-supervised learning are used to bias the algorithm towards finding ‘perceptually valid’ part structures. Shapes are represented by unlabeled point sets of arbitrary size and a background component is used to handle occlusion, local dissimilarity and clutter. Thus, unlike many shape matching techniques, our approach can be applied to shapes extracted from real images. Model parameters are estimated using an EM algorithm that alternates between finding a soft correspondence and computing the optimal part transformations using Procrustes analysis