Incorporating a Tracking Signal into State Space Models for Exponential Smoothing

It is a common practice to complement a forecasting method such as simple exponential smoothing with a monitoring scheme to detect those situations where forecasts have failed to adapt to structural change. It will be suggested in this paper that the equations for simple exponential smoothing can be augmented by a common monitoring statistic to provide a method that automatically adapts to structural change without human intervention. It is shown that the resulting equations conform to those of damped trend corrected exponential smoothing. In a similar manner, exponential smoothing with drift, when augmented by the same monitoring statistic, produces equations that split the trend into long term and short term components.Forecasting, exponential smoothing, tracking signals.

The UCSD HIRES/KeckI Damped Lya Abundance Database: II. The Implications

We present a comprehensive analysis of the damped Lya abundance database presented in the first paper of this series. This database provides a homogeneous set of abundance measurements for many elements including Si, Cr, Ni, Zn, Fe, Al, S, Co, O, and Ar from 38 damped Lya systems with z > 1.5. With little exception, these damped Llya systems exhibit very similar relative abundances. There is no significant correlation in X/Fe with [Fe/H] metallicity and the dispersion in X/Fe is small at all metallicity. We search the database for trends indicative of dust depletion and in a few cases find strong evidence. Specifically, we identify a correlation between [Si/Ti] and [Zn/Fe] which is unambiguous evidence for depletion. We present a discussion on the nucleosynthetic history of the damped Lya systems by focusing on abundance patterns which are minimally affected by dust depletion. We find [Si/Fe] -> +0.25 dex as [Zn/Fe] -> 0 and that the [Si/Fe] values exhibit a plateau of ~+0.3 dex at [Si/H] < -1.5 dex. Together these trends indicate significant alpha-enrichment in the damped Lya systems at low metallicity, an interpretation further supported by the observed O/Fe, S/Fe and Ar/Fe ratios. We also discuss Fe-peak nucleosynthesis and the odd-even effect. To assess the impact of dust obscuration, we present estimates of the dust-to-gas ratios for the damped Lya sightlines and crudely calculate dust extinction corrections. The distribution of extinction corrections suggests the effects of dust obscuration are minimal and that the population of 'missing' damped systems has physical characteristics similar to the observed sample. We update our investigation on the chemical evolution of the early universe in neutral gas. [significantly abridged]Comment: 29 pages, 26 figures. Uses emulateapj.sty. Accepted to ApJ: Oct 15, 200

Sulphur and zinc abundances in Galactic stars and damped Lyman-alpha systems

High resolution spectra of 34 halo population dwarf and subgiant stars have been obtained with VLT/UVES and used to derive sulphur abundances from the 8694.0, 8694.6 A and 9212.9, 9237.5 A SI lines. In addition, iron abundances have been determined from 19 FeII lines and zinc abundances from the 4722.2, 4810.5 ZnI lines. The abundances are based on a classical 1D, LTE model atmosphere analysis, but effects of 3D hydrodynamical modelling on the [S/Fe], [Zn/Fe] and [S/Zn] ratios are shown to be small. We find that most halo stars with metallicities in the range -3.2 < [Fe/H] < -0.8 have a near-constant [S/Fe] = +0.3; a least square fit to [S/Fe] vs. {Fe/H] shows a slope of only -0.04 +/- 0.01. Among halo stars with -1.2 < [Fe/H] < -0.8 the majority have [S/Fe] ~ +0.3, but two stars (previously shown to have low [alpha/Fe] ratios) have [S/Fe] ~ 0. For disk stars with [Fe/H] > -1, [S/Fe] decreases with increasing [Fe/H]. Hence, sulphur behaves like other typical alpha-capture elements, Mg, Si and Ca. Zinc, on the other hand, traces iron over three orders of magnitude in [Fe/H], although there is some evidence for a small systematic Zn overabundance ([Zn/Fe] ~ +0.1) among metal-poor disk stars and for halo stars with [Fe/H] < -2.0. Recent measurements of S and Zn in ten damped Ly-alpha systems (DLAs) with redshifts between 1.9 and 3.4 and zinc abundances in the range -2.1 < [Zn/H] < -0.15 show an offset relative to the [S/Zn] - [Zn/H] relation in Galactic stars. Possible reasons for this offset are discussed, including low and intermittent star formation rates in DLAs.Comment: Accepted for publication in A&A. 16pages; 9 figure

Do Damped and Sub-damped Lyman-alpha Absorbers Arise in Galaxies of Different Masses?

We consider the questions of whether the damped Lyman-alpha (DLA) and sub-DLA absorbers in quasar spectra differ intrinsically in metallicity, and whether they could arise in galaxies of different masses. Using the recent measurements of the robust metallicity indicators Zn and S in DLAs and sub-DLAs, we confirm that sub-DLAs have higher mean metallicities than DLAs, especially at $z \lesssim 2$. We find that the intercept of the metallicity-redshift relation derived from Zn and S is higher than that derived from Fe by 0.5-0.6 dex. We also show that, while there is a correlation between the metallicity and the rest equivalent width of Mg II $\lambda 2796$ or Fe II $\lambda 2599$ for DLAs, no correlation is seen for sub-DLAs. Given this, and the similar Mg II or Fe II selection criteria employed in the discovery of both types of systems at lower redshifts, the difference between metallicities of DLAs and sub-DLAs appears to be real and not an artefact of selection. This conclusion is supported by our simulations of Mg II $\lambda 2796$ and Fe II $\lambda 2599$ lines for a wide range of physical conditions. On examining the velocity spreads of the absorbers, we find that sub-DLAs show somewhat higher mean and median velocity spreads ($\Delta v$), and an excess of systems with $\Delta v > 150$ km s$^{-1}$, than DLAs. Compared to DLAs, the [Mn/Fe] vs. [Zn/H] trend for sub-DLAs appears to be steeper and closer to the trend for Galactic bulge and thick disk stars, possibly suggesting different stellar populations. The absorber data appear to be consistent with galaxy down-sizing. The data are also consistent with the relative number densities of low-mass and high-mass galaxies. It is thus plausible that sub-DLAs arise in more massive galaxies on average than DLAs.Comment: 27 pages, 5 figures, 4 tables. Accepted for publication in New Astronom

Assessment of stochastic and deterministic models of 6304 quasar lightcurves from SDSS Stripe 82

The optical light curves of many quasars show variations of tenths of a magnitude or more on time scales of months to years. This variation often cannot be described well by a simple deterministic model. We perform a Bayesian comparison of over 20 deterministic and stochastic models on 6304 QSO light curves in SDSS Stripe 82. We include the damped random walk (or Ornstein-Uhlenbeck [OU] process), a particular type of stochastic model which recent studies have focused on. Further models we consider are single and double sinusoids, multiple OU processes, higher order continuous autoregressive processes, and composite models. We find that only 29 out of 6304 QSO lightcurves are described significantly better by a deterministic model than a stochastic one. The OU process is an adequate description of the vast majority of cases (6023). Indeed, the OU process is the best single model for 3462 light curves, with the composite OU process/sinusoid model being the best in 1706 cases. The latter model is the dominant one for brighter/bluer QSOs. Furthermore, a non-negligible fraction of QSO lightcurves show evidence that not only the mean is stochastic but the variance is stochastic, too. Our results confirm earlier work that QSO light curves can be described with a stochastic model, but place this on a firmer footing, and further show that the OU process is preferred over several other stochastic and deterministic models. Of course, there may well exist yet better (deterministic or stochastic) models which have not been considered here.Comment: accepted by AA, 12 pages, 11 figures, 4 table

Automatic Time Series Forecasting: The forecast Package for R

Automatic forecasts of large numbers of univariate time series are often needed in business and other contexts. We describe two automatic forecasting algorithms that have been implemented in the forecast package for R. The first is based on innovations state space models that underly exponential smoothing methods. The second is a step-wise algorithm for forecasting with ARIMA models. The algorithms are applicable to both seasonal and non-seasonal data, and are compared and illustrated using four real time series. We also briefly describe some of the other functionality available in the forecast package.

Automatic time series forecasting: the forecast package for R.

Automatic forecasts of large numbers of univariate time series are often needed in business and other contexts. We describe two automatic forecasting algorithms that have been implemented in the forecast package for R. The first is based on innovations state space models that underly exponential smoothing methods. The second is a step-wise algorithm for forecasting with ARIMA models. The algorithms are applicable to both seasonal and non-seasonal data, and are compared and illustrated using four real time series. We also briefly describe some of the other functionality available in the forecast package.ARIMA models; automatic forecasting; exponential smoothing; prediction intervals; state space models; time series, R.

Oscillations in the dark energy EoS: new MCMC lessons

We study the possibility of detecting oscillating patterns in the equation of state (EoS) of the dark energy using different cosmological datasets. We follow a phenomenological approach and study three different oscillating models for the EoS, one of them periodic and the other two damped (proposed here for the first time). All the models are characterised by the amplitude value, the centre and the frequency of oscillations. In contrast to previous works in the literature, we do not fix the value of the frequency to a fiducial value related to the time extension of chosen datasets, but consider a discrete set of values, so to avoid arbitrariness and try and detect any possible time period in the EoS. We test the models using a recent collection of SNeIa, direct Hubble data and Gamma Ray Bursts data. Main results are: I. even if constraints on the amplitude are not too strong, we detect a trend of it versus the frequency, i.e. decreasing (and even negatives) amplitudes for higher frequencies; II. the centre of oscillation (which corresponds to the present value of the EoS parameter) is very well constrained, phantom behaviour is excluded at $1\sigma$ level and trend which is in agreement with the one for the amplitude appears; III. the frequency is hard to constrain, showing similar statistical validity for all the values of the discrete set chosen, but the best fit of all the scenarios considered is associated with a period which is in the redshift range depicted by our cosmological data. The "best" oscillating models are compared with $\Lambda$CDM using dimensionally consistent a Bayesian approach based information criterion and the conclusion reached is the non existence of significant evidence against dark energy oscillations.Comment: 12 papers, mn2e, 8 figure