Time series forecasting with the WARIMAX-GARCH method

It is well-known that causal forecasting methods that include appropriately chosen Exogenous Variables (EVs) very often present improved forecasting performances over univariate methods. However, in practice, EVs are usually difficult to obtain and in many cases are not available at all. In this paper, a new causal forecasting approach, called Wavelet Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (WARIMAX-GARCH) method, is proposed to improve predictive performance and accuracy but also to address, at least in part, the problem of unavailable EVs. Basically, the WARIMAX-GARCH method obtains Wavelet “EVs” (WEVs) from Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (ARIMAX-GARCH) models applied to Wavelet Components (WCs) that are initially determined from the underlying time series. The WEVs are, in fact, treated by the WARIMAX-GARCH method as if they were conventional EVs. Similarly to GARCH and ARIMA-GARCH models, the WARIMAX-GARCH method is suitable for time series exhibiting non-linear characteristics such as conditional variance that depends on past values of observed data. However, unlike those, it can explicitly model frequency domain patterns in the series to help improve predictive performance. An application to a daily time series of dam displacement in Brazil shows the WARIMAX-GARCH method to remarkably outperform the ARIMA-GARCH method, as well as the (multi-layer perceptron) Artificial Neural Network (ANN) and its wavelet version referred to as Wavelet Artificial Neural Network (WANN) as in [1], on statistical measures for both in-sample and out-of-sample forecasting

Macrofungal diversity in Colombian Amazon forests varies with regions and regimes of disturbance

Here we present the results of fungal biodiversity studies from some selected Colombian Amazon forests in relationship to plant biodiversity and successional stages after slash and burn agriculture. Macrofungal diversity was found to differ between forests occurring in two regions (Araracuara vs Amacayacu) as well as between flooded forests and terra firme forests in the Amacayacu region. Macrofungal biodiversity differed between regeneration states of different age in the Araracuara region. Suitable substrates, especially dead wood that occurred as a result of recent slash and burn agriculture, resulted in the formation of many sporocarps of wood-inhabiting species. Putative ectomycorrhizal species were found in a dipterocarp forest. Fifty two percent of the macrofungal species could not be identified to the species level, but could be assigned to a genus, and it is likely that a significant portion of these represent species new to science. Long term studies are needed to obtain a comprehensive and complete understanding of the diversity and functioning of mycobiota in Amazon forest ecosystems

Dynamic Vortex Phases and Pinning in Superconductors with Twin Boundaries

We investigate the pinning and driven dynamics of vortices interacting with twin boundaries using large scale molecular dynamics simulations on samples with near one million pinning sites. For low applied driving forces, the vortex lattice orients itself parallel to the twin boundary and we observe the creation of a flux gradient and vortex free region near the edges of the twin boundary. For increasing drive, we find evidence for several distinct dynamical flow phases which we characterize by the density of defects in the vortex lattice, the microscopic vortex flow patterns, and orientation of the vortex lattice. We show that these different dynamical phases can be directly related to microscopically measurable voltage - current V(I) curves and voltage noise. By conducting a series of simulations for various twin boundary parameters we derive several vortex dynamic phase diagrams.Comment: 5 figures, to appear in Phys. Rev.

Time-integrated luminosity recorded by the BABAR detector at the PEP-II e+e- collider

This article is the Preprint version of the final published artcile which can be accessed at the link below.We describe a measurement of the time-integrated luminosity of the data collected by the BABAR experiment at the PEP-II asymmetric-energy e+e- collider at the ϒ(4S), ϒ(3S), and ϒ(2S) resonances and in a continuum region below each resonance. We measure the time-integrated luminosity by counting e+e-→e+e- and (for the ϒ(4S) only) e+e-→μ+μ- candidate events, allowing additional photons in the final state. We use data-corrected simulation to determine the cross-sections and reconstruction efficiencies for these processes, as well as the major backgrounds. Due to the large cross-sections of e+e-→e+e- and e+e-→μ+μ-, the statistical uncertainties of the measurement are substantially smaller than the systematic uncertainties. The dominant systematic uncertainties are due to observed differences between data and simulation, as well as uncertainties on the cross-sections. For data collected on the ϒ(3S) and ϒ(2S) resonances, an additional uncertainty arises due to ϒ→e+e-X background. For data collected off the ϒ resonances, we estimate an additional uncertainty due to time dependent efficiency variations, which can affect the short off-resonance runs. The relative uncertainties on the luminosities of the on-resonance (off-resonance) samples are 0.43% (0.43%) for the ϒ(4S), 0.58% (0.72%) for the ϒ(3S), and 0.68% (0.88%) for the ϒ(2S).This work is supported by the US Department of Energy and National Science Foundation, the Natural Sciences and Engineering Research Council (Canada), the Commissariat à l’Energie Atomique and Institut National de Physique Nucléaire et de Physiquedes Particules (France), the Bundesministerium für Bildung und Forschung and Deutsche Forschungsgemeinschaft (Germany), the Istituto Nazionale di Fisica Nucleare (Italy), the Foundation for Fundamental Research on Matter (The Netherlands), the Research Council of Norway, the Ministry of Education and Science of the Russian Federation, Ministerio de Ciencia e Innovación (Spain), and the Science and Technology Facilities Council (United Kingdom). Individuals have received support from the Marie-Curie IEF program (European Union) and the A.P. Sloan Foundation (USA)

Massive Star Formation

This chapter reviews progress in the field of massive star formation. It focuses on evidence for accretion and current models that invoke high accretion rates. In particular it is noted that high accretion rates will cause the massive young stellar object to have a radius much larger than its eventual main sequence radius throughout much of the accretion phase. This results in low effective temperatures which may provide the explanation as to why luminous young stellar objects do not ionized their surroundings to form ultra-compact H II regions. The transition to the ultra-compact H II region phase would then be associated with the termination of the high accretion rate phase. Objects thought to be in a transition phase are discussed and diagnostic diagrams to distinguish between massive young stellar objects and ultra-compact H II regions in terms of line widths and radio luminosity are presented.Comment: 21 pages, 6 figures, chapter in Diffuse Matter from Star Forming Regions to Active Galaxies - A Volume Honouring John Dyson, Edited by T.W. Hartquist, J. M. Pittard, and S. A. E. G. Falle. Series: Astrophysics and Space Science Proceedings. Springer Dordrecht, 2007, p.6

Frequency spectrum of toroidal Alfv\'en mode in a neutron star with Ferraro's form of nonhomogeneous poloidal magnetic field

Using the energy variational method of magneto-solid-mechanical theory of a perfectly conducting elastic medium threaded by magnetic field, the frequency spectrum of Lorentz-force-driven global torsional nodeless vibrations of a neutron star with Ferraro's form of axisymmetric poloidal nonhomogeneous internal and dipole-like external magnetic field is obtained and compared with that for this toroidal Alfv\'en mode in a neutron star with homogeneous internal and dipolar external magnetic field. The relevance of considered asteroseismic models to quasi-periodic oscillations of the X-ray flux during the ultra powerful outbursts of SGR 1806-20 and SGR 1900+14 is discussed.Comment: Accepted for publication in Astrophysics & Space Scienc

Gene-gene Interaction Analyses for Atrial Fibrillation

Atrial fibrillation (AF) is a heritable disease that affects more than thirty million individuals worldwide. Extensive efforts have been devoted to the study of genetic determinants of AF. The objective of our study is to examine the effect of gene-gene interaction on AF susceptibility. We performed a large-scale association analysis of gene-gene interactions with AF in 8,173 AF cases, and 65,237 AF-free referents collected from 15 studies for discovery. We examined putative interactions between genome-wide SNPs and 17 known AF-related SNPs. The top interactions were then tested for association in a