Forecasting industrial production with linear, nonlinear, and structural change models

We compare the forecasting performance of linear autoregressive models, autoregressive models with structural breaks, self-exciting threshold autoregressive models, and Markov switching autoregressive models in terms of point, interval, and density forecasts for h-month growth rates of industrial production of the G7 countries, for the period January 1960-December 2000. The results of point forecast evaluation tests support the established notion in the forecasting literature on the favorable performance of the linear AR model. By contrast, the Markov switching models render more accurate interval and density forecasts than the other models, including the linear AR model. This encouraging finding supports the idea that non-linear models may outperform linear competitors in terms of describing the uncertainty around future realizations of a time series.nonlinearity;structural change;density forecasts;forecast evaluation tests;interval forecasts

Comment on "Magnetic field effects on neutron diffraction in the antiferromagnetic phase of UPt3"

Moreno and Sauls [Phys. Rev. B 63, 024419 (2000)] have recently tried to reanalyze earlier neutron scattering studies of the antiferromagnetic order in UPt3 with a magnetic field applied in the basal plane. In their calculation of the magnetic Bragg peak intensities, they perform an average over different magnetic structures belonging to distinct symmetry representations. This is incorrect. In addition, they have mistaken the magnetic field direction in one of the experiments, hence invalidating their conclusions concerning the experimental results.Comment: Revised 5 June 2001: Added group theory analysis and modified discussion of S and K domain

Single-mask thermal displacement sensor in MEMS

In this work we describe a one degree-of-freedom microelectromechanical thermal\ud displacement sensor integrated with an actuated stage. The system was fabricated in the device layer of a silicon-on-insulator wafer using a single-mask process. The sensor is based on the temperature dependent electrical resistivity of silicon and the heat transfer by conduction through a thin layer of air. On a measurement range of 50 μm and using a measurement bandwidth of 30 Hz, the 1-sigma noise corresponds to 3.47 nm. The power consumption of the sensor is 209 mW, almost completely independent of stage position. The drift of the sensor over a measurement period of 32 hours was 32 nm

WKB approximation for multi-channel barrier penetrability

Using a method of local transmission matrix, we generalize the well-known WKB formula for a barrier penetrability to multi-channel systems. We compare the WKB penetrability with a solution of the coupled-channels equations, and show that the WKB formula works well at energies well below the lowest adiabatic barrier. We also discuss the eigen-channel approach to a multi-channel tunneling, which may improve the performance of the WKB formula near and above the barrier.Comment: 15 pages, 4 eps figure

Forecasting industrial production with linear, nonlinear, and structural change models

We compare the forecasting performance of linear autoregressive models, autoregressive models with structural breaks, self-exciting threshold autoregressive models, and Markov switching autoregressive models in terms of point, interval, and density forecasts for h-month growth rates of industrial production of the G7 countries, for the period January 1960-December 2000. The results of point forecast evaluation tests support the established notion in the forecasting literature on the favorable performance of the linear AR model. By contrast, the Markov switching models render more accurate interval and density forecasts than the other models, including the linear AR model. This encouraging finding supports the idea that non-linear models may outperform linear competitors in terms of describing the uncertainty around future realizations of a time series

Adding a subjective dimension to an ICF-based disability measure for people with multiple sclerosis: development and use of a measure for perception of disabilities

OBJECTIVE: The subjective dimension of disability, the perception of disability, is a dimension missing from the International Classification of Functioning, Disability and Health (ICF), and from health-related quality of life (HRQOL) instruments. However, it is a highly relevant dimension for clinical practice as perceived disability may identify care needs. We therefore developed a measure for this subjective dimension of disability in multiple sclerosis (MS) and examined the contribution of this dimension to QOL. METHOD: A measure named the Multiple Sclerosis Impact Profile-Disability Perception (MSIP-DP) was developed to reflect a person's perception of disabilities reported using the original MSIP-disability (MSIP-D) items. MS patients (n=530) completed both MSIP sections, the medical outcome study short form questionnaire (SF-36), the World Health Organisation Quality Of Life-BREF (WHOQOL-BREF) and questions concerning disease severity. The contribution of disability perception (DP) to QOL in MS was estimated using hierarchical multiple regression analyses after controlling for MS severity. RESULTS: Confirmative factor analysis confirmed the hypothesised disability perception domains that correspond with the related disability domains in the MSIP. DP scales yielded sufficient reliability. DP explained a unique and substantial part of the variance in QOL, particularly the perception of impairments in mental functions. DISCUSSION: Results indicated that the subjective dimension of functioning and health operationalised in the MSIP-DP is a relevant concept in explaining QOL in MS. In clinical practice psychological interventions addressing a patient's perception of disability, particularly of impairments in mental functioning, may contribute to QOL

Self-rated health and employment status in patients with multiple sclerosis

Purpose. The aim is to explore the association between self-rated health and employment status in patients with multiple sclerosis (MS) when controlling for age, gender, functional disability, disease duration, anxiety and depression. Method. One hundred eighty-four people with MS completed a sociodemographic questionnaire that included questions on employment status, the first item of the Short Form-36 Health Survey and the Hospital Anxiety and Depression Scale. Functional disability was assessed using the Expanded Disability Status Scale. The probability of good self-rated health in employed persons was investigated using stepwise logistic regression analyses. Results. Patients with MS who reported good self-rated health were 2.46 times more likely to be employed (95% confidence interval [CI]: 1.08-5.59). Patients without anxiety were 2.64 times more likely to be employed (95% CI: 1.23-5.67). Patients with higher EDSS scores were 0.49 times less likely to be employed (95% CI: 0.33-0.70). Age, gender, disease duration and the presence of depression did not show an increased chance of patient employment. Conclusions. Patients with MS with good self-rated health are more likely to be employed, even after adjusting for age, gender, education, functional disability, disease duration, depression and anxiety. Dependent on the findings of longitudinal studies unravelling the relevant causal pahways, self-rated health might be used as a quick and cheap prognostic marker, which could warn about the possible loss of employment, or changes in functional disability

The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series

Changes in the seasonal patterns of macroeconomic time series may be due to the effects of business cycle fluctuations or to technological and institutional change or both. We examine the relative importance of these two sources of change in seasonality for industrial production series of the G7 countries. We find compelling evidence that the effects of gradual institutional and technological change are much more important than the effects attributable to the business cycle

Reply to ``Comment on `Magnetic field effects on neutron diffraction in the antiferromagnetic phase of UPt3UPt_3'''

Fak, van Dijk and Wills (FDW) question our interpretation of elastic neutron-scattering experiments in the antiferromagnetic phase of UPt_3. They state that our analysis is incorrect because we average over magnetic structures that are disallowed by symmetry. We disagree with FDW and reply to their criticism. FDW also point out that we have mistaken the magnetic field direction in the experiment reported by N. H. van Dijk et al. [Phys. Rev. B 58, 3186 (1998)]. We correct this error and note that our previous conclusion is also valid for the correct field orientation.Comment: 3 page

Inflection point in the magnetic field dependence of the ordered moment of URu2Si2 observed by neutron scattering in fields up to 17 T

We have measured the magnetic field dependence of the ordered antiferromagnetic moment and the magnetic excitations in the heavy-fermion superconductor URu2Si2 for fields up to 17 Tesla applied along the tetragonal c axis, using neutron scattering. The decrease of the magnetic intensity of the tiny moment with increasing field does not follow a simple power law, but shows a clear inflection point, indicating that the moment disappears first at the metamagnetic transition at ~40 T. This suggests that the moment m is connected to a hidden order parameter Phi which belongs to the same irreducible representation breaking time-reversal symmetry. The magnetic excitation gap at the antiferromagnetic zone center Q=(1,0,0) increases continuously with increasing field, while that at Q=(1.4,0,0) is nearly constant. This field dependence is opposite to that of the gap extracted from specific-heat data.Comment: 10 pages, 5 figures, submitted to PR