Maximum likelihood estimation for α\alpha-stable autoregressive processes

We consider maximum likelihood estimation for both causal and noncausal autoregressive time series processes with non-Gaussian $\alpha$-stable noise. A nondegenerate limiting distribution is given for maximum likelihood estimators of the parameters of the autoregressive model equation and the parameters of the stable noise distribution. The estimators for the autoregressive parameters are $n^{1/\alpha}$-consistent and converge in distribution to the maximizer of a random function. The form of this limiting distribution is intractable, but the shape of the distribution for these estimators can be examined using the bootstrap procedure. The bootstrap is asymptotically valid under general conditions. The estimators for the parameters of the stable noise distribution have the traditional $n^{1/2}$ rate of convergence and are asymptotically normal. The behavior of the estimators for finite samples is studied via simulation, and we use maximum likelihood estimation to fit a noncausal autoregressive model to the natural logarithms of volumes of Wal-Mart stock traded daily on the New York Stock Exchange.Comment: Published in at http://dx.doi.org/10.1214/08-AOS632 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Dynamical Systems Methods Applied to the Michaelis-Menten and Lindemann Mechanisms

In the first part of this thesis, we will explore an iterative procedure to determine the detailed asymptotic behaviour of solutions of a certain class of nonlinear vector differential equations which approach a nonlinear sink as time tends to infinity. This procedure is indifferent to resonance in the eigenvalues. Some attention will be given to finding approximations to solutions which are themselves flows. Moreover, we will address the writing of one component in terms of another in the case of a planar system. In the second part of this thesis, we will explore the Michaelis-Menten mechanism of a single enzyme-substrate reaction. The focus is an analysis of the planar reduction in phase space or, equivalently, solutions of the scalar reduction. In particular, we will prove the existence and uniqueness of a slow manifold between the horizontal and vertical isoclines. Also, we will determine the concavity of all solutions in the first quadrant. Moreover, we will establish the asymptotic behaviour of all solutions near the origin, which generally is not given by a Taylor series. Finally, we will determine the asymptotic behaviour of the slow manifold at infinity. Additionally, we will study the planar reduction. In particular, we will find non-trivial bounds on the length of the pre-steady-state period, determine the asymptotic behaviour of solutions as time tends to infinity, and determine bounds on the solutions valid for all time. In the third part of this thesis, we explore the (nonlinear) Lindemann mechanism of unimolecular decay. The analysis will be similar to that for the Michaelis-Menten mechanism with an emphasis on the differences. In the fourth and final part of this thesis, we will present some open problems

Batch Scheduling of Recurrent Applications for Energy Savings on Mobile Phones

Recurrent applications that mostly run in the background are a significant source of power consumption on battery-limited mobile phones. We highlight the pitfalls of scheduling such applications independently without awareness of each other's schedules. We illustrate the significant energy savings that can be achieved via batch scheduling of recurrent mobile phone applications. We then present our on-going work on developing a general batch scheduling framework for such applications and also outline our early experiences studying the benefit of batch scheduling on two different mobile phone platforms-Nokia N95 and HTC (Android) - that are commonly used in the research community

Sound Speed Manager: An open-source application to manage sound speed profiles

The execution of a modern survey using acoustic sensors cannot overlook an accurate environmental characterization of the water column. In particular, the selected sound speed profile is critical for ray tracing, while knowing the temperature and the salinity variability is crucial in the calculation of valid absorption coefficients. Built on decades of experience and feedback from hydrographic surveyors, Sound Speed Manager provides a streamlined workflow that guides the user to perform accurate processing and management of sound speed profiles. Developed following criteria of simplicity of use, robustness of results, and openness of the chosen solutions, Sound Speed Manager is a ready-for-use but customizable application, with a long-term support plan, made freely available to the hydrographic community under an open source license model.La ejecución de un levantamiento moderno utilizando sensores acústicos no puede pasar por alto una caracterización ambiental precisa de la columna de agua. En particular, el perfil de la velocidad del sonido seleccionado es crítico para el trazado de los haces, mientras que el conocimiento de la temperatura y de la variabilidad de la salinidad es crucial en el cálculo de los coeficientes de absorción válidos. Creado basándose en décadas de experiencia y de contribuciones de hidrógrafos, el Administrador de la Velocidad del Sonido proporciona un flujo de trabajo dirigido que orienta al usuario para que pueda ejecutar un proceso preciso y administrar los perfiles de la velocidad del sonido. Elaborado siguiendo criterios de simplicidad en su uso, solidez de los resultados, y una apertura de las soluciones elegidas, el Administrador de la Velocidad del Sonido es una aplicación lista para su uso pero personalizable, con un plan de asistencia a largo plazo, disponible gratuitamente para la comunidad hidrográfica bajo un modelo de licencia de fuente abierta.L'exécution de levés modernes à l'aide de capteurs acoustiques ne peut pas se dispenser d'une caractérisation environnementale exacte de la colonne d'eau. En particulier, le profil de vitesse de son sélectionné est un élément critique du tracé des rayons, de la même manière que la connaissance de la variabilité de la température et de la salinité est indispensable pour le calcul de coefficients d'absorption corrects. Sur la base de dizaines d'années d'expérience et des retours des hydrographes, Sound Speed Manager fournit un processus optimisé qui guide l'utilisateur afin qu'il soit en mesure de traiter et de gérer de manière précise les profils de vitesse du son. Elaboré selon des critères de simplicité d'utilisation, de robustesse des résultats, et d'ouverture aux solutions choisies, Sound Speed Manager est une application prête à l'emploi mais personnalisable, associée à un plan de soutien à long terme, mise gracieusement à la disposition de la communauté hydrographique sous un modèle de licence open source

On the impact of powder cohesion on the bulk properties of a powder bed in Additive Manufacturing using Discrete Element Method (DEM) simulations

In powder based Additive Manufacturing (AM) a uniform and compact spread of particles is required which can then be accurately fused layer by layer to form final products. As powders are spread, several parameters control the quality of the final powder bed layer; namely, spreader type, powder grain shape, powder characteristics and ambient manufacturing conditions. Utilising discrete element method (DEM) simulations this paper investigates the effect of cohesion on the quality of the powder bed post spreading. However, only cohesion due to the formation of liquid bridges as a result of moisture content of the powder is considered in this work. Simulations are run with a realistic spreader (geometry of which was created from data points from manufacturing equipment used within industry), alongside realistic particle shapes created via Multi-Sphere Approximations (MSA) of models derived from powder X-ray microtomography images, see Figure 1. A random selection of powder particles is chosen and used within simulations, with the resolution of these particles being controlled via a surface smoothing factor [1] to ensure an acceptable balance of accuracy and computational cost. Simulations are run with an appropriate subset of the total number of particles to yield a statistically accurate representation of the grain population to identify the effects of cohesion on the final quality of the powder bed layer. In this paper for the first time, the relationship between the moisture content and powder bed quality is investigated and the simulation results indicate that the cohesion has a strong effect on the powder bed quality which is quantified via a surface roughness parameter and powder's bulk density

Electronic Chart of the Future: The Hampton Roads Project

ECDIS is evolving from a two-dimensional static display of chart-related data to a decision support system capable of providing real-time or forecast information. While there may not be consensus on how this will occur, it is clear that to do this, ENC data and the shipboard display environment must incorporate both depth and time in an intuitively understandable way. Currently, we have the ability to conduct high-density hydrographic surveys capable of producing ENCs with decimeter contour intervals or depth areas. Yet, our existing systems and specifications do not provide for a full utilization of this capability. Ideally, a mariner should be able to benefit from detailed hydrographic data, coupled with both forecast and real-time water levels, and presented in a variety of perspectives. With this information mariners will be able to plan and carry out transits with the benefit of precisely determined and easily perceived underkeel, overhead, and lateral clearances. This paper describes a Hampton Roads Demonstration Project to investigate the challenges and opportunities of developing the “Electronic Chart of the Future.” In particular, a three-phase demonstration project is being planned: 1. Compile test datasets from existing and new hydrographic surveys using advanced data processing and compilation procedures developed at the University of New Hampshire’s Center for Coastal and Ocean Mapping/Joint Hydrographic Center (CCOM/JHC); 2. Investigate innovative approaches being developed at the CCOM/JHC to produce an interactive time- and tide-aware navigation display, and to evaluate such a display on commercial and/or government vessels; 3. Integrate real-time/forecast water depth information and port information services transmitted via an AIS communications broadcast

Corals of the genus Porites are a locally abundant component of the epibiont community on mangrove prop roots at Calabash Caye, Turneffe Atoll, Belize

Mangroves are generally regarded as inhospitable for corals, but recent reports suggest they provide ecological refuge for some species. We surveyed diverse mangrove habitats on Turneffe Atoll, Belize, documenting 127 colonies of Porites divaricata (Thin Finger Coral) along 1858 m of mangrove prop roots at Calabash Caye and a much more diverse coral assemblage at Crooked Creek. At Calabash, corals were highly clumped, and varied widely in size and morphology, including large well-arborized colonies, encrusting forms with few branches, and new recruits with no branches, suggesting an age-structuredpopulation exhibiting extensive morphological plasticity. The data described here contributeto an emerging picture of mangroves as potentially critical habitat for many Caribbeancoral species.Accepted manuscrip

On-orbit servicing commercial opportunities with security implications

The On-Orbit Servicing (OOS) working group discussed legal and political implications of developing a commercial OOS industry. The group considered the benefits that OOS and Active Debris Removal (ADR) can offer the satellite industry, as well as potential disadvantages for international relations between space faring nations. To gain an accurate perspective of stakeholders involved in such a process, the OOS working group held a mock hearing for OOS licensing, with members of the working group assigned to represent stakeholders. Working group members presented their cases at a simulated domestic regulatory panel, constructed of members representing various government ministers, to fully explore stakeholder views. The mock hearings explored the challenges faced by OOS and ADR entrepreneurs as well as the benefit of regulation. The groups highlighted recommendations to ensure the practicality of OOS and determine how best to encourage licensing and regulation of such activities, as summarised below. 1. The United Nations (UN) should provide regulatory guidelines for OOS and ADR. 2. Government agencies should license OOS. The Federal Aviation Administration (FAA) has taken responsibility for licensing commercial space transportation in the United States and this should be extended to OOS/ADR missions to enable short-term advancement prior to further UN regulation. 3. Government should support OOS and ADR development to ensure continued demand. This includes leading by example on government satellites and potential launch levies to enable on-going ADR funding. 4. All stakeholders should prevent weaponisation of space through transparency of operations. 5. Nations should initiate international cooperation on ADR. OOS and ADR will ensure sustainable use of satellites, particularly in LEO and GEO, for the coming decades. It is through transparency, economic stimulation and close monitoring that such endeavours will be successful