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

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

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

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

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

Analysis of the dosage controversy in recess-resect and Faden surgery with the Robinson computer model of eye movements

In recess-resect surgery, the dosage depends on the preoperative angle of squint and on the ratio between squint-angle reduction and dosage that the surgeon has found in previous surgery. Recommendations pertaining to this ratio vary widely among authors. Some say a recession does more than a resection, while others believe the opposite is true. Finally, most find a lower ratio at smaller preoperative angles of squint. We investigated the matter, using our modified version of the Robinson computer model of eye movements. We calculated the amounts of surgery needed to reduce 10, 15, 20, 25 and 30 degree angles of squint to zero. The increase of the ratio at large angles of squint was indeed predicted by the model. The decrease at small angles of squint, however, was not predicted by the model. We found it impossible to model the decrease of the ratio at small preoperative angles of squint. The ratios for recess and resect surgery were approximately similar. We present an inventory of the possible causes of the discrepancies. In addition, we calculated the effects of Faden surgery and found that the predictions of the computer model correspond closely to reality

A linear programming approach to Markov reward error bounds for queueing networks

In this paper, we present a numerical framework for constructing bounds on stationary performance measures of random walks in the positive orthant using the Markov reward approach. These bounds are established in terms of stationary performance measures of a perturbed random walk whose stationary distribution is known explicitly. We consider random walks in an arbitrary number of dimensions and with a transition probability structure that is defined on an arbitrary partition of the positive orthant. Within each component of this partition the transition probabilities are homogeneous. This enables us to model queueing networks with, for instance, break-downs and finite buffers. The main contribution of this paper is that we generalize the linear programming approach of [1] to this class of models

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