Forecasting in the presence of recent structural change

We examine how to forecast after a recent break. We consider monitoring for change and then combining forecasts from models that do and do not use data before the change; and robust methods, namely rolling regressions, forecast averaging over different windows and exponentially weighted moving average (EWMA) forecasting. We derive analytical results for the performance of the robust methods relative to a full-sample recursive benchmark. For a location model subject to stochastic breaks the relative MSFE ranking is EWMA < rolling regression < forecast averaging. No clear ranking emerges under deterministic breaks. In Monte Carlo experiments forecast averaging improves performance in many cases with little penalty where there are small or infrequent changes. Similar results emerge when we examine a large number of UK and US macroeconomic series

The real time mass evaluation system as a tool for detection of undeclared cascade operation at GCEPs

Given the flexibility of current cascade designs a real time mass monitoring system is preferred for safeguarding Gas Centrifuge Enrichment Plants. However, if such a system is to be installed in a GCEP it must not impinge on plant operation or be intrusive. Since load cells are already part of the operational process and located outside the cascade hall their exploitation for safeguards purposes is an obvious development. The paper describes, through dynamic simulations, how transients would be observed in real-time mass balances when undeclared cascade operation takes place in a declared facility

A Detailed Investigation of Staged Normal Injection into a Mach 2 Flow

A study of the staged injection of two jets of air behind a rearward facing step into a Mach 2 flow was performed using the SPARK 3-D Navier-Stokes code. Calculated mole fraction distributions were compared with an extensive set of planar mole fraction measurements made with a laser induced iodine fluorescence technique. A statistical measure, the standard deviation, was used to help assess agreement between calculation and experiment. Overall, good agreement was found between calculated and measured values. Generally, agreement was better in the far field of the injectors. The effect of grid resolution was investigated by calculating solutions on grids of 60,000, 200,000, and 450,000 points. Differences in the solutions on the two finer grids were small. However, the mole fraction distributions were distinguishable. The effect of turbulence modeling was investigated by employing three different algebraic models for the jet turbulence: the Baldwin-Lomax model, the Prandtl mixing length model, and the Eggers mixing length model. Overall, the Eggers mixing length model was found to be superior for this case. Finally, the effect of the jet exit conditions was examined. A recently proposed Mach number distribution at the jet exit was found to slightly improve agreement between measurement and calculation

Journal Staff

We employ monochromatized electron energy loss spectroscopy to study Ti3SiC2 and Ti3AlC2. By probing individual grains aligned along different axes in bulk polycrystalline Ti3SiC2 and Ti3AlC2, this approach enables determination of the anisotropy of the dielectric functions and an estimate of the free-electron lifetime in different orientations. The dielectric functions are characterized by strong interband transitions in the low energy region. The energies plasmon resonance were determined to be approximate to 5 eV and exhibit a strong orientation-dependence. Our measurements show that the free-electron lifetimes are also highly orientation-dependent. These results suggest that scattering of carriers in MAX phases is very sensitive to composition and orientation.Original Publication:G Hug, Per Eklund and A Orchowski, Orientation dependence of electron energy loss spectra and dielectric functions of Ti3SiC2 and Ti3AlC2, 2010, ULTRAMICROSCOPY, (110), 8, 1054-1058.http://dx.doi.org/10.1016/j.ultramic.2010.05.007Copyright: Elsevier Science B.V., Amsterdam.http://www.elsevier.com