Signal Extraction and the Formulation of Unobserved Components Models

This paper looks at unobserved components models and examines the implied weighting pat- terns for signal extraction. There are three main themes. The first is the implications of correlated disturbances driving the components, especially those cases in which the correlation is perfect. The second is how setting up models with t- distributed disturbances leads to weighting patterns which are robust to outliers and breaks. The third is a comparison of implied weighting patterns with kernels used in nonparametric trend estimation and equivalent kernels used in spline smoothing. We also examine how weighting patterns are affected by heteroscedasticity and irregular spacing and provide an illustrative example.Cubic spline;Kalman filter and smoother;Kernels;Robustness;Structural time series model;Trend;Wiener-Kolmogorov filter

Self-similar propagation of parabolic pulses in normal-dispersion fiber amplifiers

Pulse propagation in high-gain optical fiber amplifiers with normal group-velocity dispersion has been studied by self-similarity analysis of the nonlinear Schrödinger equation with gain. For an amplifier with a constant distributed gain, an exact asymptotic solution has been found that corresponds to a linearly chirped parabolic pulse that propagates self-similarly in the amplifier, subject to simple scaling rules. The evolution of an arbitrary input pulse to an asymptotic solution is associated with the development of low-amplitude wings on the parabolic pulse whose functional form has also been found by means of self-similarity analysis. These theoretical results have been confirmed with numerical simulations. A series of guidelines for the practical design of fiber amplifiers to operate in the asymptotic parabolic pulse regime has also been developed

Bayes estimates of the cyclical component in twentieth centruy US gross domestic product

Cyclical components in economic time series are analysed in a Bayesian framework, thereby allowing prior notions about periodicity to be used. The method is based on a general class of unobserved component models that encompasses a range of dynamics in the stochastic cycle. This allows for instance relatively smooth cycles to be extracted from time series. Posterior densities of parameters and estimated components are obtained using Markov chain Monte Carlo methods, which we develop for both univariate and multivariate models. Features such as time-varying amplitude may be studied by examining different functions of the posterior draws for the cyclical component and parameters. The empirical application illustrates the method for annual US real GDP over the last 130 years

Trends and cycles in economic time series: A Bayesian approach

Trends and cyclical components in economic time series are modeled in a Bayesian framework. This enables prior notions about the duration of cycles to be used, while the generalized class of stochastic cycles employed allows the possibility of relatively smooth cycles being extracted. The posterior distributions of such underlying cycles can be very informative for policy makers, particularly with regard to the size and direction of the output gap and potential turning points. From the technical point of view a contribution is made in investigating the most appropriate prior distributions for the parameters in the cyclical components and in developing Markov chain Monte Carlo methods for both univariate and multivariate models. Applications to US macroeconomic series are presented

Missing data imputation of high-resolution temporal climate time series data

© 2020 The Authors. Meteorological Applications published by John Wiley & Sons Ltd on behalf of the Royal Meteorological Society. Analysis of high-resolution data offers greater opportunity to understand the nature of data variability, behaviours, trends and to detect small changes. Climate studies often require complete time series data which, in the presence of missing data, means imputation must be undertaken. Research on the imputation of high-resolution temporal climate time series data is still at an early phase. In this study, multiple approaches to the imputation of missing values were evaluated, including a structural time series model with Kalman smoothing, an autoregressive integrated moving average (ARIMA) model with Kalman smoothing and multiple linear regression. The methods were applied to complete subsets of data from 12 month time series of hourly temperature, humidity and wind speed data from four locations along the coast of Western Australia. Assuming that observations were missing at random, artificial gaps of missing observations were studied using a five-fold cross-validation methodology with the proportion of missing data set to 10%. The techniques were compared using the pooled mean absolute error, root mean square error and symmetric mean absolute percentage error. The multiple linear regression model was generally the best model based on the pooled performance indicators, followed by the ARIMA with Kalman smoothing. However, the low error values obtained from each of the approaches suggested that the models competed closely and imputed highly plausible values. To some extent, the performance of the models varied among locations. It can be concluded that the modelling approaches studied have demonstrated suitability in imputing missing data in hourly temperature, humidity and wind speed data and are therefore recommended for application in other fields where high-resolution data with missing values are common

Mechanical and structural assessment of laboratory- and field-compacted asphalt mixtures

Compaction forms an integral part in the formation of the aggregate orientation and structure of an asphalt mixture and therefore has a profound influence on its final volumetric and mechanical performance. This article describes the influence of various forms of laboratory (gyratory, vibratory and slab-roller) and field compaction on the internal structure of asphalt specimens and subsequently on their mechanical properties, particularly stiffness and permanent deformation. A 2D image capturing and image analysis system has been used together with alternative specimen sizes and orientations to quantify the internal aggregate structure (orientation and segregation) for a range of typically used continuously graded asphalt mixtures. The results show that in terms of aggregate orientation, slab-compacted specimens tend to mimic field compaction better than gyratory and vibratory compaction. The mechanical properties of slab-compacted specimens also tend to be closer to that of field cores. However, the results also show that through careful selection of specimen size, specimen orientation and compaction variables, even mould-based compaction methods can be utilised with particular asphalt mixtures to represent field-compacted asphalt mixtures

Parameters of the Magnetic Flux inside Coronal Holes

Parameters of magnetic flux distribution inside low-latitude coronal holes (CHs) were analyzed. A statistical study of 44 CHs based on Solar and Heliospheric Observatory (SOHO)/MDI full disk magnetograms and SOHO/EIT 284\AA images showed that the density of the net magnetic flux, $B_{{\rm net}}$, does not correlate with the associated solar wind speeds, $V_x$. Both the area and net flux of CHs correlate with the solar wind speed and the corresponding spatial Pearson correlation coefficients are 0.75 and 0.71, respectively. A possible explanation for the low correlation between $B_{{\rm net}}$ and $V_x$ is proposed. The observed non-correlation might be rooted in the structural complexity of the magnetic field. As a measure of complexity of the magnetic field, the filling factor, $f(r)$, was calculated as a function of spatial scales. In CHs, $f(r)$ was found to be nearly constant at scales above 2 Mm, which indicates a monofractal structural organization and smooth temporal evolution. The magnitude of the filling factor is 0.04 from the Hinode SOT/SP data and 0.07 from the MDI/HR data. The Hinode data show that at scales smaller than 2 Mm, the filling factor decreases rapidly, which means a mutlifractal structure and highly intermittent, burst-like energy release regime. The absence of necessary complexity in CH magnetic fields at scales above 2 Mm seems to be the most plausible reason why the net magnetic flux density does not seem to be related to the solar wind speed: the energy release dynamics, needed for solar wind acceleration, appears to occur at small scales below 1 Mm.Comment: 6 figures, approximately 23 pages. Accepted in Solar Physic

Use of Only Oral Rehydration Salt Solution for Successful Management of a Young Infant with Serum Sodium of 201 mmol/L in an Urban Diarrhoeal Diseases Hospital, Bangladesh

A boy aged 4 months 7 days was admitted to the Intensive Care Unit (ICU) of the Dhaka Hospital of icddr,b, Dhaka, Bangladesh, with the problems of acute watery diarrhoea with some dehydration, pneumonia, lethargy, and hypernatraemia (serum sodium of 201 mmol/L). Correction for hypernatraemia was tried by using only oral rehydration salt (ORS) solution. Seizures occurred during correction of the hypernatraemia. These were difficult to control and required three doses of injection lorazepam, a loading dose of injection phenobarbitone, followed by injection phenytoin and finally two doses of injection mannitol (even though there was no clinical or imaging evidence by ultrasonography or computed tomography of cerebral oedema). The correction was continued with ORS, and all the anticonvulsants were successfully weaned without any further seizures, and the patient recovered without any overt neurological sequelae. We present a case report of extreme hypernatraemia, which was successfully managed using only ORS

Atomic and molecular suite of R-matrix codes for ultrafast dynamics in strong laser fields and electron/positron scattering

Synopsis: We describe and illustrate a number of recent developments of the atomic and molecular ab initio R-matrix suites for both time-dependent calculations of ultrafast laser-induced dynamics and time-independent calculations of photoionization and electron scattering