Bayesian analysis of ARMA models using noninformative priors

Parameters in ARMA models are only locally identified. It is shown that the use of diffuse priors in these models leads to a preference for locally nonidentified parameter values. We therefore suggest to use likelihood based priors like the Jeffreys' priors which overcome these problems. An algorithm involving Importance Sampling for calculating the posteriors of ARMA parameters using Jeffreys' priors is constructed. This algorithm is based on the implied AR specification of ARMA models and shows good performance in our applications. As a byproduct the algorithm allows for the computation of the posteriors of diagnostic parameters which show the identifiability of the MA parameters. As a general to specific modeling approach to ARMA models suffers heavily from the previous mentioned identification problems, we derive posterior odds ratios which are suited for comparing (nonnested) parsimonious (low order) ARMA models. These procedures are applied to two datasets, the (extended) Nelson-Plosser data and monthly observations of US 3-month and 10 year interest rates. For approximately 50% of the series in these two datasets an ARMA model is favored above an AR model which has important consequences for especially the long run parametersARMA Models;econometrics

Effect van hennep op de populatiedichtheid van Pratylenchus penetrans

Resultaten van onderzoek met als vraagstelling in hoeverre bij een kortdurende teelt (mei – augustus) hennep een minder grote vermeerdering geeft van Pratylenchus penetrans dan op basis van oud onderzoek (bij een langdurende teelt) zou mogen worden verwacht. Op basis van dit éénjarige onderzoek lijkt hennep echter ook bij een vroeger oogsttijdstip een (zeer) goede waardplant te zijn voor Pratylenchus penetrans

Onderzoek naar schade bij aspergeplanten door de aaltjes P. penetrans en H. betae : projectrapport van schadeonderzoek bij aspergeplanten met de plantparasitaire aaltjes Pratylenchus penetrans en Heterodera betae

Een perceel dat besmet is met Fusarium oxysporum of met quarantaine organismen zoals Meloidogyne chitwoodi (het maïswortelknobbelaaltje) of Meloidogyne fallax (het bedrieglijk maïswortelknobbelaaltje) is ongeschikt voor het opkweken van aspergeplanten. Daarnaast worden Pratylenchus penetrans (wortellesieaaltje) en Heterodera betae (gele bietencysteaaltje) door de praktijk als zeer schadelijke aaltjessoorten beschouwd, omdat ze mogelijk (veel) opbrengstverlies kunnen veroorzaken. Teelt van aspergeplanten op percelen die besmet zijn met wortellesieaaltjes en/of met gele bietencysteaaltjes is naar de mening van de praktijk dan ook (te) risicovol. Bij percelen die (in lichte mate) met deze aaltjes zijn besmet, zal de plantenkweker de afweging maken of ze al of niet bruikbaar zijn voor de opkweek van aspergeplanten

Nonlocal Andreev reflection, fractional charge and current-phase relation in topological bilayer exciton condensate junctions

We study Andreev reflection and Josephson currents in topological bilayer exciton condensates (TEC). These systems can create 100% spin entangled nonlocal currents with high amplitudes due to perfect nonlocal Andreev reflection. This Andreev reflection process can be gate tuned from a regime of purely retro reflection to purely specular reflection. We have studied the bound states in TEC-TI-TEC Josephson junctions and find a gapless dispersion for perpendicular incidence. The presence of a sharp transition in the supercurrent-phase relationship when the system is in equilibrium is a signature of fractional charge, which can be further revealed in ac measurements faster than relaxation processes via Landau-Zener processes.Comment: Submitted to Physical Review

Weinig gevaar van distelzaad

Telers zijn zeer beducht op de verspreiding van akkerdistelzaad uit natuurgebieden, omdat ze bang zijn voor veronkruiding van percelen. Toch blijkt deze verspreiding erg mee te vallen, zo blijkt uit veldproeven van PPO-AGV en PRI

Malaria in Sri Lanka: Current knowledge on transmission and control

Malaria / Disease vectors / Waterborne diseases / Environmental effects / Public health / Economic impact / Social impact / Sri Lanka

Effect of high oxygen pressure annealing on superconducting Nd1.85Ce0.15CuO4 thin films by pulsed laser deposition from Cu-enriched targets

We show that the quality of Nd1.85Ce0.15CuO4 films grown by pulsed laser deposition can be enhanced by using a non-stoichiometric target with extra copper added to suppress the formation of a parasitic (Nd, Ce)2O3 phase. The properties of these films are less dependent on the exact annealing procedure after deposition as compared to films grown from a stoichiometric target. Film growth can be followed by a 1 bar oxygen annealing, after an initial vacuum annealing, while retaining the superconducting properties and quality. This enables the integration of electron-doped cuprates with their hole-doped counterparts on a single chip, to create, for example, superconducting pn-junctions.Comment: This is an author-created, un-copyedited version of an article accepted for publication in Superconductor Science and Technology. The publisher is not responsible for any errors or omissions in this version of the manuscript or any version derived from it. The Version of Record is available online at http://dx.doi.org/10.1088/0953-2048/27/4/04401

Bayesian Analysis of ARMA models using Noninformative Priors

Parameters in AutoRegressive Moving Average (ARMA) models are locally nonidentified, due to the problem of root cancellation. Parameters can be constructed which represent this identification problem. We argue that ARMA parameters should be analyzed conditional on these identifying parameters. Priors exploiting this feature result in regular posteriors, while priors which neglect it result in posteriori favor of nonidentified parameter values. By considering the implicit AR representation of an ARMA model a prior with the desired proporties is obtained. The implicit AR representation also allows to construct easily implemented algorithms to analyze ARMA parameters. As a byproduct, posteriors odds ratios can be computed to compare (nonnested) parsimonious ARMA models. The procedures are applied to two datasets, the (extended) Nelson-Plosser data and monthly observations of US 3-month and 10 year interest rates. For approximately 50% of the series in these two datasets an ARMA model is favored above an AR model.ARMA models;Bayesian analysis of ARMA models