Interventions in ingarch processes

We study the problem of intervention effects generating various types of outliers in a linear count time series model. This model belongs to the class of observation driven models and extends the class of Gaussian linear time series models within the exponential family framework. Studies about effects of covariates and interventions for count time series models have largely fallen behind due to the fact that the underlying process, whose behavior determines the dynamics of the observed process, is not observed. We suggest a computationally feasible approach to these problems, focusing especially on the detection and estimation of sudden shifts and outliers. To identify successfully such unusual events we employ the maximum of score tests, whose critical values in finite samples are determined by parametric bootstrap. The usefulness of the proposed methods is illustrated using simulated and real data examples. --parametric bootstrap,generalized linear models,observation driven models,level shifts,transient shifts,outliers

High bandwidth performance of multimode graded-index microstructured polymer optical fibers

The investigation of the bandwidth in multimode graded-index microstructured polymer optical fiber (GI mPOF) with a solid core is proposed using a modal diffusion approach. For a variety of launch radial offsets of multimode GI mPOF, bandwidth is reported by numerically solving the time-dependent power flow equation (TD PFE) using the explicit finite difference method (EFDM) and physics-informed neural networks (PINN). The decline in bandwidth with fiber length becomes slower at fiber lengths close to the coupling length Lc at which an equilibrium mode distribution (EMD) is attained, showing that mode coupling enhances bandwidth at longer fiber lengths. As fiber length is increased, bandwidth approaches complete independence from radial offset, suggesting the steady-state distribution (SSD) has been reached. We compare multimode GI mPOF performance in terms of bandwidth with that of traditional multimode GI POFs made of the same material. Higher bandwidth performance and quicker bandwidth improvement are displayed by the GI mPOF. To enhance fiber performance in GI mPOF links, such a fiber characterization can be used