Structural Change in (Economic) Time Series

Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data. The exposition is confined to retrospective methods for univariate time series. Several recent methods for dating structural changes are compared using a time series of oil prices spanning more than 60 years. The methods broadly agree for the first part of the series up to the mid-1980s, for which changes are associated with major historical events, but provide somewhat different solutions thereafter, reflecting a gradual increase in oil prices that is not well described by a step function. As a further illustration, 1990s data on the volatility of the Hang Seng stock market index are reanalyzed.Comment: 12 pages, 6 figure

Measurement of the Branching Fraction of J/psi --> pi+ pi- pi0

Using 58 million J/psi and 14 million psi' decays obtained by the BESII experiment, the branching fraction of J/psi --> pi+ pi- pi0 is determined. The result is (2.10+/-0.12)X10^{-2}, which is significantly higher than previous measurements.Comment: 9 pages, 8 figures, RevTex

First observation of psi(2S)-->K_S K_L

The decay psi(2S)-->K_S K_L is observed for the first time using psi(2S) data collected with the Beijing Spectrometer (BESII) at the Beijing Electron Positron Collider (BEPC); the branching ratio is determined to be B(psi(2S)-->K_S K_L) = (5.24\pm 0.47 \pm 0.48)\times 10^{-5}. Compared with J/psi-->K_S K_L, the psi(2S) branching ratio is enhanced relative to the prediction of the perturbative QCD ``12%'' rule. The result, together with the branching ratios of psi(2S) decays to other pseudoscalar meson pairs (\pi^+\pi^- and K^+K^-), is used to investigate the relative phase between the three-gluon and the one-photon annihilation amplitudes of psi(2S) decays.Comment: 5 pages, 4 figures, 2 tables, submitted to Phys. Rev. Let

Bilateral Assessment of Functional Tasks for Robot-assisted Therapy Applications

This article presents a novel evaluation system along with methods to evaluate bilateral coordination of arm function on activities of daily living tasks before and after robot-assisted therapy. An affordable bilateral assessment system (BiAS) consisting of two mini-passive measuring units modeled as three degree of freedom robots is described. The process for evaluating functional tasks using the BiAS is presented and we demonstrate its ability to measure wrist kinematic trajectories. Three metrics, phase difference, movement overlap, and task completion time, are used to evaluate the BiAS system on a bilateral symmetric (bi-drink) and a bilateral asymmetric (bi-pour) functional task. Wrist position and velocity trajectories are evaluated using these metrics to provide insight into temporal and spatial bilateral deficits after stroke. The BiAS system quantified movements of the wrists during functional tasks and detected differences in impaired and unimpaired arm movements. Case studies showed that stroke patients compared to healthy subjects move slower and are less likely to use their arm simultaneously even when the functional task requires simultaneous movement. After robot-assisted therapy, interlimb coordination spatial deficits moved toward normal coordination on functional tasks

Measuring the Invisible Higgs Width at the 7 and 8 TeV LHC

The LHC is well on track toward the discovery or exclusion of a light Standard Model (SM)-like Higgs boson. Such a Higgs has a very small SM width and can easily have large branching fractions to physics beyond the SM, making Higgs decays an excellent opportunity to observe new physics. Decays into collider-invisible particles are particularly interesting as they are theoretically well motivated and relatively clean experimentally. In this work we estimate the potential of the 7 and 8 TeV LHC to observe an invisible Higgs branching fraction. We analyze three channels that can be used to directly study the invisible Higgs branching ratio at the 7 TeV LHC: an invisible Higgs produced in association with (i) a hard jet; (ii) a leptonic Z; and (iii) forward tagging jets. We find that the last channel, where the Higgs is produced via weak boson fusion, is the most sensitive, allowing branching fractions as small as 40% to be probed at 20 inverse fb for masses in the range between 120 and 170 GeV, including in particular the interesting region around 125 GeV. We provide an estimate of the 8 TeV LHC sensitivity to an invisibly-decaying Higgs produced via weak boson fusion and find that the reach is comparable to but not better than the reach at the 7 TeV LHC. We further estimate the discovery potential at the 8 TeV LHC for cases where the Higgs has substantial branching fractions to both visible and invisible final states.Comment: 23 pages, 7 figures. v2: version published in JHEP. 8 TeV analysis adde

The Wasteland of Random Supergravities

We show that in a general \cal{N} = 1 supergravity with N \gg 1 scalar fields, an exponentially small fraction of the de Sitter critical points are metastable vacua. Taking the superpotential and Kahler potential to be random functions, we construct a random matrix model for the Hessian matrix, which is well-approximated by the sum of a Wigner matrix and two Wishart matrices. We compute the eigenvalue spectrum analytically from the free convolution of the constituent spectra and find that in typical configurations, a significant fraction of the eigenvalues are negative. Building on the Tracy-Widom law governing fluctuations of extreme eigenvalues, we determine the probability P of a large fluctuation in which all the eigenvalues become positive. Strong eigenvalue repulsion makes this extremely unlikely: we find P \propto exp(-c N^p), with c, p being constants. For generic critical points we find p \approx 1.5, while for approximately-supersymmetric critical points, p \approx 1.3. Our results have significant implications for the counting of de Sitter vacua in string theory, but the number of vacua remains vast.Comment: 39 pages, 9 figures; v2: fixed typos, added refs and clarification

Resonances in J/ψ→ϕπ+π−J/\psi \to \phi \pi ^+\pi ^- and ϕK+K−\phi K^+K^-

A partial wave analysis is presented of $J/\psi \to \phi \pi ^+\pi ^-$ and $\phi K^+K^-$ from a sample of 58M $J/\psi$ events in the BES II detector. The $f_0(980)$ is observed clearly in both sets of data, and parameters of the Flatt\' e formula are determined accurately: $M = 965 \pm 8$ (stat) $\pm 6$ (syst) MeV/c$^2$, $g_1 = 165 \pm 10 \pm 15$ MeV/c$^2$, $g_2/g_1 = 4.21 \pm 0.25 \pm 0.21$. The $\phi \pi \pi$ data also exhibit a strong $\pi \pi$ peak centred at $M = 1335$ MeV/c$^2$. It may be fitted with $f_2(1270)$ and a dominant $0^+$ signal made from $f_0(1370)$ interfering with a smaller $f_0(1500)$ component. There is evidence that the $f_0(1370)$ signal is resonant, from interference with $f_2(1270)$. There is also a state in $\pi \pi$ with $M = 1790 ^{+40}_{-30}$ MeV/c$^2$ and $\Gamma = 270 ^{+60}_{-30}$ MeV/c$^2$; spin 0 is preferred over spin 2. This state, $f_0(1790)$, is distinct from $f_0(1710)$. The $\phi K\bar K$ data contain a strong peak due to $f_2'(1525)$. A shoulder on its upper side may be fitted by interference between $f_0(1500)$ and $f_0(1710)$.Comment: 17 pages, 6 figures, 1 table. Submitted to Phys. Lett.

Search for K_S K_L in psi'' decays

K_S K_L from psi'' decays is searched for using the psi'' data collected by BESII at BEPC, the upper limit of the branching fraction is determined to be B(psi''--> K_S K_L) < 2.1\times 10^{-4} at 90% C. L. The measurement is compared with the prediction of the S- and D-wave mixing model of the charmonia, based on the measurements of the branching fractions of J/psi-->K_S K_L and psi'-->K_S K_L.Comment: 5 pages, 1 figur

First Measurements of eta_c Decaying into K^+K^-2(pi^+pi^-) and 3(pi^+pi^-)

The decays of eta_c to K^+K^-2(pi^+pi^-) and 3(pi^+pi^-) are observed for the first time using a sample of 5.8X10^7 J/\psi events collected by the BESII detector. The product branching fractions are determined to be B(J/\psi-->gamma eta_c)*B(eta_c-->K^+K^-pi^+pi^-pi^+pi^-)=(1.21+-0.32+- 0.23)X10^{-4}$,B(J/\psi-->gamma eta_c)*B(eta_c-->K^{*0}\bar{K}^{*0}pi^+pi^-)= (1.29+-0.43+-0.32)X10^{-4}$, and (J/\psi-->gamma eta_c)* B(eta_c-->pi^+pi^-pi^+pi^-pi^+pi^-)= (2.59+-0.32+-0.48)X10^{-4}. The upper limit for eta_c-->phi pi^+pi^-pi^+pi^- is also obtained as B(J/\psi-->gamma eta_c)*B(eta_c--> phi pi^+pi^-pi^+pi^-)< 6.03 X10^{-5} at the 90% confidence level.Comment: 11 pages, 4 figure

Study of psi(2S) decays to X J/psi

Using J/psi -> mu^+ mu^- decays from a sample of approximately 4 million psi(2S) events collected with the BESI detector, the branching fractions of psi(2S) -> eta J/psi, pi^0 pi^0 J/psi, and anything J/psi normalized to that of psi(2S) -> pi^+ pi^- J/psi are measured. The results are B(psi(2S) -> eta J/psi)/B(psi(2S) -> pi^+ pi^- J/psi) = 0.098 \pm 0.005 \pm 0.010, B(psi(2S) -> pi^0 pi^0 J/psi)/B(psi(2S) -> pi^+ pi^- J/psi) = 0.570 \pm 0.009 \pm 0.026, and B(psi(2S) -> anything J/psi)/B(psi(2S) -> pi^+ pi^- J/psi) = 1.867 \pm 0.026 \pm 0.055.Comment: 13 pages, 8 figure