2,142 research outputs found

    Robust Control Charts for Time Series Data

    Get PDF
    This article presents a control chart for time series data, based on the one-step- ahead forecast errors of the Holt-Winters forecasting method. We use robust techniques to prevent that outliers affect the estimation of the control limits of the chart. Moreover, robustness is important to maintain the reliability of the control chart after the occurrence of alarm observations. The properties of the new control chart are examined in a simulation study and on a real data example.Control chart;Holt-Winters;Non-stationary time series;Out- lier detection;Robustness;Statistical process control

    Robust Control Charts for Time Series Data

    Get PDF
    This article presents a control chart for time series data, based on the one-step- ahead forecast errors of the Holt-Winters forecasting method. We use robust techniques to prevent that outliers affect the estimation of the control limits of the chart. Moreover, robustness is important to maintain the reliability of the control chart after the occurrence of alarm observations. The properties of the new control chart are examined in a simulation study and on a real data example.

    Oral cavity reconstruction with the masseter flap.

    Get PDF
    The purpose of this report is to highlight how an unusual, outdated, unpopular and overlooked reconstructive method such as the masseter flap can be a reliable, straightforward and effective solution for oral reconstruction in selected cases. We report the transposition of the masseter crossover flap in two previously pre-treated patients presenting a second primary oral squamous cell carcinoma; excellent functional results with satisfactory cosmetic appearance were obtained in both cases. In the literature, only 60 cases of oral cavity and oropharyngeal reconstructions using the masseter flap have been reported. The possible clinical utility of this flap, even in modern head and neck reconstructive surgery, is presented and discussed. We believe that the masseter flap should enter in the armamentarium of every head and neck surgeon and be kept in mind as a possible solution since it provides an elegant and extremely simple procedure in suboptimal cases for microvascular reconstruction

    Daily Exchange Rate Behaviour and Hedging of Currency Risk

    Get PDF
    Exchange rates typically exhibit time-varying patterns in both means and variances. The histograms of such series indicate heavy tails. In this paper we construct models which enable a decision-maker to analyze the implications of such time series patterns for currency risk management. Our approach is Bayesian where extensive use is made of Markov chain Monte Carlo methods. The effects of several model characteristics (unit roots, GARCH, stochastic volatility, heavy tailed disturbance densities) are investigated in relation to the hedging decision strategies. Consequently, we can make a distinction between statistical relevance of model specifications, and the economic consequences from a risk management point of view. The empirical results suggest that econometric modelling of heavy tails and time-varying means and variances pays off compared to a efficient markets model. The different ways to measure persistence and changing volatilities appear to strongly influence the hedging decision the investor faces.

    Abelian Sandpile Model: a Conformal Field Theory Point of View

    Full text link
    In this paper we derive the scaling fields in c=2c=-2 conformal field theory associated with weakly allowed clusters in abelian sandpile model and show a direct relation between the two models.Comment: 9 pages, 2 figure

    Towards understanding the variability in biospheric CO2 fluxes:Using FTIR spectrometry and a chemical transport model to investigate the sources and sinks of carbonyl sulfide and its link to CO2

    Get PDF
    Understanding carbon dioxide (CO2) biospheric processes is of great importance because the terrestrial exchange drives the seasonal and interannual variability of CO2 in the atmosphere. Atmospheric inversions based on CO2 concentration measurements alone can only determine net biosphere fluxes, but not differentiate between photosynthesis (uptake) and respiration (production). Carbonyl sulfide (OCS) could provide an important additional constraint: it is also taken up by plants during photosynthesis but not emitted during respiration, and therefore is a potential means to differentiate between these processes. Solar absorption Fourier Transform InfraRed (FTIR) spectrometry allows for the retrievals of the atmospheric concentrations of both CO2 and OCS from measured solar absorption spectra. Here, we investigate co-located and quasi-simultaneous FTIR measurements of OCS and CO2 performed at five selected sites located in the Northern Hemisphere. These measurements are compared to simulations of OCS and CO2 using a chemical transport model (GEOS-Chem). The coupled biospheric fluxes of OCS and CO2 from the simple biosphere model (SiB) are used in the study. The CO2 simulation with SiB fluxes agrees with the measurements well, while the OCS simulation reproduced a weaker drawdown than FTIR measurements at selected sites, and a smaller latitudinal gradient in the Northern Hemisphere during growing season when comparing with HIPPO (HIAPER Pole-to-Pole Observations) data spanning both hemispheres. An offset in the timing of the seasonal cycle minimum between SiB simulation and measurements is also seen. Using OCS as a photosynthesis proxy can help to understand how the biospheric processes are reproduced in models and to further understand the carbon cycle in the real world
    corecore