Detecting gradual changes in locally stationary processes

In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start to change. In many cases, it is of interest to locate the time point where the properties start to vary. In contrast to the analysis of abrupt changes, methods for detecting smooth or gradual change points are less developed and often require strong parametric assumptions. In this paper, we develop a fully nonparametric method to estimate a smooth change point in a locally stationary framework. We set up a general procedure which allows us to deal with a wide variety of stochastic properties including the mean, (auto)covariances and higher moments. The theoretical part of the paper establishes the convergence rate of the new estimator. In addition, we examine its finite sample performance by means of a simulation study and illustrate the methodology by two applications to financial return data.Comment: Published at http://dx.doi.org/10.1214/14-AOS1297 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Microgravity: a Teacher's Guide with Activities, Secondary Level

This NASA Educational Publication is a teacher's guide that focuses on microgravity for the secondary level student. The introduction answers the question 'What is microgravity?', as well as describing gravity and creating microgravity. Following the introduction is a microgravity primer which covers such topics as the fluid state, combustion science, materials science, biotechnology, as well as microgravity and space flight. Seven different activities are described in the activities section and are written by authors prominent in the field. The concluding sections of the book include a glossary, microgravity references, and NASA educational resources

AN ECONOMIC ANALYSIS OF THE DAIRY ENVIRONMENTAL COOPERATIVE IN NORTHEAST KANSAS

In 1997, the Black Vermillion Dairy Environmental Cooperative (DEC) was started with an EPA 319A grant. Ten Kansas dairies located in the Kansas Black Vermillion Watershed were studied to evaluate the on-farm manure structures cost-shared by the DEC. Net present value (NPV) analysis was used to evaluate the profitability associated with the manure structures. The NPV analysis showed that in most cases, investing in a manure storage structure is a worthwhile venture and can be profitable for the dairy. However, cost-share assistance often will be needed in order to have positive pre-tax and after-tax NPVs.Dairy Environmental Cooperative (DEC), manure management, Net Present Value (NPV) analysis, cost-share, concrete manure storage, Environmental Economics and Policy,

Influence of two-level fluctuators on adiabatic passage techniques

We study the process of Stimulated Raman Adiabatic Passage (STIRAP) under the influence of a non-trivial solid-state environment, particularly the effect of two-level fluctuators (TLFs) as they are frequently present in solid-state devices. When the amplitudes of the driving-pulses used in STIRAP are in resonance with the level spacing of the fluctuators the quality of the protocol, i.e., the transferred population decreases sharply. In general the effect can not be reduced by speeding up the STIRAP process. We also discuss the effect of a structured noise environment on the process of Coherent Tunneling by Adiabatic Passage (CTAP). The effect of a weakly structured environment or TLFs with short coherence times on STIRAP and CTAP can be described by the Bloch-Redfield theory. For a strongly structured environment a higher-dimensional approach must be used, where the TLFs are treated as part of the system.Comment: 8 pages, 8 figure

Microgravity: A Teacher's Guide With Activities in Science, Mathematics, and Technology

The purpose of this curriculum supplement guide is to define and explain microgravity and show how microgravity can help us learn about the phenomena of our world. The front section of the guide is designed to provide teachers of science, mathematics, and technology at many levels with a foundation in microgravity science and applications. It begins with background information for the teacher on what microgravity is and how it is created. This is followed with information on the domains of microgravity science research; biotechnology, combustion science, fluid physics, fundamental physics, materials science, and microgravity research geared toward exploration. The background section concludes with a history of microgravity research and the expectations microgravity scientists have for research on the International Space Station. Finally, the guide concludes with a suggested reading list, NASA educational resources including electronic resources, and an evaluation questionnaire