Combined forecasts from linear and nonlinear time series models

Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)linear model. The methods are applied to data from two kinds of disciplines: the Canadian lynx and sunspot series from the natural sciences, and Nelson-Plosser's U.S. series from economics. It is shown that the combined forecasts perform well, especially with time varying coefficients. This result holds for out of sample performance for the sunspot and Canadian lynx number series, but it does not uniformly hold for economic time series.combining forecasts;time varying coefficient model;expAR model;locally linear modeling;threshold model

Combined forecasts from linear and nonlinear time series models

Combined forecasts from a linear and a nonlinear model are investigated for time series with possibly nonlinear characteristics. The forecasts are combined by a constant coefficient regression method as well as a time varying method. The time varying method allows for a locally (non)linear model. The methods are applied to data from two kinds of disciplines: the Canadian lynx and sunspot series from the natural sciences, and Nelson-Plosser's U.S. series from economics. It is shown that the combined forecasts perform well, especially with time varying coefficients. This result holds for out of sample performance for the sunspot and Canadian lynx number series, but it does not uniformly hold for economic time series

Sarcomere length-dependent Ca2+ activation in skinned rabbit psoas muscle fibers: coordinated regulation of thin filament cooperative activation and passive force

In skeletal muscle, active force production varies as a function of sarcomere length (SL). It has been considered that this SL dependence results simply from a change in the overlap length between the thick and thin filaments. The purpose of this study was to provide a systematic understanding of the SL-dependent increase in Ca2+ sensitivity in skeletal muscle, by investigating how thin filament “on–off” switching and passive force are involved in the regulation. Rabbit psoas muscles were skinned, and active force measurements were taken at various Ca2+ concentrations with single fibers, in the short (2.0 and 2.4 μm) and long (2.4 and 2.8 μm) SL ranges. Despite the same magnitude of SL elongation, the SL-dependent increase in Ca2+ sensitivity was more pronounced in the long SL range. MgADP (3 mM) increased the rate of rise of active force and attenuated SL-dependent Ca2+ activation in both SL ranges. Conversely, inorganic phosphate (Pi, 20 mM) decreased the rate of rise of active force and enhanced SL-dependent Ca2+ activation in both SL ranges. Our analyses revealed that, in the absence and presence of MgADP or Pi, the magnitude of SL-dependent Ca2+ activation was (1) inversely correlated with the rate of rise of active force, and (2) in proportion to passive force. These findings suggest that the SL dependence of active force in skeletal muscle is regulated via thin filament “on–off” switching and titin (connectin)-based interfilament lattice spacing modulation in a coordinated fashion, in addition to the regulation via the filament overlap

Proof Theory and Ordered Groups

Ordering theorems, characterizing when partial orders of a group extend to total orders, are used to generate hypersequent calculi for varieties of lattice-ordered groups (l-groups). These calculi are then used to provide new proofs of theorems arising in the theory of ordered groups. More precisely: an analytic calculus for abelian l-groups is generated using an ordering theorem for abelian groups; a calculus is generated for l-groups and new decidability proofs are obtained for the equational theory of this variety and extending finite subsets of free groups to right orders; and a calculus for representable l-groups is generated and a new proof is obtained that free groups are orderable

Generic Modal Cut Elimination Applied to Conditional Logics

We develop a general criterion for cut elimination in sequent calculi for propositional modal logics, which rests on absorption of cut, contraction, weakening and inversion by the purely modal part of the rule system. Our criterion applies also to a wide variety of logics outside the realm of normal modal logic. We give extensive example instantiations of our framework to various conditional logics. For these, we obtain fully internalised calculi which are substantially simpler than those known in the literature, along with leaner proofs of cut elimination and complexity. In one case, conditional logic with modus ponens and conditional excluded middle, cut elimination and complexity were explicitly stated as open in the literature

Practical Implementation of Attitude-Control Algorithms for an Underactuated Satellite

The challenging problem of controlling the attitude of satellites subject to actuator failures has been the subject of increased attention in recent years. The problem of controlling the attitude of a satellite on all three axes with two reaction wheels is addressed in this paper. This system is controllable in a zero-momentum mode. Three-axis attitude stability is proven by imposing a singular quaternion feedback law to the angular velocity trajectories.Two approaches are proposed and compared to achieve three-axis control: The first one does not require angular velocity measurements and is based on the assumption of a perfect zero momentum, while the second approach consists of tracking the desired angular velocity trajectories. The full-state feedback is a nonlinear singular controller. In-orbit tests of the first approach provide an unprecedented practical proof of three-axis stability with two control torques. The angular velocity tracking approach is shown to be less efficient using the nonlinear singular controller. However, when inverse optimization theory is applied to enhance the nonlinear singular controller, the angular velocity tracking approach is shown to be the most efficient. The resulting switched inverse optimal controller allows for a significant enhancement of settling time, for a prescribed level of the integrated torque

Combining Effects and Coeffects via Grading

This is the author accepted manuscript. It is currently under an indefinite embargo pending publication by the Association for Computing Machinery.$\textit{Effects}$ and $\textit{coeffects}$ are two general, complementary aspects of program behaviour. They roughly correspond to computations which change the execution context (effects) versus computations which make demands on the context (coeffects). Effectful features include partiality, non-determinism, input-output, state, and exceptions. Coeffectful features include resource demands, variable access, notions of linearity, and data input requirements. The effectful or coeffectful behaviour of a program can be captured and described via type-based analyses, with fine grained information provided by monoidal effect annotations and semiring coeffects. Various recent work has proposed models for such typed calculi in terms of $\textit{graded (strong) monads}$ for effects and $\textit{graded (monoidal) comonads}$ for coeffects. Effects and coeffects have been studied separately so far, but in practice many computations are both effectful and coeffectful, e.g., possibly throwing exceptions but with resource requirements. To remedy this, we introduce a new general calculus with a combined $\textit{effect-coeffect system}$. This can describe both the $\textit{changes}$ and $\textit{requirements}$ that a program has on its context, as well as interactions between these effectful and coeffectful features of computation. The effect-coeffect system has a denotational model in terms of effect-graded monads and coeffect-graded comonads where interaction is expressed via the novel concept of $\textit{graded distributive laws}$. This graded semantics unifies the syntactic type theory with the denotational model. We show that our calculus can be instantiated to describe in a natural way various different kinds of interaction between a program and its evaluation context.Orchard was supported by EPSRC grant EP/M026124/1 and EP/K011715/1 (whilst previously at Imperial College London), Katsumata by JSPS KAKENHI grant JP15K00014, Uustalu by Estonian Min. of Educ. and Res. grant IUT33-13 and Estonian Sci. Found. grant 9475. Gaboardi’s work was done in part while at the University of Dundee, UK supported by EPSRC grant EP/M022358/1

Untyping Typed Algebras and Colouring Cyclic Linear Logic

We prove "untyping" theorems: in some typed theories (semirings, Kleene algebras, residuated lattices, involutive residuated lattices), typed equations can be derived from the underlying untyped equations. As a consequence, the corresponding untyped decision procedures can be extended for free to the typed settings. Some of these theorems are obtained via a detour through fragments of cyclic linear logic, and give rise to a substantial optimisation of standard proof search algorithms.Comment: 21

The syntax and semantics of quantitative type theory

We present Quantitative Type Theory, a Type Theory that records usage information for each variable in a judgement, based on a previous system by McBride. The usage information is used to give a realizability semantics using a variant of Linear Combinatory Algebras, refining the usual realizability semantics of Type Theory by accurately tracking resource behaviour. We define the semantics in terms of Quantitative Categories with Families, a novel extension of Categories with Families for modelling resource sensitive type theories