12,079 research outputs found
Projection Methods for some Constrained Systems
This article is concerned with a geometric tool given by a pair of projector
operators defined by almost product structures on finite dimensional manifolds,
polarized by a distribution of constant rank and also endowed with some
geometric structures (Riemann,resp.Poisson,resp.symplectic).The work is
motivated by non-holonomic and sub-Riemannian geometry of mechanical systems on
finite dimensional manifolds.Two examples are given
Calendar effects in daily ATM withdrawals
This paper analyses the calendar effects present in Automated Teller Machines (ATM) withdrawals of residents, using daily data for Portugal for the period from January 1st 2001 to December 31st 2008. The results presented may allow for a better understanding of consumer habits and for adjusting the original series for calendar effects. Considering the Quarterly National Accounts' procedure of adjusting data for seasonality and working days effects, this correction is important to ensure the use of the ATM series as an instrument to nowcast private consumption.Calendar Effects, ATM, Nowcasting, private consumption
Local up-down asymmetrically shaped equilibrium model for tokamak plasmas
A local magnetic equilibrium model is presented, with finite aspect ratio and
up-down asymmetrically shaped cross section, that depends on eight free
parameters. In contrast with other local equilibria, which provide simple
magnetic-surface parametrizations at the cost of complex poloidal-field flux
descriptions, the proposed model is intentionally built to afford analytically
tractable magnetic-field components. Therefore, it is particularly suitable for
analytical assessments of equilibrium-shaping effects on a variety of
tokamak-plasma phenomena.Comment: 6 pages, 3 figure
Calendar Effects in Daily ATM Withdrawals
This paper analyses the calendar effects present in Automated Teller Machines (ATM) withdrawals of residents, using daily data for Portugal for the period from January 1st 2001 to December 31st 2008. The results presented may allow for a better understanding of consumer habits and for adjusting the original series for calendar effects. Considering the Quarterly National Accounts’ procedure of adjusting data for seasonality and working days effects, this correction is important to ensure the use of the ATM series as an instrument to nowcast private consumption.
A family of rotation numbers for discrete random dynamics on the circle
We revisit the problem of well-defining rotation numbers for discrete random
dynamical systems on the circle. We show that, contrasting with deterministic
systems, the topological (i.e. based on Poincar\'{e} lifts) approach does
depend on the choice of lifts (e.g. continuously for nonatomic randomness).
Furthermore, the winding orbit rotation number does not agree with the
topological rotation number. Existence and conversion formulae between these
distinct numbers are presented. Finally, we prove a sampling in time theorem
which recover the rotation number of continuous Stratonovich stochastic
dynamical systems on out of its time discretisation of the flow.Comment: 15 page
The Effects of Additive Outliers and Measurement Errors when Testing for Structural Breaks in Variance
This paper discusses the asymptotic and finite-sample properties of CUSUM-based tests for detecting structural breaks in volatility in the presence of stochastic contamination, such as additive outliers or measurement errors. This analysis is particularly relevant for financial data, on which these tests are commonly used to detect variance breaks. In particular, we focus on the tests by Inclán and Tiao [IT] (1994) and Kokoszka and Leipus [KL] (1998, 2000), which have been intensively used in the applied literature. Our results are extensible to related procedures. We show that the asymptotic distribution of the IT test can largely be affected by sample contamination, whereas the distribution of the KL test remains invariant. Furthermore, the break-point estimator of the KL test renders consistent estimates. In spite of the good large-sample properties of this test, large additive outliers tend to generate power distortions or wrong break-date estimates in small samples.
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