A Dynamic Model for Double Bounded Time Series With Chaotic Driven Conditional Averages

In this work we introduce a class of dynamic models for time series taking values on the unit interval. The proposed model follows a generalized linear model approach where the random component, conditioned on the past information, follows a beta distribution, while the conditional mean specification may include covariates and also an extra additive term given by the iteration of a map that can present chaotic behavior. The resulting model is very flexible and its systematic component can accommodate short and long range dependence, periodic behavior, laminar phases, etc. We derive easily verifiable conditions for the stationarity of the proposed model, as well as conditions for the law of large numbers and a Birkhoff-type theorem to hold. A Monte Carlo simulation study is performed to assess the finite sample behavior of the partial maximum likelihood approach for parameter estimation in the proposed model. Finally, an application to the proportion of stored hydroelectrical energy in Southern Brazil is presented

Surgical force detection probe

The development progress of a precision electro-mechanical instrument which allows the detection and documentation of the forces and moment applied to human tissue during surgery (under actual operation room conditions), is reported. The pen-shaped prototype probe which measures 1/2 inch in diameter and 7 inches in length was fabricated using an aerodynamic balance. The aerodynamic balance, a standard wind tunnel force and moment sensing transducer, measures the forces and the moments transmitted through the surgeon's hand to the human tissue during surgery. The prototype probe which was fabricated as a development tool was tested successfully. The final version of the surgical force detection probe will be designed based on additional laboratory tests in order to establish the full scale loads. It is expected that the final product will require a simplified aerodynamic balance with two or three force components and one moment component with lighter full scale loads. A signal conditioner was fabricated to process and display the outputs from the prototype probe. This unit will be interfaced with a PC-based data system to provide automatic data acquisition, data processing, and graphics display. The expected overall accuracy of the probe is better than one percent full scale

MCMC Bayesian Estimation in FIEGARCH Models

Bayesian inference for fractionally integrated exponential generalized autoregressive conditional heteroskedastic (FIEGARCH) models using Markov Chain Monte Carlo (MCMC) methods is described. A simulation study is presented to access the performance of the procedure, under the presence of long-memory in the volatility. Samples from FIEGARCH processes are obtained upon considering the generalized error distribution (GED) for the innovation process. Different values for the tail-thickness parameter \nu are considered covering both scenarios, innovation processes with lighter (\nu2) tails than the Gaussian distribution (\nu=2). A sensitivity analysis is performed by considering different prior density functions and by integrating (or not) the knowledge on the true parameter values to select the hyperparameter values

Adsorption of n-Pentane on Mesoporous Silica and Adsorbent Deformation

Development of quantitative theory of adsorption-induced deformation is important, e.g., for enhanced coalbed methane recovery by CO2 injection. It is also promising for the interpretation of experimental measurements of elastic properties of porous solids. We study deformation of mesoporous silica by n-pentane adsorption. The shape of experimental strain isotherms for this system differs from the shape predicted by thermodynamic theory of adsorption-induced deformation. We show that this difference can be attributed to the difference of disjoining pressure isotherm, responsible for the solid−fluid interactions. We suggest the disjoining pressure isotherm suitable for n-pentane adsorption on silica and derive the parameters for this isotherm from experimental data of n-pentane adsorption on nonporous silica. We use this isotherm in the formalism of macroscopic theory of adsorption-induced deformation of mesoporous materials, thus extending this theory for the case of weak solid−fluid interactions. We employ the extended theory to calculate solvation pressure and strain isotherms for SBA-15 and MCM-41 silica and compare it with experimental data obtained from small-angle X-ray scattering. Theoretical predictions for MCM-41 are in good agreement with the experiment, but for SBA-15 they are only qualitative. This deviation suggests that the elastic modulus of SBA-15 may change during pore filling