Forecasting in the presence of recent structural change

We examine how to forecast after a recent break. We consider monitoring for change and then combining forecasts from models that do and do not use data before the change; and robust methods, namely rolling regressions, forecast averaging over different windows and exponentially weighted moving average (EWMA) forecasting. We derive analytical results for the performance of the robust methods relative to a full-sample recursive benchmark. For a location model subject to stochastic breaks the relative MSFE ranking is EWMA < rolling regression < forecast averaging. No clear ranking emerges under deterministic breaks. In Monte Carlo experiments forecast averaging improves performance in many cases with little penalty where there are small or infrequent changes. Similar results emerge when we examine a large number of UK and US macroeconomic series

Complementary approaches to the ab initio calculation of melting properties

Several research groups have recently reported {\em ab initio} calculations of the melting properties of metals based on density functional theory, but there have been unexpectedly large disagreements between results obtained by different approaches. We analyze the relations between the two main approaches, based on calculation of the free energies of solid and liquid and on direct simulation of the two coexisting phases. Although both approaches rely on the use of classical reference systems consisting of parameterized empirical interaction models, we point out that in the free energy approach the final results are independent of the reference system, whereas in the current form of the coexistence approach they depend on it. We present a scheme for correcting the predictions of the coexistence approach for differences between the reference and {\em ab initio} systems. To illustrate the practical operation of the scheme, we present calculations of the high-pressure melting properties of iron using the corrected coexistence approach, which agree closely with earlier results from the free energy approach. A quantitative assessment is also given of finite-size errors, which we show can be reduced to a negligible size.Comment: 14 pages, two figure

Ab-initio chemical potentials of solid and liquid solutions and the chemistry of the Earth's core

A general set of methods is presented for calculating chemical potentials in solid and liquid mixtures using {\em ab initio} techniques based on density functional theory (DFT). The methods are designed to give an {\em ab initio} approach to treating chemical equilibrium between coexisting solid and liquid solutions, and particularly the partitioning ratio of solutes between such solutions. For the liquid phase, the methods are based on the general technique of thermodynamic integration, applied to calculate the change of free energy associated with the continuous interconversion of solvent and solute atoms, the required thermal averages being computed by DFT molecular dynamics simulation. For the solid phase, free energies and hence chemical potentials are obtained using DFT calculation of vibrational frequencies of systems containing substitutional solute atoms, with anharmonic contributions calculated, where needed, by thermodynamic integration. The practical use of the methods is illustrated by applying them to study chemical equilibrium between the outer liquid and inner solid parts of the Earth's core, modelled as solutions of S, Si and O in Fe. The calculations place strong constraints on the chemical composition of the core, and allow an estimate of the temperature at the inner-core/outer-core boundary.Comment: 19 pages, two figure

Oxygen in the Earth's core: a first principles study

First principles electronic structure calculations based on density functional theory have been used to study the thermodynamic, structural and transport properties of solid solutions and liquid alloys of iron and oxygen at Earth's core conditions. Aims of the work are to determine the oxygen concentration needed to account for the inferred density in the outer core, to probe the stability of the liquid against phase separation, to interpret the bonding in the liquid, and to find out whether the viscosity differs significantly from that of pure liquid iron at the same conditions. It is shown that the required concentration of oxygen is in the region 25-30 mol percent, and evidence is presented for phase stability at these conditions. The Fe-O bonding is partly ionic, but with a strong covalent component. The viscosity is lower than that of pure liquid iron at Earth's core conditions. It is shown that earlier first-principles calculations indicating very large enthalpies of formation of solid solutions may need reinterpretation, since the assumed crystal structures are not the most stable at the oxygen concentration of interest.Comment: 21 pages, 12 figure

Design considerations for a LORAN-C timing receiver in a hostile signal to noise environment

The environment in which a LORAN-C Timing Receiver may function effectively depends to a large extent on the techniques utilized to insure that interfering signals within the pass band of the unit are neutralized. The baseline performance manually operated timing receivers is discussed and the basic design considerations and necessary parameters for an automatic unit utilizing today's technology are established. Actual performance data is presented comparing the results obtained from a present generation timing receiver against a new generation microprocessor controlled automatic acquisition receiver. The achievements possible in a wide range of signal to noise situations are demonstrated

The role of right and left parietal lobes in the conceptual processing of numbers

Neuropsychological and functional imaging studies have associated the conceptual processing of numbers with bilateral parietal regions (including intraparietal sulcus). However, the processes driving these effects remain unclear because both left and right posterior parietal regions are activated by many other conceptual, perceptual, attention, and response-selection processes. To dissociate parietal activation that is number-selective from parietal activation related to other stimulus or response-selection processes, we used fMRI to compare numbers and object names during exactly the same conceptual and perceptual tasks while factoring out activations correlating with response times. We found that right parietal activation was higher for conceptual decisions on numbers relative to the same tasks on object names, even when response time effects were fully factored out. In contrast, left parietal activation for numbers was equally involved in conceptual processing of object names. We suggest that left parietal activation for numbers reflects a range of processes, including the retrieval of learnt facts that are also involved in conceptual decisions on object names. In contrast, number selectivity in right parietal cortex reflects processes that are more involved in conceptual decisions on numbers than object names. Our results generate a new set of hypotheses that have implications for the design of future behavioral and functional imaging studies of patients with left and right parietal damage

An Induced Natural Selection Heuristic for Finding Optimal Bayesian Experimental Designs

Bayesian optimal experimental design has immense potential to inform the collection of data so as to subsequently enhance our understanding of a variety of processes. However, a major impediment is the difficulty in evaluating optimal designs for problems with large, or high-dimensional, design spaces. We propose an efficient search heuristic suitable for general optimisation problems, with a particular focus on optimal Bayesian experimental design problems. The heuristic evaluates the objective (utility) function at an initial, randomly generated set of input values. At each generation of the algorithm, input values are "accepted" if their corresponding objective (utility) function satisfies some acceptance criteria, and new inputs are sampled about these accepted points. We demonstrate the new algorithm by evaluating the optimal Bayesian experimental designs for the previously considered death, pharmacokinetic and logistic regression models. Comparisons to the current "gold-standard" method are given to demonstrate the proposed algorithm as a computationally-efficient alternative for moderately-large design problems (i.e., up to approximately 40-dimensions)

Functional specialization of the yeast Rho1 GTP exchange factors

Rho GTPases are regulated in complex spatiotemporal patterns that may be dependent, in part at least, on the multiplicity of their GTP exchange factors (GEFs). Here, we examine the extent of and basis for functional specialization of the Rom2 and Tus1 GEFs that activate the yeast Rho1 GTPase, the ortholog of mammalian RhoA. First, we find that these GEFs selectively activate different Rho1-effector branches. Second, the synthetic genetic networks around ROM2 and TUS1 confirm very different global in vivo roles for these GEFs. Third, the GEFs are not functionally interchangeable: Tus1 cannot replace the essential role of Rom2, even when overexpressed. Fourth, we find that Rom2 and Tus1 localize differently: Rom2 to the growing bud surface and to the bud neck at cytokinesis; Tus1 only to the bud neck but in a distinct pattern. Finally, we find that these GEFs are dependent on different protein co-factors: Rom2 function and localization is largely dependent on Ack1, a SEL1 domain containing protein; Tus1 function and localization is largely dependent on the Tus1-interacting protein Ypl066w (which we name Rgl1). We have revealed a surprising level of diversity among the Rho1 GEFs that contributes another level of complexity to the spatiotemporal control of Rho1