Ensemble Sales Forecasting Study in Semiconductor Industry

Sales forecasting plays a prominent role in business planning and business strategy. The value and importance of advance information is a cornerstone of planning activity, and a well-set forecast goal can guide sale-force more efficiently. In this paper CPU sales forecasting of Intel Corporation, a multinational semiconductor industry, was considered. Past sale, future booking, exchange rates, Gross domestic product (GDP) forecasting, seasonality and other indicators were innovatively incorporated into the quantitative modeling. Benefit from the recent advances in computation power and software development, millions of models built upon multiple regressions, time series analysis, random forest and boosting tree were executed in parallel. The models with smaller validation errors were selected to form the ensemble model. To better capture the distinct characteristics, forecasting models were implemented at lead time and lines of business level. The moving windows validation process automatically selected the models which closely represent current market condition. The weekly cadence forecasting schema allowed the model to response effectively to market fluctuation. Generic variable importance analysis was also developed to increase the model interpretability. Rather than assuming fixed distribution, this non-parametric permutation variable importance analysis provided a general framework across methods to evaluate the variable importance. This variable importance framework can further extend to classification problem by modifying the mean absolute percentage error(MAPE) into misclassify error. Please find the demo code at : https://github.com/qx0731/ensemble_forecast_methodsComment: 14 pages, Industrial Conference on Data Mining 2017 (ICDM 2017

Phase transition curves for mesoscopic superconducting samples

We compute the phase transition curves for mesoscopic superconductors. Special emphasis is given to the limiting shape of the curve when the magnetic flux is large. We derive an asymptotic formula for the ground state of the Schr\"odinger equation in the presence of large applied flux. The expansion is shown to be sensitive to the smoothness of the domain. The theoretical results are compared to recent experiments.Comment: 8 pages, 1 figur

Dilation of the Giant Vortex State in a Mesoscopic Superconducting Loop

We have experimentally investigated the magnetisation of a mesoscopic aluminum loop at temperatures well below the superconducting transition temperature $T_{c}$. The flux quantisation of the superconducting loop was investigated with a $\mu$-Hall magnetometer in magnetic field intensities between $\pm 100 {Gauss}$. The magnetic field intensity periodicity observed in the magnetization measurements is expected to take integer values of the superconducting flux quanta $\Phi_{0}=h/2e$. A closer inspection of the periodicity, however, reveal a sub flux quantum shift. This fine structure we interpret as a consequence of a so called giant vortex state nucleating towards either the inner or the outer side of the loop. These findings are in agreement with recent theoretical reports.Comment: 12 pages, 5 figures. Accepted for publication in Phys. Rev.

Contextual Support of Environmental Protection

Environmental regulation is often viewed as conflicting with economic needs. This paper examines under what personal and contextual economic conditions individuals support increased environmental protection efforts. Data from the 2017 World Values Survey is analyzed to determine the probability that an individual will prioritize environmental protection over economic growth at varying levels of household income with a comparison between the context of an economically secure country and an economically insecure country. The results indicate that, across all income levels, individuals in economically secure countries are more likely to prioritize the environment than those in economically insecure countries. In a comparison of individuals within economically secure countries, the results do not support a change in an individual\u27s likelihood of prioritizing environmental protection based on household income level

Markov chain models of calcium puffs and sparks

Localized cytosolic Ca2+ elevations known as puffs and sparks are important regulators of cellular function that arise due to the cooperative activity of Ca2+-regulated inositol 1,4,5-trisphosphate receptors (IP3Rs) or ryanodine receptors (RyRs) co-localized at Ca2+ release sites on the surface of the endoplasmic reticulum or sarcoplasmic reticulum. Theoretical studies have demonstrated that the cooperative gating of a cluster of Ca2+-regulated Ca 2+ channels modeled as a continuous-time discrete-state Markov chain may result in dynamics reminiscent of Ca2+ puffs and sparks. In such simulations, individual Ca2+-release channels are coupled via a mathematical representation of the local [Ca2+] and exhibit stochastic Ca2+ excitability where channels open and close in a concerted fashion. This dissertation uses Markov chain models of Ca 2+ release sites to advance our understanding of the biophysics connecting the microscopic parameters of IP3R and RyR gating to the collective phenomenon of puffs and sparks.;The dynamics of puffs and sparks exhibited by release site models that include both Ca2+ coupling and nearest-neighbor allosteric coupling are studied. Allosteric interactions are included in a manner that promotes the synchronous gating of channels by stabilizing neighboring closed-closed and/or open-open channel pairs. When the strength of Ca2+-mediated channel coupling is systematically varied, simulations that include allosteric interactions often exhibit more robust Ca2+ puffs and sparks. Interestingly, the changes in puff/spark duration, inter-event interval, and frequency observed upon the random removal of allosteric couplings that stabilize closed-closed channel pairs are qualitatively different than the changes observed when open-open channel pairs, or both open-open and closed-closed channel pairs are stabilized. The validity of a computationally efficient mean-field reduction applicable to the dynamics of a cluster of Ca2+-release Ca2+ channels coupled via the local [Ca2+] and allosteric interactions is also investigated.;Markov chain models of Ca2+ release sites composed of channels that are both activated and inactivated by Ca2+ are used to clarify the role of Ca2+ inactivation in the generation and termination of puffs and sparks. It is found that when the average fraction of inactivated channels is significant, puffs and sparks are often less sensitive to variations in the number of channels at release sites and the strength of Ca2+ coupling. While excessively fast Ca2+ inactivation can preclude puffs and sparks moderately fast Ca2+ inactivation often leads to time-irreversible puff/sparks whose termination is facilitated by the recruitment of inactivated channels throughout the duration of the puff/spark event. On the other hand, Ca2+ inactivation may be an important negative feedback mechanism even when its time constant is much greater than the duration of puffs and sparks. In fact, slow Ca 2+ inactivation can lead to release sites with a substantial fraction of inactivated channels that exhibit nearly time-reversible puffs and sparks that terminate without additional recruitment of inactivated channels

Flux-Induced Vortex in Mesoscopic Superconducting Loops

We predict the existence of a quantum vortex for an unusual situation. We study the order parameter in doubly connected superconducting samples embedded in a uniform magnetic field. For samples with perfect cylindrical symmetry, the order parameter has been known for long and no vortices are present in the linear regime. However, if the sample is not symmetric, there exist ranges of the field for which the order parameter vanishes along a line, parallel to the field. In many respects, the behavior of this line is qualitatively different from that of the vortices encountered in type II superconductivity. For samples with mirror symmetry, this flux-induced vortex appears at the thin side for small fluxes and at the opposite side for large fluxes. We propose direct and indirect experimental methods which could test our predictions.Comment: 6 pages, Latex, 4 figs., uses RevTex, extended to situations far from cylindrical symmetr

CHARIS Science: Performance Simulations for the Subaru Telescope's Third-Generation of Exoplanet Imaging Instrumentation

We describe the expected scientific capabilities of CHARIS, a high-contrast integral-field spectrograph (IFS) currently under construction for the Subaru telescope. CHARIS is part of a new generation of instruments, enabled by extreme adaptive optics (AO) systems (including SCExAO at Subaru), that promise greatly improved contrasts at small angular separation thanks to their ability to use spectral information to distinguish planets from quasistatic speckles in the stellar point-spread function (PSF). CHARIS is similar in concept to GPI and SPHERE, on Gemini South and the Very Large Telescope, respectively, but will be unique in its ability to simultaneously cover the entire near-infrared $J$, $H$, and $K$ bands with a low-resolution mode. This extraordinarily broad wavelength coverage will enable spectral differential imaging down to angular separations of a few $\lambda/D$, corresponding to $\sim$$0.\!\!''1$. SCExAO will also offer contrast approaching $10^{-5}$ at similar separations, $\sim$$0.\!\!''1$--$0.\!\!''2$. The discovery yield of a CHARIS survey will depend on the exoplanet distribution function at around 10 AU. If the distribution of planets discovered by radial velocity surveys extends unchanged to $\sim$20 AU, observations of $\sim$200 mostly young, nearby stars targeted by existing high-contrast instruments might find $\sim$1--3 planets. Carefully optimizing the target sample could improve this yield by a factor of a few, while an upturn in frequency at a few AU could also increase the number of detections. CHARIS, with a higher spectral resolution mode of $R \sim 75$, will also be among the best instruments to characterize planets and brown dwarfs like HR 8799 cde and $\kappa$ And b.Comment: 13 pages, 7 figures, proceedings from SPIE Montrea

The what and where of adding channel noise to the Hodgkin-Huxley equations

One of the most celebrated successes in computational biology is the Hodgkin-Huxley framework for modeling electrically active cells. This framework, expressed through a set of differential equations, synthesizes the impact of ionic currents on a cell's voltage -- and the highly nonlinear impact of that voltage back on the currents themselves -- into the rapid push and pull of the action potential. Latter studies confirmed that these cellular dynamics are orchestrated by individual ion channels, whose conformational changes regulate the conductance of each ionic current. Thus, kinetic equations familiar from physical chemistry are the natural setting for describing conductances; for small-to-moderate numbers of channels, these will predict fluctuations in conductances and stochasticity in the resulting action potentials. At first glance, the kinetic equations provide a far more complex (and higher-dimensional) description than the original Hodgkin-Huxley equations. This has prompted more than a decade of efforts to capture channel fluctuations with noise terms added to the Hodgkin-Huxley equations. Many of these approaches, while intuitively appealing, produce quantitative errors when compared to kinetic equations; others, as only very recently demonstrated, are both accurate and relatively simple. We review what works, what doesn't, and why, seeking to build a bridge to well-established results for the deterministic Hodgkin-Huxley equations. As such, we hope that this review will speed emerging studies of how channel noise modulates electrophysiological dynamics and function. We supply user-friendly Matlab simulation code of these stochastic versions of the Hodgkin-Huxley equations on the ModelDB website (accession number 138950) and http://www.amath.washington.edu/~etsb/tutorials.html.Comment: 14 pages, 3 figures, review articl