14,256 research outputs found
An Update on NASA's Lunar Dust Mitigation Strategy
It is well known that the Apollo lu-nar surface missions experienced a number of issues related to dust which are sometimes referred to as The Dust Problem. The jagged, electrostatically charged lunar dust particles can foul mechanisms and alter thermal properties. They tend to abrade textiles and scratch surfaces. NASA and other interested par-ties require an integrated, end-to-end dust mitigation strategy to enable sustainable lunar architectures
The log-periodic-AR(1)-GARCH(1,1) model for financial crashes
This paper intends to meet recent claims for the attainment of more rigorous
statistical methodology within the econophysics literature. To this end, we
consider an econometric approach to investigate the outcomes of the
log-periodic model of price movements, which has been largely used to forecast
financial crashes. In order to accomplish reliable statistical inference for
unknown parameters, we incorporate an autoregressive dynamic and a conditional
heteroskedasticity structure in the error term of the original model, yielding
the log-periodic-AR(1)-GARCH(1,1) model. Both the original and the extended
models are fitted to financial indices of U. S. market, namely S&P500 and
NASDAQ. Our analysis reveal two main points: (i) the
log-periodic-AR(1)-GARCH(1,1) model has residuals with better statistical
properties and (ii) the estimation of the parameter concerning the time of the
financial crash has been improved.Comment: 17 pages, 4 figures, 12 tables, to appear in Europen Physical Journal
Financial ``Anti-Bubbles'': Log-Periodicity in Gold and Nikkei collapses
We propose that imitation between traders and their herding behaviour not
only lead to speculative bubbles with accelerating over-valuations of financial
markets possibly followed by crashes, but also to ``anti-bubbles'' with
decelerating market devaluations following all-time highs. For this, we propose
a simple market dynamics model in which the demand decreases slowly with
barriers that progressively quench in, leading to a power law decay of the
market price decorated by decelerating log-periodic oscillations. We document
this behaviour on the Japanese Nikkei stock index from 1990 to present and on
the Gold future prices after 1980, both after their all-time highs. We perform
simultaneously a parametric and non-parametric analysis that are fully
consistent with each other. We extend the parametric approach to the next order
of perturbation, comparing the log-periodic fits with one, two and three
log-frequencies, the latter one providing a prediction for the general trend in
the coming years. The non-parametric power spectrum analysis shows the
existence of log-periodicity with high statistical significance, with a
prefered scale ratio of for the Nikkei index for the Gold future prices, comparable to the values obtained for
speculative bubbles leading to crashes.Comment: 14 pages with 4 figure
On transient dynamics, off-equilibrium behaviour and identification in blended multiple model structures
The use of multiple-model techniques has been reported in a variety of control and signal processing applications. However, several theoretical analyses have recently appeared which outline fundamental limitations of these techniques in certain domains of application. In particular, the identifiability and interpretability of local linear model parameters in transient operating regimes is shown to be limited. Some modifications to the basic paradigm are suggested which overcome a number of problems. As an alternative to parametric identification of blended multiple model structures, nonparametric Gaussian process priors are suggested as a means of providing local models, and the results compared to a multiple-model approach in a Monte Carlo simulation on some simulated vehicle dynamics data
On the interpretation and identification of dynamic Takagi-Sugenofuzzy models
Dynamic Takagi-Sugeno fuzzy models are not always easy to interpret, in particular when they are identified from experimental data. It is shown that there exists a close relationship between dynamic Takagi-Sugeno fuzzy models and dynamic linearization when using affine local model structures, which suggests that a solution to the multiobjective identification problem exists. However, it is also shown that the affine local model structure is a highly sensitive parametrization when applied in transient operating regimes. Due to the multiobjective nature of the identification problem studied here, special considerations must be made during model structure selection, experiment design, and identification in order to meet both objectives. Some guidelines for experiment design are suggested and some robust nonlinear identification algorithms are studied. These include constrained and regularized identification and locally weighted identification. Their usefulness in the present context is illustrated by examples
Stochastics theory of log-periodic patterns
We introduce an analytical model based on birth-death clustering processes to
help understanding the empirical log-periodic corrections to power-law scaling
and the finite-time singularity as reported in several domains including
rupture, earthquakes, world population and financial systems. In our
stochastics theory log-periodicities are a consequence of transient clusters
induced by an entropy-like term that may reflect the amount of cooperative
information carried by the state of a large system of different species. The
clustering completion rates for the system are assumed to be given by a simple
linear death process. The singularity at t_{o} is derived in terms of
birth-death clustering coefficients.Comment: LaTeX, 1 ps figure - To appear J. Phys. A: Math & Ge
The Higgs Penguin and its Applications : An overview
We review the effective Lagrangian of the Higgs penguin in the Standard Model
and its minimal supersymmetric extension (MSSM). As a master application of the
Higgs penguin, we discuss in some detail the B-meson decays into a
lepton-antilepton pair. Furthermore, we explain how this can probe the Higgs
sector of the MSSM provided that some of these decays are seen at Tevatron Run
II and B-factories. Finally, we present a complete list of observables where
the Higgs penguin could be strongly involved.Comment: 22 pages, 6 figures, Invited review article to appear in Mod. Phys.
Lett. A, v2: Table 1 updated, comments and references adde
Nonparametric identification of linearizations and uncertainty using Gaussian process models – application to robust wheel slip control
Gaussian process prior models offer a nonparametric approach to modelling unknown nonlinear systems from experimental data. These are flexible models which automatically adapt their model complexity to the available data, and which give not only mean predictions but also the variance of these predictions. A further advantage is the analytical derivation of derivatives of the model with respect to inputs, with their variance, providing a direct estimate of the locally linearized model with its corresponding parameter variance. We show how this can be used to tune a controller based on the linearized models, taking into account their uncertainty. The approach is applied to a simulated wheel slip control task illustrating controller development based on a nonparametric model of the unknown friction nonlinearity. Local stability and robustness of the controllers are tuned based on the uncertainty of the nonlinear models’ derivatives
Diagnosing nutrient limitations to lentil and chickpea in acid soils of Bangladesh
Lentil and chickpea are dietary staple crops in Bangladesh but their local production has been markedly declining in recent decades, mainly due to competition with irrigated cereals. However, in northern Bangladesh, an additional problem to their cultivation is acid surface soil conditions, potentially causing deficiencies of molybdenum (Mo) and boron (B), and toxicities of aluminium (Al), manganese (Mn) or hydrogen ion (H+). In an attempt to rehabilitate lentil and chickpea in northern Bangladesh on-farm trials were conducted to determine the response of these crops to Mo, B, and lime and Rhizobium inoculation. Despite earlier reports of widespread B deficiency in the region a response to B was only found in chickpea. Responses to Mo and Rhizobium, applied through seed priming, were found. There were responses to lime even after B, Mo, and Rhizobium had been applied, suggesting Al toxicity. Recommendations for fertilizer requirement, to fit into an overall integrated crop management package for lentil and chickpea, were modified accordingly
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