A Bayesian Analysis of Unobserved Component Models Using Ox

This article details a Bayesian analysis of the Nile river flow data, using a similar state space model as other articles in this volume. For this data set, Metropolis-Hastings and Gibbs sampling algorithms are implemented in the programming language Ox. These Markov chain Monte Carlo methods only provide output conditioned upon the full data set. For filtered output, conditioning only on past observations, the particle filter is introduced. The sampling methods are flexible, and this advantage is used to extend the model to incorporate a stochastic volatility process. The volatility changes both in the Nile data and also in daily S&P 500 return data are investigated. The posterior density of parameters and states is found to provide information on which elements of the model are easily identifiable, and which elements are estimated with less precision.

Inference for Adaptive Time Series Models: Stochastic Volatility and Conditionally Gaussian State Space Form

In this paper we replace the Gaussian errors in the standard Gaussian, linear state space model with stochastic volatility processes. This is called a GSSF-SV model. We show that conventional MCMC algoritms for this type of model are ineffective, but that this problem can be removed by reparameterising the model. We illustrate our results on an example from financial economics and one from the nonparametric regression literature. We also develop an effective particle filter for this model which is useful to assess the fit of the model.Markov chain Monte Carlo, particle filter, cubic spline, state space form, stochastic volatility.

On the unsteady behavior of turbulence models

Periodically forced turbulence is used as a test case to evaluate the predictions of two-equation and multiple-scale turbulence models in unsteady flows. The limitations of the two-equation model are shown to originate in the basic assumption of spectral equilibrium. A multiple-scale model based on a picture of stepwise energy cascade overcomes some of these limitations, but the absence of nonlocal interactions proves to lead to poor predictions of the time variation of the dissipation rate. A new multiple-scale model that includes nonlocal interactions is proposed and shown to reproduce the main features of the frequency response correctly

The Detection of a 3.5-h Period in the Classical Nova Velorum 1999 (V382 Vel) and the Long Term Behavior of the Nova Light Curve

We present CCD photometry, light curve and time series analysis of the classical nova V382 Vel (N Vel 1999). The source was observed for 2 nights in 2000, 21 nights in 2001 and 7 nights in 2002 using clear filters. We report the detection of a distinct period in the light curve of the nova P=0.146126(18) d (3.5 h). The period is evident in all data sets, and we interpret it as the binary period of the system. We also measured an increase in the amplitude modulation of the optical light (in magnitude) by more than 55% from 2000 to 2001 and about 64% from 2001 to 2002. The pulse profiles in 2001 show deviations from a pure sinusoidal shape which progressively become more sinusoidal by 2002. The main cause of the variations in 2001 and 2002 can be explained with the occultation of the accretion disk by the secondary star. We interpret the observed deviations from a pure sinusoidal shape as additional flux resulting from the aspect variations of the irradiated face of the secondary star.Comment: 16 pages and 4 figures, accepted as it stands to be published in the Astronomical Journal (AJ

Factor Structure of the Field Edition of the Leiter International Performance Scale-Revised

A series of exploratory and confirmatory factor analyses were conducted for the field edition of the Leiter International Performance Scale-Revised (Leiter-R). The sample for the field edition of the Leiter-R was divided into 3 age groups (2-5, 6-11, 12-21 years old) for this series of analyses. Two factors were identified for the youngest age group (2-5 years), three factors were identified for the second age group (6-11 years old), and five factors were identified for the third age group (12-21 years old). These shifts in the factor structure of the test provide evidence for the age differentiation hypothesis. Implications for the clinical assessment of nonverbal cognitive abilities are discussed. citing traditional applications of the original Leiter. as well as some potentially new applications for the Leiter-R. Potential applications for the Leiter-R include cognitive assessment for individuals who are developmentally delayed. speech impaired, hearing impaired, traumatic brain injured, or stroke affected. The complexity of the factor structure for Leiter-R, especially in the absence of a factor structure for the original battery, suggests this revision will make the Leiter-R have a wide range of clinical applications

Large-scale bottleneck effect in two-dimensional turbulence

The bottleneck phenomenon in three-dimensional turbulence is generally associated with the dissipation range of the energy spectrum. In the present work, it is shown by using a two-point closure theory, that in two-dimensional turbulence it is possible to observe a bottleneck at the large scales, due to the effect of friction on the inverse energy cascade. This large-scale bottleneck is directly related to the process of energy condensation, the pile-up of energy at wavenumbers corresponding to the domain size. The link between the use of friction and the creation of space-filling structures is discussed and it is concluded that the careless use of hypofriction might reduce the inertial range of the energy spectrum

On the identity of broad-shelled mussels (Mollusca, Bivalvia, Mytilus) from the Dutch delta region

Late Quaternary (Eemian) deposits of the Netherlands contain shells that resemble those of living Mytilus galloprovincialis. Similar broad-shelled mytilids also occur in estuaries of the southwestern Netherlands together with slender individuals typical of M. edulis. We sampled living mussels along a depth gradient in the Oosterschelde to a) investigate whether a relation exists between shell shape and depth, b) test if the broad-shelled specimens might represent M. galloprovincialis (or a hybrid with M. edulis) and c) assess by inference if the Quaternary specimens might be attributed to M. galloprovincialis as well. In order to do so, we compared genetic (length polymorphism of Me 15/16, COIII sequences and AFLPs) and shell-morphological characteristics (juvenile L/W ratios and so-called Verduin parameters) of the same specimens. The obtained dataset indicates that all studied mussels from the Oosterschelde should be attributed to M. edulis, including those with broad shell outlines. No correlation of shell-morphology and depth-distribution was found. The worn and generally damaged state of the Eemian specimens precluded measurement of the Verduin parameters, while juvenile L/W ratios turned out not to be diagnostic. Therefore the shell characters examined in this study are insufficient to demonstrate the possible presence of M. galloprovincialis shells in Quaternary deposits of the Netherlands