Efficient Tests of the Seasonal Unit Root Hypothesis*

In this paper we derive, under the assumption of Gaussian errors with known error covariance matrix, asymptotic local power bounds for seasonal unit root tests for both known and unknown deterministic scenarios and for an arbitrary seasonal aspect. We demonstrate that the optimal test of a unit root at a given spectral frequency behaves asymptotically independently of whether unit roots exist at other frequencies or not. We also develop modified versions of the optimal tests which attain the asymptotic Gaussian power bounds under much weaker conditions. We further propose near-efficient regression-based seasonal unit root tests using pseudo-GLS de-trending and show that these have limiting null distributions and asymptotic local power functions of a known form. Monte Carlo experiments indicate that the regression-based tests perform well in finite samples.Point optimal invariant (seasonal) unit root tests, asymptotic local power bounds, near seasonal integration

Design of a Microengineered Electrostatic Lens

Published versio

Silicon micromachined mass filter for a low power, low cost quadrupole mass spectrometer

Published versio

The impact of freight transport capacity limitations on supply chain dynamics

We investigate how capacity limitations in the transportation system affect the dynamic behaviour of supply chains. We are interested in the more recently defined, 'backlash' effect. Using a system dynamics simulation approach, we replicate the well-known Beer Game supply chain for different transport capacity management scenarios. The results indicate that transport capacity limitations negatively impact on inventory and backlog costs, although there is a positive impact on the 'backlash' effect. We show that it is possible for both backlog and inventory to simultaneous occur, a situation which does not arise with the uncapacitated scenario. A vertical collaborative approach to transport provision is able to overcome such a trade-off. © 2013 Taylor & Francis

A practical gauge invariant regularization of the SO(10) grand unified model

It is shown that a simple modification of the dimensional regularization allows to compute in a consistent and gauge invariant way any diagram with less than four loops in the SO(10) unified model. The method applies also to the Standard Model generated by the symmetry breaking $SO(10) \to SU(3)\times SU(2)\times U(1)$. A gauge invariant regularization for arbitrary diagram is also described.Comment: 10 pages, uses linedraw.st

Extensions of AdS_5 x S^5 and the Plane-wave Superalgebras and Their Realization in the Tiny Graviton Matrix Theory

In this paper we consider all consistent extensions of the AdS_5 x S^5 superalgebra, psu(2,2|4), to incorporate brane charges by introducing both bosonic and fermionic (non)central extensions. We study the Inonu-Wigner contraction of the extended psu(2,2|4) under the Penrose limit to obtain the most general consistent extension of the plane-wave superalgebra and compare these extensions with the possible BPS (flat or spherical) brane configurations in the plane-wave background. We give an explicit realization of some of these extensions in terms of the Tiny Graviton Matrix Theory (TGMT)[hep-th/0406214] which is the 0+1 dimensional gauge theory conjectured to describe the DLCQ of strings on the AdS_5 x S^5 and/or the plane-wave background.Comment: 27 pages, LaTe

Nuttier Bubbles

We construct new explicit solutions of general relativity from double analytic continuations of Taub-NUT spacetimes. This generalizes previous studies of 4-dimensional nutty bubbles. One 5-dimensional locally asymptotically AdS solution in particular has a special conformal boundary structure of $AdS_3\times S^1$. We compute its boundary stress tensor and relate it to the properties of the dual field theory. Interestingly enough, we also find consistent 6-dimensional bubble solutions that have only one timelike direction. The existence of such spacetimes with non-trivial topology is closely related to the existence of the Taub-NUT(-AdS) solutions with more than one NUT charge. Finally, we begin an investigation of generating new solutions from Taub-NUT spacetimes and nuttier bubbles. Using the so-called Hopf duality, we provide new explicit time-dependent backgrounds in six dimensions.Comment: 32 pages, 1 figure; v.3. typos corrected. Matches the published versio

Understanding information security culture: a survey in small and medium sized enterprises

Information security is a relevant fact for current organizations. There are factors inextricably linked to this issue, and one cannot talk about information security in an organization without addressing and understanding the information security culture of that institution. Maximizing the organizational culture within an organization will enable the safeguard of information security. For that, we need to understand which the inhibiting and the enabling factors are. This paper contributes to point out those factors by presenting the results of a survey concerning information security culture in small and medium sized enterprises (SMEs). We discuss the results in the light of related literature, and we identify future works aiming to enhance information security within organizations

On zero-point energy, stability and Hagedorn behavior of Type IIB strings on pp-waves

Type IIB strings on many pp-wave backgrounds, supported either by 5-form or 3-form fluxes, have negative light-cone zero-point energy. This raises the question of their stability and poses possible problems in the definition of their thermodynamic properties. After having pointed out the correct way of calculating the zero-point energy, an issue not fully discussed in literature, we show that these Type IIB strings are classically stable and have well defined thermal properties, exhibiting a Hagedorn behavior.Comment: Latex, 13 pages. v2: regularization/renormalization prescription clarified, refs. adde