Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate

The modelling of univariate time series is a subject of great importance in a variety of fields, in regional science and economics, and beyond. Time series modelling involves three major stages:model identification, model%0D estimation and diagnostic checking. This current paper focuses its attention on the model identification stage in general and on the issue of testing for non-linear dependence in particular. If the null hypothesis of independence is rejected, then the alternative hypothesis implies the existence of linear or non-linear dependence. The test of this hypothesis is of crucial importance. If the data are linearly dependent, the linear time series models have to be specified (generally within the SARIMA methodology). If the data are non-linearly dependent, then non-linear time series modelling (such as ARCH, GARCH and autoregressive neural network models) must be employed. Several tests have recently been developed for this purpose. In this paper we make a modest attempt to investigate the power of five competing tests (McLeod-Li-test, Hsieh-test, BDS-test, Terävirta''''s neural network test) in a real world application domain of unemployment rate prediction in order to determine what kind of non-linear specification they have good power against, and which not. The results obtained indicate that that all the tests reject the hypothesis of mere linear dependence in our application. But if interest is focused on predicting the conditional mean of the series, the neural network test is most informative for model identification and its use is therefore highly%0D recommended.

Beiträge zur aktuellen Flora der Gegend um Havelberg

Der Beitrag umfaßt eigene floristische Beobachtungen aus dem Havelberger Gebiet, überwiegend der Jahre 1989 bis 1999. Fundangaben des Beitrages von BURKART, KUMMER & FISCHER (1995) werden hier nur ausnahmsweise aufgenommen. Über die früheren Verhältnisse des Havelberger Florengebietes sind wir durch viele Publikationen seit JOACHIMI (1794) unterrichtet. Das umfangreichste Material finden wir bei ASCHERSON (1864), WARNSTORF (1879), POTONIE (1882) und ASCHERSON & POTONIE (1885). Der Botanische Verein der Provinz Brandenburg tagte 1911 und 1934 in Havelberg. Von den Ergebnissen der Exkursionen anläßlich der Tagungen liegen Berichte (HOFFMANN 1911, ULBRICH 1934) vor. In den Flußauen von Havel und Elbe ist eine artenreiche Flora erhalten geblieben. Rückgang und Schwund betrifft hier nur eine beschränkte Anzahl von Arten. Als verschwunden gelten z.B. Clematis recta, Hypericum hirsutum (von mir zuletzt 1951 im Mühlenholz beobachtet), Iris sibirica (von mir 1967 noch in großen Mengen am alten Jederitzer Weg zwischen dem Glien und dem Jederitzer Holz beobachtet in der nassen Ausbildungsform der Auwiese [Cnidio-Deschampsietum]), Nymphoides peltata und Peucedanum officinale

Methods for acoustic holography and acoustic measurements

In this dissertation, a novel four-step acoustical holographic imaging system is described and several means for its implementation are analyzed both theoretically and experimentally. This system is compared with other methods of acoustical holography, (ie. permitting to obtain a visible, 3-D image of an object insonified with supersonic waves) and some of its advantages are indicated. The use of optical holographic techniques to convert an arbitrary acoustic image to a visible image is investigated and a new method - the holographic sound image converter - is introduced and analyzed. This converter consists of the holographic interferometer and an appropriate coupler . Unlike present acoustic detectors, it exhibits the ability to simultaneously detect a quantity related to the vibration amplitude at each point of the acoustical diffraction pattern. Other advantages of this technique are frequency selectivity and the possibility of amplification and reference wave simulation. This converter is a non-scanned device; yet it features all of the desirable characteristics normally associated only with scanned, linear detectors. The new technique of shifted reference holographic interferometry is presented. This technique, as shown in the analysis, permits increasing the sensitivity of conventional time-averaged holographic interferometry by approximately one order of magnitude. Experimental results confirm this prediction. Holographic techniques are also applied to the measurement of acoustic parameters and several ways of implementing this application are proposed and investigated. In a number of experiments, the advantages of the holographic method in the field of sonics and ultrasonics are demonstrated, and a theoretical relation comparing this method to the Schlieren method is developed and experimentally confirmed. A theoretical and experimental study of some possible couplers , each capable of augmenting the displacement amplitude of an acoustical diffraction pattern as it is transferred from a surface bounded by water to one bounded by air, is also conducted. The couplers investigated range from a simple, acoustic impedance transformer to a mosaic of velocity amplifiers. A detailed study is conducted on the development and testing of a mechanical velocity transformer consisting of two lossy, nearly quarter-wave plates. The theoretical relations describing the behavior of such plates are developed and experimentally verified. An advantage of 9.5 (19.6 dB) at 916 KHz has been obtained across the water/air interface - primarily due to the construction of tuned aluminum-epoxy plates. A useful method for tuning quarter-wave metal-epoxy plates is introduced and demonstrated. Other methods suitable for the measurement of the speed of sound and the attenuation coefficient of epoxy are also discussed. Shifted reference holographic interferometry and the partial impedance matching of water to air, afforded by the tuned velocity transformer, result in a high sensitivity of this optical detector of acoustic vibrations. It is shown that, by these methods, a holographic sound image converter having a threshold intensity of 2.8 mw/ cm2 at 1 MHz appears feasible. Higher sensitivities (1.6 x 10-11 w/cm2) and full realization of all of the advantages of the holographic converter are expected with the use of an active coupler , ie. one which makes use of electronic amplification

Extended Potentials of UHTCMCs in Space Vehicle Extreme Environment Applications - Large System Intergrator View and Expectations

Research and development performed in recent years in the field of UHTC revealed promising properties of these new materials in the field of extreme environments. Particularly in applications where high thermal loadings are expected these materials offer high potentials of extended performance for various applications. However, the combination of high thermal loadings together with high mechanical loadings requires a new class of UHTC. By creating UHTCs with fiber reinforcement an improvement of characteristic properties is anticipated. Research in this very specific area has been initiated and is currently ongoing based on promising ideas. This class of UHTCMCs is expected to provide extended capabilities wrt higher performance and better design beyond the abilities of current materials for e.g. applications in propulsion, thermal protection systems and hot structures. The new material is also expected to enlarge significantly the operating temperature range of high temperature components, the thermal shock resistance and will enable new design solutions of those systems with access to new flight regimes. In addition to this, advanced characteristics with regard to operation in highly corrosive and chemical aggressive environments are anticipated. Self-healing capability is also an important characteristic and should be considered in the ongoing research. For thermal protection and hot structures applications the material can provide zero-erosion properties leading to an unchanged vehicle shape and subsequently more stable and predictable aerothermodynamic characteristics . This talk reviews the status of this technology, identifies expectations, possible applications, and potential advantages from industrial Large System Integrator (LSI) point of view

Common process demands of two complex dynamic control tasks : Transfer is mediated by comprehensive strategies

Although individual differences in complex problem solving (CPS) are well–established, relatively little is known about the process demands that are common to different dynamic control (CDC) tasks. A prominent example is the VOTAT strategy that describes the separate variation of input variables (“Vary One Thing At a Time”) for analyzing the causal structure of a system. To investigate such comprehensive knowledge elements and strategies, we devised the real-time driven CDC environment Dynamis2 and compared it with the widely used CPS test MicroDYN in a transfer experiment. One hundred sixty five subjects participated in the experiment, which completely combined the role of MicroDYN and Dynamis2 as source or target problem. Figural reasoning was assessed using a variant of the Raven Test. We found the expected substantial correlations among figural reasoning and performance in both CDC tasks. Moreover, MicroDYN and Dynamis2 share 15.4% unique variance controlling for figural reasoning. We found positive transfer from MicroDYN to Dynamis2, but no transfer in the opposite direction. Contrary to our expectation, transfer was not mediated by VOTAT but by an approach that is characterized by setting all input variables to zero after an intervention and waiting a certain time. This strategy (called PULSE strategy) enables the problem solver to observe the eigendynamics of the system. We conclude that for the study of complex problem solving it is important to employ a range of different CDC tasks in order to identify components of CPS. We propose that besides VOTAT and PULSE other comprehensive knowledge elements and strategies, which contribute to successful CPS, should be investigated. The positive transfer from MicroDYN to the more complex and dynamic Dynamis2 suggests an application of MicroDYN as training device

Transparent Forecasting Strategies in Database Management Systems

Whereas traditional data warehouse systems assume that data is complete or has been carefully preprocessed, increasingly more data is imprecise, incomplete, and inconsistent. This is especially true in the context of big data, where massive amount of data arrives continuously in real-time from vast data sources. Nevertheless, modern data analysis involves sophisticated statistical algorithm that go well beyond traditional BI and, additionally, is increasingly performed by non-expert users. Both trends require transparent data mining techniques that efficiently handle missing data and present a complete view of the database to the user. Time series forecasting estimates future, not yet available, data of a time series and represents one way of dealing with missing data. Moreover, it enables queries that retrieve a view of the database at any point in time - past, present, and future. This article presents an overview of forecasting techniques in database management systems. After discussing possible application areas for time series forecasting, we give a short mathematical background of the main forecasting concepts. We then outline various general strategies of integrating time series forecasting inside a database and discuss some individual techniques from the database community. We conclude this article by introducing a novel forecasting-enabled database management architecture that natively and transparently integrates forecast models

Multiple pathways of plasmid DNA transfer in Helicobacter pylori

Many Helicobacter pylori (Hp) strains carry cryptic plasmids of different size and gene content, the function of which is not well understood. A subgroup of these plasmids (e.g. pHel4, pHel12), contain a mobilisation region, but no cognate type IV secretion system (T4SS) for conjugative transfer. Instead, certain H. pylori strains (e.g. strain P12 carrying plasmid pHel12) can harbour up to four T4SSs in their genome (cag-T4SS, comB, tfs3, tfs4). Here, we show that such indigenous plasmids can be efficiently transferred between H. pylori strains, even in the presence of extracellular DNaseI eliminating natural transformation. Knockout of a plasmid-encoded mobA relaxase gene significantly reduced plasmid DNA transfer in the presence of DNaseI, suggesting a DNA conjugation or mobilisation process. To identify the T4SS involved in this conjugative DNA transfer, each individual T4SS was consecutively deleted from the bacterial chromosome. Using a marker-free counterselectable gene deletion procedure (rpsL counterselection method), a P12 mutant strain was finally obtained with no single T4SS (P12ΔT4SS). Mating experiments using these mutants identified the comB T4SS in the recipient strain as the major mediator of plasmid DNA transfer between H. pylori strains, both in a DNaseI-sensitive (natural transformation) as well as a DNaseI-resistant manner (conjugative transfer). However, transfer of a pHel12::cat plasmid from a P12ΔT4SS donor strain into a P12ΔT4SS recipient strain provided evidence for the existence of a third, T4SS-independent mechanism of DNA transfer. This novel type of plasmid DNA transfer, designated as alternate DNaseI-Resistant (ADR) mechanism, is observed at a rather low frequency under in vitro conditions. Taken together, our study describes for the first time the existence of three distinct pathways of plasmid DNA transfer between H. pylori underscoring the importance of horizontal gene transfer for this species

Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate

In recent years interest has been growing in testing for stochastic non-linearity in macroeconomic time series. There are several inference procedures available. But not much is known about their behaviour on real world small-sized settings. This paper surveys some of these tests. Their performance is compared using monthly Austrian unemployment data that cover the period January 1960 to December 1997. It is found that the test procedures surveyed are complementary rather than competing. Several useful guidelines are provided for applying the increasingly complex test procedures in practice.Series: Discussion Papers of the Institute for Economic Geography and GIScienc

Studying unquenching effects in QCD with Dyson-Schwinger equations

We summarise recent results on the properties of gluons, quarks and light mesons from the Green's functions approach to QCD. We discuss a self-consistent, infrared power law solution for the Schwinger-Dyson equations of the 1PI-Greens functions of Yang-Mills theory. The corresponding running coupling has a universal fixed point at zero momentum. Based on these analytical results a truncation scheme for the coupled system of Schwinger-Dyson equations for the propagators of QCD and the Bethe-Salpeter equation for light mesons has been formulated. We compare numerical results for charge eigenstate vector and pseudoscalar meson observables with corresponding lattice data. The effects of unquenching the system are found to be small but not negligible.Comment: 8 pages, 8 figures. Invited talk given by C.S.F. at the 'Workshop on computational hadron physics', Sept. 13 - 17, Nikosia, Cypru