Dynamic Bayesian smooth transition autoregressive models applied to hourly electricity load in southern Brazil

Dynamic Bayesian Smooth Transition Autoregressive (DBSTAR) models are proposed for nonlinear autoregressive time series processes as alternative to both the classical Smooth Transition Autoregressive (STAR) models of Chan and Tong (1986) and the Bayesian Simulation STAR (BSTAR) models of Lopes and Salazar (2005). Unlike those, DBSTAR models are sequential polynomial dynamic analytical models suitable for inherently non-stationary time series with non-linear characteristics such as asymmetric cycles. As they are analytical, they also avoid potential computational problems associated with BSTAR models and allow fast sequential estimation of parameters. Two types of DBSTAR models are defined here based on the method adopted to approximate the transition function of their autoregressive components, namely the Taylor and the B-splines DBSTAR models. A harmonic version of those models, that accounted for the cyclical component explicitly in a flexible yet parsimonious way, were applied to the well-known series of annual Canadian lynx trappings and showed improved fitting when compared to both the classical STAR and the BSTAR models. Another application to a long series of hourly electricity loading in southern Brazil, covering the period of the South-African Football World Cup in June 2010, illustrates the short-term forecasting accuracy of fast computing harmonic DBSTAR models that account for various characteristics such as periodic behaviour (both within-the-day and within-the-week) and average temperature

Categorical Groups, Knots and Knotted Surfaces

We define a knot invariant and a 2-knot invariant from any finite categorical group. We calculate an explicit example for the Spun Trefoil.Comment: 40 pages, lots of figures. Second version: Added example and discussion, clarification of the fact that the maps associated with Reidemeister Moves are well define

On the computation of the term w21z2zˉw_{21}z^2\bar{z} of the series defining the center manifold for a scalar delay differential equation

In computing the third order terms of the series of powers of the center manifold at an equilibrium point of a scalar delay differential equation, with a single constant delay $r>0,$ some problems occur at the term $w_{21}z^2\bar{z}.$ More precisely, in order to determine the values at 0, respectively $-r$ of the function $w_{21}(\,.\,),$ an algebraic system of equations must be solved. We show that the two equations are dependent, hence the system has an infinity of solutions. Then we show how we can overcome this lack of uniqueness and provide a formula for $w_{21}(0).$Comment: Presented at the Conference on Applied and Industrial Mathematics- CAIM 2011, Iasi, Romania, 22-25 September, 2011. Preprin