VAR estimation and forecasting when data are subject to revision

Conventional VAR estimation and forecasting ignores the fact that economic data are often subject to revision many months or years after their initial release. This paper shows how VAR analysis can be modified to account for such revisions. The proposed approach assumes that government statistical releases are efficient with a finite lag. It takes no stand on whether earlier revisions are “noise” or “news.” The technique is illustrated using data on employment and the unemployment rate, real GDP and the unemployment rate, and real GDP and the GDP/consumption ratio. In each case, the proposed procedure outperforms conventional VAR analysis and the more-restrictive methods for handling the data-revision problem that are found in the existing literature.

The relationship between sex and territorial behavior in the San Cristóbal lava lizard (Microlophus bivittatus)

The purpose of this study is to learn more about the territorial behavior of the San Cristóbal lava lizard (Microlophus bivittatus). It was hypothesized that, due to competition for mates, competition would be higher amid individuals of the same sex than between individuals that were opposite sexes. This hypothesis was not supported by the data collected, as females were observed interacting more with other females than other males but males were observed interacting more with females than other males. This is likely a result of a sex ratio of two females to one male and the territory structure of the species

Les paléochenaux : étude géomorphologique et micromorphologique

Résumé de l\u27ouvrage : Quarante hectares de gravière sondés, des vestiges reconnus sur 15 hectares : une fenêtre d\u27une surface exceptionnellement vaste s’est ouverte entre 1989 et 1994 sur l’histoire ancienne de la vallée de la Moselle, près de Crévéchamps. Avec 7 000 structures relevées, Marie-Pierre Koenig et son équipe ont dû respecter une méthodologie rigoureuse pour établir comment, en deux millénaires, les hommes ont colonisé ce fond de vallée soumis aux divagations de la rivière. Grâce au regroupement des structures par ensembles fonctionnels, à leur examen typologique, à leur intégration dans un paysage reconstitué par l’analyse environnementale, grâce aussi à une remarquable étude de la céramique des âges du Bronze et du Fer étayée par la comparaison avec de nombreux sites en Europe du Nord, les auteurs proposent un schéma d’évolution de l’occupation qui fait d’ores et déjà référence. Les défrichements débutent au Néolithique. Durant la protohistoire l’habitat va se densifiant : palissades, chemins et fossés suivent les délimitations naturelles formées par les anciens chenaux tandis que sur les dômes gravillonneux des exploitations se déplacent cycliquement. Par le suite, les Gallo-Romains drainent et cadastrent le terroir. Des fermes y perdurent, héritières des traditions gauloises, mais l’activité se diversifie avec l’ouverture d’une vaste argilière. Jusqu’à ce qu’au IIe s. ap. J.-C. une inondation conduise les hommes à délaisser cette zone trop humide

First Evaluation of an Index of Low Vagally-Mediated Heart Rate Variability as a Marker of Health Risks in Human Adults: Proof of Concept.

Multiple studies have demonstrated low vagally-mediated heart rate variability (HRV) being associated with a range of risk factors for heart disease and stroke, including inflammation, hyperglycemia, hyperlipidemia, and hypertension. Yet, no cut point exists that indicates elevated risk. In the present study we sought to identify a cut point-value for HRV that is associated with elevated risk across a range of known risk factors. METHODS:A total of 9550 working adults from 19 study sites took part in a health assessment that included measures of inflammation, hyperglycemia, hyperlipidemia, and hypertension and vagally-mediated HRV (Root mean square of successive differences between normal heartbeats (RMSSD)). Multiple age and sex adjusted logistic regressions were calculated per risk factor (normal versus clinical range), with RMSSD being entered in binary at different cut points ranging from 15-39 msec with a 2 msec increment. RESULTS:For daytime RMSSD, values below 25 ± 4 indicated elevated risk (odds ratios (OR) 1.5-3.5 across risk factors). For nighttime RMSSD, values below 29 ± 4 indicated elevated risk (OR 1.2-2.0). CONCLUSION:These results provide the first evidence that a single value of RMSSD may be associated with elevated risk across a range of established cardiovascular risk factors and may present an easy to assess novel marker of cardiovascular risk

A simulation study of a chemical distribution system

Bibliography: leaf 60.There has been a great deal of interest recently in using the simulation approach to analyse and optimize industrial systems. Applications of simulation techniques in the South African field are however limited and there is an urgent need for further work. This thesis provides industry an illustrative example of a simulation model of a chemical distribution system. It is concerned with the handling of raw materials and products at the African Explosives and Chemical Industries (AECI), situated in Somerset West. The model objectives were threefold; firstly, to establish the application of the simulation concept in the distribution field; secondly, to analyse the whole distribution system and to provide the factory with thorough details on its distribution performance; and finally, to identify any potential future strategies to minimize distribution cost

Large-scale V/STOL testing

Several facets of large-scale testing of V/STOL aircraft configurations are discussed with particular emphasis on test experience in the Ames 40- by 80-Foot Wind Tunnel. Examples of powered-lift test programs are presented in order to illustrate tradeoffs confronting the planner of V/STOL test programs. Large-scale V/STOL wind-tunnel testing can sometimes compete with small-scale testing in the effort required (overall test time) and program costs because of the possibility of conducting a number of different tests with a single large-scale model where several small-scale models would be required. The benefits of both high- or full-scale Reynolds numbers, more detailed configuration simulation, and number and type of onboard measurements are studied

A constitutive material model for nonlinear finite element structural analysis using an iterative matrix approach

A unified numerical method for the integration of stiff time dependent constitutive equations is presented. The solution process is directly applied to a constitutive model proposed by Bodner. The theory confronts time dependent inelastic behavior coupled with both isotropic hardening and directional hardening behaviors. Predicted stress-strain responses from this model are compared to experimental data from cyclic tests on uniaxial specimens. An algorithm is developed for the efficient integration of the Bodner flow equation. A comparison is made with the Euler integration method. An analysis of computational time is presented for the three algorithms

H infinity observer for time-delay systems. Application to FDI for irrigation canals

This paper deals with the problem of fault detection and isolation for time-varying delayed systems. It consists to develop a $H_{\infty}$ observer that generates residuals sensitive to some faults and insensitive to others in order to detect and isolate actuator faults which can occur on the regulation gates of an irrigation canal. The observer design uses a simplified approximate model of the Saint-Venant equations and is formulated with delay-dependent Linear Matrix Inequality (LMI). Simulations done with a realistic model of a real canal show the effectiveness of the metho

Prevalence of X-ray variability in the Chandra Deep Field South

We studied the X-ray variability of sources detected in the Chandra Deep Field South (Giacconi et al. 2002), nearly all of which are low to moderate z AGN (Tozzi et al. 2001). We find that 45% of the sources with >100 counts exhibit significant variability on timescales ranging from a day up to a year. The fraction of sources found to be variable increases with observed flux, suggesting that >90% of all AGNs possess intrinsic variability. We also find that the fraction of variable sources appears to decrease with increasing intrinsic absorption; a lack of variability in hard, absorbed AGNs could be due to an increased contribution of reflected X-rays to the total flux. We do not detect significant spectral variability in the majority (~70%) of our sources. In half of the remaining 30%, the hardness ratio is anti-correlated with flux, mimicking the high/soft-low/hard states of galactic sources. The X-ray variability appears anti-correlated with the luminosity of the sources, in agreement with previous studies. High redshift sources, however, have larger variability amplitudes than expected from extrapolations of their low-z counterparts, suggesting a possible evolution in the accretion rate and/or size of the X-ray emitting region. Finally, we discuss some effects that may produce the observed decrease in the fraction of variable sources from z=0.5 out to z=2.Comment: 24 pages, including 15 figures and 1 table. In press on Ap