Odd and Even Partial Waves of \eta\pi^- and \eta'\pi^- in 191 GeV/c \pi^-p

In the year 2008 COMPASS recorded diffractive events of the signature \pi^-(191 GeV) p --> X_fast p. We present results of the analysis of the subsystems X = \eta(')\pi^-. Besides the known resonances a_2(1320), a_4(2040), we study the properties of the spin-exotic P+ wave, and all other natural-exchange partial waves up to spin J = 6. We find a striking difference between the two final states: whereas the even partial waves J = 2, 4, 6 in the two systems are related by phase-space factors, the odd partial waves are relatively suppressed in the \eta\pi^- system. The relative phases between the even waves appear identical whereas the phase between the D and P waves behave quite differently, suggesting different resonant and non-resonant contributions in the two odd-angular-momentum systems. Branching ratios and parameters of the well-known resonances a_2 and a_4 are measured.Comment: To appear in the proceedings of the XV International Conference on Hadron Spectroscopy-Hadron 201

The exotic eta'pi- Wave in 190 GeV pi-p --> pi-eta'p at COMPASS

A sample of 35,000 events of the type pi-p --> eta'pi-p_slow (eta' --> eta pi-pi+, eta --> gamma gamma) with -t>0.1 GeV^2/c^2 was selected from COMPASS 2008 data for a partial-wave analysis. We study the broad P_+ structure known from previous experiments at lower energies, in particular its phase motion relative to the D_+-wave near the a_2(1320) mass and relative to a broad D_+-wave structure at higher mass. We also find the a_4(2040). We compare kinematic plots for the eta'pi^- and eta pi- final states.Comment: Conference: Hadron 2011. v2 added sentence intended to avoid misunderstanding of technical plot; Proceedings of the XIV International Conference on Hadron Spectroscopy, eConf C110613 (2011

Study of kaonic final states in π−p\pi^-p at 190 GeV190\,\textrm{GeV}

We discuss the status of analyses of data recorded in the 2008 and 2009 runs of the COMPASS experiment at CERN with sepcific focus on final states with $K^0_S K^0_S \pi^-$ and $K^+K^-\pi^-$ produced in $\pi^-(190\,\textrm{GeV})p$ scattering. The interest in such final states is motivated by a summary of some of the relevant literature. We also show first results from the analysis of diffractively produced $K\bar K\pi$ states. Two prominent three-body structures, one around 1.8\,\GeV, the other at 2.2\,\GeV decaying via known $K\bar K$ and $K\pi$ states are seen

A two-factor model for electricity prices with dynamic volatility

The wavelet transform is used to identify a biannual and an annual seasonality in the Phelix Day Peak and to separate the long-term trend from its short-term motion. The short-term/long-term model for commodity prices of Schwartz & Smith (2000) is applied but generalised to account for weekly periodicities and time-varying volatility. Eventually we find a bivariate SARMA-CCC-GARCH model to fit best. Moreover it surpasses the goodness of fit of an univariate GARCH model, which shows that the additional effort of dealing with a two-factor model is worthwile. --Wavelets,Seasonal Filter,Relative Wavelet Energy,Multivariate GARCH,Energy Price Modelling

Constructing a quasilinear moving average using the scaling function

The scaling function from multiresolution analysis can be used to constuct a smoothing tool in the context of time series analysis. We give a time series smoothing function for which we show the properties of a quasilinear moving average. Furthermore; we discuss its features and especially derive the distributional properties of our quasilinear moving average given some simple underlying stochastic processes. Eventually we compare it to existing smoothing methods in order to motivate its application --Scaling function,Quasilinear moving average,Influence function

The real issues with in-ground SUDS in Scotland

The aim of this research was to produce enhanced detailing and improved operation of in-ground SUDS. Data from on-site monitoring at three filter drain and three infiltration trench systems were analysed and the results were combined with information gathered from 40 assessments of in-situ systems in Eastern Scotland. Current findings showed that almost 50% of all systems were found to be unsatisfactory and more than half of these were rated as having failed. 36% provided fair and 16%, good performance. Only one system was considered to be performing excellently. Several reasons were identified for the poor performance. The principal cause of problems was runoff from unstabilised areas or construction runoff, which was found to be affecting the systems’ longevity. Almost 30% of all sites were affected by construction runoff. Another major problem was related to system maintenance since maintenance programs were generally not in place. This study has shown that regular maintenance is vital for the longevity of in-ground SUDS

Using wavelets for time series forecasting: Does it pay off?

By means of wavelet transform a time series can be decomposed into a time dependent sum of frequency components. As a result we are able to capture seasonalities with time-varying period and intensity, which nourishes the belief that incorporating the wavelet transform in existing forecasting methods can improve their quality. The article aims to verify this by comparing the power of classical and wavelet based techniques on the basis of four time series, each of them having individual characteristics. We find that wavelets do improve the forecasting quality. Depending on the data's characteristics and on the forecasting horizon we either favour a denoising step plus an ARIMA forecast or an multiscale wavelet decomposition plus an ARIMA forecast for each of the frequency components. --Forecasting,Wavelets,ARIMA,Denoising,Multiscale Analysis

Pricing an European gas storage facility using a continuous-time spot price model with GARCH diffusion

In this article we present both a theoretical framework and a solved example for pricing an European gas storage facility and computing the optimal strategy for its operation. As a representative price index we choose the Dutch TTF day-ahead gas price. We present statistical evidence that the volatility of this index is time-varying, so we introduce a new continuous-time model by incorporating GARCH diffusion into an Ornstein-Uhlenbeck process. Based on this price process we use dynamic programming methods to derive partial differential equations for pricing a storage facility. As an example we apply our methodology to a storage site located in Epe at the German-Dutch border. In this context we investigate the effects of multiple contract types, and perform a sensitivity analysis for all model parameters. We obtain a value surface displaying the properties of a financial straddle. Both volatility and mean reversion influence the facility value - but only around the long-run mean of the gas price. The terminal condition, which includes information about the contract provisions, is of importance if it contains e.g. penalty terms for low inventory levels. Otherwise its influence is diminishing for increasing lease periods. --TTF gas price,GARCH diffusion,natural gas storage,dynamic computing

Robust Beam Search for Encoder-Decoder Attention Based Speech Recognition without Length Bias

As one popular modeling approach for end-to-end speech recognition, attention-based encoder-decoder models are known to suffer the length bias and corresponding beam problem. Different approaches have been applied in simple beam search to ease the problem, most of which are heuristic-based and require considerable tuning. We show that heuristics are not proper modeling refinement, which results in severe performance degradation with largely increased beam sizes. We propose a novel beam search derived from reinterpreting the sequence posterior with an explicit length modeling. By applying the reinterpreted probability together with beam pruning, the obtained final probability leads to a robust model modification, which allows reliable comparison among output sequences of different lengths. Experimental verification on the LibriSpeech corpus shows that the proposed approach solves the length bias problem without heuristics or additional tuning effort. It provides robust decision making and consistently good performance under both small and very large beam sizes. Compared with the best results of the heuristic baseline, the proposed approach achieves the same WER on the 'clean' sets and 4% relative improvement on the 'other' sets. We also show that it is more efficient with the additional derived early stopping criterion.Comment: accepted at INTERSPEECH202