Error-correction factor models for high-dimensional cointegrated time series

Cointegration inferences often rely on a correct specification for the short-run dynamic vector autoregression. However, this specification is unknown, a priori. A lag length that is too small leads to an erroneous inference as a result of the misspecification. In contrast, using too many lags leads to a dramatic increase in the number of parameters, especially when the dimension of the time series is high. In this paper, we develop a new methodology which adds an error-correction term for the long-run equilibrium to a latent factor model in order to model the short-run dynamic relationship. The inferences use the eigenanalysis-based methods to estimate the cointegration and latent factor process. The proposed error-correction factor model does not require an explicit specification of the short-run dynamics, and is particularly effective for high-dimensional cases, in which the standard error-correction suffers from overparametrization. In addition, the model improves the predictive performance of the pure factor model. The asymptotic properties of the proposed methods are established when the dimension of the time series is either fixed or diverging slowly as the length of the time series goes to infinity. Lastly, the performance of the model is evaluated using both simulated and real data sets

Yet Another Format of Universal Dependencies for Korean

In this study, we propose a morpheme-based scheme for Korean dependency parsing and adopt the proposed scheme to Universal Dependencies. We present the linguistic rationale that illustrates the motivation and the necessity of adopting the morpheme-based format, and develop scripts that convert between the original format used by Universal Dependencies and the proposed morpheme-based format automatically. The effectiveness of the proposed format for Korean dependency parsing is then testified by both statistical and neural models, including UDPipe and Stanza, with our carefully constructed morpheme-based word embedding for Korean. morphUD outperforms parsing results for all Korean UD treebanks, and we also present detailed error analyses.Comment: COLING2022, Poste

Rectifying interphases for preventing Li dendrite propagation in solid-state electrolytes

Solid-state electrolytes have emerged as the grail for safe and energy-dense Li metal batteries but still face significant challenges of Li dendrite propagation and interfacial incompatibility. In this work, an interface engineering approach is applied to introduce an electronic rectifying interphase between the solid-state electrolyte and Li metal anode. The rectifying behaviour restrains electron infiltration into the electrolyte, resulting in effective dendrite reduction. This interphase consists of a p-Si/n-TiO2 junction and an external Al layer, created using a multi-step sputter deposition technique on the surface of garnet pellets. The electronic rectifying behaviour is investigated via the asymmetric I-V responses of on-chip devices and further confirmed via the one-order of magnitude lower current response by electronic conductivity measurements on the pellets. The Al layer contributes to interface compatibility, which is verified from the lithiophilic surface and reduced interfacial impedance. Electrochemical measurements via Li symmetric cells show a significantly improved lifetime from dozens of hours to over two months. The reduction of the Li dendrite propagation behaviour is observed through 3D reconstructed morphologies of the solid-state electrolyte by X-ray computed tomography

Estimation for double-nonlinear cointegration

In recent years statistical inference for nonlinear cointegration has attracted attention from both academics and practitioners. This paper proposes a new type of cointegration in the sense that two univariate time series yt and xt are cointegrated via two (unknown) smooth nonlinear transformations, further generalizing the notion of cointegration initially revealed by Box and Tiao (1977), and more systematically studied by Engle and Granger (1987). More precisely, it holds that G(yt,β0)=g(xt)+ut, where G(⋅,β0) is strictly increasing and known up to an unknown parameter β0, g(⋅) is unknown and smooth, xt is I(1), and ut is the stationary disturbance. This setting nests the nonlinear cointegration model of Wang and Phillips (2009b) as a special case with G(y,β0)=y. It extends the model of Linton et al. (2008) to the cases with a unit-root nonstationary regressor. Sieve approximations to the smooth nonparametric function g are applied, leading to an extremum estimator for β and a plugging-in estimator for g(⋅). Asymptotic properties of the estimators are established, revealing that both the convergence rates and the limiting distributions depend intimately on the properties of the two nonlinear transformation functions. Simulation studies demonstrate that the estimators perform well even with small samples. A real data example on the environmental Kuznets curve portraying the nonlinear impact of per-capita GDP on air-pollution illustrates the practical relevance of the proposed double-nonlinear cointegration

The optical response of the silver nano-sphere with two spindle-shaped cavities in a sub-wavelength quartz fiber

We propose and experimentally study a fiber-optic filter in hourglass configurations, where a silver nano-sphere is trapped in the quartz fiber and two air spindle-shaped cavities are formed on both sides of it. By using two fiber tapers as the input source and the probe, we measured the transmission and reflection spectra of the configuration. The results show that it is transparent for resonance wavelength and absorptive for other wavelengths, respectively. The 1544 nm and 1557 nm resonance peaks were observed in the single and double hourglass configuration. Such a device can be useful in optical filters and biochemical sensors

Modeling Progressive Damage and Failure of Single-Lap Thin-Ply-Laminated Composite-Bolted Joint Using LaRC Failure Criterion

Thin-ply composite failure modes also significantly differ from conventional ply composite failure modes, with the final failure mechanism switching from irregular progressive failure to direct fracture characterized by a uniform fracture with the reduction of the ply thickness. When open holes and bolt joints are involved, thin-ply-laminated composites exhibit more complex stress states, damage evolution, and failure modes. Compared to the experimental study of thin-ply-laminated composite-bolted joints, there are few reports about numerical analysis. In order to understand the damage evolution and failure mechanism of thin-ply-laminated composites jointed by single-lap bolt, a progressive damage model based on three-dimensional (3D) LaRC failure criterion combined with cohesive element is constructed. Through an energy-based damage evolution method, this model can capture some significant mechanical characteristics in thin-ply-laminated structures, such as the in situ effect, delamination inhibition, and fiber compressive kinking failure. The comparisons between the numerical predictions and experimental observations are made to verify the accuracy of the proposed model. It is found that the predicted stress-displacement curves, failure modes, damage morphologies, etc., are consistent with the experimental results, indicating that the presented progressive damage analysis method displays excellent accuracy. The predicted stress at the onset of delamination is 50% higher than that of the conventional thick materials, which is also consistent with experimental results. Moreover, the numerical model provides evidence that the microstructure of thin-ply-laminated composite performs better in uniformity, which is more conducive to inhibiting the intra-layer damage and the expansion of delamination damage between layers. This study on the damage inhibition mechanism of thin-ply provides a potential analytical tool for evaluating damage tolerance and bearing capabilities in thin-ply-laminated composite-bolted joints

Investigation on the fluid-solid coupling effect in high-speed train’s windshield structure

The high-speed train’s windshield structure is vital to the boundary layer development and drag reduction design. Up to date, windshield structures are assumed as rigid body in most train aerodynamic numerical simulations. This research investigates the fluid-solid coupling effect of high-speed train’s windshield structure based on an 8-car formation model. The influence of speed level and windshield installation location on the flow field parameter and windshield deformation profile are systematically analysed. The results indicate that, with the development the boundary layer, the time-averaged pressure coefficient, lateral force coefficient and windshield’s displacement all gradually decrease from 1st windshield to 4th windshield along the stream direction. In the connecting region between the windshield and vestibule, a pair of negative pressure zone are formed and gradually intensify along the downstream direction, such that the time-averaged deformation, as well as the vibration amplitude of windshields experience a slight increase. According to the power spectral density analysis, the vibration frequency of all windshields’ displacement varies between 10.25 Hz and 12.5 Hz. Meanwhile, the pantograph structure will lead to the generation of vortex group, these vortices will lead to additional small low frequency peaks for windshields installed on the downstream direction of pantograph

Numerical Simulation Research on Improvement Effect of Ultrasonic Waves on Seepage Characteristics of Coalbed Methane Reservoir

The matrix pores of a coalbed methane (CBM) reservoir are mostly nanoscale pores, with tiny pore throats and poor connectivity, which belong to the category of low–permeability gas reservoirs. The matrix particles and organic pore surfaces adsorb a large amount of CBM. These problems are the main reasons that limit the increase in CBM production. At present, the primary measure to increase CBM production is hydraulic fracturing. However, due to the technical characteristics and geological conditions of CBM reservoirs, applying this technology to CBM exploitation still has some key issues that need to be resolved. Therefore, it is essential to develop a new technology that can effectively increase the production of CBM. This paper proposed a method that uses ultrasonic waves to improve the seepage characteristics of CBM reservoir and theoretically verifies the feasibility of this idea using numerical simulation. In this paper, we firstly coupled the temperature, pressure, and seepage parameters of the CBM reservoir and built a CBM seepage model under the action of ultrasonic waves. Secondly, by comparing the numerical simulation results with the experiment, we verified the accuracy of the model. Finally, on the basis of the mathematical model, we simulated the change characteristics of pore pressure, reservoir temperature, permeability, and porosity under the action of ultrasonic waves. Research results show that under the action of ultrasonic waves, the pressure-drop funnel of CBM reservoir becomes more apparent. The boundary affected by the pressure drop also increases. With the increase of the action time of ultrasonic waves, the temperature of CBM reservoir also increases, and the action distance is about 4 m. With decreased pore pressure, the permeability and porosity of CBM reservoir significantly increase under the action of ultrasonic waves. With increased ultrasonic power, its effect on reservoir permeability and porosity becomes more significant