A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS

Abstract. Time series analysts have begun to consider the applicability of nonlinear models. In order for nonlinear models to be accepted by practitioners, practicai tests must be avilable to test for the presence of nonlinearity in both raw time series and in the residuals from fitted models. A diagnostic test, based on the bispectrum, for the presence of nonlinear serial dependence in these time series is investigated here using artificial data. Detection of such nonlinear dependence is taken to indicate that nonlinear modelling methods are necessary. The theory behind the test is reviewed and simulations driven by pseudorandom numbers are presented for a variety of models and sample sizes. The simulations indicate that the test has substantial power for many models. In addition, theoretical and empirical results are presented which show that the bispectral diagnostic test is equally powerful for both the source series and for the fitting errors from a line& model. Thus, while the test is suitable for use as a diagnostic test on the fitting errors of linear time series models, prior linear modeling of the time series is not required.     

Fabrication and measurement of low-stress membrane mirrors for adaptive optics

We have fabricated low-stress membranes from single-crystal silicon for use as deformable mirrors in adaptive optics. These membranes have lower stress than membranes made from silicon nitride or other materials and therefore are capable of greater deformation than previously used membrane mirrors. Membranes were assembled into devices by flip chip bonding to electrode chips with either 256 or 1024 electrodes. We have characterized devices with static and dynamic tests and compared their performance with an analytical model. We tracked the evolution of strain in the membrane during the device's fabrication and assembly and identified sources of stress and strain in this process. We identified boron dopant concentration as a critical determinant of intrinsic stress in the membrane.     

Effect of processing upon concentration and distribution of natural and iodophor-derived iodine in milk

Cream removal, pasteurization, and spray-drying of milk did not affect concentration of either natural or iodophor-derived iodine, as measured by both chemical and electrode methods, although electrode results were significantly higher. The use of iodine-131 labeled iodophor showed that only .02% of iodine was lost from milk on boiling and that 3.4% of iodophor-iodine became associated with milk casein.     

Evaluation of two portable lead-monitoring methods at mining sites

Two methods for measuring airborne lead using field-portable instruments have been developed by the National Institute for Occupational Safety and Health (NIOSH): Method 7702 uses X-ray fluorescence (XRF), and Method 7701 employs ultrasonic extraction (UE) followed by anodic stripping voltammetry (ASV). The two portable methods were evaluated at mining sites. Area air samples were collected throughout two mills where ore from nearby mines was processed; the primary constituent of the ore was lead sulfide (galena). The air samples were collected on 37 mm mixed cellulose ester membrane filters housed within plastic filter cassettes. At the end of the work shift, the cassettes were collected and taken to a room off-site for analysis by the two portable methods. The filter samples were first analyzed by XRF and then by UE/ASV. Calibration was verified on both instruments according to standard procedures. The samples were then sent for confirmatory analysis via flame atomic absorption spectrometry (FAAS) according to NIOSH Method 7082. Pairwise comparisons between the methods using the paired t-test showed no statistically significant differences between ASV and FAAS (P>0.05); however, the comparison between XRF and FAAS was statistically significant (P<0.05). The elevated lead concentrations reported by XRF relative to FAAS were likely the result of the ability of XRF to report total lead, including lead silicates. This form of lead is not liberated in the digestion process prior to FAAS analysis, and is therefore not detected by this method. Despite this discrepancy, lead concentrations measured by both portable technologies were found to be highly correlated with the laboratory method (R2>0.96), suggesting that they are suitable as screening methods for airborne lead at mining sites.     

On-line reoptimization of filter designs for multivariate optical elements

An automated method for producing multivariate optical element (MOE) interference filters that are robust to errors in the reactive magnetron sputtering process is described. Reactive magnetron sputtering produces films of excellent thickness and uniformity. However, small changes in the thickness of individual layers can have severe adverse effects on the predictive ability of the MOE. Adaptive reoptimization of the filter design during the deposition process can maintain the predictive ability of the final filter by changing the thickness of the undeposited layers to compensate for the errors in deposition. The merit function used, the standard error of calibration, is fundamentally different from the standard spectrum matching. This new merit function allows large changes in the transmission spectrum of the filter to maintain performance.     

Ultrasonic extraction and field-portable anodic stripping voltammetric measurement of lead in dust wipe samples

Dust wipe samples were subjected to ultrasonic extraction (UE) in diluted nitric acid, and then analyzed for lead content using field-portable anodic stripping voltammetry (ASV). Recoveries of lead were determined from wipe materials which were spiked with certified reference materials (CRMs) containing known quantities of lead. Four different wipe materials and four different CRMs were tested, with and without filtration of aliquots of sample extract through 0.45 microm hydrophilic polytetrafluoroethylene filters. The CRMs consisted of paint, soil, particulate, and dust matrices. Wipe materials were chosen from those which have been found to meet the performance aspects of an ASTM standard specification. UE/ASV experiments were carried out in accordance with newly published ASTM procedures for on-site extraction and electroanalysis. Recoveries were found to vary for different wipe materials and CRMs. For several CRMs, quantitative (80--120%) recoveries for UE/ASV were observed for one wipe material whether filtration was used or not, while other wipe materials required filtration for quantitative recovery. In the case of one wipe material which contained detergents, quantitative recoveries could not be achieved whether filtration was used or not. The total analysis time for a sample set of 6--12 samples was 60--90 min, including extraction time and sample manipulation. The results of this work have provided information on the choice of wipe materials that can be used for quantitative lead measurements by UE/ASV in materials that are representative of sources of lead in surface dust.     

Moderating effects of sensitivity to punishment and sensitivity to reward on associations between marijuana effect expectancies and use.

The study examined associations between sensitivity to reward (SR), sensitivity to punishment (SP), positive and negative expectancies, and marijuana use in a college sample (N = 809). Marijuana users (n = 227) reported lower SP and greater SR than nonusers. SR attenuated the association between SP and the probability of marijuana use. SP attenuated the association between positive expectancies and the probability of marijuana use as well as the frequency of use among users. SP potentiated the association between negative expectancies and use. The results indicate that SP and SR have interactive effects and that SP moderates the strength of positive and negative cues for risk behavior. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Heterogeneous InSb quantum well transistors on silicon for ultra-high speed, low power logic applications

The heterogeneous integration of InSb quantum well transistors onto silicon substrates is investigated for the first time. 85 nm gate length FETs with f_T = 305 GHz at V_ds = 0.5 V and DC performance suitable for digital logic are demonstrated on material with a buffer just 1.8 mum thick. An initial step towards integrating InSb FETs with mainstream Si CMOS for high-speed energy-efficient logic applications has been achieved.     

Learning to use new technologies by older adults: Perceived difficulties,experimentation behaviour and usability

This paper examines the factors and theoretical frameworks for the adoption of technology for older adults, and proposes two models of technology acceptance and rejection, one from an ease of learning perspective, and one from a system and user perspective. Both models are supported from reports on two case studies of older adults using handheld touchscreen tablet devices; one in which the participants are supported during tasks primarily related to walking and navigation, and one in which participants are unsupported in communication related tasks. The first study shows the powerful role that facilitating conditions have for learning how to use digital technologies for this user group, whether supporting through step by step guidance, providing a friendly space to use trial and error methods, and/or provision of a manual. The second study shows the pitfalls of a lack of facilitating conditions during initial use, and highlights potential for appropriate design in helping to avoid some user errors during this phase.