A complete VARMA modelling methodology based on scalar components

Abstract. This article proposes an extension to scalar component methodology for the identification and estimation of VARMA models. The complete methodology determines the exact positions of all free parameters in any VARMA model with a predetermined embedded scalar component structure. This leads to an exactly identified system of equations that is estimated using full information maximum likelihood.     

Green Tax Reforms and Computational Economics A Do-it-yourself Approach

The double or even triple dividend hypothesis of green tax reforms has beena major issue of dispute in both the scientific community and the politicalarena during the last decade. Theoretical analysis has provided a number ofimportant qualitative insights to the debate but lacks of actual policyrelevance due to very restrictive assumptions. Applied research that takes thestep from stylized analytical to complex numerical models usually comes as ablackbox to non-expert modelers. This paper aims at bridging the gap betweenstylized theoretical work and numerical analysis. We develop a flexible,interactive simulation model which is accessible underhttp://brw.zew.de. Users can specify their own green tax reforms andevaluate the induced economic and environmental effects. Based on illustrativesimulations, we demonstrate the usefulness of our do-it-yourself approach fora better understanding of the double (triple) dividend hypothesis.     

Can being scared cause tummy aches? Naive theories, ambiguous evidence, and preschoolers' causal inferences.

Causal learning requires integrating constraints provided by domain-specific theories with domain-general statistical learning. In order to investigate the interaction between these factors, the authors presented preschoolers with stories pitting their existing theories against statistical evidence. Each child heard 2 stories in which 2 candidate causes co-occurred with an effect. Evidence was presented in the form: AB→E; CA→E; AD→E; and so forth. In 1 story, all variables came from the same domain; in the other, the recurring candidate cause, A, came from a different domain (A was a psychological cause of a biological effect). After receiving this statistical evidence, children were asked to identify the cause of the effect on a new trial. Consistent with the predictions of a Bayesian model, all children were more likely to identify A as the cause within domains than across domains. Whereas 3.5-year-olds learned only from the within-domain evidence, 4- and 5-year-olds learned from the cross-domain evidence and were able to transfer their new expectations about psychosomatic causality to a novel task. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Powers of observation in creative design

Being perceptive is a trait highly valued in scientific and engineering professions. What a scientist or engineer notices while considering a problem, evaluating alternatives, or interpreting data has a profound impact on how a problem is viewed and solved. This paper focuses on processes we believe underlie being perceptive: firstly, preparation—becoming attuned to salient or important features; secondly, assimilation-detection and exploration of patterns (invariants) as well as anomalies; and thirdly, strategic control-heuristic strategies for exploring the implications of what has been observed. These processes play an integral role in characteristic activities within creative design, including problem reformulation, the emergence of properties and constraints on the solution, and the ability to incorporate into the design experimental feedback from the environment and from experiences with prototypes and previous designs. The paper presents a computational model incorporating these ideas, implemented in a system called IMPROVISER.     

An object-oriented product database using ROSE

A product database for a design and manufacturing enterprise serves as a repository for the data needed to manufacture a product. This paper discusses how an object-oriented persistent object manager named ROSE, under development at Rensselaer, has been used in the Rensselaer CIM program to develop a STEP/PDES-compliant product database for its research test bed. In so doing, it provides an overview of the requirements for a product database system in an integrated design and manufacturing facility, and it discusses how the chosen system meets these requirements.     

Nonlinear filtering structure for image smoothing in mixed-noise environments

This paper introduces a new nonlinear filtering structure for filtering image data that have been corrupted by both impulsive and nonimpulsive additive noise. Like other nonlinear filters, the proposed filtering structure uses order-statistic operations to remove the effects of the impulsive noise. Unlike other filters, however, nonimpulsive noise is smoothed by using a maximum a posteriori estimation criterion. The prior model for the image is a novel Markov random-field model that models image edges so that they are accurately estimated while additive Gaussian noise is smoothed. The Markov random-field-based prior is chosen such that the filter has desirable analytical and computational properties. The estimate of the signal value is obtained at the unique minimum of the a posteriori log likelihood function. This function is convex so that the output of the filter can be easily computed by using either digital or analog computational methods. The effects of the various parameters of the model will be discussed, and the choice of the predetection order statistic filter will also be examined. Example outputs under various noise conditions will be given.     

Combined-Stage Sintering Model

By focusing on the similarities between the three stages of sintering, a single equation is derived that quantifies sintering as a continuous process from beginning to end. The microstructure is characterized by two separate parameters representing geometry and scale. The dimensionless geometry parameter, denoted T, comprises five scaling factors that relate specific microstructural featuers (e.g., surface curvature) to the scale (grain diameter). Calculations of T from experimental data show (a) agreement with computer simulations of initial-stage sintering, (b) the effect of surface diffusion on T, and (c) changes in T with microstructural evolution during sintering. Application of the model to the design of firing schedules and the study of microstructural geometry effects on sintering is discussed.