REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS

Abstract. Both linear and non-linear time series can have directional features which can be used to enhance the modelling and investigation of linear or non-linear autoregressive statistical models. For this purpose, reversed p th-order residuals are introduced. Cross-correlations of residuals and squared reversed residuals allow extensions of current model identification ideas. Quadratic types of partial autocorrelation functions are introduced to assess dependence associated with non-linear models which nevertheless have linear autoregressive correlation structures. The use of these residuals and their cross-correlation functions is exemplified empirically on some deseasonalized river flow data for which a first-order autoregressive model is a satisfactory second-order fit. Parallel theoretical computations are undertaken for the non-linear first-order random coefficient autoregressive model and comparisons are made. While the data are shown to be strongly non-linear, their correlational signatures are found to be convincingly different from those of a first-order autoregressive model with random coefficients.     

From market fixing to market-creating: a new framework for innovation policy

Many countries are pursuing innovation-led “smart” growth, which requires long-run strategic investments and public policies that aim to create and shape markets, rather than just “fixing” markets or systems. Market creation has characterized the kind of mission-oriented investments that led to putting a man on the moon and are currently galvanizing green innovation. Mission-oriented innovation has required public agencies to not only “de-risk” the private sector, but also to lead the direct creation of new technological opportunities and market landscapes. This paper considers four key issues that arise from a market-creating framework for policy: (1) decision-making on the direction of change; (2) the nature of (public and private) organizations that can welcome the underlying uncertainty and discovery process; (3) the evaluation of mission-oriented and market-creation policies; and (4) the ways in which both risks and rewards can be shared so that smart growth can also result in inclusive growth.     

方向感知的网格模型特征识别

针对网格模型平滑区域提取特征困难,以及现有特征识别方法无法检测仅沿某一特定方向分布的特征点的问题,提出一种方向感知的网格模型特征识别方法。首先,分别从x、y、z三个方向探测网格顶点邻接面法向量沿不同方向变化的情况。设定合适的阈值,只要检测到在任何一个方向上顶点邻接面法向量的变化超过阈值,该顶点即被识别为特征点。然后,针对现有网格模型特征识别算法无法检测三维医学模型普遍存在的一种仅沿z轴方向分布的梯田型结构的问题,单独探测医学模型网格顶点邻接面法向量沿z轴方向变化的情况,将变化超出阈值的顶点识别为梯田型结构顶点,正确地将非正常梯田型结构从人体模型正常结构特征中分离出来。与二面角法的对比实验的结果显示：在相同阈值设置下,所提方法能更好地识别出网格模型特征,解决了二面角法在没有明显折线的平滑区域上无法有效识别特征点的问题;同时,也解决了现有网格模型特征检测算法因不具备方向探测能力而无法将医学模型非正常梯田型结构与正常人体结构区分开来的问题,为医学模型后续数字几何处理工作提供了条件。     

Evaluation of pressure-sensitive tape adhesion and backing directionality by excimer laser methods

The effects of 248 nm KrF excimer laser irradiation on a pressure-sensitive adhesive tape bonded to a glass substrate were investigated as a possible method to evaluate the quality of adhesion, as well as the directionality induced during manufacture. The model pressure-sensitive tape consisted of biaxially-oriented polypropylene (PP) tape coated with a hot-melt rubber resin. Analysis of the front-shot experiments, which were performed by irradiation through the PP backing, allowed correlation between the excimer laser irradiation-induced detachment and the peel adhesion strength. For this purpose, peel tests were performed before and after laser shots. The directionality induced during manufacture resulted in a more ablated area in the strength direction than in the transverse direction when the bonded tapes were irradiated with an elliptically-shaped laser beam above the ablation threshold. A correlation was found between the detachment bubbles created by irradiation below the ablation threshold and their respective peel adhesion values, which allows us to evaluate the quality of adhesion for pressure-sensitive tapes. Thus, a method to evaluate the quality of adhesion using an excimer laser is proposed based on the findings of this work.     

Revealing of major factors in the directional thermal radiation of ground objects——A new way for improving the precision of directional radiant temperature measuring and data analysis

This paper is devoted to eliminating the noise from the measuring of directional thermal radiation for ground objects. Specifically, we think that the noise is mainly due to the variance of components in the field of view of the sensor with the view angle changing and to the heat balance change on the ground during the period of measurement. The authors present two new observation methods named as "constant area method by thermal camera" and "concurrent method by dual sensors" respectively. The experiments show that the data obtained by these methods abide by some regularly directional distribution, which is totally different from the data from the former methods. The analysis of the major factors in the directionality of thermal radiation is also made in the paper.     

Probing Protein Folding with Sequence-Reversed α-Helical Bundles

Recurrent protein folding motifs include various types of helical bundles formed by α-helices that supercoil around each other. While specific patterns of amino acid residues (heptad repeats) characterize the highly versatile folding motif of four-α-helical bundles, the significance of the polypeptide chain directionality is not sufficiently understood, although it determines sequence patterns, helical dipoles, and other parameters for the folding and oligomerization processes of bundles. To investigate directionality aspects in sequence-structure relationships, we reversed the amino acid sequences of two well-characterized, highly regular four-α-helical bundle proteins and studied the folding, oligomerization, and structural properties of the retro-proteins, using Circular Dichroism Spectroscopy (CD), Size Exclusion Chromatography combined with Multi-Angle Laser Light Scattering (SEC-MALS), and Small Angle X-ray Scattering (SAXS). The comparison of the parent proteins with their retro-counterparts reveals that while the α-helical character of the parents is affected to varying degrees by sequence reversal, the folding states, oligomerization propensities, structural stabilities, and shapes of the new molecules strongly depend on the characteristics of the heptad repeat patterns. The highest similarities between parent and retro-proteins are associated with the presence of uninterrupted heptad patterns in helical bundles sequences.     

New insights on effects of directionality and duration of near‐field ground motions on seismic response of tall buildings

The effects of ground motion directionality on seismic response of buildings are at the center of ongoing debate among earthquake engineering professionals and researchers. This has prompted a renewed interest to have a better understanding of directionality effects of near‐field pulse‐like ground motions on seismic response of tall buildings to further improve seismic design in this respect. In particular the prediction of the maximum displacement response along the structural axis which is called the critical displacement response. This paper presents the results from parametric studies that investigate the directionality effects on nonlinear dynamic response of simple structures and a tall building. The outcome of these analyses was the development of a method, which relies on the maximum velocity to provide a good approximation to the critical displacement response. The method developed is computationally efficient and involves less calculation than other methods. In addition, it was determined that the building responses to records rotated to fault‐normal can lead to significant underestimation of the maximum response along the structural axis, using the fault‐parallel ground motion also may lead to large response differences and smaller yet significant differences when using the maximum direction ground motion.     

气枪震源信号的产生及其对海洋哺乳动物的影响(二)

本文从单支气枪、气枪阵列、点震源响应、非点震源响应、气枪阵列方向性等方面说明海洋地震勘探中的震源信号的产生过程，并简要说明了海洋哺乳动物的声学反应过程，同时分析了这两者之间的关系，最终得出结论：地震信号对任何种类海洋哺乳动物的听觉几乎没有物理伤害。