Temporal Aggregation of Seasonally Near‐Integrated Processes

We investigate the implications that temporally aggregating, either by average sampling or systematic (skip) sampling, a seasonal process has on the integration properties of the resulting series at both the zero and seasonal frequencies. Our results extend the existing literature in three ways. First, they demonstrate the implications of temporal aggregation for a general seasonally integrated process with S seasons. Second, rather than only considering the aggregation of seasonal processes with exact unit roots at some or all of the zero and seasonal frequencies, we consider the case where these roots are local‐to‐unity such that the original series is near‐integrated at some or all of the zero and seasonal frequencies. These results show, among other things, that systematic sampling, although not average sampling, can impact on the non‐seasonal unit root properties of the data; for example, even where an exact zero frequency unit root holds in the original data it need not necessarily hold in the systematically sampled data. Moreover, the systematically sampled data could be near‐integrated at the zero frequency even where the original data is not. Third, the implications of aggregation on the deterministic kernel of the series are explored.‐142     

Change‐Point Detection in Autoregressive Models with no Moment Assumptions

In this paper we consider the problem of detecting a change in the parameters of an autoregressive process where the moments of the innovation process do not necessarily exist. An empirical likelihood ratio test for the existence of a change point is proposed and its asymptotic properties are studied. In contrast to other works on change‐point tests using empirical likelihood, we do not assume knowledge of the location of the change point. In particular, we prove that the maximizer of the empirical likelihood is a consistent estimator for the parameters of the autoregressive model in the case of no change point and derive the limiting distribution of the corresponding test statistic under the null hypothesis. We also establish consistency of the new test. A nice feature of the method is the fact that the resulting test is asymptotically distribution‐free and does not require an estimate of the long‐run variance. The asymptotic properties of the test are investigated by means of a small simulation study, which demonstrates good finite‐sample properties of the proposed method.     

The Calculation of Some Limiting Distributions Arising in Near‐Integrated Models with GLS Detrending

Many unit root test statistics are based on detrended data, with the method of generalized least squares (GLS) detrending being popular in the setting of a near‐integrated model. This article determines the properties of some associated limiting distributions when the GLS detrending is based on a linear time trend. A fundamental result for the moment generating function of two key functionals of the relevant stochastic process is provided and used to compute probability density functions and cumulative distribution functions, as well as means and variances, of the limiting distributions of some statistics of interest. The exact moments and percentiles of some of these distributions are compared with those obtained by simulations, and it is found that, even with a large number of replications and a large sample size, the errors resulting from the simulation methods are not negligible. Some further applications, including a comparison of limiting power functions of different unit root test statistics and the consideration of a more complicated statistic, are also provided.     

Time‐Dependent Dual‐Frequency Coherence in Multivariate Non‐Stationary Time Series

Coherence is one common metric for cross‐dependence in multichannel signals. However, standard coherence does not sufficiently model many biological signals with complex dependence structures such as cross‐oscillatory interactions between a low‐frequency component in one signal and a high‐frequency component in another. The notion of cross‐dependence between low‐ and high‐frequency components, as defined in classical harmonizable processes, is still inadequate because it assumes time invariance and thus cannot capture cross‐frequency interactions that evolve over time. We construct a novel framework for modeling and estimating these dependencies under the replicated time series setting. Under this framework, we establish the novel concept of evolutionary dual‐frequency coherence and develop time‐localized estimators based on dual‐frequency local periodograms. The proposed nonparametric estimation procedure does not suffer from model misspecification. It uses the localized fast Fourier transform and hence is able to handle massive data. When applied to electroencephalogram data recorded in a motor intention experiment, the proposed method uncovers new and interesting cross‐oscillatory interactions that have been overlooked by the standard approaches.     

Near‐infrared spectra of polyamide 6, poly(vinyl chloride), and polychlorotrifluoroethylene

The near‐infrared spectra (NIR) of polyamide 6 (PA 6), poly(vinyl chloride) (PVC), and polychlorotrifluoroethylene (PCTFE) were measured. The tentative assignment of the overtone and combination frequencies was made with curve fitting calculations and local mode theory. Anharmonicity correction and mechanical frequency were determined from a Birge–Sponer plot. Tentative assignments of stretch overtone frequencies of CH₂, NH, and CO functional groups of PA 6 and CH₂, and CH functional groups of PVC were made. Anharmonicity corrections of 55, 61, and 20 cm^?1 were obtained for CH₂, NH, and CO stretch modes of PA 6, respectively, and of 60 and 66 cm^?1 for CH₂ and CH stretch modes of PVC, respectively. The local mode model seems to be adequate to interpret the origin of the bands observed in NIR spectra of PA 6 and PVC. Anharmonicity corrections of 33, 19, and 16 cm^?1 were obtained, respectively, for CF, asymmetrical CF₂, and symmetrical CF₂ stretch of PCTFE functional groups. © 2002 Wiley Periodicals, Inc. J Appl Polym Sci 85: 199–208, 2002     

Testing Non‐Correlation and Non‐Causality between Multivariate ARMA Time Series

Abstract. Haugh [Journal of the American Statistical Association (1976) Vol. 71, pp. 378–85] developed an approach to the problem of testing non‐correlation (at all leads and lags) between two univariate time series. Haugh's tests however have low power against two series which are related over a long distributed lag when individual lag coefficients are relatively small. As a remedy, Koch and Yang [Journal of the American Statistical Association (1986) Vol. 8, pp. 533–44] proposed an alternative method that performs better than Haugh's under such dependencies. A multivariate extension of Haugh's procedure was proposed by El Himdi and Roy [The Canadian Journal of Statistics (1997) Vol. 25, pp. 233–56], but suffers the same weaknesses as the original univariate method. We develop here an asymptotic test generalizing Koch and Yang's method to the multivariate case. Our method includes El Himdi and Roy's as a special case. Based on the same idea, we also suggest a generalization of the El Himdi and Roy procedure for testing causality in the sense of Granger [Econometrica (1969) Vol. 37, pp. 424–38] between two multivariate series. A Monte Carlo study is conducted, which indicates that our approach performs better than El Himdi and Roy's for a wide range of models. Both procedures are applied to the problem of testing the absence of correlation between Canadian and US economic indicators, and to a brief study of causality between money and income in Canada.     

Unit‐root testing: on the asymptotic equivalence of Dickey–Fuller with the log–log slope of a fitted autoregressive spectrum

In this article we consider the problem of testing for the presence of a unit root against autoregressive alternatives. In this context we prove the asymptotic equivalence of the well‐known (augmented) Dickey–Fuller test with a test based on an appropriate parametric modification of the technique of log‐periodogram regression. This modification consists of considering, close to the origin, the slope (in log–log coordinates) of an autoregressively fitted spectral density. This provides a new interpretation of the Dickey–Fuller test and closes the gap between it and log‐periodogram regression. This equivalence is based on monotonicity arguments and holds on the null as well as on the alternative. Finally, a simulation study provides indications of the finite‐sample behaviour of this asymptotic equivalence.     

Polymerization of 4‐(4′‐N‐1,8‐naphthalimidophenyl)‐1,2,4‐triazolidine‐3,5‐dione with diisocyanates

4‐(4′‐Aminophenyl)‐1,2,4‐triazolidine‐3,5‐dione ( 1 ) was reacted with 1,8‐naphthalic anhydride ( 2 ) in a mixture of acetic acid and pyridine (3 : 2) under refluxing temperature and gave 4‐(4′‐N‐1,8‐naphthalimidophenyl)‐1,2,4‐triazolidine‐3,5‐dione ( NIPTD ) ( 3 ) in high yield and purity. The compound NIPTD was reacted with excess n‐propylisocyanate in N,N‐dimethylacetamide solution and gave 1‐(n‐propylamidocarbonyl)‐4‐[4′‐(1,8‐naphthalimidophenyl)]‐1,2,4‐triazolidine‐3,5‐dione ( 4 ) and 1,2‐bis(n‐propylamidocarbonyl)‐4‐[4′‐(1,8‐naphthalimidophenyl)]‐1,2,4‐ triazolidine‐3,5‐dione ( 5 ) as model compounds. Solution polycondensation reactions of monomer 3 with hexamethylene diisocyanate ( HMDI ), isophorone diisocyanate ( IPDI ), and tolylene‐2,4‐diisocyanate ( TDI ) were performed under microwave irradiation and conventional solution polymerization techniques in different solvents and in the presence of different catalysts, which led to the formation of novel aliphatic‐aromatic polyureas. The polycondensation proceeded rapidly, compared with conventional solution polycondensation, and was almost completed within 8 min. These novel polyureas have inherent viscosities in a range of 0.06–0.20 dL g^?1 in conc. H₂SO₄ or DMF at 25°C. Some structural characterization and physical properties of these novel polymers are reported. © 2003 Wiley Periodicals, Inc. J Appl Polym Sci 90: 2861–2869, 2003     

Median‐unbiased Estimation and Exact Inference Methods for First‐order Autoregressive Models with Conditional Heteroscedasticity of Unknown Form

Abstract. Consider the first‐order autoregressive model y_t = φy_t?1 + ?_t, t = 1,…, T, with arbitrary initial non‐zero value y₀. Assuming that the error terms ?_t are independently distributed according to median‐zero distributions [ Zieliński (1999) Journal of Time Series Analysis, Vol. 20, p. 477] shows that the estimator conjectured by Hurwicz (1950) Statistical Inference in Dynamic Economic Models. New York, NY: Wiley – the median of the consecutive ratios y_t/y_t?1– is an exactly median‐unbiased estimator of the autoregressive parameter φ. This paper shows that the Hurwicz estimator remains median‐unbiased under more general distributional assumptions, without assuming statistical independence. In particular, no restrictions are placed on the degree of heterogeneity and dependence of the conditional variance process. A computationally efficient method is also proposed to build exact confidence intervals for the autoregressive parameter which are valid in finite samples for any value of φ on the real line.     

In‐line and in situ monitoring of semi‐batch emulsion copolymerizations using near‐infrared spectroscopy

This article shows that near‐infrared spectroscopy (NIRS) can be used efficiently for the simultaneous in‐line and in situ monitoring of monomer (methyl methacrylate, MMA, and butyl acrylate, BuA) and polymer concentrations in the reaction medium during seeded semibatch emulsion copolymerizations. A series of actual reaction experiments was planned to allow the proper obtainment and selection of calibrating samples. Partial least squares (PLS) was used to build three independent calibration equations in the range of 1100–1900 nm, which were used to successfully monitor some disturbed reactions in‐line. © 2002 Wiley Periodicals, Inc. J Appl Polym Sci 84: 2670–2682, 2002     

Recovery and representation of spectral bidirectional reflectance distribution function from an image‐based measurement system

A spectral‐based method can acquire and represent the surface appearance of a given material physically correctly. But, it has drawbacks due to its high measurement cost and a long computation time in measuring, modeling, and rendering. In this article, we present spectral recovery and representation of spectral bidirectional reflectance distribution function (BRDF) from multispectral reflectance measurements in which we can render real appearance materials over a 3D model with accuracy and efficiency. First of all, an accurate spectral BRDF recovery algorithm, which transforms multispectral high dynamic range images into highly dense BRDFs in both a spectral and an angular domain, is proposed. Second, an efficient representation method is developed representing spectral BRDFs compactly using a factorization method and an adaptive spectral sampling method that uses a given error bound. The results show that the proposed method can compress the spectral BRDF data down by several hundred times while maintaining the given accuracy in colorimetric and spectral domains under a specific illuminant. © 2015 Wiley Periodicals, Inc. Col Res Appl, 41, 358–371, 2016     

Preparation and properties of poly(ether‐ester‐amide)/poly(acrylonitrile‐co‐butadiene‐co‐styrene) antistatic blends

A novel antistatic agent poly(ether‐ester‐amide) (PEEA) based on caprolactam, polyethylene glycol, and 6‐aminocaproic acid was successfully synthesized by melting polycondensation. The structure, thermal properties, and antistatic ability of the copolymer were characterized by Fourier transform infrared spectroscopy, differential scanning calorimetry, thermogravimetric analyses, and ZC36 megohmmeter. Test results show that PEEA is a block copolymer with a melting point of 217°C and a thermal decomposition temperature of 409°C, together with a surface resistivity of 10⁸ Ω/sq. Antistatic poly(acrylonitrile‐co‐butadiene‐co‐styrene) (ABS) materials were prepared by blending different content of PEEA to ABS resin. The antistatic performances, morphology, and mechanical properties were investigated. It is indicated that the surface resistivity of PEEA/ABS blends decrease with the increasing PEEA content, and the excellent antistatic performance is obtained when the antistatic agent is up to 10–15%. The antistatic performance is hardly influenced by water‐washing and relative humidity, and a permanent antistatic performance is available. The antistatic mechanism is investigated. The compatibility of the blends was studied by scanning electron microscopy images. The ladder distribution of antistatic agent is formed, and a rich phase of antistatic agent can be found in the surface layer. The elongations at break of the blend are improved with the increasing antistatic agent; the tensile strength and the notched impact strength kept almost the same. © 2011 Wiley Periodicals, Inc. J Appl Polym Sci, 2011.     

Thermogravimetric analysis of poly(3‐hydroxybutyrate) and poly(3‐hydroxybutyrate‐co‐3‐hydroxyvalerate)

The thermal degradation of poly(3‐hydroxybutyrate) (PHB) and poly(3‐hydroxybutyrate‐co‐3‐hydroxyvalerate) [P(HB‐HV)] was studied using thermogravimetry (TG). In the thermal degradation of PHB, the temperature at the onset of weight loss (T_o) was derived by T_o = 0.97B + 259, where B represents the heating rate (°C/min). The temperature at which the weight loss rate was maximum (T_p) was T_p = 1.07B + 273, and the final temperature (T_f) at which degradation was completed was T_f = 1.10B + 280. The percentage of the weight loss at temperature T_p (C_p) was 69 ± 1% whereas the percentage of the weight loss at temperature T_f (C_f) was 96 ± 1%. In the thermal degradation of P(HB‐HV) (7:3), T_o = 0.98B + 262, T_p = 1.00B + 278, and T_f = 1.12B + 285. The values of C_p and C_f were 62 ± 7 and 93 ± 1%, respectively. The derivative thermogravimetric (DTG) curves of PHB confirmed only one weight loss step change because the polymer mainly consisted of the HB monomer only. The DTG curves of P(HB‐HV), however, suggested multiple weight loss step changes; this was probably due to the different evaporation rates of the two monomers. The incorporation of 10 and 30 mol % of the HV component into the polyester increased the various thermal temperatures (T_o, T_p, andT_f) by 7–12°C (measured at B = 20°C/min). © 2001 John Wiley & Sons, Inc. J Appl Polym Sci 80: 2237–2244, 2001     

In‐Line Monitoring and Control of Conversion and Weight‐Average Molecular Weight of Polyurethanes in Solution Step‐Growth Polymerization Based on Near Infrared Spectroscopy and Torquemetry

Summary: It is well known that the weight‐average molecular weight ( ) is strictly dependent on conversion in step‐growth polymerizations performed in batch and that the is very sensitive to impurities and molar imbalance. This makes the work of controlling a non trivial job. In this paper a new methodology is introduced for in‐line monitoring and control of conversion and of polyurethanes produced in solution step‐growth polymerizations, based on near‐infrared spectroscopy (NIRS) and torquemetry. A calibration model based on the PLS method is obtained and validated for monomer conversion, while the weight‐average molecular weight is monitored indirectly with the relative shear signal provided by the agitator. Control procedures are then proposed and implemented experimentally to avoid gelation and allow for maximization of . The proposed monitoring and control procedures can also be applied to other step growth polymerizations.

Proposed control scheme.     

Miscibility of poly(3‐hydroxybutyrate‐co‐3‐hydroxyvalerate) with high molecular weight poly(lactic acid) blends determined by thermal analysis

An important strategy used in the polymer industry in recent years is blending two bio‐based polymers to attain desirable properties similar to traditional thermoplastics, thus increasing the application potential for bio‐based and bio‐degradable polymers. Miscibility of poly(3‐hydroxybutyrate‐co‐3‐hydroxyvalerate) (PHBV) with poly(L ‐lactic acid) (PLA) were characterized using differential scanning calorimetry (DSC), thermogravimetric analysis (TGA), and scanning electron microscopy (SEM). Three different grades of commercially available PLAs and one type of PHBV were blended in different ratios of 50/50, 60/40, 70/30, and 80/20 (PHBV/PLA) using a micro‐compounder at 175°C. The DSC and TGA analysis showed the blends were immiscible due to different stereo configuration of PLA polymer and two distinct melting temperatures. However, some compatibility between PHBV and PLA polymers was observed due to decreases in PLA's glass transition temperatures. Additionally, the blends do not show clear separation by SEM analysis, as observed in the thermal analysis. © 2011 Wiley Periodicals, Inc. J Appl Polym Sci, 2012     

Thermal analysis of poly(3‐hydroxybutyrate‐co‐3‐hydroxyvalerate) irradiated under vacuum

Poly(3‐hydroxybutyrate‐co‐3‐hydroxyvalerate) (PHBV) was irradiated by ⁶⁰Co γ‐rays (doses of 50, 100 and 200 kGy) under vacuum. The thermal analysis of control and irradiated PHBV, under vacuum was carried out by thermogravimetric analysis (TGA) and differential scanning calorimetry (DSC). The tensile properties of control and irradiated PHBV were examined by using an Instron tensile testing machine. In the thermal degradation of control and irradiated PHBV, a one‐step weight loss was observed. The derivative thermogravimetric curves of control and irradiated PHBV confirmed only one weight‐loss step change. The onset degradation temperature (T_o) and the temperature of maximum weight‐loss rate (T_p) of control and irradiated PHBV were in line with the heating rate (°C min^?1). T_o and T_P of PHBV decreased with increasing radiation dose at the same heating rate. The DSC results showed that ⁶⁰Co γ‐radiation significantly affected the thermal properties of PHBV. With increasing radiation dose, the melting temperature (T_m) of PHBV shifted to a lower value, due to the decrease in crystal size. The tensile strength and fracture strain of the irradiated PHBV decreased, hence indicating an increased brittleness. Copyright © 2004 Society of Chemical Industry     

Synergistic extraction of rare earths(III) from chloride medium with mixtures of 1‐phenyl‐3‐methyl‐4‐benzoyl‐pyrazalone‐5 and di‐(2‐ethylhexyl)‐2‐ethylhexylphosphonate

The synergistic effect of 1‐phenyl‐3‐methyl‐4‐benzoyl‐pyrazalone‐5 (HPMBP, HA) and di‐(2‐ethylhexyl)‐2‐ethylhexylphosphonate (DEHEHP, B) in the extraction of rare earths (RE) from chloride solutions has been investigated. Under the experimental conditions used, there was no detectable extraction when DEHEHP was used as a single extractant while the amount of RE(III) extracted by HPMBP alone was also low. But mixtures of the two extractants at a certain ratio had very high extractability for all the RE(III). For example, the synergistic enhancement coefficient was calculated to be 9.35 for Y³⁺, and taking Yb³⁺ and Y³⁺ as examples, RE³⁺ is extracted as RE(OH)A₂.B. The stoichiometry, extraction constants and thermodynamic functions such as Gibbs free energy change ΔG (?17.06 kJ mol^?1), enthalpy change ΔH (?35.08 kJ mol^?1) and entropy change ΔS (?60.47 J K^?1 mol^?1) for Y³⁺ at 298 K were determined. The separation factors (SF) for adjacent pairs of rare earths were calculated. Studies show that the binary extraction system not only enhances the extraction efficiency of RE(III) but also improves the selectivity, especially between La(III) and the other rare earth elements. Copyright © 2006 Society of Chemical Industry     

Self‐reinforcing elastomer composites based on ethylene–propylene–diene monomer rubber and liquid‐crystalline polymer

In this study, the prime factor determining the size, shape, and distribution of liquid‐crystalline polymer (LCP) was the viscosity ratio at the processing conditions. The fiber‐forming capacity of the LCP depended on the viscosity of the ethylene–propylene–diene monomer rubber (EPDM). With increasing LCP content, the tensile and tear strengths did not increase, perhaps because of incompatibility between the EPDM and LCP. The hardness increased because of the hard mesogenic groups in the LCP. The percentage swelling decreased as the LCP content increased. With increasing LCP content, processability became easier because of a lower melt viscosity. The scorch time increased at higher LCP levels. A higher percentage crystallinity was observed with increasing LCP content. Scanning electron microscopy clearly showed the fiber phase formation, which was two‐dimensionally isotropic in nature, confirming fiber formation even in a shear field. The addition of LCP improved the thermal stability. The onset degradation temperatures shifted to higher values with increasing LCP content. Dynamic mechanical thermal analysis revealed that with the addition of LCP, the mechanical damping increased at its lower level. High‐temperature processing increased the effective amorphous zone. © 2004 Wiley Periodicals, Inc. J Appl Polym Sci 93: 711–718, 2004     

Novel poly(amide‐hydrazide)s and copoly(amide‐hydrazide)s from bis‐(4‐aminobenzyl) hydrazide and aromatic diacid chlorides: Synthesis and characterization

A new aromatic diamine, viz., bis‐(4‐aminobenzyl) hydrazide (BABH), which contains preformed hydrazide and methylene linkage, was synthesized starting from α‐tolunitrile. The BABH and intermediates involved in its synthesis were characterized by spectroscopic methods. Novel poly(amide‐hydrazide)s were synthesized by low temperature solution polycondensation of BABH with isophthaloyl chloride (IPC) and terephthaloyl chloride (TPC). Furthermore, two series of copoly(amide‐hydrazide)s, based on different mol % of BABH and bis‐(4‐aminophenyl) ether (ODA) with IPC/TPC were also synthesized. Poly(amide‐hydrazide)s and copoly(amide‐hydrazide)s were characterized by inherent viscosity [η_inh], FTIR, solubility, X‐ray diffraction (XRD), differential scanning calorimetry (DSC) and thermogravimetric analysis (TGA). The polycondensation proceeded smoothly and afforded the polymers with inherent viscosities in the range of 0.18–0.93 dL/g in (NMP + 4% LiCl) at 30°C ± 0.1°C. These polymers dissolved in DMAc, NMP or DMSO containing LiCl. The solubility of copolymers was considerably improved in line with less crystalline nature due to random placement of constituent monomers during the copolymerization. XRD data indicated that poly(amide‐hydrazide)s from BABH alone and IPC/TPC had higher crystallinity than the corresponding copoly(amide‐hydrazide)s derived from a mixture of BABH and bis‐(4‐aminophenyl) ether (ODA). Polymers showed initial weight loss around 160°C which is attributed to the cyclodehydration leading to the formation of corresponding poly(amide‐oxadiazole)s. Copolyamide‐hydrazides showed T_max between 400 and 540°C which is essentially the decomposition of poly(amide‐oxadiazole)s. © 2010 Wiley Periodicals, Inc. J Appl Polym Sci, 2010     

Structure and thermal degradation of poly(N‐phenyl acrylamide) and poly(N‐phenyl methacrylamide)

Poly(N‐phenyl acrylamide) (PPA) and poly(N‐phenyl methacrylamide) (PPMA) were prepared by using N‐phenyl acrylamide and N‐phenyl methacrylamide as monomer, respectively, in tetrahydrofuran using azobisisobutyronitrile as initiator. FT‐IR, ¹H‐NMR, and GPC were used to characterize their molecular structure. The PPA obtained exhibited higher molecular weight and wider molecular weight distribution than that of PPMA. Their thermal degradation and kinetics were systematically investigated in two atmospheres of nitrogen and air from room temperature to 800°C by thermogravimetric analysis at 10°C/min. Based on the thermal decomposition reactions in nitrogen and air, it is shown that a three‐step degradation process in nitrogen and a four‐step degradation process for two polymers were observed in this investigation. The initial thermal degradation temperature was lower than 190°C. Under two atmospheres, PPA exhibits higher degradation temperature, higher temperature at the maximum weight‐loss rate, faster maximum weight‐loss rates, and larger weight loss for the first‐stage decomposition, as well as higher char yield at 500°C than those of PPMA. © 2003 Wiley Periodicals, Inc. J Appl Polym Sci 88: 1065–1071, 2003