Asymmetric multivariate normal mixture GARCH

An asymmetric multivariate generalization of the recently proposed class of normal mixture GARCH models is developed. Issues of parametrization and estimation are discussed. Conditions for covariance stationarity and the existence of the fourth moment are derived, and expressions for the dynamic correlation structure of the process are provided. In an application to stock market returns, it is shown that the disaggregation of the conditional (co)variance process generated by the model provides substantial intuition. Moreover, the model exhibits a strong performance in calculating out-of-sample Value-at-Risk measures.     

A comparison of tools for teaching formal software verification

We compare four tools regarding their suitability for teaching formal software verification, namely the Frege Program Prover, the Key system, Perfect Developer, and the Prototype Verification System (PVS). We evaluate them on a suite of small programs, which are typical of courses dealing with Hoare-style verification, weakest preconditions, or dynamic logic. Finally we report our experiences with using Perfect Developer in class.     

Remotely sensed surface water extent as an indicator of short-term changes in ecohydrological processes in sub-Saharan Western Africa

The highly variable rainfall in the arid and semi-arid regions of sub-Saharan Western Africa drives both surface water availability and vegetation cover. Recent studies have established linkages between rainfall and vegetation cover at local to regional scales, but no study related yet remote sensing derived rainfall and vegetation cover to the available surface water. A new dataset based on SPOT VEGETATION (VGT) represents surface water bodies (SWB) in the arid and semi-arid regions of sub-Saharan Western Africa. Water bodies represent the integrated hydrological response of a catchment, and changes in their spatial extent involve complex interactions at the catchment scale. We analyzed time series of remotely sensed vegetation cover, rainfall and surface water extent for the period 1999–2008, and could detect and statistically demonstrate the links between these biophysical variables. Our findings for two regions in Mali and Burkina Faso suggest that vegetation cover is positively related to the amount of available surface water for those catchments that are mainly covered by annual plants. The observed relationships between remotely sensed variables allow developing ecological indicators that can indicate short-term changes in arid and semi-arid ecosystems at local to regional scales.     

Precision,Local Search and Unimodal Functions

We investigate the effects of precision on the efficiency of various local search algorithms on 1-D unimodal functions. We present a (1+1)-EA with adaptive step size which finds the optimum in O(log n) steps, where n is the number of points used. We then consider binary (base-2) and reflected Gray code representations with single bit mutations. The standard binary method does not guarantee locating the optimum, whereas using the reflected Gray code does so in Θ((log n)²) steps. A(1+1)-EA with a fixed mutation probability distribution is then presented which also runs in O((log n)²). Moreover, a recent result shows that this is optimal (up to some constant scaling factor), in that there exist unimodal functions for which a lower bound of Ω((log n)²) holds regardless of the choice of mutation distribution. For continuous multimodal functions, the algorithm also locates the global optimum in O((log n)²). Finally, we show that it is not possible for a black box algorithm to efficiently optimise unimodal functions for two or more dimensions (in terms of the precision used).     

QQL: A DB&;IR Query Language

Traditional database query languages are based on set theory and crisp first order logic. However, many applications require retrieval-like queries which return result objects associated with a degree of being relevant to the query. Historically, retrieval systems estimate relevance by exploiting hidden object semantics whereas query processing in database systems relies on matching select-conditions with attribute values. Thus, different mechanisms were developed for database and information retrieval systems. In consequence, there is a lack of support for queries involving both retrieval and database search terms. In this work, we introduce the quantum query language (QQL). Its underlying unifying theory is based on the mathematical formalism of quantum mechanics and quantum logic. Van Rijsbergen already discussed the strong relation between the formalism of quantum mechanics and information retrieval. In this work, we interrelate concepts from database query processing to concepts from quantum mechanics and logic. As result, we obtain a common theory which allows us to incorporate seamlessly retrieval search into traditional database query processing.     

A Comparison of Free BDDs and Transformed BDDs

Ordered binary decision diagrams (OBDDs) introduced by Bryant (IEEE Trans. on Computers, Vol. 35, pp. 677–691, 1986) have found a lot of applications in verification and CAD. Their use is limited if the OBDD size of the considered functions is too large. Therefore, a variety of generalized BDD models has been presented, among them FBDDs (free BDDs) and TBDDs (transformed BDDs). Here the quite tight relations between these models are revealed and their advantages and disadvantages are discussed.     

Spherical sample holders to improve the susceptibility measurement of superparamagnetic materials

The design of two custom sample holders with a spherical cavity for commercial vibrating sample magnetometer systems is described. For such cavities, the magnetization M[over ->] and the internal magnetic field H(i)[over ->] of a sample are both homogeneous. Consequently, the material parameter M(H(i)) of a sample can be determined even for liquids and powders with a high magnetic susceptibility.     

Hybrid routing in ad hoc networks with a dynamic virtual backbone

Virtual backbone routing (VBR) is a scalable hybrid routing framework for ad hoc networks, which combines local proactive and global reactive routing components over a variable-sized zone hierarchy. The zone hierarchy is maintained through a novel distributed virtual backbone maintenance scheme, termed the distributed database coverage heuristic (DDCH), also presented in this paper. Borrowing from the design philosophy of the zone routing protocol, VBR limits the proactive link information exchange to the local routing zones only. Furthermore, the reactive component of VBR restricts the route queries to within the virtual backbone only, thus improving the overall routing efficiency. Our numerical results suggest that the cost of the hybrid VBR scheme can be a small fraction of that of either one of the purely proactive or purely reactive protocols, with or without route caching. Since the data routes do not necessarily pass through the virtual backbone nodes, traffic congestion is considerably reduced. Yet, the average length of the VBR routes tends to be close to optimal. Compared with the traditional one-hop hierarchical protocols, our results indicate that, for a network of moderate to large size, VBR with an optimal zone radius larger than one can significantly reduce the routing traffic. Furthermore, we demonstrate VBR's improved scalability through analysis and simulations.