ON THE DETERMINATION OF THE NUMBER OF REGIMES IN MARKOV-SWITCHING AUTOREGRESSIVE MODELS

Abstract. Dynamic models with parameters that are allowed to depend on the state of a hidden Markov chain have become a popular tool for modelling time series subject to changes in regime. An important question that arises in applications involving such models is how to determine the number of states required for the model to be an adequate characterization of the observed data. In this paper, we investigate the properties of alternative procedures that can be used to determine the state dimension of a Markov-switching autoregressive model. These include procedures that exploit the ARMA representation which Markov-switching processes admit, as well as procedures that are based on optimization of complexity-penalized likelihood measures. Our Monte Carlo analysis reveals that such procedures estimate the state dimension correctly, provided that the parameter changes are not too small and the hidden Markov chain is fairly persistent. The use of the various methods is also illustrated by means of empirical examples.     

Laser‐made 3D Auxetic Metamaterial Scaffolds for Tissue Engineering Applications

Exploiting the unique properties of three‐dimensional (3D) auxetic scaffolds in tissue engineering and regenerative medicine applications provides new impetus to these fields. Herein, the results on the fabrication and characterization of 3D auxetic scaffolds for tissue engineering applications are presented. The scaffolds are based on the well‐known re‐entrant hexagonal geometry (bowtie) and they are fabricated by multiphoton lithography using the organic?inorganic photopolymer SZ2080. In situ scanning electron microscopy–microindentations and nanoindention experiments are employed to characterize the photocurable resin SZ2080 and the scaffolds fabricated with it. Despite SZ2080 being a stiff material with a positive Poisson’s ratio, the scaffolds exhibit a negative Poisson’s ratio and high elasticity due to their architecture. Next, mouse fibroblasts are used to seed the scaffolds, showing that they can readily penetrate them and proliferate in them, adapting the scaffold shape to suit the cells’ requirements. Moreover, the scaffold architecture provides the cells with a predilection to specific directions, an imperative parameter for regenerative medicine in many cell‐based applications. This research paves the way for the utility of 3D auxetic metamaterials as the next‐generation adaptable scaffolds for tissue engineering.     

Heat transfer from small objects in microgravity: Experiments and analysis

Heat transfer over a sub-millimeter spheroidal solid is of interest in many engineering processes. One important mechanism of heat transfer in the above processes is natural convection which leads to heat transfer rates many times larger than that of pure conduction. Despite the huge literature devoted to natural convection heat transfer rates over spheres (and to a smaller extent over spheroids) there is not a generally accepted correlation especially for small Rayleigh numbers. Existing correlations for external geometries predict a progressively increasing contribution of natural convection to heat transfer with respect to gravity (starting from zero gravity). To test the validity of these correlations, experiments are performed for the estimation of heat transfer rates at low gravity. Heat pulses are given to a miniature thermistor with a nearly spheroidal shape immersed in a liquid and its thermal response is registered during heating in parabolic flights. The contribution of natural convection to heat transfer is undoubtedly estimated from runs in which acceleration varies from 0 to 1.8 g. Surprisingly enough, the experiments showed that the Rayleigh number must take a minimum value before non-negligible effect of natural convection on heat transfer appears (existence of a threshold Rayleigh number). In the absence of natural convection (below Ra_thr) the experimental thermal response curves can be successfully described by approximating solutions of the transient heat conduction equation for the spheroidal geometry of the thermistor. Apparently, additional research is needed regarding the natural convection around sub-millimeter objects for small Rayleigh numbers.     

地下人行道路网络的规划与设计

地铁的建设给地下空间的发展带来了机遇,使地面建筑项目与地下设施有效地组合起来,并获得共同的发展,地铁车站也成为人流与商业设施、服务设施及公共空间的联结纽带.同时,地铁在支持和促进房地产发展方面同样起着重要的作用.     

Stimulated Raman effect and four-wave mixing in a hollow waveguide

A theoretical and experimental investigation of stimulated Raman scattering and four-wave mixing in a gas-filled hollow waveguide was performed. The four-wave mixing processes, specifically the generation of the third Stokes component at ω₃ when ω₃ =2ω₂-ω₁, show a strong resonance-like behavior as a function of wavelength. These resonances are caused by the phase matching required for efficient four-wave mixing, because the hollow waveguide supports only certain propagation directions leading to the development of waveguide modes. The theoretical results are compared with experimental data for TEM₀₀ and TEM₁₀ fundamental dye-laser beams generating third Stokes wavelengths between 2.6 and 7.5 μm     

Determinants of prolonged mechanical ventilation after coronary artery bypass grafting

BACKGROUND: Early extubation of cardiac surgical patients enhances ambulation, improves cardiopulmonary function, and can lead to savings in health care costs. METHODS: We retrospectively examined the role of 48 variables in determining the period of ventilatory support in 507 patients having coronary artery bypass grafting. RESULTS: Fifteen (< 3%) of 507 patients required ventilatory support in excess of 24 hours. Among the remaining patients, extubation was achieved early (< or = 8 hours) (mean time, 5.65 +/- 1.31 hours) in 53% and late (> 8 hours) (mean time, 13.7 +/- 3.4 hours) in 47%. Logistic and linear multivariate regression analyses implicated increased age, New York Heart Association functional class IV, intraoperative fluid retention, postoperative intraaortic balloon pump requirement, and bank blood transfusions as predictors of late extubation. Also, the linear regression linked lower body weight and number of anastomoses (or grafts) to increased mechanical ventilatory support. CONCLUSIONS: Analysis of the fluid balance and cardiopulmonary bypass data suggests that earlier extubation may be achieved by actively reducing fluid retention (eg, by hemoconcentration) and time on bypass (eg, normothermia). Finally, intensive care unit stay and postoperative length of stay were significantly lower in the early versus late extubation groups without an increase in pulmonary complications.     

Thermo-mechanical tests on W7-X current lead flanges

Fourteen pieces of high temperature superconducting current leads (CL) arranged in seven pairs, will be installed on the outer vessel of Wendelstein 7-X (W7-X) stellarator. In order to support the CL, it is provided with two glass fiber reinforce plastic (GFRP) flanges, namely, the lower cryostat flange (CF) remaining at room temperature and upper radial flange (RF) at about 5 K. Both the flanges i.e. CF & RF experience high mechanical loads with respect to the CL, due to the evacuation of W7-X cryostat, cool-down of cold mass including the CL, electro-magnetic forces due to current & plasma operations and self weight of CL. In order to check the integrity of these flanges for such mechanical loads, thermo-mechanical tests were carried out on these flanges at room temperatures and at liquid nitrogen (LN2) temperatures. The details of test set-up, results and modeling are described in the paper.     

Silicon Nanocrystals: Size Matters

This paper reviews new approaches to size‐controlled silicon‐nanocrystal synthesis. These approaches allow narrowing of the size distribution of the nanocrystals compared with those obtained by conventional synthesis processes such as ion implantation into SiO₂ or phase separation of sub‐stoichiometric SiO_x layers. This size control is realized by different approaches to introducing a superlattice‐like structure into the synthesis process, by velocity selection of silicon aerosols, or by the use of electron lithography and subsequent oxidation processes. Nanocrystals between 2 and 20 nm in size with a full width at half maximum of the size distribution of 1 nm can be synthesized and area densities above 10¹² cm^–2 can be achieved. The role of surface passivation is elucidated by comparing Si/SiO₂ layers with superlattices of fully passivated silicon nanocrystals within a SiO₂ matrix. The demands on silicon nanocrystals for various applications such as non‐volatile memories or light‐emitting devices are discussed for different size‐controlled nanocrystal synthesis approaches.     

The role of the Si-suboxide structure at the interface: an angle-scanned photoelectron diffraction study

Photoelectron diffraction patterns of the different silicon sub-oxides have been recorded and compared with simulated patterns for various model structures. Each silicon sub-oxide is embedded in an ordered environment since individual diffraction patterns and differences among them were exhibited. In particular, the intensity maxima are located at different angles. In the simulation the silicon-oxide/silicon interface was assumed to be abrupt and within one atomic layer. Excellent agreement between experimental and calculated patterns was achieved. At the interface, horizontally compressed SiO₂ was found. Furthermore, the highest oxidation state of silicon, Si⁴⁺, displays a diffraction pattern indicating an ordered structure for this chemical state.     

Si-CdSSe core/shell nanowires with continuously tunable light emission

Uniform Si-CdSSe core/shell nanowires were controllably synthesized by a multisource thermal evaporation route. Both the silicon core and the alloyed CdSSe shell are of high-quality and single crystalline. The silicon core is grown via the gold-catalyzed VLS route with a silicon wafer piece at the high temperature zone as the source. These preferentially grown Si nanowires further serve as templates for the afterward depositions of CdSSe shells using CdS/CdSe powders at the low temperature zone of the furnace as sources. The composition/band gap of the shells can be continuously modulated by the S/Se ratio of the evaporation sources, making these prepared heterostructures have strong and spectral position/color largely tunable light emission at the visible region. These kind of structures may have potential applications in multicolor nanoscaled light-emitting devices. This flexible growth route will also be applicable for controllable synthesis of other Si wire containing heterostructures.