Consistent estimation of the memory parameter for nonlinear time series

Abstract. For linear processes, semiparametric estimation of the memory parameter, based on the log‐periodogram and local Whittle estimators, has been exhaustively examined and their properties well established. However, except for some specific cases, little is known about the estimation of the memory parameter for nonlinear processes. The purpose of this paper is to provide the general conditions under which the local Whittle estimator of the memory parameter of a stationary process is consistent and to examine its rate of convergence. We show that these conditions are satisfied for linear processes and a wide class of nonlinear models, among others, signal plus noise processes, nonlinear transforms of a Gaussian process ξ_t and exponential generalized autoregressive, conditionally heteroscedastic (EGARCH) models. Special cases where the estimator satisfies the central limit theorem are discussed. The finite‐sample performance of the estimator is investigated in a small Monte Carlo study.     

Viability study of different reverse osmosis membranes for application in the tertiary treatment of wastes from the tanning industry

The tanning industry uses large quantities of water and produces a correspondingly large amount of wastewater with high levels of salts and organic materials. Before these wastewaters can be eliminated, they must be submitted to a suitable depuration treatment. However, conventional treatments such as those used for urban wastewater are not able to reduce the salt content sufficiently and new methods need to be studied in the light of new technologies. In this aspect, membrane technology is increasingly used as a separation technique in chemical and environmental engineering, including desalination, selective separation and wastewater treatment. In this paper, we describe a comparative study of six different reverse osmosis membranes, which were tested for their ability to reduce the salt content in the tertiary treatment after the elimination of chromium salts and organic matter of an effluent from a pilot plant for treating industrial wastewater from the tanning industry to reach the legal levels established for their safe disposal. The membranes were checked using a 3×10⁻³ m² flat cell, where the concentrated streams were recirculated to the feed reservoir.     

Foams based on low density polyethylene/hectorite nanocomposites: Thermal stability and thermo‐mechanical properties

Novel polymer nanocomposite foams made by a two step compression molding method are analyzed in this article. Nanocomposites of low density polyethylene and an organo‐modified hectorite were first melt compounded and then foamed using a compression molding method. To study the influence of the presence and the amount of hectorite in both mechanical and thermal properties, samples with 3% and 7% content of hectorite were prepared. Polyethylene crystalline characteristics and thermal stability of the samples were studied by differential scanning calorimetry (DSC) and thermogravimetric analysis (TGA), respectively. Mechanical properties of foams and solid nanocomposites were analyzed by using dynamical mechanical analysis (DMA). Thermal expansion of the samples was analyzed by thermomechanical analysis. The results indicate that the exfoliation of hectorite platelets was achieved after the foaming process, but not during the melt mixing step. Foams with hectorite nanoparticles exhibit improved thermal stability and mechanical properties when compared with neat polymeric foams. © 2007 Wiley Periodicals, Inc. J Appl Polym Sci 2007     

Design with shape grammars and reinforcement learning

Shape grammars are a powerful and appealing formalism for automatic shape generation in computer-based design systems. This paper presents a proposal complementing the generative power of shape grammars with reinforcement learning techniques. We use simple (naive) shape grammars capable of generating a large variety of different designs. In order to generate those designs that comply with given design requirements, the grammar is subject to a process of machine learning using reinforcement learning techniques. Based on this method, we have developed a system for architectural design, aimed at generating two-dimensional layout schemes of single-family housing units. Using relatively simple grammar rules, we learn to generate schemes that satisfy a set of requirements stated in a design guideline. Obtained results are presented and discussed.     

GraftFast Surface Engineering to Improve MOF Nanoparticles Furtiveness

Controlling the outer surface of nanometric metal–organic frameworks (nanoMOFs) and further understanding the in vivo effect of the coated material are crucial for the convenient biomedical applications of MOFs. However, in most studies, the surface modification protocol is often associated with significant toxicity and/or lack of selectivity. As an alternative, how the highly selective and general grafting GraftFast method leads, through a green and simple process, to the successful attachment of multifunctional biopolymers (polyethylene glycol (PEG) and hyaluronic acid) on the external surface of nanoMOFs is reported. In particular, effectively PEGylated iron trimesate MIL‐100(Fe) nanoparticles (NPs) exhibit suitable grafting stability and superior chemical and colloidal stability in different biofluids, while conserving full porosity and allowing the adsorption of bioactive molecules (cosmetic and antitumor agents). Furthermore, the nature of the MOF–PEG interaction is deeply investigated using high‐resolution soft X‐ray spectroscopy. Finally, a cell penetration study using the radio‐labeled antitumor agent gemcitabine monophosphate (³H‐GMP)‐loaded MIL‐100(Fe)@PEG NPs shows reduced macrophage phagocytosis, confirming a significant in vitro PEG furtiveness.     

Students’ expectations of,and experiences in e-learning: Their relation to learning achievements and course satisfaction

Within only a few years, the use of e-learning has increased rapidly in Austria. In certain subjects, up to 60% of university students report using e-learning platforms at least ‘sometimes’ or ‘frequently’ (Unger & Wroblewski, 2006). Yet, which aspects of e-learning do students consider important for their learning achievements and course satisfaction? This question was addressed by surveying 2196 students from 29 universities in Austria about their expectations of, and experiences in e-learning. Multiple regression analyses using Mplus 4.21 were carried out to investigate how different facets of students’ expectations and experiences are related to perceived learning achievements and course satisfaction.     

Decentralized MDPs with sparse interactions

Creating coordinated multiagent policies in environments with uncertainty is a challenging problem, which can be greatly simplified if the coordination needs are known to be limited to specific parts of the state space. In this work, we explore how such local interactions can simplify coordination in multiagent systems. We focus on problems in which the interaction between the agents is sparse and contribute a new decision-theoretic model for decentralized sparse-interaction multiagent systems, Dec-SIMDPs, that explicitly distinguishes the situations in which the agents in the team must coordinate from those in which they can act independently. We relate our new model to other existing models such as MMDPs and Dec-MDPs. We then propose a solution method that takes advantage of the particular structure of Dec-SIMDPs and provide theoretical error bounds on the quality of the obtained solution. Finally, we show a reinforcement learning algorithm in which independent agents learn both individual policies and when and how to coordinate. We illustrate the application of the algorithms throughout the paper in several multiagent navigation scenarios.     

Proof Pearl: a Formal Proof of Higman��s Lemma in ACL2

Higman??s lemma is an important result in infinitary combinatorics, which has been formalized in several theorem provers. In this paper we present a formalization and proof of Higman??s Lemma in the ACL2 theorem prover. Our formalization is based on a proof by Murthy and Russell, where the key termination argument is justified by the multiset relation induced by a well-founded relation. To our knowledge, this is the first mechanization of this proof.