On a Mixture GARCH Time‐Series Model

Abstract. Recently, there has been a lot of interest in modelling real data with a heavy‐tailed distribution. A popular candidate is the so‐called generalized autoregressive conditional heteroscedastic (GARCH) model. Unfortunately, the tails of GARCH models are not thick enough in some applications. In this paper, we propose a mixture generalized autoregressive conditional heteroscedastic (MGARCH) model. The stationarity conditions and the tail behaviour of the MGARCH model are studied. It is shown that MGARCH models have tails thicker than those of the associated GARCH models. Therefore, the MGARCH models are more capable of capturing the heavy‐tailed features in real data. Some real examples illustrate the results.     

Tensile modulus modeling of carbon‐filled nylon 6,6 and polycarbonate‐based resins

Electrically and thermally conductive resins can be produced by adding conductive fillers to insulating polymers. Mechanical properties, such as tensile modulus, are also important. This research focused on performing compounding runs followed by injection molding and tensile testing of carbon‐filled nylon 6,6 and polycarbonate‐based resins. The three carbon fillers investigated included an electrically conductive carbon black, synthetic graphite particles, and a milled pitch–based carbon fiber. For each polymer, resins were produced and tested that contained varying amounts of these single‐carbon fillers. In addition, combinations of fillers were investigated by conducting a full 2³ factorial design and a complete replicate in each polymer. These tensile modulus experimental results were then compared to results predicted by several different models. For the composites containing only one filler type, the Nielsen model with the modified Ψ term provided the best prediction of the actual experimental values. For the composites containing more than one filler type, a new parameter, which includes the vibrated bulk density (VBD) of the fillers, was incorporated into the Nielsen model with the modified Ψ term. This model with the new VBD parameter provided the best estimate of experimental tensile modulus for composites containing multiple‐filler types. © 2003 Wiley Periodicals, Inc. J Appl Polym Sci 90: 1716–1728, 2003     

Enhancing textile ink-jet printing with chitosan

Following on from previous research, the possibility of using chitosan in preparing the pretreatment print paste for textile ink-jet printing was investigated but the final colour was not as good as expected. In this study, chitosan was applied separately on cotton fabric for ink-jet printing. A two-bath method was proposed and it was confirmed that a better colour yield was achieved with this method. However, the use of chitosan reduced the tensile strength of the ink-jet printed fabric slightly.     

Thermal stability of composite phase change material microcapsules incorporated with silver nano-particles

This paper reports a study on the thermal stability of phase change material microcapsules that are incorporated with silver nano-particles (Ag-NPs). The novel microcapsules were fabricated by the technique of in situ polymerization, with aminoplast as the wall and phase change material bromo-hexadecane (PCM BrC16) as the core. Thermal gravimetry (TG) analysis was applied to measure the thermal stability of these microcapsules and surface morphology of the microcapsules was observed by means of scanning electron microscopy (SEM) after an application of curing treatment at 130 °C. Comparing with conventional phase change material microcapsules (PCMMs), nano-composite phase change material microcapsules (NCPCMMs) have higher thermal stability. This can be attributed to nano-composite structure of the microcapsules, in which metal Ag-NPs distributed on the surface to increase wall toughness and strength. The possible reinforcement mechanisms of the nano-composite structure are explored.     

Effect of imidization temperature on properties of polymide films

Some mechanical and electrical properties of the BPDA/ODA/PDA polyimide film prepared on mylar followed by various cure schedules have been studied. It has been found by FTIR that the imidization reaches its maximum after a 200°C cure schedule for this polyimide. However, the optimum condition of curing is a 350°C cure schedule. Following this cure schedule, one can obtained a polymide film with good mechanical and electrical properties. © 1993 John Wiley & Sons, Inc.     

Health benefits of CLA – lessons from pig models in biomedical research

The objective of this review is to highlight the use of pig models for investigating safety, efficacy and the mechanisms of action of conjugated linoleic acid (CLA). Although CLA elicits positive effects in animal models and in vitro systems, a consistent concern in terms of translational research is that the health benefits observed by using these model systems cannot be extrapolated directly into humans. Conversely, the similarities between pigs and humans make the pig an ideal model for examining the health benefits of dietary supplements, functional foods and nutraceuticals. We have developed pig models of viral and bacterial infection to examine the preventive role of dietary CLA supplementation on virally induced immunosuppression and gut health, respectively. Results from these studies indicate that CLA significantly enhances the immune function while limiting the catabolic effects of uncontrolled immune and inflammatory responses. The scientific findings in pig models and human clinical trials demonstrate that CLA modulates immune responses in pigs and humans. Pig models of immunomodulation represent significant improvements over other animal models and in vitro systems because they mimic more closely the compartmentalization of the human immune system and the clinical presentation of human infectious, immune and inflammatory diseases.     

Moisture absorption behavior of rubber‐modified epoxy resins

The moisture absorption behavior of diglycidyl ether of bisphenol A/ethylene diamine resins incorporating a carboxy‐terminated butadiene–acrylonitrile rubber was investigated and associated with their morphology of phase separation. Although the diffusion coefficient of moisture was increased with the rubber content, its activation energy and free volume for moisture diffusion were barely changed until phase inversion occurred. After phase inversion, the free volume was significantly increased, and the activation energy decreased. In addition, the moisture absorption also reduced the β‐transition temperature of the resins and slightly increased the glass‐transition temperature before phase inversion. However, the reverse was found after phase inversion. © 2002 Wiley Periodicals, Inc. J Appl Polym Sci 86: 3718–3724, 2002     

Nanoscratch testing to assess the fiber adhesion of short‐carbon‐fiber composites

In a composite material, the degree of adhesion between the fiber and the matrix plays an important role in the overall performance of the material. Because the load between the fiber and the matrix is realized throughout the interphase region material, a lot of effort has gone into characterizing the strength of the interphase. In this study, nanoscratch tests on the composite samples were used to provide a relative measure of adhesion in different composite materials. Carbon‐filled nylon 6,6 and polycarbonate resins were evaluated with this method. The carbon fillers we used were polyacrylonitrile‐based carbon fibers sized and surface‐treated for the respective matrix and pitch‐based carbon fibers without any sizing or surface treatment. Tensile and X‐ray photoelectron spectroscopy data for the composites we considered are also presented to compare to the nanoscratch results. It is shown that nanoscratch testing on the composites, with the proposed data analysis, can be an effective tool for determining the relative degree of adhesion between different composites. © 2006 Wiley Periodicals, Inc. J Appl Polym Sci 103: 328–335, 2007     

Maceral and rank influences on the morphology of coal char

Concentrates of vitrinite and inertinite macerals have been pyrolysed in a flame under conditions representative of the initial stages of pulverized coal combustion. Char was distinguished from soot by size analysis and the char yield correlated with the proximate analysis. The char morphology was studied by optical microscopy and quantitative measurements of porosity and pore size were made using image analysis. Vitrinite and inertinite produce chars of characteristic morphology. The softening behaviour of inertinite varies with coal rank and can be related to the optical reflectance. The porosity of vitrinite chars approaches that of inertinite chars at high rank.