REVERSED RESIDUALS IN AUTOREGRESSIVE TIME SERIES ANALYSIS

Abstract. Both linear and non-linear time series can have directional features which can be used to enhance the modelling and investigation of linear or non-linear autoregressive statistical models. For this purpose, reversed p th-order residuals are introduced. Cross-correlations of residuals and squared reversed residuals allow extensions of current model identification ideas. Quadratic types of partial autocorrelation functions are introduced to assess dependence associated with non-linear models which nevertheless have linear autoregressive correlation structures. The use of these residuals and their cross-correlation functions is exemplified empirically on some deseasonalized river flow data for which a first-order autoregressive model is a satisfactory second-order fit. Parallel theoretical computations are undertaken for the non-linear first-order random coefficient autoregressive model and comparisons are made. While the data are shown to be strongly non-linear, their correlational signatures are found to be convincingly different from those of a first-order autoregressive model with random coefficients.     

The effect of various anti-setting systems in wool dyeing. Part 4; Sodium tetrathionate based systems

The tetrathionate anion has the potential to oxidise thiols specifically to disulphides; this property has been investigated in this paper from the point of view of using tetrathionate as an anti-setting agent in wool dyebaths. It was found that at pH 3 the addition of tetrathionate actually made the degree of permanent set greater than in its absence; however at pH 5 and pH 7 significant anti-setting benefits were achieved. The reason for the apparently contradictory result at pH 3 was found to be the substantivity and subsequent reactivity of thiosulphate anion for wool – this anion is a product of the reduction of tetrathionate by wool cysteinyl thiol residues.     

Platinum-group metal cyclodextrin complexes and their use as command-cure catalysts in silicones

The Command-Cure concept is defined for a curable formulation as one with long work-like at ambient temperature and rapid cure time at elevated temperature. This concept is explored for a curable silicone system, cured via hydrosilylation. CODMCl₂ complexes (COD=1.5-cyclo-octadiene:M=Pt. Pd) are reacted with beta-cyclodextrin (-CD) to make 11 inclusion compounds,M=Pd.2;M=Pt.4. Compounds2 and4 were analyzed by¹H NMR and X-ray powder diffraction. Their catalytic ability was evaluated in a model system as well as a polymeric system that gels upon cure. Surprisingly, the Pd analog2 was a good command-cure catalyst whereas the guest compound CODPdCl₂,1, was not active in the hydrosilylation reaction. The Pt analog,4, was an effective command-cure catalyst while the corresponding guest. CODPtCl₂,3, was too active at low temperature in the hydrosilylation reaction. Additional Pt compounds and one Rh inclusion compound were evaluated as command cure catalysts. These inclusion compounds were: 11 -CD:[CODRhCl]₂,5: 11 -CD:CpPtMe₃,6 (Cp=cyclopentadienyl): 12 -CD:MeCpPtMe₃,7; 12 -CO:CODPtMe₂,8. The effectiveness of4 8 was evaluated in a number of silicone systems.     

Sourcing the Arab Spring: A Case Study of Andy Carvin's Sources on Twitter During the Tunisian and Egyptian Revolutions

News sourcing practices are critical as they shape from whom journalists get their information and what information they obtain, mostly from elite sources. This study evaluates whether social media platforms expand the range of actors involved in the news through a quantitative content analysis of the sources cited by NPR's Andy Carvin on Twitter during the Arab Spring. Results show that, on balance, nonelite sources had a greater representation in the content than elite sources. Alternative actors accounted for nearly half of the messages. The study points to the innovative forms of production that can emerge with new communication technologies, with the journalist as a central node trusted to authenticate and interpret news flows on social awareness streams.     

Practical scalable image analysis and indexing using Hadoop

The ability to handle very large amounts of image data is important for image analysis, indexing and retrieval applications. Sadly, in the literature, scalability aspects are often ignored or glanced over, especially with respect to the intricacies of actual implementation details. In this paper we present a case-study showing how a standard bag-of-visual-words image indexing pipeline can be scaled across a distributed cluster of machines. In order to achieve scalability, we investigate the optimal combination of hybridisations of the MapReduce distributed computational framework which allows the components of the analysis and indexing pipeline to be effectively mapped and run on modern server hardware. We then demonstrate the scalability of the approach practically with a set of image analysis and indexing tools built on top of the Apache Hadoop MapReduce framework. The tools used for our experiments are freely available as open-source software, and the paper fully describes the nuances of their implementation.     

Stochastic Optimal Design for Unknown Linear Discrete‐Time System Zero‐Sum Games in Input‐Output form Under Communication Constraints

In this paper, stochastic optimal strategy for unknown linear discrete‐time system quadratic zero‐sum games in input‐output form with communication imperfections such as network‐induced delays and packet losses, otherwise referred to as networked control system (NCS) zero‐sum games, relating to the H_∞ optimal control problem is solved in a forward‐in‐time manner. First, the linear discrete‐time zero sum state space representation is transformed into a linear NCS in the state space form after incorporating random delays and packet losses and then into the input‐output form. Subsequently, the stochastic optimal approach, referred to as adaptive dynamic programming (ADP), is introduced which estimates the cost or value function to solve the infinite horizon optimal regulation of unknown linear NCS quadratic zero‐sum games in the presence of communication imperfections. The optimal control and worst case disturbance inputs are derived based on the estimated value function in the absence of state measurements. An update law for tuning the unknown parameters of the value function estimator is derived and Lyapunov theory is used to show that all signals are asymptotically stable (AS) and that the estimated control and disturbance signals converge to optimal control and worst case disturbances, respectively. Simulation results are included to verify the theoretical claims.     

A study of cell nucleation in the extrusion of polypropylene foams

An investigation has been performed of the cell nucleation and initial growth behaviors in the foam processing of polypropylene (PP) in both the linear and branched forms. These materials were foamed in extrusion with the two blowing agents, CO₂ and isopentane. The cell density generally increased with an increased content of the blowing agent, for both CO₂ and isopentane. The effect of processing pressure on the cell density was distinct when CO₂ was used, whereas no pressure effect was observed in the foam processing with isopentane. The cell morphologies for the two PPs were found to be significantly different. A slightly lower nuclei density was observed in the branched PP foams than in the linear PP foams. However, the phenomenon of cell coalescence was observed much less in the branched PP foams. Most cells in the branched PP foams were closed, whereas in the linear PP foams they were connected to each other. The experimental results indicated that the branched structure played an important role in determining the cell morphologies through its effects on the melt strength and/or melt elasticity.     

Leucine as an in vitro precursor to lipids in rat sciatic nerve

The in vitro incorporation of leucine, isoleucine and pyruvate into lipids was compared and the possibility that leucine might serve as anin situ precursor to the correspondingiso fatty acids in the rat sciatic nerve was studied. The relative incorporation of¹⁴C from leucine into lipids vs. nonlipids was 20%, and the incorporation of label into total lipids from leucine was one-half that from pyruvate. The incorporation of label from leucine and pyruvate into sterols was nearly equivalent, but the incorporation of label into all other lipid classes from leucine was less than that from pyruvate, and the incorporation of label from isoleucine into lipids was much less in all cases. No detectable label from leucine was incorporated into brached chain fatty acids. It is concluded that leucine may be a substantial in vitro precursor to all major lipids in peripheral nerve, especially sterols. The possibility and significance of a leucine catabolic pathway in the cytosol in relation to availability of 3-hydroxy-3-methylglutaryl CoA for sterol biosynthesis is discussed.     

Lipid metabolism of acetate-1-14C by leukocytes from dogs fed an arteriosclerosis-inducing diet

Dogs were maintainedoon a control ration or on a semisynthetic diet, containing 5% cholesterol and 16% hydrogenated coconut oil, known to induce hyperlipemia and arteriosclerosis. Circulating leukocytes isolated from dogs fed the coconut oil containing diet were shown to incorporate 50% more radioactivity into lipids than control leukocytes when incubated with acetate-1-¹⁴C. This increase, expressed as dpm/mg of leukocyte DNA, was not specific for any particular lipid since the distribution of radioactivity between neutral lipids and phospholipids, as well as among their subfractions, was the same regardless of the diet fed. The labeling patterns observed suggest that leukocyte fatty acid synthesis from acetate occurs predominantly, and perhaps exclusively, by the chain elongation pathway.     

Quaternary reactive dyes containing a thioether‐ethylsulphone group. Part 2; Application methods for the dyeing of nylon†

A member of the new series of cationic reactive dyes containing a thioether‐ethylsulphone grouping referred to in Part 1 of this series has been applied to nylon at pH 3–10. The dye is water soluble and shows excellent substantivity for nylon 6.6 when dyed at the boil at pH 8–10. Under alkaline conditions, gradual β‐elimination back to the vinylsulphone dye occurs and covalent bond formation quickly takes place with the fibre; the higher the pH the more rapidly this occurs. Dyeings carried out at pH 10 showed very good brightness and levelling, together with good wash fastness. The light fastness of dyeings at moderate depth was 4–5 on the Blue Wool scale.