FAST LINEAR ESTIMATION METHODS FOR VECTOR AUTOREGRESSIVE MOVING-AVERAGE MODELS

Abstract. Three linear methods for estimating parameter values of vector auto-regressive moving-average (VARMA) models which are in general at least an order of magnitude faster than maximum likelihood estimation are developed in this paper. Simulation results for different model structures with varying numbers of component series and observations suggest that the accuracy of these procedures is in most cases comparable with maximum likelihood estimation. Procedures for estimating parameter standard error are also discussed and used for identification of nonzero elements in the VARMA polynomial structures. These methods can also be used to establish the order of the VARMA structure. We note, however, that the primary purpose of these estimates is to generate initial estimates for the nonzero parameters in order to reduce subsequent computational time of more efficient estimation procedures such as exact maximum likelihood.     

Comparative study of the physical aging of the epoxy systems BADGE n = 0/m‐XDA and BADGE n = 0/m‐XDA/PEI

The physical aging of the epoxy network consisting of a diglycidyl ether of bisphenol A, m‐xylylenediamine, and polyetherimide was studied by differential scanning calorimetry. The glass transition temperature and the variation of the specific heat capacities have been calculated using the method, based on the intersection of both enthalpy–temperature lines for glassy and liquid states. The apparent activation energy (E_H) was calculated using a single method that involved separate temperature and excess enthalpy dependency. All calorimetric data were compared with those obtained for the epoxy network without thermoplastic. thermoplastic. © 2007 Wiley Periodicals, Inc. J Appl Polym Sci 103: 3931–3935, 2006     

The effect of nanoclays on the nucleation,crystallization, and melting mechanisms of isotactic polypropylene

The influence of organomodified nanoclay (montmorillonite) on the crystallization and melting mechanisms of isotactic polypropylene (iPP) was studied. Films of both neat polymer and clay nanocomposites were prepared after molecular weight optimization through melt extrusion. Products exhibited the tactoidlike morphology since no compatibilizers were used. The effect of introduction of nanoclay within the polymer was studied through isothermal crystallization and linear heating. The results indicated that low nanoclay concentrations induce the formation of the β‐crystalline structure, its formation being inhibited with high nanoclay contents. Dynamic nonisothermal bulk crystallization experiments indicated that nanoclays act as nucleating agents of iPP. Isothermal, bulk crystallization studies indicated that the crystallization process (induction time and crystallization kinetics) is proportionally accelerated by the nanoclay presence. There was also an accelerated formation of secondary crystallization when nanoclays were present in high concentrations. POLYM. ENG. SCI., 47:1889–1897, 2007. © 2007 Society of Plastics Engineers     

Heterogeneously assisted oxidation of adsorbates from carbonmonoxide, methanol and ethanol by hydrogen peroxide solutions on platinum electrodes in sulphuric acid

The influence of hydrogen peroxide on the adsorption and oxidation of carbon monoxide, methanol and ethanol adlayers on porous Pt electrodes were studied in 2 M sulphuric acid solution by means of cyclic voltammetry and differential electrochemical mass spectrometry (DEMS). The oxidation of adsorbed species is observed at electrode potentials far less negative than those required for electrochemical adsorbate oxidation. The oxidation by H₂O₂ is dependent on its concentration in solution, as well as on the adsorbates and their coverages. In all cases the isolated adlayers are oxidised by dissolved H₂O₂. However, the presence of H₂O₂ during adsorption partially inhibits adlayer formation from CH₃OH and C₂H₅OH, but avoids almost completely the adsorption of carbon monoxide. The removal of the residues from the surface by dissolved hydrogen peroxide probably occurs through O_ad species formed during the heterogeneous decomposition reaction of H₂O₂ on Pt.     

Impregnation of X Zeolite with Alkaline Hydroxide During the Synthesis

Enhancement of the basic properties of the X zeolite with FAU framework has been carried out during synthesis, without further treatment such as ion-exchange or impregnation. Control of the washing stage enables retention of the optimum amount of alkaline hydroxides, which increases the basic catalytic activity of X zeolite in the alkylation of toluene. This alkaline hydroxides neither affect the FAU framework nor the silicon/aluminium molar ratio of the X zeolite. The optimum (Na + K)/Al molar ratio of the improved catalyst was 1.06 corresponding to a washing volume of 200 mL. This X zeolite presented better catalytic activity than a cesium-zeolite prepared by ion-exchange. The presence of hydroxysodalite impurity in the X zeolite increased the amount of impregnated alkaline hydroxides but not the catalytic activity. The present study shows that it is possible to increase the basic properties of the X zeolite directly in the synthesis process.     

MCM-41 Heterogenized Chiral Amines as Base Catalysts for Enantioselective Michael Reaction

Cinchonidine and cinchonine have been grafted onto pure silica MCM-41. It has been shown that both supported alkaloids are active catalysts for the Michael addition of ethyl 2-oxocyclopentanecarboxylate and methyl vinyl ketone, anchored cinchonidine being more active and enantioselective than anchored cinchonine. The study of the influence of the polarity of the solvent and reaction temperature on the optical induction shows that there is not a direct correlation between solvent polarity and enantioselectivity, and the maximum optical yield was obtained between 278 and 273 K.     

Fracture properties of epoxy/poly(styrene‐co‐allylalcohol) blends

The epoxy/polystyrene system is characterized by a poor adhesion between the constituent phases, which determines its mechanical properties. The adhesion can be improved via blends based on epoxy resin and random copolymers, poly(styrene‐co‐allylalcohol) (PS‐co‐PA). In this work, the influence of PS‐co‐PA content and the good adhesion between the phases on the tensile properties and the fracture toughness achieved through instrumented Charpy tests have been investigated. The tensile strength and the deformation at break showed an increase in the PS‐co‐PA content while the Young's modulus remained the same. The tensile fracture surfaces revealed that the improvement of these magnitudes was mainly due to a crack deflection mechanism. Also, the fracture toughness of the blends was superior to that of the pure epoxy resin. The main operating toughening mechanism was crack deflection. The fractographic analysis showed that ～ 80% of the particles were broken, and the crack tended to divert from its original path through the broken PS‐co‐PA particles. The remaining particles were detached from the epoxy resin, and the holes left suffered plastic deformation. Analytical models were used to predict successfully the toughness due to these mechanisms. © 2007 Wiley Periodicals, Inc. J Appl Polym Sci 2007     

Reciprocal Tree-Like Fractal Structures

Sometimes the complex structures of nature inspire human constructions. Gothic construction has shown that forces can cross space along intricate paths that may even be arbitrary if correctly dimensioned. In some way, ribbed structures are like trees where the branches conduct forces instead of sap; they operate as branches and trunks descending by fractal ways. Here we discuss reciprocal tree-like fractal structures and the difficulty in their design and erection and solutions for constructive details, as well as the possible analytical questions and automatic generation by means of proper software. The results are shown in the design of the Natural Interpretation Centre in Melilla where we have proposed two connected trees like shown at figures included below.     

Mechanical and dynamical mechanical properties of chloroprene rubber and cellulose II composites

Vulcanized composites of chloroprene rubber (CR) with cellulose II (Cel II) as a filler were investigated. Cel II, obtained by the coagulation of cellulose xanthate, was incorporated in the rubber by the traditional method. The filler content varied from 0 to 30 phr. For comparison purposes, carbon black (CB)–CR composites were also studied. The CB amount varied from 0 to 45 phr. The mechanical and dynamic mechanical properties were determined, and the CR composite containing 20 phr of Cel II showed the best set of properties. © 2004 Wiley Periodicals, Inc. J Appl Polym Sci 92: 2425–2430, 2004     

The role of lanthana loading on the catalytic properties of Pd/Al2O3-La2O3 in the NO reduction with H2

The role of La₂O₃ loading in Pd/Al₂O₃-La₂O₃ prepared by sol–gel on the catalytic properties in the NO reduction with H₂ was studied. The catalysts were characterized by N₂ physisorption, temperature-programmed reduction, differential thermal analysis, temperature-programmed oxidation and temperature-programmed desorption of NO.

The physicochemical properties of Pd catalysts as well as the catalytic activity and selectivity are modified by La₂O₃ inclusion. The selectivity depends on the NO/H₂ molar ratio (GHSV = 72,000 h⁻¹) and the extent of interaction between Pd and La₂O₃. At NO/H₂ = 0.5, the catalysts show high N₂ selectivity (60–75%) at temperatures lower than 250 °C. For NO/H₂ = 1, the N₂ selectivity is almost 100% mainly for high temperatures, and even in the presence of 10% H₂O vapor. The high N₂ selectivity indicates a high capability of the catalysts to dissociate NO upon adsorption. This property is attributed to the creation of new adsorption sites through the formation of a surface PdO_x phase interacting with La₂O₃. The formation of this phase is favored by the spreading of PdO promoted by La₂O₃. DTA shows that the phase transformation takes place at temperatures of 280–350 °C, while TPO indicates that this phase transformation is related to the oxidation process of PdO: in the case of Pd/Al₂O₃ the O₂ uptake is consistent with the oxidation of PdO to PdO₂, and when La₂O₃ is present the O₂ uptake exceeds that amount (1.5 times). La₂O₃ in Pd catalysts promotes also the oxidation of Pd and dissociative adsorption of NO mainly at low temperatures (<250 °C) favoring the formation of N₂.