Semiparametric Estimation in Time‐Series Regression with Long‐Range Dependence

Abstract. We consider semiparametric estimation in time‐series regression in the presence of long‐range dependence in both the errors and the stochastic regressors. A central limit theorem is established for a class of semiparametric frequency domain‐weighted least squares estimates, which includes both narrow‐band ordinary least squares and narrow‐band generalized least squares as special cases. The estimates are semiparametric in the sense that focus is on the neighbourhood of the origin, and only periodogram ordinates in a degenerating band around the origin are used. This setting differs from earlier studies on time‐series regression with long‐range dependence, where a fully parametric approach has been employed. The generalized least squares estimate is infeasible when the degree of long‐range dependence is unknown and must be estimated in an initial step. In that case, we show that a feasible estimate which has the same asymptotic properties as the infeasible estimate, exists. By Monte Carlo simulation, we evaluate the finite‐sample performance of the generalized least squares estimate and the feasible estimate.     

Learning to Perceive and Act by Trial and Error

This article considers adaptive control architectures that integrate active sensory-motor systems with decision systems based on reinforcement learning. One unavoidable consequence of active perception is that the agent's internal representation often confounds external world states. We call this phoenomenon perceptual aliasingand show that it destabilizes existing reinforcement learning algorithms with respect to the optimal decision policy. We then describe a new decision system that overcomes these difficulties for a restricted class of decision problems. The system incorporates a perceptual subcycle within the overall decision cycle and uses a modified learning algorithm to suppress the effects of perceptual aliasing. The result is a control architecture that learns not only how to solve a task but also where to focus its visual attention in order to collect necessary sensory information.     

Integration framework for intelligent manufacturing processes

In this article, we describe a new approach to applying distributed artificial intelligence techniques to manufacturing processes. The construction of intelligent systems is one of the most important techniques among artificial intelligence research. Our goal is to develop an integrated intelligent system for real time manufacturing processes. An integrated intelligent system is a large knowledge integration environment that consists of several symbolic reasoning systems (expert systems) and numerical computation packages. These software programs are controlled by a meta-system which manages the selection, operation and communication of these programs. A meta-system can be implemented in different language environments and applied to many disciplines. This new architecture can serve as a universal configuration to develop high performance intelligent systems for many complicated industrial applications in real world domains.To whom all correspondence should be addressed.     

Efficient similarity-based operations for data integration

Dealing with discrepancies in data is still a big challenge in data integration systems. The problem occurs both during eliminating duplicates from semantic overlapping sources as well as during combining complementary data from different sources. Though using SQL operations like grouping and join seems to be a viable way, they fail if the attribute values of the potential duplicates or related tuples are not equal but only similar by certain criteria. As a solution to this problem, we present in this paper similarity-based variants of grouping and join operators. The extended grouping operator produces groups of similar tuples, the extended join combines tuples satisfying a given similarity condition. We describe the semantics of this operator, discuss efficient implementations for the edit distance similarity and present evaluation results. Finally, we give examples of application from the context of a data reconciliation project for looted art.     

Reduced modified quadratures for quadratic membrane finite elements

Reduced integration is frequently used in evaluating the element stiffness matrix of quadratically interpolated finite elements. Typical examples are the serendipity (Q8) and Lagrangian (Q9) membrane finite elements, for which a reduced 2 × 2 Gauss–Legendre integration rule is frequently used, as opposed to full 3 × 3 Gauss–Legendre integration. This ‘softens’ these element, thereby increasing accuracy, albeit at the introduction of spurious zero energy modes on the element level. This is in general not considered problematic for the ‘hourglass’ mode common to Q8 and Q9 elements, since this spurious mode is non‐communicable. The remaining two zero energy modes occurring in the Q9 element are indeed communicable. However, in topology optimization for instance, conditions may arise where the non‐communicable spurious mode associated with the elements becomes activated. To effectively suppress these modes altogether in elements employing quadratic interpolation fields, two modified quadratures are employed herein. For the Q8 and Q9 membrane elements, the respective rules are a five and an eight point rule. As compared to fully integrated elements, the new rules enhance element accuracy due to the introduction of soft, higher‐order deformation modes. A number of standard test problems reveal that element accuracy remains comparable to that of the under‐integrated counterparts. Copyright © 2004 John Wiley & Sons, Ltd.     

Fast and accurate 4‐node quadrilateral

An accurate and variationally consistent 4‐node quadrilateral element is introduced where high coarse mesh accuracy and low mesh distortion sensitivity are characteristic qualities, even when incompressibility is approached for plane strain. One‐point quadrature integration procedure is adopted and a new improved stabilization technique is developed. Orthogonality conditions are utilized so that the patch test is satisfied for arbitrary quadrilaterals. Several numerical examples including a convergence rate study are presented which confirm the excellent performance of this element. Copyright © 2004 John Wiley & Sons, Ltd.     

Healing the psyche through music, myth, and ritual.

According to Carl Jung, a person's symptoms occur as a result of the psyche's creative attempt to self-regulate. These symptoms are viewed as the symbol-making function of the psyche. Music therapy as a therapeutic tool is also viewed as having a symbol-making function in that the physical act of making music involves conceptualizing one's symptoms into sounds. The sound serves as a musical symbol of the symptom. The myth of Orpheus is offered as an example of how early man amplified the creative potential contained in music to heal from life's woes. The Orphic archetype illustrates that music serves as a medium for healing and as an expression of Self. That psyche can be healed by music is a reminder of the connection between music therapy and the myth of Orpheus. In using the therapeutic tool of music one can transcend, through the symbol making process inherent in music therapy, the tension of opposites that are created at the crossroads of disease and wellness. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Applications of the discrete element method in mechanical engineering

Compared to other fields of engineering, in mechanical engineering, the Discrete Element Method (DEM) is not yet a well known method. Nevertheless, there is a variety of simulation problems where the method has obvious advantages due to its meshless nature. For problems where several free bodies can collide and break after having been largely deformed, the DEM is the method of choice. Neighborhood search and collision detection between bodies as well as the separation of large solids into smaller particles are naturally incorporated in the method. The main DEM algorithm consists of a relatively simple loop that basically contains the three substeps contact detection, force computation and integration. However, there exists a large variety of different algorithms to choose the substeps to compose the optimal method for a given problem. In this contribution, we describe the dynamics of particle systems together with appropriate numerical integration schemes and give an overview over different types of particle interactions that can be composed to adapt the method to fit to a given simulation problem. Surface triangulations are used to model complicated, non-convex bodies in contact with particle systems. The capabilities of the method are finally demonstrated by means of application examples. Commemorative Contribution.     

Local Exact Particle Tracing on Unstructured Grids

For analyzing and interpreting results of flow simulations, particle tracing is a well established visualization method. In addition, it is a preliminary step for more advanced techniques such as line integral convolution. For interactive exploration of large data sets, a very efficient and reliable particle tracing method is needed. For wind channel experiments or flight simulations, large unstructured computational grids have become common practice. Traditional approachs, based on numerical integration methods of ordinary differential equations however fail to deliver sufficiently accurate path calculation at the speed required for interactive use. In this paper we extend the local exact approach of Nielson and Jung in such a way that it can be used for interactive particle tracing in large data sets of steady flow simulation experiments. This will be achieved by sophisticated preprocessing using additional memory. For further visual enhancement of the streamline we construct an implicitly defined smooth Bézier curve that is used for ray tracing. This allows us to visualize additional scalar values of the simulation as attributes to the trajectory and enables the display of high‐quality smooth curves without creating any visualization geometry and providing a good impression of the spatial situation at the same time. ACM CSS: I.3.3 Computer Graphics—Line and curve generation; I .3.7 Computer Graphics—Raytracing; G.1.2 Numerical Analysis—Spline and piecewise polynomial approximation