THE RECURSIVE FITTING OF SUBSET VARX MODELS

Abstract. A vector time series model of the form A(L)y(t) + B(L)x(t) =ε(t) is known as a vector autoregressive model with exogenous variables (VARX model) and involves a regressand vector y(t) and a regressor vector x(t). This paper provides a method for the recursive fitting of subset VARX models. It suggests the use of ascending recursions in conjunction with an order selection criterion to choose an 'optimum' subset VARX model.     

The Tenet experience and the design of protocols for integrated-services internetworks

The research done by the Tenet Group in multimedia networking has reached a point where it may be useful to reflect on the significance of its results for the current debate on how integrated-services internetworks should be designed. Such reflections constitute the main subject of this paper. The principles of the work and the conclusions reached so far by the Tenet researchers are discussed in the light of the conflict between the two major technologies being proposed to build future information infrastructures: namely, the Internet and the ATM technologies. The Tenet approach suggests one feasible way for resolving the conflict to the advantage of all the users of those infrastructures. This paper discusses various fundamental aspects of integrated-services network design: the choice of the service model, the type of charging policy to be adopted, and the selection of a suitable architecture.     

Solving applied general equilibrium models represented as a mixture of linearized and levels equations

General equilibrium moels are usually represented as a system of levels equations (e.g., in North America) or a system of linearized equations (e.g., in Australia). Either representation can be used to obtain accurate solutions. General-purpose software is available in both cases-GAMS or MPS/GE is typically used by levels modellers and GEMPACK by linearizers. Some equations (notably accounting identities) are naturally expressed in the levels while others (especially behavioural equations) are naturally expressed in a linearized form. This paper describes the new GEMPACK facility for solving models represented as a mixture of levels and linearized equations and discusses the advantages to modellers of using such a representation.     

有关H－Ⅱ运载火箭的动力学课题研究

重点介绍有关Ｈ—Ⅱ运载火箭（以下简称Ｈ—Ⅱ）的一些动力学课题的研究状况。其中，重要的动力学课题有全箭振动、ＰＯＧＯ、防液体晃动、分离动力学试验、动力学环境试验等。针对这些动力学课题，日本有关部门已研究多年，既作了充分的地面试验，又进行了有效的工程应用研究，最终保证了Ｈ—Ⅱ的首次飞行成功。     

Stress concentration and fatigue of profiled reinforcing steels

Stress concentrations arise from profiles of ribbed reinforcing steel bars and in this study the results of calculated stress concentration factors (SCF), by using finite element method, are related to the fatigue test results. It is apparent that the degree of confinement of a ribbed bar embedded in concrete not only affects the magnitude of the ultimate bond stress but also the bond stress-slip relation. Thus the rib geometry or profile pattern is designed for optimum bond characteristics and not for fatigue considerations. However the rib geometry influences the fatigue performance through the SCFs arising from the root radius, width and flank angles of the profiles. It is shown that these latter factors have a significant influence on the fatigue behaviour of reinforcing steel bars.     

Interpreting the negative mood-helping literature via "mega"-analysis: A contrary view.

"Mega"-analysis was developed by M. Carlson and N. Miller (see record 1987-31249-001) as an extension of traditional meta-analytic procedures for conducting integrative reviews of existing research literatures. One such mega-analysis was conducted by Carlson and Miller to synthesize the literature on the relation between negative mood states and helping. That analysis found no support for a theoretical account (negative state relief) that had been confirmed previously by using various experimental approaches. In an attempt to reconcile the discrepancy, the logic and methods used in Carlson and Miller's mega-analysis of the negative mood-helping literature were examined, and several serious problems were found. These problems are discussed, and data are presented to show that the results of that mega-analysis, and perhaps all mega-analyses, should not be viewed with confidence. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

A new model of job design: Initial evidence and implications for future research

Clegg and Spencer's (2007) model of job design synthesizes and extends recent conceptions of the job design process by incorporating variables such as knowledge, motivation, and trust into a cyclical and dynamic system. The objective of this study was to examine the sequential organization of variables that comprise the model, as a basis from which to justify further investigations of the model's dynamic properties. Data were collected via questionnaires from 432 participants in two work organizations. Results obtained from structural equation modeling are broadly supportive of the proposed relationships between the variables. Implications of this initial study for future research and practice are discussed. © 2011 Wiley Periodicals, Inc.     

Comparing ANN and GMM in a voice conversion framework

In this paper, we present a comparative analysis of artificial neural networks (ANNs) and Gaussian mixture models (GMMs) for design of voice conversion system using line spectral frequencies (LSFs) as feature vectors. Both the ANN and GMM based models are explored to capture nonlinear mapping functions for modifying the vocal tract characteristics of a source speaker according to a desired target speaker. The LSFs are used to represent the vocal tract transfer function of a particular speaker. Mapping of the intonation patterns (pitch contour) is carried out using a codebook based model at segmental level. The energy profile of the signal is modified using a fixed scaling factor defined between the source and target speakers at the segmental level. Two different methods for residual modification such as residual copying and residual selection methods are used to generate the target residual signal. The performance of ANN and GMM based voice conversion (VC) system are conducted using subjective and objective measures. The results indicate that the proposed ANN-based model using LSFs feature set may be used as an alternative to state-of-the-art GMM-based models used to design a voice conversion system.     

Model-guided evaluation of consumer products

An evaluation of a consumer product is presented as an example of how ergonomics models can guide data collection and interpretation by non-ergonomists. The product, a new cooking pan, was compared with its earlier counterpart on performance and safety tests for specific features. Model-guided evaluations produced data which could be well-fitted by linear relationships, and measures derived from the data could be interpreted in physical terms by engineers. This is now the standard methodology for pan evaluation in the client company.     

The quantifier structure of sentences that characterize nondeterministic time complexity

For every nondeterministic Turing machineM of time complexityT(n), there is a second-order sentence of a very restricted form, whose set of finite models encodes the set of strings recognized byM. Specifically, has a relational symbol which is interpreted as addition restricted to finite segments of the natural numbers, and a prefix consisting of existentially quantified unary second-order variables followed by a universal-existential first-order part. Here, every input stringx is encoded by a model of sizeT(|x|). Using a closely related encoding of strings as models where the size of the model is the length of the string, a consequence is that ifT(n)=n ^d, then there is a sentence with a similar prefix but whose second-order variables ared-ary and whose finite models encode the strings accepted byM. Potential applications to low-level complexity are discussed.