LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Abstract. In this paper we consider the estimation of the degree of differencing d in the fractionally integrated autoregressive moving-average time series model ARFIMA ( p, d, q ). Using lag window spectral density estimators we develop a regression type estimator of d which is easy to calculate and does not require prior knowledge of p and q. Some large sample properties of the estimator are studied and the performance of the estimator for small samples is investigated using the simulation method for a range of commonly used lag windows. Some practical recommendations on the choice of lag windows and the choice of the window parameters are provided.     

Effect of extrusion process melt temperature on polyurethane catheter surfaces

Determination of optimum process melt temperature of medical-grade polyurethane (PU) is an indispensable challenge witnessed during the catheter manufacturing process. This resin does not contain a uniform crystal structure but exists in an amorphous state. The lower shore hardness PU material, used in catheter manufacture, has just a “melt temperature range” instead of a definite melt temperature. This temperature plays a significant role in shaping the catheter surfaces, which directly interact with human tissues and cause health-care-associated issues. The objective of this work is to evaluate the effects of variations in the melt temperature during the extrusion process of medical catheters on their outer surfaces. Medical PU, Pellethane, was used for this study and 12 Fr (4.0?mm) catheters were manufactured with optimal validated parameters, excluding melt temperature. The manufactured catheters were examined under Optical Microscopy and Atomic Force Microscopy (AFM) for surface topography studies. Wettability studies were carried out using a Goniometer for evaluating the water contact angles. The effects of melt temperature on the surface roughness (R_a) and wettability of the catheter surfaces were analyzed through analysis of variance (ANOVA). The conclusion was that the process melt temperature variations have a significant effect on catheter R_a and its wettability characteristics.     

A SCORE TEST FOR DETECTION OF TIME SERIES OUTLIERS

Abstract. Two characterizations, the aberrant observation and innovation models, for outliers in time series are considered. A procedure based on the well-known score-test is discussed for detection of outliers and distinguishing between the outlier types. Significance levels of the tests are also obtained and the method is illustrated with simulated examples.     

EXPECTATION-MAXIMIZATION ALGORITHMS AND THE ESTIMATION OF TIME SERIES MODELS IN THE PRESENCE OF OUTLIERS

Abstract. The expectation-maximization algorithm is reviewed briefly. The algorithm is applied to time series situations where outliers may be present. An approximation of the algorithm is considered to reduce the computational complexity. Examples are given to illustrate the application of this algorithm.