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.     

A process model for nonisothermal photopolymerization with a laser light source. I: Basic model development

A mathematical model for a laser-induced photopolymerization process has been developed. This model simulates important aspects of stereolithography, a rapid prototyping process used for the production of three-dimensional plastic parts. The model consists of a set of coupled partial differential equations and considers irradiation, chemical reaction, and heat transfer in a small zone of material exposed to a stationary UV laser source. Numerical techniques are used for an approximate solution of the model equations, and the output includes spatial and temporal variations in the conversion of monomer to polymer, depletion of photoinitiator, and local variations of temperature in and around the region contacted by the laser light. Maximum conversions of approximately 60% and peak temperature rises of approximately 35° C were calculated for the cylindrical exposed region. Results have provided insights concerning laser dwell time, depth penetration, and the uniformity of polymer formed during the stereolithography process.     

Advances in oxygen evolution catalysis in solid polymer electrolyte water electrolysis

Continuous polarization of a stabilized RuO₂ oxygen anode in a solid polymer electrolyte water electrolysis cell at 1072 mA cm^?2 resulted in severe anode deterioration within 24–48 hr. In contrast, a new Ru-based mixed oxide catalyst, termed WE-3, exhibited stability in oxygen evolution over a 6700 hr period, with testing beyond that point still in progress. The activation energy for oxygen evolution on WE-3 is comparable to that observed on new RuO₂ anodes.     

Chaos Communication Performance: Theory and Computation

In this paper new and existing approaches are developed to compute the bit-error rate for chaos-based communication systems. The multi-user coherent antipodal chaos shift keying system is studied and evaluated in its coherent form, in the sense of perfect synchronisation between transmitted and received chaotic sequences. Transmission is through an additive white Gaussian noise channel. Four methods are interrelated in the paper, three approximate ones and an exact one. The least accurate but most well known is based on simple Gaussian approximation; this is generalised to better reveal its structure. Two accurate and computationally efficient approximate methods are based on conditional Gaussian approximation and the statistical distribution of the typically non-constant bit energy. The most insightful but computationally expensive one is based on exact theory and rests on explicit mathematical results for particular chaotic maps used to spread binary messages. Both upper and lower bounds to the bit-error rate are suggested. The relative advantages of the different approaches are illustrated with plots of bit-error rate against signal to noise ratio.     

Exact analytical bit error rates for multiple access chaos-based communication systems

In this paper, exact analytical expressions for the bit error rates (BERs) in a multiple-access chaos-based digital communication system are derived. Comparisons are made with those obtained using traditional approximation methods which assume a Gaussian distribution for the conditional decision parameter. The obtained results are compared to the results of brute-force (BF) numerical simulations. It is found that the exact analytical BERs are in perfect agreement with BF simulations and hence provide better prediction of the BER performance than those given by traditional Gaussian-approximation-based methods.     

The Effect of Fabric Structural Parameters and Fiber Type on the Comfort-Related Properties of Commercial Apparel Fabrics

The effect of fabric structural parameters and fiber type on the comfort-related properties, namely water vapor resistance and thermal resistance, of commercial apparel (suiting) fabrics, containing both natural and man-made fibers have been studied using a Permetest. The effects of the various fabric parameters on the comfort-related properties were determined and quantified using multiple regression analyses and best fit regression equations. It was found that the fabric parameters, mass and thickness in particular, had a much greater effect on the comfort-related properties, than did the fiber type or blend, or fabric structure.     

Engine-Mapping Experiments: A Two-Stage Regression Approach

Engine mapping is the term used in the automotive industry when modeling engine outputs; the current methods offer considerable scope for improvement. The engineering problem and the present approach are described in some detail as necessary background. A two-stage modeling approach is presented and demonstrated on a small dataset designed and collected from an engine during the course of the work.     

Comparative leaching of a sulfidic gold ore in ionic liquid and aqueous acid with thiourea and halides using Fe(III) or HSO5 oxidant

The leaching of gold, silver and base metals from a sulfidic gold ore in the presence of an oxidant (peroxomonosulfate (HSO₅⁻) or iron(III)) and leaching agent (thiourea, chloride, bromide or iodide) is compared in 1-butyl-3-methylimidazolium hydrogen sulfate (bmimHSO₄) and chloride (bmimCl) ionic liquids, as well as in aqueous saturated K₂SO₄ as the solvent medium. Over 85% of gold and silver was recovered in the presence of HSO₅⁻/ thiourea at 25–50 °C in both bmimHSO₄ and bmimCl, with silver recovery significantly enhanced compared with that from aqueous sulfate medium. The leaching efficiency with HSO₅⁻ was similar to that with Fe(III) as oxidant in bmimHSO₄ and was far superior in bmimCl. With HSO₅⁻ /halide ion (Cl⁻, Br⁻, I⁻) as leaching agent, gold and silver recovery in bmimHSO₄, bmimCl or saturated aqueous K₂SO₄ improved from Cl⁻ to Br⁻ to I⁻, but only I⁻ gave a high recovery in the bmimCl ionic liquid due to the particular stability of the iodo complex anion in this medium. However, recovery was significantly higher than in an aqueous medium. Negligible recovery of base metals occurred in the ionic liquid medium, making it highly selective for Au and Ag. Concentration dependence studies with respect to halide and oxidant have defined optimum conditions for gold and silver recovery.     

Harmonic current reduction in a three-phase diode bridge rectifier

A novel method for reducing harmonic currents on the AC supply side of a three-phase bridge rectifier is presented. The principle of the method is to modify the current waveforms in the DC windings of the converter transformer by injecting a third harmonic current into the neutral point of the transformer. Passive LC filters connected between the rectifier output and the secondary neutral point act as third harmonic current sources. The effectiveness of the method is confirmed by laboratory recordings