On geometric ergodicity of CHARME models

In this article we consider a CHARME model, a class of generalized mixture of nonlinear nonparametric AR‐ARCH time series. To provide sets of conditions under which such processes are geometrically ergodic and, therefore, satisfy some mixing conditions, we apply the theory of Markov chains to derive asymptotic stability of this model. These results form the basis for deriving an asymptotic theory for nonparametric estimation. As an illustration, neural network sieve estimates for the autoregressive and volatility functions are considered, and consistency of the parameter estimates is obtained.     

Autoregressive processes with data-driven regime switching

Abstract.  We develop a switching-regime vector autoregressive model in which changes in regimes are governed by an underlying Markov process. In contrast to the typical hidden Markov approach, we allow the transition probabilities of the underlying Markov process to depend on past values of the time series and exogenous variables. Such processes have potential applications in finance and neuroscience. In the latter, the brain activity at time t (measured by electroencephalograms) will be modelled as a function of both its past values as well as exogenous variables (such as visual or somatosensory stimuli). In this article, we establish stationarity, geometric ergodicity and existence of moments for these processes under suitable conditions on the parameters of the model. Such properties are important for understanding the stability properties of the model as well as for deriving the asymptotic behaviour of various statistics and model parameter estimators.     

Multiband Electromagnetic-Bandgap Structures for Applications in Small Form-Factor Multichip Module Packages

The design and implementation of package-level electromagnetic-bandgap (EBG) structures is presented. By using spiral-based inductance-enhanced electromagnetic-bandgap structures (IE-EBGs), the relative periodicity for achieving bandgap at extremely low frequencies is substantially reduced in comparison to traditional EBGs. Using both full-wave electromagnetic simulation and experimental characterization, it is demonstrated that this type of structure can exhibit multiple bandgaps, which are individually tunable through variation of the inductance per unit area and/or the unit cell periodicity. Sample structures with dimensions compatible with today's microprocessor packaging technology are designed and fabricated in a multilayer organic flip-chip ball-grid array package substrate. These package-embedded IE-EBGs have unit cell dimensions less than 750 mum and exhibit the first forbidden bandgaps for electromagnetic wave propagation below 10 GHz, which is a frequency band of interest for commercial wireless communication systems.     

A novel power plane with integrated simultaneous switching noise mitigation capability using high impedance surface

A novel technique for suppressing power plane resonance at microwave and radio frequencies is presented. The new concept consists of replacing one of the plates of a parallel power plane pair with a high impedance surface or electromagnetic band gap structure. The combination of this technique with a wall of RC pairs extends the lower edge of the effective bandwidth to dc, and allows resonant mode suppression up to the upper edge of the band-gap. The frequency range for noise mitigation is controlled by the geometry of the HIGP structure.     

System-in-a-package integration of SAW RF Rx filter stacked on a transceiver chip

Demands for mobile phones with smaller form factor and lower cost have driven enhanced integration of electronics components. However, surface acoustic wave (SAW) filters must be fabricated on piezoelectric substrates, and so they are difficult to monolithically integrate on semiconductor chips. This paper reports on a compact wafer-scale packaged SAW filter stacked over a transceiver chip in a quad flat-pack no-lead (QFN) package. An integrated passive device (IPD) provided redistribution and matching between the SAW filter output and the transceiver input. Both extended global system for mobile communications (EGSM) and DCS filters were evaluated. Results demonstrated that conventional packaging techniques could be used to successfully assemble stacked SAW on transceiver modules without damage. SAW compact models based on the coupling of modes model were developed to facilitate system design. Electromagnetic simulations of coupling between SAW filters and inductors integrated on the transceiver suggested that design care is needed to avoid interactions, especially if an IPD is not used as a spacer. With appropriate design, stacked SAW filter on transceiver offers viable module integration.     

Testing for parameter stability in nonlinear autoregressive models

In this article we develop testing procedures for the detection of structural changes in nonlinear autoregressive processes. For the detection procedure, we model the regression function by a single layer feedforward neural network. We show that CUSUM‐type tests based on cumulative sums of estimated residuals, that have been intensively studied for linear regression, can be extended to this case. The limit distribution under the null hypothesis is obtained, which is needed to construct asymptotic tests. For a large class of alternatives, it is shown that the tests have asymptotic power one. In this case, we obtain a consistent change‐point estimator which is related to the test statistics. Power and size are further investigated in a small simulation study with a particular emphasis on situations where the model is misspecified, i.e. the data is not generated by a neural network but some other regression function. As illustration, an application on the Nile data set as well as S&P log‐returns is given.     

无线通信系统的封装技术

本文讨论了两种适于低成本、小形状因子的无线通信系统的封装工艺。首先描述了一种嵌入式无源工艺，其目标在于减小RF前端模块的形状因子和基带电源供应，方法是使用高性能的电感、电容、电阻，以及在封装衬底上嵌入的衍生电路。其次，描述了一种新的堆叠封装结构，它适用于通信和无线产品。此封装方案在单一封装内集成高速处理器和存储器，提供优异的信号完整性和高布线密度。     

Design and modeling of high-impedance electromagnetic surfaces for switching noise suppression in power planes

This paper presents a detailed design and modeling approach for power planes with integrated high-impedance electromagnetic surfaces (HIS). These novel power planes, which were introduced recently, have the unique ability of providing effective broadband simultaneous switching noise (SSN) mitigation. Full-wave electromagnetic simulation is used to study the impact of the geometry on the performance of these novel power planes. It is demonstrated that power planes using inductance-enhanced HIS can be designed for broadband mitigation of the SSN from the upper hundred megahertz to the gigahertz frequencies. Physics-based compact models for the unit cell of power planes with integrated HIS are developed and several of them connected in a two-dimensional array to build full models for large and multilayer power planes. The compact model offers fast analysis of power planes. As an example, we show that the full-wave simulation time of a 10/spl times/10 cm power plane with integrated HIS can be dramatically reduced from 24 to 48 h using a commercially available three-dimensional full-wave solver to less than 1 min when using the compact circuit model developed here.     

Flowshop scheduling problem with a batching machine and task compatibilities

This paper deals with the problem of task scheduling in a flowshop with two (discrete and batching) machines. Each task has to be processed by both machines. All tasks visit the machines in the same order. The first machine is a discrete machine that can process no more than one task at a time, and the second machine is a batching machine that can process several tasks per batch with the additional feature that the tasks of the same batch have to be compatible. A compatibility relation is defined between each pair of tasks, so that an undirected compatibility graph is obtained which turns out to be an interval graph. The batch processing time is equal to the maximal processing time of the tasks in this batch and all tasks of the same batch start and finish together. The aim is to make batching and sequencing decisions and minimize the makespan.