Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions

A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated how, after a slight modification to the testing problem, classical test procedures may be applied to the problem of testing for such restrictions. The performance of the Lagrange Multiplier test for a variety of different restrictions is then investigated via simulation. An empirical application involving testing for homogeneity in a random walk coefficient version of the AIDS model is given.     

MeV Pb离子在非晶Si中的射程离散──离子束混合和增强扩散的影响

１．０ＭｅＶ２０８Ｐｂ离子在非晶Ｓｉ中的投影射程ＲＰ和射程偏差ΔＲＰ作为注量和温度二者的函数用背散射法进行测定．注量的变化范围为５×１０１３～７×１０１４ｃｍ－２．注入是在室温和ｔ＝－１２０℃下完成的．由由实验所确定的投影射程，射程偏差与注量或温度无关，并且分别等于２９５和７２．２ｎｍ．与ＴＲＩＭ８６的计算结果相比较，发现ＲＰ的偏离为１８％，而ΔＲＰ的偏离为３６％．ＲＰ和ΔＲＰ二者与注量及温度的无关性，排除了所观察到的与ＴＲＩＭ的矛盾是由于注入期间辐射增强扩散或离子束混合效应而引起的解释。     

Extraction of a weak climatic signal by an ecosystem

The complexity of ecosystems can cause subtle and chaotic responses to changes in external forcing. Although ecosystems may not normally behave chaotically, sensitivity to external influences associated with nonlinearity can lead to amplification of climatic signals. Strong correlations between an El Ni?o index and rainfall and maize yield in Zimbabwe have been demonstrated; the correlation with maize yield was stronger than that with rainfall. A second example is the 100,000-year ice-age cycle, which may arise from a weak cycle in radiation through its influence on the concentration of atmospheric CO2 (ref. 5). Such integration of a weak climatic signal has yet to be demonstrated in a realistic theoretical system. Here we use a particular climatic phenomenon-the observed association between plankton populations around the UK and the position of the Gulf Stream-as a probe to demonstrate how a detailed marine ecosystem model extracts a weak signal that is spread across different meteorological variables. Biological systems may therefore respond to climatic signals other than those that dominate the driving variables.     

Coordinating pricing and inventory decisions in a bounded production system with uncertain yield

Most inventory researches assume that production level can fluctuate arbitrarily. However, large fluctuation of the production level in many firms may be much costly. This paper addresses the coordinating pricing and inventory control problem in a bounded production system with uncertain yield, in which the production level is constrained between a maximum and minimum level in each period and the price can be adjusted dynamically. We show that the optimal policy is the interval base-stock-list-price policy. Also, we study the impact of the production bounds and uncertainty of the yield on the production system. Numerical experiments are also performed to study the impact of parameters on the system.     

The M/PH/1 queue with working vacations and vacation interruption

We study an M/PH/1 queue with phase type working vacation and vacation interruption where the vacation time follows a phase type distribution. The server serves the customers at a lower rate in a vacation period. The server comes back to the regular busy period at a service completion without completing the vacation. Such policy is called vacation interruption. In terms of quasi birth and death process and matrix-geometric solution method, we obtain the stationary queue length distribution. Moreover we obtain the conditional stochastic decomposition structures of queue length and waiting time when the service time distribution in the regular busy period is exponential.     

Multilevel Innovation in Remote Networked Schools

Small remote rural schools in Quebec face an ongoing challenge to provide similar quality educational services than bigger schools. Since 2002, the Remote Network Schools (RNS) initiative afforded schools the opportunity to reinvent their practice by using online tools to experience collaborative learning activities with other remote schools. Teachers and students experienced quality learning and demonstrated agency by implementing the RNS in their context. Measures include: diversity of learning activities, quality of online classroom interactions, changes in teacher beliefs, and shifts in teacher and student roles. Our results show that it is a viable operating method for such schools and that other schools could contemplate implementing such innovative practices.     

Nonlinear Langevin model with product stochasticity for biological networks: The case of the Schnakenberg model

Langevin equation is widely used to study the stochastic effects in molecular networks, as it often approximates well the underlying chemical master equation. However, frequently it is not clear when such an approximation is applicable and when it breaks down. This paper studies the simple Schnakenberg model consisting of three reversible reactions and two molecular species whose concentrations vary. To reduce the residual errors from the conventional formulation of the Langevin equation, the authors propose to explicitly model the effective coupling between macroscopic concentrations of different molecular species. The results show that this formulation is effective in correcting residual errors from the original uncoupled Langevin equation and can approximate the underlying chemical master equation very accurately.     

Interior penalty bilinear IFE discontinuous Galerkin methods for elliptic equations with discontinuous coefficient

<正> This paper applies bilinear immersed finite elements (IFEs) in the interior penalty discontinuousGalerkin (DG) methods for solving a second order elliptic equation with discontinuous coefficient.A discontinuous bilinear IFE space is constructed and applied to both the symmetric and nonsymmetricinterior penalty DG formulations.The new methods can solve an interface problem on a Cartesianmesh independent of the interface with local refinement at any locations needed even if the interfacehas a nontrivial geometry.Numerical examples are provided to show features of these methods.