A wavelet filtering based estimation of output gap

Accurate estimation of output gap is an important and challenging problem for any economy. We consider here the problem of estimating the output gap for the Indian economy. The estimation of output gap involves a hypothetical variable, the potential output of the economy. In this paper, we propose a wavelet filtering based technique for estimation of output gap using monthly the Index of Industrial Production (IIP) series. We compare the results obtained using the proposed wavelet based technique with the widely used Hodrick-Prescott filtering and Seasonal ARIMA modeling based techniques. In order to compare the output gap estimated using the proposed technique with the other techniques, we explore the causal relationship between the estimates of output gap and the growth rate of an equity market indicator. It is observed that the wavelet filtering technique gives better results than the more popular econometric and standard time-series modeling techniques.     

Efficient Computation of Rectilinear Geodesic Voronoi Neighbor in the Presence of Obstacles

In this paper we present an algorithm to compute the rectilinear geodesic voronoi neighbor of an arbitrary query pointqamong a setSofmpoints in the presence of a set ofnvertical line segment obstacles inside a rectangular floor. The distance between a pair of points α and β is the shortest rectilinear distance avoiding the obstacles in and is denoted by δ(α, β). The rectilinear geodesic voronoi neighbor of an arbitrary query pointq,RGVN(q) is the pointp_i ∈ Ssuch that δ(q, p_i) is minimum. The algorithm suggests a preprocessing of the elements of the setsSand inO((m + n)log(m + n)) time such that for an arbitrary query pointq, theRGVNquery can be answered inO(log(m + n)) time. The space required for storing the preprocessed information isO(n + m log m). If the points inSare placed on the boundary of the rectangular floor, a different technique is adopted to decrease the space complexity toO(m + n). This technique works even if the obstacles are rectangles instead of line segments. Finally, the parallelization of the preprocessing steps for the latter algorithm is suggested, which takesO(log³(m + n)) time, usingO((m + n)^1.5/log²(m + n)) processors andO(log(m + n)) query time.     

Detecting Embedded Networks in LP Using GUB Structures and Independent Set Algorithms

In this paper, we present an alternative multi-stage generalized upper bounds (GUB) based approach for detecting an embedded pure network structure in an LP problem. In order to identify a GUB structure, we use two different approaches; the first is based on the notion of Markowitz merit count and the second exploits independent sets in the corresponding graphs. Our computational experiments show that the multi-stage GUB algorithm based on these approaches performs favourably when compared with other well known algorithms.     

An application of Lagrangian relaxation to a capacity planning problem under uncertainty

A supply chain network-planning problem is presented as a two-stage resource allocation model with 0-1 discrete variables. In contrast to the deterministic mathematical programming approach, we use scenarios, to represent the uncertainties in demand. This formulation leads to a very large scale mixed integer-programming problem which is intractable. We apply Lagrangian relaxation and its corresponding decomposition of the initial problem in a novel way, whereby the Lagrangian relaxation is reinterpreted as a column generator and the integer feasible solutions are used to approximate the given problem. This approach addresses two closely related problems of scenario analysis and two-stage stochastic programs. Computational solutions for large data instances of these problems are carried out successfully and their solutions analysed and reported. The model and the solution system have been applied to study supply chain capacity investment and planning.     

A simple test of exponentiality against NWBUE family of life distributions

In this paper we propose a simple procedure to test the null hypothesis of exponentiality against the alternative that it belongs to the new worse then better than used in expectation (NWBUE) family. The test is shown to be consistent and the asymptotic distribution of the test statistic has been obtained. The performance of the test against various classes of alternatives has been studied by means of simulation. Copyright © 2005 John Wiley & Sons, Ltd.     

Multiple outlier detection in multivariate data using self-organizing maps title

Summary  The problem of detection of multidimensional outliers is a fundamental and important problem in applied statistics. The unreliability of multivariate outlier detection techniques such as Mahalanobis distance and hat matrix leverage has led to development of techniques which have been known in the statistical community for well over a decade. The literature on this subject is vast and growing. In this paper, we propose to use the artificial intelligence technique ofself-organizing map (SOM) for detecting multiple outliers in multidimensional datasets. SOM, which produces a topology-preserving mapping of the multidimensional data cloud onto lower dimensional visualizable plane, provides an easy way of detection of multidimensional outliers in the data, at respective levels of leverage. The proposed SOM based method for outlier detection not only identifies the multidimensional outliers, it actually provides information about the entire outlier neighbourhood. Being an artificial intelligence technique, SOM based outlier detection technique is non-parametric and can be used to detect outliers from very large multidimensional datasets. The method is applied to detect outliers from varied types of simulated multivariate datasets, a benchmark dataset and also to real life cheque processing dataset. The results show that SOM can effectively be used as a useful technique for multidimensional outlier detection.     

A generalized Hollander-Proschan type test for NBUE alternatives

In this note we develop a family of test statistics for testing exponentiality against NBUE alternatives. The asymptotic distribution of the test statistics is derived. The test statistics are shown to be asymptotically normal and consistent. This family of test statistics includes the test proposed by Hollander and Proschan (1975) as a special case. Efficiency studies have also been done.     

An example of an iron (III) porphyrin with spin mixed ground state

The paper reports synthesis and physical characterisation of a new iron(III) porphyrin which shows unusual features of quantum mechanically mixed ground state in its magnetic properties. Magnetic susceptibility (300−3·6 K) and M?ssbauer spectroscopy (300−77 K) studies of the compound are described and discussed with reference to some bacterial ferricytochromeC' exhibiting similar spin-mixed ground state.     

Dynamic admission and service rate control of a queue

This paper investigates a queueing system in which the controller can perform admission and service rate control. In particular, we examine a single-server queueing system with Poisson arrivals and exponentially distributed services with adjustable rates. At each decision epoch the controller may adjust the service rate. Also, the controller can reject incoming customers as they arrive. The objective is to minimize long-run average costs which include: a holding cost, which is a non-decreasing function of the number of jobs in the system; a service rate cost c(x), representing the cost per unit time for servicing jobs at rate x; and a rejection cost κ for rejecting a single job. From basic principles, we derive a simple, efficient algorithm for computing the optimal policy. Our algorithm also provides an easily computable bound on the optimality gap at every step. Finally, we demonstrate that, in the class of stationary policies, deterministic stationary policies are optimal for this problem.     

Thermoelectric power in superlattices of nonparabolic semiconductors with graded interfaces under magnetic quantization

Summary We study the thermoelectric power of the electrons under magnetic quantization in III–V, II–VI, PbTe/PbSnTe and strained layer superlattices with graded interfaces and compare the same with the corresponding bulk specimens of the constituent materials by formulating the respective expressions incorporating the broadening. It is found, by taking GaAs/Ga_1−x Al _x As, CdS/CdTe, PbTe/PbSnTe and InAs/GaSb superlattices with graded interfaces as examples, that the thermoelectric power exhibits oscillatory dependence with the inverse quantizing magnetic field due to Shubnikov-de Hass effect and increases with decreasing electron concentration in an oscillatory manner in all the aforementioned cases. The thermopower in graded superlattices is greater than that of constituent bulk materials together with the fact that the oscillations in superlattices show up much more significantly as compared to the respective constituent materials. In addition, the well-known expressions for bulk specimens of wide-gap semiconductors have also been obtained as special cases from our generalized expressions under certain limiting conditions.