Nonlinear Time Series Analysis Since 1990:Some Personal Reflections

Abstract I reflect upon the development of nonlinear time series analysis since 1990 by focusing on five majorareas of development. These areas include the interface between nonlinear time series analysis and chaos,thenonparametric/semiparametric approach,nonlinear state space modelling,financial time series and nonlinearmodelling of panels of time series.     

New feature in the Auger peak of adsorbed oxygen

Recent joint theoretical and experimental investigations of Auger core-core-valence spectra of alkali adatoms on simple metals have revealed that such technique is capable to ascertain contributions from different adsorption environments in the signal [M.I. Trioni, S. Caravati, G.P. Brivio, L. Floreano, F. Bruno, A. Morgante, Phys. Rev. Lett. 93 (2004) 206802]. Consequently, to verify if such an effect is present also for other chemical species, we study theoretically the KLV transition of oxygen either as a bulk impurity or as an adsorbate in/on Al and Ag (jellium-like). We make use of the Fermi golden rule in which the matrix elements of the interaction are calculated within DFT. We verify that the relevant physical quantity of this phenomenon is the excited local density of states (LDOS), calculated within a region centered on the core ionized atom. The Auger rate for oxygen in Ag bulk displays a single asymmetric peak, while for adsorbed oxygen a second smaller feature at lower energies, and very close to the first one, appears. This unexpected result follows from the removal of the degeneracy of the m quantum number of the 2p states of oxygen at the surface. It is only displayed on the electronically less dense metal (Ag), but not on Al.     

Preliminary results of a non-spherical aerosol method for the retrieval of the atmospheric aerosol optical properties

There is experimental evidence that the non-sphericity of certain atmospheric particles can cause scattering properties different from those predicted by standard Mie theory. Numerous studies indicate the need to consider the presence of non-spherical particles in modeling the optical properties of atmospheric aerosols. On the other hand, natural aerosols show a great variety of shapes, making difficult a realistic choice of a particle shape (or shape mixture) model. In this paper, we test a parameterization of the particle shape in the retrieval of size distribution, phase function, single scattering albedo and asymmetry parameter from direct and sky-radiance measurements. For this purpose we have substituted the Kernel based on the Mie theory included in the model SKYRAD.PACK by one derived for non-spherical particles. The method is applied under different atmospheric conditions, including Saharan dust outbreak, polluted and local mineral episodes. We compare the results with those obtained by the well known spheroids algorithm used in the AERONET network.     

The six-vertex model eigenvectors as critical limit of the eight-vertex model bethe ansatz

The critical limit of the eight-vertex model eigenvectors obtained by means of the generalized Bethe Ansatz is shown to give the six-vertex eigenvectors as constructed in a previous paper by two of the authors. Furthermore, an explicit mapping is established between these eigenvectors and the usual Bethe Ansatz eigenvectors of the six-vertex model. This allows one to show that the indexv labeling the eight-vertex eigenstates becomes exactly the third component of the total spin in the critical limit.     

Classical Coulomb fluids in a confined geometry

It has already been argued that a classical (three-dimensional) Coulomb fluid confined between two parallel walls exhibits ideal gas features when the distance between the walls becomes small; this is confirmed in the present paper. Two-dimensional models of Coulomb fluids (with a logarithmic interaction), confined in a strip, are also studied. These models do not become ideal gases in the narrow strip limit. The correlation functions are also studied. There is a special temperature at which exact results are obtained. At that temperature, the two-dimensional, two-component plasma (two-dimensional Coulomb gas), which is a conductor when unconfined, becomes a dielectric as soon as it is confined in a strip of noninfinite width. This can be understood as a displacement of the Kosterlitz-Thouless transition by the confinement.     

Spectroscopic studies of new model compounds for poly[N,N′-bis(phenoxyphenyl)pyromellitimide]

New model compounds for poly[N,N′-bis(phenoxyphenyl)pyromellitimide] have been synthesized in order to investigate the formation of imine bonds which are proposed to form during the curing process and lead to crosslinking in the bulk polymer. Raman studies show that terminal amines can react with imide carbonyls during curing to form C?N bonds. The Raman band due to C?N appears at 1656 cm^?1 and the band due to C?O closest to the imine bond is observed at 1742 cm^?1. These results are in agreement with previously published results on vapor deposited polyimide films.     

Profile empirical likelihood for parametric and semiparametric models

This paper introduces a profile empirical likelihood and a profile conditionally empirical likelihood to estimate the parameter of interest in the presence of nuisance parameters respectively for the parametric and semiparametric models. It is proven that these methods propose some efficient estimators of parameters of interest in the sense of least-favorable efficiency. Particularly, for the decomposable semiparametric models, an explicit representation for the estimator of parameter of interest is derived from the proposed nonparametric method. These new estimations are different from and more efficient than the existing estimations. Some examples and simulation studies are given to illustrate the theoretical results. The first author is supported by NNSF projects (10371059 and 10171051) of China. The second author is supported by a grant from The Research Grants Council of the Hong Kong Special Administrative Region, China (#HKU7060/04P). The third author is supported by the University Research Committee of the University of Hong Kong and a grant from the Research Grants Council of the Hong Kong Special Administrative Region, China (Project No. HKU7323/01M).     

On a new stochastic global optimization algorithm based on censored observations

In this paper a new algorithm is proposed for global optimization problems. The main idea is that of modifying a standard clustering approach by sequentially sampling the objective function while adaptively deciding an appropriate sample size. Theoretical as well as computational results are presented.     

无原子布氏代数理论的计算复杂性

研究无原子布氏代数的计算复杂性 .得到了下面的新定理 :定理 1　无原子布氏代数理论Δ具有完全的量词消去法 ,也就是说每一个式子都Δ等价于一个开式子 .定理 2　无原子布氏代数的初等型Γ (x1,… ,xn)是由型内的不含量词的全体开式子所唯一决定 .定理 3　无原子布氏代数的一个长度为 n的语句的判断过程所消耗的 Turing时间和空间都是属于 2 2 cn指数级 .