Automatic detection and identification of shocks in Gaussian state‐space models: a Bayesian approach

An automatic monitoring and intervention algorithm that permits the supervision of very general aspects in an univariate linear Gaussian state–space model is proposed. The algorithm makes use of a model comparison and selection approach within a Bayesian framework. In addition, this algorithm incorporates the possibility of eliminating earlier interventions when subsequent evidence against them comes to light. Finally, the procedure is illustrated with two empirical examples taken from the literature. Copyright © 2005 John Wiley & Sons, Ltd.     

Robust Bayesian Inference for Seemingly Unrelated Regressions with Elliptical Errors

Bayesian inference is considered for the seemingly unrelated regressions with an elliptically contoured error distribution. We show that the posterior distribution of the regression parameters and the predictive distribution of future observations under elliptical errors assumption are identical to those obtained under independently distributed normal errors when an improper prior is used. This gives inference robustness with respect to departures from the reference case of independent sampling from the normal distribution.     

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.     

The Photochemical Synthesis of Fine Chemicals with Sunlight

The light of the sun can be used directly for changing chemical structures photochemically. Any industrial application must conform to the limitations imposed by the spectral distribution of the photons from the sun, the interruptions to the radiation due to the day/night rhythm, and the weather. In this review, we describe the photochemical potential of the sun, give a fundamental treatment of the concept of photoreactors driven by sunlight (abbreviated to solar photoreactors), and give an account of the realization of this concept in the first pilot plant on the “Plataforma Solar de Almeria” in southern Spain and in other activities in this field. Based on experimental data from photochemical investigations on the pilot plant scale, possibilities, limitations, and the potential growth of solar photochemistry are described. Solar photochemistry, in our opinion, is a technique which could make a contribution to the chemistry of the future because of its photochemical synthesis potential, the avoidance of waste products, and the direct utilization of the sun, not only as a primary energy source, but also as a reaction partner.     

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.