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.     

Out of Equilibrium Correlations in the XY Chain

We study the transversal spin–spin correlations in the non-equilibrium steady state of the XY chain constructed by coupling a finite cutout of the chain to the two infinite parts to its left and right acting as thermal reservoirs at different temperatures. We prove that the spatial decay of these correlations is at least exponentially fast.     

Thermal stability of poly(mono-n-alkylitaconates) and mono-n-alkylitaconate-co-vinylpyrrolidone copolymers I

Poly(monoitaconates) containing octyl, decyl and dodecyl groups and random monoalkylitaconate-co-vinylpyrrolidone copolymers were studied by thermogravimetric analysis. Copolymers of mono-n-octylitaconate (MOI), mono-n-decylitaconate (MDI), and mono-n-dodecylitaconate (MDoI), respectively, with N-vinyl-2-pyrrolidone (VP) of different compositions were studied by dynamic thermogravimetric analysis. The thermal stability of the copolymers depends on the structure of the monoitaconate comonomer and on the composition of the copolymer The kinetic analysis of the degradation data shows that the thermal decomposition of these copolymers can be described by several kinetic orders depending on the copolymer and on the composition. The relative thermal stability of the copolymers increases as the VP content increases and as the length of the side chain of the itaconate increases, following the same trend as the flexibility of the copolymers in solution.     

Unexpected end‐groups of poly(acrylic acid) prepared by RAFT polymerization

Low‐molecular‐weight poly(acrylic acid) (PAA) was synthesized by reversible addition fragmentation chain transfer polymerization with a trithiocarbonate as chain‐transfer agent (CTA). With a combination of NMR spectroscopy and matrix‐assisted laser desorption/ionization time‐of‐flight mass spectrometry, the PAA end‐groups of the polymer were analyzed before and after neutralization by sodium hydroxide. The polymer prior to neutralization is made up of the expected trithiocarbonate chain‐ends and of the H‐terminated chains issued from a reaction of transfer to solvent. After neutralization, the trithiocarbonates are transformed into thiols, disulfides, thiolactones, and additional H‐terminated chains. By quantifying the different end‐groups, it was possible to demonstrate that fragmentation is the rate limiting step in the transfer reaction. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 5439–5462, 2004     

Reversible addition–fragmentation transfer (RAFT) copolymerization of methyl methacrylate and styrene in miniemulsion

In the reversible addition–fragmentation transfer (RAFT) copolymerization of two monomers, even with the simple terminal model, there are two kinds of macroradical and two kinds of polymeric RAFT agent with different R groups. Because the structure of the R group could exert a significant influence on the RAFT process, RAFT copolymerization may behave differently from RAFT homopolymerization. The RAFT copolymerization of methyl methacrylate (MMA) and styrene (St) in miniemulsion was investigated. The performance of the RAFT copolymerization of MMA/St in miniemulsion was found to be dependent on the feed monomer compositions. When St is dominant in the feed monomer composition, RAFT copolymerization is well controlled in the whole range of monomer conversion. However, when MMA is dominant, RAFT copolymerization may be, in some cases, out of control in the late stage of copolymerization, and characterized by a fast increase in the polydispersity index (PDI). The RAFT process was found to have little influence on composition evolution during copolymerization. The synthesis of the well‐defined gradient copolymers and poly[St‐b‐(St‐co‐MMA)] block copolymer by RAFT miniemulsion copolymerization was also demonstrated. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 6248–6258, 2004     

RESTRICTION RESPECTUEUSE ET RECONSTRUCTION DES CHAINES ET DES RELATIONS INFINITES

We show a faithful restriction theorem among infinite chains which implies a reconstructibility conjecture of Halin. This incite us to study the reconstructibility in the sense of Fraïssé and to prove it for orders of cardinality infinite or ≥ 3 and for multirelations of cardinality infinite or ≥ 7, what improves the theory obtained by G. Lopez in the finite case. For this work we had to study the infinite classes of difference which have to be a linear order of type ω, ω* or ω* + ω; this complete the theory made by G. Lopez for the finite case ([13]). We show also Ulam-reconstructibility for linear orders which have a fixed point.     

Local chain‐configuration dependence of the mechanisms of the chemical reaction of poly(vinyl chloride). IX. Novel results on stereoselectivity of chlorination reaction

A poly(vinyl chloride) (PVC) sample was chlorinated in solution in the presence of 2,2′‐azobisisobutyronitrile and by the fluid‐bed method. The aim was to evaluate the scope of the stereoselectivity of the chlorination reaction. The quantitative microstructural analysis of the residual PVC with a degree of chlorination was followed by ¹³C NMR spectroscopy. From the evolution of the content of isotactic (mm), heterotactic (mr), and syndiotactic (rr) triads and of mmmm, mmmr, and rmmr isotactic pentads in the unchlorinated parts of the polymer, it was unambiguously inferred that the chlorination reaction proceeds by a stereoselective mechanism in that the mr heterotactic triads are the most reactive structures followed by the isotactic triad at mmmr and rmmr pentads. This conclusion was confirmed on the basis of the Fourier transform infrared results. The results provide valuable information regarding the effect of tacticity and related local conformations in the chemical reactions of PVC. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 41: 508–519, 2003     

有向图上的随机游动

设G=(V,Г)是有向图,G上的随机游动X(G)定义如下:位于某个顶点上的一个粒子将以等概率转移到该顶点的所有后继顶点.令M(j,n)表示随机游动X(G)在前n步内访问顶点j的平均次数,用W(j)表示随机游动X(G)到达顶点j所需要的平均步效.我们对M(j,n)和W(j)的值进行了估计,证明了M(j,n)=O(n),并给出了W(j)的上界.     

Optimal volume-corrected laplace-metropolis method

The article provides a refinement for the volume-corrected Laplace-Metropolis estimator of the marginal likelihood of DiCiccioet al. The correction volume of probability α in DiCiccioet al. is fixed and suggested to take the value α=0.05. In this article α is selected based on an asymptotic analysis to minimize the mean square relative error (MSRE). This optimal choice of α is shown to be invariant under linear transformations. The invariance property leads to easy implementation for multivariate problems. An implementation procedure is provided for practical use. A simulation study and a real data example are presented.