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.     

Characterisations of function spaces of generalised smoothness

We investigate function spaces of generalised smoothness of Besov and Triebel–Lizorkin type. Equivalent quasi-norms in terms of maximal functions and local means are given. An atomic decomposition theorem for this type of spaces is proved. Mathematics Subject Classification (2000) 46E35     

Features of the Motion of a Gas-Liquid Medium in a Compound Shell (Sphere and Truncated Cone) Subject to Vibration

The results from an experimental study into the dynamic behavior of a gas-liquid medium and solid particles in a compound shell (sphere-truncated cone) are reported on. The following processes are studied: formation of gas bubbles and their clusters, strong macroflows, and intensive chaotic motion of the medium in the truncated cone as a nonlinear vibrating liquid-gas system__________Translated from Prikladnaya Mekhanika, Vol. 41, No. 1, pp. 112–118, January 2005.     

H-空间与拟向量变分不等式

本在Hausdorff locally convex H-空间上建立了一个新的不动点定理；利用局部交性质，在Hausdorff locally convex H-空间上建立了相应的拟向量变分不等式．     

Symmetry of the Barochronous Motions of a Gas

We study the system of nonlinear differential equations which expresses the constancy of the algebraic invariants of the Jacobian matrix for smooth vector fields in three-dimensional space. This system is equivalent to the equations of gas dynamics which describe the barochronous motions of a gas (the pressure and density depend only on the time). We present the results of computation of the admissible local Lie group and construction of the general solution of the system. We mention a few new problems that arise here.     

Structure theorem for tournaments omitting N5

A finite tournament T is tight if the class of finite tournaments omitting T is well‐quasi‐ordered. We show here that a certain tournament N₅ on five vertices is tight. This is one of the main steps in an exact classification of the tight tournaments, as explained in [10]; the third and final step is carried out in [11]. The proof involves an encoding of the indecomposable tournaments omitting N₅ by a finite alphabet, followed by an application of Kruskal's Tree Theorem. This problem arises in model theory and in computational complexity in a more general form, which remains open: the problem is to give an effective criterion for a finite set {T₁,…,T_k} of finite tournaments to be tight in the sense that the class of all finite tournaments omitting each of T₁,…,T_k is well‐quasi‐ordered. © 2003 Wiley Periodicals, Inc. J Graph Theory 42: 165–192, 2003     

The spectrum of cyclic BSA(ν, 3, λ; α) with α = 2, 3

Balanced sampling plans excluding contiguous units (or BSEC) were first introduced by Hedayat, Rao, and Stufken in 1988. In this paper, we generalize the concept of a cyclic BSEC to a cyclic balanced sampling plan to avoid the selection of adjacent units (or CBSA for short) and use Langford and extended Langford sequences to construct a cyclic BSA(ν, 3, λ; α) with α = 2, 3. We finally establish the necessary and sufficient conditions for the existence of a cyclic BSA(ν, 3, λ; α) where α = 2, 3. © 2005 Wiley Periodicals, Inc. J Combin Designs.     

Finding Robust Solutions Using Local Search

This paper investigates how a local search metaheuristic for continuous optimisation can be adapted so that it finds broad peaks, corresponding to robust solutions. This is relevant in problems in which uncertain or noisy data is present. When using a genetic or evolutionary algorithm, it is standard practice to perturb solutions once before evaluating them, using noise from a given distribution. This approach however, is not valid when using population-less techniques like local search and other heuristics that use local search. For those algorithms to find robust solutions, each solution needs to be perturbed and evaluated several times, and these evaluations need to be combined into a measure of robustness. In this paper, we examine how many of these evaluations are needed to reliably find a robust solution. We also examine the effect of the parameters of the noise distribution. Using a simple tabu search procedure, the proposed approach is tested on several functions found in the literature. This revised version was published online in August 2006 with corrections to the Cover Date.     

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