Assessing the Calibration of High-Dimensional Ensemble Forecasts Using Rank Histograms

Any decision-making process that relies on a probabilistic forecast of future events necessarily requires a calibrated forecast. This article proposes new methods for empirically assessing forecast calibration in a multivariate setting where the probabilistic forecast is given by an ensemble of equally probable forecast scenarios. Multivariate properties are mapped to a single dimension through a prerank function and the calibration is subsequently assessed visually through a histogram of the ranks of the observation’s preranks. Average ranking assigns a prerank based on the average univariate rank while band depth ranking employs the concept of functional band depth where the centrality of the observation within the forecast ensemble is assessed. Several simulation examples and a case study of temperature forecast trajectories at Berlin Tegel Airport in Germany demonstrate that both multivariate ranking methods can successfully detect various sources of miscalibration and scale efficiently to high-dimensional settings. Supplemental material in form of computer code is available online.     

Additive assisted hydrothermal synthesis,characterization and optical properties of one dimensional DyPO4:Ce3+ nanostructures

One dimensional nanostructures of cerium doped dysprosium phosphate (DyPO₄:Ce³⁺) were synthesized via hydrothermal route in the presence of different surfactants [sodium dodecyl sulfate (SDS), dodecyl sulfosuccinate (DSS), polyvinyl pyrollidone (PVP)] and solvent [ethylene glycol and water]. The prepared nanostructures were characterized by Powder X-ray diffraction (PXRD), Fourier transform infrared spectroscopy (FTIR), Field emission scanning electron microscopy (FE-SEM), Transmission electron microscopy (TEM), energy dispersive spectroscopy (EDS), UV-VIS-NIR absorption spectrophotometer and photoluminescence (PL) studies. The PXRD and FTIR results indicate purity, good crystallinity and effective doping of Ce³⁺ in nanostructures. SEM and TEM micrographs display nanorods, nanowires and nanobundles like morphology of DyPO₄:Ce³⁺. Energy-dispersive X-ray spectra (EDS) of DyPO₄:Ce³⁺nanostructures confirm the presence of dopant. UV-VIS-NIR absorption spectra of prepared compounds are used to calculate band gap and explore their optical properties. Luminescent properties of DyPO₄:Ce³⁺ was studied by using PL emission spectra. The effect of additives and solvents on the uniformity, morphology and optical properties of the nanostructures were studied in detail.     

Band alignment regulation of HfO2/SiC heterojunctions induced by PEALD with in situ NH3-plasma passivation

The efficient passivation of in situ NH₃-plasma pre-treatment and its regulation of the band alignment between HfO₂ and 4H-SiC have been investigated by XPS. With in situ NH₃-plasma passivation by PEALD, a VBO of 0.72 eV and a CBO of 1.54 eV can be obtained across the HfO₂/4H-SiC interface. The Si-O bonds components reduction in the passivated interface layers will lead to band bending or band shift at the interface and regulate the band alignments between HfO₂ and 4H-SiC. The physical mechanism investigation of band alignments can be a cornerstone for the application of HfO₂/4H-SiC heterojunctions in the high-power devices.     

A maximum-efficiency-first multi-path route selection strategy for optical burst switching networks

In this paper, the impact of a path selection on other existing paths in optical burst switching (OBS) networks is studied by analyzing the contention among different traffic streams and the interaction between the route selection and traffic load balance. The results show that there exists a mutual reinforcement interaction among the traffic load of a path, the path burst loss ratio and the contention ability of the path when burst loss ratio based multi-path selection strategies are adopted, which may increase the unbalance of traffic and lead to severe congestion further. A maximum-efficiency-first multi-path selection strategy, which considers the performance of the burst flows and the impact of a path selection on existing OBS paths at the same time by a combined metric of route efficiency, is proposed to maximize the utility of the burst flows and minimize the increment of lost throughput on the path. The performance of the proposed multi-path selection strategy is evaluated through simulation. The results show that the presented strategy obviously outperforms the least burst loss ratio strategy and shortest path first strategy in terms of the burst loss ratio in the practical unbalanced background traffic, especially when the network is heavily loaded.     

Monotonicity of certain integrals involving gamma distributions and their applications in multiple comparisons

Barlow and Gupta (1969) and Alam (1970) studied the monotonicity of two integrals, involving gamma distributions, that arise in certain ranking and selection problems. In this paper, we shall unify their results by studying the monotonicity of two generalized versions of integrals considered by them. We will also provide applications of derived results in study of certain multiple comparison procedures.     

Band gap engineering in silicene: A theoretical study of density functional tight-binding theory

In this work, we performed first principles calculations based on self-consistent charge density functional tight-binding to investigate different mechanisms of band gap tuning of silicene. We optimized structures of silicene sheet, functionalized silicene with H, CH₃ and F groups and nanoribbons with the edge of zigzag and armchair. Then we calculated electronic properties of silicene, functionalized silicene under uniaxial elastic strain, silicene nanoribbons and silicene under external electrical fields. It is found that the bond length and buckling value for relaxed silicene is agreeable with experimental and other theoretical values. Our results show that the band gap opens by functionalization of silicene. Also, we found that the direct band gap at K point for silicene changed to the direct band gap at the gamma point. Also, the functionalized silicene band gap decrease with increasing of the strain. For all sizes of the zigzag silicene nanoribbons, the band gap is near zero, while an oscillating decay occurs for the band gap of the armchair nanoribbons with increasing the nanoribbons width. At finally, it can be seen that the external electric field can open the band gap of silicene. We found that by increasing the electric field magnitude the band gap increases.     

有效因子综合偏好强度与CVaR整合优化模型

本文从股票多维特征因子中选择有效因子,融合形成最大化有效因子综合偏好强度(IPS)的附加理性,构建并验证IPS-均值-CVaR投资组合优化模型。基于沪深300股2006~2015年数据分析显示:(1)有效因子IPS投资组合优越于单因子投资组合;(2)IPS方法相较于因子打分法,具有更优的多维数据整合功效;(3)IPS-均值-CVaR投资组合优化模型相对于均值-CVaR模型具有更优越的资产选择能力,也拓展了投资组合模型的多维数据处理能力和适用性。     

On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

ABSTRACT

We define and discuss different enumerative methods to compute solutions of generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables. We propose both branch-and-bound methods based on merit functions for the mixed-integer game, and branch-and-prune methods that exploit the concept of dominance to make effective cuts. We show that under mild assumptions the equilibrium set of the game is finite and we define an enumerative method to compute the whole of it. We show that our branch-and-prune method can be suitably modified in order to make a general equilibrium selection over the solution set of the mixed-integer game. We define an application in economics that can be modelled as a Nash game with linear coupling constraints and mixed-integer variables, and we adapt the branch-and-prune method to efficiently solve it.     

Non parametric estimation of the diffusion coefficients of a diffusion with jumps

In this article, we consider a jump diffusion process ${\left(X_t\right)}_{t\ge 0}$, with drift function $b$, diffusion coefficient $\sigma$ and jump coefficient ${\xi }^2$. This process is observed at discrete times $t=0,\Delta ,\dots ,n\Delta$. The sampling interval $\Delta$ tends to 0 and the time interval $n\Delta$ tends to infinity. We assume that ${\left(X_t\right)}_{t\ge 0}$ is ergodic, strictly stationary and exponentially $\beta$-mixing. We use a penalized least-square approach to compute adaptive estimators of the functions ${\sigma }^2+{\xi }^2$ and ${\sigma }^2$. We provide bounds for the risks of the two estimators.