Range Unit‐Root (RUR) Tests: Robust against Nonlinearities,Error Distributions,Structural Breaks and Outliers

Abstract. Since the seminal paper by Dickey and Fuller in 1979, unit‐root tests have conditioned the standard approaches to analysing time series with strong serial dependence in mean behaviour, the focus being placed on the detection of eventual unit roots in an autoregressive model fitted to the series. In this paper, we propose a completely different method to test for the type of long‐wave patterns observed not only in unit‐root time series but also in series following more complex data‐generating mechanisms. To this end, our testing device analyses the unit‐root persistence exhibited by the data while imposing very few constraints on the generating mechanism. We call our device the range unit‐root (RUR) test since it is constructed from the running ranges of the series from which we derive its limit distribution. These nonparametric statistics endow the test with a number of desirable properties, the invariance to monotonic transformations of the series and the robustness to the presence of important parameter shifts. Moreover, the RUR test outperforms the power of standard unit‐root tests on near‐unit‐root stationary time series; it is invariant with respect to the innovations distribution and asymptotically immune to noise. An extension of the RUR test, called the forward–backward range unit‐root (FB‐RUR) improves the check in the presence of additive outliers. Finally, we illustrate the performances of both range tests and their discrepancies with the Dickey–Fuller unit‐root test on exchange rate series.     

Capture device identification from digital images using Kullback-Leibler divergence

Multimedia Tools and Applications - It is proposed a forensic method for the capture device identification from digital images, which requires two elements: i) a digital image subject to...     

The Utility of Land-Surface Model Simulations to Provide Drought Information in a Water Management Context Using Global and Local Forcing Datasets

Drought diagnosis and forecasting are fundamental issues regarding hydrological management in Spain, where recurrent water scarcity periods are normal. Land-surface models (LSMs) could provide relevant information for water managers on how drought conditions evolve. Here, we explore the usefulness of LSMs driven by atmospheric analyses with different resolutions and accuracies in simulating drought and its propagation to precipitation, soil moisture and streamflow through the system. We perform simulations for the 1980-2014 period with SASER (5 km resolution) and LEAFHYDRO (2.5 km resolution), which are forced by the Spanish SAFRAN dataset (at 5km and 30km resolutions), and the global eartH2Observe datasets at 0.25 degrees (including the MSWEP precipitation dataset). We produce standardized indices for precipitation (SPI), soil moisture (SSMI) and streamflow (SSI). The results show that the model structure uncertainty remains an important issue in current generation large-scale hydrological simulations based on LSMs. This is true for both the SSMI and SSI. The differences between the simulated SSMI and SSI are large, and the propagation scales for drought regarding both soil moisture and streamflow are overly dependent on the model structure. Forcing datasets have an impact on the uncertainty of the results but, in general, this impact is not as large as the uncertainty due to model formulation. Concerning the global products, the precipitation product that includes satellite observations (MSWEP) represents a large improvement compared with the product that does not.

     

The role of the Tm3+ concentration on CaMoO4 properties processed by microwave hydrothermal under stirring condition

The compounds based on calcium molybdate (CaMoO₄) are the subject of extensive research due to their excellent optical properties and a broad range of potential technological applications. In this work, we report a systematic study of CaMoO₄:Tm³⁺ phosphors synthesized by coprecipitation and processed in a microwave-hydrothermal system at low temperature (100°C) and stirring. The effect of the Tm³⁺ doping content (0%–12%) is studied in full detail to understand their role in the CaMoO₄:Tm³⁺ morphological, structural, and luminescent properties. The X-ray diffraction, Raman, and Fourier Transform Infrared spectroscopic techniques revealed that all the prepared powders have a tetragonal crystal structure with a distinct density of cation vacancies and structural disorders. The band gap remains almost constant for doping levels lower than 8%, but it narrows strongly for powders doped with 12% Tm³⁺ ions. The designed phosphors have shown two emission bands in which intensity depends on the Tm³⁺ ions doping level. For doping levels lower than 2%, the photoluminescence profile displays a broad emission band peaking at 543 nm (green). For concentrations higher than 4%, the band centered at 543 nm decreases in intensity and the near-infrared emission band at around 800 nm, assigned to ³F₃, ³H₄ → ³H₆ transitions from Tm³⁺ ion, become more intense. The outcomes of this work reveal that appropriated Tm³⁺ ions doping levels can be applied to suppress the PL emission in the visible range and improve that in the near-infrared region in CaMoO₄-based materials.     

Bi-layer gelatin active films with “Pitanga” leaf hydroethanolic extract and/or natamycin in the second layer

Research on biopolymers-based active films produced with natural antioxidants and/or antimicrobials has gained attention over the last few years; however, anti-mold activity has been less studied than those of anti-bacteria. The aim of this work was the development and characterization of bi-layer films based on gelatin with natamycin and/or “Pitanga” leaf hydroethanolic extract in the second thin layer in order to determine the effects of these bioactive compounds on bi-layered film properties. The films were characterized regarding their moisture content and solubility in water, optical properties, microstructure, mechanical and thermal properties, water contact angle, water vapor permeability, UV/visible light transmission, X-ray diffraction, Fourier transform infrared (FTIR) spectroscopy, and antioxidant and anti-mold activities. Active films presented activity against Penicillium spp and Aspergillus niger and demonstrated antioxidant activity, as measured by ABTS ^•+ and DPPH ^• methods. Neither additive used in the films' second layer significantly affected the films' moisture content, thermal properties or the molecular interactions of the polymer matrix, assessed by FTIR, although some mechanical properties were affected, and the water contact angle. In conclusion, bi-layer films have reduced the quantity of additives required to maintain the antioxidant and anti-mold activities, as compared to similar monolayer films of the same thickness.     

Great enhancement of mechanical features in PLA based composites containing aligned few layer graphene (FLG), the effect of FLG loading,size, and dispersion on mechanical and thermal properties

Four series of polylactide (PLA) based composite films containing horizontally aligned few layer graphene (FLG) flakes of high aspect ratio and adsorbed albumin are prepared. The mechanical and thermal properties varies with percentage, dispersion degree and size of FLG flakes. Great improvement up to 290% and 360% of tensile modulus and strength respectively were obtained for the composite containing high lateral size of FLG at 0.17% wt, and up to 60% and 80% for the composite with very well dispersed 0.02% wt FLG. The composites of PLA and PEG-PLLA containing very well dispersed FLG flakes at 0.07% wt are ductile showing enhancement of elongation at break up to respectively 80% and 88%. Relatively high electrical conductivity, 5 × 10⁻³ S/cm, is measured for PLA film charged with 3% of FLG.     

Ni/Al Intermetallics Plasma Transferred Arc Processing

TAILORING COMPONENT SUFACES for elevatedtemperature operations has been a goal of researchersduring the last century.Process and material selectionare the key factors for this development.In particularlythe latter can be described to have started with thedevelopment of stainless steels.Ni and Co based alloys,the superalloys,attended the increasing technologicaldemands for higher service temperatures(1).Morerecently the higher operating temperatures ofequipments,such as gas turbines,r…     

The Influence of High Temperature Exposure on the Wear Performance of a Ni Based Alloy PTA Coating

Degradation phenomena like wear and corrosion, may have their effects accelerated as components operate at high temperature. The aim of this work is to make an indirect evaluation of the influence of high temperature exposure on wear behavior of Ni coatings. A Ni-Cr-Mo-W alloy, was deposited with Plasma Transferred Arc (PTA) process. An indirect approach based on the Ahrrenius relationship was used to evaluated long time exposures at high temperatures. To simulate longer exposures at lower temperatures, coatings were exposed to higher temperatures for the same time interval. So coatings were soaked in an air furnace at 650℃, 1000℃ and 1200℃. Metal/metal wear behavior was evaluated by pin-on-disc tests. Pins were removed from the coatings by eletrodischarge machining and rubbed against a VC31 quenched and tempered tool steel. Two sets of wear tests were run at 2m/s, for different loads (0.5, 1.0, 2.0 and 3.0Kg) and for different sliding distances (120, 720, 1080, 1440 and 1800m).Coatings characterization was done by scanning electronic microscopy and Vickers microhardness. Results showed as temperature is increased, coatings wear performance is altered,and this is associated with microstructural changes.     

Probabilistic consensus clustering using evidence accumulation

Machine Learning - Clustering ensemble methods produce a consensus partition of a set of data points by combining the results of a collection of base clustering algorithms. In the evidence...     

Modeling culture in intelligent virtual agents

This work addresses the challenge of creating virtual agents that are able to portray culturally appropriate behavior when interacting with other agents or humans. Because culture influences how people perceive their social reality it is important to have agent models that explicitly consider social elements, such as existing relational factors. We addressed this necessity by integrating culture into a novel model for simulating human social behavior. With this model, we operationalized a particular dimension of culture—individualism versus collectivism—within the context of an interactive narrative scenario that is part of an agent-based tool for intercultural training. Using this scenario we conducted a cross-cultural study in which participants from a collectivistic country (Portugal) were compared with participants from an individualistic country (the Netherlands) in the way they perceived and interacted with agents whose behavior was either individualistic or collectivistic, according to the configuration of the proposed model. In the obtained results, Portuguese subjects rated the collectivistic agents more positively than the Dutch but both countries had a similarly positive opinion about the individualistic agents. This experiment sheds new light on how people from different countries differ when assessing the social appropriateness of virtual agents, while also raising new research questions on this matter.