bluuebunny/crossref_metadata_2025 huggingface dataset:
In‐situ Study on the Fatigue Process of Metals by HVEM
Authors: Yamamoto A. , Saka H. , Imura T.
Published: July 2007

In‐situ fatigue test on pre‐fatigued aluminum single crystals and also in‐situ tensile test of pre‐fatigued copper‐2 at.% aluminum alloy single crystals were carried out in an HVEM. In the Al crystals, forward and backward motion of dislocations, change of cell structures, formation of voids and crack propagation were directly observed in‐situ by an HVEM under alternating stress. In the Cu‐Al crystals, it was observed that slip occurred only in the part of the persistent slip bands during in‐situ tensile deformation in an HVEM.
In‐situ HVEM Observations of Dislocation Processes during High Temperature Deformation of Silicon Crystals
Authors: Sumino K. , Sato M.
Published: July 2007

The characteristics in the plastic deformation of silicon crystals are first reviewed. Such characteristics have been interpreted quantitatively on the basis of some models on the velocity and the multiplication of dislocations during deformation. The results of the in‐situ observations of silicon crystals deformed at elevated temperatures in a HVEM are presented. The slowness and the smoothness in the dislocation motion, the dynamic pile‐up as a general mode of the collective motion of dislocations, the formation processes of multiplication centers of dislocations observed during the deformation all support the validity of the models adopted. Dislocation dipoles and Lomer‐Cottrell sessiles are observed not to act as strong obstacles which play important roles in the work hardening of the crystals.
In‐situ Observations on Dynamic Processes Associated with Stacking Faults and Deformation Twins in Silicon Crystals
Authors: Sato M. , Sumino K.
Published: July 2007

Stacking faults and thin deformation twins are observed to develop during the in‐situ deformation of silicon crystals at elevated temperatures in a HVEM. Both the nucleation and the motion of partial dislocations take place under the applied stress in the regions of the stress concentration. Twinning dislocations moving on twin boundaries are extremely flexible. The spontaneous nucleation of loops of twinning dislocation on twin boundaries is observed rather frequently. No pole mechanism is observed to be operating. Stacking faults and deformation twins interact with glide dislocations moving along the intersecting planes by various ways.
Growth of crystals of ferroelectrics Ln2Ti2O7 (LnLaNd) with layer‐type structure
Authors: Zakharov N. A. , Stefanovich S. Yu , Kustov E. F. , Venevtsev Yu. N.
Published: July 2007

Single crystals of rare‐earth (La‐Nd, Sm, Gd) and Y dititanates have been grown either by the method of direct high frequency heating in cold container or/and floating zone optical technique. The crystals Ce2Ti2O7 and Pr2Ti2O7 belong to the structural type of Ca2Nb2O7 and possess dielectric and optic characteristics which are very similar to that of known ferroelectrics La2Ti2O7 and Nd2Ti2O7.
Structure investigation on liquid gallium
Authors: Hoyer W. , Thomas E. , Wobst M.
Published: July 2007

A brief description of the experimental arrangement to get the structure factor of liquid gallium at 50°C, 200°C, 300°C and 500°C is given. The evaluated structure factors and pair correlation functions are presented. A comparison of the nearest neighbour values and the radii of the first coordination shell of various authors is made. Some structure models are compared with the experimental data.
Change in dislocation distribution of KCl single crystals during thermal cyclic annealing
Authors: Inoue T. , Komatsu H.
Published: July 2007

The change in dislocation distribution of KCl single crystals during thermal cyclic annealing was studied by etch pit method. The results obtained are summarized as follows.

(1) In contrast to the case in Cu (KITAJIMA et al.; HASEGAWA et al.), the dislocation distribution in KCl crystals became non‐uniform with an increase in the cyclic annealing time, i.e., in the region near the surface, many sub‐boundaries were formed, but in the interior, the density of dislocations and sub‐boundaries decreased. The cyclic annealing is more effective in reducing the dislocation density than the isothermal annealing.

(2) The longer the period of thermal cycle, the more effective in reducing the dislocation density.

(3) The larger the temperature difference between the maximum and minimum during one cycle, the more effective in reducing the dislocation density.

(4) In the Sr‐doped crystals, the thermal cyclic annealing was also effective in reducing the dislocation density within subgrains but sub‐boundary length per unit area slightly increased by the cyclic annealing.

(5) When the samples were annealed under the atmosphere of Cl2, the dislocation density remarkably increased against our expectation, although the scattering centres had disappeared by this treatment.
Purity and doping possibilities of Al2O3 and YAG molten in Mo crucibles and crystals grown from this melt
Authors: Kvapil Jiří , Perner Bohumil , Kvapil Josef , Blažek Karel
Published: July 2007

Doping possibilities of Al2O3 and YAG crystals grown from the melt alternatively doped with alkali earth, silicon, iron group or molybdenum ions under 98% Ar – 2% H2 or 98% He – 2% H2 protective atmosphere are described. Alkali earth and particularly Si ions evaporate slowly from the melt. Reduction of iron group ions was observed. Mo may enter YAG phase using a wet protective atmosphere. Al2O3 phase contains Mo ions if grown from the electrolyzed melt.
A positron annihilation study of vacancies and their clusters in diluted aluminium alloys quenched or neutron‐irradiated
Authors: Dlubek G. , Gerber W. , Vehanen A. , Yli‐Kauppila J.
Published: July 2007

Pure Al and Al alloyed with Mg, Zn, Ge, and Si was quenched from 600°C in water at room temperature or irradiated with fast neutrons. With the help of positron lifetime and angular correlation peak height measurements vacancies, their clustering and their annealing behaviour were studied.
X‐ray and X‐ray photoelectron spectra of vanadium oxides
Authors: Werfel F. , Dräger G. , Berg U.
Published: July 2007

X‐ray (XS) and X‐ray photoelectron (XPS) spectra are reported for vanadium oxides. Because of the multivalent character of vanadium in the oxide system high quality measurements can be used for chemical shift investigation. Both inner level and valence band spectroscopy give information on the electronic structure and their systematic change with increasing oxidation state. The experimental results are discussed favourable in terms of molecular orbital theory (MO‐theory). The complete set of XS and XPS data reported here for V‐oxides allows the identification of unknown vanadium oxidation states too.
Defect Investigations in CdTe Crystals by RXT, SCL, and EBIC(V) Techniques
Authors: Klimkiewics M. , Auleytner J. , Warmiński T.
Published: July 2007

The paper covers results of investigations on the defect structure of CdTe crystals. Several techniques have been involved, namely RXT supplied with CL‐IR, EBIC(V), and SACP using Electron Probe Micro‐Analyzer (EPMA): EBIC(V) measurements were performed on Schottky diodes with CdTe‐Au contacts. It has to be emphasized that microscopic images at small magnification (45 ×) had successfully been obtained which were next correlated with X‐ray topographs. The observed due to grain boundaries, twins, “as grown” dislocations as well as those introduced either during high‐temperature plastic deformation or by pyramidal diamond indenter are discussed.
Extended defects in III‐V semiconductor compounds
Authors: Ferenczi G. , Dózsa L.
Published: July 2007

A new class of defects characterized by inherent non‐exponential capture and emission processes was observed. A theory – based on the potential barrier model – is proposed to describe the measured DLTS and capacitance transient data. It is argued that these defects are related to dislocations or dislocation generated lattice defects.
Kinetics of FCC‐ and diamond type binary crystal growth (II). Peculiarities of Si‐Ge and Cu‐Ni alloy crystallization
Authors: Cherepanova T. A. , Dzelme J. B.
Published: July 2007

Kinetic equations have been used to study how crystal growth rate and component concentration in the solid phase depend on temperature for different crystallographic orientations of the growing faces of binary crystals silicon‐germanium and copper‐nickel. The shape of kinetic phase diagram has been calculated. Compared are the main characteristics of the process obtained in a model “with overhangs” of the atomic relief of the interphase with those obtained in a model “without overhangs”. The kinetic equation solutions are compared with the results of Monte Carlo computer simulations. Their quantitative agreement has been shown.
Precipitation‐induced Dislocations in Crystals of NaCl:Ni
Authors: Andreev G. A. , Hartmanovà M. , Klimov V. A.
Published: July 2007

Using the decoration technique, the dislocation structure has been observed in regions localized near precipitates in nickel‐doped NaCl crystals. The results are interpreted in terms of the stress‐operated mechanism for the generation of prismatic dislocations by the precipitates. Normally only two of twelve possible slip directions operate for 〈110〉 rods. This is accounted for in terms of the climb and disappearance of dislocation loops corresponding to the other directions. {100} plates produce loops spreading along for 〈110〉 directions.
Dislocation Etching Behaviour of Hydrothermal and Organic Acid Etchants on Natrolite Crystals
Authors: Gupta N. K. , Kotru P. N.
Published: July 2007

Studies on etching of (110) cleavages of natrolite crystals in organic acids (viz., succinic acid, formic acid, and phthalic acid) and stream under high hydrostatic pressures have been made. It is observed that on successive etching of matched cleavages in any of these organic etchants, the pits get bigger both in regard to depth as well as lateral dimensions. Study of matched cleavages etched in any of these etchants indicates 1:1 correspondence of point bottomed pits. Similar results are obtained when matched cleavages are etched by the hydrothermal method. In contrast to such results, it is observed that the etch pit density on a cleavage etched by the hydrothermal method is always higher when compared with its matched cleavage etched in any of the given organic acids. Through a series of experiments, it is found that while corresponding to every etch pit due to any of these organic acids there is a pit due to hydrothermal etching, the converse is not true. It is suggested that the hydrothermal etching is more reliable so far as dislocation density estimation on (101) cleavages of natrolite is concerned.
Microstructures on gel‐grown KClO4 single crystals
Authors: Patel A. R. , Rao A. Venkateswara , Narayana D. L.
Published: July 2007

The present paper reports the observations made on the microstructures of gel grown KClO4 single crystals. Various observations such as growth spirals, growth layers, liquid inclusions and growth of microcrystallites are discussed in relation to the mechanism and conditions of crystal growth.
Frequency dependence of the threshold voltage of the Freedericksz effect in nematic and nematic reentrant phases
Authors: Hauser A. , Kresse H. , Pelzl G. , Demus D.
Published: July 2007

In four substances exhibiting reentrant nematic phases the threshold voltage of the Freedericksz transition was measured as function of the frequency in the nematic and reentrant nematic phases. The isotropy frequency and the relaxation frequency were calculated using the experimental data. We found that extrapolated to the same temperature the relaxation frequency of the reentrant nematic phase is larger than that of the nematic phase.
The role of iron ions in laser ruby
Authors: Kvapil Jiří , Perner B. , Kubelka J. , Kvapil Jos.
Published: July 2007

Doping possibility of long ruby crystals grown by Czochralski method under reducing protective atmosphere by iron ions in described. Using the admixture of hydrocarbons to the protective atmosphere this dopage may be realized. Iron ions increases damage threshold of the Q‐switched laser ruby rods.
Study of growth and doping of semiconductor films by the method of computer simulation
Authors: Aleksandrov L. N.
Published: July 2007

The possibility of Computer Simulation Monte‐Carlo Method for the study of growth and doping regularities of semiconductor films with diamond type lattice and for control of their parameters is considered. The events probabilities of isolation attachment and diffusion displacements of atoms on the growing surface of the basic material and doping impurities are compared. The periodic regional conditions on the boundary of the considered area are presented. It is shown the limitations of the computer simulation methods because of growth processes knowing level and computer possibility. The modeling calculations are made for growth and doping of one‐component material films and for growth of two‐component compounds. It can be noticed the connection between supersaturation, deposition temperature, time growth rate, surface film roughness (impurity atoms), capture coefficient, doping level, critical thickness of continuous films, defects density. Computer experimental results are compared with experimental data on growth and doping of Si, Ge, GaAs film with the various orientations from vapour or molecular beams in vacuum. The ways of further development of computer simulation method are discussed.
Optimized growth conditions of GaN epitaxial layers
Authors: Fremunt R. , Černý P. , Kohout J. , Rosická V. , Bürger A.
Published: July 2007

Optimized growth conditions of the epitaxial GaN layers on the (0001) oriented sapphire substrates in the Ga/HCl/NH3/H2 system have been proposed. The corresponding growth rate varied about the value 0.5 μm · min−1. The study of surface morphology and X‐ray diffraction have confirmed the single crystalline character of the layers even though the surface shows a faceted structure. The c/a ratio calculated from our measured data of the lattice parameters was found 1.624 which is relatively close to the ideal close‐packed wurtzite structure value. The cathodoluminescent spectra of the layers with a sufficient thickness were characterized by a peak at 3.35 eV having a halfwidth of about 0.2 eV.
Using the life cycle to anticipate satisfaction at work
Authors: De Vries Manfred F. R. Kets , Miller Danny , Toulouse Jean‐Marie , Friesen Peter H. , Boisvert Maurice , Theriault Roland
Published: July 2007

It was hypothesized that there are important non‐linear life‐cycle influences upon job and organizational satisfaction. Five common life‐cycle stages were identified from the literature: the phases of ‘reality shock’, ‘socialization and growth’, ‘mid‐career crisis’, ‘acceptance’, and ‘pre‐retirement’. The first, third and last stages were expected to show declines in job and organizational satisfaction because of the personal and job‐related disappointments and crises that typically occur during these periods of life. The second and fourth stages were expected to show increases in satisfaction because of the pleasant life experiences that often occur then. All but the first stage supported these hypotheses when we controlled for the influence of sex, education, job experience, level in the hierarchy and occupational upward mobility.
An examination of factors contributing to delphi accuracy
Authors: Parenté Frederick J. , Anderson Janet K. , Myers Patrick , O'brien Thomas
Published: July 2007

Three experiments examined the accuracy in the Delphi method. The first experiment assessed the accuracy of group predictions over 1‐, 2‐ and 3‐ month time spans. Results indicated that predictions derived from the group were more accurate than those of 95 per cent of the individual panelists, but did not exceed in accuracy the best panelists. Experiment 2 evaluated the gross contributions of polling and feedback to Delphi accuracy. The manipulations did not improve the group's ability to forecast the probabilities of the occurrence of events, but did decrease the error in predicting when the events would occur. Experiment 3 separated the effects of polling and feedback as determinants of accuracy. Neither manipulation improved the accuracy of the group's predictions of whether an event would occur. The effect of iterated polling was to reduce the group's error in predicting the time course for those scenarios that did occur.
Bayesian forecasts following a major level change in exponential smoothing
Authors: Jun Duk Bin , Oliver Robert M.
Published: July 2007

Exponential smoothing techniques enjoy a wide range of applications to problems in signal detection, inventory and production control, financial planning, and many other areas of business and engineering. One of the most useful models used to explain the theoretical structure of the process is a changing levels model, in which the underlying level of the stochastic process is assumed to undergo random changes in each time period. The observation is modelled as a noisy disturbance of this level. Occasionally a major intervention or level change occurs that is much larger than the typical period‐to‐period fluctuation in the random level. Using a Bayesian approach it is the purpose of this paper to show how the distribution of the major level change can be detected, estimated and then incorporated in forecasts. Updating equations are obtained for the posterior mean and variance of the major level change as well as the new level.
Bayesian consensus forecasts of macroeconomic variables
Authors: Agnew Carson E.
Published: July 2007

Economists, like other forecasters, share knowledge, data and theories in common. Consequently, their forecast errors are likely to be highly dependent. This paper reports on an empirical study of 16 macroeconomic forecasters. Composite forecasts are computed using a sequential weighting scheme that takes dependence into account; these are compared to a simple average and median forecasts. A within‐sample composite is also calculated. Both these methods perform significantly better than the average or median of the forecasts. This improvement in accuracy is apparently because the dependence between the forecasters' errors is so high that the optimal composite forecasts sometimes lie outside the range of the individual forecasts.
Forecasting with an econometric model: The ‘ragged edge’ problem
Authors: Wallis Kenneth F.
Published: July 2007

In practical econometric forecasting exercises, incomplete data on current and immediate past values of endogenous variables are available. This paper considers various approaches to this ‘ragged edge’ problem, including the common device of treating as ‘temporarily exogenous’ an endogenous variable whose value is known, by deleting it from the set of endogenous variables for whose forecast values the model is solved and suppressing the corresponding structural equation. It is seen that this forecast can be adjusted to coincide with the optimal forecast. The initial discussion concerns the textbook linear simultaneous equation model; extensions to non‐linear dynamic models are described.
The flat maximum effect and linear scoring models for prediction
Authors: Lovie A. D. , Lovie P.
Published: July 2007

Our paper challenges the conventional wisdom that the flat maximum inflicts the ‘curse of insensitivity’ on the modelling of judgement and decision processes. In particular, we argue that this widely demonstrated failure on the part of conventional statistical methods to differentiate between competing models has a useful role to play in the development of accessible and economical applied systems, since it allows a low cost choice between systems which vary in their cognitive demands on the user and in their ease of development and implementation. To illustrate our thesis, we take two recent applications of linear scoring models used for credit scoring and for the prediction of sudden infant death.

The paper discusses the nature and determinants of the flat maximum as well as its role in applied cognition. Other sections mention certain unanswered questions about the development of linear scoring models and briefly describe competing formulations for prediction.
Application of intervention analysis to a road fatality series in ontario
Authors: Abraham Bovas
Published: July 2007

Effect of an intervention on a road fatality time series is studied using (i) the usual intervention analysis of Box and Tiao (1975), and (ii) CUSUM charts for the one‐step‐ahead forecast errors. It is shown that the seat belt and speed limit legislations of the Ontario Government had some impact in bringing down the road toll level.
Household projection methods
Authors: Corner Ian E.
Published: July 2007

The role of household projections as a basis for forecasts of households at national and sub‐national level is discussed and a number of criteria for such projections are outlined. The projection method used by the Department of the Environment is examined in the context of these criteria and it is concluded that it is both practical and robust. However, it is open to criticism, first because of its failure to make the best use of the available data and of theoretical knowledge, and secondly because of its ‘black box’ nature. An alternative two‐stage strategy is developed. The first stage involves constructing projections using a new curve‐fitting method which takes account of within cohort life‐cycle headship rate changes. The second is a method of analysing the resulting projections by modelling transition rates between different household states. Worked examples of both methods are presented.
Saturation models: A brief survey and critique
Authors: Oliver R. M. , Yang H. J.
Published: July 2007

The authors review and compare the papers in this issue on saturation and logistic growth with special emphasis on the structure of the underlying probability models. Influence diagrams are used to illustrate the dependence and independence assumptions and the way in which uncertainty is reflected in key model assumptions and parameters characterizing the models.
Innovators and imitators in innovation diffusion modelling
Authors: Tanny S. M. , Derzko N. A.
Published: July 2007

We examine the theoretical underpinnings of the Bass innovation diffusion model and show that, contrary to the present understanding in the literature, it does not describe the behavioural theory of an innovator‐imitator dichotomy within the adopting population as was intended. Rather, this model describes the behaviour of a homogeneous population in which it is assumed that product adoption occurs as a result of exposure to a news source or from the binary interaction between adopters and non‐adopters. We provide an alternative framework in which the innovator‐imitator explanation of diffusion is explicitly incorporated. In the so‐called two‐compartment model the innovators and imitators constitute two distinct but interacting subpopulations. However, the added structural complexity cannot be supported by the available diffusion data, resulting in unsatisfactory model estimation results. This suggests that the innovator‐imitator population dichotomy assumed to underlie the present understanding of the innovation diffusion process may be inappropriate. Replacing it with the assumption of a homogeneous population could have potentially important implications for new product advertising strategies.
On detecting and estimating a major level or slope change in general exponential smoothing
Authors: Jun Duk B.
Published: July 2007

Exponential smoothing methods do not adapt well to a major level or slope change. In this paper, Bayesian statistical theory is applied to the dynamic linear model, altered by inclusion of dummy variables, and statistics are derived to detect such changes and to estimate both the change‐point and the size. The paper also gives test statistics for such problems related to exponential smoothing. The statistics are simple functions of exponentially weighted moving averages of the forecast errors, using the same discount factor used in the exponential smoothing. Gardner has derived an approximate test statistic to detect a mean change in the constant mean model. When the present results are applied to this model they give the exact statistic.
Feedback forecasting games: An overview
Authors: Bowden Roger J.
Published: July 2007

The range and rationales for forecasting schemes involving feedback are surveyed. Classic Delphi schemes involve an iterated exchange of information between a small group of experts in the pursuit of efficiencies arising from the ‘collective mind’. In other applications the event or state to be forecast may itself depend upon the forecast, and feedback forecasting schemes can be derived to allow for such reflexivity. Most situations of informational feedback are at least implicitly informational or predictive games, and a recognition of this character may help in understanding the possible or likely outcomes, including their social desirability. Various informational transfer devices such as real time surveys may speed up the process of feedback.
Unbiasedness, efficiency and the combination of economic forecasts
Authors: Holden K. , Peel D. A.
Published: July 2007

This paper considers the problem of determining whether forecasts are unbiased and examines the implications this has for combining different forecasts. The practical issues of how economic forecasts might be combined are discussed. There is an empirical illustration of the procedures in which the properties of UK forecasts from the London Business School, the National Institute, the Henley Centre for Forecasting, Phillips and Drew and the OECD are examined.
Linear combination of forecasts: A general Bayesian model
Authors: Anandalingam G. , Chen Lian
Published: July 2007

We provide a general Bayesian model for combining forecasts from experts (or forecasting models) who might be biased and correlated with each other. The combination procedure involves debiasing and then combining unbiased forecasts. We also provide a sequential method for learning about the forecasters' biases in the process of combining information from them.
Discretionary databases in forecasting
Authors: Connolly Terry , Porter Alan L.
Published: July 2007

Information for forecasting databases is often initially under the control of individuals who have no compelling reason to contribute, and who face various significant costs if they do. Such discretionary databases are subject to public goods problems, and are likely to be undersupplied, even when all participants agree that the overall benefits outweigh the overall costs. This paper explores the implications of this incentive structure for the existence, completeness and accuracy of forecasting databases. It also offers some hypotheses as to when the difficulties will be more and less severe, and outlines some directions for possible remedial strategies.
Disaggregation methods to expedite product line forecasting
Authors: Gross Charles W. , Sohl Jeffrey E.
Published: July 2007

This paper addresses the issue of forecasting individual items within a product line; where each line includes several independent but closely related products. The purpose of the research was to reduce the overall forecasting burden by developing and assessing schemes of disaggregating forecasts of a total product line to the related individual items. Measures were developed to determine appropriate disaggregated methodologies and to compare the forecast accuracy of individual product forecasts versus disaggregated totals. Several of the procedures used were based upon extensions of the combination of forecast research and applied to disaggregations of total forecasts of product lines. The objective was to identify situations when it was advantageous to produce disaggregated forecasts, and if advantageous, which method of disaggregation to utilize. This involved identification of the general conceptual characteristics within a set of product line data that might cause a disaggregation method to produce relatively accurate forecasts. These conceptual characteristics provided guidelines for forecasters on how to select a disaggregation method and under what conditions a particular method is applicable.
The role of judgement in macroeconomic forecasting
Authors: Turner D. S.
Published: July 2007

This paper examines the rationale for, and influence of, judgemental adjustments in macroeconomic forecasting, using two particular forecasts for the UK economy recently published by the National Institute of Economic and Social Research and the London Business School. It is found that in some cases such adjustments have a major effect on the forecasts and can also explain some of the differences in the two rival forecasts. However the number of adjustments for which this is true is not great. An implication of these findings is that, if these forecasts can be regarded as typical, then macroeconomic forecasters should be urged to give a reasonable account of the role of judgemental adjustments in their forecasts, particularly since the amount of information which would be required is not likely to be excessive.
Judgemental revision of sales forecasts: Effectiveness of forecast selection
Authors: Mathews Brian P. , Diamantopoulous A.
Published: July 2007

When managers make revisions to sales forecasts initially generated by a rational quantitative model it is important that the particular forecasts selected for adjustment are those which would benefit most from the adjustment process (i.e. realize high errors). This study reports an empirical investigation on this issue, spanning six quarterly forecasting periods and incorporating forecasting data on over 850 products. The results show that the errors of the forecasts chosen for revision are, in general, higher than those which were not chosen. In addition, it is shown that managesrs tend to revise forecasts which are initially low, hence possibily introducing some degree of bias into the overall forecasts.
Note: Nyse volume: An application of outlier analysis
Authors: Guerard John B.
Published: July 2007

The purpose of this study is to examine the monthly volume series of the New York Stock Exchange (NYSE) during the January 1965‐December 1987 period. The NYSE volume series follows a random walk with drift process; however, the events of October 1987 give rise to the application of outlier analysis.
Prediction of seasonal rainfall in the sahel region using empirical and dynamical methods
Authors: Folland Chris , Owen John , Ward M. Neil , Colman Andrew
Published: July 2007

Long‐range weather forecasting is a notoriously difficult area of environmental science. However, recent improved understanding of atmospheric dynamics and better observations indicate that useful progress, rooted in scientifically sound ideas, may be possible with long‐range forecasting in the tropics. We describe recent research into the mechanisms and prediction of rainfall in the sub‐Sahara during the main summer rainfall season, concentrating on the Sahel region. We use a complex physical model of the atmosphere (a ‘general circulation’ model) and two relatively simple statistical models to show that large‐scale variations in sea surface temperature (SST) can strongly influence seasonal Sahel rainfall. Persistence of patterns of SST anomalies (deviations from long‐term average) is sufficient to allow useful forecasting techniques to be based on fields of SST anomalies observed in the preceding spring. However, persistence of the SST anomalies may not always be sufficient to provide a skilful forecast.
Sources of error in forecasts and expectations: U.K. economic models, 1984–8
Authors: Wallis Kenneth F. , Whitley John D.
Published: July 2007

This paper presents a comparative analysis of the sources of error in forecasts for the UK economy published over a recent four‐year period by four independent groups. This analysis rests on the archiving at the ESRC Macroeconomic Modelling Bureau of the original forecasts together with all their accompanying assumptions and adjustments. A method of decomposing observed forecast errors so as to distinguish the contributions of forecaster and model is set out; the impact of future expectations treated in a ‘model‐consistent’ or ‘rational’ manner is specifically considered. The results show that the forecaster's adjustments make a substantial contribution to forecast performance, a good part of which comes from adjustments that bring the model on track at the start of the forecast period. The published ex‐ante forecasts are usually superior to pure model‐based ex‐post forecasts, whose performance indicates some misspecification of the underlying models.
Simultaneous transfer functions versus vector arma models
Authors: Grillenzoni Carlo
Published: July 2007

This work compares two classes of multiple time series models which have been developed in past decades and are usually believed to be equivalent: the vector ARMA model and the system of simultaneous transfer functions (STF). The first part analyzes the mathematical structure of the two schemes; their properties of stability, structural identification and realization. In the second, algorithms of order identification and parameter estimation are derived, following the approach of stochastic approximation. The proposed solutions are easily implementable on standard statistical software and in an extended empirical example their performance is checked. The superiority of the STF model will be well established.
Forecasting non‐normal time series
Authors: Swift A. L. , Janacek G. J.
Published: July 2007

We look at the problem of forecasting time series which are not normally distributed. An overall approach is suggested which works both on simulated data and on real data sets. The idea is intuitively attractive and has the considerable advantage that it can readily be understood by non‐specialists. Our approach is based on ARMA methodology and our models are estimated via a likelihood procedure which takes into account the non‐normality of the data. We examine in some detail the circumstances in which taking explicit account of the nonnormality improves the forecasting process in a significant way. Results from several simulated and real series are included.
Estimating daily seasonality in foreign exchange rate changes
Authors: Copeland Laurence S. , Wang Peijie
Published: July 2007

Combining time‐ and frequency‐domain analysis demonstrates considerable improvement in modelling seasonal patterns in daily exchange rate changes. A high‐pass filter in the frequency domain is used, followed by the usual time‐domain analysis with GARCH models, to estimate day‐of‐the‐week effects in the spot returns on five exchanges against US dollars and the results are seen to compare favourably with those from a pure time‐domain GARCH approach.
An exploratory analysis of portfolio managers' probabilistic forecasts of stock prices
Authors: Muradoǧlu Gülnur , Önkal Dilek
Published: July 2007

This study reports the results of an experiment that examines (1) the effects of forecast horizon on the performance of probability forecasters, and (2) the alleged existence of an inverse expertise effect, i.e., an inverse relationship between expertise and probabilistic forecasting performance. Portfolio managers are used as forecasters with substantive expertise. Performance of this ‘expert’ group is compared to the performance of a ‘semi‐expert’ group composed of other banking professionals trained in portfolio management. It is found that while both groups attain their best discrimination performances in the four‐week forecast horizon, they show their worst calibration and skill performances in the 12‐week forecast horizon. Also, while experts perform better in all performance measures for the one‐week horizon, semi‐experts achieve better calibration for the four‐week horizon. It is concluded that these results may signal the existence of an inverse expertise effect that is contingent on the selected forecast horizon.
Correspondence on the selection of error measures for comparisons among forecasting methods
Authors: Armstrong J. Scott , Fildes Robert
Published: July 2007

Clements and Hendry (1993) proposed the Generalized Forecast Error Second Moment (GFESM) as an improvement to the Mean Square Error in comparing forecasting performance across data series. They based their conclusion on the fact that rankings based on GFESM remain unaltered if the series are linearly transformed. In this paper, we argue that this evaluation ignores other important criteria. Also, their conclusions were illustrated by a simulation study whose relationship to real data was not obvious. Thirdly, prior empirical studies show that the mean square error is an inappropriate measure to serve as a basis for comparison. This undermines the claims made for the GFESM.
Forecasting volatility in commodity markets
Authors: Kroner Kenneth F. , Kneafsey Kevin P. , Claessens Stijn
Published: July 2007

This paper uses recent advances in time‐series modeling to derive long‐horizon forecasts of commodity price volatility which incorporate investors' expectations of volatility. Our results are promising. We compare several different forecasts of commodity price volatility, which we divide into three categories: (1) forecasts using only expectations derived from options prices; (2) forecasts using only time‐series modeling; and (3) forecasts which combine market expectations and time‐series methods. The forecasts in (1) and (2) are used extensively in the literature, while those in (3) are new in this paper. On comparing these different forecasts, we find that our proposed forecasts from category (3) outperform both market expectations forecasts and time‐series forecasts. This result holds both in and out of sample for virtually all commodities considered.
A BVAR model for the connecticut economy
Authors: Dua Pami , Ray Subhash C.
Published: July 2007

A Bayesian vector autoregressive (BVAR) model is developed for the Connecticut economy to forecast the unemployment rate, nonagricultural employment, real personal income, and housing permits authorized. The model includes both national and state variables. The Bayesian prior is selected on the basis of the accuracy of the out‐of‐sample forecasts. We find that a loose prior generally produces more accurate forecasts. The out‐of‐sample accuracy of the BVAR forecasts is also compared with that of forecasts from an unrestricted VAR model and of benchmark forecasts generated from univariate ARIMA models. The BVAR model generally produces the most accurate short‐ and long‐term out‐of‐sample forecasts for 1988 through 1992. It also correctly predicts the direction of change.
Forecasting industrial production using non‐linear methods
Authors: Byers J. D. , Peel D. A.
Published: July 2007

Numerous theoretical models suggests that business cycles involve nonlinear processes. In this paper we examine whether two parametric, nonlinear time‐series models—the bilinear and threshold models—can exploit apparent non‐linearity in industrial production to provide forecasts superior to those derived from the standard autoregressive models.
Visual features of yarn‐dyed fabric design: An analysis in terms of visibility
Authors: Ohta Ken'Ichi , Sakaue Katuhiko , Kosako Hideo
Published: July 2007

The visibility and spatial‐frequency components of a design are discussed as visual features of yarn‐dyed fabric design. The aim is to introduce objective visual features that can be used for classification in a database of yarn‐dyed fabric designs. First, the visually effective distances are measured for yarn‐dyed fabric design elements that have also been subjectively evaluated. The visually effective distance expresses the perceived differences between designs in terms of visibility at different viewing distances. Next, low‐pass filtered images of the yarn‐dyed fabric designs are correlated with the original images in terms of the measurement of the yarn‐dyed fabric's identification distance. The spatial frequency components are a visual feature of yarn‐dyed fabric design related to visibility and expressed by the visually effective distance. In addition, the cross‐correlations between the original image and low‐pass filtered images at successively greater low‐pass spatial frequency ranges are investigated. Then the characteristics of the reconstructed images are compared for different designs. The results confirm the effectiveness of using spatial‐frequency components as visual features. This method uses the visually effective distance to capture the subjective visual features of a yarn‐dyed fabric design. By virtue of its correspondence with objective spatial frequency components, this method provides feature evaluation capabilities and objectivity not found in earlier methods.
A study of modifying pruning strategies for dp beam search at a preset input frame
Authors: Kohda Masaki
Published: July 2007

In a conventional dynamic programming beam search, the parameters of the threshold function for pruning grid points in the dynamic programming region are assumed to be set to the same values throughout the speech input. In this paper, I describe a method designed to improve the effectiveness of decreasing the computation amount in the dynamic programming beam search by changing the parameters during speech input. An accumulated distance is defined that is not easily influenced by the quality of matching at the beginning of speech input. When this accumulated distance is used in the grid point pruning decision, the parameters of the threshold function can be changed to smaller values, at an early point in time of several frames from the beginning of the speech input, without missing grid points on the optimum dynamic programming path for the reference pattern. It was demonstrated through word recognition tests that the computation amount when the proposed threshold function is used can be decreased to about 1/5 of that in the conventional, simple grid point pruning method, and decreased by at least 1/2 compared to the threshold function of [11] because of the effectiveness of changing the threshold function's parameters at an early point during speech input.
Removal of redundancy in combinational circuits under classification of undetectable faults
Authors: Kajihara Seiji , Kinoshita Kozo , Shiba Haruko
Published: July 2007

This paper proposes a method for efficiently removing redundant elements using properties of undetectable faults obtained by test pattern generation. Lines of redundant elements have undetectable single stuck‐at faults. We classify undetectable faults into three categories according to the test pattern generation process, and then assume that some redundant elements can be removed concurrently. Our method produces a nonredundant circuit efficiently by using these properties and generates test patterns with high fault coverage. Some experimental results for ISCAS '85 benchmark circuits are also shown.
A contour tracking method using an elastic contour model and an energy‐minimization approach
Authors: Ueda Naonori , Mase Kenji , Suenaga Yasuhito
Published: July 2007

This paper proposes a method for tracking an object contour in a sequence of images. In this method, a contour model is defined by elastics. The contour tracking problem is formulated as an optimization problem to find the position that minimizes both the elastic energy of its model and the potential energy derived from the edge potential image that includes a target object contour. The contour model is updated sequentially according to the tracking result in the previous frame.

In the proposed approach, the contour model not only moves toward the object contour in the current frame, but also preserves the shape of the tracked contour in the previous frame. Therefore, the proposed method makes it possible to establish object tracking even when complex texture and occluding edges exist in or near the target object. Moreover, in this method, since smooth potential fields extending over a long distance are generated by distance transformation, unlike conventional methods, long‐range motion tracking can be performed.

An algorithm is newly presented which efficiently solves energy minimization problems. The validity and usefulness of the proposed method is shown with some experimental results.
MARC: A multiagent robot control system
Authors: Osato Nobuyasu
Published: July 2007

A system based on multiagents is proposed as an information processing model for robot programming. This model uses object‐oriented representation in which physical entities are described as logical objects. An agent is an active and independent logical entity which can control objects. Agents work cooperatively and concurrently, communicating with each other to perform the task assigned to the robot. An agent starts a new job or changes its behavior when a specific event occurs or when it receives a message from another agent. This multiagent system provides robot programmers with a useful mental model for dividing the task of a robot into several segments and distributing them to several personified processes which control subtasks.

This paper presents an overview of an experimental system used for multiagent robot programming and describes its implementation on a Lisp machine which supports multiprogramming and object‐oriented programming. The Tower of Hanoi task is used to test the system. It demonstrates that the multiagent system, using function‐based and behavior‐based agents, provides a high‐level modular programming environment for robot control.
A fault‐tolerant multilayer neural network model and its properties
Authors: Tan Yasuo , Nanya Takashi
Published: July 2007

Although it is pointed often that multilayer neural networks should have a certain degree of fault tolerance, very few discussions based on the rigorous definition of fault tolerance have been made so far. Also, there have been few discussions on the mechanisms that bring out the fault tolerance.

This paper shows that a learning algorithm that directly reduces a measure of fault tolerance can be derived in a similar way to the conventional back‐propagation. By analyzing the resulting networks, the mechanism that realizes the fault tolerance and the properties of the fault‐tolerant networks are investigated.

Simulation results show the effectiveness of the proposed learning algorithm. It also is revealed that the utilization of the redundant hidden units and the saturation property of the sigmoid function realizes the fault tolerance. Moreover, it is shown that a good influence on generalization ability can be expected from the learning algorithm for fault tolerance.
A parallel processing algorithm for speech recognition using markov random fields
Authors: Noda Hideki , Shirazi Mehdi N. , Zhang Bing
Published: July 2007

This paper proposes a new method in which the speech recognition processing is executed framewise on the time axis by local parallel operations using the Markov random fields (MRF). There have not been many studies presented concerning the parallel execution of the speech processing. On the hand, it is anticipated that parallel processing algorithms for the recognition process proposed in this paper will be very useful in high‐performance continuous speech recognition systems, for example, where a strong computational power is required.

The essence of parallel execution is to estimate the optimal state sequence by a parallel process based on the iterated conditional modes (ICM) for the given model parameters and the sequence of observed values. The local probability for the state sequence is indispensable for this purpose. It is shown that the local probability can be derived by representing the generation probability of the state sequence in a HMM (hidden Markov model) as a Gibbs distribution and calculating its conditional distribution.

The foregoing property implies that the one‐sided Markov chain used in HMM can be converted into a two‐sided Markov chain in the one‐dimensional MRF. Through the speaker‐independent digit speech recognition experiment, it is shown that the proposed parallel processing algorithm has recognition performance comparable to that of the Viterbi algorithm.