bluuebunny/crossref_metadata_2025_split huggingface dataset:
Investigation of structural defects in polycrystalline silicon by electron microscopy
Authors: Gorelik S. S. , Zarifyants Z. A. , Milevskii L. S. , Sagalova T. B. 
Published: July 2007

AbstractThermostability of polycrystalline films and their structure changes have been investigated in dependence on the fast electron irradiation. It was shown that the type of the radiation defects depends on the irradiation. temperature. The temperature of the recrystallization process is shown to decrease from 1300°C in the case without irradiation down to 1000°C in the case of recrystallization when irradiating.
Differential thermal analysis studies on the crystallization of strontium tungstate melts. Variation of rate constants with crystallization temperatures and cooling rates
Authors: Roy B. N. , Appalasami S. , Chatterji A. K. 
Published: July 2007

AbstractKinetics of strontium tungstate crystallization from sodium tungstate melts were studied in platinum crucibles (by DTA) by continuous cooling from initial crystallization temperatures T0 = 800° to 1000° to below the eutectic temperature at cooling rates RT = 0.67° to 3.3° min−1. Heterogeneous nuclei first formed slowly onto metal platinate particles within the solution during induction periods (t); the main crystal growth then started after the development of some exces solute concentration (ΔC) at the induction temperature (T). The actual growth after t was diffusion rate‐controlled. The diffusion rate‐constants (kDt) for growth after the induction periods along the major axis were estimated; the increased with T0 and RT. These values were higher than those for diffusion‐controlled crystal growth of strontium tungstate from sodium tungstate melts in alumina crucibles but much smaller than the real diffusion rate‐constants (kDl)real.
On the decomposition behaviour of supersaturated Al‐Zn‐Mg alloys in dependence on heat treatment
Authors: Löffler H. , Korngiebel E. , Gerlach R. 
Published: July 2007

AbstractThe influence of the various heat treatments applied on the decomposition processes taking place in some Al‐Zn‐Mg alloys (varying in Zn as well as Mg content) are discussed based on the main assumptions that 1) the upper limit of the temperatur of homogeneous nucleation, Thn, plays an important role on the kind of nucleation taking place at the aging temperature, Ta, and 2) vacancy‐rich clusters, VRC, as well as overcritical GP zones can act as nucleation sites for η′;‐particles at Ta > Thn. The influence of the VRC is decreasing with rise of the Zn‐content.
Effect of oxygen in silicon on pn‐junction characteristics
Authors: Geyer L. , Heymann G. 
Published: July 2007

AbstractIn this paper the influence of oxygen on the characteristic of planar diodes was studied for p‐type dislocation free Czochralski silicon. Particular attention was paid to the formation of thermodonors in heat treatment at 450°C and of oxygen‐silicon precipitations, and the defects ensuing from them in heat treatments above 600°C. It was shown that there exists a connection between component properties and oxygen concentration.
Intensities of overlapping peaks in X‐ray powder diffraction
Authors: Valvoda V. , Voland U. 
Published: July 2007

AbstractSeparation of overlapping peaks in X‐ray powder diffraction is investigated by means of fitting a modified Lorentzian function to experimental profiles of reflexions. Application of the new type of analytical function and simultaneous refinement of background level parameters are described and discussed with respect to the accurate determination of integrated intensities of reflexions.
The calculation of critical size of carbon clusters in ferrite
Authors: Schmidt R. , Berg G , Fröhlich F. 
Published: July 2007

AbstractThe formation of carbon clusters in ferrite is investigated by the simulation of random motion of carbon particles in a cubic primitive model lattice at different annealing temperatures. All computer runs are repeated to average the results. An interaction potential is assumed between the particles precipitated in the formed cluster and the particles in the matrix. Additionally a decay of the cluster is allowed. A cluster of critical size is formed if the probability of decay is lower than the precipitation rate. The critical size calculated depends on the annealing temperature as the results show unambigously.
New thermotropic cubic mesophases
Authors: Demus D. , Gloza A. , Hartung H. , Hauser A. , Rapthel I. , Wiegeleben A. 
Published: July 2007

Abstract1,2‐Bis‐[4‐n‐alkyloxybenzoyl]‐hydrazines with the general formula magnified image possess smectic C phases and at lower temperatures additional optically isotropic phases. According to X‐ray investigations these isotropic phases show cubic symmetry. The lattice units consist of aggregations with micellar dimensions. The substances were characterized by microscopic, dilatometric and calorimetric investigations. The new cubic mesophases do not exhibit complete miscibility with the “smectic D” phases.
Decision trees for forecasting
Authors: Ulvila Jacob W. 
Published: July 2007

AbstractRecent years have seen an increasing cross‐fertilization between the fields of decision analysis and forecasting. Decision‐analytic models often require forecasts as inputs, and aspects of the Bayesian decision‐theoretic framework underlying decision analysis have proved useful to forecasting, particularly in contexts where subjective judgemental inputs are required. This paper describes the use of decision tree analysis for forecasting and illustrates its use for corporate divisional forecasting and planning. A specialized decision‐analytic technique, acts as events, is also described and illustrated to forecast a new product's earnings. Conclusions are drawn about the applicability of decision analysis for forecasting.
Linear combination of forecasts with an intercept: A bayesian approach
Authors: Bordley Robert F. 
Published: July 2007

AbstractThe standard approach to combining n expert forecasts involves taking a weighted average. Granger and Ramanathan proposed introducing an intercept term and unnormalized weights. This paper deduces their proposal from Bayesian principles. We find that their formula is equivalent to taking a weighted average of the n expert forecasts plus the decision‐maker's prior forecast.
Technological forecasting with nonlinear models
Authors: Lee Jack C. , Lu Kevin W. , Horng S. Crystal 
Published: July 2007

AbstractThe S‐shaped growth curves such as Gompertz, logistic, normal and Weibuli are widely used for forecasting technological substitutions. A family of data‐based transformed (DBT) models, which are linear in the regression parameters, including the above‐mentioned four models as special cases has been shown to be quite useful for short‐term forecasts. This paper explores modeling the technology penetration data directly with assumed S‐shaped growth curves. The resulting models, which are nonlinear in the regression parameters, also incorporate proper dependence structure and power transformation. It appears that the nonlinear modeling is a viable alternative to the DBT and other conventional forecasting models in forecasting technological substitutions. Hence, an appropriate strategy is to consider the nonlinear modeling approaches as possible alternatives and use the data at hand to select, via pseudo‐cross‐validation, the best model for forecasting purposes.
A predicting system based on combining an adaptive predictor and a knowledge base as applied to a blast furnace
Authors: Jian Chen 
Published: July 2007

AbstractIn this paper a system is proposed and applied to predicting silicon content in pig iron for a blast furnace. It combines an adaptive predictor with a knowledge base. On‐line experiments show that the prediction accuracy of the system is much better than that of an experienced operator or of an adaptive predictor alone. Such a system will be helpful to operators in selecting desirable control methods.
Thinking about the future: A cognitive perspective
Authors: Klayman Joshua , Schoemaker Paul J. H. 
Published: July 2007

AbstractThe promises and challenges of a cognitive approach to strategic planning and subjective forecasting are examined. Strategic thinking is viewed as comprising three components: (1) knowledge base, (2) problem representation, and (3) inference processes linking the first two. Analysis of these components, it is argued, can be an important aid to understanding and guiding managerial problem solving. We review several techniques for modeling strategic thinking and planning, including network representations, production systems, causal maps, and analyses of argumentation. We consider the strengths and weaknesses of different cognitive analysis techniques and discuss how they might be implemented. Much more experience and refinement will be needed to produce well‐specified procedures for cognitive analysis of planning. We conclude, however, that even at the current stage of development, significant benefits can accrue from a cognitive approach to strategic planning.
Business survey data in forecasting the output of swedish and finnish metal and engineering industries: A kalman filter approach
Authors: Rahiala Markku , Teräsvirta Timo 
Published: July 2007

AbstractIn this paper forecasting the production volume of the Swedish and Finnish metal and engineering industries one quarter ahead is discussed. A practical way of making use of the predictive information in the answers of the quarterly business survey is presented which is based on the application of the Kalman filter. It is found that the most informative questions of the business survey from the point of view of forecasting are different in the two countries. However, for both Sweden and Finland, the improvement in prediction accuracy after taking account of relevant business survey information is significant when the precision of autoprojective forecasts is used as a baseline.
Forecasting quarterly data using monthly information
Authors: Rathjens Peter , Robins Russell P. 
Published: July 2007

AbstractThere are occasions when researchers are interested in quarterly forecasts of variables that are released at higher frequencies. In these situations it is common for researchers to convert from the higher frequency to the lower frequency by some method, such as averaging or stock‐end, and then to model the low‐frequency data. This paper shows how to improve quarterly forecasts by using within‐quarter variations of monthly data. We compare the one‐step‐ahead and multi‐step‐ahead forecasts for real GNP generated using our approach with those of Fair and Shiller (1990). Our model is extremely simple and, yet, or perhaps because of, produces a lower RMSE than any model in Fair and Shiller (1990).
Assessing inefficiency in the s&p 500 futures market
Authors: Farrell C. H. , Olszewski E. A. 
Published: July 2007

AbstractWe analyse the price movement of the S&P 500 futures market for violations of the efficient market hypothesis on a short‐term basis. To assess market inefficiency we construct a model and find that the returns, i.e. the difference in the logarithm of closing prices on consecutive days, exhibit the usual conditional heteroscedasticity behaviour typical of long series of financial data. To account for this non‐linear behaviour we scale the returns by a volatility factor which depends on the daily high, low, and closing price. The rescaled series, which may be interpreted as the trend‐countertrend component of the time series, is modelled using Box and Jenkins techniques. The resulting model is an ARMA(1,1). The scale factors are assumed to form a time series and are modelled using a semi‐non‐parametric method which avoids the restrictive assumptions of most ARCH or GARCH models. Using the combined model we perform 1000 simulations of market data, each simulation comprising 250 days (approximately one year). We then formulate a naive trading strategy which is based on the ratio of the one‐day‐ahead expected return to its one‐day‐ahead expected conditional standard deviation. The trading strategy has four adjustable parameters which are set to maximize profits for the simulation data. Next, we apply the trading strategy to one year of recent out‐of‐sample data. Our conclusion is that the S&P 500 futures market exhibits only slight inefficiencies, but that there exist, in principle, better trading strategies which take account of risk than the benchmark strategy of buy‐and‐hold. We have also constructed a linear model for the return series. Using the linear model, we have simulated returns and determined the optimum values for the adjustable parameters of the trading strategy. In this case, the optimum trading strategy is the same as the benchmark strategy, buy‐and‐hold. Finally, we have compared the profitability of the optimized trading strategy, based on the non‐linear model, to three ad hoc trading strategies using the out‐of‐sample data. The three ad hoc strategies are more profitable than the optimized strategy.
Forecasting marginal costs of a multiple‐output production technology
Authors: Lady George M. , Moody Carlisle E. 
Published: July 2007

AbstractThis paper presents the results of fitting a scaled translog restricted profit function to ‘pseudo’‐data formed by repeated runs of a large linear programming model of domestic and international refining. The translog approximation is designed to estimate the marginal cost of producing eight petroleum products given the amounts of each product demanded and the price of crude oil. We test the model against out‐of‐sample data from the refinery model and historical data. The model is used in the US Department of Energy's Annual Energy Outlook forecasting system.
Forecasting the business cycle without using minimum autocorrelation factors
Authors: Löfgren Karl‐Gustaf , Ranneby Bo , Sjöstedt Sara 
Published: July 2007

AbstractWe introduce a forecasting technique based on multivariate ideas previously applied in remote sensing. The approach has the trivial but nonetheless fundamental purpose of dividing the information inherent in the time series into important and unimportant. Important information is used for forecasting purposes while the unimportant is discarded. Although related to vector autoregression, giving asymptotically the same estimates, there are reasons to believe that the approach gives better precision of parameter estimates for finite samples as well as more precise predictions.
On the limitations of comparing mean square forecast errors
Authors: Clements Michael P. , Hendry David F. 
Published: July 2007

AbstractLinear models are invariant under non‐singular, scale‐preserving linear transformations, whereas mean square forecast errors (MSFEs) are not. Different rankings may result across models or methods from choosing alternative yet isomorphic representations of a process. One approach can dominate others for comparisons in levels, yet lose to another for differences, to a second for cointegrating vectors and to a third for combinations of variables. The potential for switches in ranking is related to criticisms of the inadequacy of MSFE against encompassing criteria, which are invariant under linear transforms and entail MSFE dominance. An invariant evaluation criterion which avoids misleading outcomes is examined in a Monte Carlo study of forecasting methods.
On the limitations of comparing mean square forecast errors: A reply
Authors: Clements Michael P. , Hendry David F. 
Published: July 2007

AbstractWe are grateful to the twelve discussants for their many insightful and constructive comments on our paper, although we are surprised by both the number of discussants and their near unanimity that the paper was ‘provocative’. We have organized our reply under seven headings, concerned, respectively, with method comparison versus model comparison; the role of the forecast horizon; the choice of loss function; the GFESM measure; the choice of information set; truth versus congruence; and the issue of testing versus comparisons.
Use and misuse of unobserved components in economic forecasting
Authors: Maravall Agustín 
Published: July 2007

AbstractThe paper deals with unobserved components in economic time series within a general model‐based approach. The component, its final estimator, and the preliminary one (which also includes the forecast) are seen to follow different ARIMA models, which can be expressed in terms of the series innovations. Analytical expressions are derived for the different types of associated errors. Two applications are presented. The first shows how the use of unobserved components can increase substantially forecasting precision, and how the model‐based approach can rigorously answer questions of applied concern. The second application illustrates the dangers of using unobserved components in some macroeconomic models. It is first shown how unobserved component estimators, such as a series seasonally adjusted with XII or with a model‐based procedure, will most likely be non‐invertible, and hence invertible models (for example, a VAR model) are not appropriate for them. Second, the recent Stock and Watson model aimed at forecasting recessions is used to illustrate how probabilities computed over the distribution of the component, of its final estimator, and of its preliminary one will be poor estimators of each other. As a consequence, the recession forecasts will be systematically biased.
Are economic forecasts valuable?
Authors: Stekler H. O. 
Published: July 2007

AbstractA previous study questioned whether the published forecasts of one forecasting organization were valuable to users. A forecast was considered valuable if it differed significantly from a naive model in the sense of predicting the direction of change. The results indicated that it was not possible to show that the one‐quarter‐ahead predictions were valuable. However, the current‐quarter forecasts were valuable. This paper examines whether the results are robust. The forecasts of two additional organizations were examined and the time period was extended. The results are generally robust.
The long run, causality, and forecasting in the advertising‐sales relationship
Authors: Zanias George P. 
Published: July 2007

AbstractCo‐integration analysis is used in a study of the advertising and sales relationship using the Lydia Pinkham data set. The series are shown to have a valid long‐run relationship while Granger‐causality runs in both directions. The latter is found by using a causality test involving the co‐integration restrictions which seem to constitute a crucial part of such tests in the case of co‐integrated variables. A comparison with previous models shows that forecasting co‐integrated series is more accurate with error‐correction systems, especially in the case of multi‐step forecasting.
A state space approach to forecasting the final vintage of revised data with an application to the index of industrial production
Authors: Patterson K. D. 
Published: July 2007

AbstractThere is considerable interest in the index of industrial production (IIP) as an indicator of the state of the UK's industrial base and, more generally, as a leading economic indicator. However, this index, in common with a number of key macroeconomic time series, is subject to revision as more information becomes available. This raises the problem of forecasting the final vintage of data on IIP. We construct a state space model to solve this problem which incorporates bias adjustments, a model of the measurement error process, and a dynamic model for the final vintage of IIP. Application of the Kalman filter produces an optimal forecast of the final vintage of data.
An accurate calibration method for a range finder based on a 3‐D model of the optical system
Authors: Ueshiba Toshio , Yoshimi Takashi , Oshima Masaki 
Published: July 2007

AbstractRange finding based on the projected light method is superior as a highly reliable means of obtaining dense three‐dimensional (3‐D) information about scenes. The use of this method, however, demands the development of an accurate calibration method.This paper proposes a method in which the optical system of the range finder is divided into the region surrounding the video camera and the region surrounding the light sources and rotational mirror, and calibration is by the method of least squares.The optical system is modeled in three dimensions and includes geometrical parameters not taken into account in earlier methods such as the torsion of the rotational axis of the mirror. Therefore, this method can be used with the camera and the light source located in any positions. In addition, only a calibration board with a reference pattern is used as a jig. Therefore, highly reliable results are obtained easily because no components other than those of the range finder intervene. This calibration method was applied to the multilight‐sources range finder developed by the authors to evaluate its accuracy and to verify its validity.
A segmentation method for composite text/graphics (halftone and continuous tone photographs) documents
Authors: Ohuchi Satoshi , Imao Kaoru , Yamada Wasaku 
Published: July 2007

AbstractWhen processing composite documents for digital copy machines and facsimile which contain a mixture of text, halftone and continuous tone photographs, ideally, the text portion can be separated from the graphics portion and more efficiently represented than the multi‐bit pixel bitmap graphics representation. The technique for realizing this necessarily requires very precise image segmentation technology so that both the text and image portions can be correctly separated and efficiently managed. In this paper, a new image segmentation algorithm called SPACE is presented. The main idea behind the method for segmenting text/graphics composite documents is based on a peak‐pixel method for detecting the halftone graphics and edge detection performed on a continuous black and white representation of the image. The results presented here are based on 64‐level gray‐scale, 400 dpi scanned images; but the segmentation method should also be applicable to color images and, as the image quality improves, the method becomes more effective.
Human reader: An advanced man‐machine interface based on human images and speech
Authors: Suenaga Yasuhito , Mase Kenji , Fukumoto Masaaki , Watanabe Yasuhiko 
Published: July 2007

AbstractThere have been many reports of concepts for outstanding interfaces combining language with nonverbal media such as facial expressions and gestures, but few attempts have been made to actually build and test such systems. The authors present a new configuration for a visual and audio media‐based human computer interface named “Human Reader” and report on the realization and experimental verification of a portion of the system. The visual component of the Human Reader configuration consists of a subsystem called Human Image Reader, which detects head movement through a Head Reader and hand movement through a Hand Reader, using multiple workstations. Three video cameras placed to the front, side, and overhead record the face and hand movements of the subject, whose head and hand movements are extracted and analyzed in real‐time. The voice is captured by a microphone from a voice recognition unit, which recognizes spoken commands. The image generation system CG Secretary presents an image with varied expressions on the workstation screen, with synchronized vocal output to create a more natural interface between human and computer. Head Reader enables workstation window switching, while Hand Reader enables the user to control electronic presentations. Both applications were tested with excellent results.