bluuebunny/crossref_metadata_2025_split huggingface dataset:
Untersuchung von pn‐Übergängen mit und ohne Oxidschicht mittels Elektronenspiegelmikroskopie in Schattenabbildung
Authors: Becherer G. , Gradewald R. , Kuhlmann F. , Lieckfeldt P. 
Published: July 2007

AbstractFür die Abbildung der Proben setzt die Kontrastübersteuerung eine Grenze, die theoretisch und durch Aufnahmen demonstriert wird. Der Kontrast der pn‐Übergänge mit Oxidschicht im Bild in Abhängigkeit von der Querspannung wird mit Fotometerkurven und durch Rechnung demonstriert. Es wird die Aufnahme einer kreisförmigen, positiven Aufladung gezeigt, deren Kontrast eine gute Übereinstimmung mit den Rechnungen von Lenz und Krimmel besitzt.
Verformungsinduzierte Martensitbildung in metastabilen austenitischen Stählen
Authors: Schumann H. 
Published: July 2007

AbstractDie Menge an verformungsinduziertem α‐Martensit hängt bei metastabilen austenitischen Stählen von der Stapelfehlerenergie ab. Liegt diese oberhalb von etwa 100 erg/cm2, so findet eine direkte γ → α‐Umwandlung statt, die wegen des komplizierten Schermechanismus bei der Umgitterung durch äußere Spannungen bzw. Deformationen quantitativ nicht oder nur geringfügig beeinflußt wird. In dem Maße, wie durch Zugabe bestimmter Legierungselemente, wie z. B. Chrom + Nickel, Chrom + Mangan oder Mangan + Kohlenstoff, die Stapelfehlerenergie erniedrigt wird, steigt die Neigung zur Bildung ausgedehnter Stapelfehler bzw. von hexagonalem ϵ‐Martensit und es läuft die indirekte γ → ϵ → α‐ bzw. γ → SF → α‐Umwandlung ab, wobei zwischen ϵ‐Martensit und Stapelfehlern nur ein gradueller Unterschied besteht. Wegen des einfachen Schermechanismus bei der γ/ϵ‐bzw. γ/SF‐Umwandlung begünstigen äußere Spannungen die indirekte Umwandlung beträchtlich, und es werden besonders in Kreuzungsbereichen von ϵ‐Platten oder Stapelfehlern, aber auch in deren Innern, Scherungen erzeugt, die Vorstufen oder Keime für die α‐Kristalle sind. Liegt die SFE unterhalb von etwa 20 erg/cm2, so wird eine 100%ige verformungsinduzierte α‐Martensitbildung möglich, sofern die thermodynamischen Stabilitätsverhältnisse dies zulassen.
Änderung von Verformungseigenschaften der intermetallischen Verbindung MgZn2 im Homogenitätsbereich
Authors: Eichler K. , Kubsch H. , Müller Th. , Paufler P. 
Published: July 2007

AbstractDer im Homogenitätsbereich der intermetallischen Verbindung MgZn2 beobachtete Effekt der Legierungsentfestigung erweist sich nach Vergleich mit Messungen der Versetzungsgeschwindigkeit und der Versetzungsdichte als durch Versetzungsdichteänderung hervorgerufen.
Aus flüssiger Phase abgeschiedene, dotierte VO2‐Schichten und deren Widerstands‐Temperatur‐Verhalten
Authors: Bruchlos H. , Ufert K.‐D. 
Published: July 2007

AbstractReine sowie aluminium‐ und wolframdotierte VO2‐Schichten wurden mit einem Flüssigphasenverfahren hergestellt. Das Widerstands‐Temperaturverhalten der Schichten wurde untersucht: Die VO2‐Schichten erreichen nahe die Qualität des einkristallinen Materials. Für die Wirksamkeit der Dotierung ist die Rekristallisation der VO2‐Schichten von entscheidender Bedeutung.
The Influence of the Hydrodynamic Environment on the Growth and the Formation of Liquid Inclusions in Large Potassium Dihydrogen Phosphate (KDP) Crystals
Authors: Janssen‐Van Rosmalen R. , van Der Linden W. H. , Dobbinga E. , Visser D. 
Published: July 2007

AbstractThe influence of the hydrodynamic environment on the growth phenomena of large potassium dihydrogen phosphate (KDP) crystals has been investigated in a three vessel system. Special attention was paid to the onset of inclusion formation. Flow visualization experiments carried out in a wind tunnel showed that the flow formed at the rear (downstream) faces of the crystal (i.e. the wake) is a more or less closed circulation system. It appeared that veils of liquid inclusions are not a result of starvation in the laminar boundary layer, as suggested before, but of depletion in the closed wake at the rear.
On the chemical transport of some niobium oxides with TeCl4 (II). The transport behaviour of the equilibrium NbO2.417 to NbO2.5
Authors: Ritschel M. , Oppermann H. , Mattern N. 
Published: July 2007

AbstractA report is given on the transport behaviour of the equilibrium phases NbO2.417 to NbO2.483 and of niobium pentoxide during chemical transport with TeCl4. – It became apparent that phase‐pure NbO2.417 and Nb2O5 are deposited from the investigated equilibrium phases. Chemical transport of the phases NbO2.453 to NbO2.483 produces a mixture of several phases. This indicates a strong inhibition of the equilibration in the starting solid. Chemical transport of the niobium pentoxide caused the deposition of monocrystals of the upper and lower phase boundary. The experimental behaviour agrees very well with the calculated results. Monocrystals of the niobium pentoxide forms H, M, N, B and P are deposited in a well identifiable manner by variation of the temperatures (T2, T1).
Studies of helical dislocations, polygonization and pile‐ups of dislocations in magnesium orthosilicate single crystals
Authors: Desai C. C. , John V. 
Published: July 2007

Abstract(010) cleavages of magnesium orthosilicate crystals have been etched in concentrated hydrochloric acid and in its vapour at room temperature and also in the melts of sodium and potassium hydroxides at 400 °. Evidences of helical dislocations with their axes along [100] and [001] directions as revealed by etching is reported. Observations of polygonizations and pile‐ups of dislocations are described and the implications are discussed.
Paramagnetic centres in X‐irradiated LiNaSO4 single crystals
Authors: Alybakov A. A. , Bujko V. M. , Sharsheev K. 
Published: July 2007

AbstractThe EPR and optical absorption spectra of paramagnetic centers produced by X‐irradiation in LiNaSO4 single crystals were investigated. 7 EPR lines are observed at room temperature and 6 more lines – at LNT. The angular dependences of line positions at LNT are studied and the principal g‐factor values are defined. The comparison with published data permitted to assign six the most anisotropic lines to ion‐radical SO with different orientations in the lattice; two lines to ion‐radical SO; slightly anisotropic doublet line – to O ozonide ion; isotropic line with g = 2.	0045 – to ion radical SO.
Etching and kinetics of dissolution of Mo1−x WxSe2 single crystals
Authors: Agarwal M. K. , Wani P. A. , Patel J. V. 
Published: July 2007

AbstractThe dislocation etchant has been established for single crystals of Mo1−xWxSe2 system. Effect of concentration of an etchant on the etch rate has been discussed. The morphology of etch pits is also described. The etch activation energies for all the compositions of these crystals for a particular concentration (7 N) of an etchant has been found out. The etch activation energies for a particular composition (x = 0.4) of crystals with different concentrations of an etchant have been investigated and the results have been discussed.
Heterogeneous nucleation in PbTe alloys
Authors: Kanter Yu. O. 
Published: July 2007

AbstractNucleation of PbTe crystals on the oxide surface has been investigated by the method of statistical thermal analysis. The “aftermelting” point of crystalline lead tellurium on the quartz surface may be found from the dependence of melt supercooling on initial overheating. Correlations between the substrate conductivity and maximum supercooling indicate that the electrostatic contribution to the total interfacial energy may be considerable.
Monitoring and adjusting forecasts in the presence of additive outliers
Authors: Hillmer Steven 
Published: July 2007

AbstractThe effect of an additive outlier upon the accuracy of forecasts derived from extrapolative methods is investigated. It is demonstrated that an outlier affects not only the accuracy of the forecasts at the time of occurrence but also subsequent forecasts. Methods to adjust for additive outliers are discussed. The results of the paper are illustrated with two examples.
A unified view of statistical forecasting procedures
Authors: Harvey A. C. 
Published: July 2007

AbstractA large number of statistical forecasting procedures for univariate time series have been proposed in the literature. These range from simple methods, such as the exponentially weighted moving average, to more complex procedures such as Box–Jenkins ARIMA modelling and Harrison–Stevens Bayesian forecasting. This paper sets out to show the relationship between these various procedures by adopting a framework in which a time series model is viewed in terms of trend, seasonal and irregular components. The framework is then extended to cover models with explanatory variables. From the technical point of view the Kalman filter plays an important role in allowing an integrated treatment of these topics.
Theory and practice of multivariate arma forecasting
Authors: Riise Trond , Tjozstheim Dag 
Published: July 2007

AbstractWe compare univariate and multivariate forecasts based on ARMA models. In theory we cannot do worse by using a multivariate model instead of a univariate one, but we can risk getting no improvement. Conditions for no improvements are discussed as well as cases where large improvements occur. The effect of estimated parameters is examined and found to be small granted that a good method of estimation is used. However, multivariate models could be very sensitive to structural changes. This is illustrated via an example involving monetary data, where the multivariate forecasts perform considerably worse than the univariate ones. This seems to put a limitation on the use of multivariate ARMA forecasting models.
A comparative evaluation of objective and subjective weather forecasts in the united states
Authors: Murphy Allan H. , Brown Barbara G. 
Published: July 2007

AbstractThis paper is concerned primarily with the evaluation and comparison of objective and subjective weather forecasts. Operational forecasts of three weather elements are considered: (1) probability forecasts of precipitation occurrence, (2) categorical (i.e. non‐probabilistic) forecasts of maximum and minimum temperatures and (3) categorical forecasts of cloud amount. The objective forecasts are prepared by numerical‐statistical procedures, whereas the subjective forecasts are based on the judgements of individual forecasters. In formulating the latter, the forecasters consult information from a variety of sources, including the objective forecasts themselves. The precipitation probability forecasts are found to be both reliable and skilful, and evaluation of the temperature/cloud amount forecasts reveals that they are quite accurate/skilful. Comparison of the objective and subjective forecasts of precipitation occurrence indicates that the latter are generally more skilful than the former for shorter lead times (e.g. 12–24 hours), whereas the two types of forecasts are of approximately equal skill for longer lead times (e.g. 36–48 hours). Similar results are obtained for the maximum and minimum temperature forecasts. Objective cloud amount forecasts are more skilful than subjective cloud amount forecasts for all lead times. Examination of trends in performance over the last decade reveals that both types of forecasts for all three elements increased in skill (or accuracy) over the period, with improvements in objective forecasts equalling or exceeding improvements in subjective forecasts. The role and impact of the objective forecasts in the subjective weather forecasting process are discussed in some detail. The need to conduct controlled experiments and other studies of this process, with particular reference to the assimilation of information from different sources, is emphasized. Important characteristics of the forecasting system in meteorology are identified, and they are used to describe similarities and differences between weather forecasting and forecasting in other fields. Acquisition of some of these characteristics may be beneficial to other forecasting systems.
Exponential smoothing: The state of the art
Authors: Gardner Everette S. 
Published: July 2007

AbstractThis paper is a critical review of exponential smoothing since the original work by Brown and Holt in the 1950s. Exponential smoothing is based on a pragmatic approach to forecasting which is shared in this review. The aim is to develop state‐of‐the‐art guidelines for application of the exponential smoothing methodology. The first part of the paper discusses the class of relatively simple models which rely on the Holt‐Winters procedure for seasonal adjustment of the data. Next, we review general exponential smoothing (GES), which uses Fourier functions of time to model seasonality. The research is reviewed according to the following questions. What are the useful properties of these models? What parameters should be used? How should the models be initialized? After the review of model‐building, we turn to problems in the maintenance of forecasting systems based on exponential smoothing. Topics in the maintenance area include the use of quality control models to detect bias in the forecast errors, adaptive parameters to improve the response to structural changes in the time series, and two‐stage forecasting, whereby we use a model of the errors or some other model of the data to improve our initial forecasts. Some of the major conclusions: the parameter ranges and starting values typically used in practice are arbitrary and may detract from accuracy. The empirical evidence favours Holt's model for trends over that of Brown. A linear trend should be damped at long horizons. The empirical evidence favours the Holt‐Winters approach to seasonal data over GES. It is difficult to justify GES in standard form–the equivalent ARIMA model is simpler and more efficient. The cumulative sum of the errors appears to be the most practical forecast monitoring device. There is no evidence that adaptive parameters improve forecast accuracy. In fact, the reverse may be true.
A comparison of adaptive structural forecasting methods for electricity sales
Authors: Engle Robert F. , Brown Scott J. , Stern Gary 
Published: July 2007

AbstractThis paper presents the results of a study to determine whether new forecasting technologies might be of use to electric utilities for sales forecasting up to 3 years into the future. The methods considered included ordinary least squares on dynamic structural models, autocorrelated error models, adaptive variance and adaptive parameter models. Overall, the more adaptive models performed best, but most of the methods proved vastly superior to simple least squares models which do not take dynamics into account.
Forecasting economic time series that require a power transformation: Case of state tax receipts
Authors: Nazmi Nader , Leuthold Jane H. 
Published: July 2007

AbstractIn this study, time series analysis is applied to the problem of forecasting state income tax receipts. The data series is of special interest since it exhibits a strong trend with a high multiplicative seasonal component. An appropriate model is identified by simultaneous estimation of the parameters of the power transformation and the ARMA model using the Schwarz (1978) Bayesian information criterion. The forecasting performance of the time series model obtained from this procedure is compared with alternative time series and regression models. The study illustrates how an information criterion can be employed for identifying time series models that require a power transformation, as exemplified by state tax receipts. It also establishes time series analysis as a viable technique for forecasting state tax receipts.
Diffusion of new products in risk‐sensitive markets
Authors: Oren Shmuel S. , Schwartz Rick G. 
Published: July 2007

AbstractDiffusion of new products may be deterred by consumers' uncertainties about how they will perform. This paper introduces a decision‐theoretic framework for modeling the diffusion of consumables, in which consumers choose between a current and new product so as to maximize expected utility. Consumers that are sufficiently risk‐averse delay adoption, and change their prior uncertainties in a Bayesian fashion using information generated by early adopters. Under certain assumptions about the underlying consumer choice process and the market dynamics, the result is logistic growth in the share of consumers that choose the new product. The model can be generalized by allowing for consumer heterogeneity with respect to performance of the new product. The paper concludes with a discussion of applications for market forecasting, design of market trials and other extensions.
Recursive estimation and forecasting of non‐stationary time series
Authors: Ng C. N. , Young P. C. 
Published: July 2007

AbstractThe paper presents a unified, fully recursive approach to the modelling and forecasting of non‐stationary time‐series. The basic time‐series model, which is based on the well‐known ‘component’ or ‘structuraL’ form, is formulated in state‐space terms. A novel spectral decomposition procedure, based on the exploitation of recursive smoothing algorithms, is then utilized to simplify the procedures of model identification and estimation. Finally, the fully recursive formulation allows for conventional or self‐adaptive implementation of state‐space forecasting and seasonal adjustment. Although the paper is restricted to the consideration of univariate time series, the basic approach can be extended to handle explanatory variables or full multivariable (vector) series.
Method and situational factors in sales forecast accuracy
Authors: Thomas Robert J. 
Published: July 2007

AbstractIn this study the interaction of forecasting method (econometric versus exponential smoothing) and two situational factors are evaluated for their effects upon accuracy. Data from two independent sets of ex ante quarterly forecasts for 19 classes of mail were used to test hypotheses. Counter to expectations, the findings revealed that forecasting method did not interact with the forecast time horizon (short versus long term). However, as hypothesized, forecasting method interacted significantly with product/market definition (First Class versus other mail), an indicator of buyer sensitivity to marketing/environmental changes. Results are discussed in the context of future research on forecast accuracy.
Generalized exponential growth models a bayesian approach
Authors: Migon Helio S. , Gamerman Dani 
Published: July 2007

AbstractA broad class of normal and non‐normal models for processes with non‐negative and non‐decreasing mean function is presented. This class is called exponential growth models and the inferential procedure is based on dynamic Bayesian forecasting techniques. The aim is to produce the analysis on the original variable avoiding transformation and giving to the practitioner the opportunity to communicate easily with the model. This class of models includes the well‐known exponential, logistic and Gompertz models. Models for counting data are compared with the Normal models using the appropriate variance law. In the examples, the novel aspects of this class of models are illustrated showing an improved performance over simple, standard linear models.
A bayesian decision approach to model monitoring and cusums
Authors: Harrison P. J. , Veerapen P. P. 
Published: July 2007

AbstractCumulative Sum techniques are widely used in quality control and model monitoring. A single‐sided cusum may be regarded essentially as a sequence of sequential tests which, in many cases, such as those for the Exponential Family, is equivalent to a Sequence of Sequential Probability Ratio Tests. The relationship between cusums and Bayesian decisions is difficult to establish using conventional methods. An alternative approach is proposed which not only reveals a relation but also offers a very simple formulation of the decision process involved in model monitoring. This is first illustrated for a Normal mean and then extended to other important practical cases including Dynamic Models. For V‐mask cusum graphs a particular feature is the interpretation of the distance of the V vertex from the latest plotted point in terms of the prior precision as measured in ‘equivalent’ observations.
On robust estimation of threshold autoregressions
Authors: Chan Wai‐Sum , Cheung Siu‐Hung 
Published: July 2007

AbstractWe investigate the effects of additive outliers on the least squares (LS) estimation of threshold autoregressive models. The class of generalized‐M (GM) estimates for linear time series is modified and applied to non‐linear threshold processes. A Monte Carlo experiment is carried out to study the robust properties of these estimates. Their relative forecasting performances are also examined. The results indicate that the GM method is preferable to the LS estimation when the observations are contaminated by additive outliers. A real example is also given to illustrate the proposed method.
Quarterly liverpool model with current partial information: An exercise in forecasting
Authors: Matthews K. G. P. , Minford A. P. L. , Blackman S. C. 
Published: July 2007

AbstractThis paper applies an algorithm for the solution of partial current information in rational expectation models to the quarterly Liverpool macroeconomic model of the U.K. The algorithm is shown to produce marginally superior results in forecasts both in ex‐post and ex‐ante forecasts and can be viewed as an additional tool for the forecaster's kit‐bag.
Professional economic forecasts: Are they worth their costs?
Authors: Leitch Gordon , Ernesttanner J. 
Published: July 2007

AbstractMost economic forecast evaluations dating back 20 years show that professional forecasters add little to the forecasts generated by the simplest of models. Using various types of forecast error criteria, these evaluations usually conclude that the professional forecasts are little better than the no‐change or ARIM A type forecast. It is our contention that this conclusion is mistaken because the conventional error criteria may not capture why forecasts are ma& or how they are used. Using forecast directional accuracy, the criterion which has been found to be highly correlated with profits in an interest rate setting, we find that professional GNP forecasts dominate the cheaper alternatives. Moreover, there appears to be no systematic relationship between this preferred criterion and the error measures used in previous studies.
Modeling multivariate co integrated systems: Insights from non‐linear dynamics
Authors: Pinder Jonathan P. , Shoesmith Gary L 
Published: July 2007

AbstractJohansen's test for co integration is applied to Litterman's original six‐variable Bayesian vector auto regression (BVAR) model to obtain vector error correction mechanism (VECM) and Bayesian error correction (BECM) versions of the model. The Brock, Dechert, and Scheinkman (BDS) test for independence from the non‐linear dynamics literature is then applied to the error structures of each estimated equation of the BECM and VECM models, plus two BVAR versions of the model. The results show that none of the models produce independent and identically distributed (IID) errors for all six equations. However, the BDS results suggest the elimination of the Bayesian prior from the BECM model, given that the univariate VECM errors are IID in five equations, compared to only two or three equations under the three Bayesian restricted models. These results combined with previous evidence regarding the superior forecasting performance of BECM over ECM models suggest future experimentation with less restrictive BVAR priors, BECM models corrected for heteroscedasticity, or hybrid specifications based on the nonlinear dynamics literature.