Monte Carlo Estimation of Heteroscedasticity and Periodicity Effects in a Panel Data Regression Model

This research attempts to investigate the effects of heteroscedasticity and periodicity in a Panel Data Regression Model (PDRM) by extending previous works on balanced panel data estimation within the context of fitting PDRM for Banks audit fee. The estimation of such model was achieved through the derivation of Joint Lagrange Multiplier (LM) test for homoscedasticity and zero-serial correlation, a conditional LM test for zero serial correlation given heteroscedasticity of varying degrees as well as conditional LM test for homoscedasticity given first order positive serial correlation via a two-way error component model. Monte Carlo simulations were carried out for 81 different variations, of which its design assumed a uniform distribution under a linear heteroscedasticity function. Each of the variation was iterated 1000 times and the assessment of the three estimators considered are based on Variance, Absolute bias (ABIAS), Mean square error (MSE) and the Root Mean Square (RMSE) of parameters estimates. Eighteen different models at different specified conditions were fitted, and the best-fitted model is that of within estimator when heteroscedasticity is severe at either zero or positive serial correlation value. LM test results showed that the tests have good size and power as all the three tests are significant at 5% for the specified linear form of heteroscedasticity function which established the facts that Banks operations are severely heteroscedastic in nature with little or no periodicity effects.

Malware Beaconing Detection by Mining Large-scale DNS Logs for Targeted Attack Identification

One of the leading problems in Cyber Security today is the emergence of targeted attacks conducted by adversaries with access to sophisticated tools. These attacks usually steal senior level employee system privileges, in order to gain unauthorized access to confidential knowledge and valuable intellectual property. Malware used for initial compromise of the systems are sophisticated and may target zero-day vulnerabilities. In this work we utilize common behaviour of malware called ”beacon”, which implies that infected hosts communicate to Command and Control servers at regular intervals that have relatively small time variations. By analysing such beacon activity through passive network monitoring, it is possible to detect potential malware infections. So, we focus on time gaps as indicators of possible C2 activity in targeted enterprise networks. We represent DNS log files as a graph, whose vertices are destination domains and edges are timestamps. Then by using four periodicity detection algorithms for each pair of internal-external communications, we check timestamp sequences to identify the beacon activities. Finally, based on the graph structure, we infer the existence of other infected hosts and malicious domains enrolled in the attack activities.

Electricity Load Modeling: An Application to Italian Market

Forecasting electricity load plays a crucial role regards decision making and planning for economical purposes. Besides, in the light of the recent privatization and deregulation of the power industry, the forecasting of future electricity load turned out to be a very challenging problem. Empirical data about electricity load highlights a clear seasonal behavior (higher load during the winter season), which is partly due to climatic effects. We also emphasize the presence of load periodicity at a weekly basis (electricity load is usually lower on weekends or holidays) and at daily basis (electricity load is clearly influenced by the hour). Finally, a long-term trend may depend on the general economic situation (for example, industrial production affects electricity load). All these features must be captured by the model. The purpose of this paper is then to build an hourly electricity load model. The deterministic component of the model requires non-linear regression and Fourier series while we will investigate the stochastic component through econometrical tools. The calibration of the parameters’ model will be performed by using data coming from the Italian market in a 6 year period (2007- 2012). Then, we will perform a Monte Carlo simulation in order to compare the simulated data respect to the real data (both in-sample and out-of-sample inspection). The reliability of the model will be deduced thanks to standard tests which highlight a good fitting of the simulated values.

Analysis of the Theoretical Values of Several Characteristic Parameters of Surface Topography in Rotational Turning

In addition to the increase of the material removal rate or surface rate, or the improvement of the surface quality, which are the main aims of the development of manufacturing technology, a growing number of other manufacturing requirements have appeared in the machining of workpiece surfaces. Among these it is becoming increasingly dominant to generate a surface topography in finishing operations which meets more closely the needs of operational requirements. These include the examination of the surface periodicity and/or ensuring that the twist-structure values are within the limits (or even preventing its occurrence) in specified cases such as on the sealing surfaces of rotating shafts or on the inside working surfaces of needle roller bearings. In the view of the measurement the twist has different parameters from surface roughness, which must be determined for the machining procedures. Therefore in this paper the alteration of the theoretical values of the parameters determining twist structure are studied as a function of the kinematic properties.

Almost Periodicity in a Harvesting Lotka-Volterra Recurrent Neural Networks with Time-Varying Delays

By using the theory of exponential dichotomy and Banach fixed point theorem, this paper is concerned with the problem of the existence and uniqueness of positive almost periodic solution in a delayed Lotka-Volterra recurrent neural networks with harvesting terms. To a certain extent, our work in this paper corrects some result in recent years. Finally, an example is given to illustrate the feasibility and effectiveness of the main result.

On One Mathematical Model for Filtration of Weakly Compressible Chemical Compound in the Porous Heterogeneous 3D Medium. Part I: Model Construction with the Aid of the Ollendorff Approach

A filtering problem of almost incompressible liquid chemical compound in the porous inhomogeneous 3D domain is studied. In this work general approaches to the solution of twodimensional filtering problems in ananisotropic, inhomogeneous and multilayered medium are developed, and on the basis of the obtained results mathematical models are constructed (according to Ollendorff method) for studying the certain engineering and technical problem of filtering the almost incompressible liquid chemical compound in the porous inhomogeneous 3D domain. For some of the formulated mathematical problems with additional requirements for the structure of the porous inhomogeneous medium, namely, its isotropy, spatial periodicity of its permeability coefficient, solution algorithms are proposed. Continuation of the current work titled ”On one mathematical model for filtration of weakly compressible chemical compound in the porous heterogeneous 3D medium. Part II: Determination of the reference directions of anisotropy and permeabilities on these directions” will be prepared in the shortest terms by the authors.

Approximation for Average Error Probability of BPSK in the Presence of Phase Error

Phase error in communications systems degrades error performance. In this paper, we present a simple approximation for the average error probability of the binary phase shift keying (BPSK) in the presence of phase error having a uniform distribution on arbitrary intervals. For the simple approximation, we use symmetry and periodicity of a sinusoidal function. Approximate result for the average error probability is derived, and the performance is verified through comparison with simulation result.

Investigation of Chaotic Behavior in DC-DC Converters

DC-DC converters are widely used in regulated switched mode power supplies and in DC motor drive applications. There are several sources of unwanted nonlinearity in practical power converters. In addition, their operation is characterized by switching that gives birth to a variety of nonlinear dynamics. DC-DC buck and boost converters controlled by pulse-width modulation (PWM) have been simulated. The voltage waveforms and attractors obtained from the circuit simulation have been studied. With the onset of instability, the phenomenon of subharmonic oscillations, quasi-periodicity, bifurcations, and chaos have been observed. This paper is mainly motivated by potential contributions of chaos theory in the design, analysis and control of power converters, in particular and power electronics circuits, in general.

Dynamic Action Induced By Walking Pedestrian

The main focus of this paper is on the human induced forces. Almost all existing force models for this type of load (defined either in the time or frequency domain) are developed from the assumption of perfect periodicity of the force and are based on force measurements conducted on rigid (i.e. high frequency) surfaces. To verify the different authors conclusions the vertical pressure measurements invoked during the walking was performed, using pressure gauges in various configurations. The obtained forces are analyzed using Fourier transformation. This load is often decisive in the design of footbridges. Design criteria and load models proposed by widely used standards and other researchers were introduced and a comparison was made.

Isotropic Stress Distribution in Cu/(001) Fe Two Sheets

The nanotechnology based on epitaxial systems includes single or arranged misfit dislocations. In general, whatever is the type of dislocation or the geometry of the array formed by the dislocations; it is important for experimental studies to know exactly the stress distribution for which there is no analytical expression [1, 2]. This work, using a numerical analysis, deals with relaxation of epitaxial layers having at their interface a periodic network of edge misfit dislocations. The stress distribution is estimated by using isotropic elasticity. The results show that the thickness of the two sheets is a crucial parameter in the stress distributions and then in the profile of the two sheets. A comparative study between the case of single dislocation and the case of parallel network shows that the layers relaxed better when the interface is covered by a parallel arrangement of misfit. Consequently, a single dislocation at the interface produces an important stress field which can be reduced by inserting a parallel network of dislocations with suitable periodicity.

On the Influence of Certain Natural Factors on the Sperm Quality and Sexual Behaviour of Rams

In the Northern hemisphere, sheep reproduction is seasonal (September-November). Among several natural factors influencing the reproduction status of rams, we studied the daylight length and temperature. Rams from different breeds were studied: Merinos de Palas (half-precocious), Karakul de Botosani (halfbelated) and Turcana (belated breed, low reproductive plasticity). In Merinos de Palas, ejaculate volume during sexual repose is 51.3% from normal quantity. When autumn climate was experimentally induced, ejaculate volume reached 98.45% (Merinos), 94.97% (Karakul) and 97.59% (Turcana). Semen density increased from 1.031-1.033 till 1.035 after exposition to artificial light and temperature conditions. Spermatozoids mobility and sperm pH improved, passing over 82% and 6.75, values identical to those in the natural reproduction season. Behaviour analysis after photoperiodicity indicated that over 83.3% Merinos and Karakul males and all Turcana rams exteriorised normal and intense sexual reflexes. Certain effort and reduced expenses brought rams in good condition, producing higher quantity and quality sperm.

A Novel Spectrum Sensing Scheme Based on Periodicity of DVB-T Pilot Signals

This paper proposes a novel spectrum sensing technique for the digital video broadcasting-terrestrial (DVB-T) systems, which utilizes the periodicity of pilot signals in the orthogonal frequency division multiplexing (OFDM) symbols. The proposed scheme can overcome the effect of the timing synchronization error by recorrelating the correlation values in the same sample distances. The numerical results demonstrate that the detection probability performance of the proposed scheme outperforms that of the conventional scheme when there exists a timing synchronization error.

Quantitative Estimation of Periodicities in Lyari River Flow Routing

The hydrologic time series data display periodic structure and periodic autoregressive process receives considerable attention in modeling of such series. In this communication long term record of monthly waste flow of Lyari river is utilized to quantify by using PAR modeling technique. The parameters of model are estimated by using Frances & Paap methodology. This study shows that periodic autoregressive model of order 2 is the most parsimonious model for assessing periodicity in waste flow of the river. A careful statistical analysis of residuals of PAR (2) model is used for establishing goodness of fit. The forecast by using proposed model confirms significance and effectiveness of the model.

Fourier Spectral Method for Analytic Continuation

The numerical analytic continuation of a function f(z) = f(x + iy) on a strip is discussed in this paper. The data are only given approximately on the real axis. The periodicity of given data is assumed. A truncated Fourier spectral method has been introduced to deal with the ill-posedness of the problem. The theoretic results show that the discrepancy principle can work well for this problem. Some numerical results are also given to show the efficiency of the method.

Optimal Preventive Maintenance of the Reserve Source in the Industrial Electric Network

The great majority of the electric installations belong to the first and second category. In order to ensure a high level of reliability of their electric system feeder, two power supply sources are envisaged, one principal, the other of reserve, generally a cold reserve (electric diesel group). The principal source being under operation, its control can be ideal and sure, however for the reserve source being in stop, a preventive maintenance-s which proceeds on time intervals (periodicity) and for well defined lengths of time are envisaged, so that this source will always available in case of the principal source failure. The choice of the periodicity of preventive maintenance of the source of reserve influences directly the reliability of the electric feeder system. On the basis of the semi-markovians processes, the influence of the periodicity of the preventive maintenance of the source of reserve is studied and is given the optimal periodicity.

Analysis of Precipitation Time Series of Urban Centers of Northeastern Brazil using Wavelet Transform

The urban centers within northeastern Brazil are mainly influenced by the intense rainfalls, which can occur after long periods of drought, when flood events can be observed during such events. Thus, this paper aims to study the rainfall frequencies in such region through the wavelet transform. An application of wavelet analysis is done with long time series of the total monthly rainfall amount at the capital cities of northeastern Brazil. The main frequency components in the time series are studied by the global wavelet spectrum and the modulation in separated periodicity bands were done in order to extract additional information, e.g., the 8 and 16 months band was examined by an average of all scales, giving a measure of the average annual variance versus time, where the periods with low or high variance could be identified. The important increases were identified in the average variance for some periods, e.g. 1947 to 1952 at Teresina city, which can be considered as high wet periods. Although, the precipitation in those sites showed similar global wavelet spectra, the wavelet spectra revealed particular features. This study can be considered an important tool for time series analysis, which can help the studies concerning flood control, mainly when they are applied together with rainfall-runoff simulations.

Algorithm for Reconstructing 3D-Binary Matrix with Periodicity Constraints from Two Projections

We study the problem of reconstructing a three dimensional binary matrices whose interiors are only accessible through few projections. Such question is prominently motivated by the demand in material science for developing tool for reconstruction of crystalline structures from their images obtained by high-resolution transmission electron microscopy. Various approaches have been suggested to reconstruct 3D-object (crystalline structure) by reconstructing slice of the 3D-object. To handle the ill-posedness of the problem, a priori information such as convexity, connectivity and periodicity are used to limit the number of possible solutions. Formally, 3Dobject (crystalline structure) having a priory information is modeled by a class of 3D-binary matrices satisfying a priori information. We consider 3D-binary matrices with periodicity constraints, and we propose a polynomial time algorithm to reconstruct 3D-binary matrices with periodicity constraints from two orthogonal projections.

Periodicity for a Semi–Ratio–Dependent Predator–Prey System with Delays on Time Scales

In this paper, the semi–ratio–dependent predator-prey system with nonmonotonic functional response on time scales is investigated. By using the coincidence degree theory, sufficient conditions for existence of periodic solutions are obtained.

A Model for Study of the Defects in Rolling Element Bearings at Higher Speed by Vibration Signature Analysis

The vibrations produced by a single point defect on various parts of the bearing under constant radial load are predicted by using a theoretical model. The model includes variation in the response due to the effect of bearing dimensions, rotating frequency distribution of load. The excitation forces are generated when the defects on the races strike to rolling elements. In case of the outer ring defect, the pulses generated are with periodicity of outer ring defect frequency where as for inner ring defect, the pulses are with periodicity of inner ring defect frequency. The effort has been carried out in preparing the physical model of the system. Different defect frequencies are obtained and are used to find out the amplitudes of the vibration due to excitation of the bearing parts. Increase in the radial load or severity of the defect produces a significant change in bearing signature characteristics.

Statistical Description in the Turbulent Near Wake of a Rotating Circular Cylinder

Turbulence studies were made in the wake of a rotating circular cylinder in a uniform free stream. The interest was to examine the turbulence properties at the suppression of periodicity in vortex formation process. An experimental study of the turbulent near wake of a rotating circular cylinder was made at a Reynolds number of 9000 for velocity ratios, λ between 0 and 2.7. Hot-wire anemometry and particle image velocimetry results indicate that the rotation of the cylinder causes significant changes in the vortical activities. The turbulence quantities are getting smaller as λ increases due to suppression of coherent vortex structures.