The methods that fueled the microscale revolution (top-down design/fabrication, combined with application of forces large enough to overpower stochasticity) constitute an approach that will not scale down to nanoscale systems. In contrast, in nanotechnology, we strive to embrace nature’s quite different paradigms to create functional systems, such as self-assembly to create structures, exploiting stochasticity, rather than overwhelming it, in order to create deterministic, yet highly adaptable, behavior. Nature’s approach, through billions of years of evolutionary development, has achieved self-assembling, self-duplicating, self-healing, adaptive systems. Compared to microprocessors, nature’s approach has achieved eight orders of magnitude higher memory density and three orders of magnitude higher computing capacity while utilizing eight orders of magnitude less power. Perhaps the most complex of functions, homeostatis by a biological cell – i.e., the regulation of its internal environment to maintain stability and function – in a fluctuating and unpredictable environment, emerges from the interactions between perhaps 50M molecules of a few thousand different types. Many of these molecules (e.g. proteins, RNA) are produced in the stochastic processes of gene expression, and the resulting populations of these molecules are distributed across a range of values. So although homeostasis is maintained at the system (i.e. cell) level, there are considerable and unavoidable fluctuations at the component (protein, RNA) level. While on at least some level, we understand the variability in individual components, we have no understanding of how to integrate these fluctuating components together to achieve complex function at the system level. This thesis will explore the regulation and control of stochasticity in cells. In particular, the focus will be on (1) how genetic circuits use noise to generate more function in less space; (2) how stochastic and deterministic responses are co-regulated to enhance function at a system level; and (3) the development of high-throughput analytical techniques that enable a comprehensive view of the structure and distribution of noise on a whole organism level.

Model diagnostics for normal and non-normal state space models is based on recursive residuals which are defined from the one-step ahead predictive distribution. Routine calculation of these residuals is discussed in detail. Various tools of diagnostics are suggested to check e.g. for wrong observation distributions and for autocorrelation. The paper also covers such topics as model diagnostics for discrete time series, model diagnostics for generalized linear models, and model discrimination via Bayes factors. (author's abstract) / Series: Forschungsberichte / Institut für Statistik

Accurate forecasting is a real problem at many companies and that includes Alfa Laval in Lund. Alfa Laval experiences problems forecasting for future raw material demand. Management is aware that the forecasting methods used today can be improved or replaced by others. A change could lead to better forecasting accuracy and lower errors which means less inventory, shorter cycle times and better customer service at lower costs. The purpose of this study is to analyze Alfa Laval’s current forecasting models for demand of raw material used for pressed plates, and then determine if other models are better suited for taking into consideration trends and seasonal variation.

We introduce a steepest-descent-like search algorithm for the design of Boolean functions, yielding multiple desirable cryptographic properties in their Walsh and autocorrelation spectra together. The algorithm finds some Boolean functions on 9, 10, 11, 13 variables with very good cryptographic properties unattained in the literature. More specifically, we have discovered 9-variable rotation symmetric Boolean functions (RSBFs) having nonlinearity of 241, which exceeds the bent concatenation bound and has remained as an open question in the literature for almost three decades. We have then shown that there is no RSBF having nonlinearity greater than 241, and that there are 8x189 many RSBFs having nonlinearity of 241, such that, among them there are only two that are different up to the affine equivalence. We also propose a generalization to RSBFs and dihedral symmetric Boolean functions (DSBFs), which improves the nonlinearity result of 9-variable Boolean functions to 242. Further, we classify all possible permutations (362, 880) on the input variables of 9-variable Boolean functions and find that there are only 30 classes, which are different with respect to the linear equivalence of invariant Boolean functions under some permutations. Some of these classes and their subsets yield new 9-variable Boolean functions having the nonlinearity of 242 with different autocorrelation spectra from those of the Boolean functions found in generalized RSBF and DSBF classes. Moreover, we have attained 13-variable balanced Boolean functions having nonlinearity of 4036 which is greater than the bent concatenation bound of 4032, and improves the recent result of 4034.

Count data are often encountered in manufacturing and service industries due to ease of data collection. These counts can be useful in process monitoring to detect shifts of a process from an in-control state to various out-of-control states. It is usually assumed that the observations are independent and identically distributed. However, in practice, observations may be autocorrelated and this may adversely affect the performance of the control charts developed under the assumption of independence. In this thesis, the cumulative sum (CUSUM) control chart for monitoring autocorrelated processes of counts is investigated. To describe the autocorrelation structure of counts, a Poisson integer-valued autoregressive moving average model of order 1, Poisson INAR(1), is employed. Changes in the process mean in both positive and negative directions are taken into account while designing the CUSUM chart. A trivariate Markov Chain approach is utilized for evaluating the performance of the chart.

In this paper, we investigate the problem of estimating the autocorrelation of squared returns modeled by diffusion processes with data observed at non-equi-spaced discrete times. Throughout, we will suppose that the stock price processes evolve in continuous time as the Heston-type stochastic volatility processes and the transactions arrive randomly according to a Poisson process. In order to estimate the autocorrelation at a fixed delay, the original non-equispaced data will be synchronized. When imputing missing data, we adopt the previous-tick interpolation scheme. Asymptotic property of the sample autocorrelation of squared returns based on the previous-tick synchronized data will be investigated. Simulation studies are performed and applications to real examples are illustrated.

<p>Accurate forecasting is a real problem at many companies and that includes Alfa Laval in Lund. Alfa Laval experiences problems forecasting for future raw material demand. Management is aware that the forecasting methods used today can be improved or replaced by others. A change could lead to better forecasting accuracy and lower errors which means less inventory, shorter cycle times and better customer service at lower costs.</p><p>The purpose of this study is to analyze Alfa Laval’s current forecasting models for demand of raw material used for pressed plates, and then determine if other models are better suited for taking into consideration trends and seasonal variation.</p>

Pine sandhill are integral pyrogenic communities in the southeastern United States. Though once widespread, habitat destruction, fire suppression and fragmentation have reduced the population to nearly 3%. It is important to learn as much as possible about these unique areas in order to implement best management practices to conserve and restore the existing populations of these communities. Fire is central to the maintenance of pine sandhill communities and two conceptual hypothesis regarding burn frequency have come to light in maintaining the unique species composition and richness of these areas. The first is the Intermediate Disturbance Hypothesis which suggests that intermediate fire regime maintains species diversity. The second is the Most Frequent Fire Hypothesis suggests that these areas should be burned as frequently as fuels allow. We used species area curves and species area relationships to answer the following questions about a pine sandhill community in the burn plot area of the University of South Florida Ecological Research Area (ERA). What are the patterns of species richness and how do they change with spatial scale? What are the factors contributing to the heterogeneity of this area and how much are they contributing? Do similarly burned areas have similar species composition? Do our results shed some light on the Intermediate Disturbance Hypothesis or Most Frequent Fire Hypothesis? We found that physical distance contributed more to species compositional and spatial patterns than burn regime or elevation, whose effects were small. On this particular scale, the results did not support either the Intermediate Disturbance Hypothesis or Most Frequent Fire Hypothesis, as acquisition rates of species in all burn regimes were quite similar. There was no obvious pattern of increased species richness with frequent or intermediate burning. Our results suggest a need for a dynamic plan for the conservation, preservation and management of pine sandhill communities. One must consider as many factors as possible when managing these lands, as every sandhill is unique. More research should be conducted on these ecologically sensitive and diminished areas in order to formulate best management practices to conserve, protect and restore pine sandhill in the southeastern United States.

Many databases involve ordered discrete responses in a temporal and spatial context, including, for example, land development intensity levels, vehicle ownership, and pavement conditions. An appreciation of such behaviors requires rigorous statistical methods, recognizing spatial effects and dynamic processes. This dissertation develops a dynamic spatial ordered probit (DSOP) model in order to capture patterns of spatial and temporal autocorrelation in ordered categorical response data. This model is estimated in a Bayesian framework using Gibbs sampling and data augmentation, in order to generate all autocorrelated latent variables. The specifications, methodologies, and applications undertaken here advance the field of spatial econometrics while enhancing our understanding of land use and air quality changes. The proposed DSOP model incorporates spatial effects in an ordered probit model by allowing for inter-regional spatial interactions and heteroskedasticity, along with random effects across regions (where "region" describes any cluster of observational units). The model assumes an autoregressive, AR(1), process across latent response values, thereby recognizing time-series dynamics in panel data sets. The model code and estimation approach is first tested on simulated data sets, in order to reproduce known parameter values and provide insights into estimation performance. Root mean squared errors (RMSE) are used to evaluate the accuracy of estimates, and the deviance information criterion (DIC) is used for model comparisons. It is found that the DSOP model yields much more accurate estimates than standard, non-spatial techniques. As for model selection, even considering the penalty for using more parameters, the DSOP model is clearly preferred to standard OP, dynamic OP and spatial OP models. The model and methods are then used to analyze both land use and air quality (ozone) dynamics in Austin, Texas. In analyzing Austin's land use intensity patterns over a 4-point panel, the observational units are 300 m × 300 m grid cells derived from satellite images (at 30 m resolution). The sample contains 2,771 such grid cells, spread among 57 clusters (zip code regions), covering about 10% of the overall study area. In this analysis, temporal and spatial autocorrelation effects are found to be significantly positive. In addition, increases in travel times to the region's central business district (CBD) are estimated to substantially reduce land development intensity. The observational units for the ozone variation analysis are 4 km × 4 km grid cells, and all 132 observations falling in the study area are used. While variations in ozone concentration levels are found to exhibit strong patterns of temporal autocorrelation, they appear strikingly random in a spatial context (after controlling for local land cover, transportation, and temperature conditions). While transportation and land cover conditions appear to influence ozone levels, their effects are not as instantaneous, nor as practically significant as the impact of temperature. The proposed and tested DSOP model is felt to be a significant contribution to the field of spatial econometrics, where binary applications (for discrete response data) have been seen as the cutting edge. The Bayesian framework and Gibbs sampling techniques used here permit such complexity, in world of two-dimensional autocorrelation. / text

This thesis presents an econometric methodology for analyzing the impact of market concentration (HHI) on the day rate prices paid by E&P operators for the lease of drilling rigs. It is an extension of the work of Lee (2008), ‘Measuring the Impact of Concentration in the Drilling Rig Market’. Specifically, the work entailed using a more detailed time series data than was initially used (quarterly), analyzing impact of concentration on day rate prices by water depth specification of drilling rigs, and accounting for the impact of autocorrelation on the analysis. The results for jack-ups, without adjustment for autocorrelation, supported the results of the prior study i.e. showing that increase in HHI causes rig day rate price increase. However, the results for semi-submersibles was inconclusive as it varied from region to region and also was contrary to the assumptions of positive relationships between HHI and day rate prices made in this study. These results imply that market concentration caused both price increase and decrease within the industry depending on whether it increased market power or increased cost efficiency and technological ability. / text