In this paper we consider a CHARME Model, a class of generalized mixture of nonlinear nonparametric AR-ARCH time series. We apply the theory of Markov models to derive asymptotic stability of this model. Indeed, the goal is to provide some sets of conditions under which our model is geometric ergodic and therefore satisfies some mixing conditions. This result can be considered as the basis toward an asymptotic theory for our model.
We consider a generalized mixture of nonlinear AR models, a hidden Markov model for which the autoregressive functions are single layer feedforward neural networks. The non trivial problem of identifiability, which is usually postulated for hidden Markov models, is addressed here.
We consider the problem of estimating the conditional quantile of a time series at time \(t\) given observations of the same and perhaps other time series available at time \(t-1\). We discuss sieve estimates which are a nonparametric versions of the Koenker-Bassett regression quantiles and do not require the specification of the innovation law. We prove consistency of those estimates and illustrate their good performance for light- and heavy-tailed distributions of the innovations with a small simulation study. As an economic application, we use the estimates for calculating the value at risk of some stock price series.
While in classical scheduling theory the locations of machines are assumed to be fixed we will show how to tackle location and scheduling problems simultaneously. Obviously, this integrated approach enhances the modeling power of scheduling for various real-life problems. In this paper, we present in an exemplary way theory and a solution algorithm for a specific type of a scheduling and a rather general, planar location problem, respectively. More general results and a report on numerical tests will be presented in a subsequent paper.
This paper deals with the problem of determining the sea surface topography from geostrophic flow of ocean currents on local domains of the spherical Earth. In mathematical context the problem amounts to the solution of a spherical differential equation relating the surface curl gradient of a scalar field (sea surface topography) to a surface divergence-free vector field(geostrophic ocean flow). At first, a continuous solution theory is presented in the framework of an integral formula involving Green’s function of the spherical Beltrami operator. Different criteria derived from spherical vector analysis are given to investigate uniqueness. Second, for practical applications Green’s function is replaced by a regularized counterpart. The solution is obtained by a convolution of the flow field with a scaled version of the regularized Green function. Calculating locally without boundary correction would lead to errors near the boundary. To avoid these Gibbs phenomenona we additionally consider the boundary integral of the corresponding region on the sphere which occurs in the integral formula of the solution. For reasons of simplicity we discuss a spherical cap first, that means we consider a continuously differentiable (regular) boundary curve. In a second step we concentrate on a more complicated domain with a non continuously differentiable boundary curve, namely a rectangular region. It will turn out that the boundary integral provides a major part for stabilizing and reconstructing the approximation of the solution in our multiscale procedure.
Nowadays, accounting, charging and billing users' network resource consumption are commonly used for the purpose of facilitating reasonable network usage, controlling congestion, allocating cost, gaining revenue, etc. In traditional IP traffic accounting systems, IP addresses are used to identify the corresponding consumers of the network resources. However, there are some situations in which IP addresses cannot be used to identify users uniquely, for example, in multi-user systems. In these cases, network resource consumption can only be ascribed to the owners of these hosts instead of corresponding real users who have consumed the network resources. Therefore, accurate accountability in these systems is practically impossible. This is a flaw of the traditional IP address based IP traffic accounting technique. This dissertation proposes a user based IP traffic accounting model which can facilitate collecting network resource usage information on the basis of users. With user based IP traffic accounting, IP traffic can be distinguished not only by IP addresses but also by users. In this dissertation, three different schemes, which can achieve the user based IP traffic accounting mechanism, are discussed in detail. The inband scheme utilizes the IP header to convey the user information of the corresponding IP packet. The Accounting Agent residing in the measured host intercepts IP packets passing through it. Then it identifies the users of these IP packets and inserts user information into the IP packets. With this mechanism, a meter located in a key position of the network can intercept the IP packets tagged with user information, extract not only statistic information, but also IP addresses and user information from the IP packets to generate accounting records with user information. The out-of-band scheme is a contrast scheme to the in-band scheme. It also uses an Accounting Agent to intercept IP packets and identify the users of IP traffic. However, the user information is transferred through a separated channel, which is different from the corresponding IP packets' transmission. The Multi-IP scheme provides a different solution for identifying users of IP traffic. It assigns each user in a measured host a unique IP address. Through that, an IP address can be used to identify a user uniquely without ambiguity. This way, traditional IP address based accounting techniques can be applied to achieve the goal of user based IP traffic accounting. In this dissertation, a user based IP traffic accounting prototype system developed according to the out-of-band scheme is also introduced. The application of user based IP traffic accounting model in the distributed computing environment is also discussed.
Im Rahmen der vorliegenden Arbeit wurden pflanzliche Membranproteine mit strukturellen Ähnlichkeiten zu Anion:Cation-Symportern, insbesondere zu den Transportern der NaPi1- Familie aus Tieren untersucht. Neben den bereits bekannten Anion-Transporter (ANTR) aus Arabidopsis thaliana (ROTH et al., 2004) wurde in dieser Arbeit eine homologe Proteinfamilie aus Oryza sativa identifiziert. Dabei konnte die funktionelle Verwandtschaft der Proteine AtANTR5 aus A. thaliana und OsANTR5.1 aus O. sativa mittels Komplementation der antr5-Mutante nachgewiesen werden. Der Schwerpunkt der Arbeit lag in der Charakterisierung der physiologischen Bedeutung des AtANTR5-Proteins in der Phosphathomöostase, im Stickstoffstoffwechsel oder bei Pathogenbefall. Mittels GFP-Fusionsexperimenten konnte für AtANTR5 eine subzelluläre Lokalisierung im Golgi-Apparat festgestellt werden. Durch AtANTR5-Promotor-GUS-Pflanzen wurde die gewebe- und entwicklungsspezifische Expression des Membranproteins untersucht. AtANTR5 weist in den meisten Geweben eine sehr geringe Transkriptmenge auf und ist mittels GUS-Färbung nur in Pollen detektierbar. Dennoch ist das AtANTR5-Protein für die ganze Pflanze von essentieller Bedeutung, da eine Inaktivierung des Gen zu gravierenden phänotypischen Veränderungen, gekennzeichnet durch zwergenhaften Wuchs, eingerollten Blättern und Blattläsionen. Aufgrund der Ähnlichkeit zu tierischen Phosphattransportern, wurde zunächst der Einfluss von AtANTR5 auf die Phosphathomöostase in entsprechenden „knock out“-Mutanten untersucht. Es konnte jedoch keine Veränderungen im Phosphathaushalt festgestellt werden. Vielmehr weist die antr5-Mutante eine erhöhte Sensitivität gegenüber Aminosäuren, Ammonium und Salz auf. Offensichtlich ist die durch AtANTR5 Transportaktivität innerhalb des Golgi-Apparates von außerordentlichen Wichtigkeit für den pflanzlichen Stoffwechsel. Des weiteren konnte ein Zusammenhang zwischen AtANTR5 und Pathogenabwehr festgestellt werden. „Northern-Blot“-Analysen zeigten eine Induktion der AtANTR5-Expression als Antwort auf Pathogenbefall durch P. syringae. Zytologische sowie histochemische Analysen haben bei antr5-Pflanzen die Ausprägung zahlreicher Abwehrmechanismen, wie Ablagerungen von Callose in den Zellwänden, Akkumulation von phenolischen Metaboliten, Salizylsäure, PR Proteinen und Wasserstoffperoxid oder Absterben der Zellen, gezeigt. Weiterhin konnte eine erhöhte Resistenz der antr5-Pflanzen gegenüber dem Befall von P. syringae ermittelt werden. Durch die Expression des NahG-Gens in antr5-Mutanten konnte gezeigt werden, dass die Expression der PR-Gene Salizylsäure abhängig, das spontane Absterben der Zellen jedoch Salizylsäure unabhängig war. Dieses Befund lässt den Schluss zu, dass erhöhte SA-Akkumulation und die dadurch aktivierte Abwehr, sekundäre Effekte der AtANTR5-Inaktivierung darstellen.
Embedded systems are becoming more and more important in today’s life in many ways. They can be found in dishwashers, mobile phones, coffee machines, PDAs, etc. Although there is no common definition of what an embedded system is, it can be generally defined as a special-purpose information processing system, containing both: software and hardware. Embedded systems are integrated in a larger systems which interact with environment for achieving a set of predefined tasks or applications. In general, embedded systems are characterized by resources scarcity, among which energy is becoming more and more important (especially the energy consumed by the processor). The energy consumed by an embedded system is strongly influenced by the software running on it (the embedded software). That is why it is crucial to explore the software characteristics that have an influence on the energy consumption, and to understand how this influence could be represented. In order to realize this task, there is a need for the construction of a reliable measurement platform for energy consumption by embedded devices. The target of this work is to design and implement a framework for measuring energy consumption of embedded software. This framework is based on the XScale architecture, a popular Intel platform designed for energy aware applications. The framework has a software repository which contains a number of programs (user-defined) that are supposed to run on the mentioned platform. These program codes are the input of the framework. Automated measurements for energy consumption are performed on all programs for gathering the required information. In the context of this work, a first evaluation of the framework was performed to make an initial check its quality.
Calibration of robots has become a research field of great importance over the last decades especially in the field industrial robotics. The main reason for this is that the field of application was significantly broadened due to an increasing number of fully automated or robot assisted tasks to be performed. Those applications require significantly higher level of accuracy due to more delicate tasks that need to be fulfilled (e.g. assembly in the semiconductor industry or robot assisted medical surgery). In the past, (industrial) robot calibration had to be performed manually for every single robot under lab conditions in a long and cost intensive process. Expensive and complex measurement systems had to be operated by highly trained personnel. The result of this process is a set of measurements representing the robot pose in the task space (i.e. world coordinate system) and as joint encoder values. To determine the deviation, the robot pose indicated by the internal joint encoder values has to be compared to the physical pose (i.e. external measurement data). Hence, the errors in the kinematic model of the robot can be computed and therefore later on compensated. These errors are inevitable and caused by varying manufacturing tolerances and other sources of error (e.g. friction and deflection). They have to be compensated in order to achieve sufficient accuracy for the given tasks. Furthermore for performance, maintenance, or quality assurance reasons the robots may have to undergo the calibration process in constant time intervals to monitor and compensate e.g. ageing effects such as wear and tear. In modern production processes old fashioned procedures like the one mentioned above are no longer suitable. Therefore a new method has to be found that is less time consuming, more cost effective, and involves less (or in the long term even no) human interaction in the calibration process.