Showing papers by "James Taylor published in 2000"
TL;DR: In this paper, a new approach to estimating the conditional probability distribution of multi-period financial returns is presented, which is particularly important for risk management tools, such as Value-at-Risk models.
Abstract: This paper presents a new approach to estimating the conditional probability distribution of multiperiod financial returns. Estimation of the tails of the distribution is particularly important for risk management tools, such as Value-at-Risk models. Using daily exchange rates, a new approach is compared to GARCH-based quantile estimates. The results suggest that the new method offers a useful alternative for estimating the conditional density.
282 citations
TL;DR: It is shown that a practical approach to combining also requires a degree of judgement on the attributes of error specification, and that the properties of the individual forecast errors can strongly influence the characteristics of the combination's errors.
243 citations
TL;DR: A uniform gain approximation for calculating the double Rayleigh scatter (DRS) noise was shown to agree closely with the experiment in this paper, and a comparison was also made with the DRS noise from a dual-stage amplifier.
Abstract: Optical measurements of double Rayleigh scatter noise from fiber Raman amplifiers have been made using a modified time-domain extension method. A uniform gain approximation for calculating the double Rayleigh scatter (DRS) noise is shown to agree closely with the experiment. Comparison is also made with the DRS noise from a dual-stage amplifier.
106 citations
TL;DR: The evidence reviewed seems to suggest that dopamine acts, overall, to promote stimulus-induced responding for conditioned or reward-related stimuli by integrative actions at multiple forebrain sites, and the post-synaptic consequences of prolonged and supranormal dopaminergic activation need to be investigated.
Abstract: We have discussed the role of dopamine in modulating the interactions between cortical and striatal regions that are involved in behavioral regulation. The evidence reviewed seems to suggest that dopamine acts, overall, to promote stimulus-induced responding for conditioned or reward-related stimuli by integrative actions at multiple forebrain sites. It is thus not surprising that dopaminergic dysfunction has been implicated in a number of neuropsychiatric disorders that involve abnormal cognitive and affective function. Future studies aimed at pinpointing the precise anatomical sites of action and molecular mechanisms involved in dopaminergic transmission within the corticolimbic circuit are critical for trying to disentangle the cellular mechanisms by which dopamine exerts its actions. Moreover, the afferent control of dopamine neurons from brainstem and forebrain sites need to be fully explored in order to begin to understand what mechanisms are involved in regulating the dopaminergic response to stimuli with incentive value. Finally, the post-synaptic consequences of prolonged and supranormal dopaminergic activation need to be investigated in order to understand what persistent neuroadaptations result from chronic activation of this neuromodulatory system (e.g. in drug addiction). Answers to these sorts of questions will undoubtedly provide important insights into the nature of dopaminergic function in the animal and human brain.
97 citations
TL;DR: In this paper, the authors present long-term timing observations of four millisecond radio pulsars with the 305 m Arecibo and the 100 m Effelsberg radiotelescopes.
Abstract: We present long-term timing observations of four millisecond radio pulsars with the 305 m Arecibo and the 100 m Effelsberg radiotelescopes. Our analysis of the combined pulse time-of-arrival data from the two telescopes has led to improvements of the precision of timing parameter determination for all the four pulsars. A new, much more significant measurement of a third-order spin frequency derivative of PSR B1257+12 adds to the existing evidence that a fourth, distant planet may orbit this pulsar. Proper motions have been measured for PSR J1640+2224, PSR B1953+29, and PSR J2229+2643. The derived low transverse velocities of these objects agree with the kinematic characteristics of the observed millisecond pulsar population. Exceptionally low spindown rates of PSR J1640+2224 and PSR J2229+2634 have been used to derive useful limits on the initial spin periods of these objects and on the variation of the gravitational constant G.
59 citations
TL;DR: This paper investigates possible profiling improvements, and using a cubic smoothing spline in the heuristic leads to a slight improvement in day-ahead half-hourly demand forecasts.
Abstract: Day-ahead half-hourly demand forecasts are required for scheduling and for calculating the daily electricity pool price. One approach predicts turning points on the demand curve and then produces half-hourly forecasts by a heuristic procedure, called profiling, which is based on a past demand curve. This paper investigates possible profiling improvements. Using a cubic smoothing spline in the heuristic leads to a slight improvement. Often, several past curves could reasonably be used in the profiling method. Consequently, there are often several demand curve forecasts available. Switching and smooth transition forecast combination models are considered. These models enable the combining weights to vary across the 48 half-hours, which is appealing as different forecasts may be more suitable for different periods. Several criteria are used to control the changing weights, including weather, and the methodology is extended to the case of more than two forecasts. Empirical analysis gives encouraging results.
55 citations
TL;DR: In this sample, parents had more positive health beliefs about the ability of varicella vaccine to prevent rare complications than to save time lost from work, and these findings may help future interventions to increase the immunization rate againstvaricella.
Abstract: Objectives To evaluate parental health beliefs regarding the varicella vaccine and to identify potential areas for interventions designed to increase immunization against varicella. Setting Data were collected in the offices of pediatricians who are members of the Puget Sound Pediatric Research Network, a regional practice-based research group in the Seattle, Wash, area. Methods At the time of an office visit, parents were asked to complete a survey on the varicella vaccine. Respondents indicated level of agreement with 10 health belief statements regarding the immunization using a 6-point Likert scale from "completely agree" to "completely disagree"; responses were subsequently transformed to an ordinal scale from 1 to 6, with 6 corresponding to highly positive beliefs. A composite health belief score for each respondent was computed by averaging responses to all statements. Parents also were asked to indicate the level of influence of their child's pediatrician on their decision to use the varicella vaccine. Results A total of 598 surveys were completed. Generally, parents agreed that the vaccine was worthwhile even if the only benefit was preventing a rare complication. Conversely, the majority of parents disagreed that varicella vaccine was worthwhile if the only benefit was preventing lost time from work, and that the immunization was worthwhile even if immunity was not lifelong. Parents who indicated that their child's pediatrician's opinion significantly influenced their decision to use the vaccine had higher composite health belief scores than those who indicated less influence (median scores, 4.3 and 4.0, respectively; P Conclusions In this sample, parents had more positive health beliefs about the ability of varicella vaccine to prevent rare complications than to save time lost from work. These data also suggest that pediatricians can have an important role in increasing positive health beliefs about the vaccine. These findings may help future interventions to increase the immunization rate against varicella.
52 citations
TL;DR: In this article, a green laser source was demonstrated using a combination of laser-diode-seeded ytterbium fiber amplifier and quasi phase-matched second harmonic generation in periodically poled KTP.
49 citations
TL;DR: Using a supercontinuum fiber laser, the authors measured the dispersion of optical fiber over the 1.1-1.7μm spectral window in silica fiber. And they used a super-continuum laser to measure the optical fiber dispersion.
44 citations
TL;DR: The Princeton Mark IV instrument as discussed by the authors is an implementation designed for coherent-dedispersion pulsar observations, which includes corrections for the distortions caused by coarse quantization of the incoming signal, as well as algorithms that effectively excise both narrow-band and broadband radio frequency interference.
Abstract: ABSTRA C T Digital signal recorders are becoming widely used in several subfields of centimetrewavelength radio astronomy. We review the benefits and design considerations of such systems and describe the Princeton Mark IV instrument, an implementation designed for coherent-dedispersion pulsar observations. Features of this instrument include corrections for the distortions caused by coarse quantization of the incoming signal, as well as algorithms that effectively excise both narrow-band and broad-band radio frequency interference. Observations at 430 MHz, using the Mark IV system in parallel with a system using a 250-kHz filter bank and incoherent dedispersion, demonstrated timing precision improvement by a factor of 3 or better for typical millisecond pulsars.
TL;DR: The feasibility of high-average-power, wide ultraviolet wavelength-range fiber-based sources is evaluated and a visible fiber source based on a variable-pulse format seeded Yb-Er amplifier and frequency upconversion in periodically poled KTP is generated.
Abstract: We generated 56 mW of average power at 384 nm in periodically poled lithium tantalate by use of a visible fiber source based on a variable-pulse format seeded Yb–Er amplifier and frequency upconversion in periodically poled KTP. The feasibility of high-average-power, wide ultraviolet wavelength–range fiber-based sources is evaluated.
TL;DR: In this article, a Raman gain module compensating for both loss and dispersion of a 40 km standard telecommunication fiber span over the 1510-1565 nm band is reported.
Abstract: A Raman gain module compensating for both loss and dispersion of a 40 km standard telecommunication fibre span over the 1510-1565 nm band is reported. The optimised configuration ensures a low signal-spontaneous noise figure and negligible double-Rayleigh scattering noise. The high-gain margin of the amplifier makes it applicable for compensation of an 80 km span.
TL;DR: In this paper, a Raman fiber amplifier was used to compress 10 ps soliton pulses generated directly from an electroabsorption modulator-based source, which were then used in a fiber-optic amplifier to achieve a pulse duration tunable source of 10 ps at 10 GHz and average power up to 650 mW.
Abstract: Raman amplified 10 ps soliton pulses generated directly from an electroabsorption modulator based source have been adiabatically compressed in a Raman fibre amplifier, giving pulse duration tunable sources of 10 – 1 ps at 10 GHz and average powers up to 650 mW, dependent on the magnitude of the amplification.
07 Mar 2000
TL;DR: In this paper, the gain flattening of dual stage dual wavelength pumped fiber Raman amplifiers was reported, flattening the gain using long period fibre grating and a first order interferometric filter.
Abstract: We report the gain flattening of dual stage dual wavelength pumped fibre Raman amplifiers flattening the gain using long period fibre grating and a first order interferometric filter. A flattened gain of 60 nm and an average gain of 15.9 dB were achieved.
07 Mar 2000
TL;DR: In this article, a Raman gain module compensating for both loss and dispersion of a 40 km standard telecommunication fiber span over the 1510-1565 nm band is reported.
Abstract: Raman gain module compensating for both loss and dispersion of a 40 km standard telecommunication fiber span over the 1510-1565 nm band is reported. The optimized configuration ensures a low signal-spontaneous noise figure and negligible double Rayleigh scattering noise. The high gain margin of the amplifier makes it applicable for compensation of an 80 km span.
01 Jan 2000
TL;DR: The Opportunity Index for Site-Specific Crop Management (SSCM) as discussed by the authors is an attempt to provide a pragmatic solution to this problem, which is conditional on three components: i) the magnitude of variation (CVa) present in a yield map, relative to a given threshold; ii) the spatial structure (S) of yield variation relative to the minimum area within which variable-rate controllers can reliably operate; and iii) the economic and environmental benefit relative to uniform management.
Abstract: Many farmers are employing emerging technologies to characterise the variation in their production systems. The most common of these technologies are real-time yield sensors. Farmers, however, are often left wondering how the subsequent yield maps can be used to justify a change to a Precision Agriculture management philosophy. The Opportunity Index is an attempt to provide a pragmatic solution to this problem. The Opportunity Index for Site-Specific Crop Management (SSCM) is conditional on three components: i) the magnitude of variation (CVa) present in a yield map, relative to a given threshold; ii) the spatial structure (S) of yield variation, relative to the minimum area within which variable-rate controllers can reliably operate; and, iii) the economic and environmental benefit (E) of SCCM relative to uniform management. Methods for assessing the magnitude and spatial structure of variation in yield maps are proposed. These methods are then incorporated into an Opportunity Index to predict the potential for SSCM. Results are encouraging however further research especially into the economic and environmental impact of SSCM is required before the Opportunity Index can be considered complete.
TL;DR: In this article, the application of optimal reactive power flow (ORPF) to the New Brunswick (NB) power system is presented, and the potential benefits and real-time implementation problems of ORPF are discussed.
Abstract: The application of optimal reactive power flow (ORPF) to the New Brunswick (NB) power system is presented. The potential benefits and the real-time implementation problems of ORPF are discussed. Some important issues of real-time implementation on ORPF, such as frequency of running, the number of activated control variables, and the order of adjustment of different controls, are discussed. The application of ORPF on the NB power network has shown two major benefits: (1) an improvement in the voltage profile and voltage stability, and (2) a saving in active power loss. The improvement in the voltage profile can cause fewer violations and a more stable system from the voltage point of view. A reduction in active power loss gained from ORPF can save a significant amount of money. The total ideal savings for the year 1997 predicted in the study was in excess of $900000, however, only 10 to 30% of this amount is realistically obtainable due to operational and other constraints. These savings can be gained simultaneously with the improvement of the voltage profiles.
16 Jul 2000
TL;DR: A more accurate hourly load is predicted and any near-term buy/sell transactions are fitted in the optimal MW dispatch scheduling by utilizing ANN in the real-time load forecasting problem.
Abstract: The application of artificial neural networks (ANNs) to the real-time load forecasting (RTLF) problem is presented. The term RTLF is used for the prediction of the power system load over an interval ranging from one hour to several hours. This issue is becoming increasingly important with the approach of the open access market with the scheduling of buy/sell transactions as short as half an hour in advance. Separate ANNs are utilized for load forecasting of one hour to four hours ahead. The load forecast of these networks are compared with the of one day ahead load forecast results. Based on simulation results, by utilizing ANN, two objectives are obtained: (1) a more accurate hourly load is predicted; and (2) any near-term buy/sell transactions are fitted in the optimal MW dispatch scheduling. The authors' approach is demonstrated by detailed study of New Brunswick Power data.
TL;DR: In this paper, a multi-kHz repetition rate ultrafast all-solid-state diode-pumped oscillator-regenerative amplifier laser system was applied to ultrafast laser ablation.
TL;DR: In this article, the authors demonstrate a high power broadband laser source for low coherence interferometry that is based on a simple three mirror diode-pumped c.w. Cr 3+ laser.
TL;DR: In this article, the authors describe an integrated fiber-optic, CW, broadly tunable Raman laser operating around 1.3 μm, which was pumped by a cascaded-Raman fiber laser at a wavelength of 1.24 μm.
TL;DR: In this paper, a tunable, compact, fibre-based visible source has been demonstrated, and nine Raman orders covering a 130 nm bandwidth in the visible range have been generated in an optical fibre using a visible fibre pump source based on a seeded ytterbium amplifier and second harmonic generation in periodically poled KTP.
Abstract: Nine Raman orders covering a 130 nm bandwidth in the visible range have been generated in an optical fibre using a visible fibre pump source based on a seeded ytterbium amplifier and second harmonic generation in periodically poled KTP. A tunable, compact, fibre-based visible source has been demonstrated.
07 Mar 2000
TL;DR: In this article, a fiber Raman amplifier configuration for reduction of double Rayleigh scattering noise along with gain flattening is proposed and demonstrated both theoretically and experimentally that an appropriately positioned filter in a single stage amplifier significantly improves Rayleigh noise performance with minimal spontaneous noise penalty.
Abstract: A novel fibre Raman amplifier configuration for reduction of double Rayleigh scattering noise along with gain flattening is proposed It is demonstrated both theoretically and experimentally that an appropriately positioned filter in a single stage amplifier significantly improves Rayleigh noise performance with minimal spontaneous noise penalty.
TL;DR: In this article, a spatially encoded map of the response of the photoacid generator under study was obtained in a single camera image, and the amount of photoacid produced as a function of dose was measured with reference to the commercial resist Shipley SAL 605.
Abstract: The enhanced photospeed of chemically amplified photoresists is crucial for high throughput lithography required by the semiconductor industry. The photospeed depends directly on the efficiency of the generation of photoacid during exposure, which is a function of the properties of the photoacid generator compound used in the resist. We report a novel technique for photoacid generator evaluation which is convenient, fast, and robust. This technique involves “whole wafer” imaging of resist doped with pH-sensitive fluorophores and patterned with an array of fields of varying doses. A spatially encoded map of the response of the compound under study is thus obtained in a single camera image. We measure the amount of photoacid produced as a function of dose for three photoacid generator compounds with reference to the commercial resist Shipley SAL 605. The results demonstrate a one-to-one correspondence with lithographic performance as determined by the normalized remaining thickness technique.
TL;DR: In this paper, a 770 nm source with variable (50 ps to 2 ns) pulse duration and repetition rates up to 25 MHz was demonstrated using seeded Yb/Er amplifier and second-harmonic generation in periodically poled potassium titanyl phosphate (KTP).
Abstract: A 770 nm source with variable (50 ps to 2 ns) pulse duration and repetition rates up to 25 MHz is demonstrated using seeded Yb/Er amplifier and second-harmonic generation in periodically poled potassium titanyl phosphate (KTP). A 44% peak power conversion efficiency is achieved. Scalability of the results to the nonlinear conversion with watts of average output power is feasible.
TL;DR: In this article, the feasibility of a bit-parallel WDM (BP-WDM) system using dispersion managed fibers is demonstrated. And the authors show that the system can be used for computer interconnects in high-speed parallel systems and ring networks.
Abstract: This paper demonstrates the feasibility of a bit parallel WDM (BP-WDM) system using dispersion managed fibers. An expression for the total bit skew as a function of the fiber dispersion and system bandwidth is derived and compared with experimental results. A 4 bit/spl times/10 Gbit/s-per bit BP-WDM transmission experiment over 30 km DMF is used and an aggregate bite rate/spl times/distance product of 1.2 Tbit/s-km is obtained. The total bit skew of the system is reduced to one half of the bit period. We believe that systems using BPWDM will be useful for computer interconnects in high-speed parallel systems and ring networks.
01 Jan 2000
TL;DR: In this paper, the authors present Arecibo observations of PSR B1534+12 which confirm previous suggestions that the pulse profile is evolving secularly, which is almost certainly due to general relativistic precession of the pulsar's spin axis.
Abstract: We present Arecibo observations of PSR B1534+12 which confirm previous suggestions that the pulse profile is evolving secularly. This effect is similar to that seen in PSR B1913+16, and is almost certainly due to general relativistic precession of the pulsar's spin axis.
TL;DR: In this paper, the power dependent gain length of dispersion shifted fiber Raman amplifiers has been characterised and the noise performance has also been investigated, and the power dependence on the gain length has been investigated.
Abstract: The power dependent gain length of dispersion shifted fibre Raman amplifiers has been characterised. The noise performance has also been investigated.
TL;DR: In this paper, the enantiomers of 1-(2′-methyl-3′-indenyl)-2-naphthylamine 7 and 8 were determined by chiral HPLC.