Showing papers by "James Taylor published in 2008"

Visible supercontinuum generation in photonic crystal fibers with a 400W continuous wave fiber laser

Abstract: We demonstrate continuous wave supercontinuum generation extending to the visible spectral region by pumping photonic crystal fibers at 1.07 microm with a 400 W single mode, continuous wave, ytterbium fiber laser. The continuum spans over 1300 nm with average powers up to 50 W and spectral power densities over 50 mW/nm. Numerical modeling and understanding of the physical mechanisms has led us to identify the dominant contribution to the short wavelength extension to be trapping and scattering of dispersive waves by high energy solitons.

A Comparison of Univariate Time Series Methods for Forecasting Intraday Arrivals at a Call Center

Abstract: Predictions of call center arrivals are a key input to staff scheduling models. It is, therefore, surprising that simplistic forecasting methods dominate practice, and that the research literature on forecasting arrivals is so small. In this paper, we evaluate univariate time series methods for forecasting intraday arrivals for lead times from one half-hour ahead to two weeks ahead. We analyze five series of intraday arrivals for call centers operated by a retail bank in the United Kingdom. A notable feature of these series is the presence of both an intraweek and an intraday seasonal cycle. The methods considered include seasonal autoregressive integrated moving average (ARIMA) modeling; periodic autoregressive modeling; an extension of Holt-Winters exponential smoothing for the case of two seasonal cycles; robust exponential smoothing based on exponentially weighted least absolute deviations regression; and dynamic harmonic regression, which is a form of unobserved component state-space modeling. Our results indicate strong potential for the use of seasonal ARIMA modeling and the extension of Holt-Winters for predicting up to about two to three days ahead and that, for longer lead times, a simplistic historical average is difficult to beat. We find a similar ranking of methods for call center data from an Israeli bank.

29 W High power CW supercontinuum source

Abstract: A 29 W CW supercontinuum spanning from 1.06 to 1.67 µm is generated in a short length of PCF with two zero dispersion wavelengths. The continuum has the highest spectral power density, greater than 50 mW/nm up to 1.4 µm, reported to date. The use of a short length of PCF enables the continuum to expand beyond the water loss at 1.4 µm. The dynamics of the continuum evolution are studied experimentally and numerically with close attention given to the effects of the water loss and the second zero dispersion wavelength.

to Estimate Value at Risk and Expected Shortfall

Abstract: We propose exponentially weighted quantile regression (EWQR) for estimating time-varying quantiles. The EWQR cost function can be used as the basis for estimating the time-varying expected shortfall associated with the EWQR quantile forecast. We express EWQR in a kernel estimation framework, and then modify it by adapting a previously proposed double kernel estimator in order to provide greater accuracy for tail quantiles that are changing relatively quickly over time. We introduce double kernel quantile regression, which extends the double kernel idea to the modeling of quantiles in terms of regressors. In our empirical study of 10 stock returns series, the versions of the new methods that do not accommodate the leverage effect were able to outperform GARCH-based methods and CAViaR models.

Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall

Abstract: We propose exponentially weighted quantile regression (EWQR) for estimating time-varying quantiles. The EWQR cost function can be used as the basis for estimating the time-varying expected shortfall associated with the EWQR quantile forecast. We express EWQR in a kernel estimation framework, and then modify it by adapting a previously proposed double kernel estimator in order to provide greater accuracy for tail quantiles that are changing relatively quickly over time. We introduce double kernel quantile regression, which extends the double kernel idea to the modeling of quantiles in terms of regressors. In our empirical study of 10 stock returns series, the versions of the new methods that do not accommodate the leverage effect were able to outperform GARCH-based methods and CAViaR models.

Medication administration variances before and after implementation of computerized physician order entry in a neonatal intensive care unit.

Abstract: OBJECTIVE. The goal was to determine whether implementation of a computerized physician order entry system was associated with a decrease in medication administration variances in a NICU. METHODS. A prospective observational study was conducted. Research nurses recorded details of medication administrations for patients in a NICU during standardized observation periods. Details of each administration were compared with the medication order; a variance was defined as a discrepancy between the order and the medication administration. Rates of variances before and after implementation of computerized physician order entry in the NICU were compared. Specific types of and reasons for variances were also compared. RESULTS. Data on 526 medication administrations, including 254 during the pre-computerized physician order entry period and 272 after implementation of computerized physician order entry, were collected. Medication variances were detected for 19.8% of administrations during the pre-computerized physician order entry period, compared with 11.6% with computerized physician order entry (rate ratio: 0.53). Overall, administration mistakes, prescribing problems, and pharmacy problems accounted for 74% of medication variances; there were no statistically significant differences in rates for any of these specific reasons before versus after introduction of computerized physician order entry. Administration of a medication at the wrong time accounted for 53.1% of all variances. Variance rates related to giving a drug at the wrong time were significantly lower in the computerized physician order entry period than in the pre-computerized physician order entry period (rates: 6.7% and 9.9%, respectively; rate ratio: 0.53). CONCLUSIONS. Implementation of computerized physician order entry in a NICU was associated with a significant decrease in the rate of medication administration variances. However, even with the use of computerized physician order entry, variances were noted for >11% of all medication administrations, which suggests that additional methods may be needed to improve neonatal patient safety.

Toward visible cw-pumped supercontinua

Abstract: We report a 1 μm cw-pumped supercontinuum that extends short of the pump wavelength to 0.65 μm. This is achieved by using a 50 W Yb fiber laser in combination with a photonic crystal fiber with a carefully engineered zero-dispersion wavelength. We show that the short-wavelength generation is due to a combination of four-wave mixing and dispersive wave trapping by solitons. The evolution and limiting factors of the continuum are discussed.

Towards visible CW pumped supercontinua

Abstract: We report a 1 um continuous wave pumped supercontinuum which extends short of the pump wavelength to 0.65 um. This is achieved by using a 50 W Yb fibre laser in combination with a photonic crystal fibre with a carefully engineered zero dispersion wavelength. We show that the short wavelength generation is due to a combination of four-wave mixing and dispersive wave trapping by solitons. The evolution and limiting factors of the continuum are discussed.

Prototype design of a multi-agent system for integrated control and asset management of petroleum production facilities

Abstract: This paper addresses a practical intelligent multi- agent system for asset management for the petroleum industry, which is crucial for profitable oil and gas facilities operations and maintenance. A research project was initiated to study the feasibility of an intelligent asset management system. Having proposed a conceptual model, architecture, and implementation plan for such a system in previous work and defined its autonomy, communications, and artificial intelligence (AI) requirements, we are proceeding to build a system prototype and simulate it in real time to validate its logical behavior in normal and abnormal process situations. We also conducted a thorough system performance analysis to detect any computational bottlenecks. Although the preliminary system prototype design has limitations, simulation results have demonstrated an effective system logical behavior and performance.

Estimating Value at Risk and Expected Shortfall Using Expectiles

Abstract: Expectile models are derived using asymmetric least squares. A simple formula has been presented that relates the expectile to the expectation of exceedances beyond the expectile. We use this as the basis for estimating the expected shortfall. It has been proposed that the θ quantile be estimated by the expectile for which the proportion of observations below the expectile is θ. In this way, an expectile can be used to estimate value at risk. Using expectiles has the appeal of avoiding distributional assumptions. For univariate modeling, we introduce conditional autoregressive expectiles (CARE). Empirical results for the new approach are competitive with established benchmarks methods.

A Multi-agent System for Integrated Control and Asset Management of Petroleum Production Facilities - Part 1: Prototype Design and Development

Abstract: This three-part paper thoroughly addresses the design and development of multi-agent system for asset management for the petroleum industry, which is crucial for profitable oil and gas facilities operations and maintenance. A research project was initiated to study the feasibility of an intelligent asset management system. Having proposed a conceptual model, architecture, and implementation plan for such a system in previous work [1], [2], [3], defined its autonomy, communications, and artificial intelligence (AI) requirements [4], [5], and initiated the preliminary design of a simple system prototype [6], we are extending the build of a system prototype and simulate it in real-time to validate its logical behavior in normal and abnormal process situations and analyze its performance.

A new model for CW supercontinuum generation

Abstract: We have developed a new pump source model for CW supercontinuum generation which shows closer agreement to experiment, and rests on a stronger physical basis, than previous models.

Trapping of dispersive waves by solitons in long lengths of tapered PCF

Abstract: We numerically analyze supercontinuum generation in a long length of tapered PCF to understand the soliton trapping dynamics leading to the enhanced Blue/UV supercontinuum recently achieved experimentally in such fibers.

An Evaluation of Methods for Very Short Term Electricity Demand Forecasting Using Minute-by-Minute British Data

Abstract: This paper uses minute-by-minute British electricity demand observations to evaluate methods for prediction between 10 and 30Â minutes ahead Such very short lead times are important for the real-time scheduling of electricity generation We consider methods designed to capture both the intraday and the intraweek seasonal cycles in the data, including ARIMA modelling, an adaptation of Holt-Winters' exponential smoothing, and a recently proposed exponential smoothing method that focuses on the evolution of the intraday cycle We also consider methods that do not attempt to model the seasonality, as well as an approach based on weather forecasts For very short-term prediction, the best results were achieved using the Holt-Winters' adaptation and the new intraday cycle exponential smoothing method Looking beyond the very short-term, we found that combining the method based on weather forecasts with the Holt-Winters' adaptation resulted in forecasts that outperformed all other methods beyond about an hour ahead

A Multi-agent System for Integrated Control and Asset Management of Petroleum Production Facilities - Part 2: Prototype Design Verification

Abstract: This three-part paper thoroughly addresses the design and development of multi-agent system for asset management for the petroleum industry, which is crucial for profitable oil and gas facilities operations and maintenance. A research project was initiated to study the feasibility of an intelligent asset management system. Having proposed a conceptual model, architecture, and implementation plan for such a system defined its autonomy, communications, and artificial intelligence (AI) requirements, and initiated the preliminary design of a simple system prototype, we are extending the build of a system prototype and simulate it in real-time to validate its logical behavior in normal and abnormal process situations and analyze its performance. The second-part paper addresses the ICAM system prototype design verification and its logical behavior during sensor faults in the plant.

A Comparison of Time Series Methods for Forecasting Intraday Arrivals at a Call Center

Abstract: Predictions of call center arrivals are a key input to staff scheduling models It is, therefore, surprising that simplistic forecasting methods dominate practice, and that the research literature on forecasting arrivals is so small In this paper, we evaluate univariate time series methods for forecasting intraday arrivals for lead times from one half-hour ahead to two weeks ahead We analyze five series of intraday arrivals for call centers operated by a retail bank in the United Kingdom A notable feature of these series is the presence of both an intraweek and an intraday seasonal cycle The methods considered include seasonal autoregressive integrated moving average (ARIMA) modeling; periodic autoregressive modeling; an extension of Holt-Winters exponential smoothing for the case of two seasonal cycles; robust exponential smoothing based on exponentially weighted least absolute deviations regression; and dynamic harmonic regression, which is a form of unobserved component state-space modeling Our results indicate strong potential for the use of seasonal ARIMA modeling and the extension of Holt-Winters for predicting up to about two to three days ahead and that, for longer lead times, a simplistic historical average is difficult to beat We find a similar ranking of methods for call center data from an Israeli bank

Using Exponentially Weighted Quantile Regression to Estimate Value at Risk and Expected Shortfall

Abstract: We propose exponentially weighted quantile regression (EWQR) for estimating time-varying quantiles The EWQR cost function can be used as the basis for estimating the time-varying expected shortfall associated with the EWQR quantile forecast We express EWQR in a kernel estimation framework, and then modify it by adapting a previously proposed double kernel estimator in order to provide greater accuracy for tail quantiles that are changing relatively quickly over time We introduce double kernel quantile regression, which extends the double kernel idea to the modeling of quantiles in terms of regressors In our empirical study of 10 stock returns series, the versions of the new methods that do not accommodate the leverage effect were able to outperform GARCH-based methods and CAViaR models

High power CW pumped supercontinuum sources

Abstract: Through an improved understanding of the non linear processes involved in CW pumped supercontinuum sources, evidenced by the strong agreement between theoretical prediction and experimental realization, high power cw Yb-fibre lasers have been deployed with photonic crystal fibre in all-fibre configurations enabling short wavelength generation down to 600 nm with spectral power densities in excess of 2 mW/nm, while in the infra red over 100 mW /nm has been demonstrated.

Prevalence of Vitamin D Deficiency Among Healthy Infants and Toddlers. Commentary

Abstract: Objectives: To determine the prevalence of vitamin D deficiency and to examine whether 25-hydroxyvitamin D (250HD) concentration varies as a function of skin pigmentation, season, sun exposure, breastfeeding, and vitamin D supplementation. Design: Cross-sectional sample. Setting: Urban primary care clinic. Participants: Healthy infants and toddlers (N = 380) who were seen for a routine health visit. Outcome Measures: Primary outcomes were serum 250HD and parathyroid hormone levels; secondary measures included data on sun exposure, nutrition, skin pigmentation, and parental health habits. Wrist and knee radiographs were obtained for vitamin D-deficient participants. Results: The prevalence of vitamin D deficiency (≤20 ng/mL) was 12.1% (44 of 365 participants), and 146 participants (40.0%) had levels below an accepted optimal threshold (≤30 ng/mL). The prevalence did not vary between infants and toddlers or by skin pigmentation. There was an inverse correlation between serum 250HD and parathyroid hormone levels (infants: r = -0.27, P <.001; toddlers: r=-0.20, P=.02). In multivariable models, breastfeeding without supplementation among infants and lower milk intake among toddlers were significant predictors of vitamin D deficiency. In vitamin D-deficient participants, 3 participants (7.5%) exhibited rachitic changes on radiographs, whereas 13 (32.5%) had evidence of demineralization. Conclusions: Suboptimal vitamin D status is common among otherwise healthy young children. Predictors of vitamin D status vary in infants vs toddlers, information that is important to consider in the care of these young patients. One-third of vitamin D-deficient participants exhibited demineralization, highlighting the deleterious skeletal effects of this condition.

High power 29 W CW supercontinuum source

Abstract: We report a 29 W CW supercontinuum spanning from 1.07 μm to 1.67 μm with a spectral power density of 50 mW/nm up to 1.4 μm. The continuum is produced in a short length of photonic crystal fiber (PCF) with two zero dispersion wavelengths. Ultimately the second zero limits the long wavelength edge of the continuum. We also find that despite using much shorter lengths of PCF the affects of OH- absorption are still visible in the supercontinuum produced.© (2008) COPYRIGHT SPIE--The International Society for Optical Engineering. Downloading of the abstract is permitted for personal use only.

How Should Immunization Rates Be Measured in the Office Setting? A Study from PROS and NMA PedsNet

Abstract: The aim of the study was to compare the validity and reliability of 2 sampling methods for measuring immunization rates to a reference standard in a national sample of pediatric office practices. The consecutive method involved patients seen consecutively in the office for any reason; the random record was a random selection of medical records; and the reference standard active method, data of a randomly selected subgroup of children in the random record survey were supplemented with information from a telephone interview. The consecutive method of assessing immunization rates results in rates that are, on average, higher and closer to the reference standard, but also more variable. The random record method rates are lower and further from the study reference standard compared with the consecutive method, but more precise. The consecutive method for measuring practice immunization rates could be a useful quality improvement tool as practices seek to improve immunization delivery and quality of care. It is inexpensive, simple, and easy to implement.

High power 29 W CW supercontinuum source

Abstract: The authors report a 29 W CW supercontinuum spanning 1.06-1.67 mum with a spectral power density of 50 mW/nm up to 1.4 mum generated in a double-zero PCF. The dynamics of formation are analyzed.

Short wavelength extension of CW-pumped supercontinuum at 1 micron

Abstract: We report a CW supercontinuum pumped at 1 mum which extends short of the pump wavelength to 0.6 mum. Four-wave mixing is believed to be a major process for the short wavelength generation.

High Power Fibre‐Integrated Supercontinuum Sources

Abstract: High average power supercontinua are described both picosecond and cw laser pumped. Techniques are described for enhancing the short wavelength extent of the supercontinua and spectral power densities up to 100mW/nm have been achieved.