This paper studies two types of seasonal time series models with periodic variances. Covariance structures of the noise component in the models are discussed. For parameters in the regression component, the performance of the least squares estimates relative to the best linear unbiased estimates is investigated, and some lower bounds for the eecient coeecient deened by the covariance matrices o...

-Because of shrinking minimum feature sizes, IC clock frequencies are increasing. It is no longer possible, nor desired, to distribute a single clock over the entire IC. Multipleclock domains design will no longer be an isolated design style. This new trend in the industry, referred to as future standard by some companies, poses many test problems due to special modules utilized at the interfac...

We use detrended fluctuation analysis DFA method to detect the long-range correlation and scaling properties of daily precipitation series of Beijing from 1973 to 2004 before and after adding diverse trends to the original series. The correlation and scaling properties of the original series are difficult to analyze due to existing crossovers. The effects of the coefficient and the power of the...

An econometric analysis of Hong Kong’s monthly per capita water usage for the 25-year period of April 1985 through March 2010 reveals that per capita usage is insensitive to price but dependent upon past usage, per capita income, weather, and seasonal factors, with rising income countering what would otherwise be a downward trend. Given Hong Kong’s current inflationary environment and large gov...

We examine an asset pricing model of Westerhoff 2005 . The model incorporates heterogeneous beliefs among traders, specifically fundamentalists and trend-chasing chartists. The form of the model is shown here to be a nonlinear planar map. Since it contains a single parameter, the model may be considered the simplest effective model yet derived for financial asset pricing with heterogeneous trad...

This article discusses the estimation for expected value, also called mean function, of a compound periodic Poisson process with power function trend. The aims our study are, first, to modify existing estimator produce new that is normally distributed, and, second, determine smallest observation interval size such proposed still distributed. Basically, we formulate using moment method. We use M...

Clinical observations at the University of Washington indicated that the wrought wire clasp assembly, the I-bar clasp assembly, and the L-bar clasp assembly yield similar results. A periodic recall system for patients with removable partial dentures has been in effect since 1976. Several thousand observations have been made by the faculty, and no special trend of problems has been noted that wo...

We provide a new framework for modeling trends and periodic patterns in high-frequency financial data. Seeking adaptivity to ever-changing market conditions, we enlarge the Fourier flexible form into a richer functional class: both our smooth trend and the seasonality are non-parametrically time-varying and evolve in real time. We provide the associated estimators and use simulations to show th...

In analyzing data from the Utah Anisotropy Detector we have abandoned the traditional "harmonic dial" method in favor of discrete Fourier transform (DFT) and related techniques. An important advantage of the approach is that one can tap the vast literature and experience of other fields, notably electrical engineering and radio astronomy. White noise and signal size distributions are predictabl...