Spurious Behavior Research Articles

Asymmetry herding behavior of real estate investment trusts: evidence from information demand

This paper investigates the effect of investor demand on herding behavior in the US real estate investment trusts (REITs) market by measuring investors’ information demand using Google’s search volume index. The results show that investors are able to collect information via the internet before deciding how much to invest in the REITs market. Investors who increase their information demand with regard to the REITs market could improve their level of rational investment, thus highlighting rational interpretations. Using quantile regression, we also verify the asymmetry of herding behavior in different market conditions. Spurious herding behavior is detected in a rising market, while investors are likely to follow market trends in times of extreme severe volatility after a systematic recession.

Origin of the quasiparticle peak in the spectral density of Cr(001) surfaces

In the spectral density of Cr(001) surfaces a sharp resonance close to the Fermi level is observed in both experiment and theory. For the physical origin of this peak two mechanisms were proposed. A single particle dz2 surface state renormalised by electron-phonon coupling and an orbital Kondo effect due to the degenerate dxz/dyz states. Despite several experimental and theoretical investigations, the origin is still under debate. In this work we address this problem by two different approaches of the dynamical mean-field theory. First, by the spin-polarized T-matrix fluctuation exchange approximation suitable for weakly and moderately correlated systems. Second, by the non-crossing approximation derived in the limit of weak hybridization (i.e. for strongly correlated systems) capturing Kondo-like processes. By using recent continuous-time quantum Monte Carlo calculations as a benchmark, we find that the high-energy features, everything except the resonance, of the spectrum is captured within the spin-polarized T-matrix fluctuation exchange approximation. More precisely the particle-particle processes provide the main contribution. For the non-crossing approximation it appears that spin-polarized calculations suffer from spurious behavior at the Fermi level. Then, we turned to non spin-polarized calculations to avoid this unphysical behavior. By employing two plausible starting hybridization functions, it is observed that the characteristics of the resonance are crucially dependent on the starting point. It appears that only one of these starting hybridizations could result in an orbital Kondo resonance in the presence of a strong magnetic field like in the Cr(001) surface. It is for a future investigation to first resolve the unphysical behavior within the spin-polarized non-crossing approximation and then check for an orbital Kondo resonance.

Spurious heat conduction behavior of finite-size graphene nanoribbon under extreme uniaxial strain caused by the AIREBO potential

Although the AIREBO potential can well describe the mechanical and thermal transport of the carbon nanostructures under normal conditions, previous studies have shown that it may overestimate the simulated mechanical properties of carbon nanostructures in extreme strains near fracture. It is still unknown whether such overestimation would also appear in the thermal transport of nanostructrues. In this paper, the mechanical and thermal transport of graphene nanoribbon under extreme deformation conditions are studied by MD simulations using both the original and modified AIREBO potential. Results show that the cutoff function of the original AIREBO potential produces an overestimation on thermal conductivity in extreme strains near fracture stage. Spurious heat conduction behavior appears, e.g., the thermal conductivity of GNRs does not monotonically decrease with increasing strain, and even shows a “V” shaped reversed and nonphysical trend. Phonon spectrum analysis show that it also results in an artificial blue shift of G peak and phonon stiffening of the optical phonon modes. The correlation between spurious heat conduction behavior and overestimation of mechanical properties near the fracture stage caused by the original AIREBO potential are explored and revealed.

Instability in strongly magnetized accretion discs: a global perspective

We examine the properties of strongly magnetized accretion discs in a global framework, with particular focus on the evolution of magnetohydrodynamic instabilities such as the magnetorotational instability (MRI). Work by Pessah and Psaltis showed that MRI is stabilized beyond a critical toroidal field in compressible, differentially rotating flows and, also, reported the appearance of two new instabilities beyond this field. Their results stemmed from considering geometric curvature effects due to the suprathermal background toroidal field, which had been previously ignored in weak-field studies. However, their calculations were performed under the local approximation, which poses the danger of introducing spurious behavior due to the introduction of global geometric terms in an otherwise local framework. In order to avoid this, we perform a global eigenvalue analysis of the linearized MHD equations in cylindrical geometry. We confirm that MRI indeed tends to be highly suppressed when the background toroidal field attains the Pessah-Psaltis limit. We also observe the appearance of two new instabilities that emerge in the presence of highly suprathermal toroidal fields. These results were additionally verified using numerical simulations in PLUTO. There are, however, certain differences between the the local and global results, especially in the vertical wavenumber occupancies of the various instabilities, which we discuss in detail. We also study the global eigenfunctions of the most unstable modes in the suprathermal regime, which are inaccessible in the local analysis. Overall, our findings emphasize the necessity of a global treatment for accurately modeling strongly magnetized accretion discs.

Multifunctional Piezopolymer Film Transducer for Structural Health Monitoring Applications

This paper describes the design of a multifunctional transducer for structural health monitoring (SHM) applications that integrates an interdigital piezoelectric transducer, used for Lamb wave generation and reception, a circular piezoelectric sensor, used for the detection and localization of low-velocity impacts, and a resistance temperature detector (RTD) in a single device. The three elements were fabricated on the same metallized piezoelectric polyvinylidene fluoride (PVDF) film using a laser etching process. Characterization of the resulting device proved the advantages of having different transducers on the same device, providing information useful to implement advanced SHM algorithms. Testing of the RTD highlighted some criticalities of the metallized PVDF film that prevented accurate temperature measurements due to spurious behavior under strain.

Role of spatial higher order derivatives in momentum space entanglement

We study the momentum space entanglement between different energy modes of interacting scalar fields propagating in general (D + 1)-dimensional flat space-time. As opposed to some of the recent works [1], we use Lorentz invariant normalized ground state to obtain the momentum space entanglement entropy. We show that the Lorenz invariant definition removes the spurious power-law behaviour obtained in the earlier works [1]. More specifically, we show that the cubic interacting scalar field in (1 + 1) dimensions leads to logarithmic divergence of the entanglement entropy and consistent with the results from real space entanglement calculations. We study the effects of the introduction of the Lorentz violating higher derivative terms in the presence of non-linear self inter- acting scalar field potential and show that the divergence structure of the entanglement entropy is improved in the presence of spatial higher derivative terms.

True or spurious long memory in European non-EMU currencies

We examine the Croatian Kuna, the Czech Koruna, the Hungarian Forint, the Polish Złoty, the Romanian Leu, and the Swedish Krona whether their Euro exchange rates volatility exhibits true or spurious long memory. Recent research reveals long memory in foreign exchange rate volatility and we confirm this finding for these currency pairs by examining the long memory behavior of squared residuals by means of the V/S test. However, by using the ICSS approach we also find structural breaks in the unconditional variance. Literature suggests that structural breaks might lead to spurious long memory behavior. In a refined test strategy, we distinguish true from spurious long memory for the six exchange rates. Our findings suggest that Czech Koruna and Hungarian Forint only feature spurious long memory, while the rest of the series have both structural breaks and true long memory. Lastly, we demonstrate how to extend existing models to jointly model both properties yielding superior fit and better Value-at-Risk forecasts. The results of our work help to avoid misspecification and provide a better understanding of the properties of the foreign exchange rate volatility.

The Modular Arbitrary-Order Ocean-Atmosphere Model: MAOOAM v1.0

Abstract. This paper describes a reduced-order quasi-geostrophic coupled ocean–atmosphere model that allows for an arbitrary number of atmospheric and oceanic modes to be retained in the spectral decomposition. The modularity of this new model allows one to easily modify the model physics. Using this new model, coined the "Modular Arbitrary-Order Ocean-Atmosphere Model" (MAOOAM), we analyse the dependence of the model dynamics on the truncation level of the spectral expansion, and unveil spurious behaviour that may exist at low resolution by a comparison with the higher-resolution configurations. In particular, we assess the robustness of the coupled low-frequency variability when the number of modes is increased. An "optimal" configuration is proposed for which the ocean resolution is sufficiently high, while the total number of modes is small enough to allow for a tractable and extensive analysis of the dynamics.

Improved estimates of nearshore wave conditions in the Gulf of Finland

Abstract The heterogeneous coastline of the Gulf of Finland can result in widely varying wave conditions in a small geographical area. It is therefore challenging to obtain comprehensive information about the wave spectrum, which is needed to accurately quantify, e.g. the wave-bottom interactions. In this study, we implemented the wave model WAM to the coastal waters off Helsinki using a high-resolution 0.1 nmi grid and found that the model mostly predicts the wave field well. However, WAM overestimated the wave energy for south-westerly winds blowing over the peninsula sheltering the study area. This spurious behaviour was not caused by inaccuracies in the wind forcing, the boundary wave field or the available bathymetric grids. We present two methods for improving the prediction of the near-shore wave field. The first approach, which is also used to describe the structure of the wave field, is based on e.g. wave growth relations and models the fetch-limited and the longer waves separately. The second method determines a so-called effective wind forcing for the wave model by comparing the observed and modelled non-dimensional wave spectra. Both methods were validated using wave buoy observations and were found to clearly improve the predictions for the significant wave height and wave spectrum at the study site for south-westerly winds. Because some prior information on the wave conditions is required to implement the methods, they are best suited for expanding the usability of any limited measurement dataset available for a study. The method based on the effective wind forcing can also be implemented for operational forecasting or be used to gather statistics from hindcasts.

Convergence analysis of the Modified Craig–Sneyd scheme for two-dimensional convection–diffusion equations with nonsmooth initial data

In this paper we consider the Modified Craig-Sneyd (MCS) scheme which forms a prominent time stepping method of the Alternating Direction Implicit type for multidimensional time-dependent convection-diffusion equations with mixed spatial derivative terms. When the initial function is nonsmooth, which is often the case for example in financial mathematics, application of the MCS scheme can lead to spurious erratic behaviour of the numerical approximations. We prove that this undesirable feature can be resolved by replacing the very first MCS timesteps by several (sub)steps of the implicit Euler scheme. This technique is often called Rannacher time stepping. We derive a useful convergence bound for the MCS scheme combined with Rannacher time stepping when it is applied to a model two-dimensional convection-diffusion equation with mixed-derivative term and with Dirac-delta initial data. Ample numerical experiments are provided that show the sharpness of our obtained error bound.

Which publication is your representative work?

Abstract As much effort has been made to accelerate the publication of research results, nowadays the number of papers per scientist is much larger than before. In this context, how to identify the representative work for individual researcher is an important yet uneasy problem. Addressing it will help policy makers better evaluate the achievement and potential of researchers. So far, the representative work of a researcher is usually selected as his/her most highly cited paper or the paper published in top journals. Here, we consider the representative work of a scientist as an important paper in his/her area of expertise. Accordingly, we propose a self-avoiding preferential diffusion process to generate personalized ranking of papers for each scientist and identify their representative works. The citation data from American Physical Society (APS) are used to validate our method. We find that the self-avoiding preferential diffusion method can rank the Nobel prize winning paper in each Nobel laureate's personal ranking list higher than the citation count and PageRank methods, indicating the effectiveness of our method. Moreover, the robustness analysis shows that our method can highly rank the representative papers of scientists even if partial citation data are available or spurious behaviors exist. The method is finally applied to revealing the research patterns (i.e. consistency-oriented or diversity-oriented) of different scientists, institutes and countries.

High-fidelity prediction of crack formation in 2D and 3D pullout tests

This paper presents the 2D and 3D numerical analysis of pullout tests on steel anchorages in concrete blocks using standard and mixed finite elements. A novel (stabilized) mixed formulation in the variables of total strain ε and displacements u is introduced to overcome the intrinsic deficiencies of the standard displacement-based one in the context of localization of strains, such as mesh dependency. The quasi-brittle behavior of concrete is described through an elastoplastic constitutive law with a local Rankine yielding criterion. The proposed formulation is shown to be a reliable and accurate tool, sensitive to the physical parameters of the pullout tests, but objective with respect to the adopted FE mesh. Furthermore, the mixed ε/u finite element is able to capture the correct failure mechanism with relatively coarse discretizations. At the same time, the spurious behavior of the standard formulation is not alleviated by mesh-refinement.

Empirical investigation of biometric, non-visible, intra-signature features in known and simulated signatures

With the continued proliferation of electronic point of transaction signature recording devices, research into biometric indicators of spurious handwriting is attracting increasing interest. Whilst many investigations have focused on the static and dynamic indications of known or spurious behaviour in handwriting, little empirical research is available regarding the identification of such writings through the analysis and comparison of non-visible, intra-signature, kinematic parameters. These features are associated with segments within a signature formation where the pen is momentarily lifted from the page, such as might occur between a first and last name, or when the pen is lifted from the page for the purpose of crossing a ‘t’ or dotting an ‘i’. It is postulated that this type of feature analysis may be of value in support of examiners’ static examinations of disputed writings, and subsequent formation of opinion as to genuineness or otherwise. To investigate this, 13 skilled writers generated 195 known signature formations, which were then simulated 1560 times by eight simulators. All signatures, known and simulated, were simultaneously captured both statically and dynamically. The presence of non-visible features in the known signatures was recorded, analysed and compared with the prevalence of similar features in the simulation attempts. The duration, absolute size, straightness error and jerk (disfluency measure) of the extracted segments were examined and compared, with the result that simulated signatures showed an increase in all the above parameters, compared with the known signatures. Furthermore, the visualised representation of the non-visible, intra-signature segments illustrated an overall gross pictorial disparity between the known and simulated signatures, which may be of use during first pass authenticity examinations.

Breaks or long range dependence in the energy futures volatility: Out-of-sample forecasting and VaR analysis

The aim of this paper is to propose an empirical strategy that allows the discrimination between true and spurious long memory behaviors. That strategy is based on the comparison between the estimated long memory parameter before and after filtering out the breaks. To date the breaks, we use the probability smoothing of the Markov Switching GARCH model of Haas et al. (2004). Application of this strategy to the crude oil, heating oil, RBOB regular gasoline and the propane futures energy with the one, two, three and four months maturities show strong evidence for the presence of long range dependence in all futures energy prices volatility11As proxy of volatility, we use the squared returns. Others proxies are used in the empirical studies such as the absolute value of returns. Our empirical studies show there are strong differences between these two proxies. time series. This result of long range dependence in the volatility is confirmed by the superiority of the FIGARCH and FIEGARCH models compared with the Markov switching GARCH models in terms of out-of-sample forecasting and value at risk (VaR) performances. Moreover, we show that the proposed empirical strategy is robust to different data frequency. Practical implications of the results for market participants are proposed and discussed.

The effects of sampling strategy on the quality of reconstruction of viral population dynamics using Bayesian skyline family coalescent methods: A simulation study.

The ongoing large-scale increase in the total amount of genetic data for viruses and other pathogens has led to a situation in which it is often not possible to include every available sequence in a phylogenetic analysis and expect the procedure to complete in reasonable computational time. This raises questions about how a set of sequences should be selected for analysis, particularly if the data are used to infer more than just the phylogenetic tree itself. The design of sampling strategies for molecular epidemiology has been a neglected field of research. This article describes a large-scale simulation exercise that was undertaken to select an appropriate strategy when using the GMRF skygrid, one of the Bayesian skyline family of coalescent methods, in order to reconstruct past population dynamics. The simulated scenarios were intended to represent sampling for the population of an endemic virus across multiple geographical locations. Large phylogenies were simulated under a coalescent or structured coalescent model and sequences simulated from these trees; the resulting datasets were then downsampled for analyses according to a variety of schemes. Variation in results between different replicates of the same scheme was not insignificant, and as a result, we recommend that where possible analyses are repeated with different datasets in order to establish that elements of a reconstruction are not simply the result of the particular set of samples selected. We show that an individual stochastic choice of sequences can introduce spurious behaviour in the median line of the skygrid plot and that even marginal likelihood estimation can suggest complicated dynamics that were not in fact present. We recommend that the median line should not be used to infer historical events on its own. Sampling sequences with uniform probability with respect to both time and spatial location (deme) never performed worse than sampling with probability proportional to the effective population size at that time and in that location and frequently was superior. As a result, we recommend this approach in the design of future studies. We also confirm that the inclusion of many recent sequences from a single geographical location in an analysis tends to result in a spurious bottleneck effect in the reconstruction and caution against interpreting this as genuine.

Improving the Accuracy of Registration-Based Biomechanical Analysis: A Finite Element Approach to Lung Regional Strain Quantification.

Tissue deformation plays an important role in lung physiology, as lung parenchyma largely deforms during spontaneous ventilation. However, excessive regional deformation may lead to lung injury, as observed in patients undergoing mechanical ventilation. Thus, the accurate estimation of regional strain has recently received great attention in the intensive care community. In this work, we assess the accuracy of regional strain maps computed from direct differentiation of B-Spline (BS) interpolations, a popular technique employed in non-rigid registration of lung computed tomography (CT) images. We show that, while BS-based registration methods give excellent results for the deformation transformation, the strain field directly computed from BS derivatives results in predictions that largely oscillate, thus introducing important errors that can even revert the sign of strain. To alleviate such spurious behavior, we present a novel finite-element (FE) method for the regional strain analysis of lung CT images. The method follows from a variational strain recovery formulation, and delivers a continuous approximation to the strain field in arbitrary domains. From analytical benchmarks, we show that the FE method results in errors that are a fraction of those found for the BS method, both in an average and pointwise sense. The application of the proposed FE method to human lung CT images results in 3D strain maps are heterogeneous and smooth, showing high consistency with specific ventilation maps reported in the literature. We envision that the proposed FE method will considerably improve the accuracy of image-based biomechanical analysis, making it reliable enough for routine medical applications.

Synthesizing safe control-command systems out of reusable components

This paper presents a safe design method for control-command embedded systems. It investigates the problem of building control-command systems out of Commercial off the shelf (COTS) components. The design method proposed uses in synergy the formal verification (FV) and the Discrete Controller Synthesis (DCS) techniques. COTS are formally specified using temporal logic and/or executable observers. New functions are built by assembling COTS together. As the COTS assembly operation is seldom error-free, behavioral incompatibilities may persist between COTS. For these reasons, COTS assemblies need to be formally verified and if errors are found, an automatic correction is attempted using DCS. The control-command code generated by DCS needs hardware specific post-processing: a structural decomposition, followed by a controllability assessment, followed by a dedicated formal verification step, ensuring that no spurious behavior is added by DCS. The resulting system is ready for hardware (e.g. FPGA) implementation.

Thruster fault diagnosis in autonomous underwater vehicle based on grey qualitative simulation

The paper investigates thruster fault diagnosis for autonomous underwater vehicle (AUV). Since it is difficult to eliminate the spurious behaviors based on the conventional qualitative simulation in AUV qualitative modeling, this paper suggests a grey qualitative constraint filtering method based on higher-order derivative, probability grey number and persistence time. In the process of qualitative modeling, it selects variables whose persistence time is least to derive their possible successors; and then, it filters the set of possible successor states by the developed higher order derivative constraint table. After obtaining the predicted state sequence, taking external disturbance effect into consideration, grey relational analysis based on weighted average is developed to detect and isolate thruster fault by introducing a weighted coefficient about the number of the transition sequence. Furthermore, with respect to fault identification, considering the identification result is an interval based on decision tree technique, the paper proposes a three-dimension identification model based on fractal box dimension and three-dimension surface fitting. Finally, experiments are conducted on Beaver AUV to acquire experiment data, and the comparative results validate the effectiveness of the proposed method.

Time-Marching Considerations for Response Prediction of Structures in Hypersonic Flows

This study examines time-marching procedures for fluid–thermal–structural analysis using time-accurate thermal and structural solvers combined with quasi-steady aerothermodynamic models. Four coupling schemes are considered, including a conventional scheme with explicit time integration, a basic loose coupling scheme with implicit time integration, a predictor-based implicit scheme, and a subiteration-based implicit scheme with strong coupling. The first three schemes also incorporate structural subcycling, in which the structural time step is smaller than the thermal time step. Convergence studies reveal that the conventional explicit and basic implicit schemes are first-order accurate in time, whereas the predictor implicit and strong implicit schemes retain second-order accuracy. Structural subcycling is found to preserve the order of accuracy for the predictor implicit scheme. Additional analysis of the long-term behavior of the solution of two configurations indicates that the conventional explicit and basic implicit schemes can predict spurious behavior at larger time steps compared to the predictor implicit and strong implicit schemes. Finally, the predictor implicit scheme is found to provide significant computational savings for both a dynamically stable response and a dynamically unstable limit-cycle response compared to the other schemes.

Drift dynamics in a coupled model initialized for decadal forecasts

Drifts are always present in models when initialized from observed conditions because of intrinsic model errors; those potentially affect any type of climate predictions based on numerical experiments. Model drifts are usually removed through more or less sophisticated techniques for skill assessment, but they are rarely analysed. In this study, we provide a detailed physical and dynamical description of the drifts in the CNRM-CM5 coupled model using a set of decadal retrospective forecasts produced within CMIP5. The scope of the paper is to give some physical insights and lines of approach to, on one hand, implement more appropriate techniques of initialisation that minimize the drift in forecast mode, and on the other hand, eventually reduce the systematic biases of the models. We first document a novel protocol for ocean initialization adopted by the CNRM-CERFACS group for forecasting purpose in CMIP5. Initial states for starting dates of the predictions are obtained from a preliminary integration of the coupled model where full-field ocean surface temperature and salinity are restored everywhere to observations through flux derivative terms and full-field subsurface fields (below the prognostic ocean mixed layer) are nudged towards NEMOVAR reanalyses. Nudging is applied only outside the 15°S–15°N band allowing for dynamical balance between the depth and tilt of the tropical thermocline and the model intrinsic biased wind. A sensitivity experiment to the latitudinal extension of no-nudging zone (1°S–1°N instead of 15°, hereafter referred to as NOEQ) has been carried out. In this paper, we concentrate our analyses on two specific regions: the tropical Pacific and the North Atlantic basins. In the Pacific, we show that the first year of the forecasts is characterized by a quasi-systematic excitation of El Nino-Southern Oscillation (ENSO) warm events whatever the starting dates. This, through ocean-to-atmosphere heat transfer materialized by diabatic heating, can be viewed for the coupled model as an efficient way to rapidly adjust to its own biased climate mean state. Weak cold ENSO events tend to occur the second year of the forecast due to the so-called discharge–recharge mechanism while the spurious oscillatory behavior is progressively damped. The latter mechanism is much more pronounced in retrospective forecasts initialized from the NOEQ configuration for which the ENSO flip-flop is still detectable at leadtime 4 year. Associated atmospheric teleconnections interfere worldwide with regional drifts, especially in the North Pacific and more remotely in the North Atlantic. In the latter basin, the drift can be interpreted as the model response to intrinsic atmospheric circulation biases found in the stand-alone atmosphere component of the model, which project onto the negative phase of the North Atlantic Oscillation. A fast adjustment (up to ~5-year leadtime) occurs leading to a rapid slackening of both the vertical (Atlantic meridional overturning circulation) and horizontal circulations, especially in the subpolar gyre. Slower adjustment of the entire water masses distribution in the North Atlantic then takes over involving several mechanisms. We show that a weak feedback is locally present between the atmospheric circulation and the ocean drift that controls the timescale of the setting of the coupled model biases.