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- Hussain, S, et al.
(author)
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Parsimonious modelling, testing and forecasting of long-range dependence in wind speed
- 2004
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In: Environmetrics. - : Wiley. - 1099-095X .- 1180-4009. ; 15:2, s. 155-171
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Journal article (peer-reviewed)abstract
- Detecting and estimating long-range dependence are important in the analysis of many environmental time series. This article proposes a periodogram roughness (PR) estimator and describes its uses for testing and estimating the dependence structure. Asymptotic critical values are generated for performing the test, and special attention is given to investigating the properties of the PR regarding size and power. The conventional short-memory models, such as the autoregressive (AR), are shown to be less parsimonious. Forecasting errors of both fractional Gaussian noise (FGN) and fractional autoregressive moving average (FARMA) are investigated by conducting simulation studies. In addition to the PR, maximum likelihood (ML) and semi-parametric (SP) estimators are used and evaluated. Our results have shown that more accurate forecasted points are obtained when using the fractional forecasting. The methods are illustrated using Swedish wind speed data. Copyright (C) 2004 John Wiley Sons, Ltd.
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- Myneni, S., et al.
(author)
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Spectroscopic probing of local hydrogen-bonding structures in liquid water
- 2002
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In: Journal of Physics. - : IOP Publishing. - 0953-8984 .- 1361-648X. ; 14:8, s. L213-L219
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Journal article (peer-reviewed)abstract
- We have studied the electronic structure of liquid water using x-ray absorption spectroscopy at the oxygen K edge. Since the x-ray absorption process takes less than a femtosecond, it allows probing of the molecular orbital structure of frozen, local geometries of water molecules at a timescale that has not previously been accessible. Our results indicate that the electronic structure of liquid water is significantly different from that of the solid and gaseous forms, resulting in a pronounced pre-edge feature below the main absorption edge in the spectrum. Theoretical calculations of these spectra suggest that this feature originates from specific configurations of water, for which the H-bond is broken on the H-donating site of the water molecule. This study provides a fingerprint for identifying broken donating H-bonds in the liquid and shows that an unsaturated H-bonding environment exists for a dominating fraction of the water molecules.
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