Physical Sciences and Mathematics Commons^™

Estimation, Testing, And Monitoring Of Generalized Autoregressive Conditionally Heteroskedastic Time Series, Aonan Zhang

All Graduate Theses and Dissertations, Spring 1920 to Summer 2023

We study in this dissertation Generalized Autoregressive Conditionally Heteroskedastic (GARCH) time series. The research focuses on squared GARCH sequences. Our main results are as follows:

1. We compare three methods of constructing confidence intervals for sample autocorrelations of squared returns modeled by models from the GARCH family. We compare the residual bootstrap, block bootstrap and subsampling methods. The residual bootstrap based on the standard GARCH(l,1) model is seen to perform best. Confidence intervals for cross-correlations of a bivariate GARCH model are also studied.

2. We study a test to discriminate between long memory and volatility changes in financial returns data. …

Wavelength Control For A Potassium Resonance Lidar, Everett E. A., Vincent B. Wickwar

Posters

An important ground-based way to measure temperatures and winds in the transition region between the upper mesosphere and lower thermosphere (80 to 105 km) is with a resonance-scatter lidar. An alexandrite laser, with a wavelength in the near infrared at 770 nm, is being added to the Atmospheric Lidar Observatory to make this type of observation of potassium. These observations will complement those that have been made for many years with the green Rayleigh-scatter lidar. For these resonance-scatter observations it is necessary to accurately and precisely control the laser wavelength. The intent is to carefully step across the 4 pm …

State Of Utah Space Environment & Contamination Study (Suspecs) Misse-6 Payload To Investigate Their Effects On Electron Emission And Resistivity Of Spacecraft Materials, John R. Dennison, L. Pearson, L. Davis, J. W. Burns, R. S. Hyde, James S. Dyer, Tina Andrus, Andrew Jay Auman, Jeff Duce, Tim Neilsen, Rob Leishman

All Physics Faculty Publications

A study of the effects of prolonged exposure to the space environment and of charge-enhanced contamination on the electron emission and resistivity of spacecraft materials, the State of Utah Space Environment & Contamination Study (SUSpECS), is planned for flight aboard the MISSE-6 payload. The Materials International Space Station Experiment (MISSE-6) program is designed to characterize the performance of candidate new space materials over the course of approximately four to eight month exposure periods on-orbit on the International Space Station, with a target flight date of mid-2006. The study is conducted by the Utah State University Materials Physics Group, in cooperation …

Charge Storage Measuremens Of Resistivity For Dielectric Samples From The Crres Internal Discharge Monitor, Nelson W. Green, A. R. Frederickson, Jr Dennison

Presentations

No abstract provided.

The Importance Of Accurate Computation Of Secondary Electron Emission For Modeling Spacecraft Charging, Sebastien Clerc, Jr Dennison, Clint Thomson

Presentations

No abstract provided.

Continuing Analysis Of Phytoplankton Nutrient Limitation In Farmington Bay And The Great Salt Lake, Wayne A. Wurtsbaugh, Amy M. Marcarelli

Watershed Sciences Faculty Publications

Farmington Bay is a nutrient-enriched, highly eutrophic embayment of the Great Salt Lake. The highly variable salinity of the bay influences what species of plankton can survive there. Previous analyses suggested that cyanobacteria (blue-green algae) may not be able to survive or fix atmospheric nitrogen at high salinities, thus maintaining the lake in a nitrogen-limited state. To determine the interacting influence of nutrients and salinity on the growth and nitrogen fixation of plankton we performed a 28-day bioassay with water from Farmington and Gilbert Bays in October 2004. We tested the response of the plankton to additions of nitrogen (N) …

Classical Resistivity Method In Atmosphere And Vacuum, Shigeyuki Takahashi

Senior Theses and Projects

In the space industry one of the most serious problems is charge storage on spacecrafts caused by plasma, solar-photoemission that causes damage to the spacecrafts. Therefore, the research by government and industry about spacecraft charging is thriving because there are still plenty of unknown faces in the space. A key first step for research of the phenomenon in ground-based laboratory test is to know well the most suitable experimental methods for measuring resistivity of spacecraft materials.

This talk describes my investigations of the Classical Resistivity (constant voltage capacitor) Method to measure resistivity. I concentrate on understanding the differences between tests …

Use Of Prescribed Fire In Rangeland Management: A Training Manual, Eric Lamalfa, D. Layne Coppock

Environment and Society Faculty Publications

Course Outcomes

• Learn about the role of fire in rangeland ecosystems.
• Learn how to plan and implement a prescribed fire.
• Learn how to monitor fire effects to assist management decision-making.
• Make progress towards conceptualizing a community-based, fire management program on the Borana Plateau.

Ecological Analysis Of Nutrient, Plankton And Benthic Communities In Farmington Bay And The Great Salt Lake, Utah (2004), Amy M. Marcarelli, Wayne A. Wurtsbaugh

Watershed Sciences Faculty Publications

In Fall 2004, the Aquatic Ecology Practicum class at Utah State University finished a third year of research on limnological and ecological characteristics of Farmington Bay and Gilbert Bays of the Great Salt Lake. Our previous research has produced interesting findings in Farmington Bay, including hypereutrophy (Marcarelli et a!. 2001), high phosphorus loading into the Bay, overnight water column anoxia linked to high winds (Wurtsbaugh et a!. 2002), potential predator control of brine shrimp, and high levels of hydrogen sulfide in the sediment and deep brine layer (Marcarelli et a!. 2003). These class findings have lead to increased interest in …

Strong Electric Fields From Positive Lightning Strokes In The Stratosphere, R. H. Holzworth, M. C. Mccarthy, J. N. Thomas, J. Chin, T. M. Chinowsky, Michael J. Taylor, O. Pinto Jr.

All Physics Faculty Publications

A balloon payload launched in Brazil has measured vector electric fields from lightning at least an order of magnitude larger than previously reported above 30 km in the stratosphere. During the flight hundreds of lightning events were recorded, including several positive cloud to ground lightning strokes. A two stroke flash, with small (15 kA peak current) and moderate (53 kA) positive strokes at a horizontal range of 34 km, produced field changes over 140 V/m at 34 km altitude. On-board optical lightning detection, recorded with GPS timing, coupled with ground based lightning location gives high time resolution for study of …

Gobal Change In The Mesosphere And Usu’S Green Beam, Vincent B. Wickwar, Joshua P. Herron, Troy A. Wynn

Presentations

No abstract provided.

An Examination Of Avoided Costs In Utah, Mark Bolinger, Ryan Wiser

All U.S. Government Documents (Utah Regional Depository)

The Utah Wind Working Group (UWWG) believes there are currently opportunities to encourage wind power development in the state by seeking changes to the avoided cost tariff paid to qualifying facilities (QFs). These opportunities have arisen as a result of a recent re-negotiation of Pacificorp’s Schedule 37 tariff for wind QFs under 3 MW, as well as an ongoing examination of Pacificorp’s Schedule 38 tariff for wind QFs larger than 3 MW. It is expected that decisions made regarding Schedule 38 will also impact Schedule 37. Through the Laboratory Technical Assistance Program (Lab TAP), the UWWG has requested (through the …

Hear Him Roar, Andrew Wingfield

All USU Press Publications

A cougar attacks a jogger in the suburbs of a western city. Charlie Sayers, facing retirement as a wildlife biologist at a downsized state agency, is drawn into the search for the lion. He gets caught up in the conflict between wildlife habitat and an increasingly developed environment as, teetering between crisis and farce, he tries to piece together the puzzle of his own life.

Highway 12, Christian Probasco

All USU Press Publications

Highway 12 is undoubtedly one of not only America's but the world's most scenic highways. From its intersection on the west with Highway 89 south of Panguitch, Utah, it runs up through Red Canyon onto the Paunsagunt Plateau and across Bryce Canyon National Park. It then drops into the Paria River Valley, passes through several tiny villages, crosses some extraordinary (for anywhere but this region) badlands, and descends the Escalante River into Potato Valley. While a driver may justifiably feel she has seen some scenery by that point, the highway is just getting started, for in the next stretch, it …

High, Wide, And Handsome: The River Journals Of Norman D. Nevills, Roy Webb

All USU Press Publications

When he started taking paying passengers by boat through the rapids of the Colorado River's canyons, Norman Nevills invented whitewater tourism and the commercial river business. For twelve years, from 1938 until his death in a plane crash in 1949, he safely took, without a single life lost, friends, explorers, and customers down the Colorado, Green, San Juan, Salmon, and Snake Rivers in boats he designed. National media found him and his adventures irresistible and turned him into the personification of river running. Logging seven trips through the Grand Canyon when no one else had completed more than two, he …

The Search For A Common Language: Environmental Writing And Education, Melody Graulich, Paul Crumbley

All USU Press Publications

A stellar group of writers, scientists, and educators illuminate the intersections between environmental science, creative writing, and education, considering ways to strengthen communication between differing fields with common interests.

Landscape Patterns Of Streams & Lakes In Montane Watersheds Determine Water Temperatures & Nutrient Transport: Watershed Analyses And N Tracer Experiments, Wayne A. Wurtsbaugh, J. Garrett, G. Burkart, W. Fleenor, K. Nydick, R. Hall, Michelle A. Baker

Watershed Sciences Faculty Publications

In glaciated mountains, lakes are interspersed through watersheds and connected by streams. Although lakes or streams are frequently studied as individual water bodies, studying them as integrated functional units provides considerable insight on temperature patterns, nutrient transport and other functions. In the Sawtooth Mountains (Idaho), inter-lake distance averages 2.8 km. In summer, lakes are solar collectors, and warm outflow streams as much as 10 C, thus increasing metabolic rates. These streams seldom cool to equilibrium temperatures before encountering another lake, where the waters tend to overflow and mix into the epilimnion. With overflow, N-15 tracer experiments demonstrated that water and …

Measuring Charge Storage Decay Time And Resistivity Of Spacecraft Insulators, Jerilyn Brunson, John R. Dennison

All Physics Faculty Publications

An informal discussion of how accurate measurements of resistivity and increasing understanding of the behavior of insulating materials used on spacecraft is fundamental to advancing the design and utility of the spacecraft. Build up of charge can vary between different areas of the spacecraft, with excess charge accumulating and leading to functional anomalies or component failure. The most important parameter in determining how charge will decay through an insulator is the resistivity of the material. Current industry standards for measuring resistivity have been shown to be inconsistent with actual phenomena, and new methods of measuring resistivity must be developed and …

Semi-Relativistic Approximation To Gravitational Radiation From Encounters With Non-Spinning Black Holes, Jonathan R. Gair, Daniel J. Kennefick, Shane L. Larson

All Physics Faculty Publications

The capture of compact bodies by black holes in galactic nuclei is an important prospective source for low frequency gravitational wave detectors, such as the planned Laser Interferometer Space Antenna. This paper calculates, using a semirelativistic approximation, the total energy and angular momentum lost to gravitational radiation by compact bodies on very high eccentricity orbits passing close to a supermassive, nonspinning black hole; these quantities determine the characteristics of the orbital evolution necessary to estimate the capture rate. The semirelativistic approximation improves upon treatments which use orbits at Newtonian order and quadrupolar radiation emission, and matches well onto accurate Teukolsky …

Experimentally Derived Resistivity For Dielectric Samples From The Crres Internal Discharge Monitor, Nelson W. Green, A. Robb Frederickson, John R. Dennison

All Physics Faculty Publications

Resistivity values were experimentally determined using charge storage methods for six samples remaining from the construction of the Internal Discharge Monitor (IDM) flown on the Combined Release and Radiation Effects Satellite (CRRES). Three tests were performed over a period of four to five weeks each in a vacuum of ~5×10-6 torr with an average temperature of ~25 ºC to simulate a space environment. Samples tested included FR4, PTFE, and alumina with copper electrodes attached to one or more of the sample surfaces. FR4 circuit board material was found to have a dark current resistivity of ~1×1018 Ω-cm and a moderately …

Evolution Of The Electron Yield Curves Of Insulators As A Function Ofimpinging Electron Fluence And Energy, Alec Sim, John R. Dennison, Clint Thomson

All Physics Faculty Publications

Electron emission and concomitant charge accumulation near the surface of insulators is central to understanding spacecraft charging. We present a study of changes in electron emission yields as a result of internal charge build up due to electron dose. Evolution of total, backscattered and secondary yield results over a broad range of incident energies are presented for two representative insulators, Kapton^TM and Al₂O₃. Reliable yield curves for un-charged insulators are measured and quantifiable changes in yields are observed due to fluences. We find excellent agreement with a phenomenological argument based on insulator charging predicted by …

Coherent State Path Integral For Linear Systems, Charles G. Torre

All Physics Faculty Publications

We present a computation of the coherent state path integral for a generic linear system using "functional methods'' (as opposed to discrete time approaches). The Gaussian phase space path integral is formally given by a determinant built from a first-order differential operator with coherent state boundary conditions. We show how this determinant can be expressed in terms of the symplectic transformation generated by the (in general, time-dependent) quadratic Hamiltonian for the system. We briefly discuss the conditions under which the coherent state path integral for a linear system actually exists. A necessary -- but not sufficient -- condition for existence …

Terdiurnal Wave Signatures In The Upper Mesospherictemperature And Their Association With The Wind Fields At Low-Latitudes (20°N), A. Taori, Michael J. Taylor, S. Franke

All Physics Faculty Publications

A novel investigation of terdiurnal (8-hour) oscillations in the mesosphere and lower-thermosphere temperature and wind field over Maui, Hawaii (20.8°N, 156.2°W) has been performed. Coincident observations using a mesospheric temperature mapper and a meteor wind radar were obtained since May 2002 as part of the Maui Mesosphere and Lower Thermosphere (Maui MALT) program to investigate the seasonal structure and dynamics of the low-latitude middle atmosphere. This study focuses on a 10-day period in July 2002 when a persistent ∼8-hour oscillation was identified in dual measurements of the OH (6,2) and O2 (0,1) nocturnal rotational temperatures sampled at nominal altitudes of …

A New Global Average Model Of The Coupled Thermosphere And Ionosphere, C. G. Smithtro, Jan Josef Sojka

All Physics Faculty Publications

A model representing the global average ionosphere and thermosphere (GAIT) is developed as a tool to explore the response of the coupled system to changes in the input solar irradiance between 3 and 360 nm. The GAIT model self-consistently solves the coupled continuity, momentum, and energy equations for the three major neutral species, N₂, O₂, and O, as well as minor neutral constituents important to the global energy budget. In the ionosphere the model includes five different ion species and two excited states of O⁺. The GAIT model also includes an approximate treatment of …

Positive Feedback Between Tree Establishment And Patterns Of Subalpine Forest Advancement, Glacier National Park, Montana, U.S.A., Matthew F. Bekker

Wasatch Dendroclimatology Research

The development and maintenance of several types of visually striking vegetation patterns are controlled by positive feedback between pattern and process. These patterns are particularly common at ecotones, where the influence of positive feedback may affect the position and dynamics of the boundary between the adjacent biotic communities. In this study, I use dendrochronology to examine the role of feedback between existing trees and the establishment and survival of seedlings in the advancement of linear, finger-like strips of subalpine forest in Glacier National Park, Montana. A general upslope, windward to leeward pattern of older trees followed by progressively younger trees …

The Importance Of Accurate Computation Of Secondary Electron Emission For Modeling Spacecraft Charging, S. Clerc, John R. Dennison, C. D. Thomson

All Physics Faculty Publications

Secondary electron emission is a critical contributor to the current balance in spacecraft charging. Spacecraft charging codes use a parameterized expression for the secondary electron yield δ(Eo) as a function of incident electron energy Eo. Simple three-step physics models of the electron penetration, transport and emission from a solid are typically expressed in terms of the incident electron penetration depth at normal incidence or range R(E_o ), and the mean free path of the secondary electron, λ(E). We recall classical models for the range R(E_o): a power law expression of the form b₁E_o^{n1 …}

Behavior Of The Ionosphere And Thermosphere Subject To Extreme Solar Cycle Conditions, C. G. Smithtro, Jan Josef Sojka

All Physics Faculty Publications

A 1-D global average ionosphere and thermosphere (GAIT) model is used to examine the climatological behavior of the upper atmosphere, subject to both extremely low and high solar flux. These extremes are justified, in part, by the Maunder Minimum and Grand Maximum epochs described by J. A. Eddy, as well as other studies involving cosmogenic isotopes and Sun-like stars. As the irradiance falls below normal solar minimum levels, the concentration of O⁺ decreases rapidly relative to the molecular ions, such that the ratio ƒ_oF₂/ƒ_oF₁ approaches unity. When subject to exceptionally high solar …

Universe Interactive: Static Displays With Active Components, Michelle B. Larson

All Physics Faculty Publications

As the World Year of Physics (WYP) approaches, the AAPT WYP Committee would like to encourage everyone to consider ways to engage those around us in celebrating the science that makes us the proud geeks we are. The geek sentiment is my own, and does not necessarily reflect the views and opinions of the committee. This paper offers simple and inexpensive astronomy-related ideas for a bulletin-board-type display. The particular ideas presented below are hands-on classroom activities that I've adapted for display purposes. The display is static in that once constructed it does not require a personal facilitator, but each component …

Climatology Of Short-Period Gravity Wavesobserved Over Northern Australia During The Dawex Campaign And Their Dominant Sourceregions, Pierre-Dominique Pautet, Michael J. Taylor, A. Z. Liu, G. R. Swenson

All Physics Faculty Publications

The Darwin Area Wave Experiment (DAWEX) was designed to investigate the generation and propagation of gravity waves from intense regions of localized convection that occur regularly over northern Australia (in the vicinity of Darwin) during the premonsoon period. This multinational program was conducted during the austral spring 2001 using a range of coordinated optical, radar, and in situ balloon measurements. As part of this program, all-sky image observations of short-period gravity wave events in the near infrared OH nightglow emission (altitude ∼87 km) were made from two well-separated sites in northern Australia: Wyndham (15.5°S, 128.1°E) and Katherine (14.5°S, 132.3°E), over …

Comparison Of Simultaneous Na Lidar And Mesospherictemperature Mapper Measurements And The Effects Of Tides On The Emission Layer Heights, Y. Zhao, Michael J. Taylor, X. Chu

All Physics Faculty Publications

A detailed comparative study of two new mesospheric temperature data sets, measured by different remote-sensing techniques, has been performed as part of a long-term investigation of low-latitude mesospheric dynamics. Coincident observations using the University of Illinois Na wind/temperature lidar and the Utah State University CEDAR Mesospheric Temperature Mapper (MTM) were conducted from the summit of Haleakala Crater, Maui, Hawaii (20.8°N, 156.2°W, ∼3000 m) as part of the Maui-MALT program. High-quality joint measurements were obtained during four lidar campaign periods, and 16 nights of data, spanning the interval January 2002 to October 2003, are presented here as example observations during each …