scholarly journals Autoregressive process of monthly rainfall amounts in Catalonia ( NE Spain) and improvements on predictability of length and intensity of drought episodes

2020 ◽  
Author(s):  
Xavier Lana ◽  
Raül Rodríguez‐Solà ◽  
M. Dolors Martínez ◽  
M. Carmen Casas‐Castillo ◽  
Carina Serra ◽  
...  
Keyword(s):  
Autoregressive Process ◽  
Monthly Rainfall ◽  
Ne Spain

scholarly journals Multifractal structure of the monthly rainfall regime in Catalonia (NE Spain): Evaluation of the non-linear structural complexity

2020 ◽  
Vol 30 (7) ◽  
pp. 073117 ◽  
Author(s):  
X. Lana ◽  
R. Rodríguez-Solà ◽  
M. D. Martínez ◽  
M. C. Casas-Castillo ◽  
C. Serra ◽  
...  
Keyword(s):  
Structural Complexity ◽  
Monthly Rainfall ◽  
Rainfall Regime ◽  
Non Linear ◽  
Ne Spain

On the generation and origin of I/f noise

1999 ◽  
Vol 4 ◽  
pp. 87-96 ◽  
Author(s):  
B. Kaulakys ◽  
T. Meškauskas
Keyword(s):  
Point Process ◽  
Solvable Model ◽  
Autoregressive Process ◽  
Wide Range ◽  
Occurrence Times

Simple analytically solvable model exhibiting 1/f spectrum in any desirably wide range of frequency is analysed. The model consists of pulses (point process) whose interevent times obey an autoregressive process with small damping. Analysis and generalizations of the model indicate to the possible origin of 1/f noise, i.e. random increments between the occurrence times of particles or pulses resulting in the clustering of the pulses.

Determination of cytostatic drugs in Besòs River (NE Spain) and comparison with predicted environmental concentrations

2017 ◽  
Vol 24 (7) ◽  
pp. 6492-6503 ◽  
Author(s):  
Helena Franquet-Griell ◽  
Deborah Cornadó ◽  
Josep Caixach ◽  
Francesc Ventura ◽  
Silvia Lacorte
Keyword(s):  
Cytostatic Drugs ◽  
Environmental Concentrations ◽  
Predicted Environmental Concentrations ◽  
Ne Spain

Mapping monthly rainfall erosivity for the Lazio Region (Italy)

2020 ◽  
Author(s):  
C. Mineo ◽  
E. Ridolfi ◽  
B. Moccia ◽  
F. Napolitano
Keyword(s):  
Monthly Rainfall ◽  
Rainfall Erosivity ◽  
Lazio Region

News and Idiosyncratic Volatility: The Public Information Processing Hypothesis*

2020 ◽  
Author(s):  
Robert F Engle ◽  
Martin Klint Hansen ◽  
Ahmet K Karagozoglu ◽  
Asger Lunde
Keyword(s):  
Information Processing ◽  
Public Information ◽  
Selection Procedure ◽  
Autoregressive Process ◽  
Return Volatility ◽  
Market Outcomes ◽  
The Public ◽  
Additional Information ◽  
Financial News ◽  
The Impact

Abstract Motivated by the recent availability of extensive electronic news databases and advent of new empirical methods, there has been renewed interest in investigating the impact of financial news on market outcomes for individual stocks. We develop the information processing hypothesis of return volatility to investigate the relation between firm-specific news and volatility. We propose a novel dynamic econometric specification and test it using time series regressions employing a machine learning model selection procedure. Our empirical results are based on a comprehensive dataset comprised of more than 3 million news items for a sample of 28 large U.S. companies. Our proposed econometric specification for firm-specific return volatility is a simple mixture model with two components: public information and private processing of public information. The public information processing component is defined by the contemporaneous relation with public information and volatility, while the private processing of public information component is specified as a general autoregressive process corresponding to the sequential price discovery mechanism of investors as additional information, previously not publicly available, is generated and incorporated into prices. Our results show that changes in return volatility are related to public information arrival and that including indicators of public information arrival explains on average 26% (9–65%) of changes in firm-specific return volatility.

scholarly journals On the BIC for determining the number of control points in B-spline surface approximation in case of correlated observations

2020 ◽  
Vol 10 (1) ◽  
pp. 110-123
Author(s):  
Gaël Kermarrec ◽  
Hamza Alkhatib
Keyword(s):  
Shape Control ◽  
Simple Procedure ◽  
Spline Approximation ◽  
Autoregressive Process ◽  
Optimal Number ◽  
Information Criteria ◽  
General Effect ◽  
Control Points ◽  
B Spline ◽  
Correlated Observations

Abstract B-spline curves are a linear combination of control points (CP) and B-spline basis functions. They satisfy the strong convex hull property and have a fine and local shape control as changing one CP affects the curve locally, whereas the total number of CP has a more general effect on the control polygon of the spline. Information criteria (IC), such as Akaike IC (AIC) and Bayesian IC (BIC), provide a way to determine an optimal number of CP so that the B-spline approximation fits optimally in a least-squares (LS) sense with scattered and noisy observations. These criteria are based on the log-likelihood of the models and assume often that the error term is independent and identically distributed. This assumption is strong and accounts neither for heteroscedasticity nor for correlations. Thus, such effects have to be considered to avoid under-or overfitting of the observations in the LS adjustment, i.e. bad approximation or noise approximation, respectively. In this contribution, we introduce generalized versions of the BIC derived using the concept of quasi- likelihood estimator (QLE). Our own extensions of the generalized BIC criteria account (i) explicitly for model misspecifications and complexity (ii) and additionally for the correlations of the residuals. To that aim, the correlation model of the residuals is assumed to correspond to a first order autoregressive process AR(1). We apply our general derivations to the specific case of B-spline approximations of curves and surfaces, and couple the information given by the different IC together. Consecutively, a didactical yet simple procedure to interpret the results given by the IC is provided in order to identify an optimal number of parameters to estimate in case of correlated observations. A concrete case study using observations from a bridge scanned with a Terrestrial Laser Scanner (TLS) highlights the proposed procedure.

Impact of climate change on beach erosion in the Basque coast (NE Spain)

2021 ◽  
pp. 103916
Author(s):  
Iñaki de Santiag ◽  
Paula Camus ◽  
Manuel Gonzalez ◽  
Pedro Liria ◽  
Irati Epelde ◽  
...  
Keyword(s):  
Climate Change ◽  
Beach Erosion ◽  
Impact Of Climate Change ◽  
Basque Coast ◽  
Ne Spain
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