scholarly journals Statistical Estimation of Changes in the Dominant Frequencies of Structures in Long Noisy Series of Monitoring Data

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Fanis Moschas ◽  
Eva Steirou
Keyword(s):  
Time Series ◽  
Statistical Estimation ◽  
Statistical Approach ◽  
Natural Frequencies ◽  
Synthetic Data ◽  
The Other ◽  
Climatological Data ◽  
Pedestrian Bridge ◽  
Order Of Magnitude ◽  
Dominant Frequencies

Damage in structures is reflected in permanent changes of their natural frequencies and theoretically can be derived through measurements. Still, measurement-derived frequencies of structures usually reflect a superimposition of various effects, fluctuations due to environmental and loading conditions, noise, and possible permanent changes (damage or repair). The amplitude of the latter is usually of the same order of magnitude with the other effects; hence permanent shifts are masked by noise and cannot be identified, especially in long monitoring records. In order to overcome this problem, essential for the assessment of the structural health of various key structures, we adopt a statistical approach developed for the identification of shifts (inhomogeneities) in normally distributed climatological data, in particular the SNHT test. The efficiency of the SNHT was first tested on synthetic data and then on sets of estimates of dominant frequencies of a decaying pedestrian bridge. It was found that under certain conditions the SNHT can identify the location of shifts in dominant frequencies of structures; the amplitude of the shifts can then be easily computed. Since the efficiency of the test increases with the length of the time series, this test seems especially suitable for the analysis of long monitoring records.

Schrödinger-Iike equations for spin measurements, states, and wave functions, based on the statistical approach of Guiasu

1994 ◽  
Vol 72 (3-4) ◽  
pp. 130-133
Author(s):  
Paul B. Slater
Keyword(s):  
Statistical Estimation ◽  
Statistical Approach ◽  
Probability Distributions ◽  
Wave Functions ◽  
The Other ◽  
Weight Functions ◽  
Information Theoretic ◽  
Mixed Spin ◽  
Spin Measurements ◽  
Schrödinger Form

Guiasu employed a statistical estimation principle to derive time-independent Schrödinger equations for the position but, as is usual, not the spin of a particle. Here, on the other hand, this principle is used to obtain Schrödinger-like equations for the spin but not the position of a particle. Steady states are described by continuous probability distributions, obtained by information-theoretic arguments, over spin measurements, states, and wave functions. These distributions serve as weight functions for orthogonal polynomials. Associated "wave functions," products of the polynomials and the square root of the weight function, satisfy differential equations, reducing to time-independent Schrödinger form at the point corresponding to the fully mixed spin-1/2 state.

scholarly journals Information-theoretic measures for nonlinear causality detection: application to social media sentiment and cryptocurrency prices

2020 ◽  
Vol 7 (9) ◽  
pp. 200863
Author(s):  
Z. Keskin ◽  
T. Aste
Keyword(s):  
Time Series ◽  
Information Transfer ◽  
Synthetic Data ◽  
Transfer Entropy ◽  
Significant Information ◽  
Information Theoretic ◽  
Order Of Magnitude ◽  
Information Theoretic Measures ◽  
Media Sentiment ◽  
Non Parametric

Information transfer between time series is calculated using the asymmetric information-theoretic measure known as transfer entropy. Geweke’s autoregressive formulation of Granger causality is used to compute linear transfer entropy, and Schreiber’s general, non-parametric, information-theoretic formulation is used to quantify nonlinear transfer entropy. We first validate these measures against synthetic data. Then we apply these measures to detect statistical causality between social sentiment changes and cryptocurrency returns. We validate results by performing permutation tests by shuffling the time series, and calculate the Z -score. We also investigate different approaches for partitioning in non-parametric density estimation which can improve the significance. Using these techniques on sentiment and price data over a 48-month period to August 2018, for four major cryptocurrencies, namely bitcoin (BTC), ripple (XRP), litecoin (LTC) and ethereum (ETH), we detect significant information transfer, on hourly timescales, with greater net information transfer from sentiment to price for XRP and LTC, and instead from price to sentiment for BTC and ETH. We report the scale of nonlinear statistical causality to be an order of magnitude larger than the linear case.

Producers' Response to Changes in Prices and Marketing Policies: A Case Study of Sugarcane and Paddy in Eastern U.P. by S. C. Gupta and A. Majid. New York: Asia Publishing House, 1965.

1968 ◽  
Vol 8 (2) ◽  
pp. 308-309
Author(s):  
Mohammad Irshad Khan
Keyword(s):  
New York ◽  
Time Series ◽  
Time Series Data ◽  
Publishing House ◽  
Economic Incentives ◽  
The Other ◽  
Series Data ◽  
Poor Countries ◽  
Northern India

It is alleged that the agricultural output in poor countries responds very little to movements in prices and costs because of subsistence-oriented produc¬tion and self-produced inputs. The work of Gupta and Majid is concerned with the empirical verification of the responsiveness of farmers to prices and marketing policies in a backward region. The authors' analysis of the respon¬siveness of farmers to economic incentives is based on two sets of data (concern¬ing sugarcane, cash crop, and paddy, subsistence crop) collected from the district of Deoria in Eastern U.P. (Utter Pradesh) a chronically foodgrain deficit region in northern India. In one set, they have aggregate time-series data at district level and, in the other, they have obtained data from a survey of five villages selected from 170 villages around Padrauna town in Deoria.

THE EFFECT OF EVENT AND PUBLICITY TOWARDS BRAND AWARENESS ON FINANCIAL SERVICE AUTHORITY (OJK)

2017 ◽  
Vol 2 ◽  
pp. 281-292
Author(s):  
Donant Alananto Iskandar ◽  
Siti Dewi Sri Ratna Sari
Keyword(s):  
Public Relations ◽  
Significant Influence ◽  
Quantitative Method ◽  
Statistical Approach ◽  
Financial Service ◽  
The Other ◽  
Brand Awareness ◽  
Financial Service Authority ◽  
Other Hand ◽  
The People

This study aims to find out the effect of event and publicity towards brand awareness on Indonesia Financial Service Authority, usually called with its abbreviation OJK. The research background is because OJK was newly established as a financial service authority, replacing Bank Indonesia. Therefore, exploring the awareness of the people about the function of OJK is interesting to be a research subject.This method used in this study is the quantitative method with 82 samples as the questionnaire respondents. The population chosen was an OJK’s event held at LPPI and Indonesia Banking School with 122 participants. Validity, reliability, normality, multicollinearity, heteroskedasticity, correlation, determination, regression, hypothesis and ANOVA tests are used as a statistical approach in order to define the outcome of the survey. The results of this study are both event and publicity have a positive and a significant influence towards brand awareness partially and simultaneously. As the conclusion, OJK should continue its programs. On the other hand, OJK should find another public relations strategy to accelerate people awareness about the duties of OJK. Keywords: Event, Publicity, Brand Awareness

Comparison of the Potency of 8-L-Arginine, 8-D-Arginine and 8-D-Homoarginine Vasopressin Analogs with Substituted Phenylalanine in Position 2

1994 ◽  
Vol 59 (6) ◽  
pp. 1439-1450 ◽  
Author(s):  
Miroslava Žertová ◽  
Jiřina Slaninová ◽  
Zdenko Procházka
Keyword(s):  
Amino Acid ◽  
Solid Phase Synthesis ◽  
Solid Phase ◽  
Basic Amino Acid ◽  
The Other ◽  
Side Chain ◽  
Inhibitory Potency ◽  
Phase Synthesis ◽  
Other Hand ◽  
Order Of Magnitude

An analysis of the uterotonic potencies of all analogs having substituted L- or D-tyrosine or -phenylalanine in position 2 and L-arginine, D-arginine or D-homoarginine in position 8 was made. The series of analogs already published was completed by the solid phase synthesis of ten new analogs having L- or D-Phe, L- or D-Phe(2-Et), L- or D-Phe(2,4,6-triMe) or D-Tyr(Me) in position 2 and either L- or D-arginine in position 8. All newly synthesized analogs were found to be uterotonic inhibitors. Deamination increases both the agonistic and antagonistic potency. In the case of phenylalanine analogs the change of configuration from L to D in position 2 enhances the uterotonic inhibition for more than 1 order of magnitude. The L to D change in position 8 enhances the inhibitory potency negligibly. Prolongation of the side chain of the D-basic amino acid in position 8 seems to decrease slightly the inhibitory potency if there is L-substituted amino acid in position 2. On the other hand there is a tendency to the increase of the inhibitory potency if there is D-substituted amino acid in position 2.

scholarly journals The Connections between COVID-19 and the Energy Commodities Prices: Evidence through the Dynamic Time Warping Method

Energies ◽  
2021 ◽  
Vol 14 (13) ◽  
pp. 4024
Author(s):  
Krzysztof Dmytrów ◽  
Joanna Landmesser ◽  
Beata Bieszk-Stolorz
Keyword(s):  
Time Series ◽  
Palm Oil ◽  
Dynamic Time Warping ◽  
Global Economy ◽  
Price Change ◽  
Commodity Prices ◽  
The Other ◽  
Time Warping ◽  
Heating Oil ◽  
Dynamic Time

The main objective of the study is to assess the similarity between the time series of energy commodity prices and the time series of daily COVID-19 cases. The COVID-19 pandemic affects all aspects of the global economy. Although this impact is multifaceted, we assess the connections between the number of COVID-19 cases and the energy commodities sector. We analyse these connections by using the Dynamic Time Warping (DTW) method. On this basis, we calculate the similarity measure—the DTW distance between the time series—and use it to group the energy commodities according to their price change. Our analysis also includes finding the time shifts between daily COVID-19 cases and commodity prices in subperiods according to the chronology of the COVID-19 pandemic. Our findings are that commodities such as ULSD, heating oil, crude oil, and gasoline are weakly associated with COVID-19. On the other hand, natural gas, palm oil, CO2 allowances, and ethanol are strongly associated with the development of the pandemic.

scholarly journals A Block Coordinate Descent-Based Projected Gradient Algorithm for Orthogonal Non-Negative Matrix Factorization

Mathematics ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 540
Author(s):  
Soodabeh Asadi ◽  
Janez Povh
Keyword(s):  
Matrix Factorization ◽  
Synthetic Data ◽  
Coordinate Descent ◽  
The Other ◽  
Gradient Algorithm ◽  
Block Coordinate Descent ◽  
Projected Gradient Method ◽  
Projected Gradient ◽  
Factorization Problem ◽  
Non Negative Matrix Factorization

This article uses the projected gradient method (PG) for a non-negative matrix factorization problem (NMF), where one or both matrix factors must have orthonormal columns or rows. We penalize the orthonormality constraints and apply the PG method via a block coordinate descent approach. This means that at a certain time one matrix factor is fixed and the other is updated by moving along the steepest descent direction computed from the penalized objective function and projecting onto the space of non-negative matrices. Our method is tested on two sets of synthetic data for various values of penalty parameters. The performance is compared to the well-known multiplicative update (MU) method from Ding (2006), and with a modified global convergent variant of the MU algorithm recently proposed by Mirzal (2014). We provide extensive numerical results coupled with appropriate visualizations, which demonstrate that our method is very competitive and usually outperforms the other two methods.

Determination of the Number of Conserved Chromosomal Segments Between Species

Genetics ◽  
2001 ◽  
Vol 157 (3) ◽  
pp. 1387-1395 ◽  
Author(s):  
Sudhir Kumar ◽  
Sudhindra R Gadagkar ◽  
Alan Filipski ◽  
Xun Gu
Keyword(s):  
Statistical Approach ◽  
Common Ancestor ◽  
Chromosomal Rearrangements ◽  
Structural Similarity ◽  
The Other ◽  
Segment Length ◽  
Human Genomes ◽  
Genomic Divergence ◽  
Human And Mouse

AbstractGenomic divergence between species can be quantified in terms of the number of chromosomal rearrangements that have occurred in the respective genomes following their divergence from a common ancestor. These rearrangements disrupt the structural similarity between genomes, with each rearrangement producing additional, albeit shorter, conserved segments. Here we propose a simple statistical approach on the basis of the distribution of the number of markers in contiguous sets of autosomal markers (CSAMs) to estimate the number of conserved segments. CSAM identification requires information on the relative locations of orthologous markers in one genome and only the chromosome number on which each marker resides in the other genome. We propose a simple mathematical model that can account for the effect of the nonuniformity of the breakpoints and markers on the observed distribution of the number of markers in different conserved segments. Computer simulations show that the number of CSAMs increases linearly with the number of chromosomal rearrangements under a variety of conditions. Using the CSAM approach, the estimate of the number of conserved segments between human and mouse genomes is 529 ± 84, with a mean conserved segment length of 2.8 cM. This length is <40% of that currently accepted for human and mouse genomes. This means that the mouse and human genomes have diverged at a rate of ∼1.15 rearrangements per million years. By contrast, mouse and rat are diverging at a rate of only ∼0.74 rearrangements per million years.

Homogenization of daily time series climatological data in the Eastern Nile basin, Ethiopia

2020 ◽  
Vol 143 (1-2) ◽  
pp. 737-760
Author(s):  
Sadame M. Yimer ◽  
Navneet Kumar ◽  
Abderrazak Bouanani ◽  
Bernhard Tischbein ◽  
Christian Borgemeister
Keyword(s):  
Time Series ◽  
Nile Basin ◽  
Climatological Data ◽  
Daily Time Series ◽  
Daily Time

Demographic changes and savings behavior: the experience of a developing country

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Ebrahim Rezaei
Keyword(s):  
Time Series ◽  
Demographic Data ◽  
Calculated Data ◽  
The Other ◽  
Demographic Changes ◽  
Savings Behavior ◽  
Content Type ◽  
Household Level ◽  
Savings Rate ◽  
The Government

PurposeThis paper aims to disclose the savings behavior of Iran's economy in the context of demographic transition.Design/methodology/approachEmploying a version of Ramsey-Cass-Koopmans growth model, this paper benefits from a broad range of data and variables which are mainly taken from the Central Bank of Iran's database. The study uses actual and calculated data to produce analogous simulated data. The data cover the 1970–2015 period. This long period provides an opportunity to simulate more valid time series. It is worth noting that due to the severe economic sanctions imposed on the Iran's economy, particularly after 2017, some most recent data have been obliterated from the sample.FindingsThe results, stemming from the simulated model, hint that; firstly, the population variable is a notable determinant of the savings rate. Secondly, the effects of a slump in the population growth rate would attenuate the savings level significantly. Thirdly, other pragmatic steps could be taken to redress the fallout of the demographic changes.Research limitations/implicationsThere are some limitations in providing broad data related to economic sectors in Iran. The savings data, for instance, are available as an aggregated time series, and if the authors had wide data of household level, they would have been able to build more detail-based model. Similar to this issue of lack of households’ income-based data, some measures such as high or low levels as well as detailed demographic data could be helpful in sophisticated household level resulting. In addition, the complex relationship between the government and social security (pension) funds, in terms of financing part of government's budget deficit by these funds, thwarts a typical researcher in using comprehensive and transparent government expenditure data in their research. In other words, the possible positive or negative role of the funds, as a related issue to the demographic changes, cannot simply be determined in the model. It might be possible after necessary corrections are carried out in the mentioned relations.Originality/valueIn fact, the problem statement in this paper is to discern how the population aging can impact the saving rates on the one hand, and to what extent its repercussion can be modified by the other theoretical-based determinants on the other. In fact, the underlying argument of the present research arises from the stylized facts concerning prognosticates of the future evolutions of the world's population. To that end, the study will use Iran's economic and demographic data.

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