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The use of moving averages is pervasive in macroeconomic monitoring, particularly for tracking noisy series such as inflation. The choice of the look-back window is crucial. Too long of a moving average is not timely enough when faced with…
Kemeny's constant quantifies a graph's connectivity by measuring the average time for a random walker to reach any other vertex. We introduce two concepts of the directional derivative of Kemeny's constant with respect to an edge and use…
We propose a nonlocal strain measure for use with digital image correlation (DIC). Whereas the traditional notion of compatibility (strain as the derivative of the displacement field) is problematic when the displacement field varies…
For the purpose of phase space reconstruction from nonlinear time series, delay selection is one of the most vital criteria. This is normally done by using a general measure viz., mutual information (MI). However, in that case, the delay…
Asymptotic spectral distribution (ASD) of the crosscorrelation matrix is investigated for a random spreading short/long-code asynchronous direct sequence-code division multiple access (DS-CDMA) system. The discrete-time decision statistics…
This paper looks into the analysis of the long-range auto-correlations and cross-correlations in bond market. Based on Detrended Moving Average (DMA) method, empirical results present a clear evidence of long-range persistence that exists…
I--MR charts commonly estimate the process standard deviation $\sigma$ via the span-2 average moving range divided by the unbiasing constant $d_2$; unlike the unbiased sample standard deviation ($S/c_4$), this estimator depends on ordering…
A new robust pairwise statistic, the pairwise median scaled difference (MSD), is proposed for the detection of anomalous location/uncertainty pairs in heteroscedastic interlaboratory study data with associated uncertainties. The…
The mean-squared displacement (MSD) of a hard sphere and of a dumbbell molecule consisting of two fused hard spheres immersed in a dense hard-sphere system is calculated within the mode-coupling theory for ideal liquid-glass transitions. It…
Seasonally adjusted series are usually used to analyse the business cycle and turning points. When the irregular is too high, it is preferable to smooth the series in order to analyse the trend-cycle component directly. This study focuses…
We develop a general criterion about coarsening for a class of nonlinear evolution equations describing one dimensional pattern-forming systems. This criterion allows one to discriminate between the situation where a coarsening process…
A novel first-order moving-average model for analyzing time series observed at irregularly spaced intervals is introduced. Two definitions are presented, which are equivalent under Gaussianity. The first one relies on normally distributed…
We proposed a new statistical dependency measure called Copula Dependency Coefficient(CDC) for two sets of variables based on copula. It is robust to outliers, easy to implement, powerful and appropriate to high-dimensional variables. These…
Podobnik and Stanley recently proposed a novel framework, Detrended Cross-Correlation Analysis, for the analysis of power-law cross-correlation between two time-series, a phenomenon which occurs widely in physical, geophysical, financial…
The learning of domain-invariant representations in the context of domain adaptation with neural networks is considered. We propose a new regularization method that minimizes the discrepancy between domain-specific latent feature…
In this paper, a robust non-parametric measure of statistical dependence, or correlation, between two random variables is presented. The proposed coefficient is a permutation-like statistic that quantifies how much the observed sample S_n :…
In recent years, recurrent quantification analysis (RQA) and its multi-dimensional version (MdRQA) have emerged as a popular tool for assessing interpersonal behavioral or physiological synchrony in groups of two or more individuals. While…
Fixed node diffusion Monte Carlo (DMC) has been performed on a test set of forward and reverse barrier heights for 19 non-hydrogen-transfer reactions, and the nodal error has been assessed. The DMC results are robust to changes in the nodal…
We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-R\'enyi Maximum Correlation Coefficient. RDC is defined in terms…
Leaving posterior sensitivity concerns aside, non-identifiability of the parameters does not raise a difficulty for Bayesian inference as far as the posterior is proper, but multi-modality or flat regions of the posterior induced by the…