ROC-Based Model Estimation for Forecasting Large Changes in Demand

Forecasting for large changes in demand should benefit from different estimation than that used for estimating mean behavior. We develop a multivariate forecasting model designed for detecting the largest changes across many time series. The model is fit based upon a penalty function that maximizes true positive rates along a relevant false positive rate range and can be used by managers wishing to take action on a small percentage of products likely to change the most in the next time period. We apply the model to a crime dataset and compare results to OLS as the basis for comparisons as well as models that are promising for exceptional demand forecasting such as quantile regression, synthetic data from a Bayesian model, and a power loss model. Using the Partial Area Under the Curve (PAUC) metric, our results show statistical significance, a 35 percent improvement over OLS, and at least a 20 percent improvement over competing methods. We suggest management with an increasing number of products to use our method for forecasting large changes in conjunction with typical magnitude-based methods for forecasting expected demand

Evaluation of second-level inference in fMRI analysis

We investigate the impact of decisions in the second-level (i.e., over subjects) inferential process in functional magnetic resonance imaging on (1) the balance between false positives and false negatives and on (2) the data-analytical stability, both proxies for the reproducibility of results. Second-level analysis based on a mass univariate approach typically consists of 3 phases. First, one proceeds via a general linear model for a test image that consists of pooled information from different subjects. We evaluate models that take into account first-level (within-subjects) variability and models that do not take into account this variability. Second, one proceeds via inference based on parametrical assumptions or via permutation-based inference. Third, we evaluate 3 commonly used procedures to address the multiple testing problem: familywise error rate correction, False Discovery Rate (FDR) correction, and a two-step procedure with minimal cluster size. Based on a simulation study and real data we find that the two-step procedure with minimal cluster size results in most stable results, followed by the familywise error rate correction. The FDR results in most variable results, for both permutation-based inference and parametrical inference. Modeling the subject-specific variability yields a better balance between false positives and false negatives when using parametric inference

Detection of fast radio transients with multiple stations: a case study using the Very Long Baseline Array

Recent investigations reveal an important new class of transient radio phenomena that occur on sub-millisecond timescales. Often transient surveys' data volumes are too large to archive exhaustively. Instead, an on-line automatic system must excise impulsive interference and detect candidate events in real-time. This work presents a case study using data from multiple geographically distributed stations to perform simultaneous interference excision and transient detection. We present several algorithms that incorporate dedispersed data from multiple sites, and report experiments with a commensal real-time transient detection system on the Very Long Baseline Array (VLBA). We test the system using observations of pulsar B0329+54. The multiple-station algorithms enhanced sensitivity for detection of individual pulses. These strategies could improve detection performance for a future generation of geographically distributed arrays such as the Australian Square Kilometre Array Pathfinder and the Square Kilometre Array.Comment: 12 pages, 14 figures. Accepted for Ap