On detecting and modeling periodic correlation in financial data

For many economic problems standard statistical analysis, based on the notion of stationarity, is not adequate. These include modeling seasonal decisions of consumers, forecasting business cycles and - as we show in the present article - modeling wholesale power market prices. We apply standard methods and a novel spectral domain technique to conclude that electricity price returns exhibit periodic correlation with daily and weekly periods. As such they should be modeled with periodically correlated processes. We propose to apply periodic autoregression (PAR) models which are closely related to the standard instruments in econometric analysis - vector autoregression (VAR) models.periodic correlation, sample coherence, electricity price, periodic autoregression, vector autoregression

Gravity and magnetic anomaly modeling and correlation using the SPHERE program and Magsat data

The spherical Earth inversion, modeling, and contouring software were tested and modified for processing data in the Southern Hemisphere. Preliminary geologic/tectonic maps and selected cross sections for South and Central America and the Caribbean region are being compiled and as well as gravity and magnetic models for the major geological features of the area. A preliminary gravity model of the Andeas Beniff Zone was constructed so that the density columns east and west of the subducted plates are in approximate isostatic equilibrium. The magnetic anomaly for the corresponding magnetic model of the zone is being computed with the SPHERE program. A test tape containing global magnetic measurements was converted to a tape compatible with Purdue's CDC system. NOO data were screened for periods of high diurnal activity and reduced to anomaly form using the IGS-75 model. Magnetic intensity anomaly profiles were plotted on the conterminous U.S. map using the track lines as the anomaly base level. The transcontinental magnetic high seen in POGO and MAGSAT data is also represented in the NOO data

Quantitative description and modeling of real networks

In this letter we present data analysis and modeling of two particular cases of study in the field of growing networks. We analyze WWW data set and authorship collaboration networks in order to check the presence of correlation in the data. The results are reproduced with a pretty good agreement through a suitable modification of the standard AB model of network growth. In particular, intrinsic relevance of sites plays a role in determining the future degree of the vertex.Comment: 4 pages, 3 figure

Metabolic modeling and analysis of the metabolic switch in Streptomyces coelicolor

Background The transition from exponential to stationary phase in Streptomyces coelicolor is accompanied by a major metabolic switch and results in a strong activation of secondary metabolism. Here we have explored the underlying reorganization of the metabolome by combining computational predictions based on constraint-based modeling and detailed transcriptomics time course observations. Results We reconstructed the stoichiometric matrix of S. coelicolor, including the major antibiotic biosynthesis pathways, and performed flux balance analysis to predict flux changes that occur when the cell switches from biomass to antibiotic production. We defined the model input based on observed fermenter culture data and used a dynamically varying objective function to represent the metabolic switch. The predicted fluxes of many genes show highly significant correlation to the time series of the corresponding gene expression data. Individual mispredictions identify novel links between antibiotic production and primary metabolism. Conclusion Our results show the usefulness of constraint-based modeling for providing a detailed interpretation of time course gene expression data

Breaking Halo Occupation Degeneracies with Marked Statistics

We show that a suitably defined marked correlation function can be used to break degeneracies in halo-occupation distribution modeling. The statistic can be computed on both 3D and 2D data sets, and should be applicable to all upcoming galaxy surveys. A proof of principle, using mock catalogs created from N-body simulations, is given.Comment: 4 pages, 3 figures, minor revisions to match version accepted by MNRA