Perspectives on European Earthquake Engineering and Seismology: Volume 2

Geotechnical Engineering & Applied Earth Science

LSST Science Book, Version 2.0

A survey that can cover the sky in optical bands over wide fields to faint magnitudes with a fast cadence will enable many of the exciting science opportunities of the next decade. The Large Synoptic Survey Telescope (LSST) will have an effective aperture of 6.7 meters and an imaging camera with field of view of 9.6 deg^2, and will be devoted to a ten-year imaging survey over 20,000 deg^2 south of +15 deg. Each pointing will be imaged 2000 times with fifteen second exposures in six broad bands from 0.35 to 1.1 microns, to a total point-source depth of r~27.5. The LSST Science Book describes the basic parameters of the LSST hardware, software, and observing plans. The book discusses educational and outreach opportunities, then goes on to describe a broad range of science that LSST will revolutionize: mapping the inner and outer Solar System, stellar populations in the Milky Way and nearby galaxies, the structure of the Milky Way disk and halo and other objects in the Local Volume, transient and variable objects both at low and high redshift, and the properties of normal and active galaxies at low and high redshift. It then turns to far-field cosmological topics, exploring properties of supernovae to z~1, strong and weak lensing, the large-scale distribution of galaxies and baryon oscillations, and how these different probes may be combined to constrain cosmological models and the physics of dark energy.Comment: 596 pages. Also available at full resolution at http://www.lsst.org/lsst/sciboo

Essays on the nonlinear and nonstochastic nature of stock market data

The nature and structure of stock-market price dynamics is an area of ongoing and rigourous scientific debate. For almost three decades, most emphasis has been given on upholding the concepts of Market Efficiency and rational investment behaviour. Such an approach has favoured the development of numerous linear and nonlinear models mainly of stochastic foundations. Advances in mathematics have shown that nonlinear deterministic processes i.e. "chaos" can produce sequences that appear random to linear statistical techniques. Till recently, investment finance has been a science based on linearity and stochasticity. Hence it is important that studies of Market Efficiency include investigations of chaotic determinism and power laws. As far as chaos is concerned, there are rather mixed or inconclusive research results, prone with controversy. This inconclusiveness is attributed to two things: the nature of stock market time series, which are highly volatile and contaminated with a substantial amount of noise of largely unknown structure, and the lack of appropriate robust statistical testing procedures. In order to overcome such difficulties, within this thesis it is shown empirically and for the first time how one can combine novel techniques from recent chaotic and signal analysis literature, under a univariate time series analysis framework. Three basic methodologies are investigated: Recurrence analysis, Surrogate Data and Wavelet transforms. Recurrence Analysis is used to reveal qualitative and quantitative evidence of nonlinearity and nonstochasticity for a number of stock markets. It is then demonstrated how Surrogate Data, under a statistical hypothesis testing framework, can be simulated to provide similar evidence. Finally, it is shown how wavelet transforms can be applied in order to reveal various salient features of the market data and provide a platform for nonparametric regression and denoising. The results indicate that without the invocation of any parametric model-based assumptions, one can easily deduce that there is more to linearity and stochastic randomness in the data. Moreover, substantial evidence of recurrent patterns and aperiodicities is discovered which can be attributed to chaotic dynamics. These results are therefore very consistent with existing research indicating some types of nonlinear dependence in financial data. Concluding, the value of this thesis lies in its contribution to the overall evidence on Market Efficiency and chaotic determinism in financial markets. The main implication here is that the theory of equilibrium pricing in financial markets may need reconsideration in order to accommodate for the structures revealed

Chaotic price dynamics of agricultural commodities

Traditionally, commodity prices have been analyzed and modeled in the context of linear generating processes. The purpose of this dissertation is to address the adequacy of this work through examination of the critical assumption of independence in the residual process of linearly specified models. As an alternative, a test procedure is developed and utilized to demonstrate the appropriateness of applying generalized conditional heteroscedastic time series models (GARCH) to agricultural commodity prices. In addition, a distinction is made between testing for independence and testing for chaos in commodity prices. The price series of interest derive from the major international agricultural commodity markets, sampled monthly over the period 1960--1994. The results of the present analysis suggest that for bananas, beef, coffee, soybeans, wool and wheat seasonally adjusted growth rates, ARCH-GARCH models account for some of the non-linear dependence in these commodity price series. As an alternative to the ARCH-GARCH models, several neural network models were estimated and in some cases outperformed the ARCH family of models in terms of forecast ability. This further demonstrated the nonlinearity present in these time series. Although, further examination is needed, all prices were found to be non-linearly dependent. It was determined by use of different statistical measures for testing for deterministic chaos that wheat prices may be an example of such behavior. Therefore, their may be something to be gained in terms of short-run forecast accuracy by using semi-parametric modeling approaches as applied to wheat prices

Working Papers: Astronomy and Astrophysics Panel Reports

The papers of the panels appointed by the Astronomy and Astrophysics survey Committee are compiled. These papers were advisory to the survey committee and represent the opinions of the members of each panel in the context of their individual charges. The following subject areas are covered: radio astronomy, infrared astronomy, optical/IR from ground, UV-optical from space, interferometry, high energy from space, particle astrophysics, theory and laboratory astrophysics, solar astronomy, planetary astronomy, computing and data processing, policy opportunities, benefits to the nation from astronomy and astrophysics, status of the profession, and science opportunities

Footfall and the territorialisation of urban places measured through the rhythms of social activity

The UK high street is constantly changing and evolving in response to, for example, online sales, out-of-town developments, and economic crises. With over 10 years of hourly footfall counts from sensors across the UK, this study was an opportunity to perform a longitudinal and quantitative investigation to diagnose how these changes are reflected in the changing patterns of pedestrian activity. Footfall provides a recognised performance measure of place vitality. However, through a lack of data availability due to historic manual counting methods, few opportunities to contextualise the temporal patterns longitudinally have existed. This study therefore investigates daily, weekly, and annual footfall patterns, to diagnose the similarities and differences between places as social activity patterns from UK high streets evolve over time. Theoretically, footfall is conceptualised within the framework of Territorology and Assemblage Theory, conceptually underpinning a quantitative approach to represent the collective meso-level (street and town-centre) patterns of footfall (social) activity. To explore the data, the periodic signatures of daily, weekly, and annual footfall are extracted using STL (seasonal trend decomposition using Loess) algorithms and the outputs are then analysed using fuzzy clustering techniques. The analyses successfully identify daily, weekly, and annual periodic patterns and diagnose the varying social activity patterns for different urban place types and how places, both individually and collectively are changing. Footfall is demonstrated to be a performance measure of meso-scale changes in collective social activity. For place management, the fuzzy analysis provides an analytical tool to monitor the annual, weekly, and daily footfall signatures providing an evidence-based diagnostic of how places are changing over time. The place manager is therefore better able to identify place specific interventions that correspond to the usage patterns of visitors and adapt these interventions as behaviours change

LSST Science Book, Version 2.0

A survey that can cover the sky in optical bands over wide fields to faint magnitudes with a fast cadence will enable many of the exciting science opportunities of the next decade. The Large Synoptic Survey Telescope (LSST) will have an effective aperture of 6.7 meters and an imaging camera with field of view of 9.6 deg^2, and will be devoted to a ten-year imaging survey over 20,000 deg^2 south of +15 deg. Each pointing will be imaged 2000 times with fifteen second exposures in six broad bands from 0.35 to 1.1 microns, to a total point-source depth of r~27.5. The LSST Science Book describes the basic parameters of the LSST hardware, software, and observing plans. The book discusses educational and outreach opportunities, then goes on to describe a broad range of science that LSST will revolutionize: mapping the inner and outer Solar System, stellar populations in the Milky Way and nearby galaxies, the structure of the Milky Way disk and halo and other objects in the Local Volume, transient and variable objects both at low and high redshift, and the properties of normal and active galaxies at low and high redshift. It then turns to far-field cosmological topics, exploring properties of supernovae to z~1, strong and weak lensing, the large-scale distribution of galaxies and baryon oscillations, and how these different probes may be combined to constrain cosmological models and the physics of dark energy

History of Psychology

Openly licensed anthology focused on the theme of the History of Psychology. Contains: The Mind and the Brain by Alfred Binet; Dream Psychology: Psychoanalysis for Beginners by Sigmund Freud; The Principles of Psychology, Volume 1 (of 2) by William James; The Principles of Psychology, Volume 2 (of 2) by William James; Collected Papers on Analytical Psychology by C. G. Jung; Memoirs of Extraordinary Popular Delusions and the Madness of Crowds by Charles Mackay; The Psychology of Arithmetic by Edward L. Thorndike