9,196 research outputs found

    Essays on Panel Data Prediction Models

    Get PDF
    Forward-looking analysis is valuable for policymakers as they need effective strategies to mitigate imminent risks and potential challenges. Panel data sets contain time series information over a number of cross-sectional units and are known to have superior predictive abilities in comparison to time series only models. This PhD thesis develops novel panel data methods to contribute to the advancement of short-term forecasting and nowcasting of macroeconomic and environmental variables. The two most important highlights of this thesis are the use of cross-sectional dependence in panel data forecasting and to allow for timely predictions and ‘nowcasts’.Although panel data models have been found to provide better predictions in many empirical scenarios, forecasting applications so far have not included cross-sectional dependence. On the other hand, cross-sectional dependence is well-recognised in large panels and has been explicitly modelled in previous causal studies. A substantial portion of this thesis is devoted to developing cross-sectional dependence in panel models suited to diverse empirical scenarios. The second important aspect of this work is to integrate the asynchronous release schedules of data within and across panel units into the panel models. Most of the thesis emphasises the pseudo-real-time predictions with efforts to estimate the model on the data that has been released at the time of predictions, thus trying to replicate the realistic circumstances of delayed data releases.Linear, quantile and non-linear panel models are developed to predict a range of targets both in terms of their meaning and method of measurement. Linear models include panel mixed-frequency vector-autoregression and bridge equation set-ups which predict GDP growth, inflation and CO2 emissions. Panel quantile regressions and latent variable discrete choice models predict growth-at-risk and extreme episodes of cross-border capital flows, respectively. The datasets include both international cross-country panels as well as regional subnational panels. Depending on the nature of the model and the prediction targets, different precision criteria evaluate the accuracy of the models in out-of-sample settings. The generated predictions beat respective standard benchmarks in a more timely fashion

    Contraction analysis of nonlinear systems and its application

    Get PDF
    The thesis addresses various issues concerning the convergence properties of switched systems and differential algebraic equation (DAE) systems. Specifically, we focus on contraction analysis problem, as well as tackling problems related to stabilization and synchronization. We consider the contraction analysis of switched systems and DAE systems. To address this, a transformation is employed to convert the contraction analysis problem into a stabilization analysis problem. This transformation involves the introduction of virtual systems, which exhibit a strong connection with the Jacobian matrix of the vector field. Analyzing these systems poses a significant challenge due to the distinctive structure of their Jacobian matrices. Regarding the switched systems, a time-dependent switching law is established to guarantee uniform global exponential stability (UGES). As for the DAE system, we begin by embedding it into an ODE system. Subsequently, the UGES property is ensured by analyzing its matrix measure. As our first application, we utilize our approach to stabilize time-invariant switched systems and time-invariant DAE systems, respectively. This involves designing control laws to achieve system contractivity, thereby ensuring that the trajectory set encompasses the equilibrium point. In oursecond application, we propose the design of a time-varying observer by treating the system’s output as an algebraic equation of the DAE system. In our study on synchronization problems, we investigate two types of synchronization issues: the trajectory tracking of switched oscillators and the pinning state synchronization. In the case of switched oscillators, we devise a time-dependent switching law to ensure that these oscillators effectively follow the trajectory of a time-varying system. As for the pinning synchronization problem, we define solvable conditions and, building upon these conditions, we utilize contraction theory to design dynamic controllers that guarantee synchronization is achieved among the agents

    LIPIcs, Volume 251, ITCS 2023, Complete Volume

    Get PDF
    LIPIcs, Volume 251, ITCS 2023, Complete Volum

    Spectrum auctions: designing markets to benefit the public, industry and the economy

    Get PDF
    Access to the radio spectrum is vital for modern digital communication. It is an essential component for smartphone capabilities, the Cloud, the Internet of Things, autonomous vehicles, and multiple other new technologies. Governments use spectrum auctions to decide which companies should use what parts of the radio spectrum. Successful auctions can fuel rapid innovation in products and services, unlock substantial economic benefits, build comparative advantage across all regions, and create billions of dollars of government revenues. Poor auction strategies can leave bandwidth unsold and delay innovation, sell national assets to firms too cheaply, or create uncompetitive markets with high mobile prices and patchy coverage that stifles economic growth. Corporate bidders regularly complain that auctions raise their costs, while government critics argue that insufficient revenues are raised. The cross-national record shows many examples of both highly successful auctions and miserable failures. Drawing on experience from the UK and other countries, senior regulator Geoffrey Myers explains how to optimise the regulatory design of auctions, from initial planning to final implementation. Spectrum Auctions offers unrivalled expertise for regulators and economists engaged in practical auction design or company executives planning bidding strategies. For applied economists, teachers, and advanced students this book provides unrivalled insights in market design and public management. Providing clear analytical frameworks, case studies of auctions, and stage-by-stage advice, it is essential reading for anyone interested in designing public-interested and successful spectrum auctions

    A comparative study between paired and unpaired Image Quality Assessment in Low-Dose CT Denoising

    Full text link
    The current deep learning approaches for low-dose CT denoising can be divided into paired and unpaired methods. The former involves the use of well-paired datasets, whilst the latter relaxes this constraint. The large availability of unpaired datasets has raised the interest in deepening unpaired denoising strategies that, in turn, need for robust evaluation techniques going beyond the qualitative evaluation. To this end, we can use quantitative image quality assessment scores that we divided into two categories, i.e., paired and unpaired measures. However, the interpretation of unpaired metrics is not straightforward, also because the consistency with paired metrics has not been fully investigated. To cope with this limitation, in this work we consider 15 paired and unpaired scores, which we applied to assess the performance of low-dose CT denoising. We perform an in-depth statistical analysis that not only studies the correlation between paired and unpaired metrics but also within each category. This brings out useful guidelines that can help researchers and practitioners select the right measure for their applications

    A Practical Introduction to Regression Discontinuity Designs: Extensions

    Full text link
    This monograph, together with its accompanying first part Cattaneo, Idrobo and Titiunik (2020), collects and expands the instructional materials we prepared for more than 4040 short courses and workshops on Regression Discontinuity (RD) methodology that we taught between 2014 and 2022. In this second monograph, we discuss several topics in RD methodology that build on and extend the analysis of RD designs introduced in Cattaneo, Idrobo and Titiunik (2020). Our first goal is to present an alternative RD conceptual framework based on local randomization ideas. This methodological approach can be useful in RD designs with discretely-valued scores, and can also be used more broadly as a complement to the continuity-based approach in other settings. Then, employing both continuity-based and local randomization approaches, we extend the canonical Sharp RD design in multiple directions: fuzzy RD designs, RD designs with discrete scores, and multi-dimensional RD designs. The goal of our two-part monograph is purposely practical and hence we focus on the empirical analysis of RD designs

    Machine learning applications in search algorithms for gravitational waves from compact binary mergers

    Get PDF
    Gravitational waves from compact binary mergers are now routinely observed by Earth-bound detectors. These observations enable exciting new science, as they have opened a new window to the Universe. However, extracting gravitational-wave signals from the noisy detector data is a challenging problem. The most sensitive search algorithms for compact binary mergers use matched filtering, an algorithm that compares the data with a set of expected template signals. As detectors are upgraded and more sophisticated signal models become available, the number of required templates will increase, which can make some sources computationally prohibitive to search for. The computational cost is of particular concern when low-latency alerts should be issued to maximize the time for electromagnetic follow-up observations. One potential solution to reduce computational requirements that has started to be explored in the last decade is machine learning. However, different proposed deep learning searches target varying parameter spaces and use metrics that are not always comparable to existing literature. Consequently, a clear picture of the capabilities of machine learning searches has been sorely missing. In this thesis, we closely examine the sensitivity of various deep learning gravitational-wave search algorithms and introduce new methods to detect signals from binary black hole and binary neutron star mergers at previously untested statistical confidence levels. By using the sensitive distance as our core metric, we allow for a direct comparison of our algorithms to state-of-the-art search pipelines. As part of this thesis, we organized a global mock data challenge to create a benchmark for machine learning search algorithms targeting compact binaries. This way, the tools developed in this thesis are made available to the greater community by publishing them as open source software. Our studies show that, depending on the parameter space, deep learning gravitational-wave search algorithms are already competitive with current production search pipelines. We also find that strategies developed for traditional searches can be effectively adapted to their machine learning counterparts. In regions where matched filtering becomes computationally expensive, available deep learning algorithms are also limited in their capability. We find reduced sensitivity to long duration signals compared to the excellent results for short-duration binary black hole signals

    Effects of municipal smoke-free ordinances on secondhand smoke exposure in the Republic of Korea

    Get PDF
    ObjectiveTo reduce premature deaths due to secondhand smoke (SHS) exposure among non-smokers, the Republic of Korea (ROK) adopted changes to the National Health Promotion Act, which allowed local governments to enact municipal ordinances to strengthen their authority to designate smoke-free areas and levy penalty fines. In this study, we examined national trends in SHS exposure after the introduction of these municipal ordinances at the city level in 2010.MethodsWe used interrupted time series analysis to assess whether the trends of SHS exposure in the workplace and at home, and the primary cigarette smoking rate changed following the policy adjustment in the national legislation in ROK. Population-standardized data for selected variables were retrieved from a nationally representative survey dataset and used to study the policy action’s effectiveness.ResultsFollowing the change in the legislation, SHS exposure in the workplace reversed course from an increasing (18% per year) trend prior to the introduction of these smoke-free ordinances to a decreasing (−10% per year) trend after adoption and enforcement of these laws (β2 = 0.18, p-value = 0.07; β3 = −0.10, p-value = 0.02). SHS exposure at home (β2 = 0.10, p-value = 0.09; β3 = −0.03, p-value = 0.14) and the primary cigarette smoking rate (β2 = 0.03, p-value = 0.10; β3 = 0.008, p-value = 0.15) showed no significant changes in the sampled period. Although analyses stratified by sex showed that the allowance of municipal ordinances resulted in reduced SHS exposure in the workplace for both males and females, they did not affect the primary cigarette smoking rate as much, especially among females.ConclusionStrengthening the role of local governments by giving them the authority to enact and enforce penalties on SHS exposure violation helped ROK to reduce SHS exposure in the workplace. However, smoking behaviors and related activities seemed to shift to less restrictive areas such as on the streets and in apartment hallways, negating some of the effects due to these ordinances. Future studies should investigate how smoke-free policies beyond public places can further reduce the SHS exposure in ROK

    On the path integration system of insects: there and back again

    Get PDF
    Navigation is an essential capability of animate organisms and robots. Among animate organisms of particular interest are insects because they are capable of a variety of navigation competencies solving challenging problems with limited resources, thereby providing inspiration for robot navigation. Ants, bees and other insects are able to return to their nest using a navigation strategy known as path integration. During path integration, the animal maintains a running estimate of the distance and direction to its nest as it travels. This estimate, known as the `home vector', enables the animal to return to its nest. Path integration was the technique used by sea navigators to cross the open seas in the past. To perform path integration, both sailors and insects need access to two pieces of information, their direction and their speed of motion over time. Neurons encoding the heading and speed have been found to converge on a highly conserved region of the insect brain, the central complex. It is, therefore, believed that the central complex is key to the computations pertaining to path integration. However, several questions remain about the exact structure of the neuronal circuit that tracks the animal's heading, how it differs between insect species, and how the speed and direction are integrated into a home vector and maintained in memory. In this thesis, I have combined behavioural, anatomical, and physiological data with computational modelling and agent simulations to tackle these questions. Analysis of the internal compass circuit of two insect species with highly divergent ecologies, the fruit fly Drosophila melanogaster and the desert locust Schistocerca gregaria, revealed that despite 400 million years of evolutionary divergence, both species share a fundamentally common internal compass circuit that keeps track of the animal's heading. However, subtle differences in the neuronal morphologies result in distinct circuit dynamics adapted to the ecology of each species, thereby providing insights into how neural circuits evolved to accommodate species-specific behaviours. The fast-moving insects need to update their home vector memory continuously as they move, yet they can remember it for several hours. This conjunction of fast updating and long persistence of the home vector does not directly map to current short, mid, and long-term memory accounts. An extensive literature review revealed a lack of available memory models that could support the home vector memory requirements. A comparison of existing behavioural data with the homing behaviour of simulated robot agents illustrated that the prevalent hypothesis, which posits that the neural substrate of the path integration memory is a bump attractor network, is contradicted by behavioural evidence. An investigation of the type of memory utilised during path integration revealed that cold-induced anaesthesia disrupts the ability of ants to return to their nest, but it does not eliminate their ability to move in the correct homing direction. Using computational modelling and simulated agents, I argue that the best explanation for this phenomenon is not two separate memories differently affected by temperature but a shared memory that encodes both the direction and distance. The results presented in this thesis shed some more light on the labyrinth that researchers of animal navigation have been exploring in their attempts to unravel a few more rounds of Ariadne's thread back to its origin. The findings provide valuable insights into the path integration system of insects and inspiration for future memory research, advancing path integration techniques in robotics, and developing novel neuromorphic solutions to computational problems
    • …
    corecore