Structural Change in (Economic) Time Series

Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data. The exposition is confined to retrospective methods for univariate time series. Several recent methods for dating structural changes are compared using a time series of oil prices spanning more than 60 years. The methods broadly agree for the first part of the series up to the mid-1980s, for which changes are associated with major historical events, but provide somewhat different solutions thereafter, reflecting a gradual increase in oil prices that is not well described by a step function. As a further illustration, 1990s data on the volatility of the Hang Seng stock market index are reanalyzed.Comment: 12 pages, 6 figure

Symmetric and asymmetric action integration during cooperative object manipulation in virtual environments

Cooperation between multiple users in a virtual environment (VE) can take place at one of three levels. These are defined as where users can perceive each other (Level 1), individually change the scene (Level 2), or simultaneously act on and manipulate the same object (Level 3). Despite representing the highest level of cooperation, multi-user object manipulation has rarely been studied. This paper describes a behavioral experiment in which the piano movers' problem (maneuvering a large object through a restricted space) was used to investigate object manipulation by pairs of participants in a VE. Participants' interactions with the object were integrated together either symmetrically or asymmetrically. The former only allowed the common component of participants' actions to take place, but the latter used the mean. Symmetric action integration was superior for sections of the task when both participants had to perform similar actions, but if participants had to move in different ways (e.g., one maneuvering themselves through a narrow opening while the other traveled down a wide corridor) then asymmetric integration was superior. With both forms of integration, the extent to which participants coordinated their actions was poor and this led to a substantial cooperation overhead (the reduction in performance caused by having to cooperate with another person)

Evaluating rules of interaction for object manipulation in cluttered virtual environments

A set of rules is presented for the design of interfaces that allow virtual objects to be manipulated in 3D virtual environments (VEs). The rules differ from other interaction techniques because they focus on the problems of manipulating objects in cluttered spaces rather than open spaces. Two experiments are described that were used to evaluate the effect of different interaction rules on participants' performance when they performed a task known as "the piano mover's problem." This task involved participants in moving a virtual human through parts of a virtual building while simultaneously manipulating a large virtual object that was held in the virtual human's hands, resembling the simulation of manual materials handling in a VE for ergonomic design. Throughout, participants viewed the VE on a large monitor, using an "over-the-shoulder" perspective. In the most cluttered VEs, the time that participants took to complete the task varied by up to 76% with different combinations of rules, thus indicating the need for flexible forms of interaction in such environments