Microtiming patterns and interactions with musical properties in Samba music

In this study, we focus on the interaction between microtiming patterns and several musical properties: intensity, meter and spectral characteristics. The data-set of 106 musical audio excerpts is processed by means of an auditory model and then divided into several spectral regions and metric levels. The resulting segments are described in terms of their musical properties, over which patterns of peak positions and their intensities are sought. A clustering algorithm is used to systematize the process of pattern detection. The results confirm previously reported anticipations of the third and fourth semiquavers in a beat. We also argue that these patterns of microtiming deviations interact with different profiles of intensities that change according to the metrical structure and spectral characteristics. In particular, we suggest two new findings: (i) a small delay of microtiming positions at the lower end of the spectrum on the first semiquaver of each beat and (ii) systematic forms of accelerando and ritardando at a microtiming level covering two-beat and four-beat phrases. The results demonstrate the importance of multidimensional interactions with timing aspects of music. However, more research is needed in order to find proper representations for rhythm and microtiming aspects in such contexts

The Romanian Financial Market and the Financial Markets from EU - A Integration Analysis

Integration has become a second nature of Europeans.. Day-in, day-out, we experience more worldwide integration of markets and this will further develop as –in the end – it will mean real tangible benefits for all stakeholders involved. One of the most important parts of the integration process is the financial integration which could be seen as a complex process which involves institutional, functional, structural and behavioural aspects. The aim of this paper is represented by the assessment of the financial integration degree between the Romanian financial market on the one side and the EU financial markets on the other side, analyzing all the four aspects mentioned above. The final conclusion that could be drawn is that the Romanian financial market integration registered in the last period (especially in the period 2004-2005) a large progress which marks the “maturation” of the national financial market. Despite of these progresses, some significant divergences could be still seen and in consequences this process has to be continued with some further simulative mechanisms.financial market integration, institutions, structures, functions, behaviours

Precision performances of terminal conditions for short time horizons forward-looking systems

In this paper, we investigate both theoretically and empirically the numerical bias due to the truncation of structurally infinite time forward-Iooking models, by the means of various terminal conditions. We shed light on the difficulties of numerical control using the latter instrurnents, and recornrnend a prior investigation of the individual dynamics generated by each variable of the models under consideration

Testing for Zeros in the Spectrum of an Univariate Stationary Process: Part II.

It is well-known that traditional inference do not apply when the spectral density of a stationary process vanishes for some frequency. This paper examines some properties of several new non parametric tests of this hypothesis which have been recently proposed by Lacroix (1999). These tests exploit the asymptotic behavior of the periodigram for some well-chosen sequence of frequencies. In particular, we investigate the power properties of the tests from both theoretical and empirical approach.Stationarity ; Spectral density ; Moving average unit root ; Non parametric tests.

Interactions between Business Cycles, stock Market Cycles and Interest Rates: the Stylised Facts.

In this paper, we study the co-movements between stock market indices and real economic activity over the business cycle in France, Germany, Italy, the United Kingdom and the United States, using two complementary approaches in our analysis. First, we identify the turning points in real economy indicators and stock market indices and determine the extent to which these series co-move. Second, we calculate the correlations between the cyclical components of real economy indicators and excess returns, on the one hand, and the correlations between the structural components and these indicators, on the other. We then analyse the co-movements between three-month interest rates and the cyclical and structural components of the real economy and stock market indices.Stock returns ; Comovements ; Turning points ; Spectral analysis.

Are Business and Credit Cycles Converging or Diverging? A comparison of Poland, Hungary, the Czech Republic and the Euro Area.

This paper provides an analysis of co-movements between real and financial variables in three new EU member countries (the Czech Republic, Hungary and Poland) and the euro area. It focuses on the co-movement between real credit granted to firms and real industrial output on the one hand, and between the aforementioned variables and a monetary policy indicator (the three-month real interest rate) on the other. Given that there is no single definition for the business cycle, we take three different approaches: we identify the turning points in the series and then estimate a concordance index; we decompose and compare the cyclical components of the series; and we calculate dynamic correlations across the variables. We find a better convergence of real than financial cycles between the new EU members and the euro area. There is no a high degree of dependence between loans and industrial output in all countries; yet, monetary policy appears to smooth the distribution of credit throughout the cycles.Co-movements ; Turning points ; Spectral analysis ; Credit cycle ; Business cycle ; New EU member states.

Predictive information in Gaussian processes with application to music analysis

This is the author's accepted manuscript of this article. The final publication is available at Springer via http://dx.doi.org/10.1007/978-3-642-40020-9.Lecture Notes in Computer ScienceLecture Notes in Computer ScienceWe describe an information-theoretic approach to the analysis of sequential data, which emphasises the predictive aspects of perception, and the dynamic process of forming and modifying expectations about an unfolding stream of data, characterising these using a set of process information measures. After reviewing the theoretical foundations and the definition of the predictive information rate, we describe how this can be computed for Gaussian processes, including how the approach can be adpated to non-stationary processes, using an online Bayesian spectral estimation method to compute the Bayesian surprise. We finish with a sample analysis of a recording of Steve Reich’s Drummin

Association between attention and heart rate fluctuations in pathological worriers

Recent data suggests that several psychopathological conditions are associated with alterations in the variability of behavioral and physiological responses. Pathological worry, defined as the cognitive representation of a potential threat, has been associated with reduced variability of heart beat oscillations (i.e., decreased heart rate variability; HRV) and lapses of attention indexed by reaction times (RTs). Clinical populations with attention deficit show RTs oscillation around 0.05 and 0.01 Hz when performing a sustained attention task. We tested the hypothesis that people who are prone to worry do it in a predictable oscillating pattern revealed through recurrent lapses in attention and concomitant oscillating HRV. Sixty healthy young adults (50% women) were recruited: 30 exceeded the clinical cut-off on the Penn State Worry Questionnaire (PSWQ; High-Worry, HW); the remaining 30 constituted the Low-Worry (LW) group. After a diagnostic assessment, participants performed two 15-min sustained attention tasks, interspersed by a standardized worry-induction procedure. RTs, HRV and moods were assessed. The analyses of the frequency spectrum showed that the HW group presents a significant higher and constant peak of RTs oscillation around 0.01 Hz (period 100 s) after the induction of worry, in comparison with their baseline and with the LW group that was not responsive to the induction procedure. Physiologically, the induction significantly reduced high-frequency HRV and such reduction was associated with levels of self-reported worry. Results are coherent with the oscillatory nature of the default mode network (DMN) and further confirm an association between cognitive rigidity and autonomic nervous system inflexibility

Precision performances of terminal conditions for short time horizons forward-looking systems.

In this paper, we investigate both theoretically and empirically the numerical bias due to the truncation of structurally infinite time forward-Iooking models, by the means of various terminal conditions. We shed light on the difficulties of numerical control using the latter instrurnents, and recornrnend a prior investigation of the individual dynamics generated by each variable of the models under consideration.Expectations; Large scale models; Solution time horizons; Terminal conditions;