311 research outputs found
Modeling and Estimation for Self-Exciting Spatio-Temporal Models of Terrorist Activity
Spatio-temporal hierarchical modeling is an extremely attractive way to model
the spread of crime or terrorism data over a given region, especially when the
observations are counts and must be modeled discretely. The spatio-temporal
diffusion is placed, as a matter of convenience, in the process model allowing
for straightforward estimation of the diffusion parameters through Bayesian
techniques. However, this method of modeling does not allow for the existence
of self-excitation, or a temporal data model dependency, that has been shown to
exist in criminal and terrorism data. In this manuscript we will use existing
theories on how violence spreads to create models that allow for both
spatio-temporal diffusion in the process model as well as temporal diffusion,
or self-excitation, in the data model. We will further demonstrate how Laplace
approximations similar to their use in Integrated Nested Laplace Approximation
can be used to quickly and accurately conduct inference of self-exciting
spatio-temporal models allowing practitioners a new way of fitting and
comparing multiple process models. We will illustrate this approach by fitting
a self-exciting spatio-temporal model to terrorism data in Iraq and demonstrate
how choice of process model leads to differing conclusions on the existence of
self-excitation in the data and differing conclusions on how violence is
spreading spatio-temporally
Review of Non-Technical Losses Identification Techniques
Illegally consumption of electric power, termed as non-technical losses for the distribution companies is one of the dominant factors all over the world for many years. Although there are some conventional methods to identify these irregularities, such as physical inspection of meters at the consumer premises etc, but it requires large number of manpower and time; then also it does not seem to be adequate. Now a days there are various methods and algorithms have been developed that are proposed in different research papers, to detect non-technical losses. In this paper these methods are reviewed, their important features are highlighted and also the limitations are identified. Finally, the qualitative comparison of various non-technical losses identification algorithms is presented based on their performance, costs, data handling, quality control and execution times. It can be concluded that the graph-based classifier, Optimum-Path Forest algorithm that have both supervised and unsupervised variants, yields the most accurate result to detect non-technical losses
A nonparametric copula based test for conditional independence with applications to Granger causality
nonparametric tests, conditional independence, Granger non-causality, Bernstein density copula, bootstrap, finance, volatility asymmetry, leverage effect, volatility feedback effect, macroeconomics
Policy evaluation with temporal differences: a survey and comparison
Policy evaluation is an essential step in most reinforcement learning approaches. It yields a value function, the quality assessment of states for a given policy, which can be used in a policy improvement step. Since the late 1980s, this research area has been dominated by temporal-difference (TD) methods due to their data-efficiency. However, core issues such as stability guarantees in the off-policy scenario, improved sample efficiency and probabilistic treatment of the uncertainty in the estimates have only been tackled recently, which has led to a large number of new approaches.
This paper aims at making these new developments accessible in a concise overview, with foci on underlying cost functions, the off-policy scenario as well as on regularization in high dimensional feature spaces. By presenting the first extensive, systematic comparative evaluations comparing TD, LSTD, LSPE, FPKF, the residual- gradient algorithm, Bellman residual minimization, GTD, GTD2 and TDC, we shed light on the strengths and weaknesses of the methods. Moreover, we present alternative versions of LSTD and LSPE with drastically improved off-policy performance
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