Towards an Entropy-based Analysis of Log Variability

Rules, decisions, and workflows are intertwined components depicting the overall process. So far imperative workflow modelling languages have played the major role for the description and analysis of business processes. Despite their undoubted efficacy in representing sequential executions, they hide circumstantial information leading to the enactment of activities, and obscure the rationale behind the verification of requirements, dependencies, and goals. This workshop aimed at providing a platform for the discussion and introduction of new ideas related to the development of a holistic approach that encompasses all those aspects. The objective was to extend the reach of the business process management audience towards the decisions and rules community and increase the integration between different imperative, declarative and hybrid modelling perspectives. Out of the high-quality submitted manuscripts, three papers were accepted for publication, with an acceptance rate of 50%. They contributed to foster a fruitful discussion among the participants about the respective impact and the interplay of decision perspective and the process perspective

Radiation-hydrodynamics simulations of surface convection in low-mass stars: connections to stellar structure and asteroseismology

Radiation-hydrodynamical simulations of surface convection in low-mass stars can be exploited to derive estimates of i) the efficiency of the convective energy transport in the stellar surface layers; ii) the convection-related photometric micro-variability. We comment on the universality of the mixing-length parameter, and point out potential pitfalls in the process of its calibration which may be in part responsible for the contradictory findings about its variability across the Hertzsprung-Russell digramme. We further comment on the modelling of the photometric micro-variability in HD49933 - one of the first main COROT targets.Comment: 6 pages, 5 figures, Proceedings paper of IAU Symposium 25

Nonlinear heart rate variability features for real-life stress detection. Case study : students under stress due to university examination

Background: This study investigates the variations of Heart Rate Variability (HRV) due to a real-life stressor and proposes a classifier based on nonlinear features of HRV for automatic stress detection. Methods: 42 students volunteered to participate to the study about HRV and stress. For each student, two recordings were performed: one during an on-going university examination, assumed as a real-life stressor, and one after holidays. Nonlinear analysis of HRV was performed by using Poincaré Plot, Approximate Entropy, Correlation dimension, Detrended Fluctuation Analysis, Recurrence Plot. For statistical comparison, we adopted the Wilcoxon Signed Rank test and for development of a classifier we adopted the Linear Discriminant Analysis (LDA). Results: Almost all HRV features measuring heart rate complexity were significantly decreased in the stress session. LDA generated a simple classifier based on the two Poincaré Plot parameters and Approximate Entropy, which enables stress detection with a total classification accuracy, a sensitivity and a specificity rate of 90%, 86%, and 95% respectively. Conclusions: The results of the current study suggest that nonlinear HRV analysis using short term ECG recording could be effective in automatically detecting real-life stress condition, such as a university examination

Zooming in on accretion - I. The structure of halo gas

We study the properties of gas in and around 10^12 solar mass halos at z=2 using a suite of high-resolution cosmological hydrodynamic 'zoom' simulations. We quantify the thermal and dynamical structure of these gaseous reservoirs in terms of their mean radial distributions and angular variability along different sightlines. With each halo simulated at three levels of increasing resolution, the highest reaching a baryon mass resolution of ~10,000 solar masses, we study the interaction of filamentary inflow and the quasi-static hot halo atmosphere. We highlight the discrepancy between the spatial resolution available in the halo gas as opposed to within the galaxy itself, and find that stream morphologies become increasingly complex at higher resolution, with large coherent flows revealing density and temperature structure at progressively smaller scales. Moreover, multiple gas components co-exist at the same radius within the halo, making radially averaged analyses misleading. This is particularly true where the hot, quasi-static, high entropy halo atmosphere interacts with cold, rapidly inflowing, low entropy accretion. We investigate the process of gas virialization and identify different regimes for the heating of gas as it accretes from the intergalactic medium. Haloes at this mass have a well-defined virial shock, associated with a sharp jump in temperature and entropy at ~1.25 r_vir. The presence, radius, and radial width of this boundary feature, however, vary not only from halo to halo, but also as a function of angular direction, covering roughly ~85% of the 4pi sphere. Our findings are relevant for the proper interpretation of observations pertaining to the circumgalactic medium, including evidence for large amounts of cold gas surrounding massive haloes at intermediate redshifts.Comment: High-res PDF and simulation movies available at http://www.cfa.harvard.edu/~dnelson/#research (MNRAS submitted, comments welcome

Information measure for financial time series: quantifying short-term market heterogeneity

A well-interpretable measure of information has been recently proposed based on a partition obtained by intersecting a random sequence with its moving average. The partition yields disjoint sets of the sequence, which are then ranked according to their size to form a probability distribution function and finally fed in the expression of the Shannon entropy. In this work, such entropy measure is implemented on the time series of prices and volatilities of six financial markets. The analysis has been performed, on tick-by-tick data sampled every minute for six years of data from 1999 to 2004, for a broad range of moving average windows and volatility horizons. The study shows that the entropy of the volatility series depends on the individual market, while the entropy of the price series is practically a market-invariant for the six markets. Finally, a cumulative information measure - the `Market Heterogeneity Index'- is derived from the integral of the proposed entropy measure. The values of the Market Heterogeneity Index are discussed as possible tools for optimal portfolio construction and compared with those obtained by using the Sharpe ratio a traditional risk diversity measure

Astrophysically robust systematics removal using variational inference: application to the first month of Kepler data

Space-based transit search missions such as Kepler are collecting large numbers of stellar light curves of unprecedented photometric precision and time coverage. However, before this scientific goldmine can be exploited fully, the data must be cleaned of instrumental artefacts. We present a new method to correct common-mode systematics in large ensembles of very high precision light curves. It is based on a Bayesian linear basis model and uses shrinkage priors for robustness, variational inference for speed, and a de-noising step based on empirical mode decomposition to prevent the introduction of spurious noise into the corrected light curves. After demonstrating the performance of our method on a synthetic dataset, we apply it to the first month of Kepler data. We compare the results, which are publicly available, to the output of the Kepler pipeline's pre-search data conditioning, and show that the two generally give similar results, but the light curves corrected using our approach have lower scatter, on average, on both long and short timescales. We finish by discussing some limitations of our method and outlining some avenues for further development. The trend-corrected data produced by our approach are publicly available.Comment: 15 pages, 13 figures, accepted for publication in MNRA