Computing missing values in time series

This work presents two algorithms to estimate missing values in time series. The first is the Kalman Filter, as developed by Kohn and Ansley (1986) and others. The second is the additive outlier approach, developed by Pefia, Ljung and Maravall. Both are exact and lead to the same results. However, the first is, in general, faster and the second more flexible

Values in computing

Whether it is in the form of software, system architecture or interface design, anything digital is inevitably affected by values: the organizational values of the project sponsor, the values of the research partners, and the values of each developer and designer. Some values (e.g. commercial success, academic prestige) are easier to quantify than others (e.g. social justice, care for the environment) with the latter often dismissed in decision making processes as lacking of measurable ‘evidence’. However, less easy to measure values are not less real: they are simply less visible. The aim of this one-day workshop is precisely to investigate mechanisms which give more exposure to those values in computing that are less frequently considered. We do so by bringing together practitioners from different computing backgrounds (e.g. software engineering, interaction design, information systems) who have first-hand experience of trying to represent on an equal footing all human values in computing

Retraction and Generalized Extension of Computing with Words

Fuzzy automata, whose input alphabet is a set of numbers or symbols, are a formal model of computing with values. Motivated by Zadeh's paradigm of computing with words rather than numbers, Ying proposed a kind of fuzzy automata, whose input alphabet consists of all fuzzy subsets of a set of symbols, as a formal model of computing with all words. In this paper, we introduce a somewhat general formal model of computing with (some special) words. The new features of the model are that the input alphabet only comprises some (not necessarily all) fuzzy subsets of a set of symbols and the fuzzy transition function can be specified arbitrarily. By employing the methodology of fuzzy control, we establish a retraction principle from computing with words to computing with values for handling crisp inputs and a generalized extension principle from computing with words to computing with all words for handling fuzzy inputs. These principles show that computing with values and computing with all words can be respectively implemented by computing with words. Some algebraic properties of retractions and generalized extensions are addressed as well.Comment: 13 double column pages; 3 figures; to be published in the IEEE Transactions on Fuzzy System

Computing Shapley Values in the Plane

We consider the problem of computing Shapley values for points in the plane, where each point is interpreted as a player, and the value of a coalition is defined by the area of usual geometric objects, such as the convex hull or the minimum axis-parallel bounding box. For sets of n points in the plane, we show how to compute in roughly O(n^{3/2}) time the Shapley values for the area of the minimum axis-parallel bounding box and the area of the union of the rectangles spanned by the origin and the input points. When the points form an increasing or decreasing chain, the running time can be improved to near-linear. In all these cases, we use linearity of the Shapley values and algebraic methods. We also show that Shapley values for the area of the convex hull or the minimum enclosing disk can be computed in O(n^2) and O(n^3) time, respectively. These problems are closely related to the model of stochastic point sets considered in computational geometry, but here we have to consider random insertion orders of the points instead of a probabilistic existence of points

A Physical Limit to the Magnetic Fields of T Tauri Stars

Recent estimates of magnetic field strengths in T Tauri stars yield values $B=1$--$4\,{\rm kG}$. In this paper, I present an upper limit to the photospheric values of $B$ by computing the equipartition values for different surface gravities and effective temperatures. The values of $B$ derived from the observations exceed this limit, and I examine the possible causes for this discrepancy

Should we care for structural breaks when assessing fiscal sustainability?

We apply recent panel cointegration methods to a structural equation between government expenditure and revenue. Allowing for multiple endogenous breaks and after computing appropriate bootstrap critical values, we conclude for fiscal sustainability in the overall EU15 panel.We apply recent panel cointegration methods to a structural equation between government expenditure and revenue. Allowing for multiple endogenous breaks and after computing appropriate bootstrap critical values, we conclude for fiscal sustainability in the overall EU15 panel.

A Graph-Based Approach to Address Trust and Reputation in Ubiquitous Networks

The increasing popularity of virtual computing environments such as Cloud and Grid computing is helping to drive the realization of ubiquitous and pervasive computing. However, as computing becomes more entrenched in everyday life, the concepts of trust and risk become increasingly important. In this paper, we propose a new graph-based theoretical approach to address trust and reputation in complex ubiquitous networks. We formulate trust as a function of quality of a task and time required to authenticate agent-to-agent relationship based on the Zero-Common Knowledge (ZCK) authentication scheme. This initial representation applies a graph theory concept, accompanied by a mathematical formulation of trust metrics. The approach we propose increases awareness and trustworthiness to agents based on the values estimated for each requested task, we conclude by stating our plans for future work in this area