Accounting for income distribution trends: A density function decomposition approach

This paper develops methods for decomposing changes in the income distribution using subgroup decompositions of the income density function. Overall changes are related to changes in subgroup shares and changes in subgroup densities, where the latter are broken down further using elementary transformations of individual incomes. These density decompositions are analogous to the widely-used decompositions of inequality indices by population subgroup, except that they summarize multiple features of the income distribution (using graphs), rather than focusing on a specific feature such as dispersion, and are not dependent on the choice of a specific summary index. Nonetheless, since inequality and poverty indices can be expressed as PDF functionals, our density-based methods can also be used to provide numerical decompositions of these. An application of the methods reveals the multi-faceted nature of UK income distribution trends during the 1980s.Income distribution ; Inequality ; density functions ; subgroup decomposition

EEG sleep stages identification based on weighted undirected complex networks

Sleep scoring is important in sleep research because any errors in the scoring of the patient's sleep electroencephalography (EEG) recordings can cause serious problems such as incorrect diagnosis, medication errors, and misinterpretations of patient's EEG recordings. The aim of this research is to develop a new automatic method for EEG sleep stages classification based on a statistical model and weighted brain networks. Methods each EEG segment is partitioned into a number of blocks using a sliding window technique. A set of statistical features are extracted from each block. As a result, a vector of features is obtained to represent each EEG segment. Then, the vector of features is mapped into a weighted undirected network. Different structural and spectral attributes of the networks are extracted and forwarded to a least square support vector machine (LS-SVM) classifier. At the same time the network's attributes are also thoroughly investigated. It is found that the network's characteristics vary with their sleep stages. Each sleep stage is best represented using the key features of their networks. Results In this paper, the proposed method is evaluated using two datasets acquired from different channels of EEG (Pz-Oz and C3-A2) according to the R&K and the AASM without pre-processing the original EEG data. The obtained results by the LS-SVM are compared with those by Naïve, k-nearest and a multi-class-SVM. The proposed method is also compared with other benchmark sleep stages classification methods. The comparison results demonstrate that the proposed method has an advantage in scoring sleep stages based on single channel EEG signals. Conclusions An average accuracy of 96.74% is obtained with the C3-A2 channel according to the AASM standard, and 96% with the Pz-Oz channel based on the R&K standard

Nonlinear dance motion analysis and motion editing using Hilbert-Huang transform

Human motions (especially dance motions) are very noisy, and it is hard to analyze and edit the motions. To resolve this problem, we propose a new method to decompose and modify the motions using the Hilbert-Huang transform (HHT). First, HHT decomposes a chromatic signal into "monochromatic" signals that are the so-called Intrinsic Mode Functions (IMFs) using an Empirical Mode Decomposition (EMD) [6]. After applying the Hilbert Transform to each IMF, the instantaneous frequencies of the "monochromatic" signals can be obtained. The HHT has the advantage to analyze non-stationary and nonlinear signals such as human-joint-motions over FFT or Wavelet transform. In the present paper, we propose a new framework to analyze and extract some new features from a famous Japanese threesome pop singer group called "Perfume", and compare it with Waltz and Salsa dance. Using the EMD, their dance motions can be decomposed into motion (choreographic) primitives or IMFs. Therefore we can scale, combine, subtract, exchange, and modify those IMFs, and can blend them into new dance motions self-consistently. Our analysis and framework can lead to a motion editing and blending method to create a new dance motion from different dance motions.Comment: 6 pages, 10 figures, Computer Graphics International 2017, Conference short pape

Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations

The mesoscopic organization of complex systems, from financial markets to the brain, is an intermediate between the microscopic dynamics of individual units (stocks or neurons, in the mentioned cases), and the macroscopic dynamics of the system as a whole. The organization is determined by "communities" of units whose dynamics, represented by time series of activity, is more strongly correlated internally than with the rest of the system. Recent studies have shown that the binary projections of various financial and neural time series exhibit nontrivial dynamical features that resemble those of the original data. This implies that a significant piece of information is encoded into the binary projection (i.e. the sign) of such increments. Here, we explore whether the binary signatures of multiple time series can replicate the same complex community organization of the financial market, as the original weighted time series. We adopt a method that has been specifically designed to detect communities from cross-correlation matrices of time series data. Our analysis shows that the simpler binary representation leads to a community structure that is almost identical with that obtained using the full weighted representation. These results confirm that binary projections of financial time series contain significant structural information.Comment: 15 pages, 7 figure

Dynamic Tensor Clustering

Dynamic tensor data are becoming prevalent in numerous applications. Existing tensor clustering methods either fail to account for the dynamic nature of the data, or are inapplicable to a general-order tensor. Also there is often a gap between statistical guarantee and computational efficiency for existing tensor clustering solutions. In this article, we aim to bridge this gap by proposing a new dynamic tensor clustering method, which takes into account both sparsity and fusion structures, and enjoys strong statistical guarantees as well as high computational efficiency. Our proposal is based upon a new structured tensor factorization that encourages both sparsity and smoothness in parameters along the specified tensor modes. Computationally, we develop a highly efficient optimization algorithm that benefits from substantial dimension reduction. In theory, we first establish a non-asymptotic error bound for the estimator from the structured tensor factorization. Built upon this error bound, we then derive the rate of convergence of the estimated cluster centers, and show that the estimated clusters recover the true cluster structures with a high probability. Moreover, our proposed method can be naturally extended to co-clustering of multiple modes of the tensor data. The efficacy of our approach is illustrated via simulations and a brain dynamic functional connectivity analysis from an Autism spectrum disorder study.Comment: Accepted at Journal of the American Statistical Associatio