Bootstrapping long memory tests: some Monte Carlo results

We investigate the bootstrapped size and power properties of five long memory tests, including the modified R/S, KPSS and GPH tests. In small samples, the moving block bootstrap controls the empirical size of the tests. However, for these sample sizes, the power of bootstrapped tests against fractionally integrated alternatives is often a good deal less than that of asymptotic tests. In larger samples, the power of the five tests is good against common fractionally integrated alternatives - the FI case and the FI with a stochastic volatility error case.

A class of algorithms for rational approximation of functions formally defined by power series

Corresponding sequence algorithms are defined and shown to exist for a wide range of corresponding continued fractions. Particular examples of these algorithms are given, including an algorithm for forming Pade approximants, and an error analysis is given in one case

Managing escalating demand for public services in a time of financial austerity: a case study of family interventions

The UK (along with many other countries) is facing the challenges of financial austerity with little or no growth in public funding for the foreseeable future. This creates particular challenges for public services as economic downturns often increase the demand for public services at a time when resources are constrained. A particular service of this type is the provision of support to ‘troubled’ families through what are termed family interventions, in one local authority area, and the impact of financial austerity on those services. It considers the strategic options available for dealing with the dilemma of increasing demand and declining resources, and assesses the implications of implementing these options. It also considers the key factors which inhibit the development and implementation of such approaches, in order to provide a starting point for developing a practical strategy for dealing with the challenges ahead. Finally, it considers how the findings related to family interventions can be applied to other services in a similar situation of increasing demand and decreasing resources

Transforming mesoscale granular plasticity through particle shape

When an amorphous material is strained beyond the point of yielding it enters a state of continual reconfiguration via dissipative, avalanche-like slip events that relieve built-up local stress. However, how the statistics of such events depend on local interactions among the constituent units remains debated. To address this we perform experiments on granular material in which we use particle shape to vary the interactions systematically. Granular material, confined under constant pressure boundary conditions, is uniaxially compressed while stress is measured and internal rearrangements are imaged with x-rays. We introduce volatility, a quantity from economic theory, as a powerful new tool to quantify the magnitude of stress fluctuations, finding systematic, shape-dependent trends. For all 22 investigated shapes the magnitude $s$ of relaxation events is well-fit by a truncated power law distribution $P(s)\sim {s}^{-\tau} exp(-s/s^*)$, as has been proposed within the context of plasticity models. The power law exponent $\tau$ for all shapes tested clusters around $\tau=$ 1.5, within experimental uncertainty covering the range 1.3 - 1.7. The shape independence of $\tau$ and its compatibility with mean field models indicate that the granularity of the system, but not particle shape, modifies the stress redistribution after a slip event away from that of continuum elasticity. Meanwhile, the characteristic maximum event size $s^*$ changes by two orders of magnitude and tracks the shape dependence of volatility. Particle shape in granular materials is therefore a powerful new factor influencing the distance at which an amorphous system operates from scale-free criticality. These experimental results are not captured by current models and suggest a need to reexamine the mechanisms driving mesoscale plastic deformation in amorphous systems.Comment: 11 pages, 8 figures. v3 adds a new appendix and figure about event rates and changes several parts the tex

Alcohol consumption is associated with increased all-cause mortality in Russian men and women: a cohort study based on the mortality of relatives

Objectives: To examine the relationships between frequency of alcohol consumption and of binge drinking and adult mortality in Russian men and women.Methods : Using modified indirect demographic techniques, a convenience cohort was constructed based on survey respondents? information about their close relatives. A random sample general population of the Russian Federation of 7172 respondents (response rate 61%) provided information on 10475 male and 3129 female relatives, including age, vital status and frequency of alcohol consumption and binge drinking. These relatives formed the cohort analysed in this report. The outcome measure was all-cause mortality after the age of 30 years.Findings: There was a strong linear relationship between frequency of drinking and of binge drinking and all-cause mortality in men; after controlling for smoking and calendar period of birth, the relative risk of death in daily drinkers compared to occasional drinkers was 1.52 (95% CI 1.33 ?1.75). Male binge drinkers had higher mortality than drinkers who did not binge, which persisted after adjustment for drinking frequency (adjusted RR 1.09 (1.00-1.19). In women, the increased mortality was confined to a small group of those who binged at least once a month (adjusted relative risk 2.68, 1.54-4.66). Conclusions: The results suggest a positive association between alcohol and mortality in Russia. There was no evidence for the protective effect of drinking seen in western populations. Alcohol appears to have contributed to the high long-term mortality rates in Russian men, but it is unlikely to be a major cause of female mortality. Objectives: To examine the relationships between frequency of alcohol consumption and of binge drinking and adult mortality in Russian men and women.Methods : Using modified indirect demographic techniques, a convenience cohort was constructed based on survey respondents? information about their close relatives. A random sample general population of the Russian Federation of 7172 respondents (response rate 61%) provided information on 10475 male and 3129 female relatives, including age, vital status and frequency of alcohol consumption and binge drinking. These relatives formed the cohort analysed in this report. The outcome measure was all-cause mortality after the age of 30 years.Findings: There was a strong linear relationship between frequency of drinking and of binge drinking and all-cause mortality in men; after controlling for smoking and calendar period of birth, the relative risk of death in daily drinkers compared to occasional drinkers was 1.52 (95% CI 1.33 ?1.75). Male binge drinkers had higher mortality than drinkers who did not binge, which persisted after adjustment for drinking frequency (adjusted RR 1.09 (1.00-1.19). In women, the increased mortality was confined to a small group of those who binged at least once a month (adjusted relative risk 2.68, 1.54-4.66). Conclusions: The results suggest a positive association between alcohol and mortality in Russia. There was no evidence for the protective effect of drinking seen in western populations. Alcohol appears to have contributed to the high long-term mortality rates in Russian men, but it is unlikely to be a major cause of female mortality

Aircrew coordination and decisionmaking: Peer ratings of video tapes made during a full mission simulation

Six professionally active, retired captains rated the coordination and decisionmaking performances of sixteen aircrews while viewing videotapes of a simulated commercial air transport operation. The scenario featured a required diversion and a probable minimum fuel situation. Seven point Likert-type scales were used in rating variables on the basis of a model of crew coordination and decisionmaking. The variables were based on concepts of, for example, decision difficulty, efficiency, and outcome quality; and leader-subordin ate concepts such as person and task-oriented leader behavior, and competency motivation of subordinate crewmembers. Five-front-end variables of the model were in turn dependent variables for a hierarchical regression procedure. The variance in safety performance was explained 46%, by decision efficiency, command reversal, and decision quality. The variance of decision quality, an alternative substantive dependent variable to safety performance, was explained 60% by decision efficiency and the captain's quality of within-crew communications. The variance of decision efficiency, crew coordination, and command reversal were in turn explained 78%, 80%, and 60% by small numbers of preceding independent variables. A principle component, varimax factor analysis supported the model structure suggested by regression analyses

PassGAN: A Deep Learning Approach for Password Guessing

State-of-the-art password guessing tools, such as HashCat and John the Ripper, enable users to check billions of passwords per second against password hashes. In addition to performing straightforward dictionary attacks, these tools can expand password dictionaries using password generation rules, such as concatenation of words (e.g., "password123456") and leet speak (e.g., "password" becomes "p4s5w0rd"). Although these rules work well in practice, expanding them to model further passwords is a laborious task that requires specialized expertise. To address this issue, in this paper we introduce PassGAN, a novel approach that replaces human-generated password rules with theory-grounded machine learning algorithms. Instead of relying on manual password analysis, PassGAN uses a Generative Adversarial Network (GAN) to autonomously learn the distribution of real passwords from actual password leaks, and to generate high-quality password guesses. Our experiments show that this approach is very promising. When we evaluated PassGAN on two large password datasets, we were able to surpass rule-based and state-of-the-art machine learning password guessing tools. However, in contrast with the other tools, PassGAN achieved this result without any a-priori knowledge on passwords or common password structures. Additionally, when we combined the output of PassGAN with the output of HashCat, we were able to match 51%-73% more passwords than with HashCat alone. This is remarkable, because it shows that PassGAN can autonomously extract a considerable number of password properties that current state-of-the art rules do not encode.Comment: This is an extended version of the paper which appeared in NeurIPS 2018 Workshop on Security in Machine Learning (SecML'18), see https://github.com/secml2018/secml2018.github.io/raw/master/PASSGAN_SECML2018.pd

Particle-in-cell simulation of a mildly relativistic collision of an electron-ion plasma carrying a quasi-parallel magnetic field: Electron acceleration and magnetic field amplification at supernova shocks

Plasma processes close to SNR shocks result in the amplification of magnetic fields and in the acceleration of electrons, injecting them into the diffusive acceleration mechanism. The acceleration of electrons and the B field amplification by the collision of two plasma clouds, each consisting of electrons and ions, at a speed of 0.5c is investigated. A quasi-parallel guiding magnetic field, a cloud density ratio of 10 and a plasma temperature of 25 keV are considered. A quasi-planar shock forms at the front of the dense plasma cloud. It is mediated by a circularly left-hand polarized electromagnetic wave with an electric field component along the guiding magnetic field. Its propagation direction is close to that of the guiding field and orthogonal to the collision boundary. It has a low frequency and a wavelength that equals several times the ion inertial length, which would be indicative of a dispersive Alfven wave close to the ion cyclotron resonance frequency of the left-handed mode (ion whistler), provided that the frequency is appropriate. However, it moves with the super-alfvenic plasma collision speed, suggesting that it is an Alfven precursor or a nonlinear MHD wave such as a Short Large-Amplitude Magnetic Structure (SLAMS). The growth of the magnetic amplitude of this wave to values well in excess of those of the quasi-parallel guiding field and of the filamentation modes results in a quasi-perpendicular shock. We present evidence for the instability of this mode to a four wave interaction. The waves developing upstream of the dense cloud give rise to electron acceleration ahead of the collision boundary. Energy equipartition between the ions and the electrons is established at the shock and the electrons are accelerated to relativistic speeds.Comment: 16 pages, 18 figures, Accepted for publication by Astron & Astrophy

RF communication with implantable wireless device: effects of beating heart on performance of miniature antenna

The frequency response of an implantable antenna is key to the performance of a wireless implantable sensor. If the antenna detunes significantly, there are substantial power losses resulting in loss of accuracy. One reason for detuning is because of a change in the surrounding environment of an antenna. The pulsating anatomy of the human heart constitutes such a changing environment, so detuning is expected but this has not been quantified dynamically before. Four miniature implantable antennas are presented (two different geometries) along with which are placed within the heart of living swine the dynamic reflection coefficients. These antennas are designed to operate in the short range devices frequency band (863-870 MHz) and are compatible with a deeply implanted cardiovascular pressure sensor. The measurements recorded over 27 seconds capture the effects of the beating heart on the frequency tuning of the implantable antennas. When looked at in the time domain, these effects are clearly physiological and a combination of numerical study and posthumous autopsy proves this to be the case, while retrospective simulation confirms this hypothesis. The impact of pulsating anatomy on antenna design and the need for wideband implantable antennas is highlighted