152 research outputs found

    Power of Change-Point Tests for Long-Range Dependent Data

    Get PDF
    We investigate the power of the CUSUM test and the Wilcoxon change-point test for a shift in the mean of a process with long-range dependent noise. We derive analytiv formulas for the power of these tests under local alternatives. These results enable us to calculate the asymptotic relative efficiency (ARE) of the CUSUM test and the Wilcoxon change point test. We obtain the surprising result that for Gaussian data, the ARE of these two tests equals 1, in contrast to the case of i.i.d. noise when the ARE is known to be 3/Ï€3/\pi

    Two-Sample U-Statistic Processes for Long-Range Dependent Data

    Full text link
    Motivated by some common-change point tests, we investigate the asymptotic distribution of the U-statistic process Un(t)=∑i=1[nt]∑j=[nt]+1nh(Xi,Xj)U_n(t)=\sum_{i=1}^{[nt]}\sum_{j=[nt]+1}^n h(X_i,X_j), 0≤t≤10\leq t\leq 1, when the underlying data are long-range dependent. We present two approaches, one based on an expansion of the kernel h(x,y)h(x,y) into Hermite polynomials, the other based on an empirical process representation of the U-statistic. Together, the two approaches cover a wide range of kernels, including all kernels commonly used in applications

    Power of change-point tests for long-range dependent data

    Get PDF
    We investigate the power of the CUSUM test and the Wilcoxon change-point tests for a shift in the mean of a process with long-range dependent noise. We derive analytic formulas for the power of these tests under local alternatives. These results enable us to calculate the asymptotic relative efficiency (ARE) of the CUSUM test and the Wilcoxon change point test. We obtain the surprising result that for Gaussian data, the ARE of these two tests equals 1, in contrast to the case of i.i.d. noise when the ARE is known to be 3/Ï€.Herold Dehling and Aeneas Rooch were supported in part by the German Research Foundation (DFG) through the Collaborative Research Center SFB 823 Statistical Modelling of Nonlinear Dynamic Processes. Murad S. Taqqu was supported in part by NSF grant DMS-1309009 at Boston University. (SFB 823 - German Research Foundation (DFG); DMS-1309009 - NSF at Boston University)Published versio

    Young Ghosts

    Get PDF
    Young Ghosts is a post-apocalyptic horror novel written in the style of literary fiction. The story is broken into three acts, the first of which constitutes the following thesis. A critical introduction, describing the influences, aesthetic, and future designs of the work, precede the creative portion. This narrative plays out in the third week of a world-altering epidemic and is set in the modern day. At the center of the epidemic is a disease, unknown in origin, which kills only children. The Piper is the name given to the mysterious epidemic, noting its similarity to the minstrel/child abductor of fairy tale. The story\u27s central characters are the Temple family: Chris, Carol, Darrien, and Brandi. Set in the fictional southwestern Ohio city of Arcadia, Young Ghosts focuses on the desperation of young father Chris as he watches death creep closer in. Already grown semi-estranged from his wife, Carol, Chris does all he can to save his two daughters, Darrien and Brandi, from the disease there appears to be no safety from. Throughout this struggle, the Temple family leans on the other young families populating the incredibly close-knit community of the Blue Pines sub-development. Almost all of these young families have children themselves. At the end of Act I, the madness bred by the inescapable disease finally infects the Blue Pines community. In this moment, the offering for salvation given by the strange Alister Vandermime, a scientist in his seventies, suddenly becomes a possibilit

    THERMAL, INTERFACIAL, AND APPLICATION PROPERTIES OF PEA PROTEIN MODIFIED WITH HIGH INTENSITY ULTRASOUND

    Get PDF
    The overall objective of the study was to investigate different food ingredient conditions and ultrasound treatment on pea protein in terms of surface morphology and thermal characteristics. The motivation of this work was based on previous studies focusing on non-chemical physical modifications of plant proteins and the increasing demand for functional alternative proteins. Ultrasonication time and amplitude, pH, protein concentration, and salt concentration all influenced the thermal and interfacial properties of pea protein. Ultrasound treatment altered the quaternary and tertiary structure of the storage protein and disrupted non-covalent bonds. The structural altercations and a reduction in particle size led to improved functionality. For foams generated at pH 5.0 with 4% (w/v) ultrasound treated protein, the foams had acceptable capacity and stability even when high levels of sugar (5% sucrose) and salt (0.6 M) were incorporated. An acceptable angel food cake simulation can be achieved by replacing egg white with ultrasound treated pea protein. Color and loaf height were different, but similar texture profiles were achieved. Ultrasound treatment significant improved the emulsifying capacity (up to 1.4 fold), emulsion stability, and creaming index compared to control samples (no ultrasound) over two weeks. The ultrasound treated emulsion yielded lower TBARS values, likely due to the change in exposed protein reactive groups. These findings demonstrate that ultrasound processing is an effective nonchemical method to change the structural and physiochemical properties of pea protein. Pea protein processed with this method might allow for the functionality in a bakery, dressings, or beverage products, which is appealing to many consumers and manufacturers

    Young Ghosts

    Get PDF
    Young Ghosts is a post-apocalyptic horror novel written in the style of literary fiction. The story is broken into three acts, the first of which constitutes the following thesis. A critical introduction, describing the influences, aesthetic, and future designs of the work, precede the creative portion. This narrative plays out in the third week of a world-altering epidemic and is set in the modern day. At the center of the epidemic is a disease, unknown in origin, which kills only children. The Piper is the name given to the mysterious epidemic, noting its similarity to the minstrel/child abductor of fairy tale. The story\u27s central characters are the Temple family: Chris, Carol, Darrien, and Brandi. Set in the fictional southwestern Ohio city of Arcadia, Young Ghosts focuses on the desperation of young father Chris as he watches death creep closer in. Already grown semi-estranged from his wife, Carol, Chris does all he can to save his two daughters, Darrien and Brandi, from the disease there appears to be no safety from. Throughout this struggle, the Temple family leans on the other young families populating the incredibly close-knit community of the Blue Pines sub-development. Almost all of these young families have children themselves. At the end of Act I, the madness bred by the inescapable disease finally infects the Blue Pines community. In this moment, the offering for salvation given by the strange Alister Vandermime, a scientist in his seventies, suddenly becomes a possibilit

    Estimation methods for the LRD parameter under a change in the mean

    Get PDF
    When analyzing time series which are supposed to exhibit long-range dependence (LRD), a basic issue is the estimation of the LRD parameter, for example the Hurst parameter H 2 (1=2; 1). Conventional estimators of H easily lead to spurious detection of long memory if the time series includes a shift in the mean. This defect has fatal consequences in change-point problems: Tests for a level shift rely on H, which needs to be estimated before, but this estimation is distorted by the level shift. We investigate two blocks approaches to adapt estimators of H to the case that the time series includes a jump and compare them with other natural techniques as well as with estimators based on the trimming idea via simulations. These techniques improve the estimation of H if there is indeed a change in the mean. In the absence of such a change, the methods little affect the usual estimation. As adaption, we recommend an overlapping blocks approach: If one uses a consistent estimator, the adaption will preserve this property and it performs well in simulations

    Nonparametric change-point tests for long-range dependent data

    Get PDF
    We propose a nonparametric change-point test for long-range dependent data, which is based on the Wilcoxon two-sample test. We derive the asymptotic distribution of the test statistic under the null-hypothesis that no change occured. In a simulation study, we compare the power of our test with the power of a test which is based on differences of means. The results of the simulation study show that in the case of Gaussian data, our test has only slightly smaller power than the difference-of-means test. For heavy-tailed data, our test outperforms the difference-of-means test

    EFFICIENT HANDLING OF 5G/4G NETWORK INITIATED PAGING

    Get PDF
    Techniques are described herein for highly optimized 4G/5G inter-working and seamless mobility within dual access connectivity networks. Briefly, mobile providers deploying 5G in a dense area are very likely to have coverage holes. Those coverage holes may be efficiently managed using Smart Area Lists (SmALs)
    • …
    corecore