Prewhitening Bias in HAC Estimation

HAC estimation commonly involves the use of prewhitening filters based on simple autoregressive models. In such applications, small sample bias in the estimation of autoregressive coefficients is transmitted to the recoloring filter, leading to HAC variance estimates that can be badly biased. The present paper provides an analysis of these issues using asymptotic expansions and simulations. The approach we recommend involves the use of recursive demeaning procedures that mitigate the effects of small sample autoregressive bias. Moreover, a commonly-used restriction rule on the prewhitening estimates (that first order autoregressive coefficient estimates, or largest eigenvalues, greater than 0.97 be replaced by 0.97) adversely interfers with the power of unit root and KPSS tests. We provide a new boundary condition rule that improves the size and power properties of these tests. Some illustrations are given of the effects of these adjustments on the size and power of KPSS testing. Using prewhitened HAC estimates and the new boundary condition rule, the KPSS test is consistent, in contrast to KPSS testing that uses conventional prewhitened HAC estimates (Lee, 1996).Autoregression, Bias, HAC estimator, KPSS testing, Long run variance, Prewhitening, Recursive demeaning

Sensor Search Techniques for Sensing as a Service Architecture for The Internet of Things

The Internet of Things (IoT) is part of the Internet of the future and will comprise billions of intelligent communicating "things" or Internet Connected Objects (ICO) which will have sensing, actuating, and data processing capabilities. Each ICO will have one or more embedded sensors that will capture potentially enormous amounts of data. The sensors and related data streams can be clustered physically or virtually, which raises the challenge of searching and selecting the right sensors for a query in an efficient and effective way. This paper proposes a context-aware sensor search, selection and ranking model, called CASSARAM, to address the challenge of efficiently selecting a subset of relevant sensors out of a large set of sensors with similar functionality and capabilities. CASSARAM takes into account user preferences and considers a broad range of sensor characteristics, such as reliability, accuracy, location, battery life, and many more. The paper highlights the importance of sensor search, selection and ranking for the IoT, identifies important characteristics of both sensors and data capture processes, and discusses how semantic and quantitative reasoning can be combined together. This work also addresses challenges such as efficient distributed sensor search and relational-expression based filtering. CASSARAM testing and performance evaluation results are presented and discussed.Comment: IEEE sensors Journal, 2013. arXiv admin note: text overlap with arXiv:1303.244

Deal exclusivity in cross-cultural e-commerce

The purpose of this paper was to investigate the effect of deal exclusivity on accommodation booking intention, with regard to both hedonic and utilitarian aspect of the offer. Also, the role of cultural background was examined to see whether the consumers from different cultures response to deal exclusivity differently. In an experimental survey, a total of 208 persons participated (113 persons from the Netherlands and 95 persons from Vietnam). They judged an online advertisement of a room accommodation (an exclusive offer for members only vs. an inclusive offer for everyone). The findings showed that deal exclusivity did not directly influence consumers' booking intention. An indirect effect emerged through deal evaluation. The relationship between perceived exclusivity and the intention to book the service was influenced by the utilitarian evaluation, i.e., the exclusive offer was evaluated as more useful than the inclusive offer. In addition, a more positive utilitarian evaluation implied a higher booking intention. In contrast, no indirect effect via the hedonic evaluation of the offer was evidenced. Culture did not moderate the strength of the effect. However, this study found supporting evidence for the effect of culture on consumer's booking intention. Specifically, Dutch consumers expressed much higher booking intention than Vietnamese consumers, regardless of the exclusivity of the deal. Moreover, the more indulgent the consumers were, the more likely they would book the room accommodation

Intrinsic Alignment in redMaPPer clusters -- II. Radial alignment of satellites toward cluster centers

We study the orientations of satellite galaxies in redMaPPer clusters constructed from the Sloan Digital Sky Survey at $0.1<z<0.35$ to determine whether there is any preferential tendency for satellites to point radially toward cluster centers. We analyze the satellite alignment (SA) signal based on three shape measurement methods (re-Gaussianization, de Vaucouleurs, and isophotal shapes), which trace galaxy light profiles at different radii. The measured SA signal depends on these shape measurement methods. We detect the strongest SA signal in isophotal shapes, followed by de Vaucouleurs shapes. While no net SA signal is detected using re-Gaussianization shapes across the entire sample, the observed SA signal reaches a statistically significant level when limiting to a subsample of higher luminosity satellites. We further investigate the impact of noise, systematics, and real physical isophotal twisting effects in the comparison between the SA signal detected via different shape measurement methods. Unlike previous studies, which only consider the dependence of SA on a few parameters, here we explore a total of 17 galaxy and cluster properties, using a statistical model averaging technique to naturally account for parameter correlations and identify significant SA predictors. We find that the measured SA signal is strongest for satellites with the following characteristics: higher luminosity, smaller distance to the cluster center, rounder in shape, higher bulge fraction, and distributed preferentially along the major axis directions of their centrals. Finally, we provide physical explanations for the identified dependences, and discuss the connection to theories of SA.Comment: 25 pages, 16 figures, 7 tables, accepted to MNRAS. Main statistical analysis tool changed, with the results remain simila

Detecting Galaxy-Filament Alignments in the Sloan Digital Sky Survey III

Previous studies have shown the filamentary structures in the cosmic web influence the alignments of nearby galaxies. We study this effect in the LOWZ sample of the Sloan Digital Sky Survey using the "Cosmic Web Reconstruction" filament catalogue. We find that LOWZ galaxies exhibit a small but statistically significant alignment in the direction parallel to the orientation of nearby filaments. This effect is detectable even in the absence of nearby galaxy clusters, which suggests it is an effect from the matter distribution in the filament. A nonparametric regression model suggests that the alignment effect with filaments extends over separations of 30-40 Mpc. We find that galaxies that are bright and early-forming align more strongly with the directions of nearby filaments than those that are faint and late-forming; however, trends with stellar mass are less statistically significant, within the narrow range of stellar mass of this sample.Comment: 14 pages, 13 figures. Accepted to the MNRA