Exact Limit of the Expected Periodogram in the Unit-Root case

We derive the limit of the expected periodogram in the unit-root case under general conditions. This function is seen to be independent of time, thus sharing a fundamental property with the stationary case equivalent. We discuss the consequences of this result to the frequency domain interpretation of filtered integrated time series.

Exact Limit of the Expected Periodogram in the Unit-Root Case

We derive the limit of the expected periodogram in the unit-root case under general conditions. This function is seen to be time-independent, thus sharing a fundamental property with the stationary case equivalent. We discuss the consequences of this result to the frequency domain interpretation of filtered integrated time series.Periodogram, Unit root

A Multivariate Band-Pass Filter

We develop a multivariate filter which is an optimal (in the mean squared error sense) approximation to the ideal filter that isolates a specified range of fluctuations in a time series, e.g., business cycle fluctuations in macroeconomic time series. This requires knowledge of the true second-order moments of the data. Otherwise these can be estimated and we show empirically that the method still leads to relevant improvements of the extracted signal, especially in the endpoints of the sample. Our filter is an extension of the univariate filter developed by Christiano and Fitzgerald (2003). Specifically, we allow an arbitrary number of covariates to be employed in the estimation of the signal. We illustrate the application of the filter by constructing a business cycle indicator for the U.S. economy. The filter can additionally be used in any similar signal extraction problem demanding accurate real-time estimates.

A Multivariate Band-Pass Filter

We develop a multivariate filter which is an optimal (in the mean squared error sense) approximation to the ideal filter that isolates a specified range of fluctuations in a time series, e.g., business cycle fluctuations in macroeconomic time series. This requires knowledge of the true second-order moments of the data. Otherwise these can be estimated and we show empirically that the method still leads to relevant improvements of the extracted signal, especially in the endpoints of the sample. Our filter is an extension of the univariate filter developed by Christiano and Fitzgerald (2003). Specifically, we allow an arbitrary number of covariates to be employed in the estimation of the signal. We illustrate the application of the filter by constructing a business cycle indicator for the U.S. economy. The filter can additionally be used in any similar signal extraction problem demanding accurate real-time estimates.

TwistBytes - identification of Cuneiform languages and German dialects at VarDial 2019

We describe our approaches for the German Dialect Identification (GDI) and the Cuneiform Language Identification (CLI) tasks at the VarDial Evaluation Campaign 2019. The goal was to identify dialects of Swiss German in GDI and Sumerian and Akkadian in CLI. In GDI, the system should distinguish four dialects from the German-speaking part of Switzerland. Our system for GDI achieved third place out of 6 teams, with a macro averaged F-1 of 74.6%. In CLI, the system should distinguish seven languages written in cuneiform script. Our system achieved third place out of 8 teams, with a macro averaged F-1 of 74.7%

Tracking Growth and the Business Cycle: a Stochastic Common Cycle Model for the Euro Area

This paper proposes a new model-based method to obtain a coincident indicator for the business cycle. A dynamic factor model with trend components and a common cycle component is considered which can be estimated using standard maximum likelihood methods. The multivariate unobserved components model includes a stationary higher order cycle. Also higher order trends can be part of the analysis. These generalisations lead to a business cycle that is similar to a band-pass one. Furthermore, cycle shifts for individual time series are incorporated within the model and estimated simultaneously with the remaining parameters. This feature permits the use of leading, coincident and lagging variables to obtain the business cycle coincident indicator without prior analysis of their lead-lag relationship. Besides the business cycle indicator, the model-based approach also allows to get a growth rate indicator. In the empirical analysis for the Euro area, both indicators are obtained based on nine key economic time series including gross domestic product, industrial production, unemployment, confidence indicators and interest rate spread. This analysis contrasts sharply with earlier multivariate approaches. In particular, our more parsimonious approach leads to a growth rate indicator for the Euro area that is similar to the one of EuroCOIN. The latter is based on a more involved approach by any standard and uses hundreds of time series from individual countries belonging to the Euro area.

Finite Sample Performance of Frequency and Time Domain Tests for Seasonal Fractional Integration

Testing the order of integration of economic and financial time series has become a conventional procedure prior to any modelling exercise. In this paper, we investigate and compare the finite sample properties of the frequency domain tests proposed by Robinson (1994) and the time domain procedure proposed by Hassler, Rodrigues and Rubia (2008) when applied to seasonal data.

Laparoscopy Pneumoperitoneum Fuzzy Modeling

Abstract: Gas volume to intra-peritoneal pressure fuzzy modeling for evaluating pneumoperitoneum in videolaparoscopic surgery is proposed in this paper. The proposed approach innovates in using fuzzy logic and fuzzy set theory for evaluating the accuracy of the prognosis value in order to minimize or avoid iatrogenic injuries due to the blind needle puncture. In so doing, it demonstrates the feasibility of fuzzy analysis to contribute to medicine and health care. Fuzzy systems is employed here in synergy with artificial neural network based on backpropaga tion, multilayer perceptron architecture for building up numerical functions. Experimental data employed for analysis were collected in the accomplishment of the pneumoperitoneum in a random population of patients submitted to videolaparoscopic surgeries. Numerical results indicate that the proposed fuzzy mapping for describing the relation from the intra peritoneal pressure measures as function injected gas volumes succeeded in determinining a fuzzy model for this nonlinear system when compared to the statistical model

O programa nacional de fortalecimento da agricultura familiar no Brasil: uma análise sobre a distribuição regional e setorial dos recursos.

No Brasil, as políticas públicas para o espaço rural sempre tenderam a priorizar a agricultura patronal, em detrimento dos agricultores familiares. Todavia, os estudos realizados pelos órgãos FAO - INCRA deram subsídio para a criação do Programa Nacional de Fortalecimento da Agricultura Familiar (PRONAF), resultando em um novo direcionamento dos investimentos públicos, os quais passaram a contemplar o segmento dos agricultores familiares. Entende-se o PRONAF como uma política não-compensatória, que, apesar de seus problemas, tem contribuído de fato para mudanças e melhorias no espaço agrário brasileiro. Desde sua criação no final da década de 1990, o PRONAF passou por várias mudanças em sua estrutura administrativa e operacional, a fim de alcançar seus objetivos e adequar-se face a complexa realidade social agrária brasileira. Sendo assim, o presente estudo visa discutir as ações do Estado por meio desse Programa, a partir de suas linhas de atuação, bem como analisar a distribuição de suas concessões de crédito regional e setorialmente. Assim, os procedimentos metodológicos utilizados para a realização deste trabalho compreendem pesquisa bibliográfica e documental, além de pesquisa em fontes secundárias, no intuito de obter dados e informações relevantes para a análise das relações sociais estabelecidas em meio a esse processo de concretização e espacialização desse Programa. Dentre as implicações do PRONAF pode-se notar em âmbito nacional, uma diminuição da disparidade regional brasileira, bem como a preocupação que o Programa tem demonstrado com os aspectos socioculturais locais e regionais, como forma de garantir que seus investimentos perpassem a dimensão econômica, mas valorize outras dimensões, a exemplo dos elementos culturais