Two-Sample and Change-Point Inference for Non-Euclidean Valued Time Series

Data objects taking value in a general metric space have become increasingly common in modern data analysis. In this paper, we study two important statistical inference problems, namely, two-sample testing and change-point detection, for such non-Euclidean data under temporal dependence. Typical examples of non-Euclidean valued time series include yearly mortality distributions, time-varying networks, and covariance matrix time series. To accommodate unknown temporal dependence, we advance the self-normalization (SN) technique (Shao, 2010) to the inference of non-Euclidean time series, which is substantially different from the existing SN-based inference for functional time series that reside in Hilbert space (Zhang et al., 2011). Theoretically, we propose new regularity conditions that could be easier to check than those in the recent literature, and derive the limiting distributions of the proposed test statistics under both null and local alternatives. For change-point detection problem, we also derive the consistency for the change-point location estimator, and combine our proposed change-point test with wild binary segmentation to perform multiple change-point estimation. Numerical simulations demonstrate the effectiveness and robustness of our proposed tests compared with existing methods in the literature. Finally, we apply our tests to two-sample inference in mortality data and change-point detection in cryptocurrency data

Testing Serial Independence of Object-Valued Time Series

We propose a novel method for testing serial independence of object-valued time series in metric spaces, which is more general than Euclidean or Hilbert spaces. The proposed method is fully nonparametric, free of tuning parameters, and can capture all nonlinear pairwise dependence. The key concept used in this paper is the distance covariance in metric spaces, which is extended to auto distance covariance for object-valued time series. Furthermore, we propose a generalized spectral density function to account for pairwise dependence at all lags and construct a Cramer-von Mises type test statistic. New theoretical arguments are developed to establish the asymptotic behavior of the test statistic. A wild bootstrap is also introduced to obtain the critical values of the non-pivotal limiting null distribution. Extensive numerical simulations and two real data applications are conducted to illustrate the effectiveness and versatility of our proposed method

Matrix GARCH Model: Inference and Application

Matrix-variate time series data are largely available in applications. However, no attempt has been made to study their conditional heteroskedasticity that is often observed in economic and financial data. To address this gap, we propose a novel matrix generalized autoregressive conditional heteroskedasticity (GARCH) model to capture the dynamics of conditional row and column covariance matrices of matrix time series. The key innovation of the matrix GARCH model is the use of a univariate GARCH specification for the trace of conditional row or column covariance matrix, which allows for the identification of conditional row and column covariance matrices. Moreover, we introduce a quasi maximum likelihood estimator (QMLE) for model estimation and develop a portmanteau test for model diagnostic checking. Simulation studies are conducted to assess the finite-sample performance of the QMLE and portmanteau test. To handle large dimensional matrix time series, we also propose a matrix factor GARCH model. Finally, we demonstrate the superiority of the matrix GARCH and matrix factor GARCH models over existing multivariate GARCH-type models in volatility forecasting and portfolio allocations using three applications on credit default swap prices, global stock sector indices, and future prices

In-house deep environmental sentience for smart homecare solutions toward ageing society.

With an increasing amount of elderly people needing home care around the clock, care workers are not able to keep up with the demand of providing maximum support to those who require it. As medical costs of home care increase the quality is care suffering as a result of staff shortages, a solution is desperately needed to make the valuable care time of these workers more efficient. This paper proposes a system that is able to make use of the deep learning resources currently available to produce a base system that could provide a solution to many of the problems that care homes and staff face today. Transfer learning was conducted on a deep convolutional neural network to recognize common household objects was proposed. This system showed promising results with an accuracy, sensitivity and specificity of 90.6%, 0.90977 and 0.99668 respectively. Real-time applications were also considered, with the system achieving a maximum speed of 19.6 FPS on an MSI GTX 1060 GPU with 4GB of VRAM allocated

CodeKGC: Code Language Model for Generative Knowledge Graph Construction

Current generative knowledge graph construction approaches usually fail to capture structural knowledge by simply flattening natural language into serialized texts or a specification language. However, large generative language model trained on structured data such as code has demonstrated impressive capability in understanding natural language for structural prediction and reasoning tasks. Intuitively, we address the task of generative knowledge graph construction with code language model: given a code-format natural language input, the target is to generate triples which can be represented as code completion tasks. Specifically, we develop schema-aware prompts that effectively utilize the semantic structure within the knowledge graph. As code inherently possesses structure, such as class and function definitions, it serves as a useful model for prior semantic structural knowledge. Furthermore, we employ a rationale-enhanced generation method to boost the performance. Rationales provide intermediate steps, thereby improving knowledge extraction abilities. Experimental results indicate that the proposed approach can obtain better performance on benchmark datasets compared with baselines. Code and datasets are available in https://github.com/zjunlp/DeepKE/tree/main/example/llm.Comment: Work in progres

1−+1^{-+} Hybrid in J/ψJ/\psi Radiative Decays from Lattice QCD

We present the first theoretical prediction of the production rate of $1^{-+}$ light hybrid meson $\eta_1$ in $J/\psi$ radiative decays. In the $N_f=2$ lattice QCD formalism with the pion mass $m_\pi\approx 350$ MeV, the related electromagnetic multipole form factors are extracted from the three-point functions that involve necessarily quark annihilation diagrams, which are calculated through the distillation method. The partial width of $J/\psi\to \gamma \eta_1$ is determined to be $2.29(77)~\mathrm{eV}$ at the $\eta_1$ mass $m_{\eta_1}=2.23(4)$ GeV. If $\eta_1$ corresponds to the recently observed $\eta_1(1855)$ in the process $J/\psi\to \gamma\eta_1(1855)\to \gamma \eta\eta'$ by BESIII, then the branching fraction $\mathrm{Br}(J/\psi\to \gamma\eta_1(1855))$ is estimated to be $6.2(2.2)\times 10^{-5}$, which implies $\mathrm{Br}(\eta_1(1855)\to \eta\eta')\sim 4.3\%$

Hydrothermal Synthesis of Iodine-Doped Nanoplates with Enhanced Visible and Ultraviolet-Induced Photocatalytic Activities

The iodine-doped Bi2WO6 (I-BWO) photocatalyst was prepared via a hydrothermal method using potassium iodide as the source of iodine. The samples were characterized by X-ray diffraction (XRD), scanning electron microscope (SEM), transmission electron microscopy (TEM) and selected area electron diffraction (SAED), X-ray photoelectron spectroscopy (XPS), UV-vis diffuse reflectance spectroscopy (DRS), and photoluminescence (PL) spectroscopy. The photocatalytic activity of I-BWO for the degradation of rhodamine B (RhB) was higher than that of pure BWO and I2-BWO regardless of visible light (>420 nm) or ultraviolet light (<400 nm) irradiation. The results of DRS analysis showed that the I-BWO and I2-BWO catalysts had narrower band gaps. XPS analysis proved that the multivalent iodine species including I0 and were coadsorbed on the defect surface of Bi2WO6 in I-BWO. The enhanced PL intensity revealed that a large number of defects of oxygen vacancies were formed by the doping of iodine. The enhanced photocatalytic activity of I-BWO for degradation of RhB was caused by the synergetic effect of a small crystalline size, a narrow band gap, and plenty of oxygen vacancies

Sol-Gel-Hydrothermal Synthesis of the Heterostructured TiO

The heterostructured TiO2/N-Bi2WO6 composites were prepared by a facile sol-gel-hydrothermal method. The phase structures, morphologies, and optical properties of the samples were characterized by using X-ray powder diffraction (XRD), scanning electron microscopy (SEM), high-resolution transmission electron microscopy (HRTEM), energy dispersive spectroscopy (EDS), and UV-vis diffuse reflectance spectroscopy. The photocatalytic activities for rhodamine B of the as-prepared products were measured under visible and ultraviolet light irradiation at room temperature. The TiO2/N-Bi2WO6 composites exhibited much higher photocatalytic performances than TiO2 as well as Bi2WO6. The enhancement in the visible light photocatalytic performance of the TiO2/N-Bi2WO6 composites could be attributed to the effective electron-hole separations at the interfaces of the two semiconductors, which facilitate the transfer of the photoinduced carriers