Sample Splitting and Assessing Goodness-of-fit of Time Series

A fundamental and often final step in time series modeling is to assess the quality of fit of a proposed model to the data. Since the underlying distribution of the innovations that generate a model is often not prescribed, goodness-of-fit tests typically take the form of testing the fitted residuals for serial independence. However, these fitted residuals are inherently dependent since they are based on the same parameter estimates and thus standard tests of serial independence, such as those based on the autocorrelation function (ACF) or distance correlation function (ADCF) of the fitted residuals need to be adjusted. The sample splitting procedure in Pfister et al.~(2018) is one such fix for the case of models for independent data, but fails to work in the dependent setting. In this paper sample splitting is leveraged in the time series setting to perform tests of serial dependence of fitted residuals using the ACF and ADCF. Here the first $f_n$ of the data points are used to estimate the parameters of the model and then using these parameter estimates, the last $l_n$ of the data points are used to compute the estimated residuals. Tests for serial independence are then based on these $l_n$ residuals. As long as the overlap between the $f_n$ and $l_n$ data splits is asymptotically 1/2, the ACF and ADCF tests of serial independence tests often have the same limit distributions as though the underlying residuals are indeed iid. In particular if the first half of the data is used to estimate the parameters and the estimated residuals are computed for the entire data set based on these parameter estimates, then the ACF and ADCF can have the same limit distributions as though the residuals were iid. This procedure ameliorates the need for adjustment in the construction of confidence bounds for both the ACF and ADCF in goodness-of-fit testing.Comment: 31 pages, 4 figures, 1 tabl

Pengaruh Uang Giral dan Uang Kuasi terhadap Inflasi di Indonesia

In an economic of money would affect the economy of a country. Money also will affect the economy of a country because money is a tool that is used to meet the needs of human life in this day and age. Money has a strategic role in the economic of a country, especially since the main function of money is as a medium for transacting, so that at first the money is often interpreted something generally accepted as a means of payment. This research aims to empirically examine the effect of macro variables (demand deposits and Quasy-money) are inflation in Indonesia.this research uses secondary data types. The analytical method used is the method of quantitative analysis using multiple regression analysis tools SPSS version 18.0. Result of research conducted shows the results of simultaneous demand deposits and quasy-money real impact on inflation in Indonesia period 2003-2012 with F at 110,209 with sig 0,000 and the value R2at 0,960 that means 96% inflation in Indonesia is influenced by demand deposits and quasy-money, while the remaining 4% is influenced by other factors not addressed in this research.Keywords : demand deposits, quasy-money and inflatio

Dynamic reusable workflows for ocean science

© The Author(s), 2016. This article is distributed under the terms of the Creative Commons Attribution License. The definitive version was published in Journal of Marine Science and Engineering 4 (2016): 68, doi:10.3390/jmse4040068.Digital catalogs of ocean data have been available for decades, but advances in standardized services and software for catalog searches and data access now make it possible to create catalog-driven workflows that automate—end-to-end—data search, analysis, and visualization of data from multiple distributed sources. Further, these workflows may be shared, reused, and adapted with ease. Here we describe a workflow developed within the US Integrated Ocean Observing System (IOOS) which automates the skill assessment of water temperature forecasts from multiple ocean forecast models, allowing improved forecast products to be delivered for an open water swim event. A series of Jupyter Notebooks are used to capture and document the end-to-end workflow using a collection of Python tools that facilitate working with standardized catalog and data services. The workflow first searches a catalog of metadata using the Open Geospatial Consortium (OGC) Catalog Service for the Web (CSW), then accesses data service endpoints found in the metadata records using the OGC Sensor Observation Service (SOS) for in situ sensor data and OPeNDAP services for remotely-sensed and model data. Skill metrics are computed and time series comparisons of forecast model and observed data are displayed interactively, leveraging the capabilities of modern web browsers. The resulting workflow not only solves a challenging specific problem, but highlights the benefits of dynamic, reusable workflows in general. These workflows adapt as new data enter the data system, facilitate reproducible science, provide templates from which new scientific workflows can be developed, and encourage data providers to use standardized services. As applied to the ocean swim event, the workflow exposed problems with two of the ocean forecast products which led to improved regional forecasts once errors were corrected. While the example is specific, the approach is general, and we hope to see increased use of dynamic notebooks across geoscience domains

O ensino de robótica educacional por meio de metodologias ativas: o olhar da fenomenologia para os desafios e possibilidades na prática pedagógica do professor

A presente pesquisa, de cunho qualitativo, tem como objetivo interpretar – a partir da fenomenologia – os desafios e possibilidades na inserção da robótica educacional por meio de metodologias ativas na prática pedagógica do professor. Como procedimento metodológico, pode-se utilizar, nesta pesquisa, o método fenomenológico de investigação. Desta forma, o processo de construção de dados no lócus de pesquisa decorreu a partir da aplicação de entrevista semiestruturada, questionário semiestruturado e observação sistemática com quatro professores que trabalham em uma escola pública na rede de ensino no município de Caraúbas-RN. A princípio, antes mesmo de aplicarmos os instrumentos de pesquisa com os sujeitos desta pesquisa, promovemos duas semanas de capacitação em robótica educacional por meio de metodologias ativas. Após essa experiência vivenciada, passamos a interpretar – sob o olhar da fenomenologia – o discurso reverberado pelos professores. Mediante a interpretação dos sentidos produzidos pelos sujeitos desta pesquisa, foi possível constatar que o professor quando trabalha com a robótica educacional por meio de metodologias ativas tem a chance de promover na sala de aula uma prática pedagógica híbrida, flexível e inovadora para os alunos. Por outro lado, ficou evidente que as instituições terão que transpassar vários desafios para inserir a robótica educacional por meio de metodologias ativas no currículo escolar

Clustering Multivariate Time Series using Energy Distance

A novel methodology is proposed for clustering multivariate time series data using energy distance defined in Sz\'ekely and Rizzo (2013). Specifically, a dissimilarity matrix is formed using the energy distance statistic to measure separation between the finite dimensional distributions for the component time series. Once the pairwise dissimilarity matrix is calculated, a hierarchical clustering method is then applied to obtain the dendrogram. This procedure is completely nonparametric as the dissimilarities between stationary distributions are directly calculated without making any model assumptions. In order to justify this procedure, asymptotic properties of the energy distance estimates are derived for general stationary and ergodic time series. The method is illustrated in a simulation study for various component time series that are either linear or nonlinear. Finally the methodology is applied to two examples; one involves GDP of selected countries and the other is population size of various states in the U.S.A. in the years 1900 -1999.Comment: 26 pages, 7 figures, to be published in Journal of Time Series Anaylsi

Intervenção psicomotora na equipa de pedopsiquiatria do Hospital Prof. Doutor Fernando Fonseca

Mestrado em Reabilitação PsicomotoraO presente relatório apresenta as experiências vividas no estágio em Psicomotricidade na equipa de pedopsiquiatria do Hospital Prof. Doutor Fernando Fonseca, entre os meses de outubro e junho de 2013. O estágio insere-se no Ramo de Aprofundamento de Competências Profissionais do Mestrado em Reabilitação Psicomotora na Faculdade de Motricidade Humana. O âmbito do estágio incide sobre a intervenção psicomotora em saúde mental infantil, sendo que foram acompanhadas crianças com idades compreendidas entre os 4 e os 13 anos com psicopatologia prevalente, com ou sem comorbilidade com as perturbações do desenvolvimento. Ao longo deste período, o estagiário procedeu à avaliação do perfil intraindividual psicomotor de cada uma das crianças, estabeleceu um plano terapêutico e interveio sobre os casos referenciados. As sessões desenvolveram-se, individualmente, no ginásio do Hospital de Dia do Serviço de Psiquiatria e com um carácter terapêutico ou reeducativo. No presente trabalho será exposto a temática do corpo e da mente, enquanto instrumentos de trabalho do psicomotricista, a exploração de conceitos de psicomotricidade e saúde mental infantil, a apresentação teórica das psicopatologias da amostra. Serão ainda apresentados com maior detalhe os casos intervencionados, dois casos de estudo e as atividades complementares de formação

A súmula 621 do STJj e as consequências do efeito de retroatividade no instituto dos alimentos

Em 12 de dezembro de 2018 na 2ª Seção do Superior Tribunal de Justiça, foi aprovada a súmula 621 que resolveu a divergência de entendimento acerca do efeito de retroatividade da sentença que majora, minora e exonera alimentos. Contudo, embora aparentemente tenha se encerrado esta antiga discussão nos tribunais, em relação aos interesses das partes envolvidas na obrigação alimentar, a aplicação da súmula pode se demonstrar volátil no campo da realidade material. Dito isso, o presente trabalho se propôs a uma breve análise sobre o instituto dos alimentos, com maior enfoque nos alimentos decorrentes do poder familiar e do vínculo familiar, visando compreender as consequências da aplicação da Súmula 621 em todas as hipóteses de revisão da obrigação alimentar, e sua relação com o cumprimento de sentença, alimentos provisórios e os princípios do instituto dos alimentos, com maior atenção aos princípios da irrepetibilidade e incompensabilidade. A partir da metodologia proposta surgiram algumas consequências da retroatividade que merecem atenção, como a criação de uma dívida a partir da sentença e a possibilidade da ocorrência de distorções em relação ao binômio necessidade-possibilidade nas ações revisionais com implicações no cumprimento de sentença.On December 12, 2018, in the 2nd Section of the Superior Court of Justice, the precedent 621 was approved, which resolved the divergence regarding the retroactivity effect of the sentence that increases, lessens and exonerates support. However, although this old discussion in the courts has apparently ended in relation to the interests of the parties involved in the maintenance obligation, the application of the summary can prove to be volatile in the field of material reality. That said, this paper proposes a brief analysis of the support institute, with a greater focus on support obligation resulting from family power and family ties, aiming to understand the consequences of the application of the precedent 621 in all hypotheses of revision of the support obligation, and its association with the satisfaction of sentence, provisional maintenance and the principles of the institute of support, with greater attention to the principles of unrepeatability and incompensability. From the proposed methodology, some consequences of retroactivity arose that deserve attention, such as the creation of a debt based on the sentence and the possibility of distortions in relation to the need-possibility binomial in the support review actions observed in the fulfillment of the sentence