Time series forecasting with the WARIMAX-GARCH method

It is well-known that causal forecasting methods that include appropriately chosen Exogenous Variables (EVs) very often present improved forecasting performances over univariate methods. However, in practice, EVs are usually difficult to obtain and in many cases are not available at all. In this paper, a new causal forecasting approach, called Wavelet Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (WARIMAX-GARCH) method, is proposed to improve predictive performance and accuracy but also to address, at least in part, the problem of unavailable EVs. Basically, the WARIMAX-GARCH method obtains Wavelet “EVs” (WEVs) from Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (ARIMAX-GARCH) models applied to Wavelet Components (WCs) that are initially determined from the underlying time series. The WEVs are, in fact, treated by the WARIMAX-GARCH method as if they were conventional EVs. Similarly to GARCH and ARIMA-GARCH models, the WARIMAX-GARCH method is suitable for time series exhibiting non-linear characteristics such as conditional variance that depends on past values of observed data. However, unlike those, it can explicitly model frequency domain patterns in the series to help improve predictive performance. An application to a daily time series of dam displacement in Brazil shows the WARIMAX-GARCH method to remarkably outperform the ARIMA-GARCH method, as well as the (multi-layer perceptron) Artificial Neural Network (ANN) and its wavelet version referred to as Wavelet Artificial Neural Network (WANN) as in [1], on statistical measures for both in-sample and out-of-sample forecasting

Nearby quasar remnants and ultra-high energy cosmic rays

As recently suggested, nearby quasar remnants are plausible sites of black-hole based compact dynamos that could be capable of accelerating ultra-high energy cosmic rays (UHECRs). In such a model, UHECRs would originate at the nuclei of nearby dead quasars, those in which the putative underlying supermassive black holes are suitably spun-up. Based on galactic optical luminosity, morphological type, and redshift, we have compiled a small sample of nearby objects selected to be highly luminous, bulge-dominated galaxies, likely quasar remnants. The sky coordinates of these galaxies were then correlated with the arrival directions of cosmic rays detected at energies $> 40$ EeV. An apparently significant correlation appears in our data. This correlation appears at closer angular scales than those expected when taking into account the deflection caused by typically assumed IGM or galactic magnetic fields over a charged particle trajectory. Possible scenarios producing this effect are discussed, as is the astrophysics of the quasar remnant candidates. We suggest that quasar remnants be also taken into account in the forthcoming detailed search for correlations using data from the Auger Observatory.Comment: 2 figures, 4 tables, 11 pages. Final version to appear in Physical Review

Special fast diffusion with slow asymptotics. Entropy method and flow on a Riemannian manifold

We consider the asymptotic behaviour of positive solutions $u(t,x)$ of the fast diffusion equation $u_t=\Delta (u^{m}/m)={\rm div} (u^{m-1}\nabla u)$ posed for x\in\RR^d, $t>0$, with a precise value for the exponent $m=(d-4)/(d-2)$. The space dimension is $d\ge 3$ so that $m<1$, and even $m=-1$ for $d=3$. This case had been left open in the general study \cite{BBDGV} since it requires quite different functional analytic methods, due in particular to the absence of a spectral gap for the operator generating the linearized evolution. The linearization of this flow is interpreted here as the heat flow of the Laplace-Beltrami operator of a suitable Riemannian Manifold (\RR^d,{\bf g}), with a metric ${\bf g}$ which is conformal to the standard \RR^d metric. Studying the pointwise heat kernel behaviour allows to prove {suitable Gagliardo-Nirenberg} inequalities associated to the generator. Such inequalities in turn allow to study the nonlinear evolution as well, and to determine its asymptotics, which is identical to the one satisfied by the linearization. In terms of the rescaled representation, which is a nonlinear Fokker--Planck equation, the convergence rate turns out to be polynomial in time. This result is in contrast with the known exponential decay of such representation for all other values of $m$.Comment: 37 page

Obesity and Breast Cancer Metastasis across Genomic Subtypes

Background: Obese women have higher risk of aggressive breast tumors and distant metastasis. However, obesity has rarely been assessed in association with metastasis in diverse populations. Methods: In the Carolina Breast Cancer Study Phase 3 (2008–2013), waist-to-hip ratio (WHR), body mass index (BMI), and molecular subtype [PAM50 risk-of-recurrence (ROR) score] were assessed. Obesity measures were evaluated in association with metastasis within five years of diagnosis, overall and stratified by race and ROR score. Absolute risk of metastasis and risk differences between strata were calculated using the Kaplan–Meier estimator, adjusted for age, grade, stage, race, and ER status. Relative frequency of metastatic site and multiplicity were estimated in association with obesity using generalized linear models. Results: High-WHR was associated with higher risk of metastasis (5-year risk difference, RD, 4.3%; 95% confidence interval, 2.2–6.5). It was also associated with multiple metastases and metastases at all sites except brain. The 5-year risk of metastasis differed by race (11.2% and 6.9% in Black and non-Black, respectively) and ROR score (19.5% vs. 6.6% in high vs. low-to-intermediate ROR-PT). Non-Black women and those with low-to-intermediate ROR scores had similar risk in high- and low-WHR strata. However, among Black women and those with high ROR, risk of metastasis was elevated among high-WHR (RDBlack/non-Black = 4.6%, RDHigh/Low-Int = 3.1%). Patterns of metastasis were similar by BMI. Conclusions: WHR is associated with metastatic risk, particularly among Black women and those with high-risk tumors. Impact: Understanding how risk factors for metastasis interact may help in tailoring care plans and surveillance among patients with breast cancer

Planck-scale quintessence and the physics of structure formation

In a recent paper we considered the possibility of a scalar field providing an explanation for the cosmic acceleration. Our model had the interesting properties of attractor-like behavior and having its parameters of O(1) in Planck units. Here we discuss the effect of the field on large scale structure and CMB anisotropies. We show how some versions of our model inspired by "brane" physics have novel features due to the fact that the scalar field has a significant role over a wider range of redshifts than for typical "dark energy" models. One of these features is the additional suppression of the formation of large scale structure, as compared with cosmological constant models. In light of the new pressures being placed on cosmological parameters (in particular H_0) by CMB data, this added suppression allows our "brane" models to give excellent fits to both CMB and large scale structure data.Comment: 18 pages, 12 figures, submitted to PR

The evolution of cooperation and altruism--a general framework and a classification of models.

One of the enduring puzzles in biology and the social sciences is the origin and persistence of intraspecific cooperation and altruism in humans and other species. Hundreds of theoretical models have been proposed and there is much confusion about the relationship between these models. To clarify the situation, we developed a synthetic conceptual framework that delineates the conditions necessary for the evolution of altruism and cooperation. We show that at least one of the four following conditions needs to be fulfilled: direct benefits to the focal individual performing a cooperative act; direct or indirect information allowing a better than random guess about whether a given individual will behave cooperatively in repeated reciprocal interactions; preferential interactions between related individuals; and genetic correlation between genes coding for altruism and phenotypic traits that can be identified. When one or more of these conditions are met, altruism or cooperation can evolve if the cost-to-benefit ratio of altruistic and cooperative acts is greater than a threshold value. The cost-to-benefit ratio can be altered by coercion, punishment and policing which therefore act as mechanisms facilitating the evolution of altruism and cooperation. All the models proposed so far are explicitly or implicitly built on these general principles, allowing us to classify them into four general categories

Allaeochelys libyca, a new carettochelyine turtle from the middle miocene (Langhian) of Libya

Fossil carettochelyine turtles are well known from the Paleogene of Europe (Allaeochelys), North America and Asia (Anosteira); however, the previously known Neogene fossil record is highly fragmentary and was therefore unsuitable for taxonomic analysis. In this work, we present a new carettochelyine taxon, Allaeochelys libyca, from the Middle Miocene (Langhian) of Gebel Zelten (Libya) based on an incomplete skull and disarticulated postcranial elements. The new taxon is diagnosed relative to the extant Carettochelys insculpta based on the placement of the foramen posterius canalis carotici interni close to the fenestra postotica, the horizontal orientation of the tubercula basioccipitalis, the substantial contribution of the opisthotic to the base of the tubercula basioccipitalis, the presence of a triangular pterygoid fossa, the arrangement of the mandibular condyles along a plane and the presence of an extremely well-developed fossa at the base of the processus mandibularis. A phylogenetic analysis of pancarettochelyids confirms the monophyly of Carettochelyidae and Carettochelyinae but resulted in a paraphyletic taxon, Allaeochelys. For the sake of nomenclatural stability, we provisionally retain the genus Allaeochelys as paraphyletic relative to the extant Carettochelys insculpta

Search for lepton-flavor violation at HERA

A search for lepton-flavor-violating interactions $e p \to \mu X$ and $e p\to \tau X$ has been performed with the ZEUS detector using the entire HERA I data sample, corresponding to an integrated luminosity of 130 pb^{-1}. The data were taken at center-of-mass energies, $\sqrt{s}$, of 300 and 318 GeV. No evidence of lepton-flavor violation was found, and constraints were derived on leptoquarks (LQs) that could mediate such interactions. For LQ masses below $\sqrt{s}$, limits were set on $\lambda_{eq_1} \sqrt{\beta_{\ell q}}$, where $\lambda_{eq_1}$ is the coupling of the LQ to an electron and a first-generation quark $q_1$, and $\beta_{\ell q}$ is the branching ratio of the LQ to the final-state lepton $\ell$ ($\mu$ or $\tau$) and a quark $q$. For LQ masses much larger than $\sqrt{s}$, limits were set on the four-fermion interaction term $\lambda_{e q_\alpha} \lambda_{\ell q_\beta} / M_{\mathrm{LQ}}^2$ for LQs that couple to an electron and a quark $q_\alpha$ and to a lepton $\ell$ and a quark $q_\beta$, where $\alpha$ and $\beta$ are quark generation indices. Some of the limits are also applicable to lepton-flavor-violating processes mediated by squarks in $R$-Parity-violating supersymmetric models. In some cases, especially when a higher-generation quark is involved and for the process $e p\to \tau X$, the ZEUS limits are the most stringent to date.Comment: 37 pages, 10 figures, Accepted by EPJC. References and 1 figure (Fig. 6) adde

Multijet production in neutral current deep inelastic scattering at HERA and determination of alpha_s

Multijet production rates in neutral current deep inelastic scattering have been measured in the range of exchanged boson virtualities 10 < Q2 < 5000 GeV2. The data were taken at the ep collider HERA with centre-of-mass energy sqrt(s) = 318 GeV using the ZEUS detector and correspond to an integrated luminosity of 82.2 pb-1. Jets were identified in the Breit frame using the k_T cluster algorithm in the longitudinally invariant inclusive mode. Measurements of differential dijet and trijet cross sections are presented as functions of jet transverse energy E_{T,B}{jet}, pseudorapidity eta_{LAB}{jet} and Q2 with E_{T,B}{jet} > 5 GeV and -1 < eta_{LAB}{jet} < 2.5. Next-to-leading-order QCD calculations describe the data well. The value of the strong coupling constant alpha_s(M_Z), determined from the ratio of the trijet to dijet cross sections, is alpha_s(M_Z) = 0.1179 pm 0.0013(stat.) {+0.0028}_{-0.0046}(exp.) {+0.0064}_{-0.0046}(th.)Comment: 22 pages, 5 figure