155 research outputs found
On the spectrum of correlation autoregressive sequences
AbstractIn this paper some properties of the correlation autoregressive (CAR) sequences are studied. A representation for the correlation function of an arbitrary CAR sequence is obtained and the relationship between a CAR equation and the growth of the variance and location of spectral lines is revealed. It is also observed that bounded correlation autoregressive sequences coincide with almost periodically correlated sequences with the spectral measure supported on finitely many lines. As a consequence a characterization of the spectrum of a bounded CAR sequence is provided
On detecting and modeling periodic correlation in financial data
For many economic problems standard statistical analysis, based on the notion of stationarity, is not adequate. These include modeling seasonal decisions of consumers, forecasting business cycles and - as we show in the present article - modeling wholesale power market prices. We apply standard methods and a novel spectral domain technique to conclude that electricity price returns exhibit periodic correlation with daily and weekly periods. As such they should be modeled with periodically correlated processes. We propose to apply periodic autoregression (PAR) models which are closely related to the standard instruments in econometric analysis - vector autoregression (VAR) models.periodic correlation, sample coherence, electricity price, periodic autoregression, vector autoregression
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Introducing the Living Convention and Landscape Approach to Legal Empowerment
The fragmentation of law and related institutional arrangements continue to undermine Indigenous Peoples and local communities intent on self-determining their futures and retaining the social and ecological integrity of their territories and other areas. In this light, new approaches to understanding the law and to using the law are required. The Living Convention attempts to employ a new approach in order to make international law more accessible to Indigenous peoples and local communities. In doing so, it helps increase access to justice by democratizing the law and allowing a range of non-lawyers to identify and to utilize provisions in international law that are relevant to their needs. The Living Convention and the concept of ‘legal empowerment for landscapes’ are modest contributions to this ongoing and multi-stakeholder endeavor. It is the authors’ sincere hope that these ideas contribute to the on-going work in this area and, by promoting an unorthodox reading of an existing legal landscape, helps Indigenous Peoples, local communities and their supporters to identify “space to place new steps of chang
INFORMATION CONTENT OF COYOTE BARKS HOWLS
The information content of coyote (Canis latrans) vocalizations is poorly understood, but has important implications for understanding coyote behavior. Coyotes probably use information present in barks or howls to recognize individuals, but the presence of individually-specific information has not bean demonstrated. We found that coyote barks and howls contained individually specific characteristics: discriminant analysis correctly classified barks of five coyotes 69% of the time and howls of six coyotes 83% of the time. We also investigated the stability of vocalization characteristics at multiple distances from the source. Recordings were played back and re-recorded at 10 m, 600m, and 1,000m. Vocalization features were measured at each distance and analyzed to determine whether characteristics were stable. Most howl characteristics did not change with distance, and regardless of the distance discriminant analysis was 81% accurate at assigning howls among six individuals. Bark characteristics, however, were less stable and it is unlikely that barks could be used for individual recognition over long distances. The disparate results for the two vocalization types suggest that howls and barks serve separate functions. Howls appear optimized to convey information (i.e. data), while barks seem more suitable for attracting attention and acoustic ranging
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