Signal extraction revision variances as a goodness-of-fit measure

erworben im Rahmen der Schweizer Nationallizenzen (www.nationallizenzen.ch)Typically, model misspecification is addressed by statistics relying on model-residuals, i.e., on one-step ahead forecasting errors. In practice, however, users are often also interested in problems involving multi-step ahead forecasting performances, which are not explicitly addressed by traditional diagnostics. In this article, we consider the topic of misspecification from the perspective of signal extraction. More precisely, we emphasize the connection between models and real-time (concurrent) filter performances by analyzing revision errors instead of one-step ahead forecasting errors. In applications, real-time filters are important for computing trends, for performing seasonal adjustment or for inferring turning-points towards the current boundary of time series. Since revision errors of real-time filters generally rely on particular linear combinations of one- and multi-step ahead forecasts, we here address a generalization of traditional diagnostics. Formally, a hypothesis testing paradigm for the empirical revision measure is developed through theoretical calculations of the asymptotic distribution under the null hypothesis, and the method is assessed through real data studies as well as simulations. In particular, we analyze the effect of model misspecification with respect to unit roots, which are likely to determine multi-step ahead forecasting performances. We also show that this framework can be extended to general forecasting problems by defining suitable artificial signals

Optimal real-time filters for linear prediction problems

Erworben im Rahmen der Schweizer Nationallizenzen (http://www.nationallizenzen.ch)The classic model-based paradigm in time series analysis is rooted in the Wold decomposition of the data-generating process into an uncorrelated white noise process. By design, this universal decomposition is indifferent to particular features of a specific prediction problem (e. g., forecasting or signal extraction) – or features driven by the priorities of the data-users. A single optimization principle (one-step ahead forecast error minimization) is proposed by this classical paradigm to address a plethora of prediction problems. In contrast, this paper proposes to reconcile prediction problem structures, user priorities, and optimization principles into a general framework whose scope encompasses the classic approach. We introduce the linear prediction problem (LPP), which in turn yields an LPP objective function. Then one can fit models via LPP minimization, or one can directly optimize the linear filter corresponding to the LPP, yielding the Direct Filter Approach. We provide theoretical results and practical algorithms for both applications of the LPP, and discuss the merits and limitations of each. Our empirical illustrations focus on trend estimation (low-pass filtering) and seasonal adjustment in real-time, i. e., constructing filters that depend only on present and past data

Linking action at different levels through innovation platforms

Available in Chinese, English, Hindi, Thai and Vietnames

Connections: A Journal of Public Education Advocacy - Fall 2001, Vol. 8, No. 2

President's Message - Wendy D. Puriefoy reflects on the public aspects of public schools and the necessity for Americans to take civic action to create quality public schools for all young people.Summary of PEN/EducationWeek National Poll Action for All is the first in a series of national surveys on public responsibility for public education in partnership with Education Week. Pollster Celinda Lake presents what Americans see as their primary responsibility for public education, their chief concerns, and what motivates them to act.Q&A: James Howard Kunstler - The author of Home from Nowhere reflects on the decline of public space in America and its effect on the nation's public schools.Conversations - William L. Taylor, a prominent Washington, DC-based attorney and co-chair of the Citizens Commission on Civil Rights, and Ramon C. Cortines, one of the nation's foremost superintendents, discuss the threats to public education as public space.Making it Happen - Marc Tucker, president of the National Center on Education and the Economy, examines the standards movement and the role LEFs can play in helping all students achieve at high standards.Annual Conference - Information on PEN's 2001 Annual Conference, Assessment & Accountability: The Great Equity Debate, November 11 -- 13, in Washington, DC.About the Network - Current lists of Network members and funders

Report & Recommendations Legal Scholar Team

The Report’s Recommendations for next steps reflect and incorporate the multiple experiences, false starts, insights, frustrations and new beginnings that represent the various ways that diversity works within the different sectors of the legal profession. We have included Recommendations that are already being used as well as some that are ambitious and aspirational. Within each of the four sectors of the profession, the recommendations are broadly categorized, but not prioritized. We recognize that every individual or organization will have its own priorities based on its unique circumstances. We do encourage the Report’s users to select and prioritize recommendations for next steps that they can implement in their own environments

The SkyMapper Transient Survey

The SkyMapper 1.3 m telescope at Siding Spring Observatory has now begun regular operations. Alongside the Southern Sky Survey, a comprehensive digital survey of the entire southern sky, SkyMapper will carry out a search for supernovae and other transients. The search strategy, covering a total footprint area of ~2000 deg2 with a cadence of $\leq 5$ days, is optimised for discovery and follow-up of low-redshift type Ia supernovae to constrain cosmic expansion and peculiar velocities. We describe the search operations and infrastructure, including a parallelised software pipeline to discover variable objects in difference imaging; simulations of the performance of the survey over its lifetime; public access to discovered transients; and some first results from the Science Verification data.Comment: 13 pages, 11 figures; submitted to PAS

Optimal Real-Time Filters for Linear Prediction Problems

The classic model-based paradigm in time series analysis is rooted in the Wold decomposition of the data-generating process into an uncorrelated white noise process. By design, this universal decomposition is indifferent to particular features of a specific prediction problem (e. g., forecasting or signal extraction) - or features driven by the priorities of the data-users. A single optimization principle (one-step ahead forecast error minimization) is proposed by this classical paradigm to address a plethora of prediction problems. In contrast, this paper proposes to reconcile prediction problem structures, user priorities, and optimization principles into a general framework whose scope encompasses the classic approach. We introduce the linear prediction problem (LPP), which in turn yields an LPP objective function. Then one can fit models via LPP minimization, or one can directly optimize the linear filter corresponding to the LPP, yielding the Direct Filter Approach. We provide theoretical results and practical algorithms for both applications of the LPP, and discuss the merits and limitations of each. Our empirical illustrations focus on trend estimation (low-pass filtering) and seasonal adjustment in real-time, i. e., constructing filters that depend only on present and past data

Positional Cloning of cobblestone, a Mouse Mutant Showing Major Defects in Brain Development, Identifies Ift88 as a Candidate Gene

The ENU-induced cobblestone (cbs) mouse mutant exhibits severe defects in fore- and midbrain development. Via genomic mapping, the causative mutation for the cbs-phenotype has previously been located on chromosome 14 in the proximity of the gene Ift88 (Intraflagellar transport, 88 kDa). The Ift88 protein is involved in intraflagellar transport and is required for genesis and maintenance of primary and motile cilia. In order to refine the genetic interval further, we performed fine-mapping analysis of the cbs mutant. The candidate region of the cbs mutation is shown to be situated in a region of 4.14 Mb on chromosome 14, containing the Ift88 gene, and excluding dozens of genes present in the roughly-mapped interval. However, neither sequencing of the core Ift88 promoter region nor of two conserved intronic sequences within Ift88 revealed any mutations, indicating that the responsible mutation lies in a transcriptional regulatory sequence within or near the Ift88 gene. Finally, other potential candidate genes in this genetic interval have been identified using synteny analysis on six other vertebrate genomes. This analysis is thus compatible with the idea that the mutation in cbs is located on the Ift88 gene, but it also allows the possibility of other candidate genes that lie near Ift88 to be involved in the phenotype