1,645 research outputs found
Law of the Iterated Logarithm for U-Statistics of Weakly Dependent Observations
The law of the iterated logarithm for partial sums of weakly dependent
processes was intensively studied by Walter Philipp in the late 1960s and
1970s. In this paper, we aim to extend these results to nondegenerate
U-statistics of data that are strongly mixing or functionals of an absolutely
regular process.Comment: typos corrrecte
Two-Sample U-Statistic Processes for Long-Range Dependent Data
Motivated by some common-change point tests, we investigate the asymptotic
distribution of the U-statistic process
, , when
the underlying data are long-range dependent. We present two approaches, one
based on an expansion of the kernel into Hermite polynomials, the
other based on an empirical process representation of the U-statistic.
Together, the two approaches cover a wide range of kernels, including all
kernels commonly used in applications
Near Real-Time Disturbance Detection in Terrestrial Ecosystems Using Satellite Image Time Series: Drought Detection in Somalia
Near real-time monitoring of ecosystem disturbances is critical for addressing impacts on carbon dynamics, biodiversity, and socio-ecological processes. Satellite remote sensing enables cost-effective and accurate monitoring at frequent time steps over large areas. Yet, generic methods to detect disturbances within newly captured satellite images are lacking. We propose a generic time series based disturbance detection approach by modelling stable historical behaviour to enable detection of abnormal changes within newly acquired data. Time series of vegetation greenness provide a measure for terrestrial vegetation productivity over the last decades covering the whole world and contain essential information related land cover dynamics and disturbances. Here, we assess and demonstrate the method by (1) simulating time series of vegetation greenness data from satellite data with different amount of noise, seasonality and disturbances representing a wide range of terrestrial ecosystems, (2) applying it to real satellite greenness image time series between February 2000 and July 2011 covering Somalia to detect drought related vegetation disturbances. First, simulation results illustrate that disturbances are successfully detected in near real-time while being robust for seasonality and noise. Second, major drought related disturbance corresponding with most drought stressed regions in Somalia are detected from mid 2010 onwards and confirm proof-of-concept of the method. The method can be integrated within current operational early warning systems and has the potential to detect a wide variety of disturbances (e.g. deforestation, flood damage, etc.). It can analyse in-situ or satellite data time series of biophysical indicators from local to global scale since it is fast, does not depend on thresholds or definitions and does not require time series gap filling.early warning, real-time monitoring, global change, disturbance, time series, remote sensing, vegetation and climate dynamics
Has Carbon Disclosure Become More Transparent in the Global Logistics Industry? An Investigation of Corporate Carbon Disclosure Strategies between 2010 and 2015
Global logistics companies are increasingly disclosing carbon related information due to institutional and stakeholder pressures. Existing research, however, is limited to categorizing these pressures and their influences on corporate carbon disclosure strategies. In particular, literature to date has not distinguished between different carbon disclosure strategies and how they may have changed over time. In response, this paper: (1) proposes a framework that depicts four different carbon disclosure responses and strategies based on internal and external pressures; and (2) subsequently analyzes and compares corporate carbon disclosure strategies between 2010 and 2015. Using a sample of 39 leading global logistics companies, carbon disclosure strategies are categorized based on the analysis of 25 applied carbon management practices from Bloomberg ESG to see if carbon management practices and the associated strategies have changed. The findings show overall shifts to more transparent corporate carbon disclosure strategies between 2010 and 2015 with an increase of applied carbon management practices in both internal and external actions
A Systematic Review of Blockchain Literature in Logistics and Supply Chain Management: Identifying Research Questions and Future Directions
Potential blockchain applications in logistics and supply chain (LSCM) have gained increasing attention within both academia and industry. However, as a field in its infancy, blockchain research often lacks theoretical foundations, and it is not clear which and to what extent organizational theories are used to investigate blockchain technology in the field of LSCM. In response, based upon a systematic literature review, this paper: (a) identifies the most relevant organizational theories used in blockchain literature in the context of LSCM; and (b) examines the content of the identified organizational theories to formulate relevant research questions for investigating blockchain technology in LSCM. Our results show that blockchain literature in LSCM is based around six organizational theories, namely: agency theory, information theory, institutional theory, network theory, the resource-based view and transaction cost analysis. We also present how these theories can be used to examine specific blockchain problems by identifying blockchain-specific research questions that are worthy of investigation
A robust method for shift detection in time series
We present a robust test for change-points in time series which is based on
the two-sample Hodges-Lehmann estimator. We develop new limit theory for a class of
statistics based on the two-sample U-quantile processes, in the case of short range dependent
observations. Using this theory we can derive the asymptotic distribution of our test statistic
under the null hypothesis. We study the finite sample properties of our test via a simulation
study and compare the test with the classical CUSUM test and a test based on the Wilcoxon-
Mann-Whitney statistic
Change-Point Detection based on Weighted Two-Sample U-Statistics
We investigate the large-sample behavior of change-point tests based on
weighted two-sample U-statistics, in the case of short-range dependent data.
Under some mild mixing conditions, we establish convergence of the test
statistic to an extreme value distribution. A simulation study shows that the
weighted tests are superior to the non-weighted versions when the change-point
occurs near the boundary of the time interval, while they loose power in the
center
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