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Statistical Analysis of Cointegrated Vectors

by Soren Johansen - Journal of Economic Dynamics and Control , 1988
"... We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimen ..."
Abstract - Cited by 2749 (12 self) - Add to MetaCart
of dimensions. Further we test linear hypotheses about the cointegration vectors. The asymptotic distribution of these test statistics are found and the first is described by a natural multivariate version of the usual test for unit root in an autoregressive process, and the other is a x2 test. 1.

Multivariable Feedback Control: Analysis

by Sigurd Skogestad, Ian Postlethwaite - span (B∗) und Basis B∗ = { ω1 , 2005
"... multi-input, multi-output feed-back control design for linear systems using the paradigms, theory, and tools of robust con-trol that have arisen during the past two decades. The book is aimed at graduate students and practicing engineers who have a basic knowledge of classical con-trol design and st ..."
Abstract - Cited by 564 (24 self) - Add to MetaCart
and state-space con-trol theory for linear systems. A basic knowledge of matrix theory and linear algebra is required to appreciate and digest the material offered. This edition is a revised and expanded version of the first edition, which was published in 1996. The size of the

On Spectral Clustering: Analysis and an algorithm

by Andrew Y. Ng, Michael I. Jordan, Yair Weiss - ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS , 2001
"... Despite many empirical successes of spectral clustering methods -- algorithms that cluster points using eigenvectors of matrices derived from the distances between the points -- there are several unresolved issues. First, there is a wide variety of algorithms that use the eigenvectors in slightly ..."
Abstract - Cited by 1713 (13 self) - Add to MetaCart
Despite many empirical successes of spectral clustering methods -- algorithms that cluster points using eigenvectors of matrices derived from the distances between the points -- there are several unresolved issues. First, there is a wide variety of algorithms that use the eigenvectors

Opinion Mining and Sentiment Analysis

by Bo Pang, Lillian Lee , 2008
"... An important part of our information-gathering behavior has always been to find out what other people think. With the growing availability and popularity of opinion-rich resources such as online review sites and personal blogs, new opportunities and challenges arise as people now can, and do, active ..."
Abstract - Cited by 749 (3 self) - Add to MetaCart
, actively use information technologies to seek out and understand the opinions of others. The sudden eruption of activity in the area of opinion mining and sentiment analysis, which deals with the computational treatment of opinion, sentiment, and subjectivity in text, has thus occurred at least in part

A Practical Guide to Wavelet Analysis

by Christopher Torrence, Gilbert P. Compo , 1998
"... A practical step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Nio-- Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choice of an appropriate wavelet basis function, edge effects due to finite-length t ..."
Abstract - Cited by 869 (3 self) - Add to MetaCart
A practical step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Nio-- Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choice of an appropriate wavelet basis function, edge effects due to finite

Analysis and Simulation of a Fair Queueing Algorithm

by Alan Demers , Srinivasan Keshav , Scott Shenker , 1989
"... We discuss gateway queueing algorithms and their role in controlling congestion in datagram networks. A fair queueing algorithm, based on an earlier suggestion by Nagle, is proposed. Analysis and simulations are used to compare this algorithm to other congestion control schemes. We find. that fair q ..."
Abstract - Cited by 1269 (39 self) - Add to MetaCart
We discuss gateway queueing algorithms and their role in controlling congestion in datagram networks. A fair queueing algorithm, based on an earlier suggestion by Nagle, is proposed. Analysis and simulations are used to compare this algorithm to other congestion control schemes. We find. that fair

Specification Analysis of Affine Term Structure Models

by Qiang Dai, Kenneth J. Singleton - JOURNAL OF FINANCE , 2000
"... This paper explores the structural differences and relative goodness-of-fits of affine term structure models (ATSMs55). Within the family of ATSMs there is a tradeoff between flexibility in modeling the conditional correlations and volatilities of the risk factors. This trade-off is formalized by ou ..."
Abstract - Cited by 596 (36 self) - Add to MetaCart
by our classification of N-factor affine family into N + 1 non-nested subfamilies of models. Specializing to three-factor ATSMs, our analysis suggests, based on theoretical considerations and empirical evidence, that some subfamilies of ATSMs are better suited than others to explaining historical

Measurement and Analysis of Online Social Networks

by Alan Mislove, Massimiliano Marcon, Krishna P. Gummadi, Peter Druschel, Bobby Bhattacharjee - In Proceedings of the 5th ACM/USENIX Internet Measurement Conference (IMC’07 , 2007
"... Online social networking sites like Orkut, YouTube, and Flickr are among the most popular sites on the Internet. Users of these sites form a social network, which provides a powerful means of sharing, organizing, and finding content and contacts. The popularity of these sites provides an opportunity ..."
Abstract - Cited by 698 (14 self) - Add to MetaCart
an opportunity to study the characteristics of online social network graphs at large scale. Understanding these graphs is important, both to improve current systems and to design new applications of online social networks. This paper presents a large-scale measurement study and analysis of the structure

Nonlinear component analysis as a kernel eigenvalue problem

by Bernhard Schölkopf, Alexander Smola, Klaus-Robert Müller - , 1996
"... We describe a new method for performing a nonlinear form of Principal Component Analysis. By the use of integral operator kernel functions, we can efficiently compute principal components in high-dimensional feature spaces, related to input space by some nonlinear map; for instance the space of all ..."
Abstract - Cited by 1573 (83 self) - Add to MetaCart
We describe a new method for performing a nonlinear form of Principal Component Analysis. By the use of integral operator kernel functions, we can efficiently compute principal components in high-dimensional feature spaces, related to input space by some nonlinear map; for instance the space of all

A Comparative Analysis of Methodologies for Database Schema Integration

by C. Batini, M. Lenzerini, S. B. Navathe - ACM COMPUTING SURVEYS , 1986
"... One of the fundamental principles of the database approach is that a database allows a nonredundant, unified representation of all data managed in an organization. This is achieved only when methodologies are available to support integration across organizational and application boundaries. Metho ..."
Abstract - Cited by 652 (10 self) - Add to MetaCart
schema. The aim of the paper is to provide first a unifying framework for the problem of schema integration, then a comparative review of the work done thus far in this area. Such a framework, with the associated analysis of the existing approaches, provides a basis for identifying strengths
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