�Abstract — An innovative approach to the generation of reverberation time series and echo detection algorithms is presented The time series approach utilizes recent developments in linear spectral prediction research in which the spectra of stochastic process are modelled as rational functions

shallow water environments can be modeled from several approaches. One approach we have taken is to model reverberation time series for heterogeneous environments with a variety of scattering mechanisms

compared the method to sequential scanning, which is the only obvious competitor. The results were excellent: our method accelerated the search time from 3 times up to 100 times.

We present the first algorithms that allow the estimation of non-negative Lyapunov exponents from an experimental time series. Lyapunov exponents, which provide a qualitative and quantitative characterization of dynamical behavior, are related to the exponentially fast divergence or convergence

returns are negatively related over time to contemporaneous unexpected illiquidity. The illiquidity measure here is the average across stocks of the daily ratio of absolute stock return to dollar volume, which is easily obtained from daily stock data for long time series in most stock markets. Illiquidity

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We examine properties of residual-based tests for the null of no cointegration for dynamic panels in which both the short-run dynamics and the long-run slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed effects and trend terms, and we consider both pooled within dimension tests and group mean between dimension tests+ We derive limiting distributions for these and show that they are normal and free of nuisance parameters+ We also provide Monte Carlo evidence to demonstrate their small sample size and power performance, and we illustrate their use in testing purchasing power parity for the post–Bretton Woods period+ 1.

this paper trade-offs among certain computational factors in hash coding are analyzed. The paradigm problem considered is that of testing a series of messages one-by-one for membership in a given set of messages. Two new hash- coding methods are examined and compared with a particular conventional

We describe Bro, a stand-alone system for detecting network intruders in real-time by passively monitoring a network link over which the intruder's traffic transits. We give an overview of the system's design, which emphasizes highspeed (FDDI-rate) monitoring, real-time notification