1,729,117 research outputs found
An Alternative to the BDS Test: Integration Across The Correlation Integral
Get PDFThis paper extends and generalizes the BDS test presented by Brock, Dechert, Scheinkman, and LeBaron (1996). In doing so it aims to remove the limitation of having to arbitrarily select a proximity parameter by integrating across the correlation integral. The Monte Carlo simulation is used to tabulate critical values of the alternative statistic. Previously published empirical studies are replicated as well as power tests executed in order to evaluate the relative performance of the suggested alternative to the BDS test. The results are favorable for the suggested alternative.chaos, nonlinear dynamics, correlation integral, Monte Carlo, exchange rates
UK Housing Market: Time Series Processes with Independent and Identically Distributed Residuals
No full textThe paper examines whether a univariate data generating process can be identified which explains the data by having residuals that are independent and identically distributed, as verified by the BDS test. The stationary first differenced natural log quarterly house price index is regressed, initially with a constant variance and then with a conditional variance. The only regression function that produces independent and identically distributed standardised residuals is a mean process based on a pure random walk format with Exponential GARCH in mean for the conditional variance. There is an indication of an asymmetric volatility feedback effect but higher frequency data is required to confirm this. There could be scope for forecasting the index but this is tempered by the reduction in the power of the BDS test if there is a non-linear conditional variance process
Inter-System Differencing between GPS and BDS for Medium-Baseline RTK Positioning
Get PDFAn inter-system differencing model between two Global Navigation Satellite Systems (GNSS) enables only one reference satellite for all observations. If the associated differential inter-system biases (DISBs) are priori known, double-differenced (DD) ambiguities between overlapping frequencies from different GNSS constellations can also be fixed to integers. This can provide more redundancies for the observation model, and thus will be beneficial to ambiguity resolution (AR) and real-time kinematic (RTK) positioning. However, for Global Positioning System (GPS) and the regional BeiDou Navigation Satellite System (BDS-2), there are no overlapping frequencies. Tight combination of GPS and BDS needs to process not only the DISBs but also the single-difference ambiguity of the reference satellite, which is caused by the influence of different frequencies. In this paper, we propose a tightly combined dual-frequency GPS and BDS RTK positioning model for medium baselines with real-time estimation of DISBs. The stability of the pseudorange and phase DISBs is analyzed firstly using several baselines with the same or different receiver types. The dual-frequency ionosphere-free model with parameterization of GPS-BDS DISBs is proposed, where the single-difference ambiguity is estimated jointly with the phase DISB parameter from epoch to epoch. The performance of combined GPS and BDS RTK positioning for medium baselines is evaluated with simulated obstructed environments. Experimental results show that with the inter-system differencing model, the accuracy and reliability of RTK positioning can be effectively improved, especially for the obstructed environments with a small number of satellites available
sj-docx-1-bds-10.1177_20539517231220622 - Supplemental material for Choreographing for public value in digital health?
No full textSupplemental material, sj-docx-1-bds-10.1177_20539517231220622 for Choreographing for public value in digital health? by Nicole Gross and Susi Geiger in Big Data & Society</p
sj-docx-1-bds-10.1177_20539517231206810 - Supplemental material for The affordances of extreme speech
No full textSupplemental material, sj-docx-1-bds-10.1177_20539517231206810 for The affordances of extreme speech by Emillie de Keulenaar in Big Data & Society</p
sj-pdf-1-bds-10.1177_20539517231180577 - Supplemental material for Investigating hybridity in artificial intelligence research
No full textSupplemental material, sj-pdf-1-bds-10.1177_20539517231180577 for Investigating hybridity in artificial intelligence research by Kate Williams, Glen Berman and Sandra Michalska in Big Data & Society</p
sj-docx-1-bds-10.1177_20539517231219958 - Supplemental material for Responsible AI literacy: A stakeholder-first approach
No full textSupplemental material, sj-docx-1-bds-10.1177_20539517231219958 for Responsible AI literacy: A stakeholder-first approach by Daniel Domínguez Figaredo and Julia Stoyanovich in Big Data & Society</p
sj-docx-1-bds-10.1177_20539517241231275 - Supplemental material for Cyborgs for strategic communication on social media
No full textSupplemental material, sj-docx-1-bds-10.1177_20539517241231275 for Cyborgs for strategic communication on social media by Lynnette Hui Xian Ng, Dawn C Robertson and Kathleen M Carley in Big Data & Society</p
sj-docx-1-bds-10.1177_20539517231213823 - Supplemental material for Understanding user interactions and perceptions of AI risk in Singapore
No full textSupplemental material, sj-docx-1-bds-10.1177_20539517231213823 for Understanding user interactions and perceptions of AI risk in Singapore by Taberez Ahmed Neyazi, Sheryl Wei Ting Ng, Mitchell Hobbs and Audrey Yue in Big Data & Society</p
sj-docx-1-bds-10.1177_20539517221089302 - Supplemental material for In search of the citizen in the datafication of public administration
No full textSupplemental material, sj-docx-1-bds-10.1177_20539517221089302 for In search of the citizen in the datafication of public administration by Heather Broomfield and Lisa Reutter in Big Data & Society</p
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