1,720,957 research outputs found
Nonlinear dynamic models for spikes in electricity prices
No full textA class of dynamic stochastic nonlinear models for hourly electricity price time series, where spikes
and antispikes are a fundamental aspect of price phenomenology, are presented. In electricity series,
spikes and antispikes appear randomly but in seasonally well defined windows of time (for
example, spikes appear only during daylight, never during night time, in coincidence with
electricity demand crests, whereas antispikes appear only during demand troughs). In each series,
many concurrent mean reversion mechanisms can be present. In the proposed models, spikes and
antispikes are generated by a mechanism, called stochastic resonating spiking (SRS), that mixes
noise, nonlinearity and an external periodic forcing. Spikes appear only in selected
windows of time, in accordance with the modeled data, and mean reversion can be complex. A
phase space analysis will show that the SRS mechanism is based on the presence of a Hopf critical
point for the dynamics. A quasilinear member of this class that supports SRS will be shown to be a
second order Self-Excited Threshold AutoRegressive eXternally driven SETAR(2)X model,
operated in an uncommon range of parameters. Econometric estimation of this SETAR(2)X model
on electricity data will be shown to be simple, as far as only spikes are considered. When antispikes
are included, polynomial extensions of the threshold model will be shown to be easier to estimate.
The presented class is rather general, can include even more phenomenology features, and can be
also used to model other seasonal commodity series
Longevity risk: a stochastic dynamic approach.
No full textThe paper focuses on the study of hazard mortality rates evolution in
time to front the actuarial issue of longevity risk. Whatever hypothesis about future
mortality, a correct evaluation of the expected mortality randomness requires the
use of a suitable stochastic model. In this context, we first propose a computational
tractable approach based on a CIR type stochastic process for modeling the future
mortality rates. Then we investigate the impact of adverse effects on the mortality
dynamics by a quantile analysis. Numerical applications to the Italian population
are discussed
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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