scholarly journals Tracking distributed aggregates over time-based sliding windows

2011 ◽  
Author(s):  
Graham Cormode ◽  
Ke Yi
Keyword(s):  
Sliding Windows ◽  
Over Time

scholarly journals Dynamic Connectivity in a Financial Network Using Time-Varying DCCA Correlation Coefficients

2021 ◽  
Vol 6 (1) ◽  
pp. 57-75
Author(s):  
Paulo Ferreira ◽  
Oussama Tilfani ◽  
Éder Pereira ◽  
Cleónidas Tavares ◽  
Hernane Pereira ◽  
...  
Keyword(s):  
Financial Risk ◽  
Correlation Coefficients ◽  
Subprime Crisis ◽  
Time Varying ◽  
Eurozone Crisis ◽  
Sliding Windows ◽  
Cross Correlation Analysis ◽  
Dynamic Connectivity ◽  
Over Time ◽  
Do So

Abstract This paper aims to analyse the connectivity of 13 stock markets, between 1998 and 2019, with a time-varying proposal, to evaluate evolution of the linkage between these markets over time. To do so, we propose to use a network built based on the correlation coefficients from the Detrended Cross-Correlation Analysis, using a sliding windows approach. Besides allowing for analysis over time, our approach also enables us to verify how the network behaves for different time scales, which enriches the analysis. We use two different properties of networks: global efficiency and average grade, to measure the network’s connectivity over time. We find that the markets under analysis became more connected before the subprime crisis, with this behavior extending even after the Eurozone crisis, showing that during extreme events there is an increase in financial risk, as found in the international literature.

scholarly journals Diesel prices in Brazil: A dynamic fractional integration analysis

2021 ◽  
Vol 10 (2) ◽  
pp. 116-125
Author(s):  
Derick David Quintino ◽  
Paulo Ferreira
Keyword(s):  
Fractional Integration ◽  
Price Dynamics ◽  
Policy Makers ◽  
Economic Implications ◽  
Sliding Windows ◽  
Exogenous Shocks ◽  
Over Time ◽  
Integration Analysis

We investigate the behaviour of retail diesel prices in Brazil using fractional integration, with weekly data from January 2010 to April 2020. In this period, we have 3 episodes of relevant economic implications in the country under analysis: i) impeachment of the Brazilian President; ii) the lorry-drivers’ strike; iii) the rise of the global Covid-19 epidemic. We use a sliding windows approach to analyze price dynamics over time. The results suggest that, at the beginning of the sample, prices were non-stationary and non-mean reverting but over the time results changed in the different regions. Results are relevant for market agents and policy-makers, as it can be inferred whether exogenous shocks are temporary, despite taking some time to dissipate completely.

scholarly journals Improving trust and reputation assessment with dynamic behaviour

2020 ◽  
Vol 35 ◽  
Author(s):  
Caroline Player ◽  
Nathan Griffiths
Keyword(s):  
Dynamic Behaviour ◽  
A Priori ◽  
Multi Agent Systems ◽  
Sliding Windows ◽  
Future Performance ◽  
Trust And Reputation ◽  
Multi Agent ◽  
Improved Performance ◽  
Past Experiences ◽  
Over Time

Abstract Trust between agents in multi-agent systems (MASs) is critical to encourage high levels of cooperation. Existing methods to assess trust and reputation use direct and indirect past experiences about an agent to estimate their future performance; however, these will not always be representative if agents change their behaviour over time. Real-world distributed networks such as online market places, P2P networks, pervasive computing and the Smart Grid can be viewed as MAS. Dynamic agent behaviour in such MAS can arise from seasonal changes, cheaters, supply chain faults, network traffic and many other reasons. However, existing trust and reputation models use limited techniques, such as forgetting factors and sliding windows, to account for dynamic behaviour. In this paper, we propose Reacting and Predicting in Trust and Reputation (RaPTaR), a method to extend existing trust and reputation models to give agents the ability to monitor the output of interactions with a group of agents over time to identify any likely changes in behaviour and adapt accordingly. Additionally, RaPTaR can provide an a priori estimate of trust when there is little or no interaction data (either because an agent is new or because a detected behaviour change suggests recent past experiences are no longer representative). Our results show that RaPTaR has improved performance compared to existing trust and reputation methods when dynamic behaviour causes the ranking of the best agents to interact with to change.

Social transmission bias and the cultural evolution of folk-economic beliefs

2018 ◽  
Vol 41 ◽  
Author(s):  
David Hirshleifer ◽  
Siew Hong Teoh
Keyword(s):  
Cultural Evolution ◽  
Social Transmission ◽  
Cognitive Approach ◽  
Economic Problems ◽  
Economic Attitudes ◽  
The Social ◽  
Economic Beliefs ◽  
Over Time

AbstractEvolved dispositions influence, but do not determine, how people think about economic problems. The evolutionary cognitive approach offers important insights but underweights the social transmission of ideas as a level of explanation. The need for asocialexplanation for the evolution of economic attitudes is evidenced, for example, by immense variations in folk-economic beliefs over time and across individuals.

Articulatory Generalization in Two Word-Medial, Ambisyllabic Contexts

1988 ◽  
Vol 19 (3) ◽  
pp. 251-258 ◽  
Author(s):  
Virginia I. Wolfe ◽  
Suzanne D. Blocker ◽  
Norma J. Prater
Keyword(s):  
Common View ◽  
Perceptual Salience ◽  
The Common ◽  
Unitary Concept ◽  
Over Time

Articulatory generalization of velar cognates /k/, /g/ in two phonologically disordered children was studied over time as a function of sequential word-morpheme position training. Although patterns of contextual acquisition differed, correct responses to the word-medial, inflected context (e.g., "picking," "hugging") occurred earlier and exceeded those to the word-medial, noninflected context (e.g., "bacon," "wagon"). This finding indicates that the common view of the word-medial position as a unitary concept is an oversimplification. Possible explanations for superior generalization to the word-medial, inflected position are discussed in terms of coarticulation, perceptual salience, and the representational integrity of the word.

Treatment Fidelity Procedures for an Aphasia Intervention Within a Randomized Controlled Trial: Design, Feasibility, and Results

2020 ◽  
Vol 29 (1S) ◽  
pp. 412-424
Author(s):  
Elissa L. Conlon ◽  
Emily J. Braun ◽  
Edna M. Babbitt ◽  
Leora R. Cherney
Keyword(s):  
Randomized Controlled Trial ◽  
Controlled Trial ◽  
Treatment Protocol ◽  
Treatment Fidelity ◽  
Protocol Adherence ◽  
Study Condition ◽  
Randomized Controlled ◽  
Aphasia Therapy ◽  
Percent Accuracy ◽  
Over Time

Purpose This study reports on the treatment fidelity procedures implemented during a 5-year randomized controlled trial comparing intensive and distributed comprehensive aphasia therapy. Specifically, the results of 1 treatment, verb network strengthening treatment (VNeST), are examined. Method Eight participants were recruited for each of 7 consecutive cohorts for a total of 56 participants. Participants completed 60 hr of aphasia therapy, including 15 hr of VNeST. Two experienced speech-language pathologists delivered the treatment. To promote treatment fidelity, the study team developed a detailed manual of procedures and fidelity checklists, completed role plays to standardize treatment administration, and video-recorded all treatment sessions for review. To assess protocol adherence during treatment delivery, trained research assistants not involved in the treatment reviewed video recordings of a subset of randomly selected VNeST treatment sessions and completed the fidelity checklists. This process was completed for 32 participants representing 2 early cohorts and 2 later cohorts, which allowed for measurement of protocol adherence over time. Percent accuracy of protocol adherence was calculated across clinicians, cohorts, and study condition (intensive vs. distributed therapy). Results The fidelity procedures were sufficient to promote and verify a high level of adherence to the treatment protocol across clinicians, cohorts, and study condition. Conclusion Treatment fidelity strategies and monitoring are feasible when incorporated into the study design. Treatment fidelity monitoring should be completed at regular intervals during the course of a study to ensure that high levels of protocol adherence are maintained over time and across conditions.

Percutaneous Tracheostomy: A Multidisciplinary Approach

2008 ◽  
Vol 18 (2) ◽  
pp. 87-98 ◽  
Author(s):  
Vinciya Pandian ◽  
Thai Tran Nguyen ◽  
Marek Mirski ◽  
Nasir Islam Bhatti
Keyword(s):  
Health Care ◽  
Quality Assurance ◽  
Data Collection ◽  
Health Care Professionals ◽  
Multidisciplinary Approach ◽  
Percutaneous Tracheostomy ◽  
Johns Hopkins Hospital ◽  
Prospective Data ◽  
Comprehensive Service ◽  
Over Time

Abstract The techniques of performing a tracheostomy has transformed over time. Percutaneous tracheostomy is gaining popularity over open tracheostomy given its advantages and as a result the number of bedside tracheostomies has increased necessitating the need for a Percutaneous Tracheostomy Program. The Percutaneous Tracheostomy Program at the Johns Hopkins Hospital is a comprehensive service that provides care to patients before, during, and after a tracheostomy with a multidisciplinary approach aimed at decreasing complications. Education is provided to patients, families, and health-care professionals who are involved in the management of a tracheostomy. Ongoing prospective data collection serves as a tool for Quality Assurance.

Sign in / Sign up

Export Citation Format

Share Document