Application of wavelets to the study of political history

\The idea that social processes develop in a cyclical manner is somewhat like a `Lorelei'. Researchers are lured to it because of its theoretical promise, only to become entangled in (if not wrecked by) messy problems of empirical inference. The reasoning leading to hypotheses of some kind of cycle is often elegant enough, yet the data from repeated observations rarely display the supposed cyclical pattern. (...) In addition, various `schools' seem to exist which frequently arrive at di erent conclusions on the basis of the same data." (van der Eijk and Weber 1987:271). Much of the empirical controversies around these issues arise because of three distinct problems: the coexistence of cycles of di erent periodicities, the possibility of transient cycles and the existence of cycles without xed periodicity. In some cases, there are no reasons to expect any of these phenomena to be relevant. Seasonality caused by Christmas is one such example (Wen 2002). In such cases, researchers mostly rely on spectral analysis and Auto-Regressive Moving-Average (ARMA) models to estimate the periodicity of cycles.1 However, and this is particularly true in social sciences, sometimes there are good theoretical reasons to expect irregular cycles. In such cases, \the identi cation of periodic movement in something like the vote is a daunting task all by itself. When a pendulum swings with an irregular beat (frequency), and the extent of the swing (amplitude) is not constant, mathematical functions like sine-waves are of no use."(Lebo and Norpoth 2007:73) In the past, this di culty has led to two di erent approaches. On the one hand, some researchers dismissed these methods altogether, relying on informal alternatives that do not meet rigorous standards of statistical inference. Goldstein (1985 and 1988), studying the severity of Great power wars is one such example. On the other hand, there are authors who transfer the assumptions of spectral analysis (and ARMA models) into fundamental assumptions about the nature of social phenomena. This type of argument was produced by Beck (1991) who, in a reply to Goldstein (1988), claimed that only \ xed period models are meaningful models of cyclic phenomena".We argue that wavelet analysis|a mathematical framework developed in the mid-1980s (Grossman and Morlet 1984; Goupillaud et al. 1984) | is a very viable alternative to study cycles in political time-series. It has the advantage of staying close to the frequency domain approach of spectral analysis while addressing its main limitations. Its principal contribution comes from estimating the spectral characteristics of a time-series as a function of time, thus revealing how its di erent periodic components may change over time. The rest of article proceeds as follows. In the section \Time-frequency Analysis", we study in some detail the continuous wavelet transform and compare its time-frequency properties with the more standard tool for that purpose, the windowed Fourier transform. In the section \The British Political Pendulum", we apply wavelet analysis to essentially the same data analyzed by Lebo and Norpoth (2007) and Merrill, Grofman and Brunell (2011) and try to provide a more nuanced answer to the same question discussed by these authors: do British electoral politics exhibit cycles? Finally, in the last section, we present a concise list of future directions.

Estimating the colors of paintings

Observers can adjust the spectrum of illumination on paintings for optimal viewing experience. But can they adjust the colors of paintings for the best visual impression? In an experiment carried out on a calibrated color moni- tor images of four abstract paintings obtained from hyperspectral data were shown to observers that were unfamiliar with the paintings. The color volume of the images could be manipulated by rotating the volume around the axis through the average (a*, b*) point for each painting in CIELAB color space. The task of the observers was to adjust the angle of rotation to produce the best subjective impression from the paintings. It was found that the distribution of angles selected for data pooled across paintings and observers could be de- scribed by a Gaussian function centered at 10o, i.e. very close to the original colors of the paintings. This result suggest that painters are able to predict well what compositions of colors observers prefer.

An algorithmic approach to estimating the minimal number of periodic points for smooth self-maps of simply-connected manifolds

For a given self-map f of M, a closed smooth connected and simply-connected manifold of dimension m ≥ 4, we provide an algorithm for estimating the values of the topological invariant Dm r [f], which equals the minimal number of r-periodic points in the smooth homotopy class of f. Our results are based on the combinatorial scheme for computing Dm r [f] introduced by G. Graff and J. Jezierski [J. Fixed Point Theory Appl. 13 (2013), 63–84]. An open-source implementation of the algorithm programmed in C++ is publicly available at http://www.pawelpilarczyk.com/combtop/.

Pseudofermion dynamical theory for the spin dynamical correlation functions of the half-filled 1D Hubbard model

A modified version of the metallic-phase pseudofermion dynamical theory (PDT) of the 1D Hubbard model is introduced for the spin dynamical correlation functions of the half-filled 1D Hubbard model Mott– Hubbard phase. The Mott–Hubbard insulator phase PDT is applied to the study of the model longitudinal and transverse spin dynamical structure factors at finite magnetic field h, focusing in particular on the sin- gularities at excitation energies in the vicinity of the lower thresholds. The relation of our theoretical results to both condensed-matter and ultra-cold atom systems is discussed.

Automatically estimating iSAX parameters

The Symbolic Aggregate Approximation (iSAX) is widely used in time series data mining. Its popularity arises from the fact that it largely reduces time series size, it is symbolic, allows lower bounding and is space efficient. However, it requires setting two parameters: the symbolic length and alphabet size, which limits the applicability of the technique. The optimal parameter values are highly application dependent. Typically, they are either set to a fixed value or experimentally probed for the best configuration. In this work we propose an approach to automatically estimate iSAX’s parameters. The approach – AutoiSAX – not only discovers the best parameter setting for each time series in the database, but also finds the alphabet size for each iSAX symbol within the same word. It is based on simple and intuitive ideas from time series complexity and statistics. The technique can be smoothly embedded in existing data mining tasks as an efficient sub-routine. We analyze its impact in visualization interpretability, classification accuracy and motif mining. Our contribution aims to make iSAX a more general approach as it evolves towards a parameter-free method.