5 resultados para vector auto-regressive model
em Universidade do Minho
Resumo:
\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.
Resumo:
A search for heavy leptons decaying to a Z boson and an electron or a muon is presented. The search is based on pp collision data taken at s√=8 TeV by the ATLAS experiment at the CERN Large Hadron Collider, corresponding to an integrated luminosity of 20.3 fb−1. Three high-transverse-momentum electrons or muons are selected, with two of them required to be consistent with originating from a Z boson decay. No significant excess above Standard Model background predictions is observed, and 95% confidence level limits on the production cross section of high-mass trilepton resonances are derived. The results are interpreted in the context of vector-like lepton and type-III seesaw models. For the vector-like lepton model, most heavy lepton mass values in the range 114-176 GeV are excluded. For the type-III seesaw model, most mass values in the range 100-468 GeV are excluded.
Resumo:
In this paper, we present an integrated system for real-time automatic detection of human actions from video. The proposed approach uses the boundary of humans as the main feature for recognizing actions. Background subtraction is performed using Gaussian mixture model. Then, features are extracted from silhouettes and Vector Quantization is used to map features into symbols (bag of words approach). Finally, actions are detected using the Hidden Markov Model. The proposed system was validated using a newly collected real- world dataset. The obtained results show that the system is capable of achieving robust human detection, in both indoor and outdoor environments. Moreover, promising classification results were achieved when detecting two basic human actions: walking and sitting.
Resumo:
A search for a charged Higgs boson, H±, decaying to a W± boson and a Z boson is presented. The search is based on 20.3 fb−1 of proton-proton collision data at a center-of-mass energy of 8 TeV recorded with the ATLAS detector at the LHC. The H± boson is assumed to be produced via vector-boson fusion and the decays W±→qq′¯ and Z→e+e−/μ+μ− are considered. The search is performed in a range of charged Higgs boson masses from 200 to 1000 GeV. No evidence for the production of an H± boson is observed. Upper limits of 31--1020 fb at 95% CL are placed on the cross section for vector-boson fusion production of an H± boson times its branching fraction to W±Z. The limits are compared with predictions from the Georgi-Machacek Higgs Triplet Model.
Resumo:
A search for pair production of vector-like quarks, both up-type (T) and down-type (B), as well as for four-top-quark production, is presented. The search is based on pp collisions at s√=8 TeV recorded in 2012 with the ATLAS detector at the CERN Large Hadron Collider and corresponding to an integrated luminosity of 20.3 fb−1. Data are analysed in the lepton-plus-jets final state, characterised by an isolated electron or muon with high transverse momentum, large missing transverse momentum and multiple jets. Dedicated analyses are performed targeting three cases: a T quark with significant branching ratio to a W boson and a b-quark (TT¯→Wb+X), and both a T quark and a B quark with significant branching ratio to a Higgs boson and a third-generation quark (TT¯→Ht+X and BB¯→Hb+X respectively). No significant excess of events above the Standard Model expectation is observed, and 95% CL lower limits are derived on the masses of the vector-like T and B quarks under several branching ratio hypotheses assuming contributions from T→Wb, Zt, Ht and B→Wt, Zb, Hb decays. The 95% CL observed lower limits on the T quark mass range between 715 GeV and 950 GeV for all possible values of the branching ratios into the three decay modes, and are the most stringent constraints to date. Additionally, the most restrictive upper bounds on four-top-quark production are set in a number of new physics scenarios.