4 resultados para structural models of credit risk

em Boston University Digital Common


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Network traffic arises from the superposition of Origin-Destination (OD) flows. Hence, a thorough understanding of OD flows is essential for modeling network traffic, and for addressing a wide variety of problems including traffic engineering, traffic matrix estimation, capacity planning, forecasting and anomaly detection. However, to date, OD flows have not been closely studied, and there is very little known about their properties. We present the first analysis of complete sets of OD flow timeseries, taken from two different backbone networks (Abilene and Sprint-Europe). Using Principal Component Analysis (PCA), we find that the set of OD flows has small intrinsic dimension. In fact, even in a network with over a hundred OD flows, these flows can be accurately modeled in time using a small number (10 or less) of independent components or dimensions. We also show how to use PCA to systematically decompose the structure of OD flow timeseries into three main constituents: common periodic trends, short-lived bursts, and noise. We provide insight into how the various constituents contribute to the overall structure of OD flows and explore the extent to which this decomposition varies over time.

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Temporal structure in skilled, fluent action exists at several nested levels. At the largest scale considered here, short sequences of actions that are planned collectively in prefrontal cortex appear to be queued for performance by a cyclic competitive process that operates in concert with a parallel analog representation that implicitly specifies the relative priority of elements of the sequence. At an intermediate scale, single acts, like reaching to grasp, depend on coordinated scaling of the rates at which many muscles shorten or lengthen in parallel. To ensure success of acts such as catching an approaching ball, such parallel rate scaling, which appears to be one function of the basal ganglia, must be coupled to perceptual variables, such as time-to-contact. At a fine scale, within each act, desired rate scaling can be realized only if precisely timed muscle activations first accelerate and then decelerate the limbs, to ensure that muscle length changes do not under- or over-shoot the amounts needed for the precise acts. Each context of action may require a much different timed muscle activation pattern than similar contexts. Because context differences that require different treatment cannot be known in advance, a formidable adaptive engine-the cerebellum-is needed to amplify differences within, and continuosly search, a vast parallel signal flow, in order to discover contextual "leading indicators" of when to generate distinctive parallel patterns of analog signals. From some parts of the cerebellum, such signals controls muscles. But a recent model shows how the lateral cerebellum, such signals control muscles. But a recent model shows how the lateral cerebellum may serve the competitive queuing system (in frontal cortex) as a repository of quickly accessed long-term sequence memories. Thus different parts of the cerebellum may use the same adaptive engine system design to serve the lowest and the highest of the three levels of temporal structure treated. If so, no one-to-one mapping exists between levels of temporal structure and major parts of the brain. Finally, recent data cast doubt on network-delay models of cerebellar adaptive timing.

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When brain mechanism carry out motion integration and segmentation processes that compute unambiguous global motion percepts from ambiguous local motion signals? Consider, for example, a deer running at variable speeds behind forest cover. The forest cover is an occluder that creates apertures through which fragments of the deer's motion signals are intermittently experienced. The brain coherently groups these fragments into a trackable percept of the deer in its trajectory. Form and motion processes are needed to accomplish this using feedforward and feedback interactions both within and across cortical processing streams. All the cortical areas V1, V2, MT, and MST are involved in these interactions. Figure-ground processes in the form stream through V2, such as the seperation of occluding boundaries of the forest cover from the boundaries of the deer, select the motion signals which determine global object motion percepts in the motion stream through MT. Sparse, but unambiguous, feauture tracking signals are amplified before they propogate across position and are intergrated with far more numerous ambiguous motion signals. Figure-ground and integration processes together determine the global percept. A neural model predicts the processing stages that embody these form and motion interactions. Model concepts and data are summarized about motion grouping across apertures in response to a wide variety of displays, and probabilistic decision making in parietal cortex in response to random dot displays.

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Advanced Research Projects Agency (ONR N00014-92-J-4015); Office of Naval Research (N00014-91-J-4100, N00014-92-J-1309)