A simple randomized algorithm for consistent sequential prediction of ergodic time series

We present a simple randomized procedure for the prediction of a binary sequence. The algorithm uses ideas from recent developments of the theory of the prediction of individual sequences. We show that if thesequence is a realization of a stationary and ergodic random process then the average number of mistakes converges, almost surely, to that of the optimum, given by the Bayes predictor.

Nets: Network estimation for time series

This work proposes novel network analysis techniques for multivariate time series.We define the network of a multivariate time series as a graph where verticesdenote the components of the process and edges denote non zero long run partialcorrelations. We then introduce a two step LASSO procedure, called NETS, toestimate high dimensional sparse Long Run Partial Correlation networks. This approachis based on a VAR approximation of the process and allows to decomposethe long run linkages into the contribution of the dynamic and contemporaneousdependence relations of the system. The large sample properties of the estimatorare analysed and we establish conditions for consistent selection and estimation ofthe non zero long run partial correlations. The methodology is illustrated with anapplication to a panel of U.S. bluechips.

Stationarity analysis of historical flood series in France and Spain (14th-20th centuries)

Interdisciplinary frameworks for studying natural hazards and their temporal trends have an important potential in data generation for risk assessment, land use planning, and therefore the sustainable management of resources. This paper focuses on the adjustments required because of the wide variety of scientific fields involved in the reconstruction and characterisation of flood events for the past 1000 years. The aim of this paper is to describe various methodological aspects of the study of flood events in their historical dimension, including the critical evaluation of old documentary and instrumental sources, flood-event classification and hydraulic modelling, and homogeneity and quality control tests. Standardized criteria for flood classification have been defined and applied to the Isère and Drac floods in France, from 1600 to 1950, and to the Ter, the Llobregat and the Segre floods, in Spain, from 1300 to 1980. The analysis on the Drac and Isère data series from 1600 to the present day showed that extraordinary and catastrophic floods were not distributed uniformly in time. However, the largest floods (general catastrophic floods) were homogeneously distributed in time within the period 1600¿1900. No major flood occurred during the 20th century in these rivers. From 1300 to the present day, no homogeneous behaviour was observed for extraordinary floods in the Spanish rivers. The largest floods were uniformly distributed in time within the period 1300-1900, for the Segre and Ter rivers.

Rocas volcánicas de las series Inferior y Media del Grupo El Cobre en la Sierra Maestra (Cuba Oriental): volcanismo generado en un arco de islas tholeiítico

Las características geoquímicas (elementos mayores y trazas) de las rocas analizadas son similares a las del arco volcánico de Ke rmadec en Pa c í fico SW. Por último, los bajos contenidos en REE, el patrón de REE con morfología plana, así como los bajos contenidos en elementos incompatibles (K, Rb, Zr, Th) son similares a los de las series tipo IAT presentes en el arco volcánico del Caribe. Estos nuevos datos sobre el volcanismo del Paleógeno de la Sierra Maestra sugieren que los modelos de placas tectónicas que han sido propuestos para explicar el origen del arco volcánico de Sierra Maestra deben ser revisados.

¿Son excesivamente suaves las series de contabilidad nacional trimestral?

Este trabajo analiza si las series de Contabilidad Nacional Trimestral de España son excesivamente suaves y, por lo tanto, si son realmente informativas de la evolución de la economía española a corto plazo. Mediante la utilización de las técnicas de análisis espectral se observa que las series trimestrales españolas presentan una variabilidad mayor que las de otros países de la OCDE en el intervalo de frecuencias más bajas (asociadas al comportamiento de la serie a largo plazo ) y una variabilidad menor en el intervalo de frecuencias más altas (asociadas al ruido que contiene la serie). El motivo de este comportamiento diferencial de las series trimestrales españolas se encuentra en el método utilizado por el Instituto Nacional de Estadística por estimar la señal ciclo-tendencia de los indicadores utilizados como referencia, concretamente, el conocido como filtro de líneas aéreas modificado (LAM)

Why Italy and not Spain?: comparing two industrialization processes from a dissagregate time-series perspective

This study presents new evidence concerning the uneven processes of industrialization innineteenth century Spain and Italy based on a disaggregate analysis of the productivesectors from which the behaviour of the aggregate indices is comprised. The use of multivariate time-series analysis techniques can aid our understanding and characterization of these two processes of industrialization. The identification of those sectors with key rolesin leading industrial growth provides new evidence concerning the factors that governed thebehaviour of the aggregates in the two economies. In addition, the analysis of the existenceof interindustry linkages reveals the scale of the industrialization process, and wheresignificant differences exist, accounts for many of the divergences recorded in the historiography for the period 1850-1913.

¿Son excesivamente suaves las series de contabilidad nacional trimestral?

Este trabajo analiza si las series de Contabilidad Nacional Trimestral de España son excesivamente suaves y, por lo tanto, si son realmente informativas de la evolución de la economía española a corto plazo. Mediante la utilización de las técnicas de análisis espectral se observa que las series trimestrales españolas presentan una variabilidad mayor que las de otros países de la OCDE en el intervalo de frecuencias más bajas (asociadas al comportamiento de la serie a largo plazo ) y una variabilidad menor en el intervalo de frecuencias más altas (asociadas al ruido que contiene la serie). El motivo de este comportamiento diferencial de las series trimestrales españolas se encuentra en el método utilizado por el Instituto Nacional de Estadística por estimar la señal ciclo-tendencia de los indicadores utilizados como referencia, concretamente, el conocido como filtro de líneas aéreas modificado (LAM)

Pattern formation during mesophase growth in a homologous series

Remarkable differences in the shape of the nematic-smectic-B interface in a quasi-two-dimensional geometry have been experimentally observed in three liquid crystals of very similar molecular structure, i.e., neighboring members of a homologous series. In the thermal equilibrium of the two mesophases a faceted rectanglelike shape was observed with considerably different shape anisotropies for the three homologs. Various morphologies such as dendritic, dendriticlike, and faceted shapes of the rapidly growing smectic-B germ were also observed for the three substances. Experimental results were compared with computer simulations based on the phase field model. The pattern forming behavior of a binary mixture of two homologs was also studied.

On the zeta-function regularization of a two-dimensional series of epsten-Hurwitz type

For a few years now, the study of quantum field theories in partially compactified space-time manifolds has acquired increasing importance in several domains of quantum physics. Let me just mention the issues of dimensional reduction and spontaneous compactification, and the multiple questions associated with the study of quantum field theories in the presence of boundaries (like the Casimir effect) and on curved space-time (manifolds with curvature and nontrivial topology), a step towards quantum gravity.

Why Italy and not Spain?: comparing two industrialization processes from a dissagregate time-series perspective

This study presents new evidence concerning the uneven processes of industrialization innineteenth century Spain and Italy based on a disaggregate analysis of the productivesectors from which the behaviour of the aggregate indices is comprised. The use of multivariate time-series analysis techniques can aid our understanding and characterization of these two processes of industrialization. The identification of those sectors with key rolesin leading industrial growth provides new evidence concerning the factors that governed thebehaviour of the aggregates in the two economies. In addition, the analysis of the existenceof interindustry linkages reveals the scale of the industrialization process, and wheresignificant differences exist, accounts for many of the divergences recorded in the historiography for the period 1850-1913.

Hepatitis G virus infection in primary Sjögren's syndrome: analysis in a series of 100 patients.

OBJECTIVE To determine the prevalence and clinical significance of hepatitis G virus (HGV) infection in a large cohort of patients with primary Sjögren¿s syndrome (SS). PATIENTS AND METHODS The study included 100 consecutive patients (92 female and eight male), with a mean age of 62 years (range 31¿80) that were prospectively visited in our unit. All patients fulfilled the European Community criteria for SS and underwent a complete history, physical examination, as well as biochemical and immunological evaluation for liver disease. Two hundred volunteer blood donors were also studied. The presence of HGV-RNA was investigated in the serum of all patients and donors. Aditionally, HBsAg and antibodies to hepatitis C virus were determined. RESULTS Four patients (4%) and six volunteer blood donors (3%) presented HGV-RNA sequences in serum. HGV infection was associated with biochemical signs of liver involvement in two (50%) patients. When compared with primary SS patients without HGV infection, no significant differences were found in terms of clinical or immunological features. HCV coinfection occurs in one (25%) of the four patients with HGV infection. CONCLUSION The prevalence of HGV infection in patients with primary SS is low in the geographical area of the study and HCV coinfection is very uncommon. HGV infection alone does not seen to be an important cause of chronic liver injury in the patients with primary SS in this area.

Cau Oliveros, Miguel Angel: Cerámica tardorromana de cocina de las Islas Baleares, estudio arqueométrico, BAR International Series 1182, 2003.

La sensació que un té quan acaba de llegir el llibre Cerámica tardorromana de cocina de las Islas Baleares. Estudio arqueométrico, de Miguel Angel Cau Ontiveros, és la d'haver llegit diversos libres en un de sol. No sé si hi ha intencionalitat en aquest fet o simplement és fruit d'una preocupa ció més amplia que l'estrictament proposada pel títol de l'obra. Per una part, el propi estudi arqueometric, on les referencies arqueologiques es prenen d'estudis previs fets per altres autors, a excepció deljaciment de Sa Mesquida (Calvia, Mallorca), amb una finalitat clarament historica, la caracterització d'una serie de ceramiques, totes atribuIble s a l'ambit de la cuina en una epoca concreta, per tal de poder determinar basicament el grau d'autosuficiencia d'uns espais insulars.