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.

On prediction of individual sequences

Sequential randomized prediction of an arbitrary binary sequence isinvestigated. No assumption is made on the mechanism of generating the bit sequence. The goal of the predictor is to minimize its relative loss, i.e., to make (almost) as few mistakes as the best ``expert'' in a fixed, possibly infinite, set of experts. We point out a surprising connection between this prediction problem and empirical process theory. First, in the special case of static (memoryless) experts, we completely characterize the minimax relative loss in terms of the maximum of an associated Rademacher process. Then we show general upper and lower bounds on the minimaxrelative loss in terms of the geometry of the class of experts. As main examples, we determine the exact order of magnitude of the minimax relative loss for the class of autoregressive linear predictors and for the class of Markov experts.

Corrigendum to "On randomized matching mechanisms" [Economic Theory 8(1996)377-381]

Ma (1996) studied the random order mechanism, a matching mechanism suggested by Roth and Vande Vate (1990) for marriage markets. By means of an example he showed that the random order mechanism does not always reach all stable matchings. Although Ma's (1996) result is true, we show that the probability distribution he presented - and therefore the proof of his Claim 2 - is not correct. The mistake in the calculations by Ma (1996) is due to the fact that even though the example looks very symmetric, some of the calculations are not as ''symmetric.''

Efficient knowledge retrieval to calibrate input variables in forest fire prediction

Forest fires are a serious threat to humans and nature from an ecological, social and economic point of view. Predicting their behaviour by simulation still delivers unreliable results and remains a challenging task. Latest approaches try to calibrate input variables, often tainted with imprecision, using optimisation techniques like Genetic Algorithms. To converge faster towards fitter solutions, the GA is guided with knowledge obtained from historical or synthetical fires. We developed a robust and efficient knowledge storage and retrieval method. Nearest neighbour search is applied to find the fire configuration from knowledge base most similar to the current configuration. Therefore, a distance measure was elaborated and implemented in several ways. Experiments show the performance of the different implementations regarding occupied storage and retrieval time with overly satisfactory results.

Conjugacy of piecewise linear Lorenz map that expand on average

For piecewise linear Lorenz map that expand on average, we show that it admits a dichotomy: it is either periodic renormalizable or prime. As a result, such a map is conjugate to a ��-transformation.

Exponentially small splitting of separatrices in the perturbed McMillan map

The McMillan map is a one-parameter family of integrable symplectic maps of the plane, for which the origin is a hyperbolic fixed point with a homoclinic loop, with small Lyapunov exponent when the parameter is small. We consider a perturbation of the McMillan map for which we show that the loop breaks in two invariant curves which are exponentially close one to the other and which intersect transversely along two primary homoclinic orbits. We compute the asymptotic expansion of several quantities related to the splitting, namely the Lazutkin invariant and the area of the lobe between two consecutive primary homoclinic points. Complex matching techniques are in the core of this work. The coefficients involved in the expansion have a resurgent origin, as shown in [MSS08].

Resurgence of inner solutions for perturbations of the McMillan map

A sequence of ���inner equations��� attached to certain perturbations of the McMillan map was considered in [MSS09], their solutions were used in that article to measure an exponentially small separatrix splitting. We prove here all the results relative to these equations which are necessary to complete the proof of the main result of [MSS09]. The present work relies on ideas from resurgence theory: we describe the formal solutions, study the analyticity of their Borel transforms and use ��Ecalle���s alien derivations to measure the discrepancy between different Borel-Laplace sums.

Prediction of the economic cost of individual long-term care in the Spanish population

Pensions together with savings and investments during active life are key elements of retirement planning. Motivation for personal choices about the standard of living, bequest and the replacement ratio of pension with respect to last salary income must be considered. This research contributes to the financial planning by helping to quantify long-term care economic needs. We estimate life expectancy from retirement age onwards. The economic cost of care per unit of service is linked to the expected time of needed care and the intensity of required services. The expected individual cost of long-term care from an onset of dependence is estimated separately for men and women. Assumptions on the mortality of the dependent people compared to the general population are introduced. Parameters defining eligibility for various forms of coverage by the universal public social care of the welfare system are addressed. The impact of the intensity of social services on individual predictions is assessed, and a partial coverage by standard private insurance products is also explored. Data were collected by the Spanish Institute of Statistics in two surveys conducted on the general Spanish population in 1999 and in 2008. Official mortality records and life table trends were used to create realistic scenarios for longevity. We find empirical evidence that the public long-term care system in Spain effectively mitigates the risk of incurring huge lifetime costs. We also find that the most vulnerable categories are citizens with moderate disabilities that do not qualify to obtain public social care support. In the Spanish case, the trends between 1999 and 2008 need to be further explored.

Creaci�� autom��tica de gr��fics estad��stics a partir de dades de soroll d���Europa amb tecnologies Open Source en el visor Noise Map Viewer de l���ETC-LUSI

El projecte ha consistit en la creaci�� de gr��fics estad��stics de soroll d���Europa de forma autom��tica amb tecnologies Open Source dins el visor Noise Map Viewer per Europa de l���ETC-LUSI. La llibreria utilitzada per fer aquest proc��s ha estat JFreeChart i el llenguatge de programaci�� utilitzat ha estat Java (programaci�� orientada a objectes) dins l���entorn de desenvolupament integrat Eclipse. La base de dades utilitzada ha estat PostgreSQL. Com a servidors s���han fet servir Apache (servidor HTTP) i Tomcat (servidor contenidor d���aplicacions). Un cop acabat el proc��s s���ha integrat dins de MapFish canviant el codi JavaScript corresponent de la web original.

Dise��o, Desarrollo e Implementaci��n de una aplicaci��n WEB-MAP para la visualizaci��n y consulta de los proyectos ejecutados por AudingIntraesa

Consiste en el desarrollo de una aplicaci��n WEB-MAP para la visualizaci��n y consulta de los proyectos ejecutados por AudingIntraesa. La tecnolog��a utilizada fue MySQL como sistema de gesti��n de bases de datos, HTTP Apache como servidor web y Adobe Flex como entorno de desarrollo. Se cre�� una base de datos. Se dise���� una interfaz de usuario intuitiva, eficiente y atractiva. Se desarrollaron rutinas en AS3 para dotar de funcionalidades a la aplicaci��n. Incluyen la consulta y actualizaci��n en tiempo de ejecuci��n, descarga de ficheros externos, la f��cil navegaci��n por el mapa con capacidades de zoom, pan, cambio de mapas.

Longer-term impacts of mentoring, educational services, and incentives to learn: evidence from a randomized trial in the United States

This paper is the first to use a randomized trial in the US to analyze the short- and long-term educational and employment impacts of an afterschool program that offered disadvantaged high-school youth: mentoring, educational services, and financial rewards with the objective to improve high-school graduation and postsecondary schooling enrollment. The short-term hefty beneficial average impacts quickly faded away. Heterogeneity matters. While encouraging results are found for younger youth, and when the program is implemented in relatively small communities of 9th graders; detrimental longlived outcomes are found for males, and when case managers are partially compensated by incentive payments and students receive more regular reminders of incentives.

Mentoring, educational services, and economic incentives longer-term evidence on risky behaviors from a randomized trial

This paper is the first to use a randomized trial in the US to analyze the short- and long- term impacts of an afterschool program that offered disadvantaged high-school youth: mentoring, educational services, and financial rewards to attend program activities, complete high-school and enroll in post-secondary education on youths' engagement in risky behaviors, such as substance abuse, criminal activity, and teenage childbearing. Outcomes were measured at three different points in time, when youths were in their late-teens, and when they were in their early- and their latetwenties. Overall the program was unsuccessful at reducing risky behaviors. Heterogeneity matters in that perverse effects are concentrated among certain subgroups, such as males, older youths, and youths from sites where youths received higher amount of stipends. We claim that this evidence is consistent with different models of youths' behavioral response to economic incentives. In addition, beneficial effects found in those sites in which QOP youths represented a large fraction of the entering class of 9th graders provides hope for these type of programs when operated in small communities and supports the hypothesis of peer effects.

Developing methodologies to allow the robust prediction dynamic context dominated by perturbations

El principal objectiu del projecte era desenvolupar millores conceptuals i metodol��giques que permetessin una millor predicci�� dels canvis en la distribuci�� de les esp��cies (a una escala de paisatge) derivats de canvis ambientals en un context dominat per pertorbacions. En un primer estudi, v��rem comparar l'efic��cia de diferents models din��mics per a predir la distribuci�� de l'hortol�� (Emberiza hortulana). Els nostres resultats indiquen que un model h��brid que combini canvis en la qualitat de l'h��bitat, derivats de canvis en el paisatge, amb un model poblacional espacialment expl��cit ��s una aproximaci�� adequada per abordar canvis en la distribuci�� d'esp��cies en contextos de din��mica ambiental elevada i una capacitat de dispersi�� limitada de l'esp��cie objectiu. En un segon estudi abordarem la calibraci�� mitjan��ant dades de seguiment de models de distribuci�� din��mics per a 12 esp��cies amb prefer��ncia per h��bitats oberts. Entre les conclusions extretes destaquem: (1) la necessitat de que les dades de seguiment abarquin aquelles ��rees on es produeixen els canvis de qualitat; (2) el biaix que es produeix en la estimaci�� dels par��metres del model d'ocupaci�� quan la hip��tesi de canvi de paisatge o el model de qualitat d'h��bitat s��n incorrectes. En el darrer treball estudiarem el possible impacte en 67 esp��cies d���ocells de diferents r��gims d���incendis, definits a partir de combinacions de nivells de canvi clim��tic (portant a un augment esperat de la mida i freq����ncia d���incendis forestals), i efici��ncia d���extinci�� per part dels bombers. Segons els resultats dels nostres models, la combinaci�� de factors antropog��nics del regim d���incendis, tals com l���abandonament rural i l���extinci��, poden ser m��s determinants per als canvis de distribuci�� que els efectes derivats del canvi clim��tic. Els productes generats inclouen tres publicacions cient��fiques, una p��gina web amb resultats del projecte i una llibreria per a l'entorn estad��stic R.

SGP-1: prediction and validation of homologous genes based on sequence alignments

Conventional methods of gene prediction rely on the recognition of DNA-sequence signals, the coding potential or the comparison of a genomic sequence with a cDNA, EST, or protein database. Reasons for limited accuracy in many circumstances are species-specific training and the incompleteness of reference databases. Lately, comparative genome analysis has attracted increasing attention. Several analysis tools that are based on human/mouse comparisons are already available. Here, we present a program for the prediction of protein-coding genes, termed SGP-1 (Syntenic Gene Prediction), which is based on the similarity of homologous genomic sequences. In contrast to most existing tools, the accuracy of SGP-1 depends little on species-specific properties such as codon usage or the nucleotide distribution. SGP-1 may therefore be applied to nonstandard model organisms in vertebrates as well as in plants, without the need for extensive parameter training. In addition to predicting genes in large-scale genomic sequences, the program may be useful to validate gene structure annotations from databases. To this end, SGP-1 output also contains comparisons between predicted and annotated gene structures in HTML format. The program can be accessed via a Web server at http://soft.ice.mpg.de/sgp-1. The source code, written in ANSI C, is available on request from the authors.

An assessment of gene prediction accuracy in large DNA sequences

One of the first useful products from the human genome will be a set of predicted genes. Besides its intrinsic scientific interest, the accuracy and completeness of this data set is of considerable importance for human health and medicine. Though progress has been made on computational gene identification in terms of both methods and accuracy evaluation measures, most of the sequence sets in which the programs are tested are short genomic sequences, and there is concern that these accuracy measures may not extrapolate well to larger, more challenging data sets. Given the absence of experimentally verified large genomic data sets, we constructed a semiartificial test set comprising a number of short single-gene genomic sequences with randomly generated intergenic regions. This test set, which should still present an easier problem than real human genomic sequence, mimics the approximately 200kb long BACs being sequenced. In our experiments with these longer genomic sequences, the accuracy of GENSCAN, one of the most accurate ab initio gene prediction programs, dropped significantly, although its sensitivity remained high. Conversely, the accuracy of similarity-based programs, such as GENEWISE, PROCRUSTES, and BLASTX was not affected significantly by the presence of random intergenic sequence, but depended on the strength of the similarity to the protein homolog. As expected, the accuracy dropped if the models were built using more distant homologs, and we were able to quantitatively estimate this decline. However, the specificities of these techniques are still rather good even when the similarity is weak, which is a desirable characteristic for driving expensive follow-up experiments. Our experiments suggest that though gene prediction will improve with every new protein that is discovered and through improvements in the current set of tools, we still have a long way to go before we can decipher the precise exonic structure of every gene in the human genome using purely computational methodology.