The sample autocorrelation function and the detection of long-memory processes

The detection of long-range dependence in time series analysis is an important task to which this paper contributes by showing that whilst the theoretical definition of a long-memory (or long-range dependent) process is based on the autocorrelation function, it is not possible for long memory to be identified using the sum of the sample autocorrelations, as usually defined. The reason for this is that the sample sum is a predetermined constant for any stationary time series; a result that is independent of the sample size. Diagnostic or estimation procedures, such as those in the frequency domain, that embed this sum are equally open to this criticism. We develop this result in the context of long memory, extending it to the implications for the spectral density function and the variance of partial sums of a stationary stochastic process. The results are further extended to higher order sample autocorrelations and the bispectral density. The corresponding result is that the sum of the third order sample (auto) bicorrelations at lags h,k≥1, is also a predetermined constant, different from that in the second order case, for any stationary time series of arbitrary length.

A novel repair model for imperfect maintenance

Commonly used repair rate models for repairable systems in the reliability literature are renewal processes, generalised renewal processes or non-homogeneous Poisson processes. In addition to these models, geometric processes (GP) are studied occasionally. The GP, however, can only model systems with monotonously changing (increasing, decreasing or constant) failure intensities. This paper deals with the reliability modelling of failure processes for repairable systems where the failure intensity shows a bathtub-type non-monotonic behaviour. A new stochastic process, i.e. an extended Poisson process, is introduced in this paper. Reliability indices are presented, and the parameters of the new process are estimated. Experimental results on a data set demonstrate the validity of the new process.

A novel repair model for imperfect maintenance

The basic repair rate models for repairable systems may be homogeneous Poisson processes, renewal processes or nonhomogeneous Poisson processes. In addition to these models, geometric processes are studied occasionally. Geometric processes, however, can only model systems with monotonously changing (increasing, decreasing or constant) failure intensity. This paper deals with the reliability modelling of the failure process of repairable systems when the failure intensity shows a bathtub type non-monotonic behaviour. A new stochastic process, an extended Poisson process, is introduced. Reliability indices and parameter estimation are presented. A comparison of this model with other repair models based on a dataset is made.

Using the web graph to influence application behaviour

The Web's link structure (termed the Web Graph) is a richly connected set of Web pages. Current applications use this graph for indexing and information retrieval purposes. In contrast the relationship between Web Graph and application is reversed by letting the structure of the Web Graph influence the behaviour of an application. Presents a novel Web crawling agent, AlienBot, the output of which is orthogonally coupled to the enemy generation strategy of a computer game. The Web Graph guides AlienBot, causing it to generate a stochastic process. Shows the effectiveness of such unorthodox coupling to both the playability of the game and the heuristics of the Web crawler. In addition, presents the results of the sample of Web pages collected by the crawling process. In particular, shows: how AlienBot was able to identify the power law inherent in the link structure of the Web; that 61.74 per cent of Web pages use some form of scripting technology; that the size of the Web can be estimated at just over 5.2 billion pages; and that less than 7 per cent of Web pages fully comply with some variant of (X)HTML.

Communicating neurons: a connectionist spiking neuron implementation of stochastic diffusion search

An information processing paradigm in the brain is proposed, instantiated in an artificial neural network using biologically motivated temporal encoding. The network will locate within the external world stimulus, the target memory, defined by a specific pattern of micro-features. The proposed network is robust and efficient. Akin in operation to the swarm intelligence paradigm, stochastic diffusion search, it will find the best-fit to the memory with linear time complexity. information multiplexing enables neurons to process knowledge as 'tokens' rather than 'types'. The network illustrates possible emergence of cognitive processing from low level interactions such as memory retrieval based on partial matching. (C) 2007 Elsevier B.V. All rights reserved.

The importance of the relationship between scale and process in understanding long-term DOC dynamics

Concentrations of dissolved organic carbon have increased in many, but not all, surface waters across acid impacted areas of Europe and North America over the last two decades. Over the last eight years several hypotheses have been put forward to explain these increases, but none are yet accepted universally. Research in this area appears to have reached a stalemate between those favouring declining atmospheric deposition, climate change or land management as the key driver of long-term DOC trends. While it is clear that many of these factors influence DOC dynamics in soil and stream waters, their effect varies over different temporal and spatial scales. We argue that regional differences in acid deposition loading may account for the apparent discrepancies between studies. DOC has shown strong monotonic increases in areas which have experienced strong downward trends in pollutant sulphur and/or seasalt deposition. Elsewhere climatic factors, that strongly influence seasonality, have also dominated inter-annual variability, and here long-term monotonic DOC trends are often difficult to detect. Furthermore, in areas receiving similar acid loadings, different catchment characteristics could have affected the site specific sensitivity to changes in acidity and therefore the magnitude of DOC release in response to changes in sulphur deposition. We suggest that confusion over these temporal and spatial scales of investigation has contributed unnecessarily to the disagreement over the main regional driver(s) of DOC trends, and that the data behind the majority of these studies is more compatible than is often conveyed.

Disentangling multi-level systems: averaging, correlations and memory

We consider two weakly coupled systems and adopt a perturbative approach based on the Ruelle response theory to study their interaction. We propose a systematic way of parameterizing the effect of the coupling as a function of only the variables of a system of interest. Our focus is on describing the impacts of the coupling on the long term statistics rather than on the finite-time behavior. By direct calculation, we find that, at first order, the coupling can be surrogated by adding a deterministic perturbation to the autonomous dynamics of the system of interest. At second order, there are additionally two separate and very different contributions. One is a term taking into account the second-order contributions of the fluctuations in the coupling, which can be parameterized as a stochastic forcing with given spectral properties. The other one is a memory term, coupling the system of interest to its previous history, through the correlations of the second system. If these correlations are known, this effect can be implemented as a perturbation with memory on the single system. In order to treat this case, we present an extension to Ruelle's response theory able to deal with integral operators. We discuss our results in the context of other methods previously proposed for disentangling the dynamics of two coupled systems. We emphasize that our results do not rely on assuming a time scale separation, and, if such a separation exists, can be used equally well to study the statistics of the slow variables and that of the fast variables. By recursively applying the technique proposed here, we can treat the general case of multi-level systems.

On the long time behavior of free stochastic Schrödinger evolutions

We discuss the time evolution of the wave function which is the solution of a stochastic Schrödinger equation describing the dynamics of a free quantum particle subject to spontaneous localizations in space. We prove global existence and uniqueness of solutions. We observe that there exist three time regimes: the collapse regime, the classical regime and the diffusive regime. Concerning the latter, we assert that the general solution converges almost surely to a diffusing Gaussian wave function having a finite spread both in position as well as in momentum. This paper corrects and completes earlier works on this issue.

Variation, asymmetry and working memory in the process of second language acquisition

Calls for understanding the interface between L2 linguistic knowledge and development (Gregg 1996; Carroll 2001; Towell 2003) provide a context for analysing the role of memory (Paradis 2004), specifically working memory (Baddeley 1986, 2003) in L2 development. Miyake and Friedman (1998) have claimed that Working Memory (WM) may be the key to L2 acquisition, especially in explaining individual variation in L2 acquisition. Recent findings found a robust connection between greater working memory (WM) capacity and rapid, successful acquisition of L2 vocabulary, reading and oral fluency (Service 1992; Harrington and Sawyer 1992; Fortkamp 1999). This study adds to the growing body of research by investigating correlations between WM and variation in grammatical development, focusing on asymmetries in processing L2 English wh-constructions in an immersion setting.

Consolidation power of extrinsic rewards: reward cues enhance long-term memory for irrelevant past events

Recent research suggests that extrinsic rewards promote memory consolidation through dopaminergic modulation processes. However, no conclusive behavioral evidence exists given that the influence of extrinsic reward on attention and motivation during encoding and consolidation processes are inherently confounded. The present study provides behavioral evidence that extrinsic rewards (i.e., monetary incentives) enhance human memory consolidation independently of attention and motivation. Participants saw neutral pictures, followed by a reward or control cue in an unrelated context. Our results (and a direct replication study) demonstrated that the reward cue predicted a retrograde enhancement of memory for the preceding neutral pictures. This retrograde effect was observed only after a delay, not immediately upon testing. An additional experiment showed that emotional arousal or unconscious resource mobilization cannot explain the retrograde enhancement effect. These results provide support for the notion that the dopaminergic memory consolidation effect can result from extrinsic reward. (PsycINFO Database Record (c) 2013 APA, all rights reserved)(journal abstract)

Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such Gaussian rough paths. Together with Lyons' universal limit theorem, our results yield immediately the corresponding results for pathwise solutions to stochastic differential equations driven by such Gaussian process in the sense of rough paths. Moreover, our LDP result implies the result of Yoshida on the LDP for capacities over the abstract Wiener space associated with such Gaussian process.

The influence of sea ice dynamics on the climate sensitivity and memory to increased Antarctic sea ice

The study analyzes the sensitivity and memory of the Southern Hemisphere coupled climate system to increased Antarctic sea ice (ASI), taking into account the persistence of the sea ice maxima in the current climate. The mechanisms involved in restoring the climate balance under two sets of experiments, which differ in regard to their sea ice models, are discussed. The experiments are perturbed with extremes of ASI and integrated for 10 yr in a large 30-member ensemble. The results show that an ASI maximum is able to persist for ; 4 yr in the current climate, followed by a negative sea ice phase. The sea ice insulating effect during the positive phase reduces heat fluxes south of 60 8 S, while at the same time these are intensified at the sea ice edge. The increased air stability over the sea ice field strengthens the polar cell while the baroclinicity increases at midlatitudes. The mean sea level pressure is reduced (increased) over high latitudes (midlatitudes), typical of the southern annular mode (SAM) positive phase. The Southern Ocean (SO) becomes colder and fresher as the sea ice melts mainly through sea ice lateral melting, the consequence of which is an increase in the ocean stability by buoyancy and mixing changes. The climate sensitivity is triggered by the sea ice insulating process and the resulting freshwater pulse (fast response), while the climate equilibrium is restored by the heat stored in the SO subsurface layers (long response). It is concluded that the time needed for the ASI anomaly to be dissipated and/or melted is shortened by the sea ice dynamical processes.