Convex combinations of long memory estimates from different sampling rates

Convex combinations of long memory estimates using the same data observed at different sampling rates can decrease the standard deviation of the estimates, at the cost of inducing a slight bias. The convex combination of such estimates requires a preliminary correction for the bias observed at lower sampling rates, reported by Souza and Smith (2002). Through Monte Carlo simulations, we investigate the bias and the standard deviation of the combined estimates, as well as the root mean squared error (RMSE), which takes both into account. While comparing the results of standard methods and their combined versions, the latter achieve lower RMSE, for the two semi-parametric estimators under study (by about 30% on average for ARFIMA(0,d,0) series).

Forecasting electricity demand using generalized long memory

This paper studies the electricity hourly load demand in the area covered by a utility situated in the southeast of Brazil. We propose a stochastic model which employs generalized long memory (by means of Gegenbauer processes) to model the seasonal behavior of the load. The model is proposed for sectional data, that is, each hour’s load is studied separately as a single series. This approach avoids modeling the intricate intra-day pattern (load profile) displayed by the load, which varies throughout days of the week and seasons. The forecasting performance of the model is compared with a SARIMA benchmark using the years of 1999 and 2000 as the out-of-sample. The model clearly outperforms the benchmark. We conclude for general long memory in the series.

Temporal aggregation and bandwidth selection in estimating long memory

This paper reinterprets results of Ohanissian et al (2003) to show the asymptotic equivalence of temporally aggregating series and using less bandwidth in estimating long memory by Geweke and Porter-Hudak’s (1983) estimator, provided that the same number of periodogram ordinates is used in both cases. This equivalence is in the sense that their joint distribution is asymptotically normal with common mean and variance and unity correlation. Furthermore, I prove that the same applies to the estimator of Robinson (1995). Monte Carlo simulations show that this asymptotic equivalence is a good approximation in finite samples. Moreover, a real example with the daily US Dollar/French Franc exchange rate series is provided.

Spectral properties of temporally aggregated long memory processes

This paper derives the spectral density function of aggregated long memory processes in light of the aliasing effect. The results are different from previous analyses in the literature and a small simulation exercise provides evidence in our favour. The main result point to that flow aggregates from long memory processes shall be less biased than stock ones, although both retain the degree of long memory. This result is illustrated with the daily US Dollar/ French Franc exchange rate series.

Panel 9: Aftereffects and Memory of the Holocaust

Panel 9: Aftereffects and Memory of the Holocaust Stefanie Rauch, University of Leicester, United Kingdom: “British Responses to the Film ‘The Boy in the Striped Pajamas’” Download paper (login required) Emily Stiles, University of Winchester, United Kingdom: "The Evil They Helped to Defeat: Exhibiting the Holocaust in Britain's National Museum of Modern Conflict" Download paper (login required) Kara Critchell, University of Winchester, United Kingdom: “The Heart of Holocaust Education: Holocaust Survivors and the Construction of Holocaust Consciousness in Britain" Download paper (login required) Noemi Staszewski, University of Frankfurt, Germany: "The Drama of Getting Dependent on Assistance in the Shadow of the Shoah: Working Experiences with Old Age Survivors in Germany " Download paper (login required) Chair: Emily Dabney and James Burnham Sedgwick, Clark UniversityComment: Marianne Hirsch, Columbia University

Self-Reported Memory Symptoms with Coronary Artery Disease: A Prospective of CABG Patients and Nonsurgical Controls

Background. Subjective memory complaints are common after coronary artery bypass grafting (CABG), but previous studies have concluded that such symptoms are more closely associated with depressed mood than objective cognitive dysfunction. We compared the incidence of self-reported memory symptoms at 3 and 12 months after CABG with that of a control group of patients with comparable risk factors for coronary artery disease but without surgery. Methods. Patients undergoing CABG (n = 140) and a demographically similar nonsurgical control group with coronary artery disease (n = 92) were followed prospectively at 3 and 12 months. At each follow-up time, participants were asked about changes since the previous evaluation in areas of memory, calculations, reading, and personality. A Functional Status Questionnaire (FSQ) and self-report measure of symptoms of depression (CES-D) were also completed. Results. The frequency of self-reported changes in memory, personality, and reading at 3 months was significantly higher among CABG patients than among nonsurgical controls. By contrast, there were no differences in the frequency of self-reported symptoms relating to calculations or overall rating of functional status. After adjusting for a measure of depression (CES-D rating score), the risk for self-reported memory changes remained nearly 5 times higher among the CABG patients than control subjects. The relative risk of developing new self-reported memory symptoms between 3 and 12 months was 2.5 times higher among CABG patients than among nonsurgical controls (CI 1.24 – 5.02), and the overall prevalence of memory symptoms at 12 months was also higher among CABG patients (39%) than controls (14%). Conclusions. The frequency of self-reported memory symptoms 3 and 12 months after baseline is significantly higher among CABG patients than control patients with comparable risk factors for coronary and cerebrovascular disease. These differences could not be accounted for by symptoms of depression. The self-reported cognitive symptoms appear to be relatively specific for memory, and may reflect aspects of memory functioning that are not captured by traditional measures of new verbal learning and memory. The etiology of these self-reported memory symptoms remains unclear, but our findings as well as those of others, may implicate factors other than cardiopulmonary bypass itself.

Preparing writing centers and tutors for literacy mediation for working class campus-staff

Writing centers work with writers; traditionally services have been focused on undergraduates taking composition classes. More recently, centers have started to attract a wider client base including: students taking labs that require writing; graduate students; and ESL students learning the conventions of U.S. communication. There are very few centers, however, which identify themselves as open to working with all members of the campus-community. Michigan Technological University has one such center. In the Michigan Tech writing center, doors are open to “all students, faculty and staff.” While graduate students, post docs, and professors preparing articles for publication have used the center, for the first time in the collective memory of the center UAW staff members requested center appointments in the summer of 2008. These working class employees were in the process of filling out a work related document, the UAW Position Audit, an approximately seven-page form. This form was their one avenue for requesting a review of the job they were doing; the review was the first step in requesting a raise in job level and pay. This study grew out of the realization that implicit literacy expectations between working class United Auto Workers (UAW) staff and professional class staff were complicating the filling out and filing of the position audit form. Professional class supervisors had designed the form as a measure of fairness, in that each UAW employee on campus was responding to the same set of questions about their work. However, the implicit literacy expectations of supervisors were different from those of many of the employees who were to fill out the form. As a result, questions that were meant to be straightforward to answer were in the eyes of the employees filling out the form, complex. Before coming to the writing center UAW staff had spent months writing out responses to the form; they expressed concerns that their responses still would not meet audience expectations. These writers recognized that they did not yet know exactly what the audience was expecting. The results of this study include a framework for planning writing center sessions that facilitate the acquisition of literacy practices which are new to the user. One important realization from this dissertation is that the social nature of literacy must be kept in the forefront when both planning sessions and when educating tutors to lead these sessions. Literacy scholars such as James Paul Gee, Brian Street, and Shirley Brice Heath are used to show that a person can only know those literacy practices that they have previously acquired. In order to acquire new literacy practices, a person must have social opportunities for hands-on practice and mentoring from someone with experience. The writing center can adapt theory and practices from this dissertation that will facilitate sessions for a range of writers wishing to learn “new” literacy practices. This study also calls for specific changes to writing center tutor education.

Reducing main memory access latency through SDRAM address mapping techniques and access reordering mechanisms

As the performance gap between microprocessors and memory continues to increase, main memory accesses result in long latencies which become a factor limiting system performance. Previous studies show that main memory access streams contain significant localities and SDRAM devices provide parallelism through multiple banks and channels. These locality and parallelism have not been exploited thoroughly by conventional memory controllers. In this thesis, SDRAM address mapping techniques and memory access reordering mechanisms are studied and applied to memory controller design with the goal of reducing observed main memory access latency. The proposed bit-reversal address mapping attempts to distribute main memory accesses evenly in the SDRAM address space to enable bank parallelism. As memory accesses to unique banks are interleaved, the access latencies are partially hidden and therefore reduced. With the consideration of cache conflict misses, bit-reversal address mapping is able to direct potential row conflicts to different banks, further improving the performance. The proposed burst scheduling is a novel access reordering mechanism, which creates bursts by clustering accesses directed to the same rows of the same banks. Subjected to a threshold, reads are allowed to preempt writes and qualified writes are piggybacked at the end of the bursts. A sophisticated access scheduler selects accesses based on priorities and interleaves accesses to maximize the SDRAM data bus utilization. Consequentially burst scheduling reduces row conflict rate, increasing and exploiting the available row locality. Using a revised SimpleScalar and M5 simulator, both techniques are evaluated and compared with existing academic and industrial solutions. With SPEC CPU2000 benchmarks, bit-reversal reduces the execution time by 14% on average over traditional page interleaving address mapping. Burst scheduling also achieves a 15% reduction in execution time over conventional bank in order scheduling. Working constructively together, bit-reversal and burst scheduling successfully achieve a 19% speedup across simulated benchmarks.

Memory resource balancing for virtualized computing

Virtualization has become a common abstraction layer in modern data centers. By multiplexing hardware resources into multiple virtual machines (VMs) and thus enabling several operating systems to run on the same physical platform simultaneously, it can effectively reduce power consumption and building size or improve security by isolating VMs. In a virtualized system, memory resource management plays a critical role in achieving high resource utilization and performance. Insufficient memory allocation to a VM will degrade its performance dramatically. On the contrary, over-allocation causes waste of memory resources. Meanwhile, a VM’s memory demand may vary significantly. As a result, effective memory resource management calls for a dynamic memory balancer, which, ideally, can adjust memory allocation in a timely manner for each VM based on their current memory demand and thus achieve the best memory utilization and the optimal overall performance. In order to estimate the memory demand of each VM and to arbitrate possible memory resource contention, a widely proposed approach is to construct an LRU-based miss ratio curve (MRC), which provides not only the current working set size (WSS) but also the correlation between performance and the target memory allocation size. Unfortunately, the cost of constructing an MRC is nontrivial. In this dissertation, we first present a low overhead LRU-based memory demand tracking scheme, which includes three orthogonal optimizations: AVL-based LRU organization, dynamic hot set sizing and intermittent memory tracking. Our evaluation results show that, for the whole SPEC CPU 2006 benchmark suite, after applying the three optimizing techniques, the mean overhead of MRC construction is lowered from 173% to only 2%. Based on current WSS, we then predict its trend in the near future and take different strategies for different prediction results. When there is a sufficient amount of physical memory on the host, it locally balances its memory resource for the VMs. Once the local memory resource is insufficient and the memory pressure is predicted to sustain for a sufficiently long time, a relatively expensive solution, VM live migration, is used to move one or more VMs from the hot host to other host(s). Finally, for transient memory pressure, a remote cache is used to alleviate the temporary performance penalty. Our experimental results show that this design achieves 49% center-wide speedup.

In Memory of Dr. Ali Al-Gritly (1913-1982): His Views on Egypt's experience with Socialism

This essay reexamines the great contributions made by Dr. Ali Al-Gritly to Egypt. He was the finance minister for a short period at the beginning of the 1950s and later was appointed as chairman of the Bank of Alexandria. In 1966, he completed a book (Al-Gritly [1966 (1974)]) on the economic history of Egypt. However, the book was banned from publication due to irresistible circumstances. At that time, with Arab Socialism on the ascendance, his views on certain policies were not welcomed by the top political hierarchy. In 1974, the book was finally allowed to be published, and he wrote and published another book in 1977 (Al-Gritly [1977]) on the development of the Open Door Policy and the new economic policies accompanying it.

Optical memory with twisted nematic liquid crystal (TNLC) devices

A design for obtaining memory in optical bistability with liquid crystals is reported. This design uses optical feedback on a twisted nematie liquid crystal ( TNLC ) through an optoelectronic system. A constant input light is the read-out and its value depends on the desired initial working point, usually at the bottom of the T(V) vs. V curve. Light levels depend on the feedback. An input light pulse change the working point to the top of the transmission curve. When this pulse vanishes, the working point remains at the upper part of the curve. Hence a memory function is obtained. Minimum pulse width needed was 1msec. ON-OPF ratio was 100:3.

Functional organization of the hippocampal memory system

In humans declarative or explicit memory is supported by the hippocampus and related structures of the medial temporal lobe working in concert with the cerebral cortex. This paper reviews our progress in developing an animal model for studies of cortical–hippocampal interactions in memory processing. Our findings support the view that the cortex maintains various forms of memory representation and that hippocampal structures extend the persistence and mediate the organization of these codings. Specifically, the parahippocampal region, through direct and reciprocal interconnections with the cortex, is sufficient to support the convergence and extended persistence of cortical codings. The hippocampus itself is critical to the organization cortical representations in terms of relationships among items in memory and in the flexible memory expression that is the hallmark of declarative memory.

Memory systems analyses of mnemonic disorders in aging and age-related diseases

The effects upon memory of normal aging and two age-related neurodegenerative diseases, Alzheimer disease (AD) and Parkinson disease, are analyzed in terms of memory systems, specific neural networks that mediate specific mnemonic processes. An occipital memory system mediating implicit visual-perceptual memory appears to be unaffected by aging or AD. A frontal system that may mediate implicit conceptual memory is affected by AD but not by normal aging. Another frontal system that mediates aspects of working and strategic memory is affected by Parkinson disease and, to a lesser extent, by aging. The aging effect appears to occur during all ages of the adult life-span. Finally, a medial-temporal system that mediates declarative memory is affected by the late onset of AD. Studies of intact and impaired memory in age-related diseases suggest that normal aging has markedly different effects upon different memory systems.

Pleasure, pain and procrastination:reflections on the experience of doing memory-work research

The focus of this article is the process of doing memory-work research. We tell the story of our experience of what it was like to use this approach. We were enthused to work collectively on a "discovery" project to explore a method with which we were unfamiliar. We hoped to build working relationships based on mutual respect and the desire to focus on methodology and its place in our psychological understanding. The empirical activities highlighted methodological and experiential challenges, which tested our adherence to the social constructionist premise of Haug's original description of memory work. Combined with practical difficulties of living across Europe, writing and analyzing the memories became contentious. We found ourselves having to address a number of tensions emanating from the work and our approach to it. We discuss some of these tensions alongside examples that illustrate the research process and the ways we negotiated the collective nature of the memory-work approach. © 2012 Copyright Taylor and Francis Group, LLC.

Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. In 11 cases, the exchange rate returns are accurately described by compounding a NIID series with a multifractal time-deformation process. There is no evidence of long memory.