936 resultados para International Statistical Institute
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Mode of access: Internet.
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The new Australian Computational Earth Systems Simulator research facility provides a virtual laboratory for studying the solid earth and its complex system behavior. The facility's capabilities complement those developed by overseas groups, thereby creating the infrastructure for an international computational solid earth research virtual observatory.
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The recent deregulation in electricity markets worldwide has heightened the importance of risk management in energy markets. Assessing Value-at-Risk (VaR) in electricity markets is arguably more difficult than in traditional financial markets because the distinctive features of the former result in a highly unusual distribution of returns-electricity returns are highly volatile, display seasonalities in both their mean and volatility, exhibit leverage effects and clustering in volatility, and feature extreme levels of skewness and kurtosis. With electricity applications in mind, this paper proposes a model that accommodates autoregression and weekly seasonals in both the conditional mean and conditional volatility of returns, as well as leverage effects via an EGARCH specification. In addition, extreme value theory (EVT) is adopted to explicitly model the tails of the return distribution. Compared to a number of other parametric models and simple historical simulation based approaches, the proposed EVT-based model performs well in forecasting out-of-sample VaR. In addition, statistical tests show that the proposed model provides appropriate interval coverage in both unconditional and, more importantly, conditional contexts. Overall, the results are encouraging in suggesting that the proposed EVT-based model is a useful technique in forecasting VaR in electricity markets. (c) 2005 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
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Aims This paper presents the recommendations, developed from a 3-year consultation process, for a program of research to underpin the development of diagnostic concepts and criteria in the Substance Use Disorders section of the Diagnostic and Statistical Manual of Mental Disorders (DSM) and potentially the relevant section of the next revision of the International Classification of Diseases (ICD). Methods A preliminary list of research topics was developed at the DSM-V Launch Conference in 2004. This led to the presentation of articles on these topics at a specific Substance Use Disorders Conference in February 2005, at the end of which a preliminary list of research questions was developed. This was further refined through an iterative process involving conference participants over the following year. Results Research questions have been placed into four categories: (1) questions that could be addressed immediately through secondary analyses of existing data sets; (2) items likely to require position papers to propose criteria or more focused questions with a view to subsequent analyses of existing data sets; (3) issues that could be proposed for literature reviews, but with a lower probability that these might progress to a data analytic phase; and (4) suggestions or comments that might not require immediate action, but that could be considered by the DSM-V and ICD 11 revision committees as part of their deliberations. Conclusions A broadly based research agenda for the development of diagnostic concepts and criteria for substance use disorders is presented.
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Aims paper describes the background to the establishment of the Substance Use Disorders Workgroup, which was charged with developing the research agenda for the development of the next edition of the Diagnostic and Statistical Manual of Mental Disorders (DSM). It summarizes 18 articles that were commissioned to inform that process. Methods A preliminary list of research topics, developed at the DSM-V Launch Conference in 2004, led to the identification of subjects that were subject to formal presentations and detailed discussion at the Substance Use Disorders Conference in February 2005. Results The 18 articles presented in this supplement examine: (1) categorical versus dimensional diagnoses; (2) the neurobiological basis of substance use disorders; (3) social and cultural perspectives; (4) the crosswalk between DSM-IV and the International Classification of Diseases Tenth Revision (ICD-10); (5) comorbidity of substance use disorders and mental health disorders; (6) subtypes of disorders; (7) issues in adolescence; (8) substance-specific criteria; (9) the place of non-substance addictive disorders; and (10) the available research resources. Conclusions In the final paper a broadly based research agenda for the development of diagnostic concepts and criteria for substance use disorders is presented.
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The current paper examines the dissimilarities that have occurred in news framing by state-sponsored news outlets in their different language versions. The comparative framing analysis is conducted on the news coverage of the Russian intervention in Syria (2016) in RT and Radio Liberty in Russian and English languages. The certain discrepancies in framing of this event are found in both news outlets. The strongest distinction between Russian and English versions occurred in framing of responsibility and humanitarian crisis in Syria. The study attempts to explain the identified differences in a framework of public diplomacy and propaganda studies. The existing theories explain that political ideology and foreign policy orientation influences principles of state propaganda and state-sponsored international broadcasting. However, the current findings suggest that other influence factors may exist in the field – such as the local news discourse and the journalistic principles. This conclusion is preliminary, as there are not many studies with the comparable research design, which could support the current discussion. The studies of localized strategies of the international media (whether private networks or state-funded channels) can refine the current conclusions and bring a new perspective to global media studies.
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We propose a method based on the magnetization enumerator to determine the critical noise level for Gallager type low density parity check error correcting codes (LDPC). Our method provides an appealingly simple interpretation to the relation between different decoding schemes, and provides more optimistic critical noise levels than those reported in the information theory literature.
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We analyze, using the replica method of statistical mechanics, the theoretical performance of coded code-division multiple-access (CDMA) systems in which regular low-density parity-check (LDPC) codes are used for channel coding.
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Inference and optimisation of real-value edge variables in sparse graphs are studied using the tree based Bethe approximation optimisation algorithms. Equilibrium states of general energy functions involving a large set of real edge-variables that interact at the network nodes are obtained for networks in various cases. These include different cost functions, connectivity values, constraints on the edge bandwidth and the case of multiclass optimisation.