Testing Seasonal Unit Roots in Data at Any Frequency, an HEGY approach

This paper generalizes the HEGY-type test to detect seasonal unit roots in data at any frequency, based on the seasonal unit root tests in univariate time series by Hylleberg, Engle, Granger and Yoo (1990). We introduce the seasonal unit roots at first, and then derive the mechanism of the HEGY-type test for data with any frequency. Thereafter we provide the asymptotic distributions of our test statistics when different test regressions are employed. We find that the F-statistics for testing conjugation unit roots have the same asymptotic distributions. Then we compute the finite-sample and asymptotic critical values for daily and hourly data by a Monte Carlo method. The power and size properties of our test for hourly data is investigated, and we find that including lag augmentations in auxiliary regression without lag elimination have the smallest size distortion and tests with seasonal dummies included in auxiliary regression have more power than the tests without seasonal dummies. At last we apply the our test to hourly wind power production data in Sweden and shows there are no seasonal unit roots in the series.

Testing for Seasonal Unit Roots when Residuals Contain Serial Correlations under HEGY Test Framework

This paper introduces a corrected test statistic for testing seasonal unit roots when residuals contain serial correlations, based on the HEGY test proposed by Hylleberg,Engle, Granger and Yoo (1990). The serial correlations in the residuals of test regressionare accommodated by making corrections to the commonly used HEGY t statistics. Theasymptotic distributions of the corrected t statistics are free from nuisance parameters.The size and power properties of the corrected statistics for quarterly and montly data are investigated. Based on our simulations, the corrected statistics for monthly data havemore power compared with the commonly used HEGY test statistics, but they also have size distortions when there are strong negative seasonal correlations in the residuals.

Ubiquitous computing in education : a SWOT analysis by students and teachers

Learning from anywhere anytime is a contemporary phenomenon in the field of education that is thought to be flexible, time and cost saving. The phenomenon is evident in the way computer technology mediates knowledge processes among learners. Computer technology is however, in some instances, faulted. There are studies that highlight drawbacks of computer technology use in learning. In this study we aimed at conducting a SWOT analysis on ubiquitous computing and computer-mediated social interaction and their affect on education. Students and teachers were interviewed on the mentioned concepts using focus group interviews. Our contribution in this study is, identifying what teachers and students perceive to be the strength, weaknesses, opportunities and threats of ubiquitous computing and computer-mediated social interaction in education. We also relate the findings with literature and present a common understanding on the SWOT of these concepts. Results show positive perceptions. Respondents revealed that ubiquitous computing and computer-mediated social interaction are important in their education due to advantages such as flexibility, efficiency in terms of cost and time, ability to acquire computer skills. Nevertheless disadvantages where also mentioned for example health effects, privacy and security issues, noise in the learning environment, to mention but a few. This paper gives suggestions on how to overcome threats mentioned.

Soft computing in biometrics : a pragmatic appraisal

The ever increasing spurt in digital crimes such as image manipulation, image tampering, signature forgery, image forgery, illegal transaction, etc. have hard pressed the demand to combat these forms of criminal activities. In this direction, biometrics - the computer-based validation of a persons' identity is becoming more and more essential particularly for high security systems. The essence of biometrics is the measurement of person’s physiological or behavioral characteristics, it enables authentication of a person’s identity. Biometric-based authentication is also becoming increasingly important in computer-based applications because the amount of sensitive data stored in such systems is growing. The new demands of biometric systems are robustness, high recognition rates, capability to handle imprecision, uncertainties of non-statistical kind and magnanimous flexibility. It is exactly here that, the role of soft computing techniques comes to play. The main aim of this write-up is to present a pragmatic view on applications of soft computing techniques in biometrics and to analyze its impact. It is found that soft computing has already made inroads in terms of individual methods or in combination. Applications of varieties of neural networks top the list followed by fuzzy logic and evolutionary algorithms. In a nutshell, the soft computing paradigms are used for biometric tasks such as feature extraction, dimensionality reduction, pattern identification, pattern mapping and the like.

An Architectural Description Language for Enterprise Computing

Architectural description languages (ADLs) are used to specify high-level, compositional view of a software application. ADLs usually come equipped with a rigourous state-transition style semantics, facilitating specification and analysis of distributed and event-based systems. However, enterprise system architectures built upon newer middleware (implementations of Java’s EJB specification, or Microsoft’s COM+/ .NET) require additional expressive power from an ADL. The TrustME ADL is designed to meet this need. In this paper, we describe several aspects of TrustME that facilitate specification and anlysis of middleware-based architectures for the enterprise.