This study aims at predicting the Standard Precipitation Index (SPI) drought class transitions in Portugal, considering the influence of the North Atlantic Oscillation (NAO) as one of the main large-scale atmospheric drivers of precipitation and drought fields across the Western European and Mediterranean areas. Log-linear modeling of the drought class transition probabilities on three temporal...

In this paper, we make a short overview of continuous cascade models recently introduced to model asset return fluctuations. We show that these models account in a very parcimonious manner for most of “stylized facts” of financial time series. We review in more details the simplest of such models namely the log-normal Multifractal Random Walk. It can simply be considered as a stochastic volatil...

Percival and Walden (2002) present a wavelet methodology of the least squaresestimation of the long memory parameter for fractionally differenced processes. Wesuggest that the general idea of using wavelets for estimating long memory could beused for the estimation of long memory in time series perturbed by noise. One prominentexample thereof is the time series of log-Garman-Kla...

We present an algorithm for approximating a given open polygonal curve with a minimum number of circular arcs. In computer-aided manufacturing environments, the paths of cutting tools are usually described with circular arcs and straight line segments. Greedy algorithms for approximating a polygonal curve with curves of higher order can be found in the literature. Without theoretical bounds it ...

 Abstract Background: Transpupillary thermotherapy is a new treatment for subfoveal choroidal neovascularization which needs further evaluation. This study was aimed to evaluate the efficacy of transpupillary thermotherapy on regression of occult subfoveal choroidal neovascularization with or without pigment epithelial detachment in patients with age-related macular degeneration. Methods: In a ...

A pruned variant of polar coding is proposed for binary erasure channel (BEC). Fix any BEC. For sufficiently small ε > 0, we construct a series capacity achieving codes with block length N = ε-4.9, code rate R Capacity - O(ε), error probability P ε, and encoding decoding time complexity bC O(log|log ε|) per information bit. The given per-bit log-logarithmic in N, R, P. Beyond BEC, there general...

aim : the aim of this study was to determine whether there is relation between body mass index and symptoms of gastro-esophageal reflux disease in our community using logit, probit and complementary log-log models. background : the most frequent statistical tool to address the relationship among a dichotomous response and other covariates is logistic regression. however logistic regression is f...

We propose a new transaction-level bivariate log-price model, which yields fractional or standard cointegration. To the best of our knowledge, all existing models for cointegration require the choice of a fixed sampling interval ∆t. By contrast, our proposed model is constructed at the transaction level, thus determining the properties of returns at all sampling frequencies. The two ingredients...