Statistical evidence suggests that the autocorrelation function of a compressed-video sequence is better captured by p(k) = e–~fi than by p(k) = k–fi = e–~’og k (long-range dependence) or p(k) = e-~k (Markovian). A video model with such a correlation structure is introduced based on the so-called M/G/ca input processes. Though not Markovian, the model exhibits short-range dependence. Using the ...

The paper studies the local zero spacings of deformations of the Riemann ξ-function under certain averaging and differencing operations. For real h we consider the entire functions Ah(s) := 1 2 (ξ(s + h) + ξ(s− h)) and Bh(s) = 1 2i (ξ(s+ h)− ξ(s− h)) . For |h| ≥ 1 2 the zeros of Ah(s) and Bh(s) all lie on the critical line R(s) = 1 2 and are simple zeros. The number of zeros of these functions ...

A fractional normal inverse Gaussian (FNIG) process is a fractional Brownian motion subordinated to an inverse Gaussian process. This paper shows how the FNIG process emerges naturally as the limit of a random walk with correlated jumps separated by i.i.d. waiting times. Similarly, we show that the NIG process, a Brownian motion subordinated to an inverse Gaussian process, is the limit of a ran...

We present a new system for visualizing and merging differences in diagrams that uses animation, dual views, a storyboard, relative re-layout, and layering. We ran two user studies investigating the benefits of the system. The first user study compared pairs of hierarchical diagrams with matching node positions. The results underscore that naïve dual-view visualization is undesirable. On the po...

In this paper, we study methods for improving the efficiency and privacy of compressed DNA sequence comparison computations, under various querying scenarios. For instance, one scenario involves a querier, Bob, who wants to test if his DNA string, Q, is close to a DNA string, Y , owned by a data owner, Alice, but Bob does not want to reveal Q to Alice and Alice is willing to reveal Y to Bob onl...

Long memory plays an important role in many fields by determining the behaviour and predictability of systems; for instance, climate, hydrology, finance, networks and DNA sequencing. In particular, it is important to test if a process is exhibiting long memory since that impacts the accuracy and confidence with which one may predict future events on the basis of a small amount of historical dat...

There has been an increasing trend in the electric power system from a centralized generation-driven grid to a more reliable, environmental friendly, and customer-driven grid. One of the most important issues which the designers of smart grids need to deal with is to forecast the fluctuations of power demand and generation in order to make the power system facilities more flexible to the variab...

Over time, Stata has come to incorporate more and more features for effective analysis of time series data, either pure time series or panel data with emphasis placed on the time series dimension of the panel. In this context, ‘time series modeling’ should be taken in the broad sense, referring to multivariate models built with data organized as time series, rather than the narrow sense of “Box...

Business cycle estimates are typically the output of a two-stage filtering process: a statistical agency first publishes seasonally adjusted data, and from this an econometrician estimates the cycle. In many cases the two filtering procedures used are not compatible, because two different agents are acting on the data independently. This paper derives formulas to state the signal extraction Mea...