This review offers a guided tour to PcGive 10 modules for econometrics analysis of time series (PcGive), limited dependent variable (LogitJD) and static and dynamic panel data analyses (DPD), financial econometric (GARCH) and time series (ARFIMA) modelling. Several empirical applications are reported to illustrate the package.

UML models contain various collections of ordered model elements. For example, a parameter list of an operation is an ordered set of parameters. The UML meta-model represents such orders by multi-valued properties having the modifier “ordered”. A total of 43 properties of UML 2.4.1 are ordered. We have analyzed whether the order is conceptually relevant for model versioning (15 cases) or not (2...

Seasonal ARIMA model is a good traffic model capable of capturing the behavior of a network traffic stream. In this paper, we give a general expression of seasonal ARIMA models with two periodicities and provide procedures to model and to predict traffic using seasonal ARIMA models. The experiments conducted in our feasibility study showed that seasonal ARIMA models can be used to model and pre...

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...