A unified method for statistical anomaly detection in intrusion detection systems is theoretically introduced. It is based on estimating a dispersion measure of numerical or symbolic data on successive moving windows in time and finding the times when a relative change of the dispersion measure is significant. Appropriate dispersion measures, relative differences, moving windows, as well as tec...

I construct a novel measure of aggregate dispersion in economists’ opinion on macroeconomic forecasts. The measure aggregates dispersion across relevant economic releases over one week and is used to predict stock returns in the subsequent week. I provide evidence that higher aggregate dispersion predicts lower future stock market returns by 27 basis points in the subsequent week. The impact is...

We have investigated the basic statistics of cosmological dispersion measure (DM) -- such as its mean, variance, probability distribution, angular power spectrum and correlation function using state-of-the-art hydrodynamic simulations, IllustrisTNG300, for fast radio burst (FRB) cosmology. To model DM statistics, we first measured free-electron abundance spatial fluctuations. The turns out to b...

The packet pair technique estimates the capacity of a path (bottleneck bandwidth) from the dispersion (spacing) experienced by two back-to-back packets [1][2][3]. We demonstrate that the dispersion of packet pairs in loaded paths follows a multimodal distribution, and discuss the queueing effects that cause the multiple modes. We show that the path capacity is often not the global mode, and so ...

We derive all contributions to the dispersion measure (DM) of electromagnetic pulses linear order in cosmological perturbations, including both density fluctuations and relativistic effects. then use this result calculate power spectrum DM-based observables perturbations. In particular, we study two cases: maps from a set localized sources (including effects source clustering), DM-selected sour...