On statistics at level crossings by a stationary process

The main purpose of this paper is to indicate formal theorems and conditions for the extensions of Rice's Formula for intensities of crossings of a fixed level u by a stationary process X(t) in order to provide the conditional (Palm) distribution of an associated process Y(t) at the level crossing instants. Sections 1 and 2 provide brief background material on Rice's Formula and Palm distributions, while relevant historical comments and basic results are given in Section 3. These are stated with some indications of proof in Section 4 and calculation of the Palm distributions shown in Section 5. Two cases of importance in applications are considered: (a) where (roughly) X(t) , Y(t) and the derivative X'(t) have a joint density and (b) where Y(t) = X'(t) . The resulting Palm distributions are each absolutely continuous with readily calculable densities. These are evaluated for Gaussian processes in Section 6 and applications to motivating 2 structural safety questions indicated in Section 7.     

The Candy model: properties and inference

In this paper we study the Candy model, a marked point process introduced by S toica et al. (2000) . We prove Ruelle and local stability, investigate its Markov properties, and discuss how the model may be sampled. Finally, we consider estimation of the model parameters and present a simulation study.     

What Happened to Discrete Chaos,the Quenouille Process,and the Sharp Markov Property? Some History of Stochastic Point Processes

The use of properties of a Poisson process to study the randomness of stars is traced back to a 1767 paper. The process was used and rediscovered many times, and we mention some of the early scientific areas. The name Poisson process was first used in print in 1940, and we believe the term was coined in the corridors of Stockholm University some time between 1936 and 1939. We follow the early developments of doubly stochastic processes and cluster processes, and describe different efforts to apply the Markov property to point processes.     

Editorial

Abstract

We investigate the popular theory that high-technology workers are drawn to high amenity locations and then the jobs follow the workers. Using a novel data set that tracks high-technology job growth by US county, we estimate spatial parameters of the response of high-tech job growth to the level of local natural amenities. For estimation we utilize a reasonably new class of models, smooth coefficient models, taking advantage of their flexibility to allow the response of high-tech job growth to be nonlinear with respect to the level of natural amenities. Our results show that amenities are not an important driver for high-technology employment growth. Natural amenities matter most within the subset of US counties that are micropolitan, where they can influence location decisions.

Nous penchons sur la théorie populaire d'après laquelle les travailleurs du secteur de la technologie de pointe sont attirés vers des lieux à infrastructure supérieure, et les emplois de ce secteur suivent ces mêmes travailleurs. En utilisant un ensemble de données nouveau, qui suit l'expansion des emplois dans le secteur de la technologie de pointe par comté des États-Unis, nous procédons à la réalisation d'une évaluation de paramètres spatiaux de la réaction de l'expansion des emplois dans le secteur de la technologie de pointe au niveau des infrastructures naturelles locales. Pour l'estimation, nous utilisons une catégorie de modèles raisonnablement neuve, des modèles à coefficient de lissage, en exploitant leur souplesse d'emploi afin d'assurer que la réponse de l'expansion des emplois dans la haute technologue soit non linéaire relativement au niveau des ressources naturelles. Les résultats obtenus montrent que les infrastructures ne constituent pas un élément déterminant de l'expansion de l'emploi dans le secteur de la haute technologie. L'importance des infrastructures naturelles est plus importante dans le sous-ensemble des comtés micropolitains des États-Unis, où elles peuvent influer sur des décisions relatives au lieu d'implantation.

Investigamos la teoría popular de que los trabajadores de alta tecnología se sienten atraídos hacia lugares con muchas amenidades, y, por lo tanto, que los trabajos acompañan a los trabajadores. Utilizando un conjunto novedoso de datos que rastrea el crecimiento de empleos en alta tecnología por condado estadounidense, estimamos parámetros espaciales de la respuesta del crecimiento de trabajos de alta tecnología al nivel de amenidades naturales locales. Para la estimación utilizamos una clase de modelos razonablemente nuevos, los modelos de coeficiente homogéneo, sacando partido de su flexibilidad para que la respuesta del crecimiento de trabajo de alta tecnología no sea lineal con respecto al nivel de amenidades naturales. Nuestros resultados muestran que las amenidades no representan un aliciente importante para el crecimiento del empleo en alta tecnología. Las amenidades importan más dentro del subconjunto de condados estadounidenses micropolitanos, donde pueden influir sobre las decisiones de ubicación.

     

Probability distributions or point predictions? Survey forecasts of US output growth and inflation

We consider whether survey respondents’ probability distributions, reported as histograms, provide reliable and coherent point predictions, when viewed through the lens of a Bayesian learning model. We argue that a role remains for eliciting directly-reported point predictions in surveys of professional forecasters.     

Improving the process of process modelling by the use of domain process patterns

The use of business process models has become prevalent in a wide area of enterprise applications. But while their popularity is expanding, concerns are growing with respect to their proper creation and maintenance. An obvious way to boost the efficiency of creating high-quality business process models would be to reuse relevant parts of existing models. At this point, however, limited support exists to guide process modellers towards the usage of appropriate model content. In this paper, a set of content-oriented patterns is presented, which is extracted from a large set of process models from the order management and manufacturing production domains. The patterns are derived using a newly proposed set of algorithms, which are being discussed in this paper. The authors demonstrate how such Domain Process Patterns, in combination with information on their historic usage, can support process modellers in generating new models. To support the wider dissemination and development of Domain Process Patterns within and beyond the studied domains, an accompanying website has been set up.     

A node-centric analysis of metagraphs and its applications to workflow models

Business processes and its related workflow systems have received greater interest in practice and research in the last decade. Many analytical methodologies for analysis and design of workflow systems emerged. A recent formal approach to study workflows using a graph-theoretic method called ‘metagraphs’ has demonstrated effectiveness for analysing connectivity and interactions of information and resources between workflow components. However, past works in analysis of metagraph are element-based. Since nodes in metagraphs represent either the input or output of an activity it is natural to process information contained in a node taken as a unit. This paper takes a node-centric view on metagraphs that is a major departure from the element-based approach today. The change in focus requires provisioning an analysis framework under the node-centric views. New basic constructs including, but not limited to, concepts such as: ‘surplus sets’, ‘deficit sets’, ‘state of a path’, and ‘node-centric view of adjacency matrices’ are introduced. The approach produces computational feasible systems for elements that are over supplied and/or under supplied from a source node to a target node of any path of the metagraph. Such information could be valuable for designing workflow systems. Also, the node-centric approach is shown to be an extension of the basic constructs of element-view metagraphs and is a complementary method for validating information requirements of workflow modelling. Illustrative examples are given.     

区域之间经济合作机制研究

区域经济合作是区域经济发展过程中区域经济关系演化的重要形式。本文探讨了区域经济合作的内涵,区域之间经济合作的实质以及区域之间经济合作的主要形成机制。     

Bayesian prediction with cointegrated vector autoregressions

A complete procedure for calculating the joint predictive distribution of future observations based on the cointegrated vector autoregression is presented. The large degree of uncertainty in the choice of cointegration vectors is incorporated into the analysis via the prior distribution. This prior has the effect of weighing the predictive distributions based on the models with different cointegration vectors into an overall predictive distribution. The ideas of Litterman [Mimeo, Massachusetts Institute of Technology, 1980] are adopted for the prior on the short run dynamics of the process resulting in a prior which only depends on a few hyperparameters. A straightforward numerical evaluation of the predictive distribution based on Gibbs sampling is proposed. The prediction procedure is applied to a seven-variable system with a focus on forecasting Swedish inflation.     

Gendered role modelling—A paradoxical construction process

Theory of role modelling in organizations addresses the contents of role models, while the process of modelling has received little attention. In this paper, this gendered process is scrutinized from a constructionist perspective. Modelling starts with a comparison between an image of oneself with that of a person who serves as a proto-model; continues with idealization and/or composition of the traits of proto-models resulting in an image of a role, and ends with a comparison between such an image and an image of oneself, leading to directives for action. People do not model their behaviour on real persons, but on mental constructs they make loosely inspired by actual people. This conclusion forms a new argument against tokenism: it is never enough to employ one woman, as proto-models must be many and varied.