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Record W2797507092 · doi:10.1002/env.2617

Structural break analysis for spectrum and trace of covariance operators

2019· preprint· en· W2797507092 on OpenAlexafffund
Alexander Aue, Gregory Rice, Ozan Sönmez

Bibliographic record

VenueEnvironmetrics · 2019
Typepreprint
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversity of Waterloo
FundersDivision of Mathematical SciencesNatural Sciences and Engineering Research Council of Canada
KeywordsCovarianceTRACE (psycholinguistics)Eigenvalues and eigenvectorsOperator (biology)Sample (material)Limit (mathematics)Covariance operatorSample mean and sample covarianceMathematicsApplied mathematicsSpectrum (functional analysis)StatisticsMathematical analysisPhysics

Abstract

fetched live from OpenAlex

Abstract This paper deals with analyzing structural breaks in the covariance operator of sequentially observed functional data. For this purpose, procedures are developed to segment an observed stretch of curves into periods for which second‐order stationarity may be reasonably assumed. The proposed methods are based on measuring the fluctuations of sample eigenvalues, either individually or jointly, and traces of the sample covariance operator computed from segments of the data. To implement the tests, new limit results are introduced that deal with the large‐sample behavior of vector‐valued processes built from partial sample eigenvalue estimates. These results in turn enable the calibration of the tests to a prescribed asymptotic level. Applications to Australian annual minimum temperature curves and sea surface temperature anomaly records confirm that the proposed methods work well in finite samples. The first application suggests that the variation in annual minimum temperature underwent a structural break in the 1950s, after which typical fluctuations from the generally increasing trend started to be significantly smaller.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.267
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0010.000
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0010.001
Science and technology studies0.0000.000
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.039
GPT teacher head0.229
Teacher spread0.190 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations1
Published2019
Admission routes2
Has abstractyes

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