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Record W2962706000 · doi:10.48550/arxiv.1804.01440

[no title]

2018· article· W2962706000 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenuearXiv (Cornell University) · 2018
Typearticle
Language
FieldEconomics, Econometrics and Finance
TopicComplex Systems and Time Series Analysis
Canadian institutionsUniversity of Toronto
FundersEngineering and Physical Sciences Research CouncilNatural Sciences and Engineering Research Council of Canada
KeywordsCopula (linguistics)Series (stratigraphy)MathematicsParametric statisticsTime seriesMeasure (data warehouse)Time domainParametric modelEconometricsAlgorithmComputer scienceData miningStatistics

Abstract

fetched live from OpenAlex

Finding parametric models that accurately describe the dependence structure\nof observed data is a central task in the analysis of time series. Classical\nfrequency domain methods provide a popular set of tools for fitting and\ndiagnostics of time series models, but their applicability is seriously\nimpacted by the limitations of covariances as a measure of dependence.\nMotivated by recent developments of frequency domain methods that are based on\ncopulas instead of covariances, we propose a novel graphical tool that allows\nto access the quality of time series models for describing dependencies that go\nbeyond linearity. We provide a thorough theoretical justification of our\napproach and show in simulations that it can successfully distinguish between\nsubtle differences of time series dynamics, including non-linear dynamics which\nresult from GARCH and EGARCH models. We also demonstrate the utility of the\nproposed tools through an application to modeling returns of the S&P 500 stock\nmarket index.\n

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.

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)0.002
metaresearch head score (Gemma)0.000
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Science and technology studies, Insufficient payload (model declined to judge)
Consensus categoriesInsufficient payload (model declined to judge)
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.732
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0020.000
Meta-epidemiology (narrow)0.0010.002
Meta-epidemiology (broad)0.0020.002
Bibliometrics0.0020.006
Science and technology studies0.0020.002
Scholarly communication0.0010.002
Open science0.0020.001
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0060.004

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 head0.091
GPT teacher head0.156
Teacher spread0.065 · 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