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Two-Sample Testing for Event Impacts in Time Series [article]

Erik Scharwächter, Emmanuel Müller
2020 arXiv   pre-print
In a nutshell, we test for divergences of the value distributions of the time series at increasing lags after event occurrences with a multiple two-sample testing approach.  ...  In this work, we thus propose a non-parametric statistical test for shared information between a time series and a series of observed events.  ...  Introduction Event detection in time series is an active research topic for at least two decades [14, 17, 25, 1, 19, 28] .  ... 
arXiv:2001.11930v1 fatcat:hohgdsm67fe77ix2plbioksbxq

Evaluating the Impact of Health Awareness Events on Google Search Frequency

Zheng Hao, Miao Liu, Xijin Ge
2019 Preventive medicine reports  
Over two hundred health awareness events take place in the United States in order to educate the public about various diseases.  ...  It would be informative and instructive for the organizations to know the impact of these events, although such information could be difficult to measure.  ...  National health awareness events with corresponding selected queries (2019) 100887  ... 
doi:10.1016/j.pmedr.2019.100887 pmid:31194106 pmcid:PMC6551575 fatcat:ctpa3ghuebhajn2w3dx6rl7sly

Troubleshooting chronic conditions in large IP networks

Ajay Mahimkar, Jennifer Yates, Yin Zhang, Aman Shaikh, Jia Wang, Zihui Ge, Cheng Tien Ee
2008 Proceedings of the 2008 ACM CoNEXT Conference on - CONEXT '08  
Chronic network conditions are caused by performance impairing events that occur intermittently over an extended period of time.  ...  It is therefore critical to troubleshoot and repair chronic network conditions in a timely fashion in order to ensure high reliability and performance in large IP networks.  ...  This work is supported in part by NSF Awards CNS-0546720, CNS-0627020 and CNS-0615104.  ... 
doi:10.1145/1544012.1544014 dblp:conf/conext/MahimkarYZSWGE08 fatcat:an77efygv5eyhf6ud6hct7vvnu

Surging Volatility: An Internet Effect?

Deepak Agrawal, Sreedhar T. Bharath, Sivakumar Viswanathan
2001 International Conference on Information Systems  
More interestingly, the volatility-surge is absent for the sample of firms that moved online prior to June 1998.  ...  operations, an effect that is absent in a matched sample of traditional firms.  ...  For each firm in the test sample, we find a matching firm which satisfies two criteria viz., (1) it is in the same market capitalization decile as the firm in the test sample and (2) within this size decile  ... 
dblp:conf/icis/AgrawalBV01 fatcat:duj5kc7zgjd47pfj6tn4elpdha

Technological Change and Stock Return Volatility: Evidence from eCommerce Adoptions

Deepak NMI2 Agrawal, Sreedhar T. Bharath, Siva Viswanathan
2003 Social Science Research Network  
An increase in the implied volatility of at-the-money call options of our sample firms reinforces our findings.  ...  paper is among the first to use a unique controlled empirical setting -traditional firms' adoption of the Internet for commerce -to investigate the impact of changes in firms' technological environment  ...  The median column in the table shows the estimated break datek in event time for the time series of average monthly volatility for the corresponding sample.  ... 
doi:10.2139/ssrn.387543 fatcat:lwdpjkhoazbyhbnmumgrfoncue

Repeatability of Full-Scale Crash Tests and Criteria for Validating Simulation Results

Malcolm Ray
1996 Transportation Research Record  
It would be remarkable for a series of full-scale crash tests to produce "identical" results, because collisions are complicated events.  ...  If two time histories are sampled at the same rate and start at the same time, one method for comparing time histories would be to measure the residuals between each pair of data points.  ...  In particular, Martin Hargrave of FHWA directed this work, Chris Brown of FOIL provided the crash test data for the six Ford Festiva tests, Emmanuel Cofie of Catholic University provided finite-element  ... 
doi:10.3141/1528-17 fatcat:v5d3rfmtibdnfli2p7ncknnjdq

Repeatability of Full-Scale Crash Tests and Criteria for Validating Simulation Results

Malcolm H. Ray
1996 Transportation Research Record  
It would be remarkable for a series of full-scale crash tests to produce "identical" results, because collisions are complicated events.  ...  If two time histories are sampled at the same rate and start at the same time, one method for comparing time histories would be to measure the residuals between each pair of data points.  ...  In particular, Martin Hargrave of FHWA directed this work, Chris Brown of FOIL provided the crash test data for the six Ford Festiva tests, Emmanuel Cofie of Catholic University provided finite-element  ... 
doi:10.1177/0361198196152800117 fatcat:fcytrpmxhjcj3d2356navqr2qi

Empirical Evidence on the Impact of European Insider Trading Regulations

Javier Estrada, J.Ignacio Peña
2002 Studies in Economics and Finance  
suggests that these regulations have had little (if any) impact on the series of returns of the markets in our sample.  ...  We consider the temporal behavior and the distributions of abnormal returns, market models, and time series models of time-varying mean returns and volatility, and conc1ude that the bulk of the evidence  ...  tests for differences in means and variances assume that the two samples under consideration are independent, an assumption that is not likely to hold in our context.  ... 
doi:10.1108/eb028757 fatcat:shgt47lk3jawtb2r2mt2sinssy

Political news and stock market reactions: evidence from Turkey over the period 2008–2017

Sleiman Karime, Özlem Sayilir
2019 International Journal of Management and Economics  
The main sample was divided into two subperiods to insulate the dominating impacts of both the 2008 Global Financial Crisis and 2013 Federal Reserve Tapering on Turkish stock markets.  ...  Third, political news, both good and bad, can affect stock return and stock return volatility in different directions, and this direction is time-varying.  ...  The authors alone are responsible for the content and writing of this article.  ... 
doi:10.2478/ijme-2019-0013 fatcat:zxuibqduqzdbbedlt4pnrljdlu

Impact of Covid-19 Pandemic on Dow Jones Index

Dhaval Maheta, Jaini Shah
2021 Asia‐Pacific Journal of Management and Technology  
The Study findings revealed that there is a short-term relationship between this two which means the Covid-19 pandemic has positive impact on price of stock market in a short run.  ...  Covid-19 pandemic emerged as a Black Swan event that has shaken the global economy.  ...  Granger-Cause test is used to examine the causality between two variables of the times series.  ... 
doi:10.46977/apjmt.2021v01i03.003 fatcat:dyo4bqswxvcfvnoybmkmvow6ay

Evaluating the impact of Hazelwood mine fire event on students' educational development with Bayesian interrupted time-series hierarchical meta-regression [article]

Caroline X Gao, Jonathan C. Broder, Sam Brilleman, Emily Berger, Jill Ikin, Catherine L. Smith, Tim C.H. Campbell, Rory Wolfe, Fay Johnston, Yuming Guo, Matthew Carroll
2021 medRxiv   pre-print
Using an interrupted time-series design, the model estimated immediate effects and post-interruption trend differences with full Bayesian statistical inference.  ...  Disasters and other community-wide events can introduce significant interruptions and trauma to impacted communities.  ...  Acknowledgements We wish to thank the Latrobe Valley and Gippsland communities for their support and participation in the Hazelwood Health Study.  ... 
doi:10.1101/2021.03.28.21254516 fatcat:g4lqq5kf3zd55klclg2dy6ptfa

Development and Preliminary Tests of a Low-Power Automatic Monitoring System for Flexible Debris Flow Barriers

Roberto Savi, Alessandro Valletta, Andrea Carri, Edoardo Cavalca, Andrea Segalini
2021 Transportation Research Procedia  
A series of impact tests were performed on a prototype installed on a flexible structure, in order to verify the initialization time of the accelerometer sensor after the first threshold overcoming.  ...  A series of impact tests were performed on a prototype installed on a flexible structure, in order to verify the initialization time of the accelerometer sensor after the first threshold overcoming.  ...  As in the previous configuration, the acceleration signal (Fig. 4b) evidences the main event caused by the impact, followed by a series of minor peaks associated with the elastic response of the test  ... 
doi:10.1016/j.trpro.2021.07.169 fatcat:plav2bj25reo5jd34ibirrs3j4

The Cretaceous-Tertiary extinction: Modeling carbon flux and ecological response

J. Brad Adams, Michael E. Mann, Steven D'Hondt
2004 Paleoceanography  
The pattern and timing of this carbon cycle recovery may have been contingent on the occurrence of key biological events.  ...  1] It is widely recognized that a significant negative excursion in carbon isotopic (d 13 C) differences between planktic and benthic foraminiferal tests occurred at the Cretaceous-Tertiary (K-T) boundary  ...  All samples were provided by the Ocean Drilling Program and its predecessor, the Deep Sea Drilling Project. The authors appreciate the helpful manuscript comments of Scott Rutherford (URI).  ... 
doi:10.1029/2002pa000849 fatcat:3tkmesvn5bgj3d6cnzrewgrpmm

Tourism–Growth Nexus in the Presence of Instability

Yonglian Wang, Lijun Wang, Changchun Pan
2022 Sustainability  
In contrast, economic policies, financial crises, and public health emergencies have short-term impacts on the relationship.  ...  The results of the vector autoregressive-based Granger causality test in the presence of instability generally support bidirectional causality between tourism and economic growth.  ...  The unit roots test results, listed in Table 4 , show that the two variables are both stationary series.  ... 
doi:10.3390/su14042170 fatcat:ef7ynopgerbwta32tlb6blarjm

Mediators of the Relationship Between Life Events and Memory Functioning in a Community Sample of Adults

Nicole C. M. Korten, Martin J. Sliwinski, Hannie C. Comijs, Joshua M. Smyth
2014 Applied Cognitive Psychology  
The present study examines the association of frequency and severity of life events with memory functioning in a community sample of adults.  ...  We tested the hypothesis that stress-related cognitive interference mediated the effects of recent life events on cognition, in addition to examining the potential roles of fatigue, sleep disturbances,  ...  In the digit span, participants saw a series of digits one at a time for one second each.  ... 
doi:10.1002/acp.3043 pmid:25729155 pmcid:PMC4339058 fatcat:t6z7malokfbylgmrun3dgtz5iu
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