Time series analysis of stratospheric ozone

Time series analyses of monthly average total ozone measured at 37 stations throughout the world were used to estimate the extent to which the average ozone trend correlates with the depletion curve hypothesized as due to chlorofluorocarbons (CFCs). Statistical characteristics of stations in the ensemble were used to help define appropriate model and station selection criteria. The maximum likelihood procedure developed herein estimates the weighted average trend, its. variance, and the intra- and inter-station variance components of the trend. Correlations among trends at different stations are also taken into account. The models were subjected to much checking and criticism. Variations in statistical methodology are used to show that the results are insensitive to details of the model selection criteria. The method does not discriminate well between the hypothesized CFC trend and a linear trend. The trend estimates represent the sum of all long-term global effects. The variance includes all effects that differ from station-to-station. The estimated trend and 2α limits for 14 stations with 20-year records (1958-79) is an ozone increase through 1979 of (1.5+1.0) percent. At the 23 stations with shorter records, the trend is (1.0=1.7) percent. It is concluded that no significant depletion in stratospheric ozone has occurred from any cause through the end of 1979.     

The two-sample t test versus satterthwaite's approximate f test

A comparison between the two-sample t test and Satterthwaite's approximate F test is made, assuming the choice between these two tests is based on a preliminary test on the variances. Exact formulas for the sizes and powers of the tests are derived. Sizes and powers are then calculated and compared for several situations.     

The Volatility of Realized Volatility

In recent years, with the availability of high-frequency financial market data modeling realized volatility has become a new and innovative research direction. The construction of “observable” or realized volatility series from intra-day transaction data and the use of standard time-series techniques has lead to promising strategies for modeling and predicting (daily) volatility. In this article, we show that the residuals of commonly used time-series models for realized volatility and logarithmic realized variance exhibit non-Gaussianity and volatility clustering. We propose extensions to explicitly account for these properties and assess their relevance for modeling and forecasting realized volatility. In an empirical application for S&P 500 index futures we show that allowing for time-varying volatility of realized volatility and logarithmic realized variance substantially improves the fit as well as predictive performance. Furthermore, the distributional assumption for residuals plays a crucial role in density forecasting.     

Sequential Pattern Analysis: A Statistical Investigation of Sequence Length and Support

In sequential pattern analysis, the frequency of patterns is evaluated by the support. While computed efficiently from large databases, we show that the support cannot be compared between different databases, since it is influenced by the actual sequence length distribution. Models for this sequence length distribution are surveyed. One of these models, the Good distribution, appears to be sufficiently flexible for practice. It is used to exemplify an approach for adjusting the relative support such that the resulting adjusted support values are better comparable between different databases. We illustrate our findings with texts from the bilingual FinDe corpus.     

Semiparametric estimation of plane similarities: application to fast computation of aeronautic loads

In the big data era, it is often needed to resolve the problem of parsimonious data representation. In this paper, the data under study are curves and the sparse representation is based on a semiparametric model. Indeed, we propose an original registration model for noisy curves. The model is built transforming an unknown function by plane similarities. We develop a statistical method that allows to estimate the parameters characterizing the plane similarities. The properties of the statistical procedure are studied. We show the convergence and the asymptotic normality of the estimators. Numerical simulations and a real-life aeronautic example illustrate and demonstrate the strength of our methodology.     

The Interplay Between Adolescents' Friendships and the Exchange of Help: A Longitudinal Multiplex Social Network Study

The aim of this study was to unravel the interrelatedness of friendship and help, and to examine the characteristics of friendship and help networks. The effects of mutual versus one‐sided help relations on friendship initiation and maintenance, and vice versa, were examined. Friendship and help networks were analyzed (N = 953 students; 41 classrooms; M_age = 12.7). The results illustrate that friendship and help networks show some similarities, but only partly overlap and have distinct characteristics. Longitudinal multiplex social network analyses showed that mutual help was important for the maintenance of friendship, but not for the initiation of friendship. Further, particularly mutual friendships provided a context in which help took place. Implications of these findings are discussed.     

Inaction over retractions of identified fraudulent publications: ongoing weakness in the system of scientific self-correction

Published articles may be retracted when their findings are no longer considered reliable due to honest error, publication misconduct, or research misconduct. This article focuses on the case of a single serial violator of research and publication ethics in anesthesiology and critical care, which is widely publicized. A chain of events led to detection of misconduct that had substantial impact on the evidence base for the safety of hydroxyethyl starch, an intravenous artificial colloid solution, which is reflected in current guidelines on fluid management and volume resuscitation. As citations to retracted works continue to be a cause for concern, this article reviews the retraction status of this author’s published articles to determine whether sufficient action has been taken to retract his body of work. Results show that retraction practices are not uniform and that guidelines for retraction are still not being fully implemented, resulting in retractions of insufficient quantity and quality. As retractions continue to emerge for the author’s publications, with ten more since 2011, and as they are generally increasing, these data on retractions not only provide findings of misconduct, but also allow us to make inferences about ongoing weaknesses in the system of scientific literature.     

Communication after an integrity-based trust violation: How organizational account giving affects trust

How can an organization repair trust through communication after an ethical failure? This study examines how trust is repaired after an integrity-based trust violation using three different accounts: apology, excuse, and refusal. In our approach, we rely on two strands of attribution theory, which suggests that different attributions for responsibility and credibility affect trust. An experiment with n = 368 was conducted to explore trust repair effectiveness of apology versus refusal and apology versus excuse after an integrity-based trust violation. Results revealed apology as a double-edged sword; it repairs trust more successfully than refusal and excuse because it is evaluated as more credible. However, it is less successful than refusal and excuse because it is evaluated as more responsible.