Measuring Time Series Predictability Using Support Vector Regression

Most studies involving statistical time series analysis rely on assumptions of linearity, which by its simplicity facilitates parameter interpretation and estimation. However, the linearity assumption may be too restrictive for many practical applications. The implementation of nonlinear models in time series analysis involves the estimation of a large set of parameters, frequently leading to overfitting problems. In this article, a predictability coefficient is estimated using a combination of nonlinear autoregressive models and the use of support vector regression in this model is explored. We illustrate the usefulness and interpretability of results by using electroencephalographic records of an epileptic patient.     

Designing for diversity: incorporating cultural competence in prevention programs for urban youth

Low-income urban youth of color frequently confront a wide variety of challenges and hardships that other young people never experience. The offering of prevention programs represents one strategy to help urban youth avoid the risks associated with substance abuse. In this chapter, an alternative program strategy is posited-one that places diversity with respect to culture, class, and environment at the center of prevention efforts. Such an approach, the authors argue, is more effective not only in appealing to the sensibilities of urban youth but also in altering their behavior.     

Sexual modes questionnaire: measure to assess the interaction among cognitions, emotions, and sexual response

The goal of the present article is to present a new measure developed to assess cognitive and emotional factors of sexual function. This instrument was developed especially to test some hypotheses derived from Beck s new theoretical conceptualization (the modes theory; A. T. Beck, 1996). This model, characterized by its systemic and integrated approach, constitutes a remarkable development from a linear to a network perspective of the cognitive-emotional-behavioral processes. The new concept of mode, as a composite of schemas (cognitive, emotional, and behavioral) interacting together, is theoretically sound and supported by recent research findings from clinical and experimental sets (see A. T. Beck, 1996, for a revision). Our aim is to develop a new measure specifically created to assess these integrated and interdependent processes in the field of sexuality. The Sexual Modes Questionnaire (SMQ; male and female versions) is a combined measure constituted by three interdependent subscales: automatic thoughts, emotions, and sexual response presented during sexual activity. Psychometric studies showed good reliability and validity results in both versions, and high correlations between several dimensions of the three subscales support the concept of mode and its interactional character. Moreover, the capacity showed by the SMQ to discriminate between sexually functional and dysfunctional subjects and its high correlations with measures of sexual functioning emphasize the role of cognitive-emotional processes on sexual problems, supporting the clinical value of the measure.     

Measuring labour market segmentation for a comparative analysis among countries

This article raises one main question in a comparative analytical exercise between two countries in different continents, Spain and Argentina. To what extent does labour market segmentation generate similar dynamics of structuring of labour inequalities in two countries with different socio-economic contexts and social models, and which aspects are specific to each country? The article is the first an analytical work aimed at comparing European and Latin American countries from the theoretical perspective of labour market segmentation. We set two main objectives. The first was to construct an analysis model to study inequalities in the labour market in comparative terms between Europe and Latin America, taking as a reference Spain and Argentina. To this end, demand and supply variables were combined from an employment perspective. We sought to corroborate the general hypothesis that there is no single labour market that adjusts supply and demand, but that several segments can be expected to structure hierarchical positions in the labour market in line with specific labour supply profiles. We expected to obtain a high correspondence between the employment segments of the two countries, despite the contextual and socio-historical differences. The second objective was to propose a methodology to obtain two synthetic measures of labour market segmentation: first, a categorical measurement through a typology constructed from hierarchical positions and profiles using multivariate techniques (combining multiple correspondence factor analysis [MCA] and cluster analysis [CLA]); and second, a continuous measurement based on the results of factor analysis, resulting in a composite indicator of labour inequality.

     

中国走向全球

全球化的进程需要特定人才的支持。管理是一门国际性的知识,金融模型、会计方法、营销工具或物流和运营手法在全世界都具有共通性。但要在不同的地域及文化环境中运作这一切,就必须具备特定的人才。     

Personal psychological resources,resilience and self-efficacy and their relationship with psychological distress in situations of unemployment / Los recursos psicológicos personales,resiliencia y autoeficacia,y su relación con el malestar psicológico en situaciones de desempleo

According to Hobfoll’s conservation of resources theory (1989), psychological resources such as resilience and self-efficacy could mediate the effects of unemployment on well-being. The objective of this study is to analyse the mediating role of self-efficacy and resilience on the relationship between the amount of time unemployed and psychological distress. A sample of unemployed persons from the Region of Murcia was used (N = 280). With a transversal design and using the macro PROCESS for SPSS (2013), a multiple mediation model is proposed which analyses the mediating role of psychological resources in relation to the amount of time unemployed and self-perceived health. The explained variance of this model is 23.79%. The results show that only self-efficacy partially mediates in the relationship between the two variables (β = .18, SD = 0.06, p < .01). The main contribution of this article is showing that personal psychological resources are an effective tool to cope with life stressors, such as, in this case, unemployment.     

Is the basic life-cycle theory of consumption becoming more relevant? Evidence from Portugal

Review of Economics of the Household - In this paper we report and discuss estimates of life-cycle consumption profiles obtained using microdata for Portuguese households. The estimated profiles...     

Bayesian analysis of the generalized gamma distribution using non-informative priors

The Generalized gamma (GG) distribution plays an important role in statistical analysis. For this distribution, we derive non-informative priors using formal rules, such as Jeffreys prior, maximal data information prior and reference priors. We have shown that these most popular formal rules with natural ordering of parameters, lead to priors with improper posteriors. This problem is overcome by considering a prior averaging approach discussed in Berger et al. [Overall objective priors. Bayesian Analysis. 2015;10(1):189–221]. The obtained hybrid Jeffreys-reference prior is invariant under one-to-one transformations and yields a proper posterior distribution. We obtained good frequentist properties of the proposed prior using a detailed simulation study. Finally, an analysis of the maximum annual discharge of the river Rhine at Lobith is presented.     

Shaping emotional reactions to ethical behaviors: Proactive personality as a substitute for ethical leadership

Due to ethical lapses of leaders, interest in ethical leadership has grown, raising important questions about the responsibility of leaders in ensuring moral and ethical conduct. However, research on ethical leadership has failed to examine the active role that followers' attributes play in enhancing or minimizing the influence of ethical leadership in organizational outcomes. We applied the substitutes for leadership approach (Kerr & Jermier, 1978) to ethical leadership and predicted that proactive personality acts as substitute in the relationship between ethical leadership, workplace emotions and organizational citizenship behaviors (OCBs). Data from two distinct samples offered strong support for the hypotheses. Specifically, we found that ethical leadership was significantly and negatively related to negative workplace emotions when subordinate proactive personality was low, but not when it was high, with consequences for OCBs. These findings suggest that proactive personality constitutes an important moderator on the impact of low ethical leadership on workplace emotions, with consequences for OCBs.