Detecting Directionality in Time Series

Abstract

Directionality can be seen in many stationary time series from various disciplines, but it is overlooked when fitting linear models with Gaussian errors. Moreover, we cannot rely on distinguishing directionality by comparing a plot of a time series in time order with a plot in reverse time order. In general, a statistical measure is required to detect and quantify directionality. There are several quite different qualitative forms of directionality, and we distinguish: rapid rises followed by slow recessions; rapid increases and rapid decreases from the mean followed by slow recovery toward the mean; directionality above or below some threshold; and intermittent directionality. The first objective is to develop a suite of statistical measures that will detect directionality and help classify its nature. The second objective is to demonstrate the potential benefits of detecting directionality. We consider applications from business, environmental science, finance, and medicine. Time series data are collected from many processes, both natural and anthropogenic, by a wide range of organizations, and directionality can easily be monitored as part of routine analysis. We suggest that doing so may provide new insights to the processes.     

A PLAGUE ON THE PANOPTICON: Surveillance and power in the global information economy

With technological advances in data-manipulation, the increased 'informability' of our daily lives and the potential for social management, surveillance has become a key site for understanding the workings of power within the global informational economy. Jeremy Bentham's Panopticon has, courtesy of Foucault, become a dominant metaphor in surveillance studies. This central eye, aimed at the moral reform of institutionalized bodies and operating through a de facto closure of individual agency, tends to limit our conception of the complex ways surveillance serves and disrupts power. Through analysis of commercial and workplace surveillance, this paper shows that power is contested and agency never completely closed down. To comprehend this negotiated relationship, an alternative framework - 'plague management' - is presented. This envisions surveillance within a social setting operated by multiple agents who themselves are open to the gaze of those surveyed. The aim of this project is to categorize rather than to reform and cure, and moreover space is available for resistance. On the global scale, new technologies have opened up space for informal, local surveillances to be effectively linked to media and Internet audiences. These 'surveillance networks', informal alliances of a variety of actors, have the potential to radically alter orthodox relations of power by evading the information controls of the state and connecting a local gaze with the global community. This paper concludes that although surveillance studies has rightly been concerned with the control capacities of IT, a balance must be actively sought with the facilitative, enabling and even democratic impulses nascent in the new technology.     

Piece rates and workplace injury: Does survey evidence support Adam Smith?

While piece rates are routinely associated with higher productivity and wages, they can also generate unanticipated effects. Using cross-country European data, we provide among the first general survey evidence of a strong link between piece rates and workplace injury. Despite controls for workplace hazards, job characteristics and worker effort, piece rates workers suffer a 5 percentage point greater likelihood of injury. This remains despite attempts to control for endogeneity and heterogeneity. As piece rate wage premium estimates rarely control for injury likelihood, this raises the specter that part of that premium reflects a compensating wage differential for risk of injury.     

Perceptions of Intimate Partner Violence,Age, and Self-Enhancement Bias

Educational programs in human service professions such as social work, criminal justice, psychology, and public administration stress the importance of recognizing domestic/intimate partner violence as well as elder abuse. Students' abilities to recognize domestic violence in older couples have not been well-investigated. In this study, three vignettes were developed (Pat and Lee at age 75, Pat and Lee at age 30, Imagine yourself with Lee at age 75) in which intimate partner violence was perpetrated by the character Lee. Twenty-five items followed each vignette. When the variables of educational standing (graduate/undergraduate), ethnicity, and academic major were controlled, there were significant differences between the vignettes in 14 of 25 items (General Linear Model, F = 1.552, df = 50, p = .012). More than three out of four respondents for each vignette identified this as domestic violence and believed there was potential for serious harm. However, respondents were less likely to believe that a 75-year-old partner would know when to terminate a relationship in which there was intimate partner violence. Respondents who were asked to imagine themselves with Lee at 75 were likely to perceive Lee as more dangerous than respondents for the other vignettes. Implications are considered for educators.     

Getting Beyond the Productivity Gap

Although contemporary definitions of scholarship describe diverse activities through which faculty develop, verify, and advance knowledge of their profession, evaluations of social work program productivity have continued to emphasize the quantity of full-length articles published in selected social work journals. For this study, the authors applied a conceptual framework based on the intended audience and the function of over 1,700 articles and book reviews published from 1990-1993 by faculty of professorial rank at 45 social work doctoral programs. Hierarchical cluster analysis revealed four qualitatively distinct patterns of scholarly productivity, none of which was associated with quantitative productivity. Implications for social work practice and for knowledge development are identified and discussed.     

To War or Not? Engaging Middle School Students in an Ongoing Online Discussion

In seeking to prepare students to be “citizens of a culturally diverse, democratic society in an interdependent world,” teachers engage students in live, online discussions about what justifies war, while at the same time grappling with the requirements to teach the memorization of people, places and isolated events. Teachers and a university professor worked to teach students to think inductively about the justification of war, a theme found in most history curricula.     

The social lives of handmade things: configuring value in post‐apartheid South Africa

Taking Arjun Appadurai’s suggestive argument about the ‘social lives’ of things as its starting point, this paper traces the pathways of two commodities for sale in South Africa: a pottery bowl and a resin spoon. Both these objects acquire their value in part from the quality of being handmade. The aim of this paper is not to demystify the claim to value made by either the pottery bowl or the resin spoon, nor to judge one or the other as the more ‘authentic’ expression of a resistance to the contemporary reifications of the everyday. Instead, it explores a family resemblance between these two objects and traces the way in which, within contemporary global ‘regimes of value’, what is handmade acquires value. If, as Jean and John Comaroff suggest, neo‐liberalism ideologically constructs a world of increasing abstraction, the trajectories of these two objects reveal how both locality and work return in an attenuated form as attributes of commodities.     

Private property and the problem of the miraculous: the kramats and the city of Cape Town

This paper seeks to explore the place of kramats the graves of Muslim saints or Auliyah – in the landscape of contemporary Cape Town. The kramat sites have been proclaimed as heritage sites because of their importance as tangible signs of Islam at the Cape. At the same time, the process of the kramats becoming heritage sites has contained moments of intense, often sensational, public contestation. Offering a reading of the discourses surrounding two contested kramats in Cape Town, this paper explores the way kramats mark out a miraculous space in the prosaic modern city and introduce into the post-apartheid evaluation of heritage, alternative conceptions of space and notions of temporality. They are sites of impossibility where, it is claimed, the laws of nature themselves are interrupted to mark the intangible particularities of the site. This paper explores what happens when this miraculous space is subject to the demands of private property and municipal law and the conflicts that arise from this collision of different conceptual and experiential modalities. It considers the effects of the entanglement of legend and history that result from the production of these sites as heritage in a market-driven economy.