Using Analysis of Variance and Factor Analysis for the Reduction of High Dimensional Variation in Time Series of Energy Consumption

Summary: In this paper the complexity of high dimensional data with cyclical variation is reduced using analysis of variance and factor analysis. It is shown that the prediction of a small number of main cyclical factors is more useful than forecasting all the time-points separately as it is usually done by seasonal time series models. To give an example for this approach we analyze the electricity demand per quarter of an hour of industrial customers in Germany. The necessity of such predictions results from the liberalization of the German electricity market in 1998 due to legal requirements of the EC in 1996.     

Has the HIV Epidemic Peaked?

This study reviews the highly diverse regional and country patterns of HIV epidemics and discusses possible causes of the geographic variation in epidemic sizes. Past trends and projections of the epidemics are presented and the peak years of epidemics are estimated. The potential future impact of new prevention technologies is briefly assessed. A final section summarizes the future impact of the epidemic on key demographic variables. The main finding of this analysis is that the HIV epidemic reached a major turning point over the past decade. The peak years of HIV incidence rates are past for all regions, and the peaks of prevalence rates are mostly in the past except in Eastern Europe, where they are expected to peak in 2008. But owing in part to the life‐prolonging effect of antiretroviral therapy and to sustained population growth, the absolute number of infected individuals is expected to keep growing slowly in sub‐Saharan Africa and to remain near current levels worldwide, thus posing a continuing challenge to public health programs. No country is expected to see a decline in its population size between 2005 and 2050 that is attributable to high mortality related to AIDS.     

Delinquency among pathological gamblers: A causal approach

In a comprehensive research project on gamblers in self-help groups in West Germany one object of investigation was the question of whether or not pathological gambling has a criminogenic effect. 54.5% of the 437 members of Gamblers Anonymous interviewed stated that they had committed illegal actions in order to obtain money for gambling. Comparisons of this sub-group with those interviewees who did not admit having committed criminal offences show distinct differences: Those who admitted illegal action were more excessive in their gambling behavior and experienced a higher degree of subjective satisfaction through gambling. They also showed a more pronounced problem behavior and more psychosocial problems because of gambling. A multiple regression within the framework of path analysis was computed in order to explore causal links between pathological gambling and delinquency. The results support the hypothesis that pathological gambling can lead to delinquent behavior. Forensic implications are discussed.This article is a revised version of a paper presented at the Eighth International Conference on Risk and Gambling in London, U.K., August 15–17, 1990.The content and presentation of this article has benefited from the comments of Agnes Roemer, Department of Psychology, University of Bremen.     

Comparing a new technology with its predecessor—Steel making

This paper examines the physical and economic performance of a major innovation in steel making, the Basic Oxygen Furnace, and compares it with the performance of the traditional, open-hearth process. Evaluations are based on actual records from five American plants, covering three different time periods, and are set against engineering and management expectations as to the innovation's effects. Interviews with managers and technical personnel complemented the statistical findings. The analysis considers: how the attractiveness of the innovation was determined ex ante; the relative accuracy of the expected technological and economic expectations; the interactions of the innovation with the surrounding production system; and the objectives of post-installation technical and managerial adaptations.     

Paradoxe Folgen finanzieller Anreize zur Arbeitsaufnahme für die Beschäftigungsstabilität

Financial incentives to work (in-work benefits) are an instrument of labour market policy to motivate the unemployed to re-enter employment. Following neoclassical economic reasoning, such financial incentives should be effective, since the unemployed are expected to maximize financial utility. However, one common empirical finding is that such wage-subsidized employment is rather unstable. Applying Boudons cognitivist model to the ending of wage-subsidized employment the hypotheses are derived that firstly the in-work benefit is interpreted by the employee as a signal for the firm’s violation of the norm of reciprocity and secondly that the employee’s resulting sanctioning behaviour can raise the probability for job terminations. Survey data on in-work benefit recipients is used to test the hypotheses, performing ordered logit and event history analysis in combination with propensity score matching. Results from the empirical analysis support the hypotheses. It is concluded that labour market policy should be based not only on the assumption of economically rational behaviour, if labour market programmes are to be effective.     

Casino Self- and Forced Excluders’ Gambling Behavior Before and After Exclusion

Casino exclusion programs are intended to prevent or limit gambling-related harm. Although previous research showed that self-exclusion is associated with reduced gambling, it remains unknown whether self- and forced excluded subjects show different patterns of gambling behavior and if exclusion from casino gambling affects all gambling activities. The present study retrospectively investigated (1) the role of voluntariness of exclusion for the first time, and (2) general gambling behavior of excluded individuals before and after exclusion. A total of N = 215 casino excluders (self-excluders: n = 187, forced excluders: n = 28) completed an online survey or a face-to-face interview up to 8 years after enrollment. Self- and forced excluders showed similar rates of abstinence (self-excluders: 19.3%, forced excluders: 28.6%) and reduction (self-excluders: 67.4%, forced excluders: 60.7%), even though forced excluders reported a significantly greater initial gambling intensity compared to self-excluders (e.g., pre-exclusion gambling time; self-excluders: 3.2 days/week, forced excluders: 4.3 days/week). Overall, results indicated that 20.5% of excluders stopped all gambling activities and another 66.5% reduced their gambling. Those who continued gambling significantly reduced this behavior in every segment, except for gambling halls. Findings indicate that self- and forced exclusion are associated with similarly reduced gambling behavior, even in non-excluded segments. However, unchanged gambling in gambling halls emphasizes the importance to implement consistent exclusion programs over all gambling segments.     

Penalized regression with correlation-based penalty

A new regularization method for regression models is proposed. The criterion to be minimized contains a penalty term which explicitly links strength of penalization to the correlation between predictors. Like the elastic net, the method encourages a grouping effect where strongly correlated predictors tend to be in or out of the model together. A boosted version of the penalized estimator, which is based on a new boosting method, allows to select variables. Real world data and simulations show that the method compares well to competing regularization techniques. In settings where the number of predictors is smaller than the number of observations it frequently performs better than competitors, in high dimensional settings prediction measures favor the elastic net while accuracy of estimation and stability of variable selection favors the newly proposed method.