Choosing Prior Hyperparameters: With Applications to Time-Varying Parameter Models

Time-varying parameter models with stochastic volatility are widely used to study macroeconomic and financial data. These models are almost exclusively estimated using Bayesian methods. A common practice is to focus on prior distributions that themselves depend on relatively few hyperparameters such as the scaling factor for the prior covariance matrix of the residuals governing time variation in the parameters. The choice of these hyperparameters is crucial because their influence is sizeable for standard sample sizes. In this article, we treat the hyperparameters as part of a hierarchical model and propose a fast, tractable, easy-to-implement, and fully Bayesian approach to estimate those hyperparameters jointly with all other parameters in the model. We show via Monte Carlo simulations that, in this class of models, our approach can drastically improve on using fixed hyperparameters previously proposed in the literature. Supplementary materials for this article are available online.     

Time‐Space Distanciation: An Interdisciplinary Account of How Culture Shapes the Implicit and Explicit Psychology of Time and Space

The growing body of research on temporal and spatial experience lacks a comprehensive theoretical approach. Drawing on Giddens’ framework, we present time‐space distanciation (TSD) as a construct for theorizing the relations between culture, time, and space. TSD in a culture may be understood as the extent to which (1) time and space are abstracted as separate dimensions and (2) activities are extended and organized across time and space. After providing a historical account of its development, we outline a multi‐level conceptualization of TSD supported by research on cultural differences in the experience of time and space. We impact this conceptualization by examining two ethnographic case studies. We conclude by highlighting future research directions. TSD is an integrative, interdisciplinary, multi level construct with the potential to guide the burgeoning social science of time and space.     

Difference-based Methods for Truncating the Singular Value Decomposition

Given a noisy time series (or signal), one may wish to remove the noise from the observed series. Assuming that the noise-free series lies in some low-dimensional subspace of rank r, a common approach is to embed the noisy time series into a Hankel trajectory matrix. The singular value decomposition is then used to deconstruct the Hankel matrix into a sum of rank-one components. We wish to demonstrate that there may be some potential in using difference-based methods of the observed series in order to provide guidance regarding the separation of the noise from the signal, and to estimate the rank of the low-dimensional subspace in which the true signal is assumed to lie.     

Parameters estimation for weibull distributed lifetimes under progressive censoring with random removeals

This paper considers the estimation problem when lifetimes are Weibull distributed and are collected under a Type-II progressive censoring with random removals, where the number of units removed at each failure time follows a uniform discrete distribution. The expected time of this censoring plan is discussed and compared numerically to that under a Type II censoring without removal. Maximum likelihood estimator of the parameters and their asymptotic variances are derived.     

How Employed Mothers in Australia Find Time for Both Market Work and Childcare

Time use studies find that employed mothers reduce their parental childcare time by much less than an hour for every hour they spend in market work. This paper uses data from the Australian Bureau of Statistics Time Use Survey 1997 (4,059 randomly selected households) to investigate how employed mothers manage to avoid a one-for-one trade-off between work and childcare. It compares the time allocation of employed fathers, employed mothers and non-employed mothers and finds that parents use non-parental childcare to reschedule as well as to replace their own childcare, that employed mothers reschedule activities from weekdays to weekends or to earlier or later in the day, and spend less time than other mothers in housework, childfree leisure and personal care.

Educational assortative mating and time use in the home

This study examines the association between individuals' educational assortative mating and time spent on child care and housework. Focus is put on hypogamous couples, or couples in which wives have more education than their husbands. Relative resources and gender revolution frameworks are considered as contexts to explain why hypogamous couples may share their time differently than other couples. A series of ordinary least squares regressions with population and sampling weights are employed using American Time Use Survey data from 2003 to 2018. Three, separate analyses using relative education, gender, and all educational pairings as the independent variables of interest are presented with child care and housework as the dependent variables. The current findings show that men in hypogamous marriages perform about 10 min more of child care per day on average than their peers in hypergamous and homogamous marriages, and that this comes primarily from basic care activities. This accounts for approximately 43% of the difference between men and women in the average amount of time spent on child care. No clear pattern of significance is apparent comparing individuals’ time spent on housework by relative education, suggesting that housework and child care have evolved differently in the context of gendered domestic responsibilities. Men in hypogamous marriages are more egalitarian in their sharing of child care. However, this is only true for couples in which men have at least a high school diploma and women are highly educated.     

论英语语言使用中的时空美学意义

时间概念和空间概念,与语言的使用有着千丝万缕的联系。就英语语言而论,它在表达、反映现实的过程中,会利用时空上的概念,与现实拉开距离,使人产生种种联想和思维跨越,从而实现相应的美学意义。语言在实现表达功能的同时,传达着重要的美学信息。     

多车场集送一体化车辆调度问题及其遗传算法研究

针对物流配送中的多车场一体化车辆调度问题提出了智能处理方法,采用了基于自然数的一体化配送对路径表示方式,用里程约束来控制车场的插入,以增加惩罚的方式加入时间窗约束。并且根据具体约束情况设计了改进的遗传算法,采用了动态染色体、改进的交叉和变异法、内部扰动和外部扰动等技术,提高了遗传算法的优化效率和优化效果。介绍了此算法的原理,给出了具有一个代表性算例试验结果和结果分析。试验结果表明了此方法对优化有里程和时间窗约束的多车场一体化车辆调度问题的有效性。     

中英文时间表征的对比探析

从时间的似真表征和隐喻表征对比分析可以发现汉语和英语时间表征上的异同。操汉语的人是基于客观真实时间顺序和主观想象时间顺序来构建其句子和概念的,其时间表征多为似真表征方式,英语里虽也有某种程度的似真表征,但说英语的人更多的是依据形态语法和抽象原则来表征时间关系的;时间的隐喻表征在两种语言中既有相同之处也有很大差别,这主要源于不同文化的价值观和认知方式     

A variable-neighbourhood search algorithm for finding optimal run orders in the presence of serial correlation

The responses obtained from response surface designs that are run sequentially often exhibit serial correlation or time trends. The order in which the runs of the design are performed then has an impact on the precision of the parameter estimators. This article proposes the use of a variable-neighbourhood search algorithm to compute run orders that guarantee a precise estimation of the effects of the experimental factors. The importance of using good run orders is demonstrated by seeking D-optimal run orders for a central composite design in the presence of an AR(1) autocorrelation pattern.