Abstract: This paper is to explore the relationship and the level
of stock market integration of the Asian countries, primarily
concentrating on Malaysia, Thailand, Indonesia, and South Korea,
with the world from January 1997 to December 2009. The degree of
short-run and long-run stock market integration of those Asian
countries are analyzed in order to determine the significance of series
of regional and world financial crises, liberalization policies and
other financial reforms in influencing the level of stock market
integration. To test for cointegration, this paper applies coefficient
correlation, univariate regression analyses, cointegration tests, and
vector autoregressive models (VAR) by using the four Asian stock
markets main indices and the MSCI World index. The empirical
findings from this work reveal that there is no long-run stock market
integration for the four countries and the world market. However,
there is short run integration.
Abstract: The linear methods of heart rate variability analysis
such as non-parametric (e.g. fast Fourier transform analysis) and
parametric methods (e.g. autoregressive modeling) has become an
established non-invasive tool for marking the cardiac health, but their
sensitivity and specificity were found to be lower than expected with
positive predictive value
Abstract: Numerous divergence measures (spectral distance, cepstral
distance, difference of the cepstral coefficients, Kullback-Leibler
divergence, distance given by the General Likelihood Ratio, distance
defined by the Recursive Bayesian Changepoint Detector and the
Mahalanobis measure) are compared in this study. The measures are
used for detection of abrupt spectral changes in synthetic AR signals
via the sliding window algorithm. Two experiments are performed;
the first is focused on detection of single boundary while the second
concentrates on detection of a couple of boundaries. Accuracy of
detection is judged for each method; the measures are compared
according to results of both experiments.
Abstract: This article presents the results using a parametric approach and a Wavelet Transform in analysing signals emitting from the sperm whale. The extraction of intrinsic characteristics of these unique signals emitted by marine mammals is still at present a difficult exercise for various reasons: firstly, it concerns non-stationary signals, and secondly, these signals are obstructed by interfering background noise. In this article, we compare the advantages and disadvantages of both methods: Auto Regressive models and Wavelet Transform. These approaches serve as an alternative to the commonly used estimators which are based on the Fourier Transform for which the hypotheses necessary for its application are in certain cases, not sufficiently proven. These modern approaches provide effective results particularly for the periodic tracking of the signal's characteristics and notably when the signal-to-noise ratio negatively effects signal tracking. Our objectives are twofold. Our first goal is to identify the animal through its acoustic signature. This includes recognition of the marine mammal species and ultimately of the individual animal (within the species). The second is much more ambitious and directly involves the intervention of cetologists to study the sounds emitted by marine mammals in an effort to characterize their behaviour. We are working on an approach based on the recordings of marine mammal signals and the findings from this data result from the Wavelet Transform. This article will explore the reasons for using this approach. In addition, thanks to the use of new processors, these algorithms once heavy in calculation time can be integrated in a real-time system.