Prospects for a new account of time reversal

In this paper I draw the distinction between intuitive and theory-relative accounts of the time reversal symmetry and identify problems with each. I then propose an alternative to these two types of accounts that steers a middle course between them and minimizes each account׳s problems. This new account of time reversal requires that, when dealing with sets of physical theories that satisfy certain constraints, we determine all of the discrete symmetries of the physical laws we are interested in and look for involutions that leave spatial coordinates unaffected and that act consistently across our physical laws. This new account of time reversal has the interesting feature that it makes the nature of the time reversal symmetry an empirical feature of the world without requiring us to assume that any particular physical theory is time reversal invariant from the start. Finally, I provide an analysis of several toy cases that reveals differences between my new account of time reversal and its competitors.     

The use of the information-theoretic entropy in thermodynamics

When considering controversial thermodynamic scenarios such as Maxwell's demon, it is often necessary to consider probabilistic mixtures of macrostates. This raises the question of how, if at all, to assign entropy to them. The information-theoretic entropy is often used in such cases; however, no general proof of the soundness of doing so has been given, and indeed some arguments against doing so have been presented. We offer a general proof of the applicability of the information-theoretic entropy to probabilistic mixtures of macrostates that is based upon a probabilistic generalisation of the Kelvin statement of the second law. We defend the latter and make clear the other assumptions on which our main result depends. We also briefly discuss the interpretation of our result.     

ARIMA model building and the time series analysis approach to forecasting

This paper reviews the approach to forecasting based on the construction of ARIMA time series models. Recent developments in this area are surveyed, and the approach is related to other forecasting methodologies.     

Forecasting contemporaneous aggregates and the combination of forecasts: The case of the U.K. monetary aggregates

A number of papers in recent years have investigated the problems of forecasting contemporaneously aggregated time series and of combining alternative forecasts of a time series. This paper considers the integration of both approaches within the example of assessing the forecasting performance of models for two of the U.K. monetary aggregates, £M3 and MO. It is found that forecasts from a time series model for aggregate £M3 are superior to aggregated forecasts from individual models fitted to either the components or counterparts of £M3 and that an even better forecast is obtained by forming a linear combination of the three alternatives. For MO, however, aggregated forecasts from its components prove superior to either the forecast from the aggregate itself or from a linear combination of the two.     

Why do EMD‐based methods improve prediction? A multiscale complexity perspective

Empirical mode decomposition (EMD)‐based ensemble methods have become increasingly popular in the research field of forecasting, substantially enhancing prediction accuracy. The key factor in this type of method is the multiscale decomposition that immensely mitigates modeling complexity. Accordingly, this study probes this factor and makes further innovations from a new perspective of multiscale complexity. In particular, this study quantitatively investigates the relationship between the decomposition performance and prediction accuracy, thereby developing (1) a novel multiscale complexity measurement (for evaluating multiscale decomposition), (2) a novel optimized EMD (OEMD) (considering multiscale complexity), and (3) a novel OEMD‐based forecasting methodology (using the proposed OEMD in multiscale analysis). With crude oil and natural gas prices as samples, the empirical study statistically indicates that the forecasting capability of EMD‐based methods is highly reliant on the decomposition performance; accordingly, the proposed OEMD‐based methods considering multiscale complexity significantly outperform the benchmarks based on typical EMDs in prediction accuracy.     

Minimum variance prediction of bilinear time series: Direct and adaptive versions

Bilinear models of time series are considered. Minimum variance predictor for bilinear time series, homogeneous in the input and output, is proposed. Results of minimum variance prediction of bilinear time series are included. They are compared to the results of linear prediction of bilinear time series. A minimum variance prediction algorithm for bilinear time series of the general form is developed and an adaptive version of minimum variance algorithm is derived.     

The epistemological virtues of assumptions: towards a coming of age of Boltzmann and Meinong’s objections to ‘the prejudice in favour of the actual’?

Two complementary debates of the turn of the nineteenth and twentieth century are examined here: the debate on the legitimacy of hypotheses in the natural sciences and the debate on intentionality and ‘representations without object’ in philosophy. Both are shown to rest on two core issues: the attitude of the subject and the mode of presentation chosen to display a domain of phenomena. An orientation other than the one which contributed to shape twentieth-century philosophy of science is explored through the analysis of the role given to assumptions in Boltzmann’s research strategy, where assumptions are contrasted to hypotheses, axioms, and principles, and in Meinong’s criticism of the privileged status attributed to representations in mental activities. Boltzmann’s computational style in mathematics and Meinong’s criticism of the confusion between representation and judgment give prominence to an indirect mode of presentation, adopted in a state of suspended belief which is characteristic of assumptions and which enables one to grasp objects that cannot be reached through direct representation or even analogies. The discussion shows how assumptions and the movement to fiction can be essential steps in the quest for objectivity. The conclusion restates the issues of the two debates in a contemporary perspective and shows how recent developments in philosophy of science and philosophy of language and mind can be brought together by arguing for a twofold conception of reference.     

Statistical mechanics and thermodynamics: A Maxwellian view

One finds, in Maxwell's writings on thermodynamics and statistical physics, a conception of the nature of these subjects that differs in interesting ways from the way they are usually conceived. In particular, though—in agreement with the currently accepted view—Maxwell maintains that the second law of thermodynamics, as originally conceived, cannot be strictly true, the replacement he proposes is different from the version accepted by most physicists today. The modification of the second law accepted by most physicists is a probabilistic one: although statistical fluctuations will result in occasional spontaneous differences in temperature or pressure, there is no way to predictably and reliably harness these to produce large violations of the original version of the second law. Maxwell advocates a version of the second law that is strictly weaker; the validity of even this probabilistic version is of limited scope, limited to situations in which we are dealing with large numbers of molecules en masse and have no ability to manipulate individual molecules. Connected with this is his conception of the thermodynamic concepts of heat, work, and entropy; on the Maxwellian view, these are concept that must be relativized to the means we have available for gathering information about and manipulating physical systems. The Maxwellian view is one that deserves serious consideration in discussions of the foundation of statistical mechanics. It has relevance for the project of recovering thermodynamics from statistical mechanics because, in such a project, it matters which version of the second law we are trying to recover.     

The “dynamics” of Leibnizian relationism: Reference frames and force in Leibniz's plenum

This paper explores various metaphysical aspects of Leibniz's concepts of space, motion, and matter, with the intention of demonstrating how the distinctive role of force in Leibnizian physics can be used to develop a theory of relational motion using privileged reference frames. Although numerous problems will remain for a consistent Leibnizian relationist account, the version developed within our investigation will advance the work of previous commentators by more accurately reflecting the specific details of Leibniz's own natural philosophy, especially his handling of the dynamical interactions of plenum bodies.     

Awareness and use of forecasting techniques in british industry

The paper summarizes results of a mail survey of the use of formal forecasting techniques in British manufacturing companies. It appraises the state of awareness of particular techniques and the extent to which they are used in various functional applications. The extent to which the forecasts generated by the techniques influence company action is assessed; and the reasons for the non-use of particular techniques examined. The paper concludes that although an increasing number of companies appreciate the importance of forecasting, the methods used are predominantly naïve and few companies are taking steps to improve the situation through using alternative techniques or through computerizing established techniques.     

The accuracy of extrapolation methods; an automatic box–jenkins package sift

Hill and Woodworth (1980) proposed an algorithm suitable for identifying Box–Jenkins models automatically without reliance on the investigator. This paper first reviews the method. It is then used on the 111 series analysed by Anderson in the Makridakis forecasting competition. The results show that the automatic method of Hill and Woodworth is comparable in terms of accuracy to the full Box–Jenkins identification procedure.     

How to tell causes from effects: Kant’s causal theory of time and modern approaches

I attempt a reconstruction of Kant’s version of the causal theory of time that makes it appear coherent. Two problems are at issue. The first concerns Kant’s reference to reciprocal causal influence for characterizing simultaneity. This approach is criticized by pointing out that Kant’s procedure involves simultaneous counterdirected processes—which seems to run into circularity. The problem can be defused by drawing on instantaneous processes such as the propagation of gravitation in Newtonian mechanics. Another charge of circularity against Kant’s causal theory was leveled by Schopenhauer. His objection was that Kant’s approach is invalidated by the failure to deliver non-temporal criteria for distinguishing between causes and effects. I try to show that the modern causal account has made important progress toward a successful resolution of this difficulty. The fork asymmetry, as based on Reichenbach’s principle of the common cause, provides a means for the distinction between cause and effect that is not based on temporal order (if some preconditions are realized).     

Taking times out: Tense logic as a theory of time

Ulrich Meyer’s book The Nature of Time uses tense logic to argue for a ‘modal’ view of time, which replaces substantial times (as in Newton’s Absolute Time) with ‘ersatz times’ constructed using conceptually basic tense operators. He also argues against Bertrand Russell’s relationist theory, in which times are classes of events, and against the idea that relativity compels the integration of time and space (called by Meyer the Inseparability Argument). I find fault with each of these negative arguments, as well as with Meyer’s purported reconstruction of empty spacetime from tense operators and substantial spatial points. I suggest that Meyer’s positive project is best conceived as an elimination of time in the mode of Julian Barbour's The End of Time.     

Intervening on time derivatives

Interventionism analyses causal influence in terms of correlations of changes under a distribution of interventions. But the correspondence between correlated changes and causal influence is not obvious. I probe its plausibility with a problem-case involving variables related as time derivative (velocity) to integral (position), such that the latter variable must change given an intervention on the former unless dependencies are introduced among the testing and controlling interventions. Under the orthodox criteria such interventions will fail to be appropriate for causal analysis. I consider various alternatives, including permitting control interventions to be chancy, restricting the available models and mitigating variation of off-path variables. None of these work. I then present a fourth suggestion which modifies the interventionist criteria in order to permit interventions which can influence other variables than just their own targets. The correspondence between correlated changes and causal influence can thereby saved when dependencies are introduced among such interventions. This modification and the required dependencies, I argue, are perfectly in line with practice and may also assist in a wider class of cases.     

Application of intervention analysis to a road fatality series in ontario

Effect of an intervention on a road fatality time series is studied using (i) the usual intervention analysis of Box and Tiao (1975), and (ii) CUSUM charts for the one-step-ahead forecast errors. It is shown that the seat belt and speed limit legislations of the Ontario Government had some impact in bringing down the road toll level.     

交通流宏微观参数关系方程组实证分析

本文以James H．Banks关于平均时间间隔的研究为基础,提出交通流宏微观参数关系方程组,理论上较全面地描述两类交通参数的关系;应用实测交通数据对该方程组进行数据实证。分析表明,使用关系方程组产生的偏差不仅与统计时间间隔有关,而且与检测点的位置、交通状态相关。通过分析关系方程组的推导可知,偏差源于两个等式在理论上与实际运用中的不同。     

TD_LTE移动终端NC系统VAD模块的改进和实现

经过详细研究信号和噪声时频域的不同特性,提出了一种改进的VAD算法。改进前的VAD算法是一种静态的语音停顿周期检测算法,在信噪比很低时,检测性能变差;改进后的VAD算法在信号的全频带,低频带和高频带动态跟踪信号的短时功率包络,多次门限比较后,当出现语音停顿周期时,将做出基于帧的判决。为了验证改进VAD算法在TD_LTE手机NC系统中的应用能力,测试了在不同噪声、不同信噪比情况下的NC系统指标,并与传统NC系统做了比较。经评测,含新VAD算法的改进后NC算法能提高信噪比,并帮助TD_LTE移动终端顺利通过入网测试。     

Optimal conditional ARIMA forecasts

An optimal univariate forecast, based on historical and additional information about the future, is obtained in this paper. Its statistical properties, as well as some inferential procedures derived from it, are indicated. Two main situations are considered explicitly: (1) when the additional information imposes a constraint to be fulfilled exactly by the forecasts and (2) when the information is only a conjecture about the future values of the series or a forecast from an alternative model. Theoretical and empirical illustrations are provided, and a unification of the existing methods is also attempted.