Exponential smoothing: Estimation by maximum likelihood

In this paper several forecasting methods based on exponential smoothing with an underlying seasonal autoregressive-moving average (SARIMA) model are considered. The relations between the smoothing constants and the coefficients of the autoregressive and moving average polynomials are used. On that basis, a maximum likelihood procedure for parameter estimation is described. The approach rules out the need for initial smoothed values. Prediction intervals are also obtained as a by-product of the approach and a fast algorithm for implementing the method is outlined.     

Exponential smoothing: The state of the art

This paper is a critical review of exponential smoothing since the original work by Brown and Holt in the 1950s. Exponential smoothing is based on a pragmatic approach to forecasting which is shared in this review. The aim is to develop state-of-the-art guidelines for application of the exponential smoothing methodology. The first part of the paper discusses the class of relatively simple models which rely on the Holt-Winters procedure for seasonal adjustment of the data. Next, we review general exponential smoothing (GES), which uses Fourier functions of time to model seasonality. The research is reviewed according to the following questions. What are the useful properties of these models? What parameters should be used? How should the models be initialized? After the review of model-building, we turn to problems in the maintenance of forecasting systems based on exponential smoothing. Topics in the maintenance area include the use of quality control models to detect bias in the forecast errors, adaptive parameters to improve the response to structural changes in the time series, and two-stage forecasting, whereby we use a model of the errors or some other model of the data to improve our initial forecasts. Some of the major conclusions: the parameter ranges and starting values typically used in practice are arbitrary and may detract from accuracy. The empirical evidence favours Holt's model for trends over that of Brown. A linear trend should be damped at long horizons. The empirical evidence favours the Holt-Winters approach to seasonal data over GES. It is difficult to justify GES in standard form–the equivalent ARIMA model is simpler and more efficient. The cumulative sum of the errors appears to be the most practical forecast monitoring device. There is no evidence that adaptive parameters improve forecast accuracy. In fact, the reverse may be true.     

Exponential smoothing of seasonal data: a comparison

A parsimonious method of exponential smoothing is introduced for time series generated from a combination of local trends and local seasonal effects. It is compared with the additive version of the Holt–Winters method of forecasting on a standard collection of real time series. Copyright © 2001 John Wiley & Sons, Ltd.     

Some comments on the initialization of exponential smoothing

It is shown that the traditional choice for the initial smoothed statistics in general exponential smoothing leads to the same forecasts as the equivalent ARIMA model, provided that one uses zero starting values for the initial shocks. In addition, an initialization which uses ‘backforecasts’ as initial smoothed statistics is considered, and its relationship to unconditional least squares is explored.     

The impact of forecasting methodology on the accuracy of national population forecasts: evidence from the Netherlands and Czechoslovakia

"This study considers the accuracy of national population forecasts of the Netherlands and the Czechoslovak Socialist Republic.... We look at the demographic components employed in each forecast, the procedure to extrapolate fertility and the level at which assumptions for each component are formulated. Errors in total population size, fertility, mortality and foreign migration, and age structure are considered. We discuss trends in errors and methodology since 1950 and compare the situations in the two countries. The findings suggest that methodology has only a very limited impact on the accuracy of national population forecasts."     

Analysis and prediction of the population in Spain: 1910-2000

"The starting hypothesis of this paper was the actual occurrence of important interactions between demographic and socio-economic factors when trying to reach population forecasts that may be more efficient than those obtained by mere extrapolative methods. In order to be able to implement this approach to the Spanish case it has been necessary to reconstruct first the Spanish population series by age and sex groups from 1910 to 1980. Later, we proceed to obtain population forecasts using alternative modeling strategies and comment on the potential problems that the new demographic situation may have for future public policy."     

Making sense of Day 1 of the Two New Sciences: Galileo’s Aristotelian-inspired agenda and his Jesuit readers

This study proposes an explanation for the choice of topics Galileo addressed in Day 1 of his 1638 Two New Sciences, a section of the work which has long puzzled historians of science. I argue that Galileo’s agenda in Day 1, that is the topics he discusses and the questions he poses, was shaped by contemporary teaching commentaries on Books 3 through 8 of Aristotle’s Physics. Building on the insights and approach of theorists of reader reception, I confirm this interpretation by examining the response of professors of natural philosophy at the Jesuit Collegio Romano to Galileo’s text.     

Walls of resonance: Institutional history and the buildings of the University of Manchester

The built environments of universities are useful for telling stories about their development. Exteriors – walls, windows, doorways, the relative positioning of different facilities – are particularly suited to broad institutional narratives: the rise and decline of scientific disciplines, for instance, or the institution’s changing relationship with benefactors and the wider public. Exteriors are also conveniently accessible to public audiences.This paper explores the possibilities through the case of the University of Manchester. The approach is in a sense the converse of industrial archaeology, which seeks to understand the functioning of a site from what survives of its material form: here, we have begun with knowledge gained largely from document sources, and aim to bring it to life for visitors by pointing to the material consequences. Connecting doors and architectural symmetries illustrate founding unifications and alliances; infilling and glassing-over, constrained expansion; grand but obscured frontages, displaced priorities.Populating the site with accounts of its lived existence is a powerful tool to communicate history, but it is important not to create an ‘official’ memorialisation: audiences often know the site at first hand, and may question any received version. I conclude by calling for a reflexive treatment, mapping the histories of the stories themselves.     

Inductive reasoning in the context of discovery: Analogy as an experimental stratagem in the history and philosophy of science

Building on Norton's “material theory of induction,” this paper shows through careful historical analysis that analogy can act as a methodological principle or stratagem, providing experimentalists with a useful framework to assess data and devise novel experiments. Although this particular case study focuses on late eighteenth and early nineteenth-century experiments on the properties and composition of acids, the results of this investigation may be extended and applied to other research programs. A stage in-between what Steinle calls “exploratory experimentation” and robust theory, I argue that analogy encouraged research to substantiate why the likenesses should outweigh the differences (or vice versa) when evaluating results and designing experiments.     

Aristotle, Copernicus, Bruno: centrality, the principle of movement and the extension of the Universe

This paper¹ studies the different conceptions of both centrality and the principle or starting point of motion in the Universe held by Aristotle and later on by Copernicanism until Kepler and Bruno. According to Aristotle, the true centre of the Universe is the sphere of the fixed stars. This is also the starting point of motion. From this point of view, the diurnal motion is the fundamental one. Our analysis gives pride of place to De caelo II, 10, a chapter of Aristotle’s text which curiously allows an ‘Alpetragian’ reading of the transmission of motion.In Copernicus and the Copernicans, natural centrality is identified with the geometrical centre and, therefore, the Sun is acknowledged as the body through which the Deity acts on the world and it also plays the role of the principle and starting point of cosmic motion. This motion, however, is no longer diurnal motion, but the annual periodical motion of the planets. Within this context, we pose the question of to what extent it is possible to think that, before Kepler, there is a tacit attribution of a dynamic or motive role to the Sun by Copernicus, Rheticus, and Digges.For Bruno, since the Universe is infinite and homogeneous and the relationship of the Deity with it is one of indifferent presence everywhere, the Universe has no absolute centre, for any point is a centre. By the same token, there is no place that enjoys the prerogative of being—as being the seat of God—the motionless principle and starting point of motion.     

The geometry of knowledge: Lewis, Becker, Carnap and the formalization of philosophy in the 1920s

On an ordinary view of the relation of philosophy of science to science, science serves only as a topic for philosophical reflection, reflection that proceeds by its own methods and according to its own standards. This ordinary view suggests a way of writing a global history of philosophy of science that finds substantially the same philosophical projects being pursued across widely divergent scientific eras. While not denying that this view is of some use regarding certain themes of and particular time periods, this essay argues that much of the epistemology and philosophy of science in the early twentieth century in a variety of projects (neo-Kantianism, logical empiricism, pragmatism, phenomenology) looked to the then current context of the exact sciences, especially geometry and physics, not merely for its topics but also for its conceptual resources and technical tools. This suggests a more variable project of philosophy of science, a deeper connection between early twentieth-century philosophy of science and its contemporary science, and a more interesting and richer history of philosophy of science than is ordinarily offered.     

Symmetry, asymmetry, and the real possibility of radical change: reply to Kochan

In his critique of my book Heidegger and Marcuse, Jeff Kochan (2006) asserts that I am committed to the possibility of private knowledge, transcendent truths, and individualism. In this reply I argue that he has misinterpreted my analysis of the Challenger disaster and Marcuse’s work. Because I do not dismiss Roger Boisjoly’s doubts about the Challenger launch, Kochan believes that I have abandoned a social concept of knowledge for a reliance on the private knowledge of a single individual. In fact, I consider Boisjoly’s observations just as social, if not as scientific, as the results of rigorous scientific study. Kochan’s reliance on a principle of symmetry derived from science studies to explain such politically charged technological controversies tends to mask the role of power and ideology in social life. Kochan interprets Marcuse as a failed Heideggerian who regresses from Heidegger’s social conception of human being to traditional individualism. I am accused of sharing this view. This interpretation overlooks the importance of the Hegelian–Marxist category of ‘real possibility’ in Marcuse’s work and so mistakes his critique of conformist politics for individualist romanticism. Marcuse always attempted to ground radical opposition in a community of struggle without abandoning the heritage of a long critical tradition. This view I willingly share.     

French historical epistemology: Discourse,concepts, and the norms of rationality

In recent years, analytic philosophers have begun to recognize the value of the French school of historical epistemology (as embodied by figures such as Jean Cavaillès, Gaston Bachelard, Georges Canguilhem, and Michel Foucault) for contemporary debates in the history and philosophy of science. This tradition, which some characterize as a ‘French’ approach to the philosophy of science, however, remains largely un-read by mainstream philosophers of science. This article offers an interpretation of this tradition, highlighting what the author takes to be its two central features: (i) its claim that scientific discourse is the object of epistemology and (ii) its claim that scientific concepts are the building blocks of scientific discourse.     

Copernicus and Fracastoro: the dedicatory letters to Pope Paul III, the history of astronomy, and the quest for patronage

Copernicus’s De revolutionibus (1543) and Girolamo Fracastoro’s Homocentrica (1538) were both addressed to Pope Paul III (1534-1549). Their dedicatory letters represent a rhetorical exercise in advocating an astronomical reform and an attempt to obtain the papal favour. Following on from studies carried out by Westman (1990) and Barker & Goldstein (2003), this paper deals with cultural, intellectual and scientific motives of both texts, and aims at underlining possible relations between them, such as that Copernicus knew of Fracastoro’s Homocentrica, and that at least part of the rhetorical strategy laid out in De revolutionibus’s dedicatory letter can be read as a sophisticated response to Fracastoro’s arguments.     

Conformational stability and basal metabolic rate: Reexamination of the case of myoglobin

Summary The free energy of unfolding of several myoglobins from different animal species has been determined from their denatunation pattern by using the ligand binding model. The results indicate that no simple correlation exists between the free energy of unfolding of myoglobin and the basal metabolic rate of the animal species from which the myoglobin was isolated     

Limited proteolysis of lactate dehydrogenase from procine heart with trypsin: Characterization and reactivation of the fragments

Summary The ternary complex formed by native lactate dehydrogenase (LDH) from porcine heart, NAD⁺ and sulfite, was digested with trypsin over a period of 12–16 h³. After removal of the ligands and residual native lactate dehydrogenase by ion exchange chromatography dimers were obtained which were almost inactive. The dimers were lacking a hexapeptide at the N-terminus; however, the secondary structure was the same as that of native lactate dehydrogenase. The circular dichroism spectra showed a dependence on temperature which suggested an equilibrium of two different structural states.The reaction of antibodies against native porcine heart LDH with the dimers restored the catalytic activity, and subsequently the dimers behaved similarly to the native enzyme. Addition of 1 M phosphate or NAD-sulfite to the dimers restored 80–90% of the catalytic activity. It could be demonstrated that the behaviour of the reactivated dimers, in contrast to that of the inactive dimers, was similar to the behaviour of native lactate dehydrogenase. For instance, ultracentrifugal analysis showed that dimers reactivated with NAD–SO₃ ^– were associated to give tetramers.The reaction of antibodies against native LDH with the dimers reactivated with NAD–SO ₃ ^– demonstrated that the native LDH and the dimers have the same surface determinants.     

A tale of three theories: Feyerabend and Popper on progress and the aim of science

In this paper, three theories of progress and the aim of science are discussed: (i) the theory of progress as increasing explanatory power, advocated by Popper in The logic of scientific discovery (1935/1959); (ii) the theory of progress as approximation to the truth, introduced by Popper in Conjectures and refutations (1963); (iii) the theory of progress as a steady increase of competing alternatives, which Feyerabend put forward in the essay “Reply to criticism. Comments on Smart, Sellars and Putnam” (1965) and defended as late as the last edition of Against method (1993). It is argued that, contrary to what Feyerabend scholars have predominantly assumed, Feyerabend's changing attitude towards falsificationism—which he often advocated at the beginning of his career, and vociferously attacked in the 1970s and 1980s—must be explained by taking into account not only Feyerabend's very peculiar view of the aim of science, but also Popper's changing account of progress.     

Preliminary data and econometric forecasting: an application with the Bank of Italy Quarterly Model

This paper discusses the use of preliminary data in econometric forecasting. The standard practice is to ignore the distinction between preliminary and final data, the forecasts that do so here being termed naïve forecasts. It is shown that in dynamic models a multistep‐ahead naïve forecast can achieve a lower mean square error than a single‐step‐ahead one, as it is less affected by the measurement noise embedded in the preliminary observations. The minimum mean square error forecasts are obtained by optimally combining the information provided by the model and the new information contained in the preliminary data, which can be done within the state space framework as suggested in numerous papers. Here two simple, in general suboptimal, methods of combining the two sources of information are considered: modifying the forecast initial conditions by means of standard regressions and using intercept corrections. The issues are explored using Italian national accounts data and the Bank of Italy Quarterly Econometric Model. Copyright © 2006 John Wiley & Sons, Ltd.     

Visual legitimisation of astronomy in the sixteenth and seventeeth centuries: Atlas, Hercules and Tycho’s nose

Images of the virtuous hero Hercules and the crowned King Atlas offered considerable potential for legitimising the new astronomy of the sixteenth and seventeenth centuries. The accomplishments of Hercules, a seeker after virtue, with his exceptional learning, his role as disseminator of knowledge, his significance as an example of ideal manhood and, in addition to all, his achievement of immortality, invited comparison with the endeavours of astronomers. Throughout the sixteenth and seventeenth centuries, Hercules and Atlas appear as the spiritual authorities of the discipline, and each was called into use to symbolise both the old and the new astronomy. Both figures embodied qualities that were decisive in struggles for patronage: they were politicised, especially Hercules, and used to legitimise claims to power.