In this paper, we present a new technique, called Stream Projected Outlier deTector (SPOT), to deal with outlier detection problem in high-dimensional data streams. SPOT is unique in a number of aspects. First, SPOT employs a novel window-based time model and decaying cell summaries to capture...

En este documento se propone una base de datos constituida por índices de condiciones económicas semanales para los 50 estados de Estados Unidos, que se remonta a 1987. Los índices propuestos se obtienen mediante modelos de factores dinámicos de frecuencia mixta con variables semanales,...

There has been recent interest in the implications of expectations about changesin future fundamentals for the business cycle. This dissertation is broadly concernedwith the identifcation and study of so-called "news shocks" about future productivity.The effects of news shocks shed light on...