**Eldorado**

Resources for and from Research, Teaching and Studying

### Recent Submissions

We introduce a set of new Value-at-Risk independence backtests by establishing a connection between the independence property of Value-at-Risk forecasts and the extremal index, a general measure of extremal clustering of stationary sequences. We introduce a sequence of relative excess returns whose extremal index has to be estimated. We compare our backtest to both popular and recent competitors using Monte-Carlo simulations and find considerable power in many scenarios. In an applied s...

One way to reduce emissions from the consumption of electricity is switching to green electricity suppliers. This paper identifies the determinants of adopting green electricity and the effect on electricity consumption, using panel data on more than 9,000 households. To control for potential self-selection into green electricity tariffs, an endogenous dummy treatment effects model is estimated. The results suggest that wealthier and better-educated households are more likely to adopt gr...

Feature selection is an important task in machine learning, reducing dimensionality of learning problems by selecting few relevant features without losing too much information. Focusing on smaller sets of features, we can learn simpler models from data that are easier to understand and to apply. In fact, simpler models are more robust to input noise and outliers, often leading to better prediction performance than the models trained in higher dimensions with all features. We implement several...

We present our ongoing collaborative work on EnDroid, an energy-efficient GPS-based positioning system for the Android Operating System. EnDroid is based on the EnTracked positioning system, developed at the University of Aarhus, Denmark. We describe the current prototypical state of our implementation and present our experiences and conclusions from preliminarily evaluating EnDroid on the Google Nexus One Smartphone. Although the preliminary results seem to sup- port the approach, there are...

This Report describes the technical background and usage of the GraphMod plug-in for RapidMiner. The plug-in enables RapidMiner to load factor graphs and interpret Label and Attributes which are contained in an Example as assignments to random variables. A set of examples which belong to the same Batch is treated as assignment to a whole factor graph. New operators allow the estimation of factor weights, the computation of the single-node marginal probability functions and the computation of ...

Empirical analysis of statistical algorithms often demands time-consuming experiments which are best performed on high performance computing clusters. We present two R packages which greatly simplify working in batch computing environments. The package BatchJobs implements the basic objects and procedures to control a batch cluster within R. It is structured around cluster versions of the well-known higher order functions Map, Reduce and Filter from functional programming. An important featur...

Optimization in general means selecting a best choice out of various alternatives, which reduces the cost or disadvantage of an objective. Optimization problems are very popular in the fields such as economics, finance, logistics, etc. Optimization is a science of its own and machine learning or data mining is a diverse growing field which applies techniques from various other areas to find useful insights from data. Many of the machine learning problems can be modelled and solved as optimiza...

In this report, we present the streams library, a generic Java-based library for designing data stream processes. The streams library defines a simple abstraction layer for data processing and provides a small set of online algorithms for counting and classification. Moreover it integrates existing libraries such as MOA. Processes are defined in XML files following the semantics and ideas of well established tools like Ant, Maven or the Spring Framework. The streams library can be easily emb...

Smartphones are becoming a part of everyday life and as such, a better understanding of hardware and software power consumption is crucial to develop more efficient smartphones. In order to extend battery life, application developers and phone designers must become aware of the limitations of a phone’s CPU power, as well as the LCD display consumption and connectivity via WiFi, 3G, and GPS systems. We present power consumption measurements of an HTC Incredible S and compare these results to k...

Research in the field of nonparametric shape constrained regression has been intensive. However, only few publications explicitly deal with unimodality although there is need for such methods in applications, for example, in dose-response analysis. In this paper we propose unimodal spline regression methods that make use of Bernstein-Schoenberg-splines and their shape preservation property. To achieve unimodal and smooth solutions we use penalized splines, and extend the penalized spline appr...

RISE (Research Internships in Science and Engineering) is a summer internship program for undergraduate students from the United States, Canada and the UK organized by the DAAD (Deutscher Akademischer Austausch Dienst). Within the project A5 in the Collaborative Research Center SFB 876, we have planned and conducted an internship project in the RISE program that should support our research. Daniel Dilger was the intern and has been supervised by the PhD students Patrick Krümpelmann and Cornel...

An important task in astroparticle physics is the detection of periodicities in irregularly sampled time series, called light curves. The classic Fourier periodogram cannot deal with irregular sampling and with the measurement accuracies that are typically given for each observation of a light curve. Hence, methods to fit periodic functions using weighted regression were developed in the past to calculate periodograms. We present the R Package RobPer which allows to combine different periodi...

The activity of genes can be captured by measuring the amount of messenger RNAs transcribed from the genes, or from their subunits called exons. In our study, we use the Affymetrix Human Exon ST v1.0 micro arrays to measure the activity of exon s in Neuroblastoma cancer patients. The purpose is to discover a small number of genes or exons that play important roles in differentiating high - risk patients fro m low - risk counterparts. Although the technology has been improved for the past 15 y...

The continuous processing of streaming data has become an important aspect in many applications. Over the last years a variety of different streaming platforms has been developed and a number of open source frameworks is available for the implementation of streaming applications. In this report, we will survey the landscape of existing streaming platforms. Starting with an overview of the evolving developments in the recent past, we will discuss the requirements of modern streaming architectu...

This article introduces random projections applied as a data reduction technique for Bayesian regression analysis. We show sufficient conditions under which the entire d -dimensional distribution is preserved under random projections by reducing the number of data points from n to k element of O(poly(d/epsilon)) in the case n >> d . Under mild assumptions, we prove that evaluating a Gaussian likelihood function based on the projected data instead of the original data yields a (1+ O(epsilon))...

Die Zusammensetzung der Umgebungs- oder Ausatemluft kann viele Informationen liefern, die z. B. helfen können, eine Erkrankung oder deren Ursache festzustellen. Die Moleküle der in der Luft enthaltenen Substanzen haben jeweils unterschiedliche Größen und Formen, so dass es möglich ist, sie voneinander zu trennen über Ausschläge in einer Luftmessung die Häufigkeit ihres Vorkommens zu bestimmen. Diese Ausschläge werden als Peaks bezeichnet. Ihre Erkennung ist Gegenstand aktueller Forschung. Das...

### Collections in this community

#### Sonderforschungsbereich (SFB) 475 [595]

Reduction of Complexity for Multivariate Data Structures

#### Sonderforschungsbereich (SFB) 531 [249]

Design und Management komplexer technischer Prozesse und Systeme mit Methoden der Computational Intelligence

#### Sonderforschungsbereich (SFB) 559 [64]

Modellierung grosser Netze in der Logistik

#### Sonderforschungsbereich (SFB) 823 [474]

Nichtlineare dynamische Modelle in Wirtschaft und Technik

#### Sonderforschungsbereich (SFB) 876 [90]

Verfügbarkeit von Information durch Analyse unter Ressourcenbeschränkung

#### Sonderforschungsbereich (SFB) Transregio 10 [0]

Integration von Umformen, Trennen und Fügen für die flexible Fertigung von leichten Tragwerkstrukturen