[1] We consider the problem of testing for homogeneity of variance in a time series with long memory structure. We demonstrate that a test whose null hypothesis is designed to be white noise can, in fact, be applied, on a scale by scale basis, to the discrete wavelet transform of long memory processes. In particular, we show that evaluating a normalized cumulative sum of squares test statistic using critical levels for the null hypothesis of white noise yields approximately the same null hypothesis rejection rates when applied to the discrete wavelet transform of samples from a fractionally differenced process. The point at which the test statistic, using a nondecimated version of the discrete wavelet transform, achieves its maximum value can be used to estimate the time of the unknown variance change. We apply our proposed test statistic on five time series derived from the historical record of Nile River yearly minimum water levels covering 622 -1922 A.D., each series exhibiting various degrees of serial correlation including long memory. In the longest subseries, spanning 622 -1284 A.D., the test confirms an inhomogeneity of variance at short time scales and identifies the change point around 720 A.D., which coincides closely with the construction of a new device around 715 A.D. for measuring the Nile River. The test also detects a change in variance for a record of only 36 years.
The Platform for Privacy Preferences (P3P) provides a standard computer-readable format for privacy policies and a protocol that enables web browsers to read and process these policies automatically. We developed software to query a set of web sites for P3P policies, check the validity of each policy, and analyze the information practices it describes. We used this software to analyze 588 P3P-enabled web sites found by checking for P3P policies on 5,856 web sites on 17 July 2003. The sites we checked for P3P policies were taken from several lists of popular web sites, as well as from "crawling" indexes of shopping, news, children's and government web sites. We present the first major analysis of the data practices of P3P-enabled web sites.
Unauthorized copying of movies is a major concern for the motion picture industry. While unauthorized copies of movies have been distributed via portable physical media for some time, low-cost, high-bandwidth Internet connections and peer-topeer file sharing networks provide highly efficient distribution media. Many movies are showing up on file sharing networks shortly after, and in some cases prior to, theatrical release. It has been argued that the availability of unauthorized copies directly affects theater attendance and DVD sales, and hence represents a major financial threat to the movie industry. Our research attempts to determine the source of unauthorized copies by studying the availability and characteristics of recent popular movies in file sharing networks. We developed a data set of 312 popular movies and located one or more samples of 183 of these movies on file sharing networks, for a total of 285 movie samples. 77% of these samples appear to have been leaked by industry insiders. Most of our samples appeared on file sharing networks prior to their official consumer DVD release date. Indeed, of the movies that had been released on DVD as of the time of our study, only 5% first appeared after their DVD release date on a web site that indexes file sharing networks, indicating that consumer DVD copying currently represents a relatively minor factor compared with insider leaks. We perform a brief analysis of the movie production and distribution process and identify potential security vulnerabilities that may lead to unauthorized copies becoming available to those who may wish to redistribute them. Finally, we offer recommendations for reducing security vulnerabilities in the movie production and distribution process.
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