-
A paper on the foundations of statistical spectrum estimation and
complex demodulation:
C. Bingham, M. D. Godfrey, and J. W. Tukey,
"Modern
Techniques of Power Spectrum Estimation," IEEE Transactions
on Audio
and Electroacoustics, Volume AU-15, Number 2, June 1967, pp. 56-66.
-
A paper which describes computational techniques for bi-spectrum
estimation:
M. D. Godfrey, "An
Exploratory Study of the Bi-Spectrum of Economic Time Series," Applied
Statistics, Volume 14, Issue 1 (1965), pp. 48-69.
-
A paper which describes a complex-demodulation based method for extrapolation of
time series from certain kinds of non-stationary stochastic processes:
M. D. Godfrey,
"Prediction
for Non-Stationary Stochastic Processes," in Spectral
Analysis of Time Series, Proceedings of an Advanced Seminar, Mathematics
Research Center, University of Wisconsin, Madison, Wisconsin, ed. Bernard
Harris, John Wiley & Sons, 1967, pp. 259-269. This version, dated March 2004,
includes a new
preface which presents recomputed results and computations on additional data.
-
Chapter 24 of Essays in Honor of Oskar Morgenstern, ed. M. Shubik,
Princeton University Press, pp. 367-421,
"A
Spectrum Analysis of Seasonal Adjustment," written with H. Karreman is
an analysis, using artificial data to simulate economic times series,
of several seasonal adjustment methods.
-
A proposed non-linear method for seasonal adjustment of economic time series:
M. D. Godfrey, "A Non-linear
Analysis of Seasonal Variation," in Proc. American Statistical
Association, Business and Economic Statistics Section, 1964, pp. 196-199.
-
A paper titled "The
tanh Transformation" which describes some useful properties of
the tanh function. (Also referred to on the "Analog
VLSI Systems Research" page.)
-
A short note, "An
Algorithm for Least-Squares Polynomial Approximation,"
on a numerically stable method for polynomial fitting.
Contents
B. A Selection of Economics Publications
-
I worked with Oskar Morgenstern for many years. Morgenstern made many
contributions, most prominently his collaboration with John von Neumann on
The Theory of Games and Economic Behavior. Morgenstern mentioned a
RAND report that he had written,
"Prolegomena
to a Theory of Organization." I read the report and asked
him if it would ever be published. He said he hoped to extend it to a fuller
and more complete treatment, but he would not oppose its publication in its
current form. The opportunity to expand the work never arose. I obtained
permission from RAND to look for a publisher and tried several without success.
So, this seems an appropriate place to make a thoughtful and important work
more widely available. Anyone with an interest in how things are, are not,
or might be, organized will enjoy and benefit from this report.
-
Oskar Morgenstern published his study,
On the
Accuracy of Economic
Observations, first in 1950 and then, in revised form, in 1963. This remains
the definitive empirical study of the fundamental inaccuracies of economic data.
Present data suggest that accuracies have not improved since this work was
published. This book has
long been out of print. Used copies are available on the Web.
-
In 1951, Göran Nyblén published a remarkable book titled
The Problem of Summation in Economic Science. The book explores the
theoretical and practical problems which derive from the use of summation to
arrive at the various aggregate variables (such as National Income, Consumption,
Investment, etc.)
which form the basis of macroeconomics. Only a few reviews appeared
at the time of publication. Oskar Morgenstern frequently referred to the book.
But, the ideas have not been pursued and the book is out of print and at
present no copies are available on the Web. Nyblén died in 1954. (Note that
the file above is 3.3MB as it is a scanned document converted to PDF.)
In order to made this text more accessible I OCR-converted the original
and converted the result to TeX format, and then generated the PDF.
For anyone who wants to read the book,
use of
this copy may be more convenient. There may still be some typos
due to the OCR and my editing. These can be checked against the original above.
I would appreciate hearing about any such errors.
With only modest simplification, one can say that the three texts required for
understanding Economics are: 1) von Neumann and Morgenstern, The Theory
of Games and Economic Behavior, 2) Morgenstern, On the Accuracy of
Economic Observations, and 3) Nyblén, The Problem of Summation in
Economic Science. The simplification is substantially addressed by
reading Keynes, and by following the references in Nyblén.
-
On September 28, 2007,
I gave a talk at Martin Perl's seminar series. The subject was the present
state of economics and economic data. The talk is titled
Why Economists Cannot Predict the Past.
-
In the early 1970's (before the divestiture) AT&T developed an analytic model
of the long run incremental costs of message toll telephone service. Previously,
the FCC rate determination process had been carried out through negotiation based on
informal impressions of the effects of proposed rate plans. After the model
became operational it provided an objective basis for rate determination. The
FCC accepted the validity of the model results with respect to the
regulatory constraints, and the allowed rate of return on the rate base. In fact,
the FCC established their own analysis group which operated a copy of the model
system using a duplicate of the computer system in use at AT&T. This basis for
rate determination has continued to be used after the Corporate
divestiture. This work (in scanned
PDF of size 2.4MB) was written for publication by R. L. Breedlove
and myself with the title
An Incremental Cost Model of Message Toll Telephone Services, American
Telephone
and Telegraph Company, 195 Broadway, New York City, New York, 1975. However,
before publication it was decided that the information should remain
Company Confidential. The printing of the book went ahead and it was used as
a part of the documentation of the MTS Analysis System.
I have a few copies of the printed book. Anyone with
a very particular interest in this subject should contact me.
Contents
C.
Gabor's Early Papers on Communication Theory and Physics
- In 1950 Dennis Gabor published 2 versions of a paper titled
"Communication Theory and Physics." The motivation for this work was
given in his Introduction as: "Some years ago I have proposed a mathematical
framework for the
representation of signals(Gabor,1947). I have been rightly
criticized for having left out noise, which is an essential feature
of all communications. This will be remedied here, and at the same time the
description will be brought in line with modern physics."
The paper was published first in the Phil. Mag. 1950, and with some
modifications in the IEEE Transactions 1953. This paper is not
readily available in a reasonably readable form, or conveniently on the web.
Therefore I have converted the IEEE paper and the Appendices from
the Phil. Mag. paper to TeX. Below are the original paper and the
TeX version with the Appendices:
- Original scanned version:
"Communication Theory and Physics".
- Converted version with Appendices:
"Communication Theory and Physics".
Contents
D.
von Neumann's Contribution to the EDVAC Computer Design
-
A corrected version of the
"First
Draft Report on the EDVAC," by
John von Neumann, as published in the IEEE Annals of the
History of Computing, vol. 15, no. 4, 1993, pp. 27-75.
October 5, 2004: David Hemmendinger pointed out that the correct
interpretation of von Neumann's logic diagrams, particularly
Figure 2, depends on remembering the phrase at the beginning
of Sec. 6.4: "All inhibitory stimuli, on the other hand, are absolute."
If this is not noted, there is a temptation to treat the inhibitory
stimulus like an inverter.
-
A paper by me and David Hendry
"The
EDVAC as von Neumann Planned it" about the von Neumann Report,
also published in the
IEEE Annals of the History of Computing, vol. 15,
no. 1, 1993, pp. 11-21.
Contents
E.
The Feynman Nobel lecture
Here is a link to an edited version of
The Development of the Space-Time View of Quantum Electrodynamics.
This version was edited by Michael A. Gottlieb and me in order to correct a substantial
number of substantive errors. The Nobel Foundation has accepted this version.
It is expected that they will put it on their web site in due course.
Contents
F.
Machine Independent Organic Software Tools
Starting in the the early 1970's, David Hendry, then at the
University of London Institute for Computer Science, developed
a language named
SNIBBOL. In the period up to 1980 Hans
Hermans, Robbie Hessenberg, and I contributed to and used the
language. In 1980 we changed the name to
MINT and published the book
Machine Independent Organic Software Tools.
The book, and the language, were revised for an edition in 1882 and another
edition in 1985. More recently, I converted the text of the book to TeX
and made additional changes to the language. The book describing this latest
version,
MINT 3.0,
is available
here. The complete
MINT 3.0 system, with documentation, examples, etc.,
is available as a
tar file,
or a
zip file.
A number of problems have been identified since the initial version 3.0.
These are:
-
Until January 8, 2002, there was an
error in the VM source code due to mishandling of the CR/LF and ^Z
sequences in DOS-like files. The error showed up if you tried to recompile
the compiler, due to CR/LF sequences and a ^Z character at the end of
several of
the compiler source files. In any case, everything worked if you did not read
files with CR/LF and ^Z in them. The ^Z's have been removed and the
compiler now discards ^Z and CR. Barrie Stott reported this error. He
has also reported a number of errors or omissions in the book.
-
As of February 22, 2002, essentially all outstanding corrections
have been applied. The highlights are: TRAP was correctly implemented in
the Virtual Machine and TRAP-dependent code was also corrected. A substantial
number of typographical corrections and clarifications were made in the book.
The cover page of the book now includes an Update History. I found a few
problems on my own, but the vast majority of the errors were reported by
Barrie Stott. The
current version of the book (29 March, 2002) includes, I hope, all of Barrie's
recommended corrections.
-
On 26 December, 2002, a correction was introduced to clarify operation
on "little-ended" systems such as PowerPC Macs. A few other minor
corrections were also added.
-
On 25 May, 2003, the reference VM (VM-C) was changed to use the GNU "readline"
library. This makes interactive use a lot more convenient. The readline library
is available for most systems, but it can be removed if necessary.
-
On 16 January 2004, two changes were introduced: (1) the VM was changed to
provide operand stack expansion and (2) an omission in GETSTR was corrected.
The error in GETSTR was that the length check was not correctly implemented
and therefore input lines longer than 132 characters would cause failures.
-
Very minor updates were applied on 14 July, 2004. The changes to the book were
just obvious typos. The change to the compiler was to tidy-up the pagination
of output which is controlled by the TITLE directive. The VM error dump and
trace output was made easier to read.
-
On 15 August, 2004 the VM was corrected to handle addresses above 31
bits. In a few places unsigned had not been used. Handling of
segmentation
fault was implemented, and the dump formats were further improved.
Very minor changes were made to the book.
-
On 20 January, 2006, the VM code was modified to provide correct
compilation on x64 architecture systems. Only very minor changes were needed
since the stacks and VSTORE word sizes were left at 32 bits. Full compatibility
exists for Portable Format and PDUMP format files from previous versions.
(Actually, the object module as compiled on a Linux i386 system will execute on
most Linux x64 systems. However, since RedHat has decided that its Enterprise
customers do not deserve the compatible readline library, it will not
run on RHEL x64. The RedHat support organization recommends that Fedora
should be used instead!)
Contents
G.
GPIB Functions Written for Octave or Matlab
Octave or Matlab functions to control lab instruments through the GPIB
interface. If the CEC PC GPIB card and software are used, all
programming for the instruments and the GPIB bus can be done
as Matlab .m functions. These functions were written for Matlab
4.2, but they were modeled on the NI GPIB interface system, so
they are adaptable to other environments, such as Linux using the
NI free Linux driver.
This page provides a description and downloadable code.
Contents
As time permits we will add more material to this page,
and provide more links to reports and publications.