Last updated on 18 January 2010
Please send comments or questions to:
godfrey@isl.stanford.edu.
1.
"Modern Techniques of Power Spectrum Estimation."
2.
"An
Exploratory Study of the Bi-Spectrum of Economic Time Series."
3.
"Prediction
for Non-Stationary Stochastic Processes."
4.
"A Spectrum Analysis of Seasonal Adjustment."
5.
"A Non-linear Analysis of Seasonal Variation."
6.
"Berechnung und Ausschaltung von Saisonschwankung," by A. Wald.
7.
"Extrapolation of 12-Month Moving Averages, by A. Wald.
8.
"The tanh Transformation."
9.
"An
Algorithm for Least-Squares Polynomial Approximation."
1.
"Prolegomena to a Theory of Organization," by O. Morgenstern.
2.
On the Accuracy of Economic Observations,
by O. Morgenstern.
3.
The problem of Summation in Economic Science, by G. Nyblén.
4.
"Why Economists Cannot Predict the Past."
5.
An Incremental Cost Model of Message Toll Telephone Services.
1.
Early Papers on
Communication Theory and Physics by D. Gabor.
2.
"Théorie et Applications de la Notion de Signal
Analytique," by J. Ville,
Cables et Transmission, 1948. (In French)
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 "Prediction for Non-Stationary Stochastic Processes," published 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, which describes a complex-demodulation based method for extrapolation of time series from certain kinds of non-stationary stochastic processes. A sequel to the paper, "Prediction for Non-Stationary Stochastic Processes - II," dated December 2009, presents a clarified derivation of the computational procedure, 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. Included is an analysis of a new method which extends the Wald Method and makes use of more modern filtering and extrapolation thechniques.
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 monograph, "Berechnung und Ausschaltung von Saisonschwankungen," by A. Wald which develops a technique for seasonal adjustment of a time-series based on the assumption that the seasonal pattern changes slowly with time. The paper above, "A Non-linear Analysis of Seasonal Variation," made use of the ideas in this monograph. Published in Vienna in 1936. (In German.) Note that the size of this PDF is about 17MB.
A paper, "Extrapolation of 12-Month Moving Averages," by Abraham Wald which introduces a formal statistical method of extrapolating a time-series which contains a changing seasonal pattern. This paper was published in Vienna in 1937. (In German.)
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.
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.
In order to make 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 edited PDF 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. (Note that
this file is 31MB as it is a scanned document converted to PDF.)
I would appreciate hearing about any errors that are found.
With only modest simplification, one can say that the three texts required for
an understanding of 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 24MB) 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.
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 Phil. Mag. 1950. Then, with some
modifications, but without the Appendices from the Phil. Mag. version,
in the Transactions of the IRE Professional
Group on Information Theory 1953. This paper is not
readily available in a reasonably readable form. (IEEE Xplore has the PDF
of the IRE version available, but because the pages were scanned as if they
were US letter size, some of the text is missing. (In addition, this
version cannot be found directly on the IEEE Xplore site. In can only
be located through a Google search on the Journal title.)
Therefore I have converted the IRE paper and the Appendices from
the Phil. Mag. paper into TeX. I also corrected a number
of typos. Below are the
TeX version with the Appendices and a correct scan of the original IRE paper:
Converted version with Appendices:
"Communication Theory and Physics (edited)."
Original scan of the IRE version:
"Communication Theory and Physics."
The paper "Théorie et Applications de la Notion de Signal Analytique," by J. Ville provides a formal foundation for time-frequency analysis based on the ``analytic signal.'' These results were used by Gabor in the paper referred to above. The Ville paper is quite hard to find: only a few libraries have the 1948 volume of Cables et Transmissions. This version is the original converted to TeX due to the poor physical quality of the original.
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.
For those with a special interest in the history of computing, the
original
"First
Draft Report on the EDVAC," is available. This is a scanned copy
of the draft from the University of Pennsylvania Moore School Library. It is
interesting to notice the last page which shows the date of each time the Report
was checked out from the library.
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.
Feynman's Nobel Lecture, The Development of the Space-Time View of Quantum Electrodynamics, was derived from a version which Feynman gave as a talk at Caltech. This was transcribed and then provided to the Nobel Foundation and also for publication elsewhere. The version here 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 for use on their web site. It is expected that it will appear on their web site in due course. In the meantime it is available at the URL above (This link was broken for a while. It is fixed as of 15 July 2008. Sorry.) or here.
Back to Contents
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 RHEL4 x64. The RedHat support organization recommends that Fedora
should be used instead!)
Edward Hartwick was born and educated in Germany, emigrated to the
United States with his mother in the late 1930's, served in the US
Army, earned his Ph.D.\ in Economics at Chicago, became a successful
banker in Los Angeles, and then retired to
Bend, Oregon. While a student he was a very active participant in the
literary and cultural life of
Berlin. In his retirement he took up writing and produced two remarkable
works. He died in 2005.
In the mid 1990's my wife and I med Ed and we became close friends.
He showed me the typescript of his play and mentioned that he had
hoped to have it produced. I read, and much enjoyed, the play. In order
to make it more readable and to improve its chances of gaining recognition,
I offered to scan in the typescript and convert it to PDF format. The result
is available through the link below. Ed sent this copy to several playhouses.
Some were evidently quite interested. But, it quickly became apparent that
the large number of
characters in the play meant that the cost of production would be high.
To date, no one has staged the play.
Ed had also mentioned his translation of Schiller's Don Carlos.
At first he could not locate the typescript, but finally he did. I offered
to convert this using the same techniques as for the play. Ed would have
liked to see this published, but he did not take any serious steps toward this
goal.
I mentioned the idea of putting these works on the web. While Ed had heard,
mainly from me, about the web, he was not in favor of this idea. It seemed
to him that this would result in his loss of control over his works. I left
it as "just an idea." At this time he also mentioned his intent to assign
the rights to his works to me. Since I heard nothing from his executors after
his death, I assume that he did not carry out this intent. The works below
show that he holds the copyright and my putting them on the web is covered by
fair use. Any commercial use of these works would require permission from his
estate.
Below are links to these two works:
The Thirteenth Madonna is set in the 1960's. It explores
the development of
an international political crisis. This was particularly topical in the 1960's,
but the
prospect of such crises continues to cloud our future.
This is his translation of Schiller's Don Carlos, Crown Prince of Spain. Other English translations have been published, but they do not approach this translation in retaining the sense of the original. Ed was a serious student of Schiller and had often seen his works performed in Berlin.
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.
Back to ContentsAs time permits we will add more material to this page, and provide more links to reports and publications.