wanyu/IteraTeR_full_sent huggingface dataset:
Original:  We show that in the special but important case of optimal gain cascades (i.e., when all the deactivation rates are identical) the downstream output of an entire cascade can be represented exactly as a single nonlinear module containing an incomplete gamma function with parameters dependent on the input signal as well as the rates and length of the cascade . Our results can be used to represent optimal cascades efficiently by reducing the number of equations and parameters in computational ODE models under a variety of inputs. If the requirement for strict optimality is relaxed (under random deactivation rates ), we show that the reduced representation can also reproduce the observed variability of downstream responses. In addition, we show that cascades can be rearranged so that homogeneous blocks can be lumped and represented by incomplete gamma functions.
Revised:  We show that in the special but important case of optimal gain cascades (i.e., when all the deactivation rates are identical) the downstream output of an entire cascade can be represented exactly as a single nonlinear module containing an incomplete gamma function with parameters dependent on the input signal as well as the rates and length of the cascade , as well as parameters of the input signal. The expressions obtained can be applied to the non-identical case when the deactivation rates are random to capture the variability in the cascade outputs. We also show that cascades can be rearranged so that homogeneous blocks can be lumped and represented by incomplete gamma functions.
Edit intent: clarity
Original:  In addition, we show that cascades can be rearranged so that homogeneous blocks can be lumped and represented by incomplete gamma functions. We also illustrate how the reduced representation can be used to fit data;
Revised:  In addition, we show that cascades can be rearranged so that homogeneous blocks can be lumped and represented through our nonlinear modules. Our results can be used to fit data;
Edit intent: clarity
Original:  We also illustrate how the reduced representation can be used to fit data; in particular, the length of the cascade appears as a real-valued parameter and can thus be fitted in the same manner as Hill coefficients.
Revised:  We also illustrate how the reduced representation can be used both to represent cascades in computational models of differential equations and to fit data efficiently, by reducing the number of equations and parameters involved. In particular, the length of the cascade appears as a real-valued parameter and can thus be fitted in the same manner as Hill coefficients.
Edit intent: meaning-changed
Original:  On this campaign, Philosophy should be in the front line by forming the relevant questions . We initiate the dialogue for a theory about being in the Web that will serve as a bridge between philosophical thinking and engineering.
Revised:  On this campaign, Philosophy should be in the front line by forming the salient questions and analysis. The scope of our research is to provide a theory about being in the Web that will serve as a bridge between philosophical thinking and engineering.
Edit intent: meaning-changed
Original:  We analyze existence and spatiotemporality in the Web , as a closed techno-social system, and how it transforms the traditional conceptions about actuality. Location in the Web space is specified by the Web being's URI and the URI's of incoming and outgoing links.
Revised:  We analyze existence and spatiotemporality in the Web , as a closed techno-social system, and how it transforms the traditional actualities. The Web space is specified by the Web being's URI and the URI's of incoming and outgoing links.
Edit intent: clarity
Original:  Physical space is becoming more discoverableand traceable. Components of human activity are becoming asynchronous, (partially) synchronous and continuous in the Web . Networked individuals operate in a flexible , less-bounded and spatially dispersed environment.
Revised:  The physical space becomes more discoverable. The human activity can be asynchronous, synchronous and continuous in the Web . Networked individuals operate in a flexible , less-bounded and spatially dispersed environment.
Edit intent: clarity
Original:  The resulting issues are related to the self-determination of being in the Web and the prerequisites for the Web to remain an open platform for innovation and participation . The Being-Query model address the above issues, based on a simple and all-encompassing hypothesis about existence and the generic motive of searching. The proposed approach incorporates that Users and Being are two sides of the same coin by providing a computable framework of study. Furthermore, extents ANT to include the Web ecosystem and highlights the need for joint analysis of online and offline phenomena .
Revised:  The resulting issues are related to the self-determination of being in the Web and the prerequisites for the Web to remain an open platform for innovation and participation .
Edit intent: coherence
Original: This paper proposes generalization of the popular realized volatility framework by allowing its measurement in the time-frequency domain and bringing robustness to both noise as well as jumps. Based on the generalization of Fan and Wang (2007) approach using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we present new, general theory for wavelet decomposition of integrated variance.
Revised: This paper proposes generalization of the popular realized volatility framework by allowing its measurement in the time-frequency domain . Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we present new, general theory for wavelet decomposition of integrated variance.
Edit intent: coherence
Original:  Based on the generalization of Fan and Wang (2007) approach using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we present new, general theory for wavelet decomposition of integrated variance. Using wavelets, we not only gain decomposition of the realized variance into several investment horizons , but we are also able to estimate the jumpsconsistently . Basing our estimator in the two-scale realized variance framework of Zhang et al. (2005) , we are able to utilize all available data and get unbiased estimator in the presence of  noise as well.
Revised:  Based on the generalization of Fan and Wang (2007) approach using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the realized variance into several investment horizons , but we are also able to estimate the jumpsconsistently . Basing our estimator in the two-scale realized variance framework of Zhang et al. (2005) , we are able to utilize all available data and get unbiased estimator in the presence of noise as well.
Edit intent: clarity
Original:  Using wavelets, we not only gain decomposition of the realized variance into several investment horizons , but we are also able to estimate the jumpsconsistently . Basing our estimator in the two-scale realized variance framework of Zhang et al. (2005) , we are able to utilize all available data and get unbiased estimator in the presence of  noise as well.
Revised:  Using wavelets, we not only gain decomposition of the realized variance into several investment horizons and jumps . Basing our estimator in the two-scale realized variance framework of Zhang et al. (2005) , we are able to utilize all available data and get unbiased estimator in the presence of noise as well.
Edit intent: clarity
Original:  Using wavelets, we not only gain decomposition of the realized variance into several investment horizons , but we are also able to estimate the jumpsconsistently . Basing our estimator in the two-scale realized variance framework of Zhang et al. (2005) , we are able to utilize all available data and get unbiased estimator in the presence of  noise as well.
Revised:  Using wavelets, we not only gain decomposition of the realized variance into several investment horizons , but we are also able to estimate the jumpsconsistently . Basing our estimator in the two-scale realized variance framework , we are able to utilize all available data and get unbiased estimator in the presence of noise as well.
Edit intent: coherence
Original:  Using wavelets, we not only gain decomposition of the realized variance into several investment horizons , but we are also able to estimate the jumpsconsistently . Basing our estimator in the two-scale realized variance framework of Zhang et al. (2005) , we are able to utilize all available data and get unbiased estimator in the presence of  noise as well.
Revised:  Using wavelets, we not only gain decomposition of the realized variance into several investment horizons , but we are also able to estimate the jumpsconsistently . Basing our estimator in the two-scale realized variance framework of Zhang et al. (2005) , we are able to utilize all available data and get feasible estimator in the presence of noise as well.
Edit intent: clarity
Original:  Using wavelets, we not only gain decomposition of the realized variance into several investment horizons , but we are also able to estimate the jumpsconsistently . Basing our estimator in the two-scale realized variance framework of Zhang et al. (2005) , we are able to utilize all available data and get unbiased estimator in the presence of  noise as well.
Revised:  Using wavelets, we not only gain decomposition of the realized variance into several investment horizons , but we are also able to estimate the jumpsconsistently . Basing our estimator in the two-scale realized variance framework of Zhang et al. (2005) , we are able to utilize all available data and get unbiased estimator in the presence of microstructure noise as well.
Edit intent: meaning-changed
Original:  The theory is also tested in a large numerical study of the small sample performance of the estimators and compared to other popular realized variation estimators under different simulation settings with changing noise as well as jump level  .
Revised:  The theory is also tested in a large numerical study of the small sample performance of the estimators and compared to other popular realized variation estimators under different simulation settings with changing noise as well as jump level in different price processes including long memory fractional stochastic volatility model .
Edit intent: meaning-changed
Original:  Recently, many studies indicated that the minimum spanning tree (MST) network whose metric distance is de?ned by using correlation coe?cients have strong implications on extracting infor- mation from return time series.
Revised: In a highly interdependent economic world, the nature of relationships between financial entities is becoming an increasingly important area of study. Recently, many studies indicated that the minimum spanning tree (MST) network whose metric distance is de?ned by using correlation coe?cients have strong implications on extracting infor- mation from return time series.
Edit intent: meaning-changed
Original:  Recently, many studies indicated that the minimum spanning tree (MST) network whose metric distance is de?ned by using correlation coe?cients have strong implications on extracting infor- mation from return time series.
Revised:  Recently, many studies have shown the usefulness of minimal spanning trees (MST) network whose metric distance is de?ned by using correlation coe?cients have strong implications on extracting infor- mation from return time series.
Edit intent: clarity
Original:  Recently, many studies indicated that the minimum spanning tree (MST) network whose metric distance is de?ned by using correlation coe?cients have strong implications on extracting infor- mation from return time series. However in many cases researchers may hope to investigate the strength of interactions but not the directions of them. In order to study the strength of interaction and connection of ?nancial asset returns we propose a modi?ed minimum spanning tree network whose metric distance is de?ned from absolute cross-correlation coe?cients.
Revised:  Recently, many studies indicated that the minimum spanning tree (MST) in extracting interactions between financial entities. Here, we propose a modi?ed minimum spanning tree network whose metric distance is de?ned from absolute cross-correlation coe?cients.
Edit intent: clarity
Original:  In order to study the strength of interaction and connection of ?nancial asset returns we propose a modi?ed minimum spanning tree network whose metric distance is de?ned from absolute cross-correlation coe?cients.
Revised:  In order to study the strength of interaction and connection of ?nancial asset returns we propose a modified MST network whose metric distance is de?ned from absolute cross-correlation coe?cients.
Edit intent: meaning-changed
Original:  In order to study the strength of interaction and connection of ?nancial asset returns we propose a modi?ed minimum spanning tree network whose metric distance is de?ned from absolute cross-correlation coe?cients.
Revised:  In order to study the strength of interaction and connection of ?nancial asset returns we propose a modi?ed minimum spanning tree network whose metric distance is defined in terms of cross-correlation coe?cients.
Edit intent: clarity
Original:  In order to study the strength of interaction and connection of ?nancial asset returns we propose a modi?ed minimum spanning tree network whose metric distance is de?ned from absolute cross-correlation coe?cients. We had investigated 69 daily ?nancial time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures price time series and 19 commodity futuresprice time series).
Revised:  In order to study the strength of interaction and connection of ?nancial asset returns we propose a modi?ed minimum spanning tree network whose metric distance is de?ned from absolute cross-correlation coefficient absolute values, enabling the connections between anticorrelated entities to manifest properly. We investigate 69 daily ?nancial time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures price time series and 19 commodity futuresprice time series).
Edit intent: meaning-changed
Original:  We had investigated 69 daily ?nancial time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures price time series and 19 commodity futuresprice time series).
Revised:  We had investigated 69 daily time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures price time series and 19 commodity futuresprice time series).
Edit intent: fluency
Original:  We had investigated 69 daily ?nancial time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures price time series and 19 commodity futuresprice time series).
Revised:  We had investigated 69 daily ?nancial time series, comprising three types of financial assets: 28 stock market indicators , 21 currency futures price time series and 19 commodity futuresprice time series).
Edit intent: meaning-changed
Original:  We had investigated 69 daily ?nancial time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures price time series and 19 commodity futuresprice time series). Empirical analyses show that the MST network of returns is time-dependent in overall structure, while same type ?nancial assets usually keep stable inter-connections. Moreover each asset in same group show similar economic characters. In other words, each group concerned with one kind of traditional ?nancial commodity. In addition, we ?nd the time-lag between stock market indicator volatility time series and EUA (EU allowances) , WTI (West Texas Intermediate)volatility time series.
Revised:  We had investigated 69 daily ?nancial time series, which constituted by 3 types ?nance assets(29 stock market indica- tor time series , 21 currency futures , and 20 commodity futures. We show that though the resulting MST network evolves over time, the financial assets of similar type tend to have connections which are stable over time. In addition, we ?nd the time-lag between stock market indicator volatility time series and EUA (EU allowances) , WTI (West Texas Intermediate)volatility time series.
Edit intent: clarity
Original:  In addition, we ?nd the time-lag between stock market indicator volatility time series and EUA (EU allowances) , WTI (West Texas Intermediate)volatility time series. The peak of cross-correlation function of  volatility time series between EUA (or WTI) and stock market indicators show a signi?cant time shift (> 20days) from 0.
Revised:  In addition, we ?nd the time-lag between stock market indicator volatility time series of the stock market indicators and those of the EU CO2 emission allowance (EUA) and crude oil futures (WTI). This time lag is given by the peak of the cross-correlation function of volatility time series between EUA (or WTI) and stock market indicators show a signi?cant time shift (> 20days) from 0.
Edit intent: meaning-changed
Original:  The peak of cross-correlation function of  volatility time series between EUA (or WTI) and stock market indicators show a signi?cant time shift (> 20days) from 0.
Revised:  The peak of cross-correlation function of the volatility time series between EUA (or WTI) and stock market indicators show a signi?cant time shift (> 20days) from 0.
Edit intent: fluency
Original:  The peak of cross-correlation function of  volatility time series between EUA (or WTI) and stock market indicators show a signi?cant time shift (> 20days) from 0.
Revised:  The peak of cross-correlation function of volatility time series between EUA (or WTI) with that of the stock market indicators show a signi?cant time shift (> 20days) from 0.
Edit intent: meaning-changed
Original:  The peak of cross-correlation function of  volatility time series between EUA (or WTI) and stock market indicators show a signi?cant time shift (> 20days) from 0.
Revised:  The peak of cross-correlation function of volatility time series between EUA (or WTI) and stock market indicators show a signi?cant time shift (> 20 days) from 0, showing that the volatility of stock market indicators today can predict the volatility of EU emissions allowances and of crude oil in the near future.
Edit intent: meaning-changed
Original:  This chapter introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs  from single "seed" sequences using manually curated  alignments to build powerful statistical models  known as covariance models (CMs)  .
Revised:  This protocol introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs from single "seed" sequences using manually curated alignments to build powerful statistical models known as covariance models (CMs) .
Edit intent: clarity
Original:  This chapter introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs  from single "seed" sequences using manually curated  alignments to build powerful statistical models  known as covariance models (CMs)  .
Revised:  This chapter introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs starting from single "seed" sequences using manually curated alignments to build powerful statistical models known as covariance models (CMs) .
Edit intent: meaning-changed
Original:  This chapter introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs  from single "seed" sequences using manually curated  alignments to build powerful statistical models  known as covariance models (CMs)  .
Revised:  This chapter introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs from single "seed" sequences using manually curated sequence alignments to build powerful statistical models known as covariance models (CMs) .
Edit intent: clarity
Original:  This chapter introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs  from single "seed" sequences using manually curated  alignments to build powerful statistical models  known as covariance models (CMs)  .
Revised:  This chapter introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs from single "seed" sequences using manually curated alignments to build powerful statistical models of sequence and structure conservation known as covariance models (CMs) .
Edit intent: meaning-changed
Original:  This chapter introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs  from single "seed" sequences using manually curated  alignments to build powerful statistical models  known as covariance models (CMs)  .
Revised:  This chapter introduces methods developed by the Rfam database for identifying "families" of homologous ncRNAs from single "seed" sequences using manually curated alignments to build powerful statistical models known as covariance models (CMs) , implemented in the Infernal software package .
Edit intent: meaning-changed
Original:  We also work through an example , building an alignment and CM for the bacterial small RNA MicA, discovering a previously unreported family of divergent MicA homologs in  Xenorhabdus in the process .
Revised:  We also work through an example for the bacterial small RNA MicA, discovering a previously unreported family of divergent MicA homologs in Xenorhabdus in the process .
Edit intent: meaning-changed
Original:  We also work through an example , building an alignment and CM for the bacterial small RNA MicA, discovering a previously unreported family of divergent MicA homologs in  Xenorhabdus in the process .
Revised:  We also work through an example , building an alignment and CM for the bacterial small RNA MicA, discovering a previously unreported family of divergent MicA homologs in genus Xenorhabdus in the process .
Edit intent: clarity
Original:  We also work through an example , building an alignment and CM for the bacterial small RNA MicA, discovering a previously unreported family of divergent MicA homologs in  Xenorhabdus in the process . This chapter will provide readers with the background necessary to begin defining their own ncRNA families suitable for use in comparative, functional, and evolutionary studies of structured RNA elements .
Revised:  We also work through an example , building an alignment and CM for the bacterial small RNA MicA, discovering a previously unreported family of divergent MicA homologs in Xenorhabdus in the process .
Edit intent: clarity
Original:  The paper discusses the opportunities and challenges in management under complexity from macro and micro economic perspective. It is motivated that small economies have good prospects to gain from the global processes underway, if they can demonstrate flexible production , reliable business ethics and good risk management.
Revised:  The chapter contains four applications that build on the theoretical motivation of complexity in social systems. The first application demonstrates that small economies have good prospects to gain from the global processes underway, if they can demonstrate flexible production , reliable business ethics and good risk management.
Edit intent: meaning-changed
Original:   In this environment, the challenges for corporate managements are being also permanently changed: the balance between short term noise and long term chaos whose attractor includes customers, shareholders and employees must be found.
Revised:  The second application elaborates on and discusses the opportunities and challenges in decision making under complexity from macro and micro economic perspective. In this environment, the challenges for corporate managements are being also permanently changed: the balance between short term noise and long term chaos whose attractor includes customers, shareholders and employees must be found.
Edit intent: meaning-changed