Development of a Robust Identifier for NPPs Transients Combining ARIMA Model and EBP Algorithm

NASA Astrophysics Data System (ADS)

Moshkbar-Bakhshayesh, Khalil; Ghofrani, Mohammad B.

2014-08-01

This study introduces a novel identification method for recognition of nuclear power plants (NPPs) transients by combining the autoregressive integrated moving-average (ARIMA) model and the neural network with error backpropagation (EBP) learning algorithm. The proposed method consists of three steps. First, an EBP based identifier is adopted to distinguish the plant normal states from the faulty ones. In the second step, ARIMA models use integrated (I) process to convert non-stationary data of the selected variables into stationary ones. Subsequently, ARIMA processes, including autoregressive (AR), moving-average (MA), or autoregressive moving-average (ARMA) are used to forecast time series of the selected plant variables. In the third step, for identification the type of transients, the forecasted time series are fed to the modular identifier which has been developed using the latest advances of EBP learning algorithm. Bushehr nuclear power plant (BNPP) transients are probed to analyze the ability of the proposed identifier. Recognition of transient is based on similarity of its statistical properties to the reference one, rather than the values of input patterns. More robustness against noisy data and improvement balance between memorization and generalization are salient advantages of the proposed identifier. Reduction of false identification, sole dependency of identification on the sign of each output signal, selection of the plant variables for transients training independent of each other, and extendibility for identification of more transients without unfavorable effects are other merits of the proposed identifier.

A High Precision Prediction Model Using Hybrid Grey Dynamic Model

ERIC Educational Resources Information Center

Li, Guo-Dong; Yamaguchi, Daisuke; Nagai, Masatake; Masuda, Shiro

2008-01-01

In this paper, we propose a new prediction analysis model which combines the first order one variable Grey differential equation Model (abbreviated as GM(1,1) model) from grey system theory and time series Autoregressive Integrated Moving Average (ARIMA) model from statistics theory. We abbreviate the combined GM(1,1) ARIMA model as ARGM(1,1)…

[Establishing and applying of autoregressive integrated moving average model to predict the incidence rate of dysentery in Shanghai].

PubMed

Li, Jian; Wu, Huan-Yu; Li, Yan-Ting; Jin, Hui-Ming; Gu, Bao-Ke; Yuan, Zheng-An

2010-01-01

To explore the feasibility of establishing and applying of autoregressive integrated moving average (ARIMA) model to predict the incidence rate of dysentery in Shanghai, so as to provide the theoretical basis for prevention and control of dysentery. ARIMA model was established based on the monthly incidence rate of dysentery of Shanghai from 1990 to 2007. The parameters of model were estimated through unconditional least squares method, the structure was determined according to criteria of residual un-correlation and conclusion, and the model goodness-of-fit was determined through Akaike information criterion (AIC) and Schwarz Bayesian criterion (SBC). The constructed optimal model was applied to predict the incidence rate of dysentery of Shanghai in 2008 and evaluate the validity of model through comparing the difference of predicted incidence rate and actual one. The incidence rate of dysentery in 2010 was predicted by ARIMA model based on the incidence rate from January 1990 to June 2009. The model ARIMA (1, 1, 1) (0, 1, 2)(12) had a good fitness to the incidence rate with both autoregressive coefficient (AR1 = 0.443) during the past time series, moving average coefficient (MA1 = 0.806) and seasonal moving average coefficient (SMA1 = 0.543, SMA2 = 0.321) being statistically significant (P < 0.01). AIC and SBC were 2.878 and 16.131 respectively and predicting error was white noise. The mathematic function was (1-0.443B) (1-B) (1-B(12))Z(t) = (1-0.806B) (1-0.543B(12)) (1-0.321B(2) x 12) micro(t). The predicted incidence rate in 2008 was consistent with the actual one, with the relative error of 6.78%. The predicted incidence rate of dysentery in 2010 based on the incidence rate from January 1990 to June 2009 would be 9.390 per 100 thousand. ARIMA model can be used to fit the changes of incidence rate of dysentery and to forecast the future incidence rate in Shanghai. It is a predicted model of high precision for short-time forecast.

The Use of an Autoregressive Integrated Moving Average Model for Prediction of the Incidence of Dysentery in Jiangsu, China.

PubMed

Wang, Kewei; Song, Wentao; Li, Jinping; Lu, Wu; Yu, Jiangang; Han, Xiaofeng

2016-05-01

The aim of this study is to forecast the incidence of bacillary dysentery with a prediction model. We collected the annual and monthly laboratory data of confirmed cases from January 2004 to December 2014. In this study, we applied an autoregressive integrated moving average (ARIMA) model to forecast bacillary dysentery incidence in Jiangsu, China. The ARIMA (1, 1, 1) × (1, 1, 2)12 model fitted exactly with the number of cases during January 2004 to December 2014. The fitted model was then used to predict bacillary dysentery incidence during the period January to August 2015, and the number of cases fell within the model's CI for the predicted number of cases during January-August 2015. This study shows that the ARIMA model fits the fluctuations in bacillary dysentery frequency, and it can be used for future forecasting when applied to bacillary dysentery prevention and control. © 2016 APJPH.

[Application of ARIMA model on prediction of malaria incidence].

PubMed

Jing, Xia; Hua-Xun, Zhang; Wen, Lin; Su-Jian, Pei; Ling-Cong, Sun; Xiao-Rong, Dong; Mu-Min, Cao; Dong-Ni, Wu; Shunxiang, Cai

2016-01-29

To predict the incidence of local malaria of Hubei Province applying the Autoregressive Integrated Moving Average model (ARIMA). SPSS 13.0 software was applied to construct the ARIMA model based on the monthly local malaria incidence in Hubei Province from 2004 to 2009. The local malaria incidence data of 2010 were used for model validation and evaluation. The model of ARIMA (1, 1, 1) (1, 1, 0) 12 was tested as relatively the best optimal with the AIC of 76.085 and SBC of 84.395. All the actual incidence data were in the range of 95% CI of predicted value of the model. The prediction effect of the model was acceptable. The ARIMA model could effectively fit and predict the incidence of local malaria of Hubei Province.

Forecasting of Water Consumptions Expenditure Using Holt-Winter’s and ARIMA

NASA Astrophysics Data System (ADS)

Razali, S. N. A. M.; Rusiman, M. S.; Zawawi, N. I.; Arbin, N.

2018-04-01

This study is carried out to forecast water consumption expenditure of Malaysian university specifically at University Tun Hussein Onn Malaysia (UTHM). The proposed Holt-Winter’s and Auto-Regressive Integrated Moving Average (ARIMA) models were applied to forecast the water consumption expenditure in Ringgit Malaysia from year 2006 until year 2014. The two models were compared and performance measurement of the Mean Absolute Percentage Error (MAPE) and Mean Absolute Deviation (MAD) were used. It is found that ARIMA model showed better results regarding the accuracy of forecast with lower values of MAPE and MAD. Analysis showed that ARIMA (2,1,4) model provided a reasonable forecasting tool for university campus water usage.

Hybrid empirical mode decomposition- ARIMA for forecasting exchange rates

NASA Astrophysics Data System (ADS)

Abadan, Siti Sarah; Shabri, Ani; Ismail, Shuhaida

2015-02-01

This paper studied the forecasting of monthly Malaysian Ringgit (MYR)/ United State Dollar (USD) exchange rates using the hybrid of two methods which are the empirical model decomposition (EMD) and the autoregressive integrated moving average (ARIMA). MYR is pegged to USD during the Asian financial crisis causing the exchange rates are fixed to 3.800 from 2nd of September 1998 until 21st of July 2005. Thus, the chosen data in this paper is the post-July 2005 data, starting from August 2005 to July 2010. The comparative study using root mean square error (RMSE) and mean absolute error (MAE) showed that the EMD-ARIMA outperformed the single-ARIMA and the random walk benchmark model.

Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators

PubMed Central

Alwee, Razana; Hj Shamsuddin, Siti Mariyam; Sallehuddin, Roselina

2013-01-01

Crimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not be sufficient to identify all the characteristics of the data. The purpose of this study is to introduce a hybrid model that combines support vector regression (SVR) and autoregressive integrated moving average (ARIMA) to be applied in crime rates forecasting. SVR is very robust with small training data and high-dimensional problem. Meanwhile, ARIMA has the ability to model several types of time series. However, the accuracy of the SVR model depends on values of its parameters, while ARIMA is not robust to be applied to small data sets. Therefore, to overcome this problem, particle swarm optimization is used to estimate the parameters of the SVR and ARIMA models. The proposed hybrid model is used to forecast the property crime rates of the United State based on economic indicators. The experimental results show that the proposed hybrid model is able to produce more accurate forecasting results as compared to the individual models. PMID:23766729

Time Series Modelling of Syphilis Incidence in China from 2005 to 2012

PubMed Central

Zhang, Xingyu; Zhang, Tao; Pei, Jiao; Liu, Yuanyuan; Li, Xiaosong; Medrano-Gracia, Pau

2016-01-01

Background The infection rate of syphilis in China has increased dramatically in recent decades, becoming a serious public health concern. Early prediction of syphilis is therefore of great importance for heath planning and management. Methods In this paper, we analyzed surveillance time series data for primary, secondary, tertiary, congenital and latent syphilis in mainland China from 2005 to 2012. Seasonality and long-term trend were explored with decomposition methods. Autoregressive integrated moving average (ARIMA) was used to fit a univariate time series model of syphilis incidence. A separate multi-variable time series for each syphilis type was also tested using an autoregressive integrated moving average model with exogenous variables (ARIMAX). Results The syphilis incidence rates have increased three-fold from 2005 to 2012. All syphilis time series showed strong seasonality and increasing long-term trend. Both ARIMA and ARIMAX models fitted and estimated syphilis incidence well. All univariate time series showed highest goodness-of-fit results with the ARIMA(0,0,1)×(0,1,1) model. Conclusion Time series analysis was an effective tool for modelling the historical and future incidence of syphilis in China. The ARIMAX model showed superior performance than the ARIMA model for the modelling of syphilis incidence. Time series correlations existed between the models for primary, secondary, tertiary, congenital and latent syphilis. PMID:26901682

Hybrid support vector regression and autoregressive integrated moving average models improved by particle swarm optimization for property crime rates forecasting with economic indicators.

PubMed

Alwee, Razana; Shamsuddin, Siti Mariyam Hj; Sallehuddin, Roselina

2013-01-01

Crimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not be sufficient to identify all the characteristics of the data. The purpose of this study is to introduce a hybrid model that combines support vector regression (SVR) and autoregressive integrated moving average (ARIMA) to be applied in crime rates forecasting. SVR is very robust with small training data and high-dimensional problem. Meanwhile, ARIMA has the ability to model several types of time series. However, the accuracy of the SVR model depends on values of its parameters, while ARIMA is not robust to be applied to small data sets. Therefore, to overcome this problem, particle swarm optimization is used to estimate the parameters of the SVR and ARIMA models. The proposed hybrid model is used to forecast the property crime rates of the United State based on economic indicators. The experimental results show that the proposed hybrid model is able to produce more accurate forecasting results as compared to the individual models.

Time Series Modelling of Syphilis Incidence in China from 2005 to 2012.

PubMed

Zhang, Xingyu; Zhang, Tao; Pei, Jiao; Liu, Yuanyuan; Li, Xiaosong; Medrano-Gracia, Pau

2016-01-01

The infection rate of syphilis in China has increased dramatically in recent decades, becoming a serious public health concern. Early prediction of syphilis is therefore of great importance for heath planning and management. In this paper, we analyzed surveillance time series data for primary, secondary, tertiary, congenital and latent syphilis in mainland China from 2005 to 2012. Seasonality and long-term trend were explored with decomposition methods. Autoregressive integrated moving average (ARIMA) was used to fit a univariate time series model of syphilis incidence. A separate multi-variable time series for each syphilis type was also tested using an autoregressive integrated moving average model with exogenous variables (ARIMAX). The syphilis incidence rates have increased three-fold from 2005 to 2012. All syphilis time series showed strong seasonality and increasing long-term trend. Both ARIMA and ARIMAX models fitted and estimated syphilis incidence well. All univariate time series showed highest goodness-of-fit results with the ARIMA(0,0,1)×(0,1,1) model. Time series analysis was an effective tool for modelling the historical and future incidence of syphilis in China. The ARIMAX model showed superior performance than the ARIMA model for the modelling of syphilis incidence. Time series correlations existed between the models for primary, secondary, tertiary, congenital and latent syphilis.

An autoregressive integrated moving average model for short-term prediction of hepatitis C virus seropositivity among male volunteer blood donors in Karachi, Pakistan

PubMed Central

Akhtar, Saeed; Rozi, Shafquat

2009-01-01

AIM: To identify the stochastic autoregressive integrated moving average (ARIMA) model for short term forecasting of hepatitis C virus (HCV) seropositivity among volunteer blood donors in Karachi, Pakistan. METHODS: Ninety-six months (1998-2005) data on HCV seropositive cases (1000-1 × month-1) among male volunteer blood donors tested at four major blood banks in Karachi, Pakistan were subjected to ARIMA modeling. Subsequently, a fitted ARIMA model was used to forecast HCV seropositive donors for 91-96 mo to contrast with observed series of the same months. To assess the forecast accuracy, the mean absolute error rate (%) between the observed and predicted HCV seroprevalence was calculated. Finally, a fitted ARIMA model was used for short-term forecasts beyond the observed series. RESULTS: The goodness-of-fit test of the optimum ARIMA (2,1,7) model showed non-significant autocorrelations in the residuals of the model. The forecasts by ARIMA for 91-96 mo closely followed the pattern of observed series for the same months, with mean monthly absolute forecast errors (%) over 6 mo of 6.5%. The short-term forecasts beyond the observed series adequately captured the pattern in the data and showed increasing tendency of HCV seropositivity with a mean ± SD HCV seroprevalence (1000-1 × month-1) of 24.3 ± 1.4 over the forecast interval. CONCLUSION: To curtail HCV spread, public health authorities need to educate communities and health care providers about HCV transmission routes based on known HCV epidemiology in Pakistan and its neighboring countries. Future research may focus on factors associated with hyperendemic levels of HCV infection. PMID:19340903

Application of a Combined Model with Autoregressive Integrated Moving Average (ARIMA) and Generalized Regression Neural Network (GRNN) in Forecasting Hepatitis Incidence in Heng County, China

PubMed Central

Liang, Hao; Gao, Lian; Liang, Bingyu; Huang, Jiegang; Zang, Ning; Liao, Yanyan; Yu, Jun; Lai, Jingzhen; Qin, Fengxiang; Su, Jinming; Ye, Li; Chen, Hui

2016-01-01

Background Hepatitis is a serious public health problem with increasing cases and property damage in Heng County. It is necessary to develop a model to predict the hepatitis epidemic that could be useful for preventing this disease. Methods The autoregressive integrated moving average (ARIMA) model and the generalized regression neural network (GRNN) model were used to fit the incidence data from the Heng County CDC (Center for Disease Control and Prevention) from January 2005 to December 2012. Then, the ARIMA-GRNN hybrid model was developed. The incidence data from January 2013 to December 2013 were used to validate the models. Several parameters, including mean absolute error (MAE), root mean square error (RMSE), mean absolute percentage error (MAPE) and mean square error (MSE), were used to compare the performance among the three models. Results The morbidity of hepatitis from Jan 2005 to Dec 2012 has seasonal variation and slightly rising trend. The ARIMA(0,1,2)(1,1,1)12 model was the most appropriate one with the residual test showing a white noise sequence. The smoothing factor of the basic GRNN model and the combined model was 1.8 and 0.07, respectively. The four parameters of the hybrid model were lower than those of the two single models in the validation. The parameters values of the GRNN model were the lowest in the fitting of the three models. Conclusions The hybrid ARIMA-GRNN model showed better hepatitis incidence forecasting in Heng County than the single ARIMA model and the basic GRNN model. It is a potential decision-supportive tool for controlling hepatitis in Heng County. PMID:27258555

Application of seasonal auto-regressive integrated moving average model in forecasting the incidence of hand-foot-mouth disease in Wuhan, China.

PubMed

Peng, Ying; Yu, Bin; Wang, Peng; Kong, De-Guang; Chen, Bang-Hua; Yang, Xiao-Bing

2017-12-01

Outbreaks of hand-foot-mouth disease (HFMD) have occurred many times and caused serious health burden in China since 2008. Application of modern information technology to prediction and early response can be helpful for efficient HFMD prevention and control. A seasonal auto-regressive integrated moving average (ARIMA) model for time series analysis was designed in this study. Eighty-four-month (from January 2009 to December 2015) retrospective data obtained from the Chinese Information System for Disease Prevention and Control were subjected to ARIMA modeling. The coefficient of determination (R 2 ), normalized Bayesian Information Criterion (BIC) and Q-test P value were used to evaluate the goodness-of-fit of constructed models. Subsequently, the best-fitted ARIMA model was applied to predict the expected incidence of HFMD from January 2016 to December 2016. The best-fitted seasonal ARIMA model was identified as (1,0,1)(0,1,1) 12 , with the largest coefficient of determination (R 2 =0.743) and lowest normalized BIC (BIC=3.645) value. The residuals of the model also showed non-significant autocorrelations (P Box-Ljung (Q) =0.299). The predictions by the optimum ARIMA model adequately captured the pattern in the data and exhibited two peaks of activity over the forecast interval, including a major peak during April to June, and again a light peak for September to November. The ARIMA model proposed in this study can forecast HFMD incidence trend effectively, which could provide useful support for future HFMD prevention and control in the study area. Besides, further observations should be added continually into the modeling data set, and parameters of the models should be adjusted accordingly.

Perceptions and Efficacy of Flight Operational Quality Assurance (FOQA) Programs Among Small-scale Operators

DTIC Science & Technology

2012-01-01

regressive Integrated Moving Average ( ARIMA ) model for the data, eliminating the need to identify an appropriate model through trial and error alone...06 .11 13.67 16 .62 16 .14 .11 8.06 16 .95 * Based on the asymptotic chi-square approximation. 8 In general, ARIMA models address three...performance standards and measurement processes and a prevailing climate of organizational trust were important factors. Unfortunately, uneven

Near Real-Time Event Detection & Prediction Using Intelligent Software Agents

DTIC Science & Technology

2006-03-01

value was 0.06743. Multiple autoregressive integrated moving average ( ARIMA ) models were then build to see if the raw data, differenced data, or...slight improvement. The best adjusted r^2 value was found to be 0.1814. Successful results were not expected from linear or ARIMA -based modelling ...appear, 2005. [63] Mora-Lopez, L., Mora, J., Morales-Bueno, R., et al. Modelling time series of climatic parameters with probabilistic finite

Stochastic approaches for time series forecasting of boron: a case study of Western Turkey.

PubMed

Durdu, Omer Faruk

2010-10-01

In the present study, a seasonal and non-seasonal prediction of boron concentrations time series data for the period of 1996-2004 from Büyük Menderes river in western Turkey are addressed by means of linear stochastic models. The methodology presented here is to develop adequate linear stochastic models known as autoregressive integrated moving average (ARIMA) and multiplicative seasonal autoregressive integrated moving average (SARIMA) to predict boron content in the Büyük Menderes catchment. Initially, the Box-Whisker plots and Kendall's tau test are used to identify the trends during the study period. The measurements locations do not show significant overall trend in boron concentrations, though marginal increasing and decreasing trends are observed for certain periods at some locations. ARIMA modeling approach involves the following three steps: model identification, parameter estimation, and diagnostic checking. In the model identification step, considering the autocorrelation function (ACF) and partial autocorrelation function (PACF) results of boron data series, different ARIMA models are identified. The model gives the minimum Akaike information criterion (AIC) is selected as the best-fit model. The parameter estimation step indicates that the estimated model parameters are significantly different from zero. The diagnostic check step is applied to the residuals of the selected ARIMA models and the results indicate that the residuals are independent, normally distributed, and homoscadastic. For the model validation purposes, the predicted results using the best ARIMA models are compared to the observed data. The predicted data show reasonably good agreement with the actual data. The comparison of the mean and variance of 3-year (2002-2004) observed data vs predicted data from the selected best models show that the boron model from ARIMA modeling approaches could be used in a safe manner since the predicted values from these models preserve the basic statistics of observed data in terms of mean. The ARIMA modeling approach is recommended for predicting boron concentration series of a river.

[Application of ARIMA model to predict number of malaria cases in China].

PubMed

Hui-Yu, H; Hua-Qin, S; Shun-Xian, Z; Lin, A I; Yan, L U; Yu-Chun, C; Shi-Zhu, L I; Xue-Jiao, T; Chun-Li, Y; Wei, H U; Jia-Xu, C

2017-08-15

Objective To study the application of autoregressive integrated moving average (ARIMA) model to predict the monthly reported malaria cases in China, so as to provide a reference for prevention and control of malaria. Methods SPSS 24.0 software was used to construct the ARIMA models based on the monthly reported malaria cases of the time series of 20062015 and 2011-2015, respectively. The data of malaria cases from January to December, 2016 were used as validation data to compare the accuracy of the two ARIMA models. Results The models of the monthly reported cases of malaria in China were ARIMA (2, 1, 1) (1, 1, 0) 12 and ARIMA (1, 0, 0) (1, 1, 0) 12 respectively. The comparison between the predictions of the two models and actual situation of malaria cases showed that the ARIMA model based on the data of 2011-2015 had a higher accuracy of forecasting than the model based on the data of 2006-2015 had. Conclusion The establishment and prediction of ARIMA model is a dynamic process, which needs to be adjusted unceasingly according to the accumulated data, and in addition, the major changes of epidemic characteristics of infectious diseases must be considered.

Modeling and roles of meteorological factors in outbreaks of highly pathogenic avian influenza H5N1.

PubMed

Biswas, Paritosh K; Islam, Md Zohorul; Debnath, Nitish C; Yamage, Mat

2014-01-01

The highly pathogenic avian influenza A virus subtype H5N1 (HPAI H5N1) is a deadly zoonotic pathogen. Its persistence in poultry in several countries is a potential threat: a mutant or genetically reassorted progenitor might cause a human pandemic. Its world-wide eradication from poultry is important to protect public health. The global trend of outbreaks of influenza attributable to HPAI H5N1 shows a clear seasonality. Meteorological factors might be associated with such trend but have not been studied. For the first time, we analyze the role of meteorological factors in the occurrences of HPAI outbreaks in Bangladesh. We employed autoregressive integrated moving average (ARIMA) and multiplicative seasonal autoregressive integrated moving average (SARIMA) to assess the roles of different meteorological factors in outbreaks of HPAI. Outbreaks were modeled best when multiplicative seasonality was incorporated. Incorporation of any meteorological variable(s) as inputs did not improve the performance of any multivariable models, but relative humidity (RH) was a significant covariate in several ARIMA and SARIMA models with different autoregressive and moving average orders. The variable cloud cover was also a significant covariate in two SARIMA models, but air temperature along with RH might be a predictor when moving average (MA) order at lag 1 month is considered.

Comparison of Two Hybrid Models for Forecasting the Incidence of Hemorrhagic Fever with Renal Syndrome in Jiangsu Province, China.

PubMed

Wu, Wei; Guo, Junqiao; An, Shuyi; Guan, Peng; Ren, Yangwu; Xia, Linzi; Zhou, Baosen

2015-01-01

Cases of hemorrhagic fever with renal syndrome (HFRS) are widely distributed in eastern Asia, especially in China, Russia, and Korea. It is proved to be a difficult task to eliminate HFRS completely because of the diverse animal reservoirs and effects of global warming. Reliable forecasting is useful for the prevention and control of HFRS. Two hybrid models, one composed of nonlinear autoregressive neural network (NARNN) and autoregressive integrated moving average (ARIMA) the other composed of generalized regression neural network (GRNN) and ARIMA were constructed to predict the incidence of HFRS in the future one year. Performances of the two hybrid models were compared with ARIMA model. The ARIMA, ARIMA-NARNN ARIMA-GRNN model fitted and predicted the seasonal fluctuation well. Among the three models, the mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of ARIMA-NARNN hybrid model was the lowest both in modeling stage and forecasting stage. As for the ARIMA-GRNN hybrid model, the MSE, MAE and MAPE of modeling performance and the MSE and MAE of forecasting performance were less than the ARIMA model, but the MAPE of forecasting performance did not improve. Developing and applying the ARIMA-NARNN hybrid model is an effective method to make us better understand the epidemic characteristics of HFRS and could be helpful to the prevention and control of HFRS.

Are Math Grades Cyclical?

ERIC Educational Resources Information Center

Adams, Gerald J.; Dial, Micah

1998-01-01

The cyclical nature of mathematics grades was studied for a cohort of elementary school students from a large metropolitan school district in Texas over six years (average cohort size of 8495). The study used an autoregressive integrated moving average (ARIMA) model. Results indicate that grades do exhibit a significant cyclical pattern. (SLD)

Proceedings of the Conference on the Design of Experiments in Army Research Development and Testing (32nd)

DTIC Science & Technology

1987-06-01

number of series among the 63 which were identified as a particular ARIMA form and were "best" modeled by a particular technique. Figure 1 illustrates a...th time from xe’s. The integrbted autoregressive - moving average model , denoted by ARIMA (p,d,q) is a result of combining d-th differencing process...Experiments, (4) Data Analysis and Modeling , (5) Theory and Probablistic Inference, (6) Fuzzy Statistics, (7) Forecasting and Prediction, (8) Small Sample

Hybrid methodology for tuberculosis incidence time-series forecasting based on ARIMA and a NAR neural network.

PubMed

Wang, K W; Deng, C; Li, J P; Zhang, Y Y; Li, X Y; Wu, M C

2017-04-01

Tuberculosis (TB) affects people globally and is being reconsidered as a serious public health problem in China. Reliable forecasting is useful for the prevention and control of TB. This study proposes a hybrid model combining autoregressive integrated moving average (ARIMA) with a nonlinear autoregressive (NAR) neural network for forecasting the incidence of TB from January 2007 to March 2016. Prediction performance was compared between the hybrid model and the ARIMA model. The best-fit hybrid model was combined with an ARIMA (3,1,0) × (0,1,1)12 and NAR neural network with four delays and 12 neurons in the hidden layer. The ARIMA-NAR hybrid model, which exhibited lower mean square error, mean absolute error, and mean absolute percentage error of 0·2209, 0·1373, and 0·0406, respectively, in the modelling performance, could produce more accurate forecasting of TB incidence compared to the ARIMA model. This study shows that developing and applying the ARIMA-NAR hybrid model is an effective method to fit the linear and nonlinear patterns of time-series data, and this model could be helpful in the prevention and control of TB.

Using a Hybrid Model to Forecast the Prevalence of Schistosomiasis in Humans.

PubMed

Zhou, Lingling; Xia, Jing; Yu, Lijing; Wang, Ying; Shi, Yun; Cai, Shunxiang; Nie, Shaofa

2016-03-23

We previously proposed a hybrid model combining both the autoregressive integrated moving average (ARIMA) and the nonlinear autoregressive neural network (NARNN) models in forecasting schistosomiasis. Our purpose in the current study was to forecast the annual prevalence of human schistosomiasis in Yangxin County, using our ARIMA-NARNN model, thereby further certifying the reliability of our hybrid model. We used the ARIMA, NARNN and ARIMA-NARNN models to fit and forecast the annual prevalence of schistosomiasis. The modeling time range included was the annual prevalence from 1956 to 2008 while the testing time range included was from 2009 to 2012. The mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) were used to measure the model performance. We reconstructed the hybrid model to forecast the annual prevalence from 2013 to 2016. The modeling and testing errors generated by the ARIMA-NARNN model were lower than those obtained from either the single ARIMA or NARNN models. The predicted annual prevalence from 2013 to 2016 demonstrated an initial decreasing trend, followed by an increase. The ARIMA-NARNN model can be well applied to analyze surveillance data for early warning systems for the control and elimination of schistosomiasis.

Comparison of Two Hybrid Models for Forecasting the Incidence of Hemorrhagic Fever with Renal Syndrome in Jiangsu Province, China

PubMed Central

Wu, Wei; Guo, Junqiao; An, Shuyi; Guan, Peng; Ren, Yangwu; Xia, Linzi; Zhou, Baosen

2015-01-01

Background Cases of hemorrhagic fever with renal syndrome (HFRS) are widely distributed in eastern Asia, especially in China, Russia, and Korea. It is proved to be a difficult task to eliminate HFRS completely because of the diverse animal reservoirs and effects of global warming. Reliable forecasting is useful for the prevention and control of HFRS. Methods Two hybrid models, one composed of nonlinear autoregressive neural network (NARNN) and autoregressive integrated moving average (ARIMA) the other composed of generalized regression neural network (GRNN) and ARIMA were constructed to predict the incidence of HFRS in the future one year. Performances of the two hybrid models were compared with ARIMA model. Results The ARIMA, ARIMA-NARNN ARIMA-GRNN model fitted and predicted the seasonal fluctuation well. Among the three models, the mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of ARIMA-NARNN hybrid model was the lowest both in modeling stage and forecasting stage. As for the ARIMA-GRNN hybrid model, the MSE, MAE and MAPE of modeling performance and the MSE and MAE of forecasting performance were less than the ARIMA model, but the MAPE of forecasting performance did not improve. Conclusion Developing and applying the ARIMA-NARNN hybrid model is an effective method to make us better understand the epidemic characteristics of HFRS and could be helpful to the prevention and control of HFRS. PMID:26270814

Using a Hybrid Model to Forecast the Prevalence of Schistosomiasis in Humans

PubMed Central

Zhou, Lingling; Xia, Jing; Yu, Lijing; Wang, Ying; Shi, Yun; Cai, Shunxiang; Nie, Shaofa

2016-01-01

Background: We previously proposed a hybrid model combining both the autoregressive integrated moving average (ARIMA) and the nonlinear autoregressive neural network (NARNN) models in forecasting schistosomiasis. Our purpose in the current study was to forecast the annual prevalence of human schistosomiasis in Yangxin County, using our ARIMA-NARNN model, thereby further certifying the reliability of our hybrid model. Methods: We used the ARIMA, NARNN and ARIMA-NARNN models to fit and forecast the annual prevalence of schistosomiasis. The modeling time range included was the annual prevalence from 1956 to 2008 while the testing time range included was from 2009 to 2012. The mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) were used to measure the model performance. We reconstructed the hybrid model to forecast the annual prevalence from 2013 to 2016. Results: The modeling and testing errors generated by the ARIMA-NARNN model were lower than those obtained from either the single ARIMA or NARNN models. The predicted annual prevalence from 2013 to 2016 demonstrated an initial decreasing trend, followed by an increase. Conclusions: The ARIMA-NARNN model can be well applied to analyze surveillance data for early warning systems for the control and elimination of schistosomiasis. PMID:27023573

Crude oil price analysis and forecasting based on variational mode decomposition and independent component analysis

NASA Astrophysics Data System (ADS)

E, Jianwei; Bao, Yanling; Ye, Jimin

2017-10-01

As one of the most vital energy resources in the world, crude oil plays a significant role in international economic market. The fluctuation of crude oil price has attracted academic and commercial attention. There exist many methods in forecasting the trend of crude oil price. However, traditional models failed in predicting accurately. Based on this, a hybrid method will be proposed in this paper, which combines variational mode decomposition (VMD), independent component analysis (ICA) and autoregressive integrated moving average (ARIMA), called VMD-ICA-ARIMA. The purpose of this study is to analyze the influence factors of crude oil price and predict the future crude oil price. Major steps can be concluded as follows: Firstly, applying the VMD model on the original signal (crude oil price), the modes function can be decomposed adaptively. Secondly, independent components are separated by the ICA, and how the independent components affect the crude oil price is analyzed. Finally, forecasting the price of crude oil price by the ARIMA model, the forecasting trend demonstrates that crude oil price declines periodically. Comparing with benchmark ARIMA and EEMD-ICA-ARIMA, VMD-ICA-ARIMA can forecast the crude oil price more accurately.

Models for short term malaria prediction in Sri Lanka

PubMed Central

Briët, Olivier JT; Vounatsou, Penelope; Gunawardena, Dissanayake M; Galappaththy, Gawrie NL; Amerasinghe, Priyanie H

2008-01-01

Background Malaria in Sri Lanka is unstable and fluctuates in intensity both spatially and temporally. Although the case counts are dwindling at present, given the past history of resurgence of outbreaks despite effective control measures, the control programmes have to stay prepared. The availability of long time series of monitored/diagnosed malaria cases allows for the study of forecasting models, with an aim to developing a forecasting system which could assist in the efficient allocation of resources for malaria control. Methods Exponentially weighted moving average models, autoregressive integrated moving average (ARIMA) models with seasonal components, and seasonal multiplicative autoregressive integrated moving average (SARIMA) models were compared on monthly time series of district malaria cases for their ability to predict the number of malaria cases one to four months ahead. The addition of covariates such as the number of malaria cases in neighbouring districts or rainfall were assessed for their ability to improve prediction of selected (seasonal) ARIMA models. Results The best model for forecasting and the forecasting error varied strongly among the districts. The addition of rainfall as a covariate improved prediction of selected (seasonal) ARIMA models modestly in some districts but worsened prediction in other districts. Improvement by adding rainfall was more frequent at larger forecasting horizons. Conclusion Heterogeneity of patterns of malaria in Sri Lanka requires regionally specific prediction models. Prediction error was large at a minimum of 22% (for one of the districts) for one month ahead predictions. The modest improvement made in short term prediction by adding rainfall as a covariate to these prediction models may not be sufficient to merit investing in a forecasting system for which rainfall data are routinely processed. PMID:18460204

Model Identification of Integrated ARMA Processes

ERIC Educational Resources Information Center

Stadnytska, Tetiana; Braun, Simone; Werner, Joachim

2008-01-01

This article evaluates the Smallest Canonical Correlation Method (SCAN) and the Extended Sample Autocorrelation Function (ESACF), automated methods for the Autoregressive Integrated Moving-Average (ARIMA) model selection commonly available in current versions of SAS for Windows, as identification tools for integrated processes. SCAN and ESACF can…

Medium term municipal solid waste generation prediction by autoregressive integrated moving average

DOE Office of Scientific and Technical Information (OSTI.GOV)

Younes, Mohammad K.; Nopiah, Z. M.; Basri, Noor Ezlin A.

2014-09-12

Generally, solid waste handling and management are performed by municipality or local authority. In most of developing countries, local authorities suffer from serious solid waste management (SWM) problems and insufficient data and strategic planning. Thus it is important to develop robust solid waste generation forecasting model. It helps to proper manage the generated solid waste and to develop future plan based on relatively accurate figures. In Malaysia, solid waste generation rate increases rapidly due to the population growth and new consumption trends that characterize the modern life style. This paper aims to develop monthly solid waste forecasting model using Autoregressivemore » Integrated Moving Average (ARIMA), such model is applicable even though there is lack of data and will help the municipality properly establish the annual service plan. The results show that ARIMA (6,1,0) model predicts monthly municipal solid waste generation with root mean square error equals to 0.0952 and the model forecast residuals are within accepted 95% confident interval.« less

Medium term municipal solid waste generation prediction by autoregressive integrated moving average

NASA Astrophysics Data System (ADS)

Younes, Mohammad K.; Nopiah, Z. M.; Basri, Noor Ezlin A.; Basri, Hassan

2014-09-01

Generally, solid waste handling and management are performed by municipality or local authority. In most of developing countries, local authorities suffer from serious solid waste management (SWM) problems and insufficient data and strategic planning. Thus it is important to develop robust solid waste generation forecasting model. It helps to proper manage the generated solid waste and to develop future plan based on relatively accurate figures. In Malaysia, solid waste generation rate increases rapidly due to the population growth and new consumption trends that characterize the modern life style. This paper aims to develop monthly solid waste forecasting model using Autoregressive Integrated Moving Average (ARIMA), such model is applicable even though there is lack of data and will help the municipality properly establish the annual service plan. The results show that ARIMA (6,1,0) model predicts monthly municipal solid waste generation with root mean square error equals to 0.0952 and the model forecast residuals are within accepted 95% confident interval.

[Application of multiple seasonal autoregressive integrated moving average model in predicting the mumps incidence].

PubMed

Hui, Shisheng; Chen, Lizhang; Liu, Fuqiang; Ouyang, Yanhao

2015-12-01

To establish multiple seasonal autoregressive integrated moving average model(ARIMA) according to mumps disease incidence in Hunan province, and to predict the mumps incidence from May 2015 to April 2016 in Hunan province by the model. The data were downloaded from "Disease Surveillance Information Reporting Management System" in China Information System for Disease Control and Prevention. The monthly incidence of mumps in Hunan province was collected from January 2004 to April 2015 according to the onset date, including clinical diagnosis and laboratory confirmed cases. The predictive analysis method was the ARIMA model in SPSS 18.0 software, the ARIMA model was established on the monthly incidence of mumps from January 2004 to April 2014, and the date from May 2014 to April 2015 was used as the testing sample, Box-Ljung Q test was used to test the residual of the selected model. Finally, the monthly incidence of mumps from May 2015 to April 2016 was predicted by the model. The peak months of the mumps incidence were May to July every year, and the secondary peak months were November to January of the following year, during January 2004 to April 2014 in Hunan province. After the data sequence was handled by smooth sequence, model identification, establishment and diagnosis, the ARIMA(2,1,1) × (0,1,1)(12) was established, Box-Ljung Q test found, Q=8.40, P=0.868, the residual sequence was white noise, the established model to the data information extraction was complete, the model was reasonable. The R(2) value of the model fitting degree was 0.871, and the value of BIC was -1.646, while the average absolute error of the predicted value and the actual value was 0.025/100 000, the average relative error was 13.004%. The relative error of the model for the prediction of the mumps incidence in Hunan province was small, and the predicting results were reliable. Using the ARIMA(2,1,1) ×(0,1,1)(12) model to predict the mumps incidence from April 2016 to May 2015 in Hunan province, the peak months of the mumps incidence were May to July, and the secondary peak months were November to January of the following year, the incidence of the peak month was close to the same period. The ARIMA(2,1,1)×(0,1,1)(12) model is well fitted the trend of the mumps disease incidence in Hunan province, it has some practical value for the prevention and control of the disease.

Using autoregressive integrated moving average (ARIMA) models to predict and monitor the number of beds occupied during a SARS outbreak in a tertiary hospital in Singapore.

PubMed

Earnest, Arul; Chen, Mark I; Ng, Donald; Sin, Leo Yee

2005-05-11

The main objective of this study is to apply autoregressive integrated moving average (ARIMA) models to make real-time predictions on the number of beds occupied in Tan Tock Seng Hospital, during the recent SARS outbreak. This is a retrospective study design. Hospital admission and occupancy data for isolation beds was collected from Tan Tock Seng hospital for the period 14th March 2003 to 31st May 2003. The main outcome measure was daily number of isolation beds occupied by SARS patients. Among the covariates considered were daily number of people screened, daily number of people admitted (including observation, suspect and probable cases) and days from the most recent significant event discovery. We utilized the following strategy for the analysis. Firstly, we split the outbreak data into two. Data from 14th March to 21st April 2003 was used for model development. We used structural ARIMA models in an attempt to model the number of beds occupied. Estimation is via the maximum likelihood method using the Kalman filter. For the ARIMA model parameters, we considered the simplest parsimonious lowest order model. We found that the ARIMA (1,0,3) model was able to describe and predict the number of beds occupied during the SARS outbreak well. The mean absolute percentage error (MAPE) for the training set and validation set were 5.7% and 8.6% respectively, which we found was reasonable for use in the hospital setting. Furthermore, the model also provided three-day forecasts of the number of beds required. Total number of admissions and probable cases admitted on the previous day were also found to be independent prognostic factors of bed occupancy. ARIMA models provide useful tools for administrators and clinicians in planning for real-time bed capacity during an outbreak of an infectious disease such as SARS. The model could well be used in planning for bed-capacity during outbreaks of other infectious diseases as well.

[Study on the ARIMA model application to predict echinococcosis cases in China].

PubMed

En-Li, Tan; Zheng-Feng, Wang; Wen-Ce, Zhou; Shi-Zhu, Li; Yan, Lu; Lin, Ai; Yu-Chun, Cai; Xue-Jiao, Teng; Shun-Xian, Zhang; Zhi-Sheng, Dang; Chun-Li, Yang; Jia-Xu, Chen; Wei, Hu; Xiao-Nong, Zhou; Li-Guang, Tian

2018-02-26

To predict the monthly reported echinococcosis cases in China with the autoregressive integrated moving average (ARIMA) model, so as to provide a reference for prevention and control of echinococcosis. SPSS 24.0 software was used to construct the ARIMA models based on the monthly reported echinococcosis cases of time series from 2007 to 2015 and 2007 to 2014, respectively, and the accuracies of the two ARIMA models were compared. The model based on the data of the monthly reported cases of echinococcosis in China from 2007 to 2015 was ARIMA (1, 0, 0) (1, 1, 0) 12 , the relative error among reported cases and predicted cases was -13.97%, AR (1) = 0.367 ( t = 3.816, P < 0.001), SAR (1) = -0.328 ( t = -3.361, P = 0.001), and Ljung-Box Q = 14.119 ( df = 16, P = 0.590) . The model based on the data of the monthly reported cases of echinococcosis in China from 2007 to 2014 was ARIMA (1, 0, 0) (1, 0, 1) 12 , the relative error among reported cases and predicted cases was 0.56%, AR (1) = 0.413 ( t = 4.244, P < 0.001), SAR (1) = 0.809 ( t = 9.584, P < 0.001), SMA (1) = 0.356 ( t = 2.278, P = 0.025), and Ljung-Box Q = 18.924 ( df = 15, P = 0.217). The different time series may have different ARIMA models as for the same infectious diseases. It is needed to be further verified that the more data are accumulated, the shorter time of predication is, and the smaller the average of the relative error is. The establishment and prediction of an ARIMA model is a dynamic process that needs to be adjusted and optimized continuously according to the accumulated data, meantime, we should give full consideration to the intensity of the work related to infectious diseases reported (such as disease census and special investigation).

Middle and long-term prediction of UT1-UTC based on combination of Gray Model and Autoregressive Integrated Moving Average

NASA Astrophysics Data System (ADS)

Jia, Song; Xu, Tian-he; Sun, Zhang-zhen; Li, Jia-jing

2017-02-01

UT1-UTC is an important part of the Earth Orientation Parameters (EOP). The high-precision predictions of UT1-UTC play a key role in practical applications of deep space exploration, spacecraft tracking and satellite navigation and positioning. In this paper, a new prediction method with combination of Gray Model (GM(1, 1)) and Autoregressive Integrated Moving Average (ARIMA) is developed. The main idea is as following. Firstly, the UT1-UTC data are preprocessed by removing the leap second and Earth's zonal harmonic tidal to get UT1R-TAI data. Periodic terms are estimated and removed by the least square to get UT2R-TAI. Then the linear terms of UT2R-TAI data are modeled by the GM(1, 1), and the residual terms are modeled by the ARIMA. Finally, the UT2R-TAI prediction can be performed based on the combined model of GM(1, 1) and ARIMA, and the UT1-UTC predictions are obtained by adding the corresponding periodic terms, leap second correction and the Earth's zonal harmonic tidal correction. The results show that the proposed model can be used to predict UT1-UTC effectively with higher middle and long-term (from 32 to 360 days) accuracy than those of LS + AR, LS + MAR and WLS + MAR.

The Mathematical Analysis of Style: A Correlation-Based Approach.

ERIC Educational Resources Information Center

Oppenheim, Rosa

1988-01-01

Examines mathematical models of style analysis, focusing on the pattern in which literary characteristics occur. Describes an autoregressive integrated moving average model (ARIMA) for predicting sentence length in different works by the same author and comparable works by different authors. This technique is valuable in characterizing stylistic…

Statistical analysis of aerosols over the Gangetic-Himalayan region using ARIMA model based on long-term MODIS observations

NASA Astrophysics Data System (ADS)

Soni, Kirti; Kapoor, Sangeeta; Parmar, Kulwinder Singh; Kaskaoutis, Dimitris G.

2014-11-01

Long-term observations and modeling of aerosol loading over the Indo-Gangetic plains (IGP), the Indian desert region and Himalayan slopes are analyzed in the present study. The Box-Jenkins popular ARIMA (AutoRegressive Integrated Moving Average) model was applied to simulate the monthly-mean Terra MODIS (MODerate Resolution Imaging Spectroradiometer) Aerosol Optical Depth (AOD550 nm) over eight sites in the region covering a period of about 13 years (March 2000-May 2012). The autocorrelation structure has been analyzed indicating a deterministic pattern in the time series that it regains its structure every 24 month period. The ARIMA models namely ARIMA(2,0,12), ARIMA(1,0,6), ARIMA(3,0,0), ARIMA(2,0,13) ARIMA(0,0,12), ARIMA(2,0,2), ARIMA(1,0,12) and ARIMA(0,0,1) have been developed as the most suitable for simulating and forecasting the monthly-mean AOD over the eight selected locations. The Stationary R-squared, R-squared, Root Mean Square Error (RMSE) and Normalized BIC (Bayesian Information Criterion) are used to test the validity and applicability of the developed ARIMA models revealing adequate accuracy in the model performance. The values of Hurst Exponent, Fractal Dimension and Predictability Index for AODs are about 0.5, 1.5 and 0, respectively, suggesting that the AODs in all sites follow the Brownian time-series motion (true random walk). High AOD values (> 0.7) are observed over the industrialized and densely-populated IGP sites associated with low ones over the foothills/slopes of the Himalayas. The trends in AOD during the ~ 13-year period differentiates depending on season and site. During post-monsoon and winter accumulation of aerosols and increasing trends are shown over IGP sites, which are neutralized in pre-monsoon and become slightly negative in monsoon. The AOD over the Himalayan sites does not exhibit any significant trend and seems to be practically unaffected by the aerosol built-up over IGP.

Application of time series analysis in modelling and forecasting emergency department visits in a medical centre in Southern Taiwan

PubMed Central

Juang, Wang-Chuan; Huang, Sin-Jhih; Huang, Fong-Dee; Cheng, Pei-Wen; Wann, Shue-Ren

2017-01-01

Objective Emergency department (ED) overcrowding is acknowledged as an increasingly important issue worldwide. Hospital managers are increasingly paying attention to ED crowding in order to provide higher quality medical services to patients. One of the crucial elements for a good management strategy is demand forecasting. Our study sought to construct an adequate model and to forecast monthly ED visits. Methods We retrospectively gathered monthly ED visits from January 2009 to December 2016 to carry out a time series autoregressive integrated moving average (ARIMA) analysis. Initial development of the model was based on past ED visits from 2009 to 2016. A best-fit model was further employed to forecast the monthly data of ED visits for the next year (2016). Finally, we evaluated the predicted accuracy of the identified model with the mean absolute percentage error (MAPE). The software packages SAS/ETS V.9.4 and Office Excel 2016 were used for all statistical analyses. Results A series of statistical tests showed that six models, including ARIMA (0, 0, 1), ARIMA (1, 0, 0), ARIMA (1, 0, 1), ARIMA (2, 0, 1), ARIMA (3, 0, 1) and ARIMA (5, 0, 1), were candidate models. The model that gave the minimum Akaike information criterion and Schwartz Bayesian criterion and followed the assumptions of residual independence was selected as the adequate model. Finally, a suitable ARIMA (0, 0, 1) structure, yielding a MAPE of 8.91%, was identified and obtained as Visitt=7111.161+(at+0.37462 at−1). Conclusion The ARIMA (0, 0, 1) model can be considered adequate for predicting future ED visits, and its forecast results can be used to aid decision-making processes. PMID:29196487

Forecast of Frost Days Based on Monthly Temperatures

NASA Astrophysics Data System (ADS)

Castellanos, M. T.; Tarquis, A. M.; Morató, M. C.; Saa-Requejo, A.

2009-04-01

Although frost can cause considerable crop damage and mitigation practices against forecasted frost exist, frost forecasting technologies have not changed for many years. The paper reports a new method to forecast the monthly number of frost days (FD) for several meteorological stations at Community of Madrid (Spain) based on successive application of two models. The first one is a stochastic model, autoregressive integrated moving average (ARIMA), that forecasts monthly minimum absolute temperature (tmin) and monthly average of minimum temperature (tminav) following Box-Jenkins methodology. The second model relates these monthly temperatures to minimum daily temperature distribution during one month. Three ARIMA models were identified for the time series analyzed with a stational period correspondent to one year. They present the same stational behavior (moving average differenced model) and different non-stational part: autoregressive model (Model 1), moving average differenced model (Model 2) and autoregressive and moving average model (Model 3). At the same time, the results point out that minimum daily temperature (tdmin), for the meteorological stations studied, followed a normal distribution each month with a very similar standard deviation through years. This standard deviation obtained for each station and each month could be used as a risk index for cold months. The application of Model 1 to predict minimum monthly temperatures showed the best FD forecast. This procedure provides a tool for crop managers and crop insurance companies to asses the risk of frost frequency and intensity, so that they can take steps to mitigate against frost damage and estimated the damage that frost would cost. This research was supported by Comunidad de Madrid Research Project 076/92. The cooperation of the Spanish National Meteorological Institute and the Spanish Ministerio de Agricultura, Pesca y Alimentation (MAPA) is gratefully acknowledged.

Modelling of cayenne production in Central Java using ARIMA-GARCH

NASA Astrophysics Data System (ADS)

Tarno; Sudarno; Ispriyanti, Dwi; Suparti

2018-05-01

Some regencies/cities in Central Java Province are known as producers of horticultural crops in Indonesia, for example, Brebes which is the largest area of shallot producer in Central Java, while the others, such as Cilacap and Wonosobo are the areas of cayenne commodities production. Currently, cayenne is a strategic commodity and it has broad impact to Indonesian economic development. Modelling the cayenne production is necessary to predict about the commodity to meet the need for society. The needs fulfillment of society will affect stability of the concerned commodity price. Based on the reality, the decreasing of cayenne production will cause the increasing of society’s basic needs price, and finally it will affect the inflation level at that area. This research focused on autoregressive integrated moving average (ARIMA) modelling by considering the effect of autoregressive conditional heteroscedasticity (ARCH) to study about cayenne production in Central Java. The result of empirical study of ARIMA-GARCH modelling for cayenne production in Central Java from January 2003 to November 2015 is ARIMA([1,3],0,0)-GARCH(1,0) as the best model.

Analysis of Container Yard Capacity In North TPK Using ARIMA Method

NASA Astrophysics Data System (ADS)

Sirajuddin; Cut Gebrina Hisbach, M.; Ekawati, Ratna; Ade Irman, SM

2018-03-01

North container terminal known as North TPK is container terminal located in Indonesia Port Corporation area serving domestic container loading and unloading. It has 1006 ground slots with a total capacity of 5,544 TEUs and the maximum throughput of containers is 539,616 TEUs / year. Container throughput in the North TPK is increasing year by year. In 2011-2012, the North TPK container throughput is 165,080 TEUs / year and in 2015-2016 has reached 213,147 TEUs / year. To avoid congestion, and prevent possible losses in the future, this paper will analyze the flow of containers and the level of Yard Occupation Ratio in the North TPK at Tanjung Priok Port. The method used is the Autoregressive Integrated Moving Average (ARIMA) Model. ARIMA is a model that completely ignores independent variables in making forecasting. ARIMA results show that in 2016-2017 the total throughput of containers reached 234,006 TEUs / year with field effectiveness of 43.4% and in 2017-2018 the total throughput of containers reached 249,417 TEUs / year with field effectiveness 46.2%.

Population-level administration of AlcoholEdu for college: an ARIMA time-series analysis.

PubMed

Wyatt, Todd M; Dejong, William; Dixon, Elizabeth

2013-08-01

Autoregressive integrated moving averages (ARIMA) is a powerful analytic tool for conducting interrupted time-series analysis, yet it is rarely used in studies of public health campaigns or programs. This study demonstrated the use of ARIMA to assess AlcoholEdu for College, an online alcohol education course for first-year students, and other health and safety programs introduced at a moderate-size public university in the South. From 1992 to 2009, the university administered annual Core Alcohol and Drug Surveys to samples of undergraduates (Ns = 498 to 1032). AlcoholEdu and other health and safety programs that began during the study period were assessed through a series of quasi-experimental ARIMA analyses. Implementation of AlcoholEdu in 2004 was significantly associated with substantial decreases in alcohol consumption and alcohol- or drug-related negative consequences. These improvements were sustained over time as succeeding first-year classes took the course. Previous studies have shown that AlcoholEdu has an initial positive effect on students' alcohol use and associated negative consequences. This investigation suggests that these positive changes may be sustainable over time through yearly implementation of the course with first-year students. ARIMA time-series analysis holds great promise for investigating the effect of program and policy interventions to address alcohol- and drug-related problems on campus.

Sales forecasting newspaper with ARIMA: A case study

NASA Astrophysics Data System (ADS)

Permatasari, Carina Intan; Sutopo, Wahyudi; Hisjam, Muh.

2018-02-01

People are beginning to switch to using digital media for their daily activities, including changes in newspaper reading patterns to electronic news. In uncertainty trend, the customers of printed newspaper also have switched to electronic news. It has some negative effects on the printed newspaper demand, where there is often an inaccuracy of supply with demand which means that many newspapers are returned. The aim of this paper is to predict printed newspaper demand as accurately as possible to minimize the number of returns, to keep off the missed sales and to restrain the oversupply. The autoregressive integrated moving average (ARIMA) models were adopted to predict the right number of newspapers for a real case study of a newspaper company in Surakarta. The model parameters were found using maximum likelihood method. Then, the software Eviews 9 were utilized to forecasting any particular variables in the newspaper industry. This paper finally presents the appropriate of modeling and sales forecasting newspaper based on the output of the ARIMA models. In particular, it can be recommended to use ARIMA (1, 1, 0) model in predicting the number of newspapers. ARIMA (1, 1, 0) model was chosen from three different models that it provides the smallest value of the mean absolute percentage error (MAPE).

Predicting the incidence of hand, foot and mouth disease in Sichuan province, China using the ARIMA model.

PubMed

Liu, L; Luan, R S; Yin, F; Zhu, X P; Lü, Q

2016-01-01

Hand, foot and mouth disease (HFMD) is an infectious disease caused by enteroviruses, which usually occurs in children aged <5 years. In China, the HFMD situation is worsening, with increasing number of cases nationwide. Therefore, monitoring and predicting HFMD incidence are urgently needed to make control measures more effective. In this study, we applied an autoregressive integrated moving average (ARIMA) model to forecast HFMD incidence in Sichuan province, China. HFMD infection data from January 2010 to June 2014 were used to fit the ARIMA model. The coefficient of determination (R 2), normalized Bayesian Information Criterion (BIC) and mean absolute percentage of error (MAPE) were used to evaluate the goodness-of-fit of the constructed models. The fitted ARIMA model was applied to forecast the incidence of HMFD from April to June 2014. The goodness-of-fit test generated the optimum general multiplicative seasonal ARIMA (1,0,1) × (0,1,0)12 model (R 2 = 0·692, MAPE = 15·982, BIC = 5·265), which also showed non-significant autocorrelations in the residuals of the model (P = 0·893). The forecast incidence values of the ARIMA (1,0,1) × (0,1,0)12 model from July to December 2014 were 4103-9987, which were proximate forecasts. The ARIMA model could be applied to forecast HMFD incidence trend and provide support for HMFD prevention and control. Further observations should be carried out continually into the time sequence, and the parameters of the models could be adjusted because HMFD incidence will not be absolutely stationary in the future.

A Comparison of Alternative Approaches to the Analysis of Interrupted Time-Series.

ERIC Educational Resources Information Center

Harrop, John W.; Velicer, Wayne F.

1985-01-01

Computer generated data representative of 16 Auto Regressive Integrated Moving Averages (ARIMA) models were used to compare the results of interrupted time-series analysis using: (1) the known model identification, (2) an assumed (l,0,0) model, and (3) an assumed (3,0,0) model as an approximation to the General Transformation approach. (Author/BW)

Impact of the Illinois Seat Belt Use Law on Accidents, Deaths, and Injuries.

ERIC Educational Resources Information Center

Rock, Steven M.

1992-01-01

The impact of the 1985 Illinois seat belt law is explored using Box-Jenkins Auto-Regressive, Integrated Moving Averages (ARIMA) techniques and monthly accident statistical data from the state department of transportation for January-July 1990. A conservative estimate is that the law provides benefits of $15 million per month in Illinois. (SLD)

Forecast Model Analysis for the Morbidity of Tuberculosis in Xinjiang, China

PubMed Central

Zheng, Yan-Ling; Zhang, Li-Ping; Zhang, Xue-Liang; Wang, Kai; Zheng, Yu-Jian

2015-01-01

Tuberculosis is a major global public health problem, which also affects economic and social development. China has the second largest burden of tuberculosis in the world. The tuberculosis morbidity in Xinjiang is much higher than the national situation; therefore, there is an urgent need for monitoring and predicting tuberculosis morbidity so as to make the control of tuberculosis more effective. Recently, the Box-Jenkins approach, specifically the autoregressive integrated moving average (ARIMA) model, is typically applied to predict the morbidity of infectious diseases; it can take into account changing trends, periodic changes, and random disturbances in time series. Autoregressive conditional heteroscedasticity (ARCH) models are the prevalent tools used to deal with time series heteroscedasticity. In this study, based on the data of the tuberculosis morbidity from January 2004 to June 2014 in Xinjiang, we establish the single ARIMA (1, 1, 2) (1, 1, 1)12 model and the combined ARIMA (1, 1, 2) (1, 1, 1)12-ARCH (1) model, which can be used to predict the tuberculosis morbidity successfully in Xinjiang. Comparative analyses show that the combined model is more effective. To the best of our knowledge, this is the first study to establish the ARIMA model and ARIMA-ARCH model for prediction and monitoring the monthly morbidity of tuberculosis in Xinjiang. Based on the results of this study, the ARIMA (1, 1, 2) (1, 1, 1)12-ARCH (1) model is suggested to give tuberculosis surveillance by providing estimates on tuberculosis morbidity trends in Xinjiang, China. PMID:25760345

Forecasting daily meteorological time series using ARIMA and regression models

NASA Astrophysics Data System (ADS)

Murat, Małgorzata; Malinowska, Iwona; Gos, Magdalena; Krzyszczak, Jaromir

2018-04-01

The daily air temperature and precipitation time series recorded between January 1, 1980 and December 31, 2010 in four European sites (Jokioinen, Dikopshof, Lleida and Lublin) from different climatic zones were modeled and forecasted. In our forecasting we used the methods of the Box-Jenkins and Holt- Winters seasonal auto regressive integrated moving-average, the autoregressive integrated moving-average with external regressors in the form of Fourier terms and the time series regression, including trend and seasonality components methodology with R software. It was demonstrated that obtained models are able to capture the dynamics of the time series data and to produce sensible forecasts.

Application of a Hybrid Model for Predicting the Incidence of Tuberculosis in Hubei, China

PubMed Central

Zhang, Guoliang; Huang, Shuqiong; Duan, Qionghong; Shu, Wen; Hou, Yongchun; Zhu, Shiyu; Miao, Xiaoping; Nie, Shaofa; Wei, Sheng; Guo, Nan; Shan, Hua; Xu, Yihua

2013-01-01

Background A prediction model for tuberculosis incidence is needed in China which may be used as a decision-supportive tool for planning health interventions and allocating health resources. Methods The autoregressive integrated moving average (ARIMA) model was first constructed with the data of tuberculosis report rate in Hubei Province from Jan 2004 to Dec 2011.The data from Jan 2012 to Jun 2012 were used to validate the model. Then the generalized regression neural network (GRNN)-ARIMA combination model was established based on the constructed ARIMA model. Finally, the fitting and prediction accuracy of the two models was evaluated. Results A total of 465,960 cases were reported between Jan 2004 and Dec 2011 in Hubei Province. The report rate of tuberculosis was highest in 2005 (119.932 per 100,000 population) and lowest in 2010 (84.724 per 100,000 population). The time series of tuberculosis report rate show a gradual secular decline and a striking seasonal variation. The ARIMA (2, 1, 0) × (0, 1, 1)12 model was selected from several plausible ARIMA models. The residual mean square error of the GRNN-ARIMA model and ARIMA model were 0.4467 and 0.6521 in training part, and 0.0958 and 0.1133 in validation part, respectively. The mean absolute error and mean absolute percentage error of the hybrid model were also less than the ARIMA model. Discussion and Conclusions The gradual decline in tuberculosis report rate may be attributed to the effect of intensive measures on tuberculosis. The striking seasonal variation may have resulted from several factors. We suppose that a delay in the surveillance system may also have contributed to the variation. According to the fitting and prediction accuracy, the hybrid model outperforms the traditional ARIMA model, which may facilitate the allocation of health resources in China. PMID:24223232

Identification of AR(I)MA processes for modelling temporal correlations of GPS observations

NASA Astrophysics Data System (ADS)

Luo, X.; Mayer, M.; Heck, B.

2009-04-01

In many geodetic applications observations of the Global Positioning System (GPS) are routinely processed by means of the least-squares method. However, this algorithm delivers reliable estimates of unknown parameters und realistic accuracy measures only if both the functional and stochastic models are appropriately defined within GPS data processing. One deficiency of the stochastic model used in many GPS software products consists in neglecting temporal correlations of GPS observations. In practice the knowledge of the temporal stochastic behaviour of GPS observations can be improved by analysing time series of residuals resulting from the least-squares evaluation. This paper presents an approach based on the theory of autoregressive (integrated) moving average (AR(I)MA) processes to model temporal correlations of GPS observations using time series of observation residuals. A practicable integration of AR(I)MA models in GPS data processing requires the determination of the order parameters of AR(I)MA processes at first. In case of GPS, the identification of AR(I)MA processes could be affected by various factors impacting GPS positioning results, e.g. baseline length, multipath effects, observation weighting, or weather variations. The influences of these factors on AR(I)MA identification are empirically analysed based on a large amount of representative residual time series resulting from differential GPS post-processing using 1-Hz observation data collected within the permanent SAPOS® (Satellite Positioning Service of the German State Survey) network. Both short and long time series are modelled by means of AR(I)MA processes. The final order parameters are determined based on the whole residual database; the corresponding empirical distribution functions illustrate that multipath and weather variations seem to affect the identification of AR(I)MA processes much more significantly than baseline length and observation weighting. Additionally, the modelling results of temporal correlations using high-order AR(I)MA processes are compared with those by means of first order autoregressive (AR(1)) processes and empirically estimated autocorrelation functions.

Application of time series analysis in modelling and forecasting emergency department visits in a medical centre in Southern Taiwan.

PubMed

Juang, Wang-Chuan; Huang, Sin-Jhih; Huang, Fong-Dee; Cheng, Pei-Wen; Wann, Shue-Ren

2017-12-01

Emergency department (ED) overcrowding is acknowledged as an increasingly important issue worldwide. Hospital managers are increasingly paying attention to ED crowding in order to provide higher quality medical services to patients. One of the crucial elements for a good management strategy is demand forecasting. Our study sought to construct an adequate model and to forecast monthly ED visits. We retrospectively gathered monthly ED visits from January 2009 to December 2016 to carry out a time series autoregressive integrated moving average (ARIMA) analysis. Initial development of the model was based on past ED visits from 2009 to 2016. A best-fit model was further employed to forecast the monthly data of ED visits for the next year (2016). Finally, we evaluated the predicted accuracy of the identified model with the mean absolute percentage error (MAPE). The software packages SAS/ETS V.9.4 and Office Excel 2016 were used for all statistical analyses. A series of statistical tests showed that six models, including ARIMA (0, 0, 1), ARIMA (1, 0, 0), ARIMA (1, 0, 1), ARIMA (2, 0, 1), ARIMA (3, 0, 1) and ARIMA (5, 0, 1), were candidate models. The model that gave the minimum Akaike information criterion and Schwartz Bayesian criterion and followed the assumptions of residual independence was selected as the adequate model. Finally, a suitable ARIMA (0, 0, 1) structure, yielding a MAPE of 8.91%, was identified and obtained as Visit t =7111.161+(a t +0.37462 a t -1). The ARIMA (0, 0, 1) model can be considered adequate for predicting future ED visits, and its forecast results can be used to aid decision-making processes. © Article author(s) (or their employer(s) unless otherwise stated in the text of the article) 2017. All rights reserved. No commercial use is permitted unless otherwise expressly granted.

Short-term forecasting of urban rail transit ridership based on ARIMA and wavelet decomposition

NASA Astrophysics Data System (ADS)

Wang, Xuemei; Zhang, Ning; Chen, Ying; Zhang, Yunlong

2018-05-01

Due to different functions and land use types, there are significant differences in ridership patterns among different urban rail transit stations. Considering the characteristics of different ridership and coping with the uncertainty, periodical and stochastic natures of short-term passenger flow, and this paper proposes a novel hybrid methodology that combines the autoregressive integrated moving average (ARIMA) model and wavelet decomposition, which has strong strengths in signal processing, to short-term ridership forecasting. The seasonal ARIMA is used to represent the relatively stable and regular ridership patterns while the wavelet decomposition is used to capture the stochastic or sometimes drastic changing characteristics of ridership patterns. The inclusion of wavelet decomposition and reconstruction provides the hybrid model with a unique strength in capturing sudden change in ridership patterns associated with certain rail stations. The case study is carried out by analyzing real ridership data of Metro Line 1 in Nanjing, China. The experimental results indicate that the hybrid method is superior to the individual ARIMA model for all ridership patterns, but particularly advantageous in predicting ridership at stations often associated with sudden pattern changes due to special events.

Predicting Rehabilitation Success Rate Trends among Ethnic Minorities Served by State Vocational Rehabilitation Agencies: A National Time Series Forecast Model Demonstration Study

ERIC Educational Resources Information Center

Moore, Corey L.; Wang, Ningning; Washington, Janique Tynez

2017-01-01

Purpose: This study assessed and demonstrated the efficacy of two select empirical forecast models (i.e., autoregressive integrated moving average [ARIMA] model vs. grey model [GM]) in accurately predicting state vocational rehabilitation agency (SVRA) rehabilitation success rate trends across six different racial and ethnic population cohorts…

Forecasting hotspots in East Kutai, Kutai Kartanegara, and West Kutai as early warning information

NASA Astrophysics Data System (ADS)

Wahyuningsih, S.; Goejantoro, R.; Rizki, N. A.

2018-04-01

The aims of this research are to model hotspots and forecast hotspot 2017 in East Kutai, Kutai Kartanegara and West Kutai. The methods which used in this research were Holt exponential smoothing, Holt’s additive dump trend method, Holt-Winters’ additive method, additive decomposition method, multiplicative decomposition method, Loess decomposition method and Box-Jenkins method. For smoothing techniques, additive decomposition is better than Holt’s exponential smoothing. The hotspots model using Box-Jenkins method were Autoregressive Moving Average ARIMA(1,1,0), ARIMA(0,2,1), and ARIMA(0,1,0). Comparing the results from all methods which were used in this research, and based on Root of Mean Squared Error (RMSE), show that Loess decomposition method is the best times series model, because it has the least RMSE. Thus the Loess decomposition model used to forecast the number of hotspot. The forecasting result indicatethat hotspots pattern tend to increase at the end of 2017 in Kutai Kartanegara and West Kutai, but stationary in East Kutai.

Application of a new hybrid model with seasonal auto-regressive integrated moving average (ARIMA) and nonlinear auto-regressive neural network (NARNN) in forecasting incidence cases of HFMD in Shenzhen, China.

PubMed

Yu, Lijing; Zhou, Lingling; Tan, Li; Jiang, Hongbo; Wang, Ying; Wei, Sheng; Nie, Shaofa

2014-01-01

Outbreaks of hand-foot-mouth disease (HFMD) have been reported for many times in Asia during the last decades. This emerging disease has drawn worldwide attention and vigilance. Nowadays, the prevention and control of HFMD has become an imperative issue in China. Early detection and response will be helpful before it happening, using modern information technology during the epidemic. In this paper, a hybrid model combining seasonal auto-regressive integrated moving average (ARIMA) model and nonlinear auto-regressive neural network (NARNN) is proposed to predict the expected incidence cases from December 2012 to May 2013, using the retrospective observations obtained from China Information System for Disease Control and Prevention from January 2008 to November 2012. The best-fitted hybrid model was combined with seasonal ARIMA [Formula: see text] and NARNN with 15 hidden units and 5 delays. The hybrid model makes the good forecasting performance and estimates the expected incidence cases from December 2012 to May 2013, which are respectively -965.03, -1879.58, 4138.26, 1858.17, 4061.86 and 6163.16 with an obviously increasing trend. The model proposed in this paper can predict the incidence trend of HFMD effectively, which could be helpful to policy makers. The usefulness of expected cases of HFMD perform not only in detecting outbreaks or providing probability statements, but also in providing decision makers with a probable trend of the variability of future observations that contains both historical and recent information.

[Application of R-based multiple seasonal ARIMA model, in predicting the incidence of hand, foot and mouth disease in Shaanxi province].

PubMed

Liu, F; Zhu, N; Qiu, L; Wang, J J; Wang, W H

2016-08-10

To apply the ' auto-regressive integrated moving average product seasonal model' in predicting the number of hand, foot and mouth disease in Shaanxi province. In Shaanxi province, the trend of hand, foot and mouth disease was analyzed and tested, under the use of R software, between January 2009 and June 2015. Multiple seasonal ARIMA model was then fitted under time series to predict the number of hand, foot and mouth disease in 2016 and 2017. Seasonal effect was seen in hand, foot and mouth disease in Shaanxi province. A multiple seasonal ARIMA (2,1,0)×(1,1,0)12 was established, with the equation as (1 -B)(1 -B12)Ln (Xt) =((1-1.000B)/(1-0.532B-0.363B(2))*(1-0.644B12-0.454B12(2)))*Epsilont. The mean of absolute error and the relative error were 531.535 and 0.114, respectively when compared to the simulated number of patients from Jun to Dec in 2015. RESULTS under the prediction of multiple seasonal ARIMA model showed that the numbers of patients in both 2016 and 2017 were similar to that of 2015 in Shaanxi province. Multiple seasonal ARIMA (2,1,0)×(1,1,0)12 model could be used to successfully predict the incidence of hand, foot and mouth disease in Shaanxi province.

ARIMA representation for daily solar irradiance and surface air temperature time series

NASA Astrophysics Data System (ADS)

Kärner, Olavi

2009-06-01

Autoregressive integrated moving average (ARIMA) models are used to compare long-range temporal variability of the total solar irradiance (TSI) at the top of the atmosphere (TOA) and surface air temperature series. The comparison shows that one and the same type of the model is applicable to represent the TSI and air temperature series. In terms of the model type surface air temperature imitates closely that for the TSI. This may mean that currently no other forcing to the climate system is capable to change the random walk type variability established by the varying activity of the rotating Sun. The result should inspire more detailed examination of the dependence of various climate series on short-range fluctuations of TSI.

Performance of univariate forecasting on seasonal diseases: the case of tuberculosis.

PubMed

Permanasari, Adhistya Erna; Rambli, Dayang Rohaya Awang; Dominic, P Dhanapal Durai

2011-01-01

The annual disease incident worldwide is desirable to be predicted for taking appropriate policy to prevent disease outbreak. This chapter considers the performance of different forecasting method to predict the future number of disease incidence, especially for seasonal disease. Six forecasting methods, namely linear regression, moving average, decomposition, Holt-Winter's, ARIMA, and artificial neural network (ANN), were used for disease forecasting on tuberculosis monthly data. The model derived met the requirement of time series with seasonality pattern and downward trend. The forecasting performance was compared using similar error measure in the base of the last 5 years forecast result. The findings indicate that ARIMA model was the most appropriate model since it obtained the less relatively error than the other model.

Time series analysis of contaminant transport in the subsurface: applications to conservative tracer and engineered nanomaterials.

PubMed

Bai, Chunmei; Li, Yusong

2014-08-01

Accurately predicting the transport of contaminants in the field is subject to multiple sources of uncertainty due to the variability of geological settings, the complexity of field measurements, and the scarcity of data. Such uncertainties can be amplified when modeling some emerging contaminants, such as engineered nanomaterials, when a fundamental understanding of their fate and transport is lacking. Typical field work includes collecting concentration at a certain location for an extended period of time, or measuring the movement of plume for an extended period time, which would result in a time series of observation data. This work presents an effort to evaluate the possibility of applying time series analysis, particularly, autoregressive integrated moving average (ARIMA) models, to forecast contaminant transport and distribution in the subsurface environment. ARIMA modeling was first assessed in terms of its capability to forecast tracer transport at two field sites, which had different levels of heterogeneity. After that, this study evaluated the applicability of ARIMA modeling to predict the transport of engineered nanomaterials at field sites, including field measured data of nanoscale zero valent iron and (nZVI) and numerically generated data for the transport of nano-fullerene aggregates (nC60). This proof-of-concept effort demonstrates the possibility of applying ARIMA to predict the contaminant transport in the subsurface environment. Like many other statistical models, ARIMA modeling is only descriptive and not explanatory. The limitation and the challenge associated with applying ARIMA modeling to contaminant transport in the subsurface are also discussed. Copyright © 2014 Elsevier B.V. All rights reserved.

Time series analysis of contaminant transport in the subsurface: Applications to conservative tracer and engineered nanomaterials

NASA Astrophysics Data System (ADS)

Bai, Chunmei; Li, Yusong

2014-08-01

Accurately predicting the transport of contaminants in the field is subject to multiple sources of uncertainty due to the variability of geological settings, the complexity of field measurements, and the scarcity of data. Such uncertainties can be amplified when modeling some emerging contaminants, such as engineered nanomaterials, when a fundamental understanding of their fate and transport is lacking. Typical field work includes collecting concentration at a certain location for an extended period of time, or measuring the movement of plume for an extended period time, which would result in a time series of observation data. This work presents an effort to evaluate the possibility of applying time series analysis, particularly, autoregressive integrated moving average (ARIMA) models, to forecast contaminant transport and distribution in the subsurface environment. ARIMA modeling was first assessed in terms of its capability to forecast tracer transport at two field sites, which had different levels of heterogeneity. After that, this study evaluated the applicability of ARIMA modeling to predict the transport of engineered nanomaterials at field sites, including field measured data of nanoscale zero valent iron and (nZVI) and numerically generated data for the transport of nano-fullerene aggregates (nC60). This proof-of-concept effort demonstrates the possibility of applying ARIMA to predict the contaminant transport in the subsurface environment. Like many other statistical models, ARIMA modeling is only descriptive and not explanatory. The limitation and the challenge associated with applying ARIMA modeling to contaminant transport in the subsurface are also discussed.

Modeling Seasonal Influenza Transmission and Its Association with Climate Factors in Thailand Using Time-Series and ARIMAX Analyses.

PubMed

Chadsuthi, Sudarat; Iamsirithaworn, Sopon; Triampo, Wannapong; Modchang, Charin

2015-01-01

Influenza is a worldwide respiratory infectious disease that easily spreads from one person to another. Previous research has found that the influenza transmission process is often associated with climate variables. In this study, we used autocorrelation and partial autocorrelation plots to determine the appropriate autoregressive integrated moving average (ARIMA) model for influenza transmission in the central and southern regions of Thailand. The relationships between reported influenza cases and the climate data, such as the amount of rainfall, average temperature, average maximum relative humidity, average minimum relative humidity, and average relative humidity, were evaluated using cross-correlation function. Based on the available data of suspected influenza cases and climate variables, the most appropriate ARIMA(X) model for each region was obtained. We found that the average temperature correlated with influenza cases in both central and southern regions, but average minimum relative humidity played an important role only in the southern region. The ARIMAX model that includes the average temperature with a 4-month lag and the minimum relative humidity with a 2-month lag is the appropriate model for the central region, whereas including the minimum relative humidity with a 4-month lag results in the best model for the southern region.

Development of temporal modelling for forecasting and prediction of malaria infections using time-series and ARIMAX analyses: a case study in endemic districts of Bhutan.

PubMed

Wangdi, Kinley; Singhasivanon, Pratap; Silawan, Tassanee; Lawpoolsri, Saranath; White, Nicholas J; Kaewkungwal, Jaranit

2010-09-03

Malaria still remains a public health problem in some districts of Bhutan despite marked reduction of cases in last few years. To strengthen the country's prevention and control measures, this study was carried out to develop forecasting and prediction models of malaria incidence in the endemic districts of Bhutan using time series and ARIMAX. This study was carried out retrospectively using the monthly reported malaria cases from the health centres to Vector-borne Disease Control Programme (VDCP) and the meteorological data from Meteorological Unit, Department of Energy, Ministry of Economic Affairs. Time series analysis was performed on monthly malaria cases, from 1994 to 2008, in seven malaria endemic districts. The time series models derived from a multiplicative seasonal autoregressive integrated moving average (ARIMA) was deployed to identify the best model using data from 1994 to 2006. The best-fit model was selected for each individual district and for the overall endemic area was developed and the monthly cases from January to December 2009 and 2010 were forecasted. In developing the prediction model, the monthly reported malaria cases and the meteorological factors from 1996 to 2008 of the seven districts were analysed. The method of ARIMAX modelling was employed to determine predictors of malaria of the subsequent month. It was found that the ARIMA (p, d, q) (P, D, Q)s model (p and P representing the auto regressive and seasonal autoregressive; d and D representing the non-seasonal differences and seasonal differencing; and q and Q the moving average parameters and seasonal moving average parameters, respectively and s representing the length of the seasonal period) for the overall endemic districts was (2,1,1)(0,1,1)12; the modelling data from each district revealed two most common ARIMA models including (2,1,1)(0,1,1)12 and (1,1,1)(0,1,1)12. The forecasted monthly malaria cases from January to December 2009 and 2010 varied from 15 to 82 cases in 2009 and 67 to 149 cases in 2010, where population in 2009 was 285,375 and the expected population of 2010 to be 289,085. The ARIMAX model of monthly cases and climatic factors showed considerable variations among the different districts. In general, the mean maximum temperature lagged at one month was a strong positive predictor of an increased malaria cases for four districts. The monthly number of cases of the previous month was also a significant predictor in one district, whereas no variable could predict malaria cases for two districts. The ARIMA models of time-series analysis were useful in forecasting the number of cases in the endemic areas of Bhutan. There was no consistency in the predictors of malaria cases when using ARIMAX model with selected lag times and climatic predictors. The ARIMA forecasting models could be employed for planning and managing malaria prevention and control programme in Bhutan.

Generalized seasonal autoregressive integrated moving average models for count data with application to malaria time series with low case numbers.

PubMed

Briët, Olivier J T; Amerasinghe, Priyanie H; Vounatsou, Penelope

2013-01-01

With the renewed drive towards malaria elimination, there is a need for improved surveillance tools. While time series analysis is an important tool for surveillance, prediction and for measuring interventions' impact, approximations by commonly used Gaussian methods are prone to inaccuracies when case counts are low. Therefore, statistical methods appropriate for count data are required, especially during "consolidation" and "pre-elimination" phases. Generalized autoregressive moving average (GARMA) models were extended to generalized seasonal autoregressive integrated moving average (GSARIMA) models for parsimonious observation-driven modelling of non Gaussian, non stationary and/or seasonal time series of count data. The models were applied to monthly malaria case time series in a district in Sri Lanka, where malaria has decreased dramatically in recent years. The malaria series showed long-term changes in the mean, unstable variance and seasonality. After fitting negative-binomial Bayesian models, both a GSARIMA and a GARIMA deterministic seasonality model were selected based on different criteria. Posterior predictive distributions indicated that negative-binomial models provided better predictions than Gaussian models, especially when counts were low. The G(S)ARIMA models were able to capture the autocorrelation in the series. G(S)ARIMA models may be particularly useful in the drive towards malaria elimination, since episode count series are often seasonal and non-stationary, especially when control is increased. Although building and fitting GSARIMA models is laborious, they may provide more realistic prediction distributions than do Gaussian methods and may be more suitable when counts are low.

Generalized Seasonal Autoregressive Integrated Moving Average Models for Count Data with Application to Malaria Time Series with Low Case Numbers

PubMed Central

Briët, Olivier J. T.; Amerasinghe, Priyanie H.; Vounatsou, Penelope

2013-01-01

Introduction With the renewed drive towards malaria elimination, there is a need for improved surveillance tools. While time series analysis is an important tool for surveillance, prediction and for measuring interventions’ impact, approximations by commonly used Gaussian methods are prone to inaccuracies when case counts are low. Therefore, statistical methods appropriate for count data are required, especially during “consolidation” and “pre-elimination” phases. Methods Generalized autoregressive moving average (GARMA) models were extended to generalized seasonal autoregressive integrated moving average (GSARIMA) models for parsimonious observation-driven modelling of non Gaussian, non stationary and/or seasonal time series of count data. The models were applied to monthly malaria case time series in a district in Sri Lanka, where malaria has decreased dramatically in recent years. Results The malaria series showed long-term changes in the mean, unstable variance and seasonality. After fitting negative-binomial Bayesian models, both a GSARIMA and a GARIMA deterministic seasonality model were selected based on different criteria. Posterior predictive distributions indicated that negative-binomial models provided better predictions than Gaussian models, especially when counts were low. The G(S)ARIMA models were able to capture the autocorrelation in the series. Conclusions G(S)ARIMA models may be particularly useful in the drive towards malaria elimination, since episode count series are often seasonal and non-stationary, especially when control is increased. Although building and fitting GSARIMA models is laborious, they may provide more realistic prediction distributions than do Gaussian methods and may be more suitable when counts are low. PMID:23785448

Effect of climate variables on cocoa black pod incidence in Sabah using ARIMAX model

NASA Astrophysics Data System (ADS)

Ling Sheng Chang, Albert; Ramba, Haya; Mohd. Jaaffar, Ahmad Kamil; Kim Phin, Chong; Chong Mun, Ho

2016-06-01

Cocoa black pod disease is one of the major diseases affecting the cocoa production in Malaysia and also around the world. Studies have shown that the climate variables have influenced the cocoa black pod disease incidence and it is important to quantify the black pod disease variation due to the effect of climate variables. Application of time series analysis especially auto-regressive moving average (ARIMA) model has been widely used in economics study and can be used to quantify the effect of climate variables on black pod incidence to forecast the right time to control the incidence. However, ARIMA model does not capture some turning points in cocoa black pod incidence. In order to improve forecasting performance, other explanatory variables such as climate variables should be included into ARIMA model as ARIMAX model. Therefore, this paper is to study the effect of climate variables on the cocoa black pod disease incidence using ARIMAX model. The findings of the study showed ARIMAX model using MA(1) and relative humidity at lag 7 days, RHt - 7 gave better R square value compared to ARIMA model using MA(1) which could be used to forecast the black pod incidence to assist the farmers determine timely application of fungicide spraying and culture practices to control the black pod incidence.

A hybrid ARIMA and neural network model applied to forecast catch volumes of Selar crumenophthalmus

NASA Astrophysics Data System (ADS)

Aquino, Ronald L.; Alcantara, Nialle Loui Mar T.; Addawe, Rizavel C.

2017-11-01

The Selar crumenophthalmus with the English name big-eyed scad fish, locally known as matang-baka, is one of the fishes commonly caught along the waters of La Union, Philippines. The study deals with the forecasting of catch volumes of big-eyed scad fish for commercial consumption. The data used are quarterly caught volumes of big-eyed scad fish from 2002 to first quarter of 2017. This actual data is available from the open stat database published by the Philippine Statistics Authority (PSA)whose task is to collect, compiles, analyzes and publish information concerning different aspects of the Philippine setting. Autoregressive Integrated Moving Average (ARIMA) models, Artificial Neural Network (ANN) model and the Hybrid model consisting of ARIMA and ANN were developed to forecast catch volumes of big-eyed scad fish. Statistical errors such as Mean Absolute Errors (MAE) and Root Mean Square Errors (RMSE) were computed and compared to choose the most suitable model for forecasting the catch volume for the next few quarters. A comparison of the results of each model and corresponding statistical errors reveals that the hybrid model, ARIMA-ANN (2,1,2)(6:3:1), is the most suitable model to forecast the catch volumes of the big-eyed scad fish for the next few quarters.

Performance evaluation of ionospheric time delay forecasting models using GPS observations at a low-latitude station

NASA Astrophysics Data System (ADS)

Sivavaraprasad, G.; Venkata Ratnam, D.

2017-07-01

Ionospheric delay is one of the major atmospheric effects on the performance of satellite-based radio navigation systems. It limits the accuracy and availability of Global Positioning System (GPS) measurements, related to critical societal and safety applications. The temporal and spatial gradients of ionospheric total electron content (TEC) are driven by several unknown priori geophysical conditions and solar-terrestrial phenomena. Thereby, the prediction of ionospheric delay is challenging especially over Indian sub-continent. Therefore, an appropriate short/long-term ionospheric delay forecasting model is necessary. Hence, the intent of this paper is to forecast ionospheric delays by considering day to day, monthly and seasonal ionospheric TEC variations. GPS-TEC data (January 2013-December 2013) is extracted from a multi frequency GPS receiver established at K L University, Vaddeswaram, Guntur station (geographic: 16.37°N, 80.37°E; geomagnetic: 7.44°N, 153.75°E), India. An evaluation, in terms of forecasting capabilities, of three ionospheric time delay models - an Auto Regressive Moving Average (ARMA) model, Auto Regressive Integrated Moving Average (ARIMA) model, and a Holt-Winter's model is presented. The performances of these models are evaluated through error measurement analysis during both geomagnetic quiet and disturbed days. It is found that, ARMA model is effectively forecasting the ionospheric delay with an accuracy of 82-94%, which is 10% more superior to ARIMA and Holt-Winter's models. Moreover, the modeled VTEC derived from International Reference Ionosphere, IRI (IRI-2012) model and new global TEC model, Neustrelitz TEC Model (NTCM-GL) have compared with forecasted VTEC values of ARMA, ARIMA and Holt-Winter's models during geomagnetic quiet days. The forecast results are indicating that ARMA model would be useful to set up an early warning system for ionospheric disturbances at low latitude regions.

Forecasting seeing and parameters of long-exposure images by means of ARIMA

NASA Astrophysics Data System (ADS)

Kornilov, Matwey V.

2016-02-01

Atmospheric turbulence is the one of the major limiting factors for ground-based astronomical observations. In this paper, the problem of short-term forecasting seeing is discussed. The real data that were obtained by atmospheric optical turbulence (OT) measurements above Mount Shatdzhatmaz in 2007-2013 have been analysed. Linear auto-regressive integrated moving average (ARIMA) models are used for the forecasting. A new procedure for forecasting the image characteristics of direct astronomical observations (central image intensity, full width at half maximum, radius encircling 80 % of the energy) has been proposed. Probability density functions of the forecast of these quantities are 1.5-2 times thinner than the respective unconditional probability density functions. Overall, this study found that the described technique could adequately describe temporal stochastic variations of the OT power.

Forecasting incidence of hemorrhagic fever with renal syndrome in China using ARIMA model

PubMed Central

2011-01-01

Background China is a country that is most seriously affected by hemorrhagic fever with renal syndrome (HFRS) with 90% of HFRS cases reported globally. At present, HFRS is getting worse with increasing cases and natural foci in China. Therefore, there is an urgent need for monitoring and predicting HFRS incidence to make the control of HFRS more effective. In this study, we applied a stochastic autoregressive integrated moving average (ARIMA) model with the objective of monitoring and short-term forecasting HFRS incidence in China. Methods Chinese HFRS data from 1975 to 2008 were used to fit ARIMA model. Akaike Information Criterion (AIC) and Ljung-Box test were used to evaluate the constructed models. Subsequently, the fitted ARIMA model was applied to obtain the fitted HFRS incidence from 1978 to 2008 and contrast with corresponding observed values. To assess the validity of the proposed model, the mean absolute percentage error (MAPE) between the observed and fitted HFRS incidence (1978-2008) was calculated. Finally, the fitted ARIMA model was used to forecast the incidence of HFRS of the years 2009 to 2011. All analyses were performed using SAS9.1 with a significant level of p < 0.05. Results The goodness-of-fit test of the optimum ARIMA (0,3,1) model showed non-significant autocorrelations in the residuals of the model (Ljung-Box Q statistic = 5.95,P = 0.3113). The fitted values made by ARIMA (0,3,1) model for years 1978-2008 closely followed the observed values for the same years, with a mean absolute percentage error (MAPE) of 12.20%. The forecast values from 2009 to 2011 were 0.69, 0.86, and 1.21per 100,000 population, respectively. Conclusion ARIMA models applied to historical HFRS incidence data are an important tool for HFRS surveillance in China. This study shows that accurate forecasting of the HFRS incidence is possible using an ARIMA model. If predicted values from this study are accurate, China can expect a rise in HFRS incidence. PMID:21838933

Seasonal trend analysis and ARIMA modeling of relative humidity and wind speed time series around Yamula Dam

NASA Astrophysics Data System (ADS)

Eymen, Abdurrahman; Köylü, Ümran

2018-02-01

Local climate change is determined by analysis of long-term recorded meteorological data. In the statistical analysis of the meteorological data, the Mann-Kendall rank test, which is one of the non-parametrical tests, has been used; on the other hand, for determining the power of the trend, Theil-Sen method has been used on the data obtained from 16 meteorological stations. The stations cover the provinces of Kayseri, Sivas, Yozgat, and Nevşehir in the Central Anatolia region of Turkey. Changes in land-use affect local climate. Dams are structures that cause major changes on the land. Yamula Dam is located 25 km northwest of Kayseri. The dam has huge water body which is approximately 85 km2. The mentioned tests have been used for detecting the presence of any positive or negative trend in meteorological data. The meteorological data in relation to the seasonal average, maximum, and minimum values of the relative humidity and seasonal average wind speed have been organized as time series and the tests have been conducted accordingly. As a result of these tests, the following have been identified: increase was observed in minimum relative humidity values in the spring, summer, and autumn seasons. As for the seasonal average wind speed, decrease was detected for nine stations in all seasons, whereas increase was observed in four stations. After the trend analysis, pre-dam mean relative humidity time series were modeled with Autoregressive Integrated Moving Averages (ARIMA) model which is statistical modeling tool. Post-dam relative humidity values were predicted by ARIMA models.

Fast Algorithms for Mining Co-evolving Time Series

DTIC Science & Technology

2011-09-01

Keogh et al., 2001, 2004] and (b) forecasting, like an autoregressive integrated moving average model ( ARIMA ) and related meth- ods [Box et al., 1994...computing hardware? We develop models to mine time series with missing values, to extract compact representation from time sequences, to segment the...sequences, and to do forecasting. For large scale data, we propose algorithms for learning time series models , in particular, including Linear Dynamical

Road traffic accidents prediction modelling: An analysis of Anambra State, Nigeria.

PubMed

Ihueze, Chukwutoo C; Onwurah, Uchendu O

2018-03-01

One of the major problems in the world today is the rate of road traffic crashes and deaths on our roads. Majority of these deaths occur in low-and-middle income countries including Nigeria. This study analyzed road traffic crashes in Anambra State, Nigeria with the intention of developing accurate predictive models for forecasting crash frequency in the State using autoregressive integrated moving average (ARIMA) and autoregressive integrated moving average with explanatory variables (ARIMAX) modelling techniques. The result showed that ARIMAX model outperformed the ARIMA (1,1,1) model generated when their performances were compared using the lower Bayesian information criterion, mean absolute percentage error, root mean square error; and higher coefficient of determination (R-Squared) as accuracy measures. The findings of this study reveal that incorporating human, vehicle and environmental related factors in time series analysis of crash dataset produces a more robust predictive model than solely using aggregated crash count. This study contributes to the body of knowledge on road traffic safety and provides an approach to forecasting using many human, vehicle and environmental factors. The recommendations made in this study if applied will help in reducing the number of road traffic crashes in Nigeria. Copyright © 2017 Elsevier Ltd. All rights reserved.

Long-Term Prediction of Emergency Department Revenue and Visitor Volume Using Autoregressive Integrated Moving Average Model

PubMed Central

Chen, Chieh-Fan; Ho, Wen-Hsien; Chou, Huei-Yin; Yang, Shu-Mei; Chen, I-Te; Shi, Hon-Yi

2011-01-01

This study analyzed meteorological, clinical and economic factors in terms of their effects on monthly ED revenue and visitor volume. Monthly data from January 1, 2005 to September 30, 2009 were analyzed. Spearman correlation and cross-correlation analyses were performed to identify the correlation between each independent variable, ED revenue, and visitor volume. Autoregressive integrated moving average (ARIMA) model was used to quantify the relationship between each independent variable, ED revenue, and visitor volume. The accuracies were evaluated by comparing model forecasts to actual values with mean absolute percentage of error. Sensitivity of prediction errors to model training time was also evaluated. The ARIMA models indicated that mean maximum temperature, relative humidity, rainfall, non-trauma, and trauma visits may correlate positively with ED revenue, but mean minimum temperature may correlate negatively with ED revenue. Moreover, mean minimum temperature and stock market index fluctuation may correlate positively with trauma visitor volume. Mean maximum temperature, relative humidity and stock market index fluctuation may correlate positively with non-trauma visitor volume. Mean maximum temperature and relative humidity may correlate positively with pediatric visitor volume, but mean minimum temperature may correlate negatively with pediatric visitor volume. The model also performed well in forecasting revenue and visitor volume. PMID:22203886

Long-term prediction of emergency department revenue and visitor volume using autoregressive integrated moving average model.

PubMed

Chen, Chieh-Fan; Ho, Wen-Hsien; Chou, Huei-Yin; Yang, Shu-Mei; Chen, I-Te; Shi, Hon-Yi

2011-01-01

This study analyzed meteorological, clinical and economic factors in terms of their effects on monthly ED revenue and visitor volume. Monthly data from January 1, 2005 to September 30, 2009 were analyzed. Spearman correlation and cross-correlation analyses were performed to identify the correlation between each independent variable, ED revenue, and visitor volume. Autoregressive integrated moving average (ARIMA) model was used to quantify the relationship between each independent variable, ED revenue, and visitor volume. The accuracies were evaluated by comparing model forecasts to actual values with mean absolute percentage of error. Sensitivity of prediction errors to model training time was also evaluated. The ARIMA models indicated that mean maximum temperature, relative humidity, rainfall, non-trauma, and trauma visits may correlate positively with ED revenue, but mean minimum temperature may correlate negatively with ED revenue. Moreover, mean minimum temperature and stock market index fluctuation may correlate positively with trauma visitor volume. Mean maximum temperature, relative humidity and stock market index fluctuation may correlate positively with non-trauma visitor volume. Mean maximum temperature and relative humidity may correlate positively with pediatric visitor volume, but mean minimum temperature may correlate negatively with pediatric visitor volume. The model also performed well in forecasting revenue and visitor volume.

[The trial of business data analysis at the Department of Radiology by constructing the auto-regressive integrated moving-average (ARIMA) model].

PubMed

Tani, Yuji; Ogasawara, Katsuhiko

2012-01-01

This study aimed to contribute to the management of a healthcare organization by providing management information using time-series analysis of business data accumulated in the hospital information system, which has not been utilized thus far. In this study, we examined the performance of the prediction method using the auto-regressive integrated moving-average (ARIMA) model, using the business data obtained at the Radiology Department. We made the model using the data used for analysis, which was the number of radiological examinations in the past 9 years, and we predicted the number of radiological examinations in the last 1 year. Then, we compared the actual value with the forecast value. We were able to establish that the performance prediction method was simple and cost-effective by using free software. In addition, we were able to build the simple model by pre-processing the removal of trend components using the data. The difference between predicted values and actual values was 10%; however, it was more important to understand the chronological change rather than the individual time-series values. Furthermore, our method was highly versatile and adaptable compared to the general time-series data. Therefore, different healthcare organizations can use our method for the analysis and forecasting of their business data.

Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model

PubMed Central

Li, Xiaoqing; Wang, Yu

2018-01-01

Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mining and to accurately evaluate the time-varying characteristics of bridge structure performance evolution, this paper proposes a new method for bridge structure deformation prediction, which integrates the Kalman filter, autoregressive integrated moving average model (ARIMA), and generalized autoregressive conditional heteroskedasticity (GARCH). Firstly, the raw deformation data is directly pre-processed using the Kalman filter to reduce the noise. After that, the linear recursive ARIMA model is established to analyze and predict the structure deformation. Finally, the nonlinear recursive GARCH model is introduced to further improve the accuracy of the prediction. Simulation results based on measured sensor data from the Global Navigation Satellite System (GNSS) deformation monitoring system demonstrated that: (1) the Kalman filter is capable of denoising the bridge deformation monitoring data; (2) the prediction accuracy of the proposed Kalman-ARIMA-GARCH model is satisfactory, where the mean absolute error increases only from 3.402 mm to 5.847 mm with the increment of the prediction step; and (3) in comparision to the Kalman-ARIMA model, the Kalman-ARIMA-GARCH model results in superior prediction accuracy as it includes partial nonlinear characteristics (heteroscedasticity); the mean absolute error of five-step prediction using the proposed model is improved by 10.12%. This paper provides a new way for structural behavior prediction based on data processing, which can lay a foundation for the early warning of bridge health monitoring system based on sensor data using sensing technology. PMID:29351254

Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model.

PubMed

Xin, Jingzhou; Zhou, Jianting; Yang, Simon X; Li, Xiaoqing; Wang, Yu

2018-01-19

Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mining and to accurately evaluate the time-varying characteristics of bridge structure performance evolution, this paper proposes a new method for bridge structure deformation prediction, which integrates the Kalman filter, autoregressive integrated moving average model (ARIMA), and generalized autoregressive conditional heteroskedasticity (GARCH). Firstly, the raw deformation data is directly pre-processed using the Kalman filter to reduce the noise. After that, the linear recursive ARIMA model is established to analyze and predict the structure deformation. Finally, the nonlinear recursive GARCH model is introduced to further improve the accuracy of the prediction. Simulation results based on measured sensor data from the Global Navigation Satellite System (GNSS) deformation monitoring system demonstrated that: (1) the Kalman filter is capable of denoising the bridge deformation monitoring data; (2) the prediction accuracy of the proposed Kalman-ARIMA-GARCH model is satisfactory, where the mean absolute error increases only from 3.402 mm to 5.847 mm with the increment of the prediction step; and (3) in comparision to the Kalman-ARIMA model, the Kalman-ARIMA-GARCH model results in superior prediction accuracy as it includes partial nonlinear characteristics (heteroscedasticity); the mean absolute error of five-step prediction using the proposed model is improved by 10.12%. This paper provides a new way for structural behavior prediction based on data processing, which can lay a foundation for the early warning of bridge health monitoring system based on sensor data using sensing technology.

Time Series Analysis and Forecasting of Wastewater Inflow into Bandar Tun Razak Sewage Treatment Plant in Selangor, Malaysia

NASA Astrophysics Data System (ADS)

Abunama, Taher; Othman, Faridah

2017-06-01

Analysing the fluctuations of wastewater inflow rates in sewage treatment plants (STPs) is essential to guarantee a sufficient treatment of wastewater before discharging it to the environment. The main objectives of this study are to statistically analyze and forecast the wastewater inflow rates into the Bandar Tun Razak STP in Kuala Lumpur, Malaysia. A time series analysis of three years’ weekly influent data (156weeks) has been conducted using the Auto-Regressive Integrated Moving Average (ARIMA) model. Various combinations of ARIMA orders (p, d, q) have been tried to select the most fitted model, which was utilized to forecast the wastewater inflow rates. The linear regression analysis was applied to testify the correlation between the observed and predicted influents. ARIMA (3, 1, 3) model was selected with the highest significance R-square and lowest normalized Bayesian Information Criterion (BIC) value, and accordingly the wastewater inflow rates were forecasted to additional 52weeks. The linear regression analysis between the observed and predicted values of the wastewater inflow rates showed a positive linear correlation with a coefficient of 0.831.

A New Navigation Satellite Clock Bias Prediction Method Based on Modified Clock-bias Quadratic Polynomial Model

NASA Astrophysics Data System (ADS)

Wang, Y. P.; Lu, Z. P.; Sun, D. S.; Wang, N.

2016-01-01

In order to better express the characteristics of satellite clock bias (SCB) and improve SCB prediction precision, this paper proposed a new SCB prediction model which can take physical characteristics of space-borne atomic clock, the cyclic variation, and random part of SCB into consideration. First, the new model employs a quadratic polynomial model with periodic items to fit and extract the trend term and cyclic term of SCB; then based on the characteristics of fitting residuals, a time series ARIMA ~(Auto-Regressive Integrated Moving Average) model is used to model the residuals; eventually, the results from the two models are combined to obtain final SCB prediction values. At last, this paper uses precise SCB data from IGS (International GNSS Service) to conduct prediction tests, and the results show that the proposed model is effective and has better prediction performance compared with the quadratic polynomial model, grey model, and ARIMA model. In addition, the new method can also overcome the insufficiency of the ARIMA model in model recognition and order determination.

Energy Forecasting Models Within the Department of the Navy.

DTIC Science & Technology

1982-06-01

standing the climatic conditions responsible for the results. Both models have particular advantages in parti- cular applications and will be examined...and moving average processes. A similar notation for a model with seasonality . .- considerations will be ARIMA (p d j)(P Q) 3=12, where the upper...AD-A12l 950 ENERGY FORECASTING MODELS WITHIN THE DEPARTMENT OF THE 1/4 NAYY(U) NAVAL POSTGRADUATE SCHOOL MONTEREY CA L &I BUTTOIPH JUN 82

Development of temporal modelling for forecasting and prediction of malaria infections using time-series and ARIMAX analyses: A case study in endemic districts of Bhutan

PubMed Central

2010-01-01

Background Malaria still remains a public health problem in some districts of Bhutan despite marked reduction of cases in last few years. To strengthen the country's prevention and control measures, this study was carried out to develop forecasting and prediction models of malaria incidence in the endemic districts of Bhutan using time series and ARIMAX. Methods This study was carried out retrospectively using the monthly reported malaria cases from the health centres to Vector-borne Disease Control Programme (VDCP) and the meteorological data from Meteorological Unit, Department of Energy, Ministry of Economic Affairs. Time series analysis was performed on monthly malaria cases, from 1994 to 2008, in seven malaria endemic districts. The time series models derived from a multiplicative seasonal autoregressive integrated moving average (ARIMA) was deployed to identify the best model using data from 1994 to 2006. The best-fit model was selected for each individual district and for the overall endemic area was developed and the monthly cases from January to December 2009 and 2010 were forecasted. In developing the prediction model, the monthly reported malaria cases and the meteorological factors from 1996 to 2008 of the seven districts were analysed. The method of ARIMAX modelling was employed to determine predictors of malaria of the subsequent month. Results It was found that the ARIMA (p, d, q) (P, D, Q)s model (p and P representing the auto regressive and seasonal autoregressive; d and D representing the non-seasonal differences and seasonal differencing; and q and Q the moving average parameters and seasonal moving average parameters, respectively and s representing the length of the seasonal period) for the overall endemic districts was (2,1,1)(0,1,1)12; the modelling data from each district revealed two most common ARIMA models including (2,1,1)(0,1,1)12 and (1,1,1)(0,1,1)12. The forecasted monthly malaria cases from January to December 2009 and 2010 varied from 15 to 82 cases in 2009 and 67 to 149 cases in 2010, where population in 2009 was 285,375 and the expected population of 2010 to be 289,085. The ARIMAX model of monthly cases and climatic factors showed considerable variations among the different districts. In general, the mean maximum temperature lagged at one month was a strong positive predictor of an increased malaria cases for four districts. The monthly number of cases of the previous month was also a significant predictor in one district, whereas no variable could predict malaria cases for two districts. Conclusions The ARIMA models of time-series analysis were useful in forecasting the number of cases in the endemic areas of Bhutan. There was no consistency in the predictors of malaria cases when using ARIMAX model with selected lag times and climatic predictors. The ARIMA forecasting models could be employed for planning and managing malaria prevention and control programme in Bhutan. PMID:20813066

Correlation analysis of air pollutant index levels and dengue cases across five different zones in Selangor, Malaysia.

PubMed

Thiruchelvam, Loshini; Dass, Sarat C; Zaki, Rafdzah; Yahya, Abqariyah; Asirvadam, Vijanth S

2018-05-07

This study investigated the potential relationship between dengue cases and air quality - as measured by the Air Pollution Index (API) for five zones in the state of Selangor, Malaysia. Dengue case patterns can be learned using prediction models based on feedback (lagged terms). However, the question whether air quality affects dengue cases is still not thoroughly investigated based on such feedback models. This work developed dengue prediction models using the autoregressive integrated moving average (ARIMA) and ARIMA with an exogeneous variable (ARIMAX) time series methodologies with API as the exogeneous variable. The Box Jenkins approach based on maximum likelihood was used for analysis as it gives effective model estimates and prediction. Three stages of model comparison were carried out for each zone: first with ARIMA models without API, then ARIMAX models with API data from the API station for that zone and finally, ARIMAX models with API data from the zone and spatially neighbouring zones. Bayesian Information Criterion (BIC) gives goodness-of-fit versus parsimony comparisons between all elicited models. Our study found that ARIMA models, with the lowest BIC value, outperformed the rest in all five zones. The BIC values for the zone of Kuala Selangor were -800.66, -796.22, and -790.5229, respectively, for ARIMA only, ARIMAX with single API component and ARIMAX with API components from its zone and spatially neighbouring zones. Therefore, we concluded that API levels, either temporally for each zone or spatio- temporally based on neighbouring zones, do not have a significant effect on dengue cases.

Generating temporal model using climate variables for the prediction of dengue cases in Subang Jaya, Malaysia

PubMed Central

Dom, Nazri Che; Hassan, A Abu; Latif, Z Abd; Ismail, Rodziah

2013-01-01

Objective To develop a forecasting model for the incidence of dengue cases in Subang Jaya using time series analysis. Methods The model was performed using the Autoregressive Integrated Moving Average (ARIMA) based on data collected from 2005 to 2010. The fitted model was then used to predict dengue incidence for the year 2010 by extrapolating dengue patterns using three different approaches (i.e. 52, 13 and 4 weeks ahead). Finally cross correlation between dengue incidence and climate variable was computed over a range of lags in order to identify significant variables to be included as external regressor. Results The result of this study revealed that the ARIMA (2,0,0) (0,0,1)52 model developed, closely described the trends of dengue incidence and confirmed the existence of dengue fever cases in Subang Jaya for the year 2005 to 2010. The prediction per period of 4 weeks ahead for ARIMA (2,0,0)(0,0,1)52 was found to be best fit and consistent with the observed dengue incidence based on the training data from 2005 to 2010 (Root Mean Square Error=0.61). The predictive power of ARIMA (2,0,0) (0,0,1)52 is enhanced by the inclusion of climate variables as external regressor to forecast the dengue cases for the year 2010. Conclusions The ARIMA model with weekly variation is a useful tool for disease control and prevention program as it is able to effectively predict the number of dengue cases in Malaysia.

Comparative Time Series Analysis of Aerosol Optical Depth over Sites in United States and China Using ARIMA Modeling

NASA Astrophysics Data System (ADS)

Li, X.; Zhang, C.; Li, W.

2017-12-01

Long-term spatiotemporal analysis and modeling of aerosol optical depth (AOD) distribution is of paramount importance to study radiative forcing, climate change, and human health. This study is focused on the trends and variations of AOD over six stations located in United States and China during 2003 to 2015, using satellite-retrieved Moderate Resolution Imaging Spectrometer (MODIS) Collection 6 retrievals and ground measurements derived from Aerosol Robotic NETwork (AERONET). An autoregressive integrated moving average (ARIMA) model is applied to simulate and predict AOD values. The R2, adjusted R2, Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE), and Bayesian Information Criterion (BIC) are used as indices to select the best fitted model. Results show that there is a persistent decreasing trend in AOD for both MODIS data and AERONET data over three stations. Monthly and seasonal AOD variations reveal consistent aerosol patterns over stations along mid-latitudes. Regional differences impacted by climatology and land cover types are observed for the selected stations. Statistical validation of time series models indicates that the non-seasonal ARIMA model performs better for AERONET AOD data than for MODIS AOD data over most stations, suggesting the method works better for data with higher quality. By contrast, the seasonal ARIMA model reproduces the seasonal variations of MODIS AOD data much more precisely. Overall, the reasonably predicted results indicate the applicability and feasibility of the stochastic ARIMA modeling technique to forecast future and missing AOD values.

Time series models on analysing mortality rates and acute childhood lymphoid leukaemia.

PubMed

Kis, Maria

2005-01-01

In this paper we demonstrate applying time series models on medical research. The Hungarian mortality rates were analysed by autoregressive integrated moving average models and seasonal time series models examined the data of acute childhood lymphoid leukaemia.The mortality data may be analysed by time series methods such as autoregressive integrated moving average (ARIMA) modelling. This method is demonstrated by two examples: analysis of the mortality rates of ischemic heart diseases and analysis of the mortality rates of cancer of digestive system. Mathematical expressions are given for the results of analysis. The relationships between time series of mortality rates were studied with ARIMA models. Calculations of confidence intervals for autoregressive parameters by tree methods: standard normal distribution as estimation and estimation of the White's theory and the continuous time case estimation. Analysing the confidence intervals of the first order autoregressive parameters we may conclude that the confidence intervals were much smaller than other estimations by applying the continuous time estimation model.We present a new approach to analysing the occurrence of acute childhood lymphoid leukaemia. We decompose time series into components. The periodicity of acute childhood lymphoid leukaemia in Hungary was examined using seasonal decomposition time series method. The cyclic trend of the dates of diagnosis revealed that a higher percent of the peaks fell within the winter months than in the other seasons. This proves the seasonal occurrence of the childhood leukaemia in Hungary.

Performance of stochastic approaches for forecasting river water quality.

PubMed

Ahmad, S; Khan, I H; Parida, B P

2001-12-01

This study analysed water quality data collected from the river Ganges in India from 1981 to 1990 for forecasting using stochastic models. Initially the box and whisker plots and Kendall's tau test were used to identify the trends during the study period. For detecting the possible intervention in the data the time series plots and cusum charts were used. The three approaches of stochastic modelling which account for the effect of seasonality in different ways. i.e. multiplicative autoregressive integrated moving average (ARIMA) model. deseasonalised model and Thomas-Fiering model were used to model the observed pattern in water quality. The multiplicative ARIMA model having both nonseasonal and seasonal components were, in general, identified as appropriate models. In the deseasonalised modelling approach, the lower order ARIMA models were found appropriate for the stochastic component. The set of Thomas-Fiering models were formed for each month for all water quality parameters. These models were then used to forecast the future values. The error estimates of forecasts from the three approaches were compared to identify the most suitable approach for the reliable forecast. The deseasonalised modelling approach was recommended for forecasting of water quality parameters of a river.

Hierarchical time series bottom-up approach for forecast the export value in Central Java

NASA Astrophysics Data System (ADS)

Mahkya, D. A.; Ulama, B. S.; Suhartono

2017-10-01

The purpose of this study is Getting the best modeling and predicting the export value of Central Java using a Hierarchical Time Series. The export value is one variable injection in the economy of a country, meaning that if the export value of the country increases, the country’s economy will increase even more. Therefore, it is necessary appropriate modeling to predict the export value especially in Central Java. Export Value in Central Java are grouped into 21 commodities with each commodity has a different pattern. One approach that can be used time series is a hierarchical approach. Hierarchical Time Series is used Buttom-up. To Forecast the individual series at all levels using Autoregressive Integrated Moving Average (ARIMA), Radial Basis Function Neural Network (RBFNN), and Hybrid ARIMA-RBFNN. For the selection of the best models used Symmetric Mean Absolute Percentage Error (sMAPE). Results of the analysis showed that for the Export Value of Central Java, Bottom-up approach with Hybrid ARIMA-RBFNN modeling can be used for long-term predictions. As for the short and medium-term predictions, it can be used a bottom-up approach RBFNN modeling. Overall bottom-up approach with RBFNN modeling give the best result.

A novel hybrid ensemble learning paradigm for tourism forecasting

NASA Astrophysics Data System (ADS)

Shabri, Ani

2015-02-01

In this paper, a hybrid forecasting model based on Empirical Mode Decomposition (EMD) and Group Method of Data Handling (GMDH) is proposed to forecast tourism demand. This methodology first decomposes the original visitor arrival series into several Intrinsic Model Function (IMFs) components and one residual component by EMD technique. Then, IMFs components and the residual components is forecasted respectively using GMDH model whose input variables are selected by using Partial Autocorrelation Function (PACF). The final forecasted result for tourism series is produced by aggregating all the forecasted results. For evaluating the performance of the proposed EMD-GMDH methodologies, the monthly data of tourist arrivals from Singapore to Malaysia are used as an illustrative example. Empirical results show that the proposed EMD-GMDH model outperforms the EMD-ARIMA as well as the GMDH and ARIMA (Autoregressive Integrated Moving Average) models without time series decomposition.

Developing a predictive tropospheric ozone model for Tabriz

NASA Astrophysics Data System (ADS)

Khatibi, Rahman; Naghipour, Leila; Ghorbani, Mohammad A.; Smith, Michael S.; Karimi, Vahid; Farhoudi, Reza; Delafrouz, Hadi; Arvanaghi, Hadi

2013-04-01

Predictive ozone models are becoming indispensable tools by providing a capability for pollution alerts to serve people who are vulnerable to the risks. We have developed a tropospheric ozone prediction capability for Tabriz, Iran, by using the following five modeling strategies: three regression-type methods: Multiple Linear Regression (MLR), Artificial Neural Networks (ANNs), and Gene Expression Programming (GEP); and two auto-regression-type models: Nonlinear Local Prediction (NLP) to implement chaos theory and Auto-Regressive Integrated Moving Average (ARIMA) models. The regression-type modeling strategies explain the data in terms of: temperature, solar radiation, dew point temperature, and wind speed, by regressing present ozone values to their past values. The ozone time series are available at various time intervals, including hourly intervals, from August 2010 to March 2011. The results for MLR, ANN and GEP models are not overly good but those produced by NLP and ARIMA are promising for the establishing a forecasting capability.

A Hybrid Model for Predicting the Prevalence of Schistosomiasis in Humans of Qianjiang City, China

PubMed Central

Wang, Ying; Lu, Zhouqin; Tian, Lihong; Tan, Li; Shi, Yun; Nie, Shaofa; Liu, Li

2014-01-01

Backgrounds/Objective Schistosomiasis is still a major public health problem in China, despite the fact that the government has implemented a series of strategies to prevent and control the spread of the parasitic disease. Advanced warning and reliable forecasting can help policymakers to adjust and implement strategies more effectively, which will lead to the control and elimination of schistosomiasis. Our aim is to explore the application of a hybrid forecasting model to track the trends of the prevalence of schistosomiasis in humans, which provides a methodological basis for predicting and detecting schistosomiasis infection in endemic areas. Methods A hybrid approach combining the autoregressive integrated moving average (ARIMA) model and the nonlinear autoregressive neural network (NARNN) model to forecast the prevalence of schistosomiasis in the future four years. Forecasting performance was compared between the hybrid ARIMA-NARNN model, and the single ARIMA or the single NARNN model. Results The modelling mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of the ARIMA-NARNN model was 0.1869×10−4, 0.0029, 0.0419 with a corresponding testing error of 0.9375×10−4, 0.0081, 0.9064, respectively. These error values generated with the hybrid model were all lower than those obtained from the single ARIMA or NARNN model. The forecasting values were 0.75%, 0.80%, 0.76% and 0.77% in the future four years, which demonstrated a no-downward trend. Conclusion The hybrid model has high quality prediction accuracy in the prevalence of schistosomiasis, which provides a methodological basis for future schistosomiasis monitoring and control strategies in the study area. It is worth attempting to utilize the hybrid detection scheme in other schistosomiasis-endemic areas including other infectious diseases. PMID:25119882

Developing a Markov Model for Forecasting End Strength of Selected Marine Corps Reserve (SMCR) Officers

DTIC Science & Technology

2013-03-01

moving average ( ARIMA ) model because the data is not a times series. The best a manpower planner can do at this point is to make an educated assumption...MARKOV MODEL FOR FORECASTING END STRENGTH OF SELECTED MARINE CORPS RESERVE (SMCR) OFFICERS by Anthony D. Licari March 2013 Thesis Advisor...March 2013 3. REPORT TYPE AND DATES COVERED Master’s Thesis 4. TITLE AND SUBTITLE DEVELOPING A MARKOV MODEL FOR FORECASTING END STRENGTH OF

Genetically Engineered, Live Attenuated Vaccines Protect Nonhuman Primates Against Aerosol Challenge with a Virulent IE Strain of Venezuelan Equine Encephalitis Virus

DTIC Science & Technology

2005-01-21

integrated moving average ( ARIMA ) model [15,19]. Fore- casted values for the postexposure time periods were based on the training model extrapolated...Smith JF. Genetically engineered, live attenuated vaccines or Venezuelan equine encephalitis: testing in animal models . Vaccine 2003;21(25–26):3854–62...encephalitis: testing in animal models . Vaccine 2003;21(25-26):3854-62] and IE strains of VEE viruses. 15. SUBJECT TERMS Venezuelan equine

The development of a combined mathematical model to forecast the incidence of hepatitis E in Shanghai, China.

PubMed

Ren, Hong; Li, Jian; Yuan, Zheng-An; Hu, Jia-Yu; Yu, Yan; Lu, Yi-Han

2013-09-08

Sporadic hepatitis E has become an important public health concern in China. Accurate forecasting of the incidence of hepatitis E is needed to better plan future medical needs. Few mathematical models can be used because hepatitis E morbidity data has both linear and nonlinear patterns. We developed a combined mathematical model using an autoregressive integrated moving average model (ARIMA) and a back propagation neural network (BPNN) to forecast the incidence of hepatitis E. The morbidity data of hepatitis E in Shanghai from 2000 to 2012 were retrieved from the China Information System for Disease Control and Prevention. The ARIMA-BPNN combined model was trained with 144 months of morbidity data from January 2000 to December 2011, validated with 12 months of data January 2012 to December 2012, and then employed to forecast hepatitis E incidence January 2013 to December 2013 in Shanghai. Residual analysis, Root Mean Square Error (RMSE), normalized Bayesian Information Criterion (BIC), and stationary R square methods were used to compare the goodness-of-fit among ARIMA models. The Bayesian regularization back-propagation algorithm was used to train the network. The mean error rate (MER) was used to assess the validity of the combined model. A total of 7,489 hepatitis E cases was reported in Shanghai from 2000 to 2012. Goodness-of-fit (stationary R2=0.531, BIC= -4.768, Ljung-Box Q statistics=15.59, P=0.482) and parameter estimates were used to determine the best-fitting model as ARIMA (0,1,1)×(0,1,1)12. Predicted morbidity values in 2012 from best-fitting ARIMA model and actual morbidity data from 2000 to 2011 were used to further construct the combined model. The MER of the ARIMA model and the ARIMA-BPNN combined model were 0.250 and 0.176, respectively. The forecasted incidence of hepatitis E in 2013 was 0.095 to 0.372 per 100,000 population. There was a seasonal variation with a peak during January-March and a nadir during August-October. Time series analysis suggested a seasonal pattern of hepatitis E morbidity in Shanghai, China. An ARIMA-BPNN combined model was used to fit the linear and nonlinear patterns of time series data, and accurately forecast hepatitis E infections.

Epidemiological Features and Forecast Model Analysis for the Morbidity of Influenza in Ningbo, China, 2006-2014.

PubMed

Wang, Chunli; Li, Yongdong; Feng, Wei; Liu, Kui; Zhang, Shu; Hu, Fengjiao; Jiao, Suli; Lao, Xuying; Ni, Hongxia; Xu, Guozhang

2017-05-25

This study aimed to identify circulating influenza virus strains and vulnerable population groups and investigate the distribution and seasonality of influenza viruses in Ningbo, China. Then, an autoregressive integrated moving average (ARIMA) model for prediction was established. Influenza surveillance data for 2006-2014 were obtained for cases of influenza-like illness (ILI) ( n = 129,528) from the municipal Centers for Disease Control and virus surveillance systems of Ningbo, China. The ARIMA model was proposed to predict the expected morbidity cases from January 2015 to December 2015. Of the 13,294 specimens, influenza virus was detected in 1148 (8.64%) samples, including 951 (82.84%) influenza type A and 197 (17.16%) influenza type B viruses; the influenza virus isolation rate was strongly correlated with the rate of ILI during the overall study period ( r = 0.20, p < 0.05). The ARIMA (1, 1, 1) (1, 1, 0) 12 model could be used to predict the ILI incidence in Ningbo. The seasonal pattern of influenza activity in Ningbo tended to peak during the rainy season and winter. Given those results, the model we established could effectively predict the trend of influenza-related morbidity, providing a methodological basis for future influenza monitoring and control strategies in the study area.

Comparison of Artificial Neural Networks and ARIMA statistical models in simulations of target wind time series

NASA Astrophysics Data System (ADS)

Kolokythas, Kostantinos; Vasileios, Salamalikis; Athanassios, Argiriou; Kazantzidis, Andreas

2015-04-01

The wind is a result of complex interactions of numerous mechanisms taking place in small or large scales, so, the better knowledge of its behavior is essential in a variety of applications, especially in the field of power production coming from wind turbines. In the literature there is a considerable number of models, either physical or statistical ones, dealing with the problem of simulation and prediction of wind speed. Among others, Artificial Neural Networks (ANNs) are widely used for the purpose of wind forecasting and, in the great majority of cases, outperform other conventional statistical models. In this study, a number of ANNs with different architectures, which have been created and applied in a dataset of wind time series, are compared to Auto Regressive Integrated Moving Average (ARIMA) statistical models. The data consist of mean hourly wind speeds coming from a wind farm on a hilly Greek region and cover a period of one year (2013). The main goal is to evaluate the models ability to simulate successfully the wind speed at a significant point (target). Goodness-of-fit statistics are performed for the comparison of the different methods. In general, the ANN showed the best performance in the estimation of wind speed prevailing over the ARIMA models.

Arima model and exponential smoothing method: A comparison

NASA Astrophysics Data System (ADS)

Wan Ahmad, Wan Kamarul Ariffin; Ahmad, Sabri

2013-04-01

This study shows the comparison between Autoregressive Moving Average (ARIMA) model and Exponential Smoothing Method in making a prediction. The comparison is focused on the ability of both methods in making the forecasts with the different number of data sources and the different length of forecasting period. For this purpose, the data from The Price of Crude Palm Oil (RM/tonne), Exchange Rates of Ringgit Malaysia (RM) in comparison to Great Britain Pound (GBP) and also The Price of SMR 20 Rubber Type (cents/kg) with three different time series are used in the comparison process. Then, forecasting accuracy of each model is measured by examinethe prediction error that producedby using Mean Squared Error (MSE), Mean Absolute Percentage Error (MAPE), and Mean Absolute deviation (MAD). The study shows that the ARIMA model can produce a better prediction for the long-term forecasting with limited data sources, butcannot produce a better prediction for time series with a narrow range of one point to another as in the time series for Exchange Rates. On the contrary, Exponential Smoothing Method can produce a better forecasting for Exchange Rates that has a narrow range of one point to another for its time series, while itcannot produce a better prediction for a longer forecasting period.

Evaluation of the effects of climate and man intervention on ground waters and their dependent ecosystems using time series analysis

NASA Astrophysics Data System (ADS)

Gemitzi, Alexandra; Stefanopoulos, Kyriakos

2011-06-01

SummaryGroundwaters and their dependent ecosystems are affected both by the meteorological conditions as well as from human interventions, mainly in the form of groundwater abstractions for irrigation needs. This work aims at investigating the quantitative effects of meteorological conditions and man intervention on groundwater resources and their dependent ecosystems. Various seasonal Auto-Regressive Integrated Moving Average (ARIMA) models with external predictor variables were used in order to model the influence of meteorological conditions and man intervention on the groundwater level time series. Initially, a seasonal ARIMA model that simulates the abstraction time series using as external predictor variable temperature ( T) was prepared. Thereafter, seasonal ARIMA models were developed in order to simulate groundwater level time series in 8 monitoring locations, using the appropriate predictor variables determined for each individual case. The spatial component was introduced through the use of Geographical Information Systems (GIS). Application of the proposed methodology took place in the Neon Sidirochorion alluvial aquifer (Northern Greece), for which a 7-year long time series (i.e., 2003-2010) of piezometric and groundwater abstraction data exists. According to the developed ARIMA models, three distinct groups of groundwater level time series exist; the first one proves to be dependent only on the meteorological parameters, the second group demonstrates a mixed dependence both on meteorological conditions and on human intervention, whereas the third group shows a clear influence from man intervention. Moreover, there is evidence that groundwater abstraction has affected an important protected ecosystem.

Statistical description of turbulent transport for flux driven toroidal plasmas

NASA Astrophysics Data System (ADS)

Anderson, J.; Imadera, K.; Kishimoto, Y.; Li, J. Q.; Nordman, H.

2017-06-01

A novel methodology to analyze non-Gaussian probability distribution functions (PDFs) of intermittent turbulent transport in global full-f gyrokinetic simulations is presented. In this work, the auto-regressive integrated moving average (ARIMA) model is applied to time series data of intermittent turbulent heat transport to separate noise and oscillatory trends, allowing for the extraction of non-Gaussian features of the PDFs. It was shown that non-Gaussian tails of the PDFs from first principles based gyrokinetic simulations agree with an analytical estimation based on a two fluid model.

Freely chosen cadence during a covert manipulation of ambient temperature.

PubMed

Hartley, Geoffrey L; Cheung, Stephen S

2013-01-01

The present study investigated relationships between changes in power output (PO) to torque (TOR) or freely chosen cadence (FCC) during thermal loading. Twenty participants cycled at a constant rating of perceived exertion while ambient temperature (Ta) was covertly manipulated at 20-min intervals of 20 °C, 35 °C, and 20 °C. The magnitude responses of PO, FCC and TOR were analyzed using repeated-measures ANOVA, while the temporal correlations were analyzed using Auto-Regressive Integrated Moving Averages (ARIMA). Increases in Ta caused significant thermal strain (p < .01), and subsequently, a decrease in PO and TOR magnitude (p < .01), whereas FCC remained unchanged (p = .51). ARIMA indicates that changes in PO were highly correlated to TOR (stationary r2 = .954, p = .04), while FCC was moderately correlated (stationary r2 = .717, p = .01) to PO. In conclusion, changes in PO are caused by a modulation in TOR, whereas FCC remains unchanged and therefore, unaffected by thermal stressors.

Short-term forecasting of emergency inpatient flow.

PubMed

Abraham, Gad; Byrnes, Graham B; Bain, Christopher A

2009-05-01

Hospital managers have to manage resources effectively, while maintaining a high quality of care. For hospitals where admissions from the emergency department to the wards represent a large proportion of admissions, the ability to forecast these admissions and the resultant ward occupancy is especially useful for resource planning purposes. Since emergency admissions often compete with planned elective admissions, modeling emergency demand may result in improved elective planning as well. We compare several models for forecasting daily emergency inpatient admissions and occupancy. The models are applied to three years of daily data. By measuring their mean square error in a cross-validation framework, we find that emergency admissions are largely random, and hence, unpredictable, whereas emergency occupancy can be forecasted using a model combining regression and autoregressive integrated moving average (ARIMA) model, or a seasonal ARIMA model, for up to one week ahead. Faced with variable admissions and occupancy, hospitals must prepare a reserve capacity of beds and staff. Our approach allows estimation of the required reserve capacity.

Applications and Comparisons of Four Time Series Models in Epidemiological Surveillance Data

PubMed Central

Young, Alistair A.; Li, Xiaosong

2014-01-01

Public health surveillance systems provide valuable data for reliable predication of future epidemic events. This paper describes a study that used nine types of infectious disease data collected through a national public health surveillance system in mainland China to evaluate and compare the performances of four time series methods, namely, two decomposition methods (regression and exponential smoothing), autoregressive integrated moving average (ARIMA) and support vector machine (SVM). The data obtained from 2005 to 2011 and in 2012 were used as modeling and forecasting samples, respectively. The performances were evaluated based on three metrics: mean absolute error (MAE), mean absolute percentage error (MAPE), and mean square error (MSE). The accuracy of the statistical models in forecasting future epidemic disease proved their effectiveness in epidemiological surveillance. Although the comparisons found that no single method is completely superior to the others, the present study indeed highlighted that the SVMs outperforms the ARIMA model and decomposition methods in most cases. PMID:24505382

Forecasting dengue hemorrhagic fever cases using ARIMA model: a case study in Asahan district

NASA Astrophysics Data System (ADS)

Siregar, Fazidah A.; Makmur, Tri; Saprin, S.

2018-01-01

Time series analysis had been increasingly used to forecast the number of dengue hemorrhagic fever in many studies. Since no vaccine exist and poor public health infrastructure, predicting the occurrence of dengue hemorrhagic fever (DHF) is crucial. This study was conducted to determine trend and forecasting the occurrence of DHF in Asahan district, North Sumatera Province. Monthly reported dengue cases for the years 2012-2016 were obtained from the district health offices. A time series analysis was conducted by Autoregressive integrated moving average (ARIMA) modeling to forecast the occurrence of DHF. The results demonstrated that the reported DHF cases showed a seasonal variation. The SARIMA (1,0,0)(0,1,1)12 model was the best model and adequate for the data. The SARIMA model for DHF is necessary and could applied to predict the incidence of DHF in Asahan district and assist with design public health maesures to prevent and control the diseases.

Time Series Analysis for Forecasting Hospital Census: Application to the Neonatal Intensive Care Unit

PubMed Central

Hoover, Stephen; Jackson, Eric V.; Paul, David; Locke, Robert

2016-01-01

Summary Background Accurate prediction of future patient census in hospital units is essential for patient safety, health outcomes, and resource planning. Forecasting census in the Neonatal Intensive Care Unit (NICU) is particularly challenging due to limited ability to control the census and clinical trajectories. The fixed average census approach, using average census from previous year, is a forecasting alternative used in clinical practice, but has limitations due to census variations. Objective Our objectives are to: (i) analyze the daily NICU census at a single health care facility and develop census forecasting models, (ii) explore models with and without patient data characteristics obtained at the time of admission, and (iii) evaluate accuracy of the models compared with the fixed average census approach. Methods We used five years of retrospective daily NICU census data for model development (January 2008 – December 2012, N=1827 observations) and one year of data for validation (January – December 2013, N=365 observations). Best-fitting models of ARIMA and linear regression were applied to various 7-day prediction periods and compared using error statistics. Results The census showed a slightly increasing linear trend. Best fitting models included a non-seasonal model, ARIMA(1,0,0), seasonal ARIMA models, ARIMA(1,0,0)x(1,1,2)7 and ARIMA(2,1,4)x(1,1,2)14, as well as a seasonal linear regression model. Proposed forecasting models resulted on average in 36.49% improvement in forecasting accuracy compared with the fixed average census approach. Conclusions Time series models provide higher prediction accuracy under different census conditions compared with the fixed average census approach. Presented methodology is easily applicable in clinical practice, can be generalized to other care settings, support short- and long-term census forecasting, and inform staff resource planning. PMID:27437040

Time Series Analysis for Forecasting Hospital Census: Application to the Neonatal Intensive Care Unit.

PubMed

Capan, Muge; Hoover, Stephen; Jackson, Eric V; Paul, David; Locke, Robert

2016-01-01

Accurate prediction of future patient census in hospital units is essential for patient safety, health outcomes, and resource planning. Forecasting census in the Neonatal Intensive Care Unit (NICU) is particularly challenging due to limited ability to control the census and clinical trajectories. The fixed average census approach, using average census from previous year, is a forecasting alternative used in clinical practice, but has limitations due to census variations. Our objectives are to: (i) analyze the daily NICU census at a single health care facility and develop census forecasting models, (ii) explore models with and without patient data characteristics obtained at the time of admission, and (iii) evaluate accuracy of the models compared with the fixed average census approach. We used five years of retrospective daily NICU census data for model development (January 2008 - December 2012, N=1827 observations) and one year of data for validation (January - December 2013, N=365 observations). Best-fitting models of ARIMA and linear regression were applied to various 7-day prediction periods and compared using error statistics. The census showed a slightly increasing linear trend. Best fitting models included a non-seasonal model, ARIMA(1,0,0), seasonal ARIMA models, ARIMA(1,0,0)x(1,1,2)7 and ARIMA(2,1,4)x(1,1,2)14, as well as a seasonal linear regression model. Proposed forecasting models resulted on average in 36.49% improvement in forecasting accuracy compared with the fixed average census approach. Time series models provide higher prediction accuracy under different census conditions compared with the fixed average census approach. Presented methodology is easily applicable in clinical practice, can be generalized to other care settings, support short- and long-term census forecasting, and inform staff resource planning.

Estimating Pressure Reactivity Using Noninvasive Doppler-Based Systolic Flow Index.

PubMed

Zeiler, Frederick A; Smielewski, Peter; Donnelly, Joseph; Czosnyka, Marek; Menon, David K; Ercole, Ari

2018-04-05

The study objective was to derive models that estimate the pressure reactivity index (PRx) using the noninvasive transcranial Doppler (TCD) based systolic flow index (Sx_a) and mean flow index (Mx_a), both based on mean arterial pressure, in traumatic brain injury (TBI). Using a retrospective database of 347 patients with TBI with intracranial pressure and TCD time series recordings, we derived PRx, Sx_a, and Mx_a. We first derived the autocorrelative structure of PRx based on: (A) autoregressive integrative moving average (ARIMA) modeling in representative patients, and (B) within sequential linear mixed effects (LME) models with various embedded ARIMA error structures for PRx for the entire population. Finally, we performed sequential LME models with embedded PRx ARIMA modeling to find the best model for estimating PRx using Sx_a and Mx_a. Model adequacy was assessed via normally distributed residual density. Model superiority was assessed via Akaike Information Criterion (AIC), Bayesian Information Criterion (BIC), log likelihood (LL), and analysis of variance testing between models. The most appropriate ARIMA structure for PRx in this population was (2,0,2). This was applied in sequential LME modeling. Two models were superior (employing random effects in the independent variables and intercept): (A) PRx ∼ Sx_a, and (B) PRx ∼ Sx_a + Mx_a. Correlation between observed and estimated PRx with these two models was: (A) 0.794 (p < 0.0001, 95% confidence interval (CI) = 0.788-0.799), and (B) 0.814 (p < 0.0001, 95% CI = 0.809-0.819), with acceptable agreement on Bland-Altman analysis. Through using linear mixed effects modeling and accounting for the ARIMA structure of PRx, one can estimate PRx using noninvasive TCD-based indices. We have described our first attempts at such modeling and PRx estimation, establishing the strong link between two aspects of cerebral autoregulation: measures of cerebral blood flow and those of pulsatile cerebral blood volume. Further work is required to validate.

An Optimization of Inventory Demand Forecasting in University Healthcare Centre

NASA Astrophysics Data System (ADS)

Bon, A. T.; Ng, T. K.

2017-01-01

Healthcare industry becomes an important field for human beings nowadays as it concerns about one’s health. With that, forecasting demand for health services is an important step in managerial decision making for all healthcare organizations. Hence, a case study was conducted in University Health Centre to collect historical demand data of Panadol 650mg for 68 months from January 2009 until August 2014. The aim of the research is to optimize the overall inventory demand through forecasting techniques. Quantitative forecasting or time series forecasting model was used in the case study to forecast future data as a function of past data. Furthermore, the data pattern needs to be identified first before applying the forecasting techniques. Trend is the data pattern and then ten forecasting techniques are applied using Risk Simulator Software. Lastly, the best forecasting techniques will be find out with the least forecasting error. Among the ten forecasting techniques include single moving average, single exponential smoothing, double moving average, double exponential smoothing, regression, Holt-Winter’s additive, Seasonal additive, Holt-Winter’s multiplicative, seasonal multiplicative and Autoregressive Integrated Moving Average (ARIMA). According to the forecasting accuracy measurement, the best forecasting technique is regression analysis.

Proceedings of the Annual Precise Time and Time Interval (PTTI) applications and Planning Meeting (20th) Held in Vienna, Virginia on 29 November-1 December 1988

DTIC Science & Technology

1988-12-01

PERFORMANCE IN REAL TIME* Dr. James A. Barnes Austron Boulder, Co. Abstract Kalman filters and ARIMA models provide optimum control and evaluation tech...estimates of the model parameters (e.g., the phi’s and theta’s for an ARIMA model ). These model parameters are often evaluated in a batch mode on a...random walk FM, and linear frequency drift. In ARIMA models , this is equivalent to an ARIMA (0,2,2) with a non-zero average sec- ond difference. Using

Real time detection of farm-level swine mycobacteriosis outbreak using time series modeling of the number of condemned intestines in abattoirs.

PubMed

Adachi, Yasumoto; Makita, Kohei

2015-09-01

Mycobacteriosis in swine is a common zoonosis found in abattoirs during meat inspections, and the veterinary authority is expected to inform the producer for corrective actions when an outbreak is detected. The expected value of the number of condemned carcasses due to mycobacteriosis therefore would be a useful threshold to detect an outbreak, and the present study aims to develop such an expected value through time series modeling. The model was developed using eight years of inspection data (2003 to 2010) obtained at 2 abattoirs of the Higashi-Mokoto Meat Inspection Center, Japan. The resulting model was validated by comparing the predicted time-dependent values for the subsequent 2 years with the actual data for 2 years between 2011 and 2012. For the modeling, at first, periodicities were checked using Fast Fourier Transformation, and the ensemble average profiles for weekly periodicities were calculated. An Auto-Regressive Integrated Moving Average (ARIMA) model was fitted to the residual of the ensemble average on the basis of minimum Akaike's information criterion (AIC). The sum of the ARIMA model and the weekly ensemble average was regarded as the time-dependent expected value. During 2011 and 2012, the number of whole or partial condemned carcasses exceeded the 95% confidence interval of the predicted values 20 times. All of these events were associated with the slaughtering of pigs from three producers with the highest rate of condemnation due to mycobacteriosis.

Do alcohol excise taxes affect traffic accidents? Evidence from Estonia.

PubMed

Saar, Indrek

2015-01-01

This article examines the association between alcohol excise tax rates and alcohol-related traffic accidents in Estonia. Monthly time series of traffic accidents involving drunken motor vehicle drivers from 1998 through 2013 were regressed on real average alcohol excise tax rates while controlling for changes in economic conditions and the traffic environment. Specifically, regression models with autoregressive integrated moving average (ARIMA) errors were estimated in order to deal with serial correlation in residuals. Counterfactual models were also estimated in order to check the robustness of the results, using the level of non-alcohol-related traffic accidents as a dependent variable. A statistically significant (P <.01) strong negative relationship between the real average alcohol excise tax rate and alcohol-related traffic accidents was disclosed under alternative model specifications. For instance, the regression model with ARIMA (0, 1, 1)(0, 1, 1) errors revealed that a 1-unit increase in the tax rate is associated with a 1.6% decrease in the level of accidents per 100,000 population involving drunk motor vehicle drivers. No similar association was found in the cases of counterfactual models for non-alcohol-related traffic accidents. This article indicates that the level of alcohol-related traffic accidents in Estonia has been affected by changes in real average alcohol excise taxes during the period 1998-2013. Therefore, in addition to other measures, the use of alcohol taxation is warranted as a policy instrument in tackling alcohol-related traffic accidents.

Performance of time-series methods in forecasting the demand for red blood cell transfusion.

PubMed

Pereira, Arturo

2004-05-01

Planning the future blood collection efforts must be based on adequate forecasts of transfusion demand. In this study, univariate time-series methods were investigated for their performance in forecasting the monthly demand for RBCs at one tertiary-care, university hospital. Three time-series methods were investigated: autoregressive integrated moving average (ARIMA), the Holt-Winters family of exponential smoothing models, and one neural-network-based method. The time series consisted of the monthly demand for RBCs from January 1988 to December 2002 and was divided into two segments: the older one was used to fit or train the models, and the younger to test for the accuracy of predictions. Performance was compared across forecasting methods by calculating goodness-of-fit statistics, the percentage of months in which forecast-based supply would have met the RBC demand (coverage rate), and the outdate rate. The RBC transfusion series was best fitted by a seasonal ARIMA(0,1,1)(0,1,1)(12) model. Over 1-year time horizons, forecasts generated by ARIMA or exponential smoothing laid within the +/- 10 percent interval of the real RBC demand in 79 percent of months (62% in the case of neural networks). The coverage rate for the three methods was 89, 91, and 86 percent, respectively. Over 2-year time horizons, exponential smoothing largely outperformed the other methods. Predictions by exponential smoothing laid within the +/- 10 percent interval of real values in 75 percent of the 24 forecasted months, and the coverage rate was 87 percent. Over 1-year time horizons, predictions of RBC demand generated by ARIMA or exponential smoothing are accurate enough to be of help in the planning of blood collection efforts. For longer time horizons, exponential smoothing outperforms the other forecasting methods.

Evaluation of Decision Rules in a Tiered Assessment of Inhalation Exposure to Nanomaterials.

PubMed

Brouwer, Derk; Boessen, Ruud; van Duuren-Stuurman, Birgit; Bard, Delphine; Moehlmann, Carsten; Bekker, Cindy; Fransman, Wouter; Klein Entink, Rinke

2016-10-01

Tiered or stepwise approaches to assess occupational exposure to nano-objects, and their agglomerates and aggregates have been proposed, which require decision rules (DRs) to move to a next tier, or terminate the assessment. In a desk study the performance of a number of DRs based on the evaluation of results from direct reading instruments was investigated by both statistical simulations and the application of the DRs to real workplace data sets. A statistical model that accounts for autocorrelation patterns in time-series, i.e. autoregressive integrated moving average (ARIMA), was used as 'gold' standard. The simulations showed that none of the proposed DRs covered the entire range of simulated scenarios with respect to the ARIMA model parameters, however, a combined DR showed a slightly better agreement. Application of the DRs to real workplace datasets (n = 117) revealed sensitivity up to 0.72, whereas the lowest observed specificity was 0.95. The selection of the most appropriate DR is very much dependent on the consequences of the decision, i.e. ruling in or ruling out of scenarios for further evaluation. Since a basic assessment may also comprise of other type of measurements and information, an evaluation logic was proposed which embeds the DRs, but furthermore supports decision making in view of a tiered-approach exposure assessment. © The Author 2016. Published by Oxford University Press on behalf of the British Occupational Hygiene Society.

Ozone and its projection in regard to climate change

NASA Astrophysics Data System (ADS)

Melkonyan, Ani; Wagner, Patrick

2013-03-01

In this paper, the dependence of ozone-forming potential on temperature was analysed based on data from two stations (with an industrial and rural background, respectively) in North Rhine-Westphalia, Germany, for the period of 1983-2007. After examining the interrelations between ozone, NOx and temperature, a projection of the days with ozone exceedance (over a limit value of a daily maximum 8-h average ≥ 120 μg m-3 for 25 days per year averaged for 3 years) in terms of global climate change was made using probability theory and an autoregression integrated moving average (ARIMA) model. The results show that with a temperature increase of 3 K, the frequency of days when ozone exceeds its limit value will increase by 135% at the industrial station and by 87% at the rural background station.

Time-Series Forecast Modeling on High-Bandwidth Network Measurements

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yoo, Wucherl; Sim, Alex

With the increasing number of geographically distributed scientific collaborations and the growing sizes of scientific data, it has become challenging for users to achieve the best possible network performance on a shared network. In this paper, we have developed a model to forecast expected bandwidth utilization on high-bandwidth wide area networks. The forecast model can improve the efficiency of the resource utilization and scheduling of data movements on high-bandwidth networks to accommodate ever increasing data volume for large-scale scientific data applications. A univariate time-series forecast model is developed with the Seasonal decomposition of Time series by Loess (STL) and themore » AutoRegressive Integrated Moving Average (ARIMA) on Simple Network Management Protocol (SNMP) path utilization measurement data. Compared with the traditional approach such as Box-Jenkins methodology to train the ARIMA model, our forecast model reduces computation time up to 92.6 %. It also shows resilience against abrupt network usage changes. Finally, our forecast model conducts the large number of multi-step forecast, and the forecast errors are within the mean absolute deviation (MAD) of the monitored measurements.« less

Reconstruction of missing daily streamflow data using dynamic regression models

NASA Astrophysics Data System (ADS)

Tencaliec, Patricia; Favre, Anne-Catherine; Prieur, Clémentine; Mathevet, Thibault

2015-12-01

River discharge is one of the most important quantities in hydrology. It provides fundamental records for water resources management and climate change monitoring. Even very short data-gaps in this information can cause extremely different analysis outputs. Therefore, reconstructing missing data of incomplete data sets is an important step regarding the performance of the environmental models, engineering, and research applications, thus it presents a great challenge. The objective of this paper is to introduce an effective technique for reconstructing missing daily discharge data when one has access to only daily streamflow data. The proposed procedure uses a combination of regression and autoregressive integrated moving average models (ARIMA) called dynamic regression model. This model uses the linear relationship between neighbor and correlated stations and then adjusts the residual term by fitting an ARIMA structure. Application of the model to eight daily streamflow data for the Durance river watershed showed that the model yields reliable estimates for the missing data in the time series. Simulation studies were also conducted to evaluate the performance of the procedure.

Time-Series Forecast Modeling on High-Bandwidth Network Measurements

DOE PAGES

Yoo, Wucherl; Sim, Alex

2016-06-24

With the increasing number of geographically distributed scientific collaborations and the growing sizes of scientific data, it has become challenging for users to achieve the best possible network performance on a shared network. In this paper, we have developed a model to forecast expected bandwidth utilization on high-bandwidth wide area networks. The forecast model can improve the efficiency of the resource utilization and scheduling of data movements on high-bandwidth networks to accommodate ever increasing data volume for large-scale scientific data applications. A univariate time-series forecast model is developed with the Seasonal decomposition of Time series by Loess (STL) and themore » AutoRegressive Integrated Moving Average (ARIMA) on Simple Network Management Protocol (SNMP) path utilization measurement data. Compared with the traditional approach such as Box-Jenkins methodology to train the ARIMA model, our forecast model reduces computation time up to 92.6 %. It also shows resilience against abrupt network usage changes. Finally, our forecast model conducts the large number of multi-step forecast, and the forecast errors are within the mean absolute deviation (MAD) of the monitored measurements.« less

The economic impact of a smoke-free bylaw on restaurant and bar sales in Ottawa, Canada.

PubMed

Luk, Rita; Ferrence, Roberta; Gmel, Gerhard

2006-05-01

On 1 August 2001, the City of Ottawa (Canada's Capital) implemented a smoke-free bylaw that completely prohibited smoking in work-places and public places, including restaurants and bars, with no exemption for separately ventilated smoking rooms. This paper evaluates the effects of this bylaw on restaurant and bar sales. DATA AND MEASURES: We used retail sales tax data from March 1998 to June 2002 to construct two outcome measures: the ratio of licensed restaurant and bar sales to total retail sales and the ratio of unlicensed restaurant sales to total retail sales. Restaurant and bar sales were subtracted from total retail sales in the denominator of these measures. We employed an interrupted time-series design. Autoregressive integrated moving average (ARIMA) intervention analysis was used to test for three possible impacts that the bylaw might have on the sales of restaurants and bars. We repeated the analysis using regression with autoregressive moving average (ARMA) errors method to triangulate our results. Outcome measures showed declining trends at baseline before the bylaw went into effect. Results from ARIMA intervention and regression analyses did not support the hypotheses that the smoke-free bylaw had an impact that resulted in (1) abrupt permanent, (2) gradual permanent or (3) abrupt temporary changes in restaurant and bar sales. While a large body of research has found no significant adverse impact of smoke-free legislation on restaurant and bar sales in the United States, Australia and elsewhere, our study confirms these results in a northern region with a bilingual population, which has important implications for impending policy in Europe and other areas.

Time series analysis of malaria in Afghanistan: using ARIMA models to predict future trends in incidence.

PubMed

Anwar, Mohammad Y; Lewnard, Joseph A; Parikh, Sunil; Pitzer, Virginia E

2016-11-22

Malaria remains endemic in Afghanistan. National control and prevention strategies would be greatly enhanced through a better ability to forecast future trends in disease incidence. It is, therefore, of interest to develop a predictive tool for malaria patterns based on the current passive and affordable surveillance system in this resource-limited region. This study employs data from Ministry of Public Health monthly reports from January 2005 to September 2015. Malaria incidence in Afghanistan was forecasted using autoregressive integrated moving average (ARIMA) models in order to build a predictive tool for malaria surveillance. Environmental and climate data were incorporated to assess whether they improve predictive power of models. Two models were identified, each appropriate for different time horizons. For near-term forecasts, malaria incidence can be predicted based on the number of cases in the four previous months and 12 months prior (Model 1); for longer-term prediction, malaria incidence can be predicted using the rates 1 and 12 months prior (Model 2). Next, climate and environmental variables were incorporated to assess whether the predictive power of proposed models could be improved. Enhanced vegetation index was found to have increased the predictive accuracy of longer-term forecasts. Results indicate ARIMA models can be applied to forecast malaria patterns in Afghanistan, complementing current surveillance systems. The models provide a means to better understand malaria dynamics in a resource-limited context with minimal data input, yielding forecasts that can be used for public health planning at the national level.

Time series analysis of temporal trends in the pertussis incidence in Mainland China from 2005 to 2016.

PubMed

Zeng, Qianglin; Li, Dandan; Huang, Gui; Xia, Jin; Wang, Xiaoming; Zhang, Yamei; Tang, Wanping; Zhou, Hui

2016-08-31

Short-term forecast of pertussis incidence is helpful for advanced warning and planning resource needs for future epidemics. By utilizing the Auto-Regressive Integrated Moving Average (ARIMA) model and Exponential Smoothing (ETS) model as alterative models with R software, this paper analyzed data from Chinese Center for Disease Control and Prevention (China CDC) between January 2005 and June 2016. The ARIMA (0,1,0)(1,1,1)12 model (AICc = 1342.2 BIC = 1350.3) was selected as the best performing ARIMA model and the ETS (M,N,M) model (AICc = 1678.6, BIC = 1715.4) was selected as the best performing ETS model, and the ETS (M,N,M) model with the minimum RMSE was finally selected for in-sample-simulation and out-of-sample forecasting. Descriptive statistics showed that the reported number of pertussis cases by China CDC increased by 66.20% from 2005 (4058 cases) to 2015 (6744 cases). According to Hodrick-Prescott filter, there was an apparent cyclicity and seasonality in the pertussis reports. In out of sample forecasting, the model forecasted a relatively high incidence cases in 2016, which predicates an increasing risk of ongoing pertussis resurgence in the near future. In this regard, the ETS model would be a useful tool in simulating and forecasting the incidence of pertussis, and helping decision makers to take efficient decisions based on the advanced warning of disease incidence.

Daily air quality index forecasting with hybrid models: A case in China.

PubMed

Zhu, Suling; Lian, Xiuyuan; Liu, Haixia; Hu, Jianming; Wang, Yuanyuan; Che, Jinxing

2017-12-01

Air quality is closely related to quality of life. Air pollution forecasting plays a vital role in air pollution warnings and controlling. However, it is difficult to attain accurate forecasts for air pollution indexes because the original data are non-stationary and chaotic. The existing forecasting methods, such as multiple linear models, autoregressive integrated moving average (ARIMA) and support vector regression (SVR), cannot fully capture the information from series of pollution indexes. Therefore, new effective techniques need to be proposed to forecast air pollution indexes. The main purpose of this research is to develop effective forecasting models for regional air quality indexes (AQI) to address the problems above and enhance forecasting accuracy. Therefore, two hybrid models (EMD-SVR-Hybrid and EMD-IMFs-Hybrid) are proposed to forecast AQI data. The main steps of the EMD-SVR-Hybrid model are as follows: the data preprocessing technique EMD (empirical mode decomposition) is utilized to sift the original AQI data to obtain one group of smoother IMFs (intrinsic mode functions) and a noise series, where the IMFs contain the important information (level, fluctuations and others) from the original AQI series. LS-SVR is applied to forecast the sum of the IMFs, and then, S-ARIMA (seasonal ARIMA) is employed to forecast the residual sequence of LS-SVR. In addition, EMD-IMFs-Hybrid first separately forecasts the IMFs via statistical models and sums the forecasting results of the IMFs as EMD-IMFs. Then, S-ARIMA is employed to forecast the residuals of EMD-IMFs. To certify the proposed hybrid model, AQI data from June 2014 to August 2015 collected from Xingtai in China are utilized as a test case to investigate the empirical research. In terms of some of the forecasting assessment measures, the AQI forecasting results of Xingtai show that the two proposed hybrid models are superior to ARIMA, SVR, GRNN, EMD-GRNN, Wavelet-GRNN and Wavelet-SVR. Therefore, the proposed hybrid models can be used as effective and simple tools for air pollution forecasting and warning as well as for management. Copyright © 2017 Elsevier Ltd. All rights reserved.

Assessing air quality in Aksaray with time series analysis

NASA Astrophysics Data System (ADS)

Kadilar, Gamze Özel; Kadilar, Cem

2017-04-01

Sulphur dioxide (SO2) is a major air pollutant caused by the dominant usage of diesel, petrol and fuels by vehicles and industries. One of the most air-polluted city in Turkey is Aksaray. Hence, in this study, the level of SO2 is analyzed in Aksaray based on the database monitored at air quality monitoring station of Turkey. Seasonal Autoregressive Integrated Moving Average (SARIMA) approach is used to forecast the level of SO2 air quality parameter. The results indicate that the seasonal ARIMA model provides reliable and satisfactory predictions for the air quality parameters and expected to be an alternative tool for practical assessment and justification.

Impacts of Climatic Variability on Vibrio parahaemolyticus Outbreaks in Taiwan

PubMed Central

Hsiao, Hsin-I; Jan, Man-Ser; Chi, Hui-Ju

2016-01-01

This study aimed to investigate and quantify the relationship between climate variation and incidence of Vibrio parahaemolyticus in Taiwan. Specifically, seasonal autoregressive integrated moving average (ARIMA) models (including autoregression, seasonality, and a lag-time effect) were employed to predict the role of climatic factors (including temperature, rainfall, relative humidity, ocean temperature and ocean salinity) on the incidence of V. parahaemolyticus in Taiwan between 2000 and 2011. The results indicated that average temperature (+), ocean temperature (+), ocean salinity of 6 months ago (+), maximum daily rainfall (current (−) and one month ago (−)), and average relative humidity (current and 9 months ago (−)) had significant impacts on the incidence of V. parahaemolyticus. Our findings offer a novel view of the quantitative relationship between climate change and food poisoning by V. parahaemolyticus in Taiwan. An early warning system based on climate change information for the disease control management is required in future. PMID:26848675

On nonstationarity and antipersistency in global temperature series

NASA Astrophysics Data System (ADS)

KäRner, O.

2002-10-01

Statistical analysis is carried out for satellite-based global daily tropospheric and stratospheric temperature anomaly and solar irradiance data sets. Behavior of the series appears to be nonstationary with stationary daily increments. Estimating long-range dependence between the increments reveals a remarkable difference between the two temperature series. Global average tropospheric temperature anomaly behaves similarly to the solar irradiance anomaly. Their daily increments show antipersistency for scales longer than 2 months. The property points at a cumulative negative feedback in the Earth climate system governing the tropospheric variability during the last 22 years. The result emphasizes a dominating role of the solar irradiance variability in variations of the tropospheric temperature and gives no support to the theory of anthropogenic climate change. The global average stratospheric temperature anomaly proceeds like a 1-dim random walk at least up to 11 years, allowing good presentation by means of the autoregressive integrated moving average (ARIMA) models for monthly series.

Impacts of Climatic Variability on Vibrio parahaemolyticus Outbreaks in Taiwan.

PubMed

Hsiao, Hsin-I; Jan, Man-Ser; Chi, Hui-Ju

2016-02-03

This study aimed to investigate and quantify the relationship between climate variation and incidence of Vibrio parahaemolyticus in Taiwan. Specifically, seasonal autoregressive integrated moving average (ARIMA) models (including autoregression, seasonality, and a lag-time effect) were employed to predict the role of climatic factors (including temperature, rainfall, relative humidity, ocean temperature and ocean salinity) on the incidence of V. parahaemolyticus in Taiwan between 2000 and 2011. The results indicated that average temperature (+), ocean temperature (+), ocean salinity of 6 months ago (+), maximum daily rainfall (current (-) and one month ago (-)), and average relative humidity (current and 9 months ago (-)) had significant impacts on the incidence of V. parahaemolyticus. Our findings offer a novel view of the quantitative relationship between climate change and food poisoning by V. parahaemolyticus in Taiwan. An early warning system based on climate change information for the disease control management is required in future.

Temporal and long-term trend analysis of class C notifiable diseases in China from 2009 to 2014

PubMed Central

Zhang, Xingyu; Hou, Fengsu; Qiao, Zhijiao; Li, Xiaosong; Zhou, Lijun; Liu, Yuanyuan; Zhang, Tao

2016-01-01

Objectives Time series models are effective tools for disease forecasting. This study aims to explore the time series behaviour of 11 notifiable diseases in China and to predict their incidence through effective models. Settings and participants The Chinese Ministry of Health started to publish class C notifiable diseases in 2009. The monthly reported case time series of 11 infectious diseases from the surveillance system between 2009 and 2014 was collected. Methods We performed a descriptive and a time series study using the surveillance data. Decomposition methods were used to explore (1) their seasonality expressed in the form of seasonal indices and (2) their long-term trend in the form of a linear regression model. Autoregressive integrated moving average (ARIMA) models have been established for each disease. Results The number of cases and deaths caused by hand, foot and mouth disease ranks number 1 among the detected diseases. It occurred most often in May and July and increased, on average, by 0.14126/100 000 per month. The remaining incidence models show good fit except the influenza and hydatid disease models. Both the hydatid disease and influenza series become white noise after differencing, so no available ARIMA model can be fitted for these two diseases. Conclusion Time series analysis of effective surveillance time series is useful for better understanding the occurrence of the 11 types of infectious disease. PMID:27797981

Alcohol and liver cirrhosis mortality in the United States: comparison of methods for the analyses of time-series panel data models.

PubMed

Ye, Yu; Kerr, William C

2011-01-01

To explore various model specifications in estimating relationships between liver cirrhosis mortality rates and per capita alcohol consumption in aggregate-level cross-section time-series data. Using a series of liver cirrhosis mortality rates from 1950 to 2002 for 47 U.S. states, the effects of alcohol consumption were estimated from pooled autoregressive integrated moving average (ARIMA) models and 4 types of panel data models: generalized estimating equation, generalized least square, fixed effect, and multilevel models. Various specifications of error term structure under each type of model were also examined. Different approaches controlling for time trends and for using concurrent or accumulated consumption as predictors were also evaluated. When cirrhosis mortality was predicted by total alcohol, highly consistent estimates were found between ARIMA and panel data analyses, with an average overall effect of 0.07 to 0.09. Less consistent estimates were derived using spirits, beer, and wine consumption as predictors. When multiple geographic time series are combined as panel data, none of existent models could accommodate all sources of heterogeneity such that any type of panel model must employ some form of generalization. Different types of panel data models should thus be estimated to examine the robustness of findings. We also suggest cautious interpretation when beverage-specific volumes are used as predictors. Copyright © 2010 by the Research Society on Alcoholism.

Analysing the accuracy of machine learning techniques to develop an integrated influent time series model: case study of a sewage treatment plant, Malaysia.

PubMed

Ansari, Mozafar; Othman, Faridah; Abunama, Taher; El-Shafie, Ahmed

2018-04-01

The function of a sewage treatment plant is to treat the sewage to acceptable standards before being discharged into the receiving waters. To design and operate such plants, it is necessary to measure and predict the influent flow rate. In this research, the influent flow rate of a sewage treatment plant (STP) was modelled and predicted by autoregressive integrated moving average (ARIMA), nonlinear autoregressive network (NAR) and support vector machine (SVM) regression time series algorithms. To evaluate the models' accuracy, the root mean square error (RMSE) and coefficient of determination (R 2 ) were calculated as initial assessment measures, while relative error (RE), peak flow criterion (PFC) and low flow criterion (LFC) were calculated as final evaluation measures to demonstrate the detailed accuracy of the selected models. An integrated model was developed based on the individual models' prediction ability for low, average and peak flow. An initial assessment of the results showed that the ARIMA model was the least accurate and the NAR model was the most accurate. The RE results also prove that the SVM model's frequency of errors above 10% or below - 10% was greater than the NAR model's. The influent was also forecasted up to 44 weeks ahead by both models. The graphical results indicate that the NAR model made better predictions than the SVM model. The final evaluation of NAR and SVM demonstrated that SVM made better predictions at peak flow and NAR fit well for low and average inflow ranges. The integrated model developed includes the NAR model for low and average influent and the SVM model for peak inflow.

Modeling seasonal leptospirosis transmission and its association with rainfall and temperature in Thailand using time-series and ARIMAX analyses.

PubMed

Chadsuthi, Sudarat; Modchang, Charin; Lenbury, Yongwimon; Iamsirithaworn, Sopon; Triampo, Wannapong

2012-07-01

To study the number of leptospirosis cases in relations to the seasonal pattern, and its association with climate factors. Time series analysis was used to study the time variations in the number of leptospirosis cases. The Autoregressive Integrated Moving Average (ARIMA) model was used in data curve fitting and predicting the next leptospirosis cases. We found that the amount of rainfall was correlated to leptospirosis cases in both regions of interest, namely the northern and northeastern region of Thailand, while the temperature played a role in the northeastern region only. The use of multivariate ARIMA (ARIMAX) model showed that factoring in rainfall (with an 8 months lag) yields the best model for the northern region while the model, which factors in rainfall (with a 10 months lag) and temperature (with an 8 months lag) was the best for the northeastern region. The models are able to show the trend in leptospirosis cases and closely fit the recorded data in both regions. The models can also be used to predict the next seasonal peak quite accurately. Copyright © 2012 Hainan Medical College. Published by Elsevier B.V. All rights reserved.

Drought variability in six catchments in the UK

NASA Astrophysics Data System (ADS)

Kwok-Pan, Chun; Onof, Christian; Wheater, Howard

2010-05-01

Drought is fundamentally related to consistent low precipitation levels. Changes in global and regional drought patterns are suggested by numerous recent climate change studies. However, most of the climate change adaptation measures are at a catchment scale, and the development of a framework for studying persistence in precipitation is still at an early stage. Two stochastic approaches for modelling drought severity index (DSI) are proposed to investigate possible changes in droughts in six catchments in the UK. They are the autoregressive integrated moving average (ARIMA) and the generalised linear model (GLM) approach. Results of ARIMA modelling show that mean sea level pressure and possibly the North Atlantic Oscillation (NAO) index are important climate variables for short term drought forecasts, whereas relative humidity is not a significant climate variable despite its high correlation with the DSI series. By simulating rainfall series, the generalised linear model (GLM) approach can provide the probability density function of the DSI. GLM simulations indicate that the changes in the 10th and 50th quantiles of drought events are more noticeable than in the 90th extreme droughts. The possibility of extending the GLM approach to support risk-based water management is also discussed.

A stepwise model to predict monthly streamflow

NASA Astrophysics Data System (ADS)

Mahmood Al-Juboori, Anas; Guven, Aytac

2016-12-01

In this study, a stepwise model empowered with genetic programming is developed to predict the monthly flows of Hurman River in Turkey and Diyalah and Lesser Zab Rivers in Iraq. The model divides the monthly flow data to twelve intervals representing the number of months in a year. The flow of a month, t is considered as a function of the antecedent month's flow (t - 1) and it is predicted by multiplying the antecedent monthly flow by a constant value called K. The optimum value of K is obtained by a stepwise procedure which employs Gene Expression Programming (GEP) and Nonlinear Generalized Reduced Gradient Optimization (NGRGO) as alternative to traditional nonlinear regression technique. The degree of determination and root mean squared error are used to evaluate the performance of the proposed models. The results of the proposed model are compared with the conventional Markovian and Auto Regressive Integrated Moving Average (ARIMA) models based on observed monthly flow data. The comparison results based on five different statistic measures show that the proposed stepwise model performed better than Markovian model and ARIMA model. The R2 values of the proposed model range between 0.81 and 0.92 for the three rivers in this study.

A Hybrid Neural Network Model for Sales Forecasting Based on ARIMA and Search Popularity of Article Titles.

PubMed

Omar, Hani; Hoang, Van Hai; Liu, Duen-Ren

2016-01-01

Enhancing sales and operations planning through forecasting analysis and business intelligence is demanded in many industries and enterprises. Publishing industries usually pick attractive titles and headlines for their stories to increase sales, since popular article titles and headlines can attract readers to buy magazines. In this paper, information retrieval techniques are adopted to extract words from article titles. The popularity measures of article titles are then analyzed by using the search indexes obtained from Google search engine. Backpropagation Neural Networks (BPNNs) have successfully been used to develop prediction models for sales forecasting. In this study, we propose a novel hybrid neural network model for sales forecasting based on the prediction result of time series forecasting and the popularity of article titles. The proposed model uses the historical sales data, popularity of article titles, and the prediction result of a time series, Autoregressive Integrated Moving Average (ARIMA) forecasting method to learn a BPNN-based forecasting model. Our proposed forecasting model is experimentally evaluated by comparing with conventional sales prediction techniques. The experimental result shows that our proposed forecasting method outperforms conventional techniques which do not consider the popularity of title words.

A Hybrid Neural Network Model for Sales Forecasting Based on ARIMA and Search Popularity of Article Titles

PubMed Central

Omar, Hani; Hoang, Van Hai; Liu, Duen-Ren

2016-01-01

Enhancing sales and operations planning through forecasting analysis and business intelligence is demanded in many industries and enterprises. Publishing industries usually pick attractive titles and headlines for their stories to increase sales, since popular article titles and headlines can attract readers to buy magazines. In this paper, information retrieval techniques are adopted to extract words from article titles. The popularity measures of article titles are then analyzed by using the search indexes obtained from Google search engine. Backpropagation Neural Networks (BPNNs) have successfully been used to develop prediction models for sales forecasting. In this study, we propose a novel hybrid neural network model for sales forecasting based on the prediction result of time series forecasting and the popularity of article titles. The proposed model uses the historical sales data, popularity of article titles, and the prediction result of a time series, Autoregressive Integrated Moving Average (ARIMA) forecasting method to learn a BPNN-based forecasting model. Our proposed forecasting model is experimentally evaluated by comparing with conventional sales prediction techniques. The experimental result shows that our proposed forecasting method outperforms conventional techniques which do not consider the popularity of title words. PMID:27313605

Application of the backstepping method to the prediction of increase or decrease of infected population.

PubMed

Kuniya, Toshikazu; Sano, Hideki

2016-05-10

In mathematical epidemiology, age-structured epidemic models have usually been formulated as the boundary-value problems of the partial differential equations. On the other hand, in engineering, the backstepping method has recently been developed and widely studied by many authors. Using the backstepping method, we obtained a boundary feedback control which plays the role of the threshold criteria for the prediction of increase or decrease of newly infected population. Under an assumption that the period of infectiousness is same for all infected individuals (that is, the recovery rate is given by the Dirac delta function multiplied by a sufficiently large positive constant), the prediction method is simplified to the comparison of the numbers of reported cases at the current and previous time steps. Our prediction method was applied to the reported cases per sentinel of influenza in Japan from 2006 to 2015 and its accuracy was 0.81 (404 correct predictions to the total 500 predictions). It was higher than that of the ARIMA models with different orders of the autoregressive part, differencing and moving-average process. In addition, a proposed method for the estimation of the number of reported cases, which is consistent with our prediction method, was better than that of the best-fitted ARIMA model ARIMA(1,1,0) in the sense of mean square error. Our prediction method based on the backstepping method can be simplified to the comparison of the numbers of reported cases of the current and previous time steps. In spite of its simplicity, it can provide a good prediction for the spread of influenza in Japan.

Historical Data Analysis of Hospital Discharges Related to the Amerithrax Attack in Florida

PubMed Central

Burke, Lauralyn K.; Brown, C. Perry; Johnson, Tammie M.

2016-01-01

Interrupted time-series analysis (ITSA) can be used to identify, quantify, and evaluate the magnitude and direction of an event on the basis of time-series data. This study evaluates the impact of the bioterrorist anthrax attacks (“Amerithrax”) on hospital inpatient discharges in the metropolitan statistical area of Palm Beach, Broward, and Miami-Dade counties in the fourth quarter of 2001. Three statistical methods—standardized incidence ratio (SIR), segmented regression, and an autoregressive integrated moving average (ARIMA)—were used to determine whether Amerithrax influenced inpatient utilization. The SIR found a non–statistically significant 2 percent decrease in hospital discharges. Although the segmented regression test found a slight increase in the discharge rate during the fourth quarter, it was also not statistically significant; therefore, it could not be attributed to Amerithrax. Segmented regression diagnostics preparing for ARIMA indicated that the quarterly data time frame was not serially correlated and violated one of the assumptions for the use of the ARIMA method and therefore could not properly evaluate the impact on the time-series data. Lack of data granularity of the time frames hindered the successful evaluation of the impact by the three analytic methods. This study demonstrates that the granularity of the data points is as important as the number of data points in a time series. ITSA is important for the ability to evaluate the impact that any hazard may have on inpatient utilization. Knowledge of hospital utilization patterns during disasters offer healthcare and civic professionals valuable information to plan, respond, mitigate, and evaluate any outcomes stemming from biothreats. PMID:27843420

Analysis and prediction of rainfall trends over Bangladesh using Mann-Kendall, Spearman's rho tests and ARIMA model

NASA Astrophysics Data System (ADS)

Rahman, Mohammad Atiqur; Yunsheng, Lou; Sultana, Nahid

2017-08-01

In this study, 60-year monthly rainfall data of Bangladesh were analysed to detect trends. Modified Mann-Kendall, Spearman's rho tests and Sen's slope estimators were applied to find the long-term annual, dry season and monthly trends. Sequential Mann-Kendall analysis was applied to detect the potential trend turning points. Spatial variations of the trends were examined using inverse distance weighting (IDW) interpolation. AutoRegressive integrated moving average (ARIMA) model was used for the country mean rainfall and for other two stations data which depicted the highest and the lowest trend in the Mann-Kendall and Spearman's rho tests. Results showed that there is no significant trend in annual rainfall pattern except increasing trends for Cox's Bazar, Khulna, Satkhira and decreasing trend for Srimagal areas. For the dry season, only Bogra area represented significant decreasing trend. Long-term monthly trends demonstrated a mixed pattern; both negative and positive changes were found from February to September. Comilla area showed a significant decreasing trend for consecutive 3 months while Rangpur and Khulna stations confirmed the significant rising trends for three different months in month-wise trends analysis. Rangpur station data gave a maximum increasing trend in April whereas a maximum decreasing trend was found in August for Comilla station. ARIMA models predict +3.26, +8.6 and -2.30 mm rainfall per year for the country, Cox's Bazar and Srimangal areas, respectively. However, all the test results and predictions revealed a good agreement among them in the study.

Methodology for the AutoRegressive Planet Search (ARPS) Project

NASA Astrophysics Data System (ADS)

Feigelson, Eric; Caceres, Gabriel; ARPS Collaboration

2018-01-01

The detection of periodic signals of transiting exoplanets is often impeded by the presence of aperiodic photometric variations. This variability is intrinsic to the host star in space-based observations (typically arising from magnetic activity) and from observational conditions in ground-based observations. The most common statistical procedures to remove stellar variations are nonparametric, such as wavelet decomposition or Gaussian Processes regression. However, many stars display variability with autoregressive properties, wherein later flux values are correlated with previous ones. Providing the time series is evenly spaced, parametric autoregressive models can prove very effective. Here we present the methodology of the Autoregessive Planet Search (ARPS) project which uses Autoregressive Integrated Moving Average (ARIMA) models to treat a wide variety of stochastic short-memory processes, as well as nonstationarity. Additionally, we introduce a planet-search algorithm to detect periodic transits in the time-series residuals after application of ARIMA models. Our matched-filter algorithm, the Transit Comb Filter (TCF), replaces the traditional box-fitting step. We construct a periodogram based on the TCF to concentrate the signal of these periodic spikes. Various features of the original light curves, the ARIMA fits, the TCF periodograms, and folded light curves at peaks of the TCF periodogram can then be collected to provide constraints for planet detection. These features provide input into a multivariate classifier when a training set is available. The ARPS procedure has been applied NASA's Kepler mission observations of ~200,000 stars (Caceres, Dissertation Talk, this meeting) and will be applied in the future to other datasets.

Graph-based structural change detection for rotating machinery monitoring

NASA Astrophysics Data System (ADS)

Lu, Guoliang; Liu, Jie; Yan, Peng

2018-01-01

Detection of structural changes is critically important in operational monitoring of a rotating machine. This paper presents a novel framework for this purpose, where a graph model for data modeling is adopted to represent/capture statistical dynamics in machine operations. Meanwhile we develop a numerical method for computing temporal anomalies in the constructed graphs. The martingale-test method is employed for the change detection when making decisions on possible structural changes, where excellent performance is demonstrated outperforming exciting results such as the autoregressive-integrated-moving average (ARIMA) model. Comprehensive experimental results indicate good potentials of the proposed algorithm in various engineering applications. This work is an extension of a recent result (Lu et al., 2017).

Time-Series Analysis: Assessing the Effects of Multiple Educational Interventions in a Small-Enrollment Course

NASA Astrophysics Data System (ADS)

Warren, Aaron R.

2009-11-01

Time-series designs are an alternative to pretest-posttest methods that are able to identify and measure the impacts of multiple educational interventions, even for small student populations. Here, we use an instrument employing standard multiple-choice conceptual questions to collect data from students at regular intervals. The questions are modified by asking students to distribute 100 Confidence Points among the options in order to indicate the perceived likelihood of each answer option being the correct one. Tracking the class-averaged ratings for each option produces a set of time-series. ARIMA (autoregressive integrated moving average) analysis is then used to test for, and measure, changes in each series. In particular, it is possible to discern which educational interventions produce significant changes in class performance. Cluster analysis can also identify groups of students whose ratings evolve in similar ways. A brief overview of our methods and an example are presented.

Using forecast modelling to evaluate treatment effects in single-group interrupted time series analysis.

PubMed

Linden, Ariel

2018-05-11

Interrupted time series analysis (ITSA) is an evaluation methodology in which a single treatment unit's outcome is studied serially over time and the intervention is expected to "interrupt" the level and/or trend of that outcome. ITSA is commonly evaluated using methods which may produce biased results if model assumptions are violated. In this paper, treatment effects are alternatively assessed by using forecasting methods to closely fit the preintervention observations and then forecast the post-intervention trend. A treatment effect may be inferred if the actual post-intervention observations diverge from the forecasts by some specified amount. The forecasting approach is demonstrated using the effect of California's Proposition 99 for reducing cigarette sales. Three forecast models are fit to the preintervention series-linear regression (REG), Holt-Winters (HW) non-seasonal smoothing, and autoregressive moving average (ARIMA)-and forecasts are generated into the post-intervention period. The actual observations are then compared with the forecasts to assess intervention effects. The preintervention data were fit best by HW, followed closely by ARIMA. REG fit the data poorly. The actual post-intervention observations were above the forecasts in HW and ARIMA, suggesting no intervention effect, but below the forecasts in the REG (suggesting a treatment effect), thereby raising doubts about any definitive conclusion of a treatment effect. In a single-group ITSA, treatment effects are likely to be biased if the model is misspecified. Therefore, evaluators should consider using forecast models to accurately fit the preintervention data and generate plausible counterfactual forecasts, thereby improving causal inference of treatment effects in single-group ITSA studies. © 2018 John Wiley & Sons, Ltd.

Time series model for forecasting the number of new admission inpatients.

PubMed

Zhou, Lingling; Zhao, Ping; Wu, Dongdong; Cheng, Cheng; Huang, Hao

2018-06-15

Hospital crowding is a rising problem, effective predicting and detecting managment can helpful to reduce crowding. Our team has successfully proposed a hybrid model combining both the autoregressive integrated moving average (ARIMA) and the nonlinear autoregressive neural network (NARNN) models in the schistosomiasis and hand, foot, and mouth disease forecasting study. In this paper, our aim is to explore the application of the hybrid ARIMA-NARNN model to track the trends of the new admission inpatients, which provides a methodological basis for reducing crowding. We used the single seasonal ARIMA (SARIMA), NARNN and the hybrid SARIMA-NARNN model to fit and forecast the monthly and daily number of new admission inpatients. The root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) were used to compare the forecasting performance among the three models. The modeling time range of monthly data included was from January 2010 to June 2016, July to October 2016 as the corresponding testing data set. The daily modeling data set was from January 4 to September 4, 2016, while the testing time range included was from September 5 to October 2, 2016. For the monthly data, the modeling RMSE and the testing RMSE, MAE and MAPE of SARIMA-NARNN model were less than those obtained from the single SARIMA or NARNN model, but the MAE and MAPE of modeling performance of SARIMA-NARNN model did not improve. For the daily data, all RMSE, MAE and MAPE of NARNN model were the lowest both in modeling stage and testing stage. Hybrid model does not necessarily outperform its constituents' performances. It is worth attempting to explore the reliable model to forecast the number of new admission inpatients from different data.

Using social media to monitor mental health discussions - evidence from Twitter.

PubMed

McClellan, Chandler; Ali, Mir M; Mutter, Ryan; Kroutil, Larry; Landwehr, Justin

2017-05-01

Given the public health importance of communicating about mental illness and the growing use of social media to convey information, our goal was to develop an empirical model to identify periods of heightened interest in mental health topics on Twitter. We collected data on 176 million tweets from 2011 to 2014 with content related to depression or suicide. Using an autoregressive integrated moving average (ARIMA) data analysis, we identified deviations from predicted trends in communication about depression and suicide. Two types of heightened Twitter activity regarding depression or suicide were identified in 2014: expected increases in response to planned behavioral health events, and unexpected increases in response to unanticipated events. Tweet volume following expected increases went back to the predicted level more rapidly than the volume following unexpected events. Although ARIMA models have been used extensively in other fields, they have not been used widely in public health. Our findings indicate that our ARIMA model is valid for identifying periods of heightened activity on Twitter related to behavioral health. The model offers an objective and empirically based measure to identify periods of greater interest for timing the dissemination of credible information related to mental health. Spikes in tweet volume following a behavioral health event often last for less than 2 days. Individuals and organizations that want to disseminate behavioral health messages on Twitter in response to heightened periods of interest need to take this limited time frame into account. Published by Oxford University Press on behalf of the American Medical Informatics Association 2016. This work is written by US Government employees and is in the public domain in the United States.

A time-series analysis of the relation between unemployment rate and hospital admission for acute myocardial infarction and stroke in Brazil over more than a decade.

PubMed

Katz, Marcelo; Bosworth, Hayden B; Lopes, Renato D; Dupre, Matthew E; Morita, Fernando; Pereira, Carolina; Franco, Fabio G M; Prado, Rogerio R; Pesaro, Antonio E; Wajngarten, Mauricio

2016-12-01

The effect of socioeconomic stressors on the incidence of cardiovascular disease (CVD) is currently open to debate. Using time-series analysis, our study aimed to evaluate the relationship between unemployment rate and hospital admission for acute myocardial infarction (AMI) and stroke in Brazil over a recent 11-year span. Data on monthly hospital admissions for AMI and stroke from March 2002 to December 2013 were extracted from the Brazilian Public Health System Database. The monthly unemployment rate was obtained from the Brazilian Institute for Applied Economic Research, during the same period. The autoregressive integrated moving average (ARIMA) model was used to test the association of temporal series. Statistical significance was set at p<0.05. From March 2002 to December 2013, 778,263 admissions for AMI and 1,581,675 for stroke were recorded. During this time period, the unemployment rate decreased from 12.9% in 2002 to 4.3% in 2013, while admissions due to AMI and stroke increased. However, the adjusted ARIMA model showed a positive association between the unemployment rate and admissions for AMI but not for stroke (estimate coefficient=2.81±0.93; p=0.003 and estimate coefficient=2.40±4.34; p=0.58, respectively). From 2002 to 2013, hospital admissions for AMI and stroke increased, whereas the unemployment rate decreased. However, the adjusted ARIMA model showed a positive association between unemployment rate and admissions due to AMI but not for stroke. Further studies are warranted to validate our findings and to better explore the mechanisms by which socioeconomic stressors, such as unemployment, might impact on the incidence of CVD. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Time Series Analysis of Onchocerciasis Data from Mexico: A Trend towards Elimination

PubMed Central

Pérez-Rodríguez, Miguel A.; Adeleke, Monsuru A.; Orozco-Algarra, María E.; Arrendondo-Jiménez, Juan I.; Guo, Xianwu

2013-01-01

Background In Latin America, there are 13 geographically isolated endemic foci distributed among Mexico, Guatemala, Colombia, Venezuela, Brazil and Ecuador. The communities of the three endemic foci found within Mexico have been receiving ivermectin treatment since 1989. In this study, we predicted the trend of occurrence of cases in Mexico by applying time series analysis to monthly onchocerciasis data reported by the Mexican Secretariat of Health between 1988 and 2011 using the software R. Results A total of 15,584 cases were reported in Mexico from 1988 to 2011. The data of onchocerciasis cases are mainly from the main endemic foci of Chiapas and Oaxaca. The last case in Oaxaca was reported in 1998, but new cases were reported in the Chiapas foci up to 2011. Time series analysis performed for the foci in Mexico showed a decreasing trend of the disease over time. The best-fitted models with the smallest Akaike Information Criterion (AIC) were Auto-Regressive Integrated Moving Average (ARIMA) models, which were used to predict the tendency of onchocerciasis cases for two years ahead. According to the ARIMA models predictions, the cases in very low number (below 1) are expected for the disease between 2012 and 2013 in Chiapas, the last endemic region in Mexico. Conclusion The endemic regions of Mexico evolved from high onchocerciasis-endemic states to the interruption of transmission due to the strategies followed by the MSH, based on treatment with ivermectin. The extremely low level of expected cases as predicted by ARIMA models for the next two years suggest that the onchocerciasis is being eliminated in Mexico. To our knowledge, it is the first study utilizing time series for predicting case dynamics of onchocerciasis, which could be used as a benchmark during monitoring and post-treatment surveillance. PMID:23459370

Forecasting malaria cases using climatic factors in delhi, India: a time series analysis.

PubMed

Kumar, Varun; Mangal, Abha; Panesar, Sanjeet; Yadav, Geeta; Talwar, Richa; Raut, Deepak; Singh, Saudan

2014-01-01

Background. Malaria still remains a public health problem in developing countries and changing environmental and climatic factors pose the biggest challenge in fighting against the scourge of malaria. Therefore, the study was designed to forecast malaria cases using climatic factors as predictors in Delhi, India. Methods. The total number of monthly cases of malaria slide positives occurring from January 2006 to December 2013 was taken from the register maintained at the malaria clinic at Rural Health Training Centre (RHTC), Najafgarh, Delhi. Climatic data of monthly mean rainfall, relative humidity, and mean maximum temperature were taken from Regional Meteorological Centre, Delhi. Expert modeler of SPSS ver. 21 was used for analyzing the time series data. Results. Autoregressive integrated moving average, ARIMA (0,1,1) (0,1,0)(12), was the best fit model and it could explain 72.5% variability in the time series data. Rainfall (P value = 0.004) and relative humidity (P value = 0.001) were found to be significant predictors for malaria transmission in the study area. Seasonal adjusted factor (SAF) for malaria cases shows peak during the months of August and September. Conclusion. ARIMA models of time series analysis is a simple and reliable tool for producing reliable forecasts for malaria in Delhi, India.

Forecasting of natural gas consumption with neural network and neuro fuzzy system

NASA Astrophysics Data System (ADS)

Kaynar, Oguz; Yilmaz, Isik; Demirkoparan, Ferhan

2010-05-01

The prediction of natural gas consumption is crucial for Turkey which follows foreign-dependent policy in point of providing natural gas and whose stock capacity is only 5% of internal total consumption. Prediction accuracy of demand is one of the elements which has an influence on sectored investments and agreements about obtaining natural gas, so on development of sector. In recent years, new techniques, such as artificial neural networks and fuzzy inference systems, have been widely used in natural gas consumption prediction in addition to classical time series analysis. In this study, weekly natural gas consumption of Turkey has been predicted by means of three different approaches. The first one is Autoregressive Integrated Moving Average (ARIMA), which is classical time series analysis method. The second approach is the Artificial Neural Network. Two different ANN models, which are Multi Layer Perceptron (MLP) and Radial Basis Function Network (RBFN), are employed to predict natural gas consumption. The last is Adaptive Neuro Fuzzy Inference System (ANFIS), which combines ANN and Fuzzy Inference System. Different prediction models have been constructed and one model, which has the best forecasting performance, is determined for each method. Then predictions are made by using these models and results are compared. Keywords: ANN, ANFIS, ARIMA, Natural Gas, Forecasting

High mean water vapour pressure promotes the transmission of bacillary dysentery.

PubMed

Li, Guo-Zheng; Shao, Feng-Feng; Zhang, Hao; Zou, Chun-Pu; Li, Hui-Hui; Jin, Jue

2015-01-01

Bacillary dysentery is an infectious disease caused by Shigella dysenteriae, which has a seasonal distribution. External environmental factors, including climate, play a significant role in its transmission. This paper identifies climate-related risk factors and their role in bacillary dysentery transmission. Harbin, in northeast China, with a temperate climate, and Quzhou, in southern China, with a subtropical climate, are chosen as the study locations. The least absolute shrinkage and selectionator operator is applied to select relevant climate factors involved in the transmission of bacillary dysentery. Based on the selected relevant climate factors and incidence rates, an AutoRegressive Integrated Moving Average (ARIMA) model is established successfully as a time series prediction model. The numerical results demonstrate that the mean water vapour pressure over the previous month results in a high relative risk for bacillary dysentery transmission in both cities, and the ARIMA model can successfully perform such a prediction. These results provide better explanations for the relationship between climate factors and bacillary dysentery transmission than those put forth in other studies that use only correlation coefficients or fitting models. The findings in this paper demonstrate that the mean water vapour pressure over the previous month is an important predictor for the transmission of bacillary dysentery.

Adaptive Resource Utilization Prediction System for Infrastructure as a Service Cloud.

PubMed

Zia Ullah, Qazi; Hassan, Shahzad; Khan, Gul Muhammad

2017-01-01

Infrastructure as a Service (IaaS) cloud provides resources as a service from a pool of compute, network, and storage resources. Cloud providers can manage their resource usage by knowing future usage demand from the current and past usage patterns of resources. Resource usage prediction is of great importance for dynamic scaling of cloud resources to achieve efficiency in terms of cost and energy consumption while keeping quality of service. The purpose of this paper is to present a real-time resource usage prediction system. The system takes real-time utilization of resources and feeds utilization values into several buffers based on the type of resources and time span size. Buffers are read by R language based statistical system. These buffers' data are checked to determine whether their data follows Gaussian distribution or not. In case of following Gaussian distribution, Autoregressive Integrated Moving Average (ARIMA) is applied; otherwise Autoregressive Neural Network (AR-NN) is applied. In ARIMA process, a model is selected based on minimum Akaike Information Criterion (AIC) values. Similarly, in AR-NN process, a network with the lowest Network Information Criterion (NIC) value is selected. We have evaluated our system with real traces of CPU utilization of an IaaS cloud of one hundred and twenty servers.

Adaptive Resource Utilization Prediction System for Infrastructure as a Service Cloud

PubMed Central

Hassan, Shahzad; Khan, Gul Muhammad

2017-01-01

Infrastructure as a Service (IaaS) cloud provides resources as a service from a pool of compute, network, and storage resources. Cloud providers can manage their resource usage by knowing future usage demand from the current and past usage patterns of resources. Resource usage prediction is of great importance for dynamic scaling of cloud resources to achieve efficiency in terms of cost and energy consumption while keeping quality of service. The purpose of this paper is to present a real-time resource usage prediction system. The system takes real-time utilization of resources and feeds utilization values into several buffers based on the type of resources and time span size. Buffers are read by R language based statistical system. These buffers' data are checked to determine whether their data follows Gaussian distribution or not. In case of following Gaussian distribution, Autoregressive Integrated Moving Average (ARIMA) is applied; otherwise Autoregressive Neural Network (AR-NN) is applied. In ARIMA process, a model is selected based on minimum Akaike Information Criterion (AIC) values. Similarly, in AR-NN process, a network with the lowest Network Information Criterion (NIC) value is selected. We have evaluated our system with real traces of CPU utilization of an IaaS cloud of one hundred and twenty servers. PMID:28811819

[Study on the epidemiological characteristics and incidence trend of scarlet fever in Shanghai, 2005-2012].

PubMed

Ren, Hong; Wang, Ye; Chen, Ming-liang; Yuan, Zheng-an; Li, Yan-ting; Huang, Pu; Hu, Jia-yu

2013-07-01

To systemically analyze the epidemiological characteristics, molecular markers of circulating group A Streptococcus (GAS) isolates and the incidence trend of scarlet fever in Shanghai from 2005 to 2012 as well as to explore the practice of GAS isolates surveillance program and the combined mathematical model in the early warning of scarlet fever. The morbidity series of scarlet fever were retrieved to analyze and fit the combined mathematical model which comprised an autoregressive integrated moving average (ARIMA) model and a neural network. GAS isolates surveillances programs were implemented on community healthy population, using the emm typing and superantigens detecting method in Shanghai during the epidemic period of scarlet fever in 2008, 2010 and 2012. The standardized prevalence of GAS isolates was estimated with the demographic data. From 2005 to 2012, there were a total of 9410 scarlet fever cases reported in Shanghai including local registered residents and immigrant population, showing that the distribution of patients as sporadic. The morbidity kept rising with seasonal and periodical variations and the peak was in 2011. The average morbidity was 6.012 per 100 000 persons. Morbidity in the the suburban was significantly higher than that in the urban areas. Children at 4 to 8 years old were easy to be involved. The mean error rate of single ARIMA model,ARIMA-GRNN and back propagation artificial neural network combined model were 0.268, 0.432 and 0.131 respectively. The predicted incidence of scarlet fever in 2013 would keep fluctuating within a narrow range from 0.446 to 3.467 per 100 000 persons. A total number of 4409 throat swab samples were collected through the GAS isolates surveillance programs in 2008, 2010 and 2012. The standardized prevalence of GAS isolates in each year were 0.000%, 0.000% and 1.092%. 18 GAS isolates were identified and 15 isolates (83.33%)belonged to emm 12.0. The morbidity of scarlet fever would continue to maintain an upward trend in Shanghai and the techniques used in GAS isolates surveillance program and in the combined mathematical model could be applied for the early warning system on scarlet fever.

Model variations in predicting incidence of Plasmodium falciparum malaria using 1998-2007 morbidity and meteorological data from south Ethiopia.

PubMed

Loha, Eskindir; Lindtjørn, Bernt

2010-06-16

Malaria transmission is complex and is believed to be associated with local climate changes. However, simple attempts to extrapolate malaria incidence rates from averaged regional meteorological conditions have proven unsuccessful. Therefore, the objective of this study was to determine if variations in specific meteorological factors are able to consistently predict P. falciparum malaria incidence at different locations in south Ethiopia. Retrospective data from 42 locations were collected including P. falciparum malaria incidence for the period of 1998-2007 and meteorological variables such as monthly rainfall (all locations), temperature (17 locations), and relative humidity (three locations). Thirty-five data sets qualified for the analysis. Ljung-Box Q statistics was used for model diagnosis, and R squared or stationary R squared was taken as goodness of fit measure. Time series modelling was carried out using Transfer Function (TF) models and univariate auto-regressive integrated moving average (ARIMA) when there was no significant predictor meteorological variable. Of 35 models, five were discarded because of the significant value of Ljung-Box Q statistics. Past P. falciparum malaria incidence alone (17 locations) or when coupled with meteorological variables (four locations) was able to predict P. falciparum malaria incidence within statistical significance. All seasonal AIRMA orders were from locations at altitudes above 1742 m. Monthly rainfall, minimum and maximum temperature was able to predict incidence at four, five and two locations, respectively. In contrast, relative humidity was not able to predict P. falciparum malaria incidence. The R squared values for the models ranged from 16% to 97%, with the exception of one model which had a negative value. Models with seasonal ARIMA orders were found to perform better. However, the models for predicting P. falciparum malaria incidence varied from location to location, and among lagged effects, data transformation forms, ARIMA and TF orders. This study describes P. falciparum malaria incidence models linked with meteorological data. Variability in the models was principally attributed to regional differences, and a single model was not found that fits all locations. Past P. falciparum malaria incidence appeared to be a superior predictor than meteorology. Future efforts in malaria modelling may benefit from inclusion of non-meteorological factors.

Atmospheric mold spore counts in relation to meteorological parameters

NASA Astrophysics Data System (ADS)

Katial, R. K.; Zhang, Yiming; Jones, Richard H.; Dyer, Philip D.

Fungal spore counts of Cladosporium, Alternaria, and Epicoccum were studied during 8 years in Denver, Colorado. Fungal spore counts were obtained daily during the pollinating season by a Rotorod sampler. Weather data were obtained from the National Climatic Data Center. Daily averages of temperature, relative humidity, daily precipitation, barometric pressure, and wind speed were studied. A time series analysis was performed on the data to mathematically model the spore counts in relation to weather parameters. Using SAS PROC ARIMA software, a regression analysis was performed, regressing the spore counts on the weather variables assuming an autoregressive moving average (ARMA) error structure. Cladosporium was found to be positively correlated (P<0.02) with average daily temperature, relative humidity, and negatively correlated with precipitation. Alternaria and Epicoccum did not show increased predictability with weather variables. A mathematical model was derived for Cladosporium spore counts using the annual seasonal cycle and significant weather variables. The model for Alternaria and Epicoccum incorporated the annual seasonal cycle. Fungal spore counts can be modeled by time series analysis and related to meteorological parameters controlling for seasonallity; this modeling can provide estimates of exposure to fungal aeroallergens.

Developing and testing temperature models for regulated systems: a case study on the Upper Delaware River

USGS Publications Warehouse

Cole, Jeffrey C.; Maloney, Kelly O.; Schmid, Matthias; McKenna, James E.

2014-01-01

Water temperature is an important driver of many processes in riverine ecosystems. If reservoirs are present, their releases can greatly influence downstream water temperatures. Models are important tools in understanding the influence these releases may have on the thermal regimes of downstream rivers. In this study, we developed and tested a suite of models to predict river temperature at a location downstream of two reservoirs in the Upper Delaware River (USA), a section of river that is managed to support a world-class coldwater fishery. Three empirical models were tested, including a Generalized Least Squares Model with a cosine trend (GLScos), AutoRegressive Integrated Moving Average (ARIMA), and Artificial Neural Network (ANN). We also tested one mechanistic Heat Flux Model (HFM) that was based on energy gain and loss. Predictor variables used in model development included climate data (e.g., solar radiation, wind speed, etc.) collected from a nearby weather station and temperature and hydrologic data from upstream U.S. Geological Survey gages. Models were developed with a training dataset that consisted of data from 2008 to 2011; they were then independently validated with a test dataset from 2012. Model accuracy was evaluated using root mean square error (RMSE), Nash Sutcliffe efficiency (NSE), percent bias (PBIAS), and index of agreement (d) statistics. Model forecast success was evaluated using baseline-modified prime index of agreement (md) at the one, three, and five day predictions. All five models accurately predicted daily mean river temperature across the entire training dataset (RMSE = 0.58–1.311, NSE = 0.99–0.97, d = 0.98–0.99); ARIMA was most accurate (RMSE = 0.57, NSE = 0.99), but each model, other than ARIMA, showed short periods of under- or over-predicting observed warmer temperatures. For the training dataset, all models besides ARIMA had overestimation bias (PBIAS = −0.10 to −1.30). Validation analyses showed all models performed well; the HFM model was the most accurate compared other models (RMSE = 0.92, both NSE = 0.98, d = 0.99) and the ARIMA model was least accurate (RMSE = 2.06, NSE = 0.92, d = 0.98); however, all models had an overestimation bias (PBIAS = −4.1 to −10.20). Aside from the one day forecast ARIMA model (md = 0.53), all models forecasted fairly well at the one, three, and five day forecasts (md = 0.77–0.96). Overall, we were successful in developing models predicting daily mean temperature across a broad range of temperatures. These models, specifically the GLScos, ANN, and HFM, may serve as important tools for predicting conditions and managing thermal releases in regulated river systems such as the Delaware River. Further model development may be important in customizing predictions for particular biological or ecological needs, or for particular temporal or spatial scales.

Developing and testing temperature models for regulated systems: A case study on the Upper Delaware River

NASA Astrophysics Data System (ADS)

Cole, Jeffrey C.; Maloney, Kelly O.; Schmid, Matthias; McKenna, James E.

2014-11-01

Water temperature is an important driver of many processes in riverine ecosystems. If reservoirs are present, their releases can greatly influence downstream water temperatures. Models are important tools in understanding the influence these releases may have on the thermal regimes of downstream rivers. In this study, we developed and tested a suite of models to predict river temperature at a location downstream of two reservoirs in the Upper Delaware River (USA), a section of river that is managed to support a world-class coldwater fishery. Three empirical models were tested, including a Generalized Least Squares Model with a cosine trend (GLScos), AutoRegressive Integrated Moving Average (ARIMA), and Artificial Neural Network (ANN). We also tested one mechanistic Heat Flux Model (HFM) that was based on energy gain and loss. Predictor variables used in model development included climate data (e.g., solar radiation, wind speed, etc.) collected from a nearby weather station and temperature and hydrologic data from upstream U.S. Geological Survey gages. Models were developed with a training dataset that consisted of data from 2008 to 2011; they were then independently validated with a test dataset from 2012. Model accuracy was evaluated using root mean square error (RMSE), Nash Sutcliffe efficiency (NSE), percent bias (PBIAS), and index of agreement (d) statistics. Model forecast success was evaluated using baseline-modified prime index of agreement (md) at the one, three, and five day predictions. All five models accurately predicted daily mean river temperature across the entire training dataset (RMSE = 0.58-1.311, NSE = 0.99-0.97, d = 0.98-0.99); ARIMA was most accurate (RMSE = 0.57, NSE = 0.99), but each model, other than ARIMA, showed short periods of under- or over-predicting observed warmer temperatures. For the training dataset, all models besides ARIMA had overestimation bias (PBIAS = -0.10 to -1.30). Validation analyses showed all models performed well; the HFM model was the most accurate compared other models (RMSE = 0.92, both NSE = 0.98, d = 0.99) and the ARIMA model was least accurate (RMSE = 2.06, NSE = 0.92, d = 0.98); however, all models had an overestimation bias (PBIAS = -4.1 to -10.20). Aside from the one day forecast ARIMA model (md = 0.53), all models forecasted fairly well at the one, three, and five day forecasts (md = 0.77-0.96). Overall, we were successful in developing models predicting daily mean temperature across a broad range of temperatures. These models, specifically the GLScos, ANN, and HFM, may serve as important tools for predicting conditions and managing thermal releases in regulated river systems such as the Delaware River. Further model development may be important in customizing predictions for particular biological or ecological needs, or for particular temporal or spatial scales.

Prediction of South China sea level using seasonal ARIMA models

NASA Astrophysics Data System (ADS)

Fernandez, Flerida Regine; Po, Rodolfo; Montero, Neil; Addawe, Rizavel

2017-11-01

Accelerating sea level rise is an indicator of global warming and poses a threat to low-lying places and coastal countries. This study aims to fit a Seasonal Autoregressive Integrated Moving Average (SARIMA) model to the time series obtained from the TOPEX and Jason series of satellite radar altimetries of the South China Sea from the year 2008 to 2015. With altimetric measurements taken in a 10-day repeat cycle, monthly averages of the satellite altimetry measurements were taken to compose the data set used in the study. SARIMA models were then tried and fitted to the time series in order to find the best-fit model. Results show that the SARIMA(1,0,0)(0,1,1)12 model best fits the time series and was used to forecast the values for January 2016 to December 2016. The 12-month forecast using SARIMA(1,0,0)(0,1,1)12 shows that the sea level gradually increases from January to September 2016, and decreases until December 2016.

Social media responses to heat waves.

PubMed

Jung, Jihoon; Uejio, Christopher K

2017-07-01

Social network services (SNSs) may benefit public health by augmenting surveillance and distributing information to the public. In this study, we collected Twitter data focusing on six different heat-related themes (air conditioning, cooling center, dehydration, electrical outage, energy assistance, and heat) for 182 days from May 7 to November 3, 2014. First, exploratory linear regression associated outdoor heat exposure to the theme-specific tweet counts for five study cities (Los Angeles, New York, Chicago, Houston, and Atlanta). Next, autoregressive integrated moving average (ARIMA) time series models formally associated heat exposure to the combined count of heat and air conditioning tweets while controlling for temporal autocorrelation. Finally, we examined the spatial and temporal distribution of energy assistance and cooling center tweets. The result indicates that the number of tweets in most themes exhibited a significant positive relationship with maximum temperature. The ARIMA model results suggest that each city shows a slightly different relationship between heat exposure and the tweet count. A one-degree change in the temperature correspondingly increased the Box-Cox transformed tweets by 0.09 for Atlanta, 0.07 for Los Angeles, and 0.01 for New York City. The energy assistance and cooling center theme tweets suggest that only a few municipalities used Twitter for public service announcements. The timing of the energy assistance tweets suggests that most jurisdictions provide heating instead of cooling energy assistance.

Reduction in Male Suicide Mortality Following the 2006 Russian Alcohol Policy: An Interrupted Time Series Analysis

PubMed Central

Chamlin, Mitchell B.; Andreev, Evgeny

2013-01-01

Objectives. We took advantage of a natural experiment to assess the impact on suicide mortality of a suite of Russian alcohol policies. Methods. We obtained suicide counts from anonymous death records collected by the Russian Federal State Statistics Service. We used autoregressive integrated moving average (ARIMA) interrupted time series techniques to model the effect of the alcohol policy (implemented in January 2006) on monthly male and female suicide counts between January 2000 and December 2010. Results. Monthly male and female suicide counts decreased during the period under study. Although the ARIMA analysis showed no impact of the policy on female suicide mortality, the results revealed an immediate and permanent reduction of about 9% in male suicides (Ln ω0 = −0.096; P = .01). Conclusions. Despite a recent decrease in mortality, rates of alcohol consumption and suicide in Russia remain among the highest in the world. Our analysis revealed that the 2006 alcohol policy in Russia led to a 9% reduction in male suicide mortality, meaning the policy was responsible for saving 4000 male lives annually that would otherwise have been lost to suicide. Together with recent similar findings elsewhere, our results suggest an important role for public health and other population level interventions, including alcohol policy, in reducing alcohol-related harm. PMID:24028249

Spatiotemporal patterns of severe fever with thrombocytopenia syndrome in China, 2011-2016.

PubMed

Sun, Jimin; Lu, Liang; Wu, Haixia; Yang, Jun; Liu, Keke; Liu, Qiyong

2018-05-01

Severe fever with thrombocytopenia syndrome (SFTS) is emerging and the number of SFTS cases have increased year by year in China. However, spatiotemporal patterns and trends of SFTS are less clear up to date. In order to explore spatiotemporal patterns and predict SFTS incidences, we analyzed temporal trends of SFTS using autoregressive integrated moving average (ARIMA) model, spatial patterns, and spatiotemporal clusters of SFTS cases at the county level based on SFTS data in China during 2011-2016. We determined the optimal time series model was ARIMA (2, 0, 1) × (0, 0, 1) 12 which fitted the SFTS cases reasonably well during the training process and forecast process. In the spatial clustering analysis, the global autocorrelation suggested that SFTS cases were not of random distribution. Local spatial autocorrelation analysis of SFTS identified foci mainly concentrated in Hubei Province, Henan Province, Anhui Province, Shandong Province, Liaoning Province, and Zhejiang Province. A most likely cluster including 21 counties in Henan Province and Hubei Province was observed in the central region of China from April 2015 to August 2016. Our results will provide a sound evidence base for future prevention and control programs of SFTS such as allocation of the health resources, surveillance in high-risk regions, health education, improvement of diagnosis and so on. Copyright © 2018 Elsevier GmbH. All rights reserved.

Do drug-free workplace programs prevent occupational injuries? Evidence from Washington State.

PubMed

Wickizer, Thomas M; Kopjar, Branko; Franklin, Gary; Joesch, Jutta

2004-02-01

To evaluate the effect of a publicly sponsored drug-free workplace program on reducing the risk of occupational injuries. Workers' compensation claims data from the Washington State Department of Labor and Industries covering the period 1994 through 2000 and work-hours data reported by employers served as the data sources for the analysis. We used a pre-post design with a nonequivalent comparison group to assess the impact of the intervention on injury risk, measured in terms of differences in injury incidence rates. Two hundred and sixty-one companies that enrolled in the drug-free workplace program during the latter half of 1996 were compared with approximately 20,500 nonintervention companies. We tested autoregressive, integrated moving-average (ARIMA) models to assess the robustness of our findings. The drug-free workplace intervention was associated (p < .05) with a statistically significant decrease in injury rates for three industry groups: construction, manufacturing, and services. It was associated (p < .05) with a reduction in the incidence rate of more serious injuries involving four or more days of lost work time for two industry groups: construction and services. The ARIMA analysis supported The drug-free workplace program we studied was associated with a selective, industry-specific preventive effect. The strongest evidence of an intervention effect was for the construction industry. Estimated net cost savings for this industry were positive though small in magnitude.

Predicting Malaria occurrence in Southwest and North central Nigeria using Meteorological parameters

NASA Astrophysics Data System (ADS)

Akinbobola, A.; Omotosho, J. Bayo

2013-09-01

Malaria is a major public health problem especially in the tropics with the potential to significantly increase in response to changing weather and climate. This study explored the impact of weather and climate and its variability on the occurrence and transmission of malaria in Akure, the tropical rain forest area of southwest and Kaduna, in the savanna area of Nigeria. We investigate this supposition by looking at the relationship between rainfall, relative humidity, minimum and maximum temperature, and malaria at the two stations. This study uses monthly data of 7 years (2001-2007) for both meteorological data and record of reported cases of malaria infection. Autoregressive integrated moving average (ARIMA) models were used to evaluate the relationship between weather factors and malaria incidence. Of all the models tested, the ARIMA (1, 0, 1) model fits the malaria incidence data best for Akure and Kaduna according to normalized Bayesian information criterion (BIC) and goodness-of-fit criteria. Humidity and rainfall have almost the same trend of association in all the stations while maximum temperature share the same negative association at southwestern stations and positive in the northern station. Rainfall and humidity have a positive association with malaria incidence at lag of 1 month. In all, we found that minimum temperature is not a limiting factor for malaria transmission in Akure but otherwise in the other stations.

Diffusive and subdiffusive dynamics of indoor microclimate: a time series modeling.

PubMed

Maciejewska, Monika; Szczurek, Andrzej; Sikora, Grzegorz; Wyłomańska, Agnieszka

2012-09-01

The indoor microclimate is an issue in modern society, where people spend about 90% of their time indoors. Temperature and relative humidity are commonly used for its evaluation. In this context, the two parameters are usually considered as behaving in the same manner, just inversely correlated. This opinion comes from observation of the deterministic components of temperature and humidity time series. We focus on the dynamics and the dependency structure of the time series of these parameters, without deterministic components. Here we apply the mean square displacement, the autoregressive integrated moving average (ARIMA), and the methodology for studying anomalous diffusion. The analyzed data originated from five monitoring locations inside a modern office building, covering a period of nearly one week. It was found that the temperature data exhibited a transition between diffusive and subdiffusive behavior, when the building occupancy pattern changed from the weekday to the weekend pattern. At the same time the relative humidity consistently showed diffusive character. Also the structures of the dependencies of the temperature and humidity data sets were different, as shown by the different structures of the ARIMA models which were found appropriate. In the space domain, the dynamics and dependency structure of the particular parameter were preserved. This work proposes an approach to describe the very complex conditions of indoor air and it contributes to the improvement of the representative character of microclimate monitoring.

Dynamic Forecasting of Zika Epidemics Using Google Trends

PubMed Central

Jin, Yuan; Huang, Yong; Lin, Baihan; An, Xiaoping; Feng, Dan; Tong, Yigang

2017-01-01

We developed a dynamic forecasting model for Zika virus (ZIKV), based on real-time online search data from Google Trends (GTs). It was designed to provide Zika virus disease (ZVD) surveillance and detection for Health Departments, and predictive numbers of infection cases, which would allow them sufficient time to implement interventions. In this study, we found a strong correlation between Zika-related GTs and the cumulative numbers of reported cases (confirmed, suspected and total cases; p<0.001). Then, we used the correlation data from Zika-related online search in GTs and ZIKV epidemics between 12 February and 20 October 2016 to construct an autoregressive integrated moving average (ARIMA) model (0, 1, 3) for the dynamic estimation of ZIKV outbreaks. The forecasting results indicated that the predicted data by ARIMA model, which used the online search data as the external regressor to enhance the forecasting model and assist the historical epidemic data in improving the quality of the predictions, are quite similar to the actual data during ZIKV epidemic early November 2016. Integer-valued autoregression provides a useful base predictive model for ZVD cases. This is enhanced by the incorporation of GTs data, confirming the prognostic utility of search query based surveillance. This accessible and flexible dynamic forecast model could be used in the monitoring of ZVD to provide advanced warning of future ZIKV outbreaks. PMID:28060809

Social media responses to heat waves

NASA Astrophysics Data System (ADS)

Jung, Jihoon; Uejio, Christopher K.

2017-07-01

Social network services (SNSs) may benefit public health by augmenting surveillance and distributing information to the public. In this study, we collected Twitter data focusing on six different heat-related themes (air conditioning, cooling center, dehydration, electrical outage, energy assistance, and heat) for 182 days from May 7 to November 3, 2014. First, exploratory linear regression associated outdoor heat exposure to the theme-specific tweet counts for five study cities (Los Angeles, New York, Chicago, Houston, and Atlanta). Next, autoregressive integrated moving average (ARIMA) time series models formally associated heat exposure to the combined count of heat and air conditioning tweets while controlling for temporal autocorrelation. Finally, we examined the spatial and temporal distribution of energy assistance and cooling center tweets. The result indicates that the number of tweets in most themes exhibited a significant positive relationship with maximum temperature. The ARIMA model results suggest that each city shows a slightly different relationship between heat exposure and the tweet count. A one-degree change in the temperature correspondingly increased the Box-Cox transformed tweets by 0.09 for Atlanta, 0.07 for Los Angeles, and 0.01 for New York City. The energy assistance and cooling center theme tweets suggest that only a few municipalities used Twitter for public service announcements. The timing of the energy assistance tweets suggests that most jurisdictions provide heating instead of cooling energy assistance.

Dynamic Forecasting of Zika Epidemics Using Google Trends.

PubMed

Teng, Yue; Bi, Dehua; Xie, Guigang; Jin, Yuan; Huang, Yong; Lin, Baihan; An, Xiaoping; Feng, Dan; Tong, Yigang

2017-01-01

We developed a dynamic forecasting model for Zika virus (ZIKV), based on real-time online search data from Google Trends (GTs). It was designed to provide Zika virus disease (ZVD) surveillance and detection for Health Departments, and predictive numbers of infection cases, which would allow them sufficient time to implement interventions. In this study, we found a strong correlation between Zika-related GTs and the cumulative numbers of reported cases (confirmed, suspected and total cases; p<0.001). Then, we used the correlation data from Zika-related online search in GTs and ZIKV epidemics between 12 February and 20 October 2016 to construct an autoregressive integrated moving average (ARIMA) model (0, 1, 3) for the dynamic estimation of ZIKV outbreaks. The forecasting results indicated that the predicted data by ARIMA model, which used the online search data as the external regressor to enhance the forecasting model and assist the historical epidemic data in improving the quality of the predictions, are quite similar to the actual data during ZIKV epidemic early November 2016. Integer-valued autoregression provides a useful base predictive model for ZVD cases. This is enhanced by the incorporation of GTs data, confirming the prognostic utility of search query based surveillance. This accessible and flexible dynamic forecast model could be used in the monitoring of ZVD to provide advanced warning of future ZIKV outbreaks.

Using statistical anomaly detection models to find clinical decision support malfunctions.

PubMed

Ray, Soumi; McEvoy, Dustin S; Aaron, Skye; Hickman, Thu-Trang; Wright, Adam

2018-05-11

Malfunctions in Clinical Decision Support (CDS) systems occur due to a multitude of reasons, and often go unnoticed, leading to potentially poor outcomes. Our goal was to identify malfunctions within CDS systems. We evaluated 6 anomaly detection models: (1) Poisson Changepoint Model, (2) Autoregressive Integrated Moving Average (ARIMA) Model, (3) Hierarchical Divisive Changepoint (HDC) Model, (4) Bayesian Changepoint Model, (5) Seasonal Hybrid Extreme Studentized Deviate (SHESD) Model, and (6) E-Divisive with Median (EDM) Model and characterized their ability to find known anomalies. We analyzed 4 CDS alerts with known malfunctions from the Longitudinal Medical Record (LMR) and Epic® (Epic Systems Corporation, Madison, WI, USA) at Brigham and Women's Hospital, Boston, MA. The 4 rules recommend lead testing in children, aspirin therapy in patients with coronary artery disease, pneumococcal vaccination in immunocompromised adults and thyroid testing in patients taking amiodarone. Poisson changepoint, ARIMA, HDC, Bayesian changepoint and the SHESD model were able to detect anomalies in an alert for lead screening in children and in an alert for pneumococcal conjugate vaccine in immunocompromised adults. EDM was able to detect anomalies in an alert for monitoring thyroid function in patients on amiodarone. Malfunctions/anomalies occur frequently in CDS alert systems. It is important to be able to detect such anomalies promptly. Anomaly detection models are useful tools to aid such detections.

Assessment and prediction of road accident injuries trend using time-series models in Kurdistan.

PubMed

Parvareh, Maryam; Karimi, Asrin; Rezaei, Satar; Woldemichael, Abraha; Nili, Sairan; Nouri, Bijan; Nasab, Nader Esmail

2018-01-01

Road traffic accidents are commonly encountered incidents that can cause high-intensity injuries to the victims and have direct impacts on the members of the society. Iran has one of the highest incident rates of road traffic accidents. The objective of this study was to model the patterns of road traffic accidents leading to injury in Kurdistan province, Iran. A time-series analysis was conducted to characterize and predict the frequency of road traffic accidents that lead to injury in Kurdistan province. The injuries were categorized into three separate groups which were related to the car occupants, motorcyclists and pedestrian road traffic accident injuries. The Box-Jenkins time-series analysis was used to model the injury observations applying autoregressive integrated moving average (ARIMA) and seasonal autoregressive integrated moving average (SARIMA) from March 2009 to February 2015 and to predict the accidents up to 24 months later (February 2017). The analysis was carried out using R-3.4.2 statistical software package. A total of 5199 pedestrians, 9015 motorcyclists, and 28,906 car occupants' accidents were observed. The mean (SD) number of car occupant, motorcyclist and pedestrian accident injuries observed were 401.01 (SD 32.78), 123.70 (SD 30.18) and 71.19 (SD 17.92) per year, respectively. The best models for the pattern of car occupant, motorcyclist, and pedestrian injuries were the ARIMA (1, 0, 0), SARIMA (1, 0, 2) (1, 0, 0) 12 , and SARIMA (1, 1, 1) (0, 0, 1) 12 , respectively. The motorcyclist and pedestrian injuries showed a seasonal pattern and the peak was during summer (August). The minimum frequency for the motorcyclist and pedestrian injuries were observed during the late autumn and early winter (December and January). Our findings revealed that the observed motorcyclist and pedestrian injuries had a seasonal pattern that was explained by air temperature changes overtime. These findings call the need for close monitoring of the accidents during the high-risk periods in order to control and decrease the rate of the injuries.

Ultra-Short-Term Wind Power Prediction Using a Hybrid Model

NASA Astrophysics Data System (ADS)

Mohammed, E.; Wang, S.; Yu, J.

2017-05-01

This paper aims to develop and apply a hybrid model of two data analytical methods, multiple linear regressions and least square (MLR&LS), for ultra-short-term wind power prediction (WPP), for example taking, Northeast China electricity demand. The data was obtained from the historical records of wind power from an offshore region, and from a wind farm of the wind power plant in the areas. The WPP achieved in two stages: first, the ratios of wind power were forecasted using the proposed hybrid method, and then the transformation of these ratios of wind power to obtain forecasted values. The hybrid model combines the persistence methods, MLR and LS. The proposed method included two prediction types, multi-point prediction and single-point prediction. WPP is tested by applying different models such as autoregressive moving average (ARMA), autoregressive integrated moving average (ARIMA) and artificial neural network (ANN). By comparing results of the above models, the validity of the proposed hybrid model is confirmed in terms of error and correlation coefficient. Comparison of results confirmed that the proposed method works effectively. Additional, forecasting errors were also computed and compared, to improve understanding of how to depict highly variable WPP and the correlations between actual and predicted wind power.

The effect of climate variability on urinary stone attacks: increased incidence associated with temperature over 18 °C: a population-based study.

PubMed

Park, Hyoung Keun; Bae, Sang Rak; Kim, Satbyul E; Choi, Woo Suk; Paick, Sung Hyun; Ho, Kim; Kim, Hyeong Gon; Lho, Yong Soo

2015-02-01

The aim of this study was to evaluate the effect of seasonal variation and climate parameters on urinary tract stone attack and investigate whether stone attack is increased sharply at a specific point. Nationwide data of total urinary tract stone attack numbers per month between January 2006 and December 2010 were obtained from the Korean Health Insurance Review and Assessment Service. The effects of climatic factors on monthly urinary stone attack were assessed using auto-regressive integrated moving average (ARIMA) regression method. A total of 1,702,913 stone attack cases were identified. Mean monthly and monthly average daily urinary stone attack cases were 28,382 ± 2,760 and 933 ± 85, respectively. The stone attack showed seasonal trends of sharp incline in June, a peak plateau from July to September, and a sharp decline after September. The correlation analysis showed that ambient temperature (r = 0.557, p < 0.001) and relative humidity (r = 0.513, p < 0.001) were significantly associated with urinary stone attack cases. However, after adjustment for trends and seasonality, ambient temperature was the only climate factor associated with the stone attack cases in ARIMA regression test (p = 0.04). Threshold temperature was estimated as 18.4 °C. Risk of urinary stone attack significantly increases 1.71% (1.02-2.41 %, 95% confidence intervals) with a 1 °C increase of ambient temperature above the threshold point. In conclusion, monthly urinary stone attack cases were changed according to seasonal variation. Among the climates variables, only temperature had consistent association with stone attack and when the temperature is over 18.4 °C, urinary stone attack would be increased sharply.

Statistical models for estimating daily streamflow in Michigan

USGS Publications Warehouse

Holtschlag, D.J.; Salehi, Habib

1992-01-01

Statistical models for estimating daily streamflow were analyzed for 25 pairs of streamflow-gaging stations in Michigan. Stations were paired by randomly choosing a station operated in 1989 at which 10 or more years of continuous flow data had been collected and at which flow is virtually unregulated; a nearby station was chosen where flow characteristics are similar. Streamflow data from the 25 randomly selected stations were used as the response variables; streamflow data at the nearby stations were used to generate a set of explanatory variables. Ordinary-least squares regression (OLSR) equations, autoregressive integrated moving-average (ARIMA) equations, and transfer function-noise (TFN) equations were developed to estimate the log transform of flow for the 25 randomly selected stations. The precision of each type of equation was evaluated on the basis of the standard deviation of the estimation errors. OLSR equations produce one set of estimation errors; ARIMA and TFN models each produce l sets of estimation errors corresponding to the forecast lead. The lead-l forecast is the estimate of flow l days ahead of the most recent streamflow used as a response variable in the estimation. In this analysis, the standard deviation of lead l ARIMA and TFN forecast errors were generally lower than the standard deviation of OLSR errors for l < 2 days and l < 9 days, respectively. Composite estimates were computed as a weighted average of forecasts based on TFN equations and backcasts (forecasts of the reverse-ordered series) based on ARIMA equations. The standard deviation of composite errors varied throughout the length of the estimation interval and generally was at maximum near the center of the interval. For comparison with OLSR errors, the mean standard deviation of composite errors were computed for intervals of length 1 to 40 days. The mean standard deviation of length-l composite errors were generally less than the standard deviation of the OLSR errors for l < 32 days. In addition, the composite estimates ensure a gradual transition between periods of estimated and measured flows. Model performance among stations of differing model error magnitudes were compared by computing ratios of the mean standard deviation of the length l composite errors to the standard deviation of OLSR errors. The mean error ratio for the set of 25 selected stations was less than 1 for intervals l < 32 days. Considering the frequency characteristics of the length of intervals of estimated record in Michigan, the effective mean error ratio for intervals < 30 days was 0.52. Thus, for intervals of estimation of 1 month or less, the error of the composite estimate is substantially lower than error of the OLSR estimate.

Lethal firearm-related violence against Canadian women: did tightening gun laws have an impact on women's health and safety?

PubMed

McPhedran, Samara; Mauser, Gary

2013-01-01

Domestic violence remains a significant public health issue around the world, and policy makers continually strive to implement effective legislative frameworks to reduce lethal violence against women. This article examines whether the 1995 Firearms Act (Bill C-68) had a significant impact on female firearm homicide victimization rates in Canada. Time series of gender-disaggregated data from 1974 to 2009 were examined. Two different analytic approaches were used: the autoregressive integrated moving average (ARIMA) modelling and the Zivot-Andrews (ZA) structural breakpoint tests. There was little evidence to suggest that increased firearms legislation in Canada had a significant impact on preexisting trends in lethal firearm violence against women. These results do not support the view that increasing firearms legislation is associated with a reduced incidence of firearm-related female domestic homicide victimization.

Optimization of seasonal ARIMA models using differential evolution - simulated annealing (DESA) algorithm in forecasting dengue cases in Baguio City

NASA Astrophysics Data System (ADS)

Addawe, Rizavel C.; Addawe, Joel M.; Magadia, Joselito C.

2016-10-01

Accurate forecasting of dengue cases would significantly improve epidemic prevention and control capabilities. This paper attempts to provide useful models in forecasting dengue epidemic specific to the young and adult population of Baguio City. To capture the seasonal variations in dengue incidence, this paper develops a robust modeling approach to identify and estimate seasonal autoregressive integrated moving average (SARIMA) models in the presence of additive outliers. Since the least squares estimators are not robust in the presence of outliers, we suggest a robust estimation based on winsorized and reweighted least squares estimators. A hybrid algorithm, Differential Evolution - Simulated Annealing (DESA), is used to identify and estimate the parameters of the optimal SARIMA model. The method is applied to the monthly reported dengue cases in Baguio City, Philippines.

Fuzzy Temporal Logic Based Railway Passenger Flow Forecast Model

PubMed Central

Dou, Fei; Jia, Limin; Wang, Li; Xu, Jie; Huang, Yakun

2014-01-01

Passenger flow forecast is of essential importance to the organization of railway transportation and is one of the most important basics for the decision-making on transportation pattern and train operation planning. Passenger flow of high-speed railway features the quasi-periodic variations in a short time and complex nonlinear fluctuation because of existence of many influencing factors. In this study, a fuzzy temporal logic based passenger flow forecast model (FTLPFFM) is presented based on fuzzy logic relationship recognition techniques that predicts the short-term passenger flow for high-speed railway, and the forecast accuracy is also significantly improved. An applied case that uses the real-world data illustrates the precision and accuracy of FTLPFFM. For this applied case, the proposed model performs better than the k-nearest neighbor (KNN) and autoregressive integrated moving average (ARIMA) models. PMID:25431586

Model variations in predicting incidence of Plasmodium falciparum malaria using 1998-2007 morbidity and meteorological data from south Ethiopia

PubMed Central

2010-01-01

Background Malaria transmission is complex and is believed to be associated with local climate changes. However, simple attempts to extrapolate malaria incidence rates from averaged regional meteorological conditions have proven unsuccessful. Therefore, the objective of this study was to determine if variations in specific meteorological factors are able to consistently predict P. falciparum malaria incidence at different locations in south Ethiopia. Methods Retrospective data from 42 locations were collected including P. falciparum malaria incidence for the period of 1998-2007 and meteorological variables such as monthly rainfall (all locations), temperature (17 locations), and relative humidity (three locations). Thirty-five data sets qualified for the analysis. Ljung-Box Q statistics was used for model diagnosis, and R squared or stationary R squared was taken as goodness of fit measure. Time series modelling was carried out using Transfer Function (TF) models and univariate auto-regressive integrated moving average (ARIMA) when there was no significant predictor meteorological variable. Results Of 35 models, five were discarded because of the significant value of Ljung-Box Q statistics. Past P. falciparum malaria incidence alone (17 locations) or when coupled with meteorological variables (four locations) was able to predict P. falciparum malaria incidence within statistical significance. All seasonal AIRMA orders were from locations at altitudes above 1742 m. Monthly rainfall, minimum and maximum temperature was able to predict incidence at four, five and two locations, respectively. In contrast, relative humidity was not able to predict P. falciparum malaria incidence. The R squared values for the models ranged from 16% to 97%, with the exception of one model which had a negative value. Models with seasonal ARIMA orders were found to perform better. However, the models for predicting P. falciparum malaria incidence varied from location to location, and among lagged effects, data transformation forms, ARIMA and TF orders. Conclusions This study describes P. falciparum malaria incidence models linked with meteorological data. Variability in the models was principally attributed to regional differences, and a single model was not found that fits all locations. Past P. falciparum malaria incidence appeared to be a superior predictor than meteorology. Future efforts in malaria modelling may benefit from inclusion of non-meteorological factors. PMID:20553590

Predicting the number of emergency department presentations in Western Australia: a population-based time series analysis.

PubMed

Mai, Qun; Aboagye-Sarfo, Patrick; Sanfilippo, Frank M; Preen, David B; Fatovich, Daniel M

2015-02-01

To predict the number of ED presentations in Western Australia (WA) in the next 5 years, stratified by place of treatment, age, triage and disposition. We conducted a population-based time series analysis of 7 year monthly WA statewide ED presentation data from the financial years 2006/07 to 2012/13 using univariate autoregressive integrated moving average (ARIMA) and multivariate vector-ARIMA techniques. ED presentations in WA were predicted to increase from 990,342 in 2012/13 to 1,250,991 (95% CI: 982,265-1,519,718) in 2017/18, an increase of 260,649 (or 26.3%). The majority of this increase would occur in metropolitan WA (84.2%). The compound annual growth rate (CAGR) in metropolitan WA in the next 5 years was predicted to be 6.5% compared with 2.0% in the non-metropolitan area. The greatest growth in metropolitan WA would be in ages 65 and over (CAGR, 6.9%), triage categories 2 and 3 (8.3% and 7.7%, respectively) and admitted (9.8%) cohorts. The only predicted decrease was triage category 5 (-5.3%). ED demand in WA will exceed population growth. The highest growth will be in patients with complex care needs. An integrated system-wide strategy is urgently required to ensure access, quality and sustainability of the health system. © 2015 Australasian College for Emergency Medicine and Australasian Society for Emergency Medicine.

Spatio-Temporal Trends and Risk Factors for Shigella from 2001 to 2011 in Jiangsu Province, People's Republic of China

PubMed Central

Bao, Changjun; Hu, Jianli; Liu, Wendong; Liang, Qi; Wu, Ying; Norris, Jessie; Peng, Zhihang; Yu, Rongbin; Shen, Hongbing; Chen, Feng

2014-01-01

Objective This study aimed to describe the spatial and temporal trends of Shigella incidence rates in Jiangsu Province, People's Republic of China. It also intended to explore complex risk modes facilitating Shigella transmission. Methods County-level incidence rates were obtained for analysis using geographic information system (GIS) tools. Trend surface and incidence maps were established to describe geographic distributions. Spatio-temporal cluster analysis and autocorrelation analysis were used for detecting clusters. Based on the number of monthly Shigella cases, an autoregressive integrated moving average (ARIMA) model successfully established a time series model. A spatial correlation analysis and a case-control study were conducted to identify risk factors contributing to Shigella transmissions. Results The far southwestern and northwestern areas of Jiangsu were the most infected. A cluster was detected in southwestern Jiangsu (LLR = 11674.74, P<0.001). The time series model was established as ARIMA (1, 12, 0), which predicted well for cases from August to December, 2011. Highways and water sources potentially caused spatial variation in Shigella development in Jiangsu. The case-control study confirmed not washing hands before dinner (OR = 3.64) and not having access to a safe water source (OR = 2.04) as the main causes of Shigella in Jiangsu Province. Conclusion Improvement of sanitation and hygiene should be strengthened in economically developed counties, while access to a safe water supply in impoverished areas should be increased at the same time. PMID:24416167

Ensemble averaging and stacking of ARIMA and GSTAR model for rainfall forecasting

NASA Astrophysics Data System (ADS)

Anggraeni, D.; Kurnia, I. F.; Hadi, A. F.

2018-04-01

Unpredictable rainfall changes can affect human activities, such as in agriculture, aviation, shipping which depend on weather forecasts. Therefore, we need forecasting tools with high accuracy in predicting the rainfall in the future. This research focus on local forcasting of the rainfall at Jember in 2005 until 2016, from 77 rainfall stations. The rainfall here was not only related to the occurrence of the previous of its stations, but also related to others, it’s called the spatial effect. The aim of this research is to apply the GSTAR model, to determine whether there are some correlations of spatial effect between one to another stations. The GSTAR model is an expansion of the space-time model that combines the time-related effects, the locations (stations) in a time series effects, and also the location it self. The GSTAR model will also be compared to the ARIMA model that completely ignores the independent variables. The forcested value of the ARIMA and of the GSTAR models then being combined using the ensemble forecasting technique. The averaging and stacking method of ensemble forecasting method here provide us the best model with higher acuracy model that has the smaller RMSE (Root Mean Square Error) value. Finally, with the best model we can offer a better local rainfall forecasting in Jember for the future.

Forecasting Natural Rubber Price In Malaysia Using Arima

NASA Astrophysics Data System (ADS)

Zahari, Fatin Z.; Khalid, Kamil; Roslan, Rozaini; Sufahani, Suliadi; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Ali, Maselan

2018-04-01

This paper contains introduction, materials and methods, results and discussions, conclusions and references. Based on the title mentioned, high volatility of the price of natural rubber nowadays will give the significant risk to the producers, traders, consumers, and others parties involved in the production of natural rubber. To help them in making decisions, forecasting is needed to predict the price of natural rubber. The main objective of the research is to forecast the upcoming price of natural rubber by using the reliable statistical method. The data are gathered from Malaysia Rubber Board which the data are from January 2000 until December 2015. In this research, average monthly price of Standard Malaysia Rubber 20 (SMR20) will be forecast by using Box-Jenkins approach. Time series plot is used to determine the pattern of the data. The data have trend pattern which indicates the data is non-stationary data and the data need to be transformed. By using the Box-Jenkins method, the best fit model for the time series data is ARIMA (1, 1, 0) which this model satisfy all the criteria needed. Hence, ARIMA (1, 1, 0) is the best fitted model and the model will be used to forecast the average monthly price of Standard Malaysia Rubber 20 (SMR20) for twelve months ahead.

Development of S-ARIMA Model for Forecasting Demand in a Beverage Supply Chain

NASA Astrophysics Data System (ADS)

Mircetic, Dejan; Nikolicic, Svetlana; Maslaric, Marinko; Ralevic, Nebojsa; Debelic, Borna

2016-11-01

Demand forecasting is one of the key activities in planning the freight flows in supply chains, and accordingly it is essential for planning and scheduling of logistic activities within observed supply chain. Accurate demand forecasting models directly influence the decrease of logistics costs, since they provide an assessment of customer demand. Customer demand is a key component for planning all logistic processes in supply chain, and therefore determining levels of customer demand is of great interest for supply chain managers. In this paper we deal with exactly this kind of problem, and we develop the seasonal Autoregressive IntegratedMoving Average (SARIMA) model for forecasting demand patterns of a major product of an observed beverage company. The model is easy to understand, flexible to use and appropriate for assisting the expert in decision making process about consumer demand in particular periods.

A travel time forecasting model based on change-point detection method

NASA Astrophysics Data System (ADS)

LI, Shupeng; GUANG, Xiaoping; QIAN, Yongsheng; ZENG, Junwei

2017-06-01

Travel time parameters obtained from road traffic sensors data play an important role in traffic management practice. A travel time forecasting model is proposed for urban road traffic sensors data based on the method of change-point detection in this paper. The first-order differential operation is used for preprocessing over the actual loop data; a change-point detection algorithm is designed to classify the sequence of large number of travel time data items into several patterns; then a travel time forecasting model is established based on autoregressive integrated moving average (ARIMA) model. By computer simulation, different control parameters are chosen for adaptive change point search for travel time series, which is divided into several sections of similar state.Then linear weight function is used to fit travel time sequence and to forecast travel time. The results show that the model has high accuracy in travel time forecasting.

Wavelet regression model in forecasting crude oil price

NASA Astrophysics Data System (ADS)

Hamid, Mohd Helmie; Shabri, Ani

2017-05-01

This study presents the performance of wavelet multiple linear regression (WMLR) technique in daily crude oil forecasting. WMLR model was developed by integrating the discrete wavelet transform (DWT) and multiple linear regression (MLR) model. The original time series was decomposed to sub-time series with different scales by wavelet theory. Correlation analysis was conducted to assist in the selection of optimal decomposed components as inputs for the WMLR model. The daily WTI crude oil price series has been used in this study to test the prediction capability of the proposed model. The forecasting performance of WMLR model were also compared with regular multiple linear regression (MLR), Autoregressive Moving Average (ARIMA) and Generalized Autoregressive Conditional Heteroscedasticity (GARCH) using root mean square errors (RMSE) and mean absolute errors (MAE). Based on the experimental results, it appears that the WMLR model performs better than the other forecasting technique tested in this study.

Changing incidence of psychotic disorders among the young in Zurich.

PubMed

Ajdacic-Gross, Vladeta; Lauber, Christoph; Warnke, Inge; Haker, Helene; Murray, Robin M; Rössler, Wulf

2007-09-01

There is controversy over whether the incidence rates of schizophrenia and psychotic disorders have changed in recent decades. To detect deviations from trends in incidence, we analysed admission data of patients with an ICD-8/9/10 diagnosis of psychotic disorders in the Canton Zurich / Switzerland, for the period 1977-2005. The data was derived from the central psychiatric register of the Canton Zurich. Ex-post forecasting with ARIMA (Autoregressive Integrated Moving Average) models was used to assess departures from existing trends. In addition, age-period-cohort analysis was applied to determine hidden birth cohort effects. First admission rates of patients with psychotic disorders were constant in men and showed a downward trend in women. However, the rates in the youngest age groups showed a strong increase in the second half of the 1990's. The trend reversal among the youngest age groups coincides with the increased use of cannabis among young Swiss in the 1990's.

Relations between Precipitation and Shallow Groundwater in Illinois.

NASA Astrophysics Data System (ADS)

Changnon, Stanley A.; Huff, Floyd A.; Hsu, Chin-Fei

1988-12-01

The statistical relationships between monthly precipitation (P) and shallow groundwater levels (GW) in 20 wells scattered across Illinois with data for 1960-84 were defined using autoregressive integrated moving average (ARIMA) modeling. A lag of 1 month between P to GW was the strongest temporal relationship found across Illinois, followed by no (0) lag in the northern two-thirds of Illinois where mollisols predominate, and a lag of 2 months in the alfisols of southern Illinois. Spatial comparison of the 20 P-GW correlations with several physical conditions (aquifer types, soils, and physiography) revealed that the parent soil materials of outwash alluvium, glacial till, thick loess (2.1 m), and thin loess (>2.1) best defined regional relationships for drought assessment.Equations developed from ARTMA using 1960-79 data for each region were used to estimate GW levels during the 1980-81 drought, and estimates averaged between 25 to 45 cm of actual levels. These estimates are considered adequate to allow a useful assessment of drought onset, severity, and termination in other parts of the state. The techniques and equations should be transferrable to regions of comparable soils and climate.

Forecasting monthly inflow discharge of the Iffezheim reservoir using data-driven models

NASA Astrophysics Data System (ADS)

Zhang, Qing; Aljoumani, Basem; Hillebrand, Gudrun; Hoffmann, Thomas; Hinkelmann, Reinhard

2017-04-01

River stream flow is an essential element in hydrology study fields, especially for reservoir management, since it defines input into reservoirs. Forecasting this stream flow plays an important role in short or long-term planning and management in the reservoir, e.g. optimized reservoir and hydroelectric operation or agricultural irrigation. Highly accurate flow forecasting can significantly reduce economic losses and is always pursued by reservoir operators. Therefore, hydrologic time series forecasting has received tremendous attention of researchers. Many models have been proposed to improve the hydrological forecasting. Due to the fact that most natural phenomena occurring in environmental systems appear to behave in random or probabilistic ways, different cases may need a different methods to forecast the inflow and even a unique treatment to improve the forecast accuracy. The purpose of this study is to determine an appropriate model for forecasting monthly inflow to the Iffezheim reservoir in Germany, which is the last of the barrages in the Upper Rhine. Monthly time series of discharges, measured from 1946 to 2001 at the Plittersdorf station, which is located 6 km downstream of the Iffezheim reservoir, were applied. The accuracies of the used stochastic models - Fiering model and Auto-Regressive Integrated Moving Average models (ARIMA) are compared with Artificial Intelligence (AI) models - single Artificial Neural Network (ANN) and Wavelet ANN models (WANN). The Fiering model is a linear stochastic model and used for generating synthetic monthly data. The basic idea in modeling time series using ARIMA is to identify a simple model with as few model parameters as possible in order to provide a good statistical fit to the data. To identify and fit the ARIMA models, four phase approaches were used: identification, parameter estimation, diagnostic checking, and forecasting. An automatic selection criterion, such as the Akaike information criterion, is utilized to enhance this flexible approach to set up the model. As distinct from both stochastic models, the ANN and its related conjunction methods Wavelet-ANN (WANN) models are effective to handle non-linear systems and have been developed with antecedent flows as inputs to forecast up to 12-months lead-time for the Iffezheim reservoir. In the ANN and WANN models, the Feed Forward Back Propagation method (FFBP) is applied. The sigmoid activity and linear functions were used with several different neurons for the hidden layers and for the output layer, respectively. To compare the accuracy of the different models and identify the most suitable model for reliable forecasting, four quantitative standard statistical performance evaluation measures, the root mean square error (RMSE), the mean bias error (MAE) and the determination correlation coefficient (DC), are employed. The results reveal that the ARIMA (2, 1, 2) performs better than Fiering, ANN and WANN models. Further, the WANN model is found to be slightly better than the ANN model for forecasting monthly inflow of the Iffezheim reservoir. As a result, by using the ARIMA model, the predicted and observed values agree reasonably well.

Physician and nurse supply in Serbia using time-series data

PubMed Central

2013-01-01

Background Unemployment among health professionals in Serbia has risen in the recent past and continues to increase. This highlights the need to understand how to change policies to meet real and projected needs. This study identified variables that were significantly related to physician and nurse employment rates in the public healthcare sector in Serbia from 1961 to 2008 and used these to develop parameters to model physician and nurse supply in the public healthcare sector through to 2015. Methods The relationships among six variables used for planning physician and nurse employment in public healthcare sector in Serbia were identified for two periods: 1961 to 1982 and 1983 to 2008. Those variables included: the annual total national population; gross domestic product adjusted to 1994 prices; inpatient care discharges; outpatient care visits; students enrolled in the first year of medical studies at public universities; and the annual number of graduated physicians. Based on historic trends, physician supply and nurse supply in the public healthcare sector by 2015 (with corresponding 95% confidence level) have been modeled using Autoregressive Integrated Moving Average (ARIMA) / Transfer function (TF) models. Results The ARIMA/TF modeling yielded stable and significant forecasts of physician supply (stationary R2 squared = 0.71) and nurse supply (stationary R2 squared = 0.92) in the public healthcare sector in Serbia through to 2015. The most significant predictors for physician employment were the population and GDP. The supply of nursing staff was, in turn, related to the number of physicians. Physician and nurse rates per 100,000 population increased by 13%. The model predicts a seven-year mismatch between the supply of graduates and vacancies in the public healthcare sector is forecasted at 8,698 physicians - a net surplus. Conclusion The ARIMA model can be used to project trends, especially those that identify significant mismatches between forecasted supply of physicians and vacancies and can be used to guide decision-making for enrollment planning for the medical schools in Serbia. Serbia needs an inter-sectoral strategy for HRH development that is more coherent with healthcare objectives and more accountable in terms of professional mobility. PMID:23773678

Physician and nurse supply in Serbia using time-series data.

PubMed

Santric-Milicevic, Milena; Vasic, Vladimir; Marinkovic, Jelena

2013-06-17

Unemployment among health professionals in Serbia has risen in the recent past and continues to increase. This highlights the need to understand how to change policies to meet real and projected needs. This study identified variables that were significantly related to physician and nurse employment rates in the public healthcare sector in Serbia from 1961 to 2008 and used these to develop parameters to model physician and nurse supply in the public healthcare sector through to 2015. The relationships among six variables used for planning physician and nurse employment in public healthcare sector in Serbia were identified for two periods: 1961 to 1982 and 1983 to 2008. Those variables included: the annual total national population; gross domestic product adjusted to 1994 prices; inpatient care discharges; outpatient care visits; students enrolled in the first year of medical studies at public universities; and the annual number of graduated physicians. Based on historic trends, physician supply and nurse supply in the public healthcare sector by 2015 (with corresponding 95% confidence level) have been modeled using Autoregressive Integrated Moving Average (ARIMA) / Transfer function (TF) models. The ARIMA/TF modeling yielded stable and significant forecasts of physician supply (stationary R2 squared = 0.71) and nurse supply (stationary R2 squared = 0.92) in the public healthcare sector in Serbia through to 2015. The most significant predictors for physician employment were the population and GDP. The supply of nursing staff was, in turn, related to the number of physicians. Physician and nurse rates per 100,000 population increased by 13%. The model predicts a seven-year mismatch between the supply of graduates and vacancies in the public healthcare sector is forecasted at 8,698 physicians - a net surplus. The ARIMA model can be used to project trends, especially those that identify significant mismatches between forecasted supply of physicians and vacancies and can be used to guide decision-making for enrollment planning for the medical schools in Serbia. Serbia needs an inter-sectoral strategy for HRH development that is more coherent with healthcare objectives and more accountable in terms of professional mobility.

Forecasting Japanese encephalitis incidence from historical morbidity patterns: Statistical analysis with 27 years of observation in Assam, India.

PubMed

Handique, Bijoy K; Khan, Siraj A; Mahanta, J; Sudhakar, S

2014-09-01

Japanese encephalitis (JE) is one of the dreaded mosquito-borne viral diseases mostly prevalent in south Asian countries including India. Early warning of the disease in terms of disease intensity is crucial for taking adequate and appropriate intervention measures. The present study was carried out in Dibrugarh district in the state of Assam located in the northeastern region of India to assess the accuracy of selected forecasting methods based on historical morbidity patterns of JE incidence during the past 22 years (1985-2006). Four selected forecasting methods, viz. seasonal average (SA), seasonal adjustment with last three observations (SAT), modified method adjusting long-term and cyclic trend (MSAT), and autoregressive integrated moving average (ARIMA) have been employed to assess the accuracy of each of the forecasting methods. The forecasting methods were validated for five consecutive years from 2007-2012 and accuracy of each method has been assessed. The forecasting method utilising seasonal adjustment with long-term and cyclic trend emerged as best forecasting method among the four selected forecasting methods and outperformed the even statistically more advanced ARIMA method. Peak of the disease incidence could effectively be predicted with all the methods, but there are significant variations in magnitude of forecast errors among the selected methods. As expected, variation in forecasts at primary health centre (PHC) level is wide as compared to that of district level forecasts. The study showed that adopted forecasting techniques could reasonably forecast the intensity of JE cases at PHC level without considering the external variables. The results indicate that the understanding of long-term and cyclic trend of the disease intensity will improve the accuracy of the forecasts, but there is a need for making the forecast models more robust to explain sudden variation in the disease intensity with detail analysis of parasite and host population dynamics.

Time series models for prediction the total and dissolved heavy metals concentration in road runoff and soil solution of roadside embankments

NASA Astrophysics Data System (ADS)

Aljoumani, Basem; Kluge, Björn; sanchez, Josep; Wessolek, Gerd

2017-04-01

Highways and main roads are potential sources of contamination for the surrounding environment. High traffic rates result in elevated heavy metal concentrations in road runoff, soil and water seepage, which has attracted much attention in the recent past. Prediction of heavy metals transfer near the roadside into deeper soil layers are very important to prevent the groundwater pollution. This study was carried out on data of a number of lysimeters which were installed along the A115 highway (Germany) with a mean daily traffic of 90.000 vehicles per day. Three polyethylene (PE) lysimeters were installed at the A115 highway. They have the following dimensions: length 150 cm, width 100 cm, height 60 cm. The lysimeters were filled with different soil materials, which were recently used for embankment construction in Germany. With the obtained data, we will develop a time series analysis model to predict total and dissolved metal concentration in road runoff and in soil solution of the roadside embankments. The time series consisted of monthly measurements of heavy metals and was transformed to a stationary situation. Subsequently, the transformed data will be used to conduct analyses in the time domain in order to obtain the parameters of a seasonal autoregressive integrated moving average (ARIMA) model. Four phase approaches for identifying and fitting ARIMA models will be used: identification, parameter estimation, diagnostic checking, and forecasting. An automatic selection criterion, such as the Akaike information criterion, will use to enhance this flexible approach to model building

Rising gasoline prices increase new motorcycle sales and fatalities.

PubMed

Zhu, He; Wilson, Fernando A; Stimpson, Jim P; Hilsenrath, Peter E

2015-12-01

We examined whether sales of new motorcycles was a mechanism to explain the relationship between motorcycle fatalities and gasoline prices. The data came from the Motorcycle Industry Council, Energy Information Administration and Fatality Analysis Reporting System for 1984-2009. Autoregressive integrated moving average (ARIMA) regressions estimated the effect of inflation-adjusted gasoline price on motorcycle sales and logistic regressions estimated odds ratios (ORs) between new and old motorcycle fatalities when gasoline prices increase. New motorcycle sales were positively correlated with gasoline prices (r = 0.78) and new motorcycle fatalities (r = 0.92). ARIMA analysis estimated that a US$1 increase in gasoline prices would result in 295,000 new motorcycle sales and, consequently, 233 new motorcycle fatalities. Compared to crashes on older motorcycle models, those on new motorcycles were more likely to be young riders, occur in the afternoon, in clear weather, with a large engine displacement, and without alcohol involvement. Riders on new motorcycles were more likely to be in fatal crashes relative to older motorcycles (OR 1.14, 95 % confidence interval (CI) 1.02-1.28) when gasoline prices increase. Our findings suggest that, in response to increasing gasoline prices, people tend to purchase new motorcycles, and this is accompanied with significantly increased crash risk. There are several policy mechanisms that can be used to lower the risk of motorcycle crash injuries through the mechanism of gas prices and motorcycle sales such as raising awareness of motorcycling risks, enhancing licensing and testing requirements, limiting motorcycle power-to-weight ratios for inexperienced riders, and developing mandatory training programs for new riders.

Toward rigorous idiographic research in prevention science: comparison between three analytic strategies for testing preventive intervention in very small samples.

PubMed

Ridenour, Ty A; Pineo, Thomas Z; Maldonado Molina, Mildred M; Hassmiller Lich, Kristen

2013-06-01

Psychosocial prevention research lacks evidence from intensive within-person lines of research to understand idiographic processes related to development and response to intervention. Such data could be used to fill gaps in the literature and expand the study design options for prevention researchers, including lower-cost yet rigorous studies (e.g., for program evaluations), pilot studies, designs to test programs for low prevalence outcomes, selective/indicated/adaptive intervention research, and understanding of differential response to programs. This study compared three competing analytic strategies designed for this type of research: autoregressive moving average, mixed model trajectory analysis, and P-technique. Illustrative time series data were from a pilot study of an intervention for nursing home residents with diabetes (N = 4) designed to improve control of blood glucose. A within-person, intermittent baseline design was used. Intervention effects were detected using each strategy for the aggregated sample and for individual patients. The P-technique model most closely replicated observed glucose levels. ARIMA and P-technique models were most similar in terms of estimated intervention effects and modeled glucose levels. However, ARIMA and P-technique also were more sensitive to missing data, outliers and number of observations. Statistical testing suggested that results generalize both to other persons as well as to idiographic, longitudinal processes. This study demonstrated the potential contributions of idiographic research in prevention science as well as the need for simulation studies to delineate the research circumstances when each analytic approach is optimal for deriving the correct parameter estimates.

Toward Rigorous Idiographic Research in Prevention Science: Comparison Between Three Analytic Strategies for Testing Preventive Intervention in Very Small Samples

PubMed Central

Pineo, Thomas Z.; Maldonado Molina, Mildred M.; Lich, Kristen Hassmiller

2013-01-01

Psychosocial prevention research lacks evidence from intensive within-person lines of research to understand idiographic processes related to development and response to intervention. Such data could be used to fill gaps in the literature and expand the study design options for prevention researchers, including lower-cost yet rigorous studies (e.g., for program evaluations), pilot studies, designs to test programs for low prevalence outcomes, selective/indicated/ adaptive intervention research, and understanding of differential response to programs. This study compared three competing analytic strategies designed for this type of research: autoregressive moving average, mixed model trajectory analysis, and P-technique. Illustrative time series data were from a pilot study of an intervention for nursing home residents with diabetes (N=4) designed to improve control of blood glucose. A within-person, intermittent baseline design was used. Intervention effects were detected using each strategy for the aggregated sample and for individual patients. The P-technique model most closely replicated observed glucose levels. ARIMA and P-technique models were most similar in terms of estimated intervention effects and modeled glucose levels. However, ARIMA and P-technique also were more sensitive to missing data, outliers and number of observations. Statistical testing suggested that results generalize both to other persons as well as to idiographic, longitudinal processes. This study demonstrated the potential contributions of idiographic research in prevention science as well as the need for simulation studies to delineate the research circumstances when each analytic approach is optimal for deriving the correct parameter estimates. PMID:23299558

A hybrid least squares support vector machines and GMDH approach for river flow forecasting

NASA Astrophysics Data System (ADS)

Samsudin, R.; Saad, P.; Shabri, A.

2010-06-01

This paper proposes a novel hybrid forecasting model, which combines the group method of data handling (GMDH) and the least squares support vector machine (LSSVM), known as GLSSVM. The GMDH is used to determine the useful input variables for LSSVM model and the LSSVM model which works as time series forecasting. In this study the application of GLSSVM for monthly river flow forecasting of Selangor and Bernam River are investigated. The results of the proposed GLSSVM approach are compared with the conventional artificial neural network (ANN) models, Autoregressive Integrated Moving Average (ARIMA) model, GMDH and LSSVM models using the long term observations of monthly river flow discharge. The standard statistical, the root mean square error (RMSE) and coefficient of correlation (R) are employed to evaluate the performance of various models developed. Experiment result indicates that the hybrid model was powerful tools to model discharge time series and can be applied successfully in complex hydrological modeling.

Do smoke-free laws affect revenues in pubs and restaurants?

PubMed

Melberg, Hans Olav; Lund, Karl E

2012-02-01

In the debate about laws regulating smoking in restaurants and pubs, there has been some controversy as to whether smoke-free laws would reduce revenues in the hospitality industry. Norway presents an interesting case for three reasons. First, it was among the first countries to implement smoke-free laws, so it is possible to assess the long-term effects. Second, it has a cold climate so if there is a negative effect on revenue one would expect to find it in Norway. Third, the data from Norway are detailed enough to distinguish between revenue from pubs and restaurants. Autoregressive integrated moving average (ARIMA) intervention analysis of bi-monthly observations of revenues in restaurants and pubs show that the law did not have a statistically significant long-term effect on revenue in restaurants or on restaurant revenue as a share of personal consumption. Similar analysis for pubs shows that there was no significant long-run effect on pub revenue.

Forecast of severe fever with thrombocytopenia syndrome incidence with meteorological factors.

PubMed

Sun, Ji-Min; Lu, Liang; Liu, Ke-Ke; Yang, Jun; Wu, Hai-Xia; Liu, Qi-Yong

2018-06-01

Severe fever with thrombocytopenia syndrome (SFTS) is emerging and some studies reported that SFTS incidence was associated with meteorological factors, while no report on SFTS forecast models was reported up to date. In this study, we constructed and compared three forecast models using autoregressive integrated moving average (ARIMA) model, negative binomial regression model (NBM), and quasi-Poisson generalized additive model (GAM). The dataset from 2011 to 2015 were used for model construction and the dataset in 2016 were used for external validity assessment. All the three models fitted the SFTS cases reasonably well during the training process and forecast process, while the NBM model forecasted better than other two models. Moreover, we demonstrated that temperature and relative humidity played key roles in explaining the temporal dynamics of SFTS occurrence. Our study contributes to better understanding of SFTS dynamics and provides predictive tools for the control and prevention of SFTS. Copyright © 2018 Elsevier B.V. All rights reserved.

Forecasting malaria incidence based on monthly case reports and environmental factors in Karuzi, Burundi, 1997–2003

PubMed Central

Gomez-Elipe, Alberto; Otero, Angel; van Herp, Michel; Aguirre-Jaime, Armando

2007-01-01

Background The objective of this work was to develop a model to predict malaria incidence in an area of unstable transmission by studying the association between environmental variables and disease dynamics. Methods The study was carried out in Karuzi, a province in the Burundi highlands, using time series of monthly notifications of malaria cases from local health facilities, data from rain and temperature records, and the normalized difference vegetation index (NDVI). Using autoregressive integrated moving average (ARIMA) methodology, a model showing the relation between monthly notifications of malaria cases and the environmental variables was developed. Results The best forecasting model (R2adj = 82%, p < 0.0001 and 93% forecasting accuracy in the range ± 4 cases per 100 inhabitants) included the NDVI, mean maximum temperature, rainfall and number of malaria cases in the preceding month. Conclusion This model is a simple and useful tool for producing reasonably reliable forecasts of the malaria incidence rate in the study area. PMID:17892540

RADON CONCENTRATION TIME SERIES MODELING AND APPLICATION DISCUSSION.

PubMed

Stránský, V; Thinová, L

2017-11-01

In the year 2010 a continual radon measurement was established at Mladeč Caves in the Czech Republic using a continual radon monitor RADIM3A. In order to model radon time series in the years 2010-15, the Box-Jenkins Methodology, often used in econometrics, was applied. Because of the behavior of radon concentrations (RCs), a seasonal integrated, autoregressive moving averages model with exogenous variables (SARIMAX) has been chosen to model the measured time series. This model uses the time series seasonality, previously acquired values and delayed atmospheric parameters, to forecast RC. The developed model for RC time series is called regARIMA(5,1,3). Model residuals could be retrospectively compared with seismic evidence of local or global earthquakes, which occurred during the RCs measurement. This technique enables us to asses if continuously measured RC could serve an earthquake precursor. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

A study on industrial accident rate forecasting and program development of estimated zero accident time in Korea.

PubMed

Kim, Tae-gu; Kang, Young-sig; Lee, Hyung-won

2011-01-01

To begin a zero accident campaign for industry, the first thing is to estimate the industrial accident rate and the zero accident time systematically. This paper considers the social and technical change of the business environment after beginning the zero accident campaign through quantitative time series analysis methods. These methods include sum of squared errors (SSE), regression analysis method (RAM), exponential smoothing method (ESM), double exponential smoothing method (DESM), auto-regressive integrated moving average (ARIMA) model, and the proposed analytic function method (AFM). The program is developed to estimate the accident rate, zero accident time and achievement probability of an efficient industrial environment. In this paper, MFC (Microsoft Foundation Class) software of Visual Studio 2008 was used to develop a zero accident program. The results of this paper will provide major information for industrial accident prevention and be an important part of stimulating the zero accident campaign within all industrial environments.

Forecasting Daily Patient Outflow From a Ward Having No Real-Time Clinical Data

PubMed Central

Tran, Truyen; Luo, Wei; Phung, Dinh; Venkatesh, Svetha

2016-01-01

Background: Modeling patient flow is crucial in understanding resource demand and prioritization. We study patient outflow from an open ward in an Australian hospital, where currently bed allocation is carried out by a manager relying on past experiences and looking at demand. Automatic methods that provide a reasonable estimate of total next-day discharges can aid in efficient bed management. The challenges in building such methods lie in dealing with large amounts of discharge noise introduced by the nonlinear nature of hospital procedures, and the nonavailability of real-time clinical information in wards. Objective Our study investigates different models to forecast the total number of next-day discharges from an open ward having no real-time clinical data. Methods We compared 5 popular regression algorithms to model total next-day discharges: (1) autoregressive integrated moving average (ARIMA), (2) the autoregressive moving average with exogenous variables (ARMAX), (3) k-nearest neighbor regression, (4) random forest regression, and (5) support vector regression. Although the autoregressive integrated moving average model relied on past 3-month discharges, nearest neighbor forecasting used median of similar discharges in the past in estimating next-day discharge. In addition, the ARMAX model used the day of the week and number of patients currently in ward as exogenous variables. For the random forest and support vector regression models, we designed a predictor set of 20 patient features and 88 ward-level features. Results Our data consisted of 12,141 patient visits over 1826 days. Forecasting quality was measured using mean forecast error, mean absolute error, symmetric mean absolute percentage error, and root mean square error. When compared with a moving average prediction model, all 5 models demonstrated superior performance with the random forests achieving 22.7% improvement in mean absolute error, for all days in the year 2014. Conclusions In the absence of clinical information, our study recommends using patient-level and ward-level data in predicting next-day discharges. Random forest and support vector regression models are able to use all available features from such data, resulting in superior performance over traditional autoregressive methods. An intelligent estimate of available beds in wards plays a crucial role in relieving access block in emergency departments. PMID:27444059

Active layer thermal monitoring at Fildes Peninsula, King George Island, Maritime Antarctica

NASA Astrophysics Data System (ADS)

Michel, R. F. M.; Schaefer, C. E. G. R.; Simas, F. N. B.; Francelino M., R.; Fernandes-Filho, E. I.; Lyra, G. B.; Bockheim, J. G.

2014-07-01

International attention to the climate change phenomena has grown in the last decade; the active layer and permafrost are of great importance in understanding processes and future trends due to their role in energy flux regulation. The objective of the this paper is to present active layer temperature data for one CALM-S site located at Fildes Peninsula, King George Island, Maritime Antarctica over an fifth seven month period (2008-2012). The monitoring site was installed during the summer of 2008 and consists of thermistors (accuracy of ± 0.2 °C), arranged vertically with probes at different depths, recording data at hourly intervals in a~high capacity data logger. A series of statistical analysis were performed to describe the soil temperature time series, including a linear fit in order to identify global trend and a series of autoregressive integrated moving average (ARIMA) models were tested in order to define the best fit for the data. The controls of weather on the thermal regime of the active layer have been identified, providing insights about the influence of climate chance over the permafrost. The active layer thermal regime in the studied period was typical of periglacial environment, with extreme variation at the surface during summer resulting in frequent freeze and thaw cycles. The active layer thickness (ALT) over the studied period showed variability related to different annual weather conditions, reaching a maximum of 117.5 cm in 2009. The ARIMA model was considered appropriate to treat the dataset, enabling more conclusive analysis and predictions when longer data sets are available. Despite the variability when comparing temperature readings and active layer thickness over the studied period, no warming trend was detected.

Active-layer thermal monitoring on the Fildes Peninsula, King George Island, maritime Antarctica

NASA Astrophysics Data System (ADS)

Michel, R. F. M.; Schaefer, C. E. G. R.; Simas, F. M. B.; Francelino, M. R.; Fernandes-Filho, E. I.; Lyra, G. B.; Bockheim, J. G.

2014-12-01

International attention to climate change phenomena has grown in the last decade; the active layer and permafrost are of great importance in understanding processes and future trends due to their role in energy flux regulation. The objective of this paper is to present active-layer temperature data for one Circumpolar Active Layer Monitoring South hemisphere (CALM-S) site located on the Fildes Peninsula, King George Island, maritime Antarctica over an 57-month period (2008-2012). The monitoring site was installed during the summer of 2008 and consists of thermistors (accuracy of ±0.2 °C), arranged vertically with probes at different depths, recording data at hourly intervals in a high-capacity data logger. A series of statistical analyses was performed to describe the soil temperature time series, including a linear fit in order to identify global trends, and a series of autoregressive integrated moving average (ARIMA) models was tested in order to define the best fit for the data. The affects of weather on the thermal regime of the active layer have been identified, providing insights into the influence of climate change on permafrost. The active-layer thermal regime in the studied period was typical of periglacial environments, with extreme variation in surface during the summer resulting in frequent freeze and thaw cycles. The active-layer thickness (ALT) over the studied period shows a degree of variability related to different annual weather conditions, reaching a maximum of 117.5 cm in 2009. The ARIMA model could describe the data adequately and is an important tool for more conclusive analysis and predictions when longer data sets are available. Despite the variability when comparing temperature readings and ACT over the studied period, no trend can be identified.

Time series analysis of influenza incidence in Chinese provinces from 2004 to 2011

PubMed Central

Song, Xin; Xiao, Jun; Deng, Jiang; Kang, Qiong; Zhang, Yanyu; Xu, Jinbo

2016-01-01

Abstract Influenza as a severe infectious disease has caused catastrophes throughout human history, and every pandemic of influenza has produced a great social burden. We compiled monthly data of influenza incidence from all provinces and autonomous regions in mainland China from January 2004 to December 2011, comprehensively evaluated and classified these data, and then randomly selected 4 provinces with higher incidence (Hebei, Gansu, Guizhou, and Hunan), 2 provinces with median incidence (Tianjin and Henan), 1 province with lower incidence (Shandong), using time series analysis to construct an ARIMA model, which is based on the monthly incidence from 2004 to 2011 as the training set. We exerted the X-12-ARIMA procedure for modeling due to the seasonality these data implied. Autocorrelation function (ACF), partial autocorrelation function (PACF), and automatic model selection were to determine the order of the model parameters. The optimal model was decided by a nonseasonal and seasonal moving average test. Finally, we applied this model to predict the monthly incidence of influenza in 2012 as the test set, and the simulated incidence was compared with the observed incidence to evaluate the model's validity by the criterion of both percentage variability in regression analyses (R2) and root mean square error (RMSE). It is conceivable that SARIMA (0,1,1)(0,1,1)12 could simultaneously forecast the influenza incidence of the Hebei Province, Guizhou Province, Henan Province, and Shandong Province; SARIMA (1,0,0)(0,1,1)12 could forecast the influenza incidence in Gansu Province; SARIMA (3,1,1)(0,1,1)12 could forecast the influenza incidence in Tianjin City; and SARIMA (0,1,1)(0,0,1)12 could forecast the influenza incidence in Hunan Province. Time series analysis is a good tool for prediction of disease incidence. PMID:27367989

The impact of alcohol policies on alcohol-attributable diseases in Taiwan-A population-based study.

PubMed

Ying, Yung-Hsiang; Weng, Yung-Ching; Chang, Koyin

2017-11-01

Taiwan has some of the strictest alcohol-related driving laws in the world. However, its laws continue to be toughened to reduce the ever-increasing social cost of alcohol-related harm. This study assumes that alcohol-related driving laws show a spillover effect such that behavioral changes originally meant to apply behind the wheel come to affect drinking behavior in other contexts. The effects of alcohol driving laws and taxes on alcohol-related morbidity are assessed; incidence rates of alcohol-attributable diseases (AAD) serve as our measure of morbidity. Monthly incidence rates of alcohol-attributable diseases were calculated with data from the National Health Insurance Research Database (NHIRD) from 1996 to 2011. These rates were then submitted to intervention analyses using Seasonal Autoregressive Integrated Moving Average models (ARIMA) with multivariate adaptive regression splines (MARS). ARIMA is well-suited to time series analysis while MARS helps fit the regression model to the cubic curvature form of the irregular AAD incidence rates of hospitalization (AIRH). Alcoholic liver disease, alcohol abuse and dependence syndrome, and alcohol psychoses were the most common AADs in Taiwan. Compared to women, men had a higher incidence of AADs and their AIRH were more responsive to changes in the laws governing permissible blood alcohol. The adoption of tougher blood alcohol content (BAC) laws had significant effects on AADs, controlling for overall consumption of alcoholic beverages. Blood alcohol level laws and alcohol taxation effectively reduced alcohol-attributable morbidities with the exception of alcohol dependence and abuse, a disease to which middle-aged, lower income people are particularly susceptible. Attention should be focused on this cohort to protect this vulnerable population. Copyright © 2017 Elsevier B.V. All rights reserved.

Effects of climatological parameters in modeling and forecasting seasonal influenza transmission in Abidjan, Cote d'Ivoire.

PubMed

N'gattia, A K; Coulibaly, D; Nzussouo, N Talla; Kadjo, H A; Chérif, D; Traoré, Y; Kouakou, B K; Kouassi, P D; Ekra, K D; Dagnan, N S; Williams, T; Tiembré, I

2016-09-13

In temperate regions, influenza epidemics occur in the winter and correlate with certain climatological parameters. In African tropical regions, the effects of climatological parameters on influenza epidemics are not well defined. This study aims to identify and model the effects of climatological parameters on seasonal influenza activity in Abidjan, Cote d'Ivoire. We studied the effects of weekly rainfall, humidity, and temperature on laboratory-confirmed influenza cases in Abidjan from 2007 to 2010. We used the Box-Jenkins method with the autoregressive integrated moving average (ARIMA) process to create models using data from 2007-2010 and to assess the predictive value of best model on data from 2011 to 2012. The weekly number of influenza cases showed significant cross-correlation with certain prior weeks for both rainfall, and relative humidity. The best fitting multivariate model (ARIMAX (2,0,0) _RF) included the number of influenza cases during 1-week and 2-weeks prior, and the rainfall during the current week and 5-weeks prior. The performance of this model showed an increase of >3 % for Akaike Information Criterion (AIC) and 2.5 % for Bayesian Information Criterion (BIC) compared to the reference univariate ARIMA (2,0,0). The prediction of the weekly number of influenza cases during 2011-2012 with the best fitting multivariate model (ARIMAX (2,0,0) _RF), showed that the observed values were within the 95 % confidence interval of the predicted values during 97 of 104 weeks. Including rainfall increases the performances of fitted and predicted models. The timing of influenza in Abidjan can be partially explained by rainfall influence, in a setting with little change in temperature throughout the year. These findings can help clinicians to anticipate influenza cases during the rainy season by implementing preventive measures.

Temporal patterns and forecast of dengue infection in Northeastern Thailand.

PubMed

Silawan, Tassanee; Singhasivanon, Pratap; Kaewkungwal, Jaranit; Nimmanitya, Suchitra; Suwonkerd, Wanapa

2008-01-01

This study aimed to determine temporal patterns and develop a forecasting model for dengue incidence in northeastern Thailand. Reported cases were obtained from the Thailand national surveillance system. The temporal patterns were displayed by plotting monthly rates, the seasonal-trend decomposition procedure based on loess (STL) was performed using R 2.2.1 software, and the trend was assessed using Poisson regression. The forecasting model for dengue incidence was performed in R 2.2.1 and Intercooled Stata 9.2 using the seasonal Autoregressive Integrated Moving Average (ARIMA) model. The model was evaluated by comparing predicted versus actual rates of dengue for 1996 to 2005 and used to forecast monthly rates during January to December 2006. The results reveal that epidemics occurred every two years, with approximately three years per epidemic, and that the next epidemic will take place in 2006 to 2008. It was found that if a month increased, the rate ratio for dengue infection decreased by a factor 0.9919 for overall region and 0.9776 to 0.9984 for individual provinces. The amplitude of the peak, which was evident in June or July, was 11.32 to 88.08 times greater than the rest of the year. The seasonal ARIMA (2, 1, 0) (0, 1, 1)12 model was model with the best fit for regionwide data of total dengue incidence whereas the models with the best fit varied by province. The forecasted regional monthly rates during January to December 2006 should range from 0.27 to 17.89 per 100,000 population. The peak for 2006 should be much higher than the peak for 2005. The highest peaks in 2006 should be in Loei, Buri Ram, Surin, Nakhon Phanom, and Ubon Ratchathani Provinces.

Using time-series intervention analysis to understand U.S. Medicaid expenditures on antidepressant agents.

PubMed

Ferrand, Yann; Kelton, Christina M L; Guo, Jeff J; Levy, Martin S; Yu, Yan

2011-03-01

Medicaid programs' spending on antidepressants increased from $159 million in 1991 to $2 billion in 2005. The National Institute for Health Care Management attributed this expenditure growth to increases in drug utilization, entry of newer higher-priced antidepressants, and greater prescription drug insurance coverage. Rising enrollment in Medicaid has also contributed to this expenditure growth. This research examines the impact of specific events, including branded-drug and generic entry, a black box warning, direct-to-consumer advertising (DTCA), and new indication approval, on Medicaid spending on antidepressants. Using quarterly expenditure data for 1991-2005 from the national Medicaid pharmacy claims database maintained by the Centers for Medicare and Medicaid Services, a time-series autoregressive integrated moving average (ARIMA) intervention analysis was performed on 6 specific antidepressant drugs and on overall antidepressant spending. Twenty-nine potentially relevant interventions and their dates of occurrence were identified from the literature. Each was tested for an impact on the time series. Forecasts from the models were compared with a holdout sample of actual expenditure data. Interventions with significant impacts on Medicaid expenditures included the patent expiration of Prozac® (P<0.01) and the entry of generic paroxetine producers (P=0.04), which reduced expenditures on Prozac® and Paxil®, respectively, and the 1997 increase in DTCA (P=0.05), which increased spending on Wellbutrin®. Except for Paxil®, the ARIMA models had low prediction errors. Generic entry at the aggregate level did not lead to a reduction in overall expenditures (P>0.05), implying that the expanding market for antidepressants overwhelmed the effect of generic competition. Copyright © 2011 Elsevier Inc. All rights reserved.

Statistical modeling of the long-range-dependent structure of barrier island framework geology and surface geomorphology

NASA Astrophysics Data System (ADS)

Weymer, Bradley A.; Wernette, Phillipe; Everett, Mark E.; Houser, Chris

2018-06-01

Shorelines exhibit long-range dependence (LRD) and have been shown in some environments to be described in the wave number domain by a power-law characteristic of scale independence. Recent evidence suggests that the geomorphology of barrier islands can, however, exhibit scale dependence as a result of systematic variations in the underlying framework geology. The LRD of framework geology, which influences island geomorphology and its response to storms and sea level rise, has not been previously examined. Electromagnetic induction (EMI) surveys conducted along Padre Island National Seashore (PAIS), Texas, United States, reveal that the EMI apparent conductivity (σa) signal and, by inference, the framework geology exhibits LRD at scales of up to 101 to 102 km. Our study demonstrates the utility of describing EMI σa and lidar spatial series by a fractional autoregressive integrated moving average (ARIMA) process that specifically models LRD. This method offers a robust and compact way of quantifying the geological variations along a barrier island shoreline using three statistical parameters (p, d, q). We discuss how ARIMA models that use a single parameter d provide a quantitative measure for determining free and forced barrier island evolutionary behavior across different scales. Statistical analyses at regional, intermediate, and local scales suggest that the geologic framework within an area of paleo-channels exhibits a first-order control on dune height. The exchange of sediment amongst nearshore, beach, and dune in areas outside this region are scale independent, implying that barrier islands like PAIS exhibit a combination of free and forced behaviors that affect the response of the island to sea level rise.

The relationship between gasoline price and patterns of motorcycle fatalities and injuries.

PubMed

Zhu, He; Wilson, Fernando A; Stimpson, Jim P

2015-06-01

Economic factors such as rising gasoline prices may contribute to the crash trends by shaping individuals' choices of transportation modalities. This study examines the relationship of gasoline prices with fatal and non-fatal motorcycle injuries. Data on fatal and non-fatal motorcycle injuries come from California's Statewide Integrated Traffic Records System for 2002-2011. Autoregressive integrated moving average (ARIMA) regressions were used to estimate the impact of inflation-adjusted gasoline price per gallon on trends of motorcycle injuries. Motorcycle fatalities and severe and minor injuries in California were highly correlated with increasing gasoline prices from 2002 to 2011 (r=0.76, 0.88 and 0.85, respectively). In 2008, the number of fatalities and injuries reached 13,457--a 34% increase since 2002, a time period in which inflation-adjusted gasoline prices increased about $0.30 per gallon every year. The majority of motorcycle riders involved in crashes were male (92.5%), middle-aged (46.2%) and non-Hispanic white (67.9%). Using ARIMA modelling, we estimated that rising gasoline prices resulted in an additional 800 fatalities and 10,290 injuries from 2002 to 2011 in California. Our findings suggest that increasing gasoline prices led to more motorcycle riders on the roads and, consequently, more injuries. Aside from mandatory helmet laws and their enforcement, other strategies may include raising risk awareness of motorcyclists and investment in public transportation as an alternative transportation modality to motorcycling. In addition, universally mandated training courses and strict licensing tests of riding skills should be emphasised to help reduce the motorcycle fatal and non-fatal injuries. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://group.bmj.com/group/rights-licensing/permissions.

Nationwide survey of Arima syndrome: revised diagnostic criteria from epidemiological analysis.

PubMed

Itoh, Masayuki; Iwasaki, Yuji; Ohno, Kohsaku; Inoue, Takehiko; Hayashi, Masaharu; Ito, Shuichi; Matsuzaka, Tetsuo; Ide, Shuhei; Arima, Masataka

2014-05-01

We have never known any epidemiological study of Arima syndrome since it was first described in 1971. To investigate the number of Arima syndrome patients and clarify the clinical differences between Arima syndrome and Joubert syndrome, we performed the first nationwide survey of Arima syndrome, and herein report its results. Furthermore, we revised the diagnostic criteria for Arima syndrome. As a primary survey, we sent out self-administered questionnaires to most of the Japanese hospitals with a pediatric clinic, and facilities for persons with severe motor and intellectual disabilities, inquiring as to the number of patients having symptoms of Arima syndrome, including severe psychomotor delay, agenesis or hypoplasia of cerebellar vermis, renal dysfunction, visual dysfunction and with or without ptosis-like appearance. Next, as the second survey, we sent out detailed clinical questionnaires to the institutes having patients with two or more typical symptoms. The response rate of the primary survey was 72.7% of hospitals with pediatric clinic, 63.5% of national hospitals and 66.7% of municipal and private facilities. The number of patients with 5 typical symptoms was 13 and that with 2-4 symptoms was 32. The response rate of the secondary survey was 52% (23 patients). After reviewing clinical features of 23 patients, we identified 7 Arima syndrome patients and 16 Joubert syndrome patients. Progressive renal dysfunction was noticed in all Arima syndrome patients, but in 33% of those with Joubert syndrome. It is sometimes difficult to distinguish Arima syndrome from Joubert syndrome. Some clinicians described a patient with Joubert syndrome and its complications of visual dysfunction and renal dysfunction, whose current diagnosis was Arima syndrome. Thus, the diagnosis of the two syndromes may be confused. Here, we revised the diagnostic criteria for Arima syndrome. Copyright © 2013 The Japanese Society of Child Neurology. Published by Elsevier B.V. All rights reserved.

Estimation of underground river water availability based on rainfall in the Maros karst region, South Sulawesi

NASA Astrophysics Data System (ADS)

Arsyad, Muhammad; Ihsan, Nasrul; Tiwow, Vistarani Arini

2016-02-01

Maros karst region, covering an area of 43.750 hectares, has water resources that determine the life around it. Water resources in Maros karst are in the rock layers or river underground in the cave. The data used in this study are primary and secondary data. Primary data includes characteristics of the medium. Secondary data is rainfall data from BMKG, water discharge data from the PSDA, South Sulawesi province in 1990-2010, and the other characteristics data Maros karst, namely cave, flora and fauna of the Bantimurung Bulusaraung National Park. Data analysis was conducted using laboratory test for medium characteristics Maros karst, rainfall and water discharge were analyzed using Minitab Program 1.5 to determine their profile. The average rainfall above 200 mm per year occurs in the range of 1999 to 2005. The availability of the water discharge at over 50 m3/s was happened in 1993 and 1995. Prediction was done by modeling Autoregressive Integrated Moving Average (ARIMA), with the rainfall data shows that the average precipitation for four years (2011-2014) will sharply fluctuate. The prediction of water discharge in Maros karst region was done for the period from January to August in 2011, including the type of 0. In 2012, the addition of the water discharge started up in early 2014.

Time series modeling for syndromic surveillance.

PubMed

Reis, Ben Y; Mandl, Kenneth D

2003-01-23

Emergency department (ED) based syndromic surveillance systems identify abnormally high visit rates that may be an early signal of a bioterrorist attack. For example, an anthrax outbreak might first be detectable as an unusual increase in the number of patients reporting to the ED with respiratory symptoms. Reliably identifying these abnormal visit patterns requires a good understanding of the normal patterns of healthcare usage. Unfortunately, systematic methods for determining the expected number of (ED) visits on a particular day have not yet been well established. We present here a generalized methodology for developing models of expected ED visit rates. Using time-series methods, we developed robust models of ED utilization for the purpose of defining expected visit rates. The models were based on nearly a decade of historical data at a major metropolitan academic, tertiary care pediatric emergency department. The historical data were fit using trimmed-mean seasonal models, and additional models were fit with autoregressive integrated moving average (ARIMA) residuals to account for recent trends in the data. The detection capabilities of the model were tested with simulated outbreaks. Models were built both for overall visits and for respiratory-related visits, classified according to the chief complaint recorded at the beginning of each visit. The mean absolute percentage error of the ARIMA models was 9.37% for overall visits and 27.54% for respiratory visits. A simple detection system based on the ARIMA model of overall visits was able to detect 7-day-long simulated outbreaks of 30 visits per day with 100% sensitivity and 97% specificity. Sensitivity decreased with outbreak size, dropping to 94% for outbreaks of 20 visits per day, and 57% for 10 visits per day, all while maintaining a 97% benchmark specificity. Time series methods applied to historical ED utilization data are an important tool for syndromic surveillance. Accurate forecasting of emergency department total utilization as well as the rates of particular syndromes is possible. The multiple models in the system account for both long-term and recent trends, and an integrated alarms strategy combining these two perspectives may provide a more complete picture to public health authorities. The systematic methodology described here can be generalized to other healthcare settings to develop automated surveillance systems capable of detecting anomalies in disease patterns and healthcare utilization.

0.1 Trend analysis of δ18O composition of precipitation in Germany: Combining Mann-Kendall trend test and ARIMA models to correct for higher order serial correlation

NASA Astrophysics Data System (ADS)

Klaus, Julian; Pan Chun, Kwok; Stumpp, Christine

2015-04-01

Spatio-temporal dynamics of stable oxygen (18O) and hydrogen (2H) isotopes in precipitation can be used as proxies for changing hydro-meteorological and regional and global climate patterns. While spatial patterns and distributions gained much attention in recent years the temporal trends in stable isotope time series are rarely investigated and our understanding of them is still limited. These might be a result of a lack of proper trend detection tools and effort for exploring trend processes. Here we make use of an extensive data set of stable isotope in German precipitation. In this study we investigate temporal trends of δ18O in precipitation at 17 observation station in Germany between 1978 and 2009. For that we test different approaches for proper trend detection, accounting for first and higher order serial correlation. We test if significant trends in the isotope time series based on different models can be observed. We apply the Mann-Kendall trend tests on the isotope series, using general multiplicative seasonal autoregressive integrate moving average (ARIMA) models which account for first and higher order serial correlations. With the approach we can also account for the effects of temperature, precipitation amount on the trend. Further we investigate the role of geographic parameters on isotope trends. To benchmark our proposed approach, the ARIMA results are compared to a trend-free prewhiting (TFPW) procedure, the state of the art method for removing the first order autocorrelation in environmental trend studies. Moreover, we explore whether higher order serial correlations in isotope series affects our trend results. The results show that three out of the 17 stations have significant changes when higher order autocorrelation are adjusted, and four stations show a significant trend when temperature and precipitation effects are considered. Significant trends in the isotope time series are generally observed at low elevation stations (≤315 m a.s.l.). Higher order autoregressive processes are important in the isotope time series analysis. Our results show that the widely used trend analysis with only the first order autocorrelation adjustment may not adequately take account of the high order autocorrelated processes in the stable isotope series. The investigated time series analysis method including higher autocorrelation and external climate variable adjustments is shown to be a better alternative.

Modeling Data Containing Outliers using ARIMA Additive Outlier (ARIMA-AO)

NASA Astrophysics Data System (ADS)

Saleh Ahmar, Ansari; Guritno, Suryo; Abdurakhman; Rahman, Abdul; Awi; Alimuddin; Minggi, Ilham; Arif Tiro, M.; Kasim Aidid, M.; Annas, Suwardi; Utami Sutiksno, Dian; Ahmar, Dewi S.; Ahmar, Kurniawan H.; Abqary Ahmar, A.; Zaki, Ahmad; Abdullah, Dahlan; Rahim, Robbi; Nurdiyanto, Heri; Hidayat, Rahmat; Napitupulu, Darmawan; Simarmata, Janner; Kurniasih, Nuning; Andretti Abdillah, Leon; Pranolo, Andri; Haviluddin; Albra, Wahyudin; Arifin, A. Nurani M.

2018-01-01

The aim this study is discussed on the detection and correction of data containing the additive outlier (AO) on the model ARIMA (p, d, q). The process of detection and correction of data using an iterative procedure popularized by Box, Jenkins, and Reinsel (1994). By using this method we obtained an ARIMA models were fit to the data containing AO, this model is added to the original model of ARIMA coefficients obtained from the iteration process using regression methods. In the simulation data is obtained that the data contained AO initial models are ARIMA (2,0,0) with MSE = 36,780, after the detection and correction of data obtained by the iteration of the model ARIMA (2,0,0) with the coefficients obtained from the regression Zt = 0,106+0,204Z t-1+0,401Z t-2-329X 1(t)+115X 2(t)+35,9X 3(t) and MSE = 19,365. This shows that there is an improvement of forecasting error rate data.

Turbulence Time Series Data Hole Filling using Karhunen-Loeve and ARIMA methods

DTIC Science & Technology

2007-01-01

memory is represented by higher values of d. 4.1. ARIMA and EMD We applied an ARIMA (0,d,0) model to predict the behaviour of the final section of the...to a simplified ARIMA (0,d,0) model , which performed better than the linear interpolant but less effectively than the KL algorithm, disregarding edge...ar X iv :p hy si cs /0 70 12 38 v1 22 J an 2 00 7 Turbulence Time Series Data Hole Filling using Karhunen-Loève and ARIMA methods M P J L

Increased performance in the short-term water demand forecasting through the use of a parallel adaptive weighting strategy

NASA Astrophysics Data System (ADS)

Sardinha-Lourenço, A.; Andrade-Campos, A.; Antunes, A.; Oliveira, M. S.

2018-03-01

Recent research on water demand short-term forecasting has shown that models using univariate time series based on historical data are useful and can be combined with other prediction methods to reduce errors. The behavior of water demands in drinking water distribution networks focuses on their repetitive nature and, under meteorological conditions and similar consumers, allows the development of a heuristic forecast model that, in turn, combined with other autoregressive models, can provide reliable forecasts. In this study, a parallel adaptive weighting strategy of water consumption forecast for the next 24-48 h, using univariate time series of potable water consumption, is proposed. Two Portuguese potable water distribution networks are used as case studies where the only input data are the consumption of water and the national calendar. For the development of the strategy, the Autoregressive Integrated Moving Average (ARIMA) method and a short-term forecast heuristic algorithm are used. Simulations with the model showed that, when using a parallel adaptive weighting strategy, the prediction error can be reduced by 15.96% and the average error by 9.20%. This reduction is important in the control and management of water supply systems. The proposed methodology can be extended to other forecast methods, especially when it comes to the availability of multiple forecast models.

Next Day Price Forecasting in Deregulated Market by Combination of Artificial Neural Network and ARIMA Time Series Models

NASA Astrophysics Data System (ADS)

Areekul, Phatchakorn; Senjyu, Tomonobu; Urasaki, Naomitsu; Yona, Atsushi

Electricity price forecasting is becoming increasingly relevant to power producers and consumers in the new competitive electric power markets, when planning bidding strategies in order to maximize their benefits and utilities, respectively. This paper proposed a method to predict hourly electricity prices for next-day electricity markets by combination methodology of ARIMA and ANN models. The proposed method is examined on the Australian National Electricity Market (NEM), New South Wales regional in year 2006. Comparison of forecasting performance with the proposed ARIMA, ANN and combination (ARIMA-ANN) models are presented. Empirical results indicate that an ARIMA-ANN model can improve the price forecasting accuracy.

Temporal Variability and Statistics of the Strehl Ratio in Adaptive-Optics Images

DTIC Science & Technology

2010-01-01

with the appropriate models and the residuals were extracted. This was done using the ARIMA modelling (Box & Jenkins 1970). ARIMA stands for...It was used here for the opposite goal – to obtain the values of the i.i.d. “noise” and test its distribution. Mixed ARIMA models of order 2 were...often sufficient to ensure non- significant autocorrelation of the residuals. Table 2 lists the stationary sequences with their respective ARIMA models

Preliminary evidence for the influence of physiography and scale upon the autocorrelation function of remotely sensed data

NASA Technical Reports Server (NTRS)

Labovitz, M. L.; Toll, D. L.; Kennard, R. E.

1980-01-01

Previously established results demonstrate that LANDSAT data are autocorrelated and can be described by a univariate linear stochastic process known as auto-regressive-integrated-moving-average model of degree 1, 0, 1 or ARIMA (1, 0, 1). This model has two coefficients of interest for interpretation phi(1) and theta(1). In a comparison of LANDSAT thematic mapper simulator (TMS) data and LANDSAT MSS data several results were established: (1) The form of the relatedness as described by this model is not dependent upon system look angle or pixel size. (2) The phi(1) coefficient increases with decreasing pixel size and increasing topographic complexity. (3) Changes in topography have a greater influence upon phi(1) than changes in land cover class. (4) The theta(1) seems to vary with the amount of atmospheric haze. These patterns of variation in phi(1) and theta(1) are potentially exploitable by the remote sensing community to yield stochastically independent sets of observations, characterize topography, and reduce the number of bytes needed to store remotely sensed data.

Statistical, time series, and fractal analysis of full stretch of river Yamuna (India) for water quality management.

PubMed

Parmar, Kulwinder Singh; Bhardwaj, Rashmi

2015-01-01

River water is a major resource of drinking water on earth. Management of river water is highly needed for surviving. Yamuna is the main river of India, and monthly variation of water quality of river Yamuna, using statistical methods have been compared at different sites for each water parameters. Regression, correlation coefficient, autoregressive integrated moving average (ARIMA), box-Jenkins, residual autocorrelation function (ACF), residual partial autocorrelation function (PACF), lag, fractal, Hurst exponent, and predictability index have been estimated to analyze trend and prediction of water quality. Predictive model is useful at 95% confidence limits and all water parameters reveal platykurtic curve. Brownian motion (true random walk) behavior exists at different sites for BOD, AMM, and total Kjeldahl nitrogen (TKN). Quality of Yamuna River water at Hathnikund is good, declines at Nizamuddin, Mazawali, Agra D/S, and regains good quality again at Juhikha. For all sites, almost all parameters except potential of hydrogen (pH), water temperature (WT) crosses the prescribed limits of World Health Organization (WHO)/United States Environmental Protection Agency (EPA).

The Satellite Clock Bias Prediction Method Based on Takagi-Sugeno Fuzzy Neural Network

NASA Astrophysics Data System (ADS)

Cai, C. L.; Yu, H. G.; Wei, Z. C.; Pan, J. D.

2017-05-01

The continuous improvement of the prediction accuracy of Satellite Clock Bias (SCB) is the key problem of precision navigation. In order to improve the precision of SCB prediction and better reflect the change characteristics of SCB, this paper proposes an SCB prediction method based on the Takagi-Sugeno fuzzy neural network. Firstly, the SCB values are pre-treated based on their characteristics. Then, an accurate Takagi-Sugeno fuzzy neural network model is established based on the preprocessed data to predict SCB. This paper uses the precise SCB data with different sampling intervals provided by IGS (International Global Navigation Satellite System Service) to realize the short-time prediction experiment, and the results are compared with the ARIMA (Auto-Regressive Integrated Moving Average) model, GM(1,1) model, and the quadratic polynomial model. The results show that the Takagi-Sugeno fuzzy neural network model is feasible and effective for the SCB short-time prediction experiment, and performs well for different types of clocks. The prediction results for the proposed method are better than the conventional methods obviously.

Systematic strategies for the third industrial accident prevention plan in Korea.

PubMed

Kang, Young-sig; Yang, Sung-hwan; Kim, Tae-gu; Kim, Day-sung

2012-01-01

To minimize industrial accidents, it's critical to evaluate a firm's priorities for prevention factors and strategies since such evaluation provides decisive information for preventing industrial accidents and maintaining safety management. Therefore, this paper proposes the evaluation of priorities through statistical testing of prevention factors with a cause analysis in a cause and effect model. A priority matrix criterion is proposed to apply the ranking and for the objectivity of questionnaire results. This paper used regression method (RA), exponential smoothing method (ESM), double exponential smoothing method (DESM), autoregressive integrated moving average (ARIMA) model and proposed analytical function method (PAFM) to analyze trends of accident data that will lead to an accurate prediction. This paper standardized the questionnaire results of workers and managers in manufacturing and construction companies with less than 300 employees, located in the central Korean metropolitan areas where fatal accidents have occurred. Finally, a strategy was provided to construct safety management for the third industrial accident prevention plan and a forecasting method for occupational accident rates and fatality rates for occupational accidents per 10,000 people.

Forecasting models for flow and total dissolved solids in Karoun river-Iran

NASA Astrophysics Data System (ADS)

Salmani, Mohammad Hassan; Salmani Jajaei, Efat

2016-04-01

Water quality is one of the most important factors contributing to a healthy life. From the water quality management point of view, TDS (total dissolved solids) is the most important factor and many water developing plans have been implemented in recognition of this factor. However, these plans have not been perfect and very successful in overcoming the poor water quality problem, so there are a good volume of related studies in the literature. We study TDS and the water flow of the Karoun river in southwest Iran. We collected the necessary time series data from the Harmaleh station located in the river. We present two Univariate Seasonal Autoregressive Integrated Movement Average (ARIMA) models to forecast TDS and water flow in this river. Then, we build up a Transfer Function (TF) model to formulate the TDS as a function of water flow volume. A performance comparison between the Seasonal ARIMA and the TF models are presented.

Stochastic Frontier Approach and Data Envelopment Analysis to Total Factor Productivity and Efficiency Measurement of Bangladeshi Rice

PubMed Central

Hossain, Md. Kamrul; Kamil, Anton Abdulbasah; Baten, Md. Azizul; Mustafa, Adli

2012-01-01

The objective of this paper is to apply the Translog Stochastic Frontier production model (SFA) and Data Envelopment Analysis (DEA) to estimate efficiencies over time and the Total Factor Productivity (TFP) growth rate for Bangladeshi rice crops (Aus, Aman and Boro) throughout the most recent data available comprising the period 1989–2008. Results indicate that technical efficiency was observed as higher for Boro among the three types of rice, but the overall technical efficiency of rice production was found around 50%. Although positive changes exist in TFP for the sample analyzed, the average growth rate of TFP for rice production was estimated at almost the same levels for both Translog SFA with half normal distribution and DEA. Estimated TFP from SFA is forecasted with ARIMA (2, 0, 0) model. ARIMA (1, 0, 0) model is used to forecast TFP of Aman from DEA estimation. PMID:23077500

Adaptive Anchoring Model: How Static and Dynamic Presentations of Time Series Influence Judgments and Predictions.

PubMed

Kusev, Petko; van Schaik, Paul; Tsaneva-Atanasova, Krasimira; Juliusson, Asgeir; Chater, Nick

2018-01-01

When attempting to predict future events, people commonly rely on historical data. One psychological characteristic of judgmental forecasting of time series, established by research, is that when people make forecasts from series, they tend to underestimate future values for upward trends and overestimate them for downward ones, so-called trend-damping (modeled by anchoring on, and insufficient adjustment from, the average of recent time series values). Events in a time series can be experienced sequentially (dynamic mode), or they can also be retrospectively viewed simultaneously (static mode), not experienced individually in real time. In one experiment, we studied the influence of presentation mode (dynamic and static) on two sorts of judgment: (a) predictions of the next event (forecast) and (b) estimation of the average value of all the events in the presented series (average estimation). Participants' responses in dynamic mode were anchored on more recent events than in static mode for all types of judgment but with different consequences; hence, dynamic presentation improved prediction accuracy, but not estimation. These results are not anticipated by existing theoretical accounts; we develop and present an agent-based model-the adaptive anchoring model (ADAM)-to account for the difference between processing sequences of dynamically and statically presented stimuli (visually presented data). ADAM captures how variation in presentation mode produces variation in responses (and the accuracy of these responses) in both forecasting and judgment tasks. ADAM's model predictions for the forecasting and judgment tasks fit better with the response data than a linear-regression time series model. Moreover, ADAM outperformed autoregressive-integrated-moving-average (ARIMA) and exponential-smoothing models, while neither of these models accounts for people's responses on the average estimation task. Copyright © 2017 The Authors. Cognitive Science published by Wiley Periodicals, Inc. on behalf of Cognitive Science Society.

Public broadcasting, media engagement, and 2-1-1: using mass communication to increase the use of social services.

PubMed

Shah, Dhavan V; McLeod, Douglas M; Rojas, Hernando; Sayre, Benjamin G; Vraga, Emily; Scholl, Rosanne M; Jones, Clive; Shaw, Amy

2012-12-01

The 2008-2009 subprime mortgage crisis was catastrophic, not only for the global economy but for families across the social spectrum. The resultant economic upheaval threatened the livelihoods, well-being, and health of many citizens, who were often unsure where to turn for help. At this critical juncture, public broadcasting stations worked to connect viewers to support resources through 2-1-1. This study was designed to evaluate the ability of public broadcasting to increase the use of information and referral services. Autoregressive integrated moving average (ARIMA) modeling and regression analysis document the relationship between public broadcasting initiatives and 2-1-1 call volume in 35 highly affected U.S. markets. Time-series data from St. Louis MO were collected and analyzed in 2008. Station-level data from across the nation were collected during 2009-2010 and analyzed in 2010. ARIMA results show a distinct linkage between the timing and duration of Channel 9 in St. Louis MO (KETC) programming and a subsequent (approximately 400%) increase in 2-1-1 calls regarding financial services and assistance. Regression path analysis not only found evidence of this same effect nationally but also showed that differences in the broadcaster's orientation and approach mediated effects. Specifically, stations' orientations toward engagement were mediated through strong outreach strategies to increase 2-1-1 use. This study documents the ability of public broadcasting to help citizens in need connect with social resources through 2-1-1 services. By focusing attention on the mortgage crisis and its attendant consequences, and by publicizing 2-1-1 services as a gateway to supportive resources, public broadcasters fostered linkages between those in need and social resources. Moreover, the level of a station's commitment to engaging citizens had a strong bearing on the success of its programming initiatives and community partnerships with organizations such as 2-1-1. Copyright © 2012 American Journal of Preventive Medicine. Published by Elsevier Inc. All rights reserved.

Real-time reservoir operation considering non-stationary inflow prediction

NASA Astrophysics Data System (ADS)

Zhao, J.; Xu, W.; Cai, X.; Wang, Z.

2011-12-01

Stationarity of inflow has been a basic assumption for reservoir operation rule design, which is now facing challenges due to climate change and human interferences. This paper proposes a modeling framework to incorporate non-stationary inflow prediction for optimizing the hedging operation rule of large reservoirs with multiple-year flow regulation capacity. A multi-stage optimization model is formulated and a solution algorithm based on the optimality conditions is developed to incorporate non-stationary annual inflow prediction through a rolling, dynamic framework that updates the prediction from period to period and adopt the updated prediction in reservoir operation decision. The prediction model is ARIMA(4,1,0), in which parameter 4 stands for the order of autoregressive, 1 represents a linear trend, and 0 is the order of moving average. The modeling framework and solution algorithm is applied to the Miyun reservoir in China, determining a yearly operating schedule during the period from 1996 to 2009, during which there was a significant declining trend of reservoir inflow. Different operation policy scenarios are modeled, including standard operation policy (SOP, matching the current demand as much as possible), hedging rule (i.e., leaving a certain amount of water for future to avoid large risk of water deficit) with forecast from ARIMA (HR-1), hedging (HR) with perfect forecast (HR-2 ). Compared to the results of these scenarios to that of the actual reservoir operation (AO), the utility of the reservoir operation under HR-1 is 3.0% lower than HR-2, but 3.7% higher than the AO and 14.4% higher than SOP. Note that the utility under AO is 10.3% higher than that under SOP, which shows that a certain level of hedging under some inflow prediction or forecast was used in the real-world operation. Moreover, the impacts of discount rate and forecast uncertainty level on the operation will be discussed.

A comparison of classical and intelligent methods to detect potential thermal anomalies before the 11 August 2012 Varzeghan, Iran, earthquake (Mw = 6.4)

NASA Astrophysics Data System (ADS)

Akhoondzadeh, M.

2013-04-01

In this paper, a number of classical and intelligent methods, including interquartile, autoregressive integrated moving average (ARIMA), artificial neural network (ANN) and support vector machine (SVM), have been proposed to quantify potential thermal anomalies around the time of the 11 August 2012 Varzeghan, Iran, earthquake (Mw = 6.4). The duration of the data set, which is comprised of Aqua-MODIS land surface temperature (LST) night-time snapshot images, is 62 days. In order to quantify variations of LST data obtained from satellite images, the air temperature (AT) data derived from the meteorological station close to the earthquake epicenter has been taken into account. For the models examined here, results indicate the following: (i) ARIMA models, which are the most widely used in the time series community for short-term forecasting, are quickly and easily implemented, and can efficiently act through linear solutions. (ii) A multilayer perceptron (MLP) feed-forward neural network can be a suitable non-parametric method to detect the anomalous changes of a non-linear time series such as variations of LST. (iii) Since SVMs are often used due to their many advantages for classification and regression tasks, it can be shown that, if the difference between the predicted value using the SVM method and the observed value exceeds the pre-defined threshold value, then the observed value could be regarded as an anomaly. (iv) ANN and SVM methods could be powerful tools in modeling complex phenomena such as earthquake precursor time series where we may not know what the underlying data generating process is. There is good agreement in the results obtained from the different methods for quantifying potential anomalies in a given LST time series. This paper indicates that the detection of the potential thermal anomalies derive credibility from the overall efficiencies and potentialities of the four integrated methods.

Time series analysis of the impact of tobacco control policies on smoking prevalence among Australian adults, 2001-2011.

PubMed

Wakefield, Melanie A; Coomber, Kerri; Durkin, Sarah J; Scollo, Michelle; Bayly, Megan; Spittal, Matthew J; Simpson, Julie A; Hill, David

2014-06-01

To determine the impact of tobacco control policies and mass media campaigns on smoking prevalence in Australian adults. Data for calculating the average monthly prevalence of smoking between January 2001 and June 2011 were obtained via structured interviews of randomly sampled adults aged 18 years or older from Australia's five largest capital cities (monthly mean number of adults interviewed: 2375). The influence on smoking prevalence was estimated for increased tobacco taxes; strengthened smoke-free laws; increased monthly population exposure to televised tobacco control mass media campaigns and pharmaceutical company advertising for nicotine replacement therapy (NRT), using gross ratings points; monthly sales of NRT, bupropion and varenicline; and introduction of graphic health warnings on cigarette packs. Autoregressive integrated moving average (ARIMA) models were used to examine the influence of these interventions on smoking prevalence. The mean smoking prevalence for the study period was 19.9% (standard deviation: 2.0%), with a drop from 23.6% (in January 2001) to 17.3% (in June 2011). The best-fitting model showed that stronger smoke-free laws, tobacco price increases and greater exposure to mass media campaigns independently explained 76% of the decrease in smoking prevalence from February 2002 to June 2011. Increased tobacco taxation, more comprehensive smoke-free laws and increased investment in mass media campaigns played a substantial role in reducing smoking prevalence among Australian adults between 2001 and 2011.

Reducing the legal blood alcohol concentration limit for driving in developing countries: a time for change? Results and implications derived from a time-series analysis (2001-10) conducted in Brazil.

PubMed

Andreuccetti, Gabriel; Carvalho, Heraclito B; Cherpitel, Cheryl J; Ye, Yu; Ponce, Julio C; Kahn, Tulio; Leyton, Vilma

2011-12-01

In Brazil, a new law introduced in 2008 has lowered the blood alcohol concentration limit for drivers from 0.06 to 0.02, but the effectiveness in reducing traffic accidents remains uncertain. This study evaluated the effects of this enactment on road traffic injuries and fatalities. Time-series analysis using autoregressive integrated moving average (ARIMA) modelling. State and capital of São Paulo, Brazil.   A total of 1,471,087 non-fatal and 51,561 fatal road traffic accident cases in both regions. Monthly rates of traffic injuries and fatalities per 100,000 inhabitants from January 2001 to June 2010. The new traffic law was responsible for significant reductions in traffic injury and fatality rates in both localities (P<0.05). A stronger effect was observed for traffic fatality (-7.2 and -16.0% in the average monthly rate in the State and capital, respectively) compared to traffic injury rates (-1.8 and -2.3% in the State and capital, respectively). Lowering the blood alcohol concentration limit in Brazil had a greater impact on traffic fatalities than injuries, with a higher effect in the capital, where presumably the police enforcement was enhanced. © 2011 The Authors, Addiction © 2011 Society for the Study of Addiction.

Wind power application research on the fusion of the determination and ensemble prediction

NASA Astrophysics Data System (ADS)

Lan, Shi; Lina, Xu; Yuzhu, Hao

2017-07-01

The fused product of wind speed for the wind farm is designed through the use of wind speed products of ensemble prediction from the European Centre for Medium-Range Weather Forecasts (ECMWF) and professional numerical model products on wind power based on Mesoscale Model5 (MM5) and Beijing Rapid Update Cycle (BJ-RUC), which are suitable for short-term wind power forecasting and electric dispatch. The single-valued forecast is formed by calculating the different ensemble statistics of the Bayesian probabilistic forecasting representing the uncertainty of ECMWF ensemble prediction. Using autoregressive integrated moving average (ARIMA) model to improve the time resolution of the single-valued forecast, and based on the Bayesian model averaging (BMA) and the deterministic numerical model prediction, the optimal wind speed forecasting curve and the confidence interval are provided. The result shows that the fusion forecast has made obvious improvement to the accuracy relative to the existing numerical forecasting products. Compared with the 0-24 h existing deterministic forecast in the validation period, the mean absolute error (MAE) is decreased by 24.3 % and the correlation coefficient (R) is increased by 12.5 %. In comparison with the ECMWF ensemble forecast, the MAE is reduced by 11.7 %, and R is increased 14.5 %. Additionally, MAE did not increase with the prolongation of the forecast ahead.

Trends in Average Living Children at the Time of Terminal Contraception: A Time Series Analysis Over 27 Years Using ARIMA (p, d, q) Nonseasonal Model.

PubMed

Mumbare, Sachin S; Gosavi, Shriram; Almale, Balaji; Patil, Aruna; Dhakane, Supriya; Kadu, Aniruddha

2014-10-01

India's National Family Welfare Programme is dominated by sterilization, particularly tubectomy. Sterilization, being a terminal method of contraception, decides the final number of children for that couple. Many studies have shown the declining trend in the average number of living children at the time of sterilization over a short period of time. So this study was planned to do time series analysis of the average children at the time of terminal contraception, to do forecasting till 2020 for the same and to compare the rates of change in various subgroups of the population. Data was preprocessed in MS Access 2007 by creating and running SQL queries. After testing stationarity of every series with augmented Dickey-Fuller test, time series analysis and forecasting was done using best-fit Box-Jenkins ARIMA (p, d, q) nonseasonal model. To compare the rates of change of average children in various subgroups, at sterilization, analysis of covariance (ANCOVA) was applied. Forecasting showed that the replacement level of 2.1 total fertility rate (TFR) will be achieved in 2018 for couples opting for sterilization. The same will be achieved in 2020, 2016, 2018, and 2019 for rural area, urban area, Hindu couples, and Buddhist couples, respectively. It will not be achieved till 2020 in Muslim couples. Every stratum of population showed the declining trend. The decline for male children and in rural area was significantly faster than the decline for female children and in urban area, respectively. The decline was not significantly different in Hindu, Muslim, and Buddhist couples.

Time series ARIMA models for daily price of palm oil

NASA Astrophysics Data System (ADS)

Ariff, Noratiqah Mohd; Zamhawari, Nor Hashimah; Bakar, Mohd Aftar Abu

2015-02-01

Palm oil is deemed as one of the most important commodity that forms the economic backbone of Malaysia. Modeling and forecasting the daily price of palm oil is of great interest for Malaysia's economic growth. In this study, time series ARIMA models are used to fit the daily price of palm oil. The Akaike Infromation Criterion (AIC), Akaike Infromation Criterion with a correction for finite sample sizes (AICc) and Bayesian Information Criterion (BIC) are used to compare between different ARIMA models being considered. It is found that ARIMA(1,2,1) model is suitable for daily price of crude palm oil in Malaysia for the year 2010 to 2012.

Forecasting typhoid fever incidence in the Cordillera administrative region in the Philippines using seasonal ARIMA models

NASA Astrophysics Data System (ADS)

Cawiding, Olive R.; Natividad, Gina May R.; Bato, Crisostomo V.; Addawe, Rizavel C.

2017-11-01

The prevalence of typhoid fever in developing countries such as the Philippines calls for a need for accurate forecasting of the disease. This will be of great assistance in strategic disease prevention. This paper presents a development of useful models that predict the behavior of typhoid fever incidence based on the monthly incidence in the provinces of the Cordillera Administrative Region from 2010 to 2015 using univariate time series analysis. The data used was obtained from the Cordillera Office of the Department of Health (DOH-CAR). Seasonal autoregressive moving average (SARIMA) models were used to incorporate the seasonality of the data. A comparison of the results of the obtained models revealed that the SARIMA (1,1,7)(0,0,1)12 with a fixed coefficient at the seventh lag produces the smallest root mean square error (RMSE), mean absolute error (MAE), Akaike Information Criterion (AIC), and Bayesian Information Criterion (BIC). The model suggested that for the year 2016, the number of cases would increase from the months of July to September and have a drop in December. This was then validated using the data collected from January 2016 to December 2016.

Descriptive analysis of the verbal behavior of a therapist: a known-group validity analysis of the putative behavioral functions involved in clinical interaction.

PubMed

Virues-Ortega, Javier; Montaño-Fidalgo, Montserrat; Froján-Parga, María Xesús; Calero-Elvira, Ana

2011-12-01

This study analyzes the interobserver agreement and hypothesis-based known-group validity of the Therapist's Verbal Behavior Category System (SISC-INTER). The SISC-INTER is a behavioral observation protocol comprised of a set of verbal categories representing putative behavioral functions of the in-session verbal behavior of a therapist (e.g., discriminative, reinforcing, punishing, and motivational operations). The complete therapeutic process of a clinical case of an individual with marital problems was recorded (10 sessions, 8 hours), and data were arranged in a temporal sequence using 10-min periods. Hypotheses based on the expected performance of the putative behavioral functions portrayed by the SISC-INTER codes across prevalent clinical activities (i.e., assessing, explaining, Socratic method, providing clinical guidance) were tested using autoregressive integrated moving average (ARIMA) models. Known-group validity analyses provided support to all hypotheses. The SISC-INTER may be a useful tool to describe therapist-client interaction in operant terms. The utility of reliable and valid protocols for the descriptive analysis of clinical practice in terms of verbal behavior is discussed. Copyright © 2011. Published by Elsevier Ltd.

The Reach and Impact of Direct Marketing via Brand Websites of Moist Snuff

PubMed Central

Timberlake, David S.; Bruckner, Tim A.; Ngo, Vyvian; Nikitin, Dmitriy

2016-01-01

Objective Restricting tobacco marketing is a key element in the US Food and Drug Administration’s (FDA) public health framework for regulating tobacco. Given the dearth of empirical data on direct marketing, the objective of this study was to assess the reach and impact of promotions on sales through snuff websites. Methods Nine brands of snuff, representing more than 90% of market share, were monitored for content of coupons, sweepstakes, contests, and other promotions on their respective websites. Monthly sales data and website traffic for the 9 brands, corresponding to the 48-month period of January 2011 through December 2014, were obtained from proprietary sources. A time-series analysis, based on the autoregressive, integrated, moving average (ARIMA) method, was employed for testing the relationships among sales, website visits, and promotions. Results Website traffic increased substantially during the promotion periods for most brands. Time-series analyses, however, revealed that promotion periods for 5 of 7 brands did not significantly correlate with monthly snuff sales. Conclusions The success in attracting tobacco consumers to website promotions demonstrates the marketing reach of snuff manufacturers. This form of direct marketing should be monitored by the FDA given evidence of adolescents’ exposure to cigarette brand websites. PMID:27517061

Climate variation and incidence of Ross river virus in Cairns, Australia: a time-series analysis.

PubMed Central

Tong, S; Hu, W

2001-01-01

In this study we assessed the impact of climate variability on the Ross River virus (RRv) transmission and validated an epidemic-forecasting model in Cairns, Australia. Data on the RRv cases recorded between 1985 and 1996 were obtained from the Queensland Department of Health. Climate and population data were supplied by the Australian Bureau of Meteorology and the Australian Bureau of Statistics, respectively. The cross-correlation function (CCF) showed that maximum temperature in the current month and rainfall and relative humidity at a lag of 2 months were positively and significantly associated with the monthly incidence of RRv, whereas relative humidity at a lag of 5 months was inversely associated with the RRv transmission. We developed autoregressive integrated moving average (ARIMA) models on the data collected between 1985 to 1994, and then validated the models using the data collected between 1995 and 1996. The results show that the relative humidity at a lag of 5 months (p < 0.001) and the rainfall at a lag of 2 months (p < 0.05) appeared to play significant roles in the transmission of RRv disease in Cairns. Furthermore, the regressive forecast curves were consistent with the pattern of actual values. PMID:11748035

Application Study of Comprehensive Forecasting Model Based on Entropy Weighting Method on Trend of PM2.5 Concentration in Guangzhou, China

PubMed Central

Liu, Dong-jun; Li, Li

2015-01-01

For the issue of haze-fog, PM2.5 is the main influence factor of haze-fog pollution in China. The trend of PM2.5 concentration was analyzed from a qualitative point of view based on mathematical models and simulation in this study. The comprehensive forecasting model (CFM) was developed based on the combination forecasting ideas. Autoregressive Integrated Moving Average Model (ARIMA), Artificial Neural Networks (ANNs) model and Exponential Smoothing Method (ESM) were used to predict the time series data of PM2.5 concentration. The results of the comprehensive forecasting model were obtained by combining the results of three methods based on the weights from the Entropy Weighting Method. The trend of PM2.5 concentration in Guangzhou China was quantitatively forecasted based on the comprehensive forecasting model. The results were compared with those of three single models, and PM2.5 concentration values in the next ten days were predicted. The comprehensive forecasting model balanced the deviation of each single prediction method, and had better applicability. It broadens a new prediction method for the air quality forecasting field. PMID:26110332

The Reach and Impact of Direct Marketing via Brand Websites of Moist Snuff.

PubMed

Timberlake, David S; Bruckner, Tim A; Ngo, Vyvian; Nikitin, Dmitriy

2016-04-01

Restricting tobacco marketing is a key element in the US Food and Drug Administration's (FDA) public health framework for regulating tobacco. Given the dearth of empirical data on direct marketing, the objective of this study was to assess the reach and impact of promotions on sales through snuff websites. Nine brands of snuff, representing more than 90% of market share, were monitored for content of coupons, sweepstakes, contests, and other promotions on their respective websites. Monthly sales data and website traffic for the 9 brands, corresponding to the 48-month period of January 2011 through December 2014, were obtained from proprietary sources. A time-series analysis, based on the autoregressive, integrated, moving average (ARIMA) method, was employed for testing the relationships among sales, website visits, and promotions. Website traffic increased substantially during the promotion periods for most brands. Time-series analyses, however, revealed that promotion periods for 5 of 7 brands did not significantly correlate with monthly snuff sales. The success in attracting tobacco consumers to website promotions demonstrates the marketing reach of snuff manufacturers. This form of direct marketing should be monitored by the FDA given evidence of adolescents' exposure to cigarette brand websites.

Time series modelling and forecasting of emergency department overcrowding.

PubMed

Kadri, Farid; Harrou, Fouzi; Chaabane, Sondès; Tahon, Christian

2014-09-01

Efficient management of patient flow (demand) in emergency departments (EDs) has become an urgent issue for many hospital administrations. Today, more and more attention is being paid to hospital management systems to optimally manage patient flow and to improve management strategies, efficiency and safety in such establishments. To this end, EDs require significant human and material resources, but unfortunately these are limited. Within such a framework, the ability to accurately forecast demand in emergency departments has considerable implications for hospitals to improve resource allocation and strategic planning. The aim of this study was to develop models for forecasting daily attendances at the hospital emergency department in Lille, France. The study demonstrates how time-series analysis can be used to forecast, at least in the short term, demand for emergency services in a hospital emergency department. The forecasts were based on daily patient attendances at the paediatric emergency department in Lille regional hospital centre, France, from January 2012 to December 2012. An autoregressive integrated moving average (ARIMA) method was applied separately to each of the two GEMSA categories and total patient attendances. Time-series analysis was shown to provide a useful, readily available tool for forecasting emergency department demand.

Application Study of Comprehensive Forecasting Model Based on Entropy Weighting Method on Trend of PM2.5 Concentration in Guangzhou, China.

PubMed

Liu, Dong-jun; Li, Li

2015-06-23

For the issue of haze-fog, PM2.5 is the main influence factor of haze-fog pollution in China. The trend of PM2.5 concentration was analyzed from a qualitative point of view based on mathematical models and simulation in this study. The comprehensive forecasting model (CFM) was developed based on the combination forecasting ideas. Autoregressive Integrated Moving Average Model (ARIMA), Artificial Neural Networks (ANNs) model and Exponential Smoothing Method (ESM) were used to predict the time series data of PM2.5 concentration. The results of the comprehensive forecasting model were obtained by combining the results of three methods based on the weights from the Entropy Weighting Method. The trend of PM2.5 concentration in Guangzhou China was quantitatively forecasted based on the comprehensive forecasting model. The results were compared with those of three single models, and PM2.5 concentration values in the next ten days were predicted. The comprehensive forecasting model balanced the deviation of each single prediction method, and had better applicability. It broadens a new prediction method for the air quality forecasting field.

Stochastic Analysis and Forecasts of the Patterns of Speed, Acceleration, and Levels of Material Stock Accumulation in Society.

PubMed

Fishman, Tomer; Schandl, Heinz; Tanikawa, Hiroki

2016-04-05

The recent acceleration of urbanization and industrialization of many parts of the developing world, most notably in Asia, has resulted in a fast-increasing demand for and accumulation of construction materials in society. Despite the importance of physical stocks in society, the empirical assessment of total material stock of buildings and infrastructure and reasons for its growth have been underexplored in the sustainability literature. We propose an innovative approach for explaining material stock dynamics in society and create a country typology for stock accumulation trajectories using the ARIMA (Autoregressive Integrated Moving Average) methodology, a stochastic approach commonly used in business studies and economics to inspect and forecast time series. This enables us to create scenarios for future demand and accumulation of building materials in society, including uncertainty estimates. We find that the so-far overlooked aspect of acceleration trends of material stock accumulation holds the key to explaining material stock growth, and that despite tremendous variability in country characteristics, stock accumulation is limited to only four archetypal growth patterns. The ability of nations to change their pattern will be a determining factor for global sustainability.

Forecasting of particulate matter time series using wavelet analysis and wavelet-ARMA/ARIMA model in Taiyuan, China.

PubMed

Zhang, Hong; Zhang, Sheng; Wang, Ping; Qin, Yuzhe; Wang, Huifeng

2017-07-01

Particulate matter with aerodynamic diameter below 10 μm (PM 10 ) forecasting is difficult because of the uncertainties in describing the emission and meteorological fields. This paper proposed a wavelet-ARMA/ARIMA model to forecast the short-term series of the PM 10 concentrations. It was evaluated by experiments using a 10-year data set of daily PM 10 concentrations from 4 stations located in Taiyuan, China. The results indicated the following: (1) PM 10 concentrations of Taiyuan had a decreasing trend during 2005 to 2012 but increased in 2013. PM 10 concentrations had an obvious seasonal fluctuation related to coal-fired heating in winter and early spring. (2) Spatial differences among the four stations showed that the PM 10 concentrations in industrial and heavily trafficked areas were higher than those in residential and suburb areas. (3) Wavelet analysis revealed that the trend variation and the changes of the PM 10 concentration of Taiyuan were complicated. (4) The proposed wavelet-ARIMA model could be efficiently and successfully applied to the PM 10 forecasting field. Compared with the traditional ARMA/ARIMA methods, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. Wavelet analysis can filter noisy signals and identify the variation trend and the fluctuation of the PM 10 time-series data. Wavelet decomposition and reconstruction reduce the nonstationarity of the PM 10 time-series data, and thus improve the accuracy of the prediction. This paper proposed a wavelet-ARMA/ARIMA model to forecast the PM 10 time series. Compared with the traditional ARMA/ARIMA method, this wavelet-ARMA/ARIMA method could effectively reduce the forecasting error, improve the prediction accuracy, and realize multiple-time-scale prediction. The proposed model could be efficiently and successfully applied to the PM 10 forecasting field.

What is Military Psychology? Symposium Proceedings.

DTIC Science & Technology

1980-07-01

AQ-AU90 b13 NAVAL POSTGRADUATE SCHOOL MONTEREY CA F/6 5/10 WHAT 1S MILITARY PSYCHOLOGY? SYMPOSIUM PROCEEDINGS.(U) lJUL 80 J K ARIMA , k R MACKIE, E A...PSYCHOLOGY? Symposium Proceedings. by - - - - . . . o Jameis K. Arima (Ed.) r.i~ ,~ ~ i~.. , P. / Approved for public release; distribution unlimited...prepared by: Jams K. Arima , Associate Professor Department of Administrative Sciences Reviewed by: Released by: ,(C. R. Jones Chairman W. M. Tolles

Proceedings of the Third International Workshop on Multistrategy Learning, May 23-25 Harpers Ferry, WV.

DTIC Science & Technology

1996-09-16

approaches are: • Adaptive filtering • Single exponential smoothing (Brown, 1963) * The Box-Jenkins methodology ( ARIMA modeling ) - Linear exponential... ARIMA • Linear exponential smoothing: Holt’s two parameter modeling (Box and Jenkins, 1976). However, there are two approach (Holt et al., 1960) very...crucial disadvantages: The most important point in - Winters’ three parameter method (Winters, 1960) ARIMA modeling is model identification. As shown in

Modeling seasonal variation of hip fracture in Montreal, Canada.

PubMed

Modarres, Reza; Ouarda, Taha B M J; Vanasse, Alain; Orzanco, Maria Gabriela; Gosselin, Pierre

2012-04-01

The investigation of the association of the climate variables with hip fracture incidences is important in social health issues. This study examined and modeled the seasonal variation of monthly population based hip fracture rate (HFr) time series. The seasonal ARIMA time series modeling approach is used to model monthly HFr incidences time series of female and male patients of the ages 40-74 and 75+ of Montreal, Québec province, Canada, in the period of 1993-2004. The correlation coefficients between meteorological variables such as temperature, snow depth, rainfall depth and day length and HFr are significant. The nonparametric Mann-Kendall test for trend assessment and the nonparametric Levene's test and Wilcoxon's test for checking the difference of HFr before and after change point are also used. The seasonality in HFr indicated sharp difference between winter and summer time. The trend assessment showed decreasing trends in HFr of female and male groups. The nonparametric test also indicated a significant change of the mean HFr. A seasonal ARIMA model was applied for HFr time series without trend and a time trend ARIMA model (TT-ARIMA) was developed and fitted to HFr time series with a significant trend. The multi criteria evaluation showed the adequacy of SARIMA and TT-ARIMA models for modeling seasonal hip fracture time series with and without significant trend. In the time series analysis of HFr of the Montreal region, the effects of the seasonal variation of climate variables on hip fracture are clear. The Seasonal ARIMA model is useful for modeling HFr time series without trend. However, for time series with significant trend, the TT-ARIMA model should be applied for modeling HFr time series. Copyright © 2011 Elsevier Inc. All rights reserved.

Semi-Cooperative Learning in Smart Grid Agents

DTIC Science & Technology

2013-12-01

2009 HOEP and its ACF/PACF diagnostic functions. . . 37 2.21 Residuals from multiplicative seasonal ARIMA model fit on 2009 HOEP. . . . . . . . . . 38...2.22 Typical forecast for the next 72 hours based on the ARIMA model of Eq. 2.14. . . . . . . 40 3.1 Consumption capacity of two small villages over...1 (the training series). . 49 3.4 ARIMA model (Eq. 3.1) forecasts based on the full village 1 time series (top subfigure) and the first 24 hours of

Time series analysis of the impact of tobacco control policies on smoking prevalence among Australian adults, 2001–2011

PubMed Central

Coomber, Kerri; Durkin, Sarah J; Scollo, Michelle; Bayly, Megan; Spittal, Matthew J; Simpson, Julie A; Hill, David

2014-01-01

Abstract Objective To determine the impact of tobacco control policies and mass media campaigns on smoking prevalence in Australian adults. Methods Data for calculating the average monthly prevalence of smoking between January 2001 and June 2011 were obtained via structured interviews of randomly sampled adults aged 18 years or older from Australia’s five largest capital cities (monthly mean number of adults interviewed: 2375). The influence on smoking prevalence was estimated for increased tobacco taxes; strengthened smoke-free laws; increased monthly population exposure to televised tobacco control mass media campaigns and pharmaceutical company advertising for nicotine replacement therapy (NRT), using gross ratings points; monthly sales of NRT, bupropion and varenicline; and introduction of graphic health warnings on cigarette packs. Autoregressive integrated moving average (ARIMA) models were used to examine the influence of these interventions on smoking prevalence. Findings The mean smoking prevalence for the study period was 19.9% (standard deviation: 2.0%), with a drop from 23.6% (in January 2001) to 17.3% (in June 2011). The best-fitting model showed that stronger smoke-free laws, tobacco price increases and greater exposure to mass media campaigns independently explained 76% of the decrease in smoking prevalence from February 2002 to June 2011. Conclusion Increased tobacco taxation, more comprehensive smoke-free laws and increased investment in mass media campaigns played a substantial role in reducing smoking prevalence among Australian adults between 2001 and 2011. PMID:24940015

Inter-comparison of time series models of lake levels predicted by several modeling strategies

NASA Astrophysics Data System (ADS)

Khatibi, R.; Ghorbani, M. A.; Naghipour, L.; Jothiprakash, V.; Fathima, T. A.; Fazelifard, M. H.

2014-04-01

Five modeling strategies are employed to analyze water level time series of six lakes with different physical characteristics such as shape, size, altitude and range of variations. The models comprise chaos theory, Auto-Regressive Integrated Moving Average (ARIMA) - treated for seasonality and hence SARIMA, Artificial Neural Networks (ANN), Gene Expression Programming (GEP) and Multiple Linear Regression (MLR). Each is formulated on a different premise with different underlying assumptions. Chaos theory is elaborated in a greater detail as it is customary to identify the existence of chaotic signals by a number of techniques (e.g. average mutual information and false nearest neighbors) and future values are predicted using the Nonlinear Local Prediction (NLP) technique. This paper takes a critical view of past inter-comparison studies seeking a superior performance, against which it is reported that (i) the performances of all five modeling strategies vary from good to poor, hampering the recommendation of a clear-cut predictive model; (ii) the performances of the datasets of two cases are consistently better with all five modeling strategies; (iii) in other cases, their performances are poor but the results can still be fit-for-purpose; (iv) the simultaneous good performances of NLP and SARIMA pull their underlying assumptions to different ends, which cannot be reconciled. A number of arguments are presented including the culture of pluralism, according to which the various modeling strategies facilitate an insight into the data from different vantages.

Disease management with ARIMA model in time series.

PubMed

Sato, Renato Cesar

2013-01-01

The evaluation of infectious and noninfectious disease management can be done through the use of a time series analysis. In this study, we expect to measure the results and prevent intervention effects on the disease. Clinical studies have benefited from the use of these techniques, particularly for the wide applicability of the ARIMA model. This study briefly presents the process of using the ARIMA model. This analytical tool offers a great contribution for researchers and healthcare managers in the evaluation of healthcare interventions in specific populations.

The impact of household cooking and heating with solid fuels on ambient PM2.5 in peri-urban Beijing

NASA Astrophysics Data System (ADS)

Liao, Jiawen; Zimmermann Jin, Anna; Chafe, Zoë A.; Pillarisetti, Ajay; Yu, Tao; Shan, Ming; Yang, Xudong; Li, Haixi; Liu, Guangqing; Smith, Kirk R.

2017-09-01

Household cooking and space heating with biomass and coal have adverse impacts on both indoor and outdoor air quality and are associated with a significant health burden. Though household heating with biomass and coal is common in northern China, the contribution of space heating to ambient air pollution is not well studied. We investigated the impact of space heating on ambient air pollution in a village 40 km southwest of central Beijing during the winter heating season, from January to March 2013. Ambient PM2.5 concentrations and meteorological conditions were measured continuously at rooftop sites in the village during two winter months in 2013. The use of coal- and biomass-burning cookstoves and space heating devices was measured over time with Stove Use Monitors (SUMs) in 33 households and was coupled with fuel consumption data from household surveys to estimate hourly household PM2.5 emissions from cooking and space heating over the same period. We developed a multivariate linear regression model to assess the relationship between household PM2.5 emissions and the hourly average ambient PM2.5 concentration, and a time series autoregressive integrated moving average (ARIMA) regression model to account for autocorrelation. During the heating season, the average hourly ambient PM2.5 concentration was 139 ± 107 μg/m3 (mean ± SD) with strong autocorrelation in hourly concentration. The average primary PM2.5 emission per hour from village household space heating was 0.736 ± 0.138 kg/hour. The linear multivariate regression model indicated that during the heating season - after adjusting for meteorological effects - 39% (95% CI: 26%, 54%) of hourly averaged ambient PM2.5 was associated with household space heating emissions from the previous hour. Our study suggests that a comprehensive pollution control strategy for northern China, including Beijing, should address uncontrolled emissions from household solid fuel combustion in surrounding areas, particularly during the winter heating season.

Relevance analysis and short-term prediction of PM2.5 concentrations in Beijing based on multi-source data

NASA Astrophysics Data System (ADS)

Ni, X. Y.; Huang, H.; Du, W. P.

2017-02-01

The PM2.5 problem is proving to be a major public crisis and is of great public-concern requiring an urgent response. Information about, and prediction of PM2.5 from the perspective of atmospheric dynamic theory is still limited due to the complexity of the formation and development of PM2.5. In this paper, we attempted to realize the relevance analysis and short-term prediction of PM2.5 concentrations in Beijing, China, using multi-source data mining. A correlation analysis model of PM2.5 to physical data (meteorological data, including regional average rainfall, daily mean temperature, average relative humidity, average wind speed, maximum wind speed, and other pollutant concentration data, including CO, NO2, SO2, PM10) and social media data (microblog data) was proposed, based on the Multivariate Statistical Analysis method. The study found that during these factors, the value of average wind speed, the concentrations of CO, NO2, PM10, and the daily number of microblog entries with key words 'Beijing; Air pollution' show high mathematical correlation with PM2.5 concentrations. The correlation analysis was further studied based on a big data's machine learning model- Back Propagation Neural Network (hereinafter referred to as BPNN) model. It was found that the BPNN method performs better in correlation mining. Finally, an Autoregressive Integrated Moving Average (hereinafter referred to as ARIMA) Time Series model was applied in this paper to explore the prediction of PM2.5 in the short-term time series. The predicted results were in good agreement with the observed data. This study is useful for helping realize real-time monitoring, analysis and pre-warning of PM2.5 and it also helps to broaden the application of big data and the multi-source data mining methods.

Stochastic model to forecast ground-level ozone concentration at urban and rural areas.

PubMed

Dueñas, C; Fernández, M C; Cañete, S; Carretero, J; Liger, E

2005-12-01

Stochastic models that estimate the ground-level ozone concentrations in air at an urban and rural sampling points in South-eastern Spain have been developed. Studies of temporal series of data, spectral analyses of temporal series and ARIMA models have been used. The ARIMA model (1,0,0) x (1,0,1)24 satisfactorily predicts hourly ozone concentrations in the urban area. The ARIMA (2,1,1) x (0,1,1)24 has been developed for the rural area. In both sampling points, predictions of hourly ozone concentrations agree reasonably well with measured values. However, the prediction of hourly ozone concentrations in the rural point appears to be better than that of the urban point. The performance of ARIMA models suggests that this kind of modelling can be suitable for ozone concentrations forecasting.

Climate variables as predictors for seasonal forecast of dengue occurrence in Chennai, Tamil Nadu

NASA Astrophysics Data System (ADS)

Subash Kumar, D. D.; Andimuthu, R.

2013-12-01

Background Dengue is a recently emerging vector borne diseases in Chennai. As per the WHO report in 2011 dengue is one of eight climate sensitive disease of this century. Objective Therefore an attempt has been made to explore the influence of climate parameters on dengue occurrence and use for forecasting. Methodology Time series analysis has been applied to predict the number of dengue cases in Chennai, a metropolitan city which is the capital of Tamil Nadu, India. Cross correlation of the climate variables with dengue cases revealed that the most influential parameters were monthly relative humidity, minimum temperature at 4 months lag and rainfall at one month lag (Table 1). However due to intercorrelation of relative humidity and rainfall was high and therefore for predictive purpose the rainfall at one month lag was used for the model development. Autoregressive Integrated Moving Average (ARIMA) models have been applied to forecast the occurrence of dengue. Results and Discussion The best fit model was ARIMA (1,0,1). It was seen that the monthly minimum temperature at four months lag (β= 3.612, p = 0.02) and rainfall at one month lag (β= 0.032, p = 0.017) were associated with dengue occurrence and they had a very significant effect. Mean Relative Humidity had a directly significant positive correlation at 99% confidence level, but the lagged effect was not prominent. The model predicted dengue cases showed significantly high correlation of 0.814(Figure 1) with the observed cases. The RMSE of the model was 18.564 and MAE was 12.114. The model is limited by the scarcity of the dataset. Inclusion of socioeconomic conditions and population offset are further needed to be incorporated for effective results. Conclusion Thus it could be claimed that the change in climatic parameters is definitely influential in increasing the number of dengue occurrence in Chennai. The climate variables therefore can be used for seasonal forecasting of dengue with rise in minimum temperature and rainfall at a city level. Table 1. Cross correlation of climate variables with dengue cases in Chennai ** p<0.01,*p<0.05

The endurance of the effects of the penalty point system in Spain three years after. Main influencing factors.

PubMed

Izquierdo, F Aparicio; Ramírez, B Arenas; McWilliams, J M Mira; Ayuso, J Páez

2011-05-01

In this work we have used ARIMA time series models to analyse the contribution of the penalty point system, the most important legislative measure for driving licences, in reducing the number of fatalities over 24h on the roads in Spain during the study period (January 1995 to June 2009). In addition, because of this long period of analysis, other control variables were introduced to model the enactment of the Reform of the Penal Code in December 2007, together with other more specific effects needed to fit the model correctly. The ARIMA intervention models methodology combines the basic features of specific times series models: it controls the trend and seasonal variation in data that is present when modelling the structure through autoregressive and moving average parameters and allows for inserting step or impulse input variables for checking and evaluating the effects of deterministic measures, such as legislative changes which are the object of study in this work. This paper analyses the surveillance and control measures introduced in the periods before and after the implementation of the penalty point system and helps to partly explain its apparent endurance over time. The results show that the introduction of the penalty point system in Spain had a very positive effect in reducing the number of fatalities (over 24h) on the road, and that this effect has endured up to the present time. This success may be due to the continuing increase in surveillance measures and fines as well the significantly growing interest shown by the news media in road safety since the measures were introduced. All this has led to positive changes in driver behaviour. It is, therefore, a combination of three factors: the penalty point system, the gradual stepping up of surveillance measures and sanctions, and the publicity given to road safety issues in the mass media would appear to be the key to success. The absence of any of these three factors would have predictably led to a far less positive evolution of the accident rate on Spanish roads. Copyright © 2010 Elsevier Ltd. All rights reserved.

The development rainfall forecasting using kalman filter

NASA Astrophysics Data System (ADS)

Zulfi, Mohammad; Hasan, Moh.; Dwidja Purnomo, Kosala

2018-04-01

Rainfall forecasting is very interesting for agricultural planing. Rainfall information is useful to make decisions about the plan planting certain commodities. In this studies, the rainfall forecasting by ARIMA and Kalman Filter method. Kalman Filter method is used to declare a time series model of which is shown in the form of linear state space to determine the future forecast. This method used a recursive solution to minimize error. The rainfall data in this research clustered by K-means clustering. Implementation of Kalman Filter method is for modelling and forecasting rainfall in each cluster. We used ARIMA (p,d,q) to construct a state space for KalmanFilter model. So, we have four group of the data and one model in each group. In conclusions, Kalman Filter method is better than ARIMA model for rainfall forecasting in each group. It can be showed from error of Kalman Filter method that smaller than error of ARIMA model.

Dynamic Patterns in Mood Among Newly Diagnosed Patients With Major Depressive Episode or Panic Disorder and Normal Controls

PubMed Central

Katerndahl, David; Ferrer, Robert; Best, Rick; Wang, Chen-Pin

2007-01-01

Objective: The purpose of this pilot study was to compare the dynamic patterns of hourly mood variation among newly diagnosed primary care patients with major depressive disorder or panic disorder with patterns in patients with neither disorder. Method: Five adult patients with major depressive episode, 5 with panic disorder, and 5 with neither disorder were asked to complete hourly self-assessments of anxiety and depression (using 100-mm visual analog scales) for each hour they were awake during a 30-day period. Time series were analyzed using ARIMA (autoregression, integration, moving average) modeling (to assess periodicity), Lyapunov exponents (to assess sensitivity to initial conditions indicative of chaotic patterns), and correlation dimension saturation (to assess whether an attractor is limiting change). The study was conducted from March to June 2003. Results: Controls displayed circadian rhythms with underlying chaotic variability. Depressed patients did not display circadian rhythm, but did show chaotic dynamics. Panic disorder patients showed circadian rhythms, but 2 of the 4 patients completing the self-assessments displayed nonchaotic underlying patterns. Conclusions: Patients with major depressive disorder or panic disorder may differ from controls and from each other in their patterns of mood variability. There is a need for more research on the dynamics of mood among patients with mental disorders. PMID:17632650

Hybrid Wavelet De-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series

NASA Astrophysics Data System (ADS)

WANG, D.; Wang, Y.; Zeng, X.

2017-12-01

Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, Wavelet De-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series.

Principal sequence pattern analysis of episodes of excess mortality due to heat in the Barcelona metropolitan area.

PubMed

Peña, Juan Carlos; Aran, Montserrat; Raso, José Miguel; Pérez-Zanón, Nuria

2015-04-01

The aim of the study is to classify the synoptic sequences associated with excess mortality during the warm season in the Barcelona metropolitan area. To achieve this purpose, we undertook a principal sequence pattern analysis that incorporates different atmospheric levels, in an attempt at identifying the main features that account for dynamic and thermodynamic atmospheric processes. The sequence length was determined by the short-term displacement between temperature and mortality. To detect this lag, we applied the cross-correlation function to the residuals obtained from the modelling of the daily temperature and mortality series of summer. These residuals were estimated by means of an autoregressive integrated moving average (ARIMA) model. A 7-day sequence emerged as the basic temporal unit for evaluating the synoptic background that triggers the temperature related to excess mortality in the Barcelona metropolitan area. The principal sequence pattern analysis distinguished three main synoptic patterns: two dynamic configurations produced by southern fluxes related to an Atlantic low, which can be associated with heat waves recorded in southern Europe, and a third pattern identified by a stagnation situation associated with the persistence of a blocking anticyclone over Europe, related to heat waves recorded in northern and central western Europe.

Do drug warnings and market withdrawals have an impact on the number of calls to teratogen information services?

PubMed

Sheehy, O; Gendron, M-P; Martin, B; Bérard, A

2012-06-01

IMAGe provides information on risks and benefits of medication use during pregnancy and lactation. The aim of this study was to determine the impact of Health Canada warnings on the number of calls received at IMAGe. We analyzed calls received between January 2003 and March 2008. The impact of the following warning/withdrawal were studied: paroxetine and risk of cardiac malformations (09/29/2005), selective serotonin reuptake inhibitors (SSRIs) and risk of persistent pulmonary hypertension of the newborn (PPHN) (03/10/2006), and impact of rofecoxib market withdrawal (09/30/2004). Interrupted auto-regressive integrated -moving average (ARIMA) analyses were used to test the impact of each warning on the number of calls received to IMAGe. 61,505 calls were analyzed. The paroxetine warning had a temporary impact increasing the overall number of calls to IMAGe, and an abrupt permanent effect on the number of calls related to antidepressant exposures. The PPHN warning had no impact but we observed a significant increase in the number of calls following rofecoxib market withdrawal. Health Canada needs to consider the increase in the demand of information to IMAGe following warnings on the risk of medication use during pregnancy. © Georg Thieme Verlag KG Stuttgart · New York.

Forecasting the mortality rates of Malaysian population using Heligman-Pollard model

NASA Astrophysics Data System (ADS)

Ibrahim, Rose Irnawaty; Mohd, Razak; Ngataman, Nuraini; Abrisam, Wan Nur Azifah Wan Mohd

2017-08-01

Actuaries, demographers and other professionals have always been aware of the critical importance of mortality forecasting due to declining trend of mortality and continuous increases in life expectancy. Heligman-Pollard model was introduced in 1980 and has been widely used by researchers in modelling and forecasting future mortality. This paper aims to estimate an eight-parameter model based on Heligman and Pollard's law of mortality. Since the model involves nonlinear equations that are explicitly difficult to solve, the Matrix Laboratory Version 7.0 (MATLAB 7.0) software will be used in order to estimate the parameters. Statistical Package for the Social Sciences (SPSS) will be applied to forecast all the parameters according to Autoregressive Integrated Moving Average (ARIMA). The empirical data sets of Malaysian population for period of 1981 to 2015 for both genders will be considered, which the period of 1981 to 2010 will be used as "training set" and the period of 2011 to 2015 as "testing set". In order to investigate the accuracy of the estimation, the forecast results will be compared against actual data of mortality rates. The result shows that Heligman-Pollard model fit well for male population at all ages while the model seems to underestimate the mortality rates for female population at the older ages.

Identify the dominant variables to predict stream water temperature

NASA Astrophysics Data System (ADS)

Chien, H.; Flagler, J.

2016-12-01

Stream water temperature is a critical variable controlling water quality and the health of aquatic ecosystems. Accurate prediction of water temperature and the assessment of the impacts of environmental variables on water temperature variation are critical for water resources management, particularly in the context of water quality and aquatic ecosystem sustainability. The objective of this study is to measure stream water temperature and air temperature and to examine the importance of streamflow on stream water temperature prediction. The measured stream water temperature and air temperature will be used to test two hypotheses: 1) streamflow is a relatively more important factor than air temperature in regulating water temperature, and 2) by combining air temperature and streamflow data stream water temperature can be more accurately estimated. Water and air temperature data loggers are placed at two USGS stream gauge stations #01362357and #01362370, located in the upper Esopus Creek watershed in Phonecia, NY. The ARIMA (autoregressive integrated moving average) time series model is used to analyze the measured water temperature data, identify the dominant environmental variables, and predict the water temperature with identified dominant variable. The preliminary results show that streamflow is not a significant variable in predicting stream water temperature at both USGS gauge stations. Daily mean air temperature is sufficient to predict stream water temperature at this site scale.

Presentations to Emergency Departments for COPD: A Time Series Analysis.

PubMed

Rosychuk, Rhonda J; Youngson, Erik; Rowe, Brian H

2016-01-01

Background. Chronic obstructive pulmonary disease (COPD) is a common respiratory condition characterized by progressive dyspnea and acute exacerbations which may result in emergency department (ED) presentations. This study examines monthly rates of presentations to EDs in one Canadian province. Methods. Presentations for COPD made by individuals aged ≥55 years during April 1999 to March 2011 were extracted from provincial databases. Data included age, sex, and health zone of residence (North, Central, South, and urban). Crude rates were calculated. Seasonal autoregressive integrated moving average (SARIMA) time series models were developed. Results. ED presentations for COPD totalled 188,824 and the monthly rate of presentation remained relatively stable (from 197.7 to 232.6 per 100,000). Males and seniors (≥65 years) comprised 52.2% and 73.7% of presentations, respectively. The ARIMA(1,0, 0) × (1,0, 1)12 model was appropriate for the overall rate of presentations and for each sex and seniors. Zone specific models showed relatively stable or decreasing rates; the North zone had an increasing trend. Conclusions. ED presentation rates for COPD have been relatively stable in Alberta during the past decade. However, their increases in northern regions deserve further exploration. The SARIMA models quantified the temporal patterns and can help planning future health care service needs.

An application of seasonal ARIMA models on group commodities to forecast Philippine merchandise exports performance

NASA Astrophysics Data System (ADS)

Natividad, Gina May R.; Cawiding, Olive R.; Addawe, Rizavel C.

2017-11-01

The increase in the merchandise exports of the country offers information about the Philippines' trading role within the global economy. Merchandise exports statistics are used to monitor the country's overall production that is consumed overseas. This paper investigates the comparison between two models obtained by a) clustering the commodity groups into two based on its proportional contribution to the total exports, and b) treating only the total exports. Different seasonal autoregressive integrated moving average (SARIMA) models were then developed for the clustered commodities and for the total exports based on the monthly merchandise exports of the Philippines from 2011 to 2016. The data set used in this study was retrieved from the Philippine Statistics Authority (PSA) which is the central statistical authority in the country responsible for primary data collection. A test for significance of the difference between means at 0.05 level of significance was then performed on the forecasts produced. The result indicates that there is a significant difference between the mean of the forecasts of the two models. Moreover, upon a comparison of the root mean square error (RMSE) and mean absolute error (MAE) of the models, it was found that the models used for the clustered groups outperform the model for the total exports.

The impact of a national alcohol policy on deaths due to transport accidents in Russia.

PubMed

Pridemore, William Alex; Chamlin, Mitchell B; Kaylen, Maria T; Andreev, Evgeny

2013-12-01

To determine the impact of a suite of 2006 Russian alcohol control policies on deaths due to traffic accidents in the country. We used autoregressive integrated moving average (ARIMA) interrupted time-series techniques to model the impact of the intervention on the outcome series. The time-series began in January 2000 and ended in December 2010. The alcohol policy was implemented in January 2006, providing 132 monthly observations in the outcome series, with 72 months of pre-intervention data and 60 months of post-intervention data. The outcome variables were the monthly number of male- and female-specific deaths of those aged 15+ years due to transport accidents in Russia. The 2006 set of alcohol policies had no impact on female deaths due to traffic accidents (ω0  = -50.31, P = 0.27). However, the intervention model revealed an immediate and sustained monthly decrease of 203 deaths due to transport accidents for males (ω0  = -203.40, P = 0.04), representing an 11% reduction relative to pre-intervention levels. The implementation of the suite of 2006 Russian alcohol control policies is partially responsible for saving more than 2400 male lives annually that would otherwise have been lost to traffic accidents. © 2013 Society for the Study of Addiction.

Alcohol consumption and pancreatitis mortality in Russia.

PubMed

Razvodovsky, Yury E

2014-07-28

Pancreatitis is a major public health problem with high associated economic costs. The incidence of pancreatitis has increased in many European countries in recent decade. Accumulated research and empirical evidence suggests that excessive alcohol consumption is a major risk factor for both acute and chronic pancreatitis. The aim of this study was to examine the aggregate-level relation between the alcohol consumption and pancreatitis mortality rates in Russia. Age-standardized sex-specific male and female pancreatitis mortality data for the period 1970-2005 and data on overall alcohol consumption were analyzed by means ARIMA (autoregressive integrated moving average) time series analysis. Alcohol consumption was significantly associated with both male and female pancreatitis mortality rates: a 1 liter increase in overall alcohol consumption would result in a 7.0% increase in the male pancreatitis mortality rate and in 2.3% increase in the female mortality rate. The results of the analysis suggest that 63.1% of all male pancreatitis deaths and 26.8% female deaths in Russia could be attributed to alcohol. Conclusions The outcomes of this study provide indirect support for the hypothesis that unfavorable mixture of higher overall level of alcohol consumption and binge drinking pattern is an important contributor to the pancreatitis mortality rate in Russian Federation.

Application of Holt exponential smoothing and ARIMA method for data population in West Java

NASA Astrophysics Data System (ADS)

Supriatna, A.; Susanti, D.; Hertini, E.

2017-01-01

One method of time series that is often used to predict data that contains trend is Holt. Holt method using different parameters used in the original data which aims to smooth the trend value. In addition to Holt, ARIMA method can be used on a wide variety of data including data pattern containing a pattern trend. Data actual of population from 1998-2015 contains the trends so can be solved by Holt and ARIMA method to obtain the prediction value of some periods. The best method is measured by looking at the smallest MAPE and MAE error. The result using Holt method is 47.205.749 populations in 2016, 47.535.324 populations in 2017, and 48.041.672 populations in 2018, with MAPE error is 0,469744 and MAE error is 189.731. While the result using ARIMA method is 46.964.682 populations in 2016, 47.342.189 in 2017, and 47.899.696 in 2018, with MAPE error is 0,4380 and MAE is 176.626.

The Use of Computer-Assisted Identification of ARIMA Time-Series.

ERIC Educational Resources Information Center

Brown, Roger L.

This study was conducted to determine the effects of using various levels of tutorial statistical software for the tentative identification of nonseasonal ARIMA models, a statistical technique proposed by Box and Jenkins for the interpretation of time-series data. The Box-Jenkins approach is an iterative process encompassing several stages of…

Estimating short-run and long-run interaction mechanisms in interictal state.

PubMed

Ozkaya, Ata; Korürek, Mehmet

2010-04-01

We address the issue of analyzing electroencephalogram (EEG) from seizure patients in order to test, model and determine the statistical properties that distinguish between EEG states (interictal, pre-ictal, ictal) by introducing a new class of time series analysis methods. In the present study: firstly, we employ statistical methods to determine the non-stationary behavior of focal interictal epileptiform series within very short time intervals; secondly, for such intervals that are deemed non-stationary we suggest the concept of Autoregressive Integrated Moving Average (ARIMA) process modelling, well known in time series analysis. We finally address the queries of causal relationships between epileptic states and between brain areas during epileptiform activity. We estimate the interaction between different EEG series (channels) in short time intervals by performing Granger-causality analysis and also estimate such interaction in long time intervals by employing Cointegration analysis, both analysis methods are well-known in econometrics. Here we find: first, that the causal relationship between neuronal assemblies can be identified according to the duration and the direction of their possible mutual influences; second, that although the estimated bidirectional causality in short time intervals yields that the neuronal ensembles positively affect each other, in long time intervals neither of them is affected (increasing amplitudes) from this relationship. Moreover, Cointegration analysis of the EEG series enables us to identify whether there is a causal link from the interictal state to ictal state.

The accuracy comparison between ARFIMA and singular spectrum analysis for forecasting the sales volume of motorcycle in Indonesia

NASA Astrophysics Data System (ADS)

Sitohang, Yosep Oktavianus; Darmawan, Gumgum

2017-08-01

This research attempts to compare between two forecasting models in time series analysis for predicting the sales volume of motorcycle in Indonesia. The first forecasting model used in this paper is Autoregressive Fractionally Integrated Moving Average (ARFIMA). ARFIMA can handle non-stationary data and has a better performance than ARIMA in forecasting accuracy on long memory data. This is because the fractional difference parameter can explain correlation structure in data that has short memory, long memory, and even both structures simultaneously. The second forecasting model is Singular spectrum analysis (SSA). The advantage of the technique is that it is able to decompose time series data into the classic components i.e. trend, cyclical, seasonal and noise components. This makes the forecasting accuracy of this technique significantly better. Furthermore, SSA is a model-free technique, so it is likely to have a very wide range in its application. Selection of the best model is based on the value of the lowest MAPE. Based on the calculation, it is obtained the best model for ARFIMA is ARFIMA (3, d = 0, 63, 0) with MAPE value of 22.95 percent. For SSA with a window length of 53 and 4 group of reconstructed data, resulting MAPE value of 13.57 percent. Based on these results it is concluded that SSA produces better forecasting accuracy.

Microgrid optimal scheduling considering impact of high penetration wind generation

NASA Astrophysics Data System (ADS)

Alanazi, Abdulaziz

The objective of this thesis is to study the impact of high penetration wind energy in economic and reliable operation of microgrids. Wind power is variable, i.e., constantly changing, and nondispatchable, i.e., cannot be controlled by the microgrid controller. Thus an accurate forecasting of wind power is an essential task in order to study its impacts in microgrid operation. Two commonly used forecasting methods including Autoregressive Integrated Moving Average (ARIMA) and Artificial Neural Network (ANN) have been used in this thesis to improve the wind power forecasting. The forecasting error is calculated using a Mean Absolute Percentage Error (MAPE) and is improved using the ANN. The wind forecast is further used in the microgrid optimal scheduling problem. The microgrid optimal scheduling is performed by developing a viable model for security-constrained unit commitment (SCUC) based on mixed-integer linear programing (MILP) method. The proposed SCUC is solved for various wind penetration levels and the relationship between the total cost and the wind power penetration is found. In order to reduce microgrid power transfer fluctuations, an additional constraint is proposed and added to the SCUC formulation. The new constraint would control the time-based fluctuations. The impact of the constraint on microgrid SCUC results is tested and validated with numerical analysis. Finally, the applicability of proposed models is demonstrated through numerical simulations.

Synchronous neural interactions assessed by magnetoencephalography: a functional biomarker for brain disorders

NASA Astrophysics Data System (ADS)

Georgopoulos, Apostolos P.; Karageorgiou, Elissaios; Leuthold, Arthur C.; Lewis, Scott M.; Lynch, Joshua K.; Alonso, Aurelio A.; Aslam, Zaheer; Carpenter, Adam F.; Georgopoulos, Angeliki; Hemmy, Laura S.; Koutlas, Ioannis G.; Langheim, Frederick J. P.; Riley McCarten, J.; McPherson, Susan E.; Pardo, José V.; Pardo, Patricia J.; Parry, Gareth J.; Rottunda, Susan J.; Segal, Barbara M.; Sponheim, Scott R.; Stanwyck, John J.; Stephane, Massoud; Westermeyer, Joseph J.

2007-12-01

We report on a test to assess the dynamic brain function at high temporal resolution using magnetoencephalography (MEG). The essence of the test is the measurement of the dynamic synchronous neural interactions, an essential aspect of the brain function. MEG signals were recorded from 248 axial gradiometers while 142 human subjects fixated a spot of light for 45-60 s. After fitting an autoregressive integrative moving average (ARIMA) model and taking the stationary residuals, all pairwise, zero-lag, partial cross-correlations (PCCij0) and their z-transforms (zij0) between i and j sensors were calculated, providing estimates of the strength and sign (positive, negative) of direct synchronous coupling at 1 ms temporal resolution. We found that subsets of zij0 successfully classified individual subjects to their respective groups (multiple sclerosis, Alzheimer's disease, schizophrenia, Sjögren's syndrome, chronic alcoholism, facial pain, healthy controls) and gave excellent external cross-validation results. Contribution by the authors: Designed research (APG); acquired data (AAA, IGK, FJPL, ACL, SML, JJS); analyzed data (APG, EK, ACL, JKL); wrote the paper (APG, EK, ACL, SML); contributed subjects (AAA, ZA, AFC, AG, LSH, IGK, FJPL, SML, JRM, SEM, JVP, PJP, GJP, SJR, BMS, SRS, MS, JJS, JJW); discussed results (All); contributed equally (ZA, AFC, AG, LSH, FJPL, JRM, SEM, JVP, PJP, GJP, SJR, BMS, SRS, MS, JJS, JJW).

Generating Dynamic Persistence in the Time Domain

NASA Astrophysics Data System (ADS)

Guerrero, A.; Smith, L. A.; Smith, L. A.; Kaplan, D. T.

2001-12-01

Many dynamical systems present long-range correlations. Physically, these systems vary from biological to economical, including geological or urban systems. Important geophysical candidates for this type of behaviour include weather (or climate) and earthquake sequences. Persistence is characterised by slowly decaying correlation function; that, in theory, never dies out. The Persistence exponent reflects the degree of memory in the system and much effort has been expended creating and analysing methods that successfully estimate this parameter and model data that exhibits persistence. The most widely used methods for generating long correlated time series are not dynamical systems in the time domain, but instead are derived from a given spectral density. Little attention has been drawn to modelling persistence in the time domain. The time domain approach has the advantage that an observation at certain time can be calculated using previous observations which is particularly suitable when investigating the predictability of a long memory process. We will describe two of these methods in the time domain. One is a traditional approach using fractional ARIMA (autoregressive and moving average) models; the second uses a novel approach to extending a given series using random Fourier basis functions. The statistical quality of the two methods is compared, and they are contrasted with weather data which shows, reportedly, persistence. The suitability of this approach both for estimating predictability and for making predictions is discussed.

A time series analysis of presentations to Queensland health facilities for alcohol-related conditions, following the increase in 'alcopops' tax.

PubMed

Kisely, Steve; Crowe, Elizabeth; Lawrence, David; White, Angela; Connor, Jason

2013-08-01

In response to concerns about the health consequences of high-risk drinking by young people, the Australian Government increased the tax on pre-mixed alcoholic beverages ('alcopops') favoured by this demographic. We measured changes in admissions for alcohol-related harm to health throughout Queensland, before and after the tax increase in April 2008. We used data from the Queensland Trauma Register, Hospitals Admitted Patients Data Collection, and the Emergency Department Information System to calculate alcohol-related admission rates per 100,000 people, for 15 - 29 year-olds. We analysed data over 3 years (April 2006 - April 2009), using interrupted time-series analyses. This covered 2 years before, and 1 year after, the tax increase. We investigated both mental and behavioural consequences (via F10 codes), and intentional/unintentional injuries (S and T codes). We fitted an auto-regressive integrated moving average (ARIMA) model, to test for any changes following the increased tax. There was no decrease in alcohol-related admissions in 15 - 29 year-olds. We found similar results for males and females, as well as definitions of alcohol-related harms that were narrow (F10 codes only) and broad (F10, S and T codes). The increased tax on 'alcopops' was not associated with any reduction in hospital admissions for alcohol-related harms in Queensland 15 - 29 year-olds.

Long-term forecasting of internet backbone traffic.

PubMed

Papagiannaki, Konstantina; Taft, Nina; Zhang, Zhi-Li; Diot, Christophe

2005-09-01

We introduce a methodology to predict when and where link additions/upgrades have to take place in an Internet protocol (IP) backbone network. Using simple network management protocol (SNMP) statistics, collected continuously since 1999, we compute aggregate demand between any two adjacent points of presence (PoPs) and look at its evolution at time scales larger than 1 h. We show that IP backbone traffic exhibits visible long term trends, strong periodicities, and variability at multiple time scales. Our methodology relies on the wavelet multiresolution analysis (MRA) and linear time series models. Using wavelet MRA, we smooth the collected measurements until we identify the overall long-term trend. The fluctuations around the obtained trend are further analyzed at multiple time scales. We show that the largest amount of variability in the original signal is due to its fluctuations at the 12-h time scale. We model inter-PoP aggregate demand as a multiple linear regression model, consisting of the two identified components. We show that this model accounts for 98% of the total energy in the original signal, while explaining 90% of its variance. Weekly approximations of those components can be accurately modeled with low-order autoregressive integrated moving average (ARIMA) models. We show that forecasting the long term trend and the fluctuations of the traffic at the 12-h time scale yields accurate estimates for at least 6 months in the future.

Application and evaluation of forecasting methods for municipal solid waste generation in an Eastern-European city.

PubMed

Rimaityte, Ingrida; Ruzgas, Tomas; Denafas, Gintaras; Racys, Viktoras; Martuzevicius, Dainius

2012-01-01

Forecasting of generation of municipal solid waste (MSW) in developing countries is often a challenging task due to the lack of data and selection of suitable forecasting method. This article aimed to select and evaluate several methods for MSW forecasting in a medium-scaled Eastern European city (Kaunas, Lithuania) with rapidly developing economics, with respect to affluence-related and seasonal impacts. The MSW generation was forecast with respect to the economic activity of the city (regression modelling) and using time series analysis. The modelling based on social-economic indicators (regression implemented in LCA-IWM model) showed particular sensitivity (deviation from actual data in the range from 2.2 to 20.6%) to external factors, such as the synergetic effects of affluence parameters or changes in MSW collection system. For the time series analysis, the combination of autoregressive integrated moving average (ARIMA) and seasonal exponential smoothing (SES) techniques were found to be the most accurate (mean absolute percentage error equalled to 6.5). Time series analysis method was very valuable for forecasting the weekly variation of waste generation data (r (2) > 0.87), but the forecast yearly increase should be verified against the data obtained by regression modelling. The methods and findings of this study may assist the experts, decision-makers and scientists performing forecasts of MSW generation, especially in developing countries.

A Simulation-Based Study on the Comparison of Statistical and Time Series Forecasting Methods for Early Detection of Infectious Disease Outbreaks.

PubMed

Yang, Eunjoo; Park, Hyun Woo; Choi, Yeon Hwa; Kim, Jusim; Munkhdalai, Lkhagvadorj; Musa, Ibrahim; Ryu, Keun Ho

2018-05-11

Early detection of infectious disease outbreaks is one of the important and significant issues in syndromic surveillance systems. It helps to provide a rapid epidemiological response and reduce morbidity and mortality. In order to upgrade the current system at the Korea Centers for Disease Control and Prevention (KCDC), a comparative study of state-of-the-art techniques is required. We compared four different temporal outbreak detection algorithms: the CUmulative SUM (CUSUM), the Early Aberration Reporting System (EARS), the autoregressive integrated moving average (ARIMA), and the Holt-Winters algorithm. The comparison was performed based on not only 42 different time series generated taking into account trends, seasonality, and randomly occurring outbreaks, but also real-world daily and weekly data related to diarrhea infection. The algorithms were evaluated using different metrics. These were namely, sensitivity, specificity, positive predictive value (PPV), negative predictive value (NPV), F1 score, symmetric mean absolute percent error (sMAPE), root-mean-square error (RMSE), and mean absolute deviation (MAD). Although the comparison results showed better performance for the EARS C3 method with respect to the other algorithms, despite the characteristics of the underlying time series data, Holt⁻Winters showed better performance when the baseline frequency and the dispersion parameter values were both less than 1.5 and 2, respectively.

If it works there, will it work here? The effect of a multi-component responsible beverage service (RBS) programme on violence in Oslo.

PubMed

Skardhamar, Torbjørn; Fekjær, Silje Bringsrud; Pedersen, Willy

2016-12-01

The Stockholm Prevents Alcohol and Drug Problems (STAD) programme has been regarded as one of the most successful programmes to date, in reducing alcohol-related violence. This multi-component Responsible Beverage Service (RBS) programme was implemented in Stockholm, Sweden, and has been documented to be extremely effective in reducing alcohol-related nightlife violence. The SALUTT programme in Oslo, Norway was carefully modelled on the STAD project. We investigate whether the results from STAD were replicated in the SALUTT intervention. Using geocoded data, the level of violence in the intervention area was compared with different control areas before and after the intervention. Autoregressive moving average models (ARIMA). The SALUTT programme had no statistically significant effect on violence. However, the level of violence in the different potential control areas of Oslo fluctuated without a clear common trend. Hence, it was difficult to establish proper control areas. The results from the Swedish STAD-intervention were not replicated in Oslo. Successful interventions are not necessarily replicated in other contexts, and the current literature does not shed sufficient light on the conditions under which such interventions actually work. Moreover, more attention should be devoted to the identification of adequate control areas in future research. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

Forecasting of primary energy consumption data in the United States: A comparison between ARIMA and Holter-Winters models

NASA Astrophysics Data System (ADS)

Rahman, A.; Ahmar, A. S.

2017-09-01

This research has a purpose to compare ARIMA Model and Holt-Winters Model based on MAE, RSS, MSE, and RMS criteria in predicting Primary Energy Consumption Total data in the US. The data from this research ranges from January 1973 to December 2016. This data will be processed by using R Software. Based on the results of data analysis that has been done, it is found that the model of Holt-Winters Additive type (MSE: 258350.1) is the most appropriate model in predicting Primary Energy Consumption Total data in the US. This model is more appropriate when compared with Holt-Winters Multiplicative type (MSE: 262260,4) and ARIMA Seasonal model (MSE: 723502,2).

Quantifying streamflow change caused by forest disturbance at a large spatial scale: A single watershed study

NASA Astrophysics Data System (ADS)

Wei, Xiaohua; Zhang, Mingfang

2010-12-01

Climatic variability and forest disturbance are commonly recognized as two major drivers influencing streamflow change in large-scale forested watersheds. The greatest challenge in evaluating quantitative hydrological effects of forest disturbance is the removal of climatic effect on hydrology. In this paper, a method was designed to quantify respective contributions of large-scale forest disturbance and climatic variability on streamflow using the Willow River watershed (2860 km2) located in the central part of British Columbia, Canada. Long-term (>50 years) data on hydrology, climate, and timber harvesting history represented by equivalent clear-cutting area (ECA) were available to discern climatic and forestry influences on streamflow by three steps. First, effective precipitation, an integrated climatic index, was generated by subtracting evapotranspiration from precipitation. Second, modified double mass curves were developed by plotting accumulated annual streamflow against annual effective precipitation, which presented a much clearer picture of the cumulative effects of forest disturbance on streamflow following removal of climatic influence. The average annual streamflow changes that were attributed to forest disturbances and climatic variability were then estimated to be +58.7 and -72.4 mm, respectively. The positive (increasing) and negative (decreasing) values in streamflow change indicated opposite change directions, which suggest an offsetting effect between forest disturbance and climatic variability in the study watershed. Finally, a multivariate Autoregressive Integrated Moving Average (ARIMA) model was generated to establish quantitative relationships between accumulated annual streamflow deviation attributed to forest disturbances and annual ECA. The model was then used to project streamflow change under various timber harvesting scenarios. The methodology can be effectively applied to any large-scale single watershed where long-term data (>50 years) are available.

Forecasting influenza in Hong Kong with Google search queries and statistical model fusion.

PubMed

Xu, Qinneng; Gel, Yulia R; Ramirez Ramirez, L Leticia; Nezafati, Kusha; Zhang, Qingpeng; Tsui, Kwok-Leung

2017-01-01

The objective of this study is to investigate predictive utility of online social media and web search queries, particularly, Google search data, to forecast new cases of influenza-like-illness (ILI) in general outpatient clinics (GOPC) in Hong Kong. To mitigate the impact of sensitivity to self-excitement (i.e., fickle media interest) and other artifacts of online social media data, in our approach we fuse multiple offline and online data sources. Four individual models: generalized linear model (GLM), least absolute shrinkage and selection operator (LASSO), autoregressive integrated moving average (ARIMA), and deep learning (DL) with Feedforward Neural Networks (FNN) are employed to forecast ILI-GOPC both one week and two weeks in advance. The covariates include Google search queries, meteorological data, and previously recorded offline ILI. To our knowledge, this is the first study that introduces deep learning methodology into surveillance of infectious diseases and investigates its predictive utility. Furthermore, to exploit the strength from each individual forecasting models, we use statistical model fusion, using Bayesian model averaging (BMA), which allows a systematic integration of multiple forecast scenarios. For each model, an adaptive approach is used to capture the recent relationship between ILI and covariates. DL with FNN appears to deliver the most competitive predictive performance among the four considered individual models. Combing all four models in a comprehensive BMA framework allows to further improve such predictive evaluation metrics as root mean squared error (RMSE) and mean absolute predictive error (MAPE). Nevertheless, DL with FNN remains the preferred method for predicting locations of influenza peaks. The proposed approach can be viewed a feasible alternative to forecast ILI in Hong Kong or other countries where ILI has no constant seasonal trend and influenza data resources are limited. The proposed methodology is easily tractable and computationally efficient.

Inverse relationship between ambient temperature and admissions for diabetic ketoacidosis and hyperglycemic hyperosmolar state: A 14-year time-series analysis.

PubMed

Lu, Chin-Li; Chang, Hsin-Hui; Chen, Hua-Fen; Ku, Li-Jung Elizabeth; Chang, Ya-Hui; Shen, Hsiu-Nien; Li, Chung-Yi

2016-09-01

This study aimed to investigate the association of admissions for diabetic ketoacidosis (DKA) and hyperglycemic hyperosmolar state (HHS) with ambient temperature and season, respectively in patients with diabetes mellitus (DM), after excluding known co-morbidities that predispose onset of acute hyperglycemia events. This was a time series correlation analysis based on medical claims of 40,084 and 33,947 episodes of admission for DKA and HHS, respectively over a 14-year period in Taiwan. These episodes were not accompanied by co-morbidities known to trigger incidence of DKA and HHS. Monthly temperature averaged from 19 meteorological stations across Taiwan was correlated with monthly rate of admission for DKA or HHS, respectively, using the 'seasonal Autoregressive Integrated Moving Average' (seasonal ARIMA) regression method. There was an inverse relationship between ambient temperature and rates of admission for DKA (β=-0.035, p<0.001) and HHS (β=-0.016, p<0.001), despite a clear decline in rates of DKA/HHS admission in the second half of the study period. We also noted that winter was significantly associated with increased rates of both DKA (β=0.364, p<0.001) and HHS (β=0.129, p<0.05) admissions, as compared with summer. On the other hand, fall was associated with a significantly lower rate of HHS admission (β=-0.016, p<0.05). Further stratified analyses according to sex and age yield essentially similar results. It is suggested that meteorological data can be used to raise the awareness of acute hyperglycemic complication risk for both patients with diabetes and clinicians to further avoid the occurrence of DKA and HHS. Copyright © 2016 Elsevier Ltd. All rights reserved.

Multistep-Ahead Air Passengers Traffic Prediction with Hybrid ARIMA-SVMs Models

PubMed Central

Ming, Wei; Xiong, Tao

2014-01-01

The hybrid ARIMA-SVMs prediction models have been established recently, which take advantage of the unique strength of ARIMA and SVMs models in linear and nonlinear modeling, respectively. Built upon this hybrid ARIMA-SVMs models alike, this study goes further to extend them into the case of multistep-ahead prediction for air passengers traffic with the two most commonly used multistep-ahead prediction strategies, that is, iterated strategy and direct strategy. Additionally, the effectiveness of data preprocessing approaches, such as deseasonalization and detrending, is investigated and proofed along with the two strategies. Real data sets including four selected airlines' monthly series were collected to justify the effectiveness of the proposed approach. Empirical results demonstrate that the direct strategy performs better than iterative one in long term prediction case while iterative one performs better in the case of short term prediction. Furthermore, both deseasonalization and detrending can significantly improve the prediction accuracy for both strategies, indicating the necessity of data preprocessing. As such, this study contributes as a full reference to the planners from air transportation industries on how to tackle multistep-ahead prediction tasks in the implementation of either prediction strategy. PMID:24723814

Study of Various Types of Resonances within the Phonon Damping Model

NASA Astrophysics Data System (ADS)

Dang, Nguyen Dinh

2001-10-01

The main successes of the Phonon Damping Model (PDM)(N. Dinh Dang and A. Arima, Phys. Rev. Lett. 80), 4145 (1998); Nucl. Phys. A 636, 427 (1998); N. Dinh Dang, K. Tanabe, and A. Arima, Phys. Rev. C 58, 3374 (1998). are presented in the description of: 1) the giant dipole resonance (GDR) in highly excited nuclei, 2) the double giant dipole resonance (DGDR) and multiple phonon resonances, 3) the Gamow-Teller resonance (GTR), and 4) the damping of pygmy dipole resonance (PDR) in neutron-rich nuclei. The analyses of results of numerical calculations are discussed in comparison with the experimental systematics on i) the width and the shape of the GDR at finite temperature ^1,(N. Dinh Dang et al., Phys. Rev. C 61), 027302 (2000). and angular momentum(N. Dinh Dang, Nucl. Phys. A 687), 261c (2001). for tin isotopes , ii) the electromagnetic cross sections of DGDR for ^136Xe and ^208Pb on a lead target at relativistic energies(N. Dinh Dang, V. Kim Au, and A. Arima, Phys. Rev. Lett. 85), 1827 (2000)., iii) the strength function of GTR(N. Dinh Dang, T. Suzuki, and A. Arima, Preprint RIKEN-AF-NF 377 (2000), submitted.), and iv) the PDR in oxygen and calcium isotopes(N. Dinh Dang et al., Phys. Rev. C 63), 044302 (2001)..

Behavioral Correlates of System Operational Readiness (SOR): Summary of Workshop Proceedings.

DTIC Science & Technology

1983-10-01

1978) time series ARIMA models Use ARIMA models for (Box & Jenkins, 1976) interrupted time series Stage 7. Interpretation 7.1 Formatting and re...This report describes a 2-day conference called to explore the methodology required to develop a behavioral model of system operational readiness (SOR...Participants discussed (4) the behavioral variables that should be included in the model , (2) the system level measures that should be included, (3

Taming the green-eyed monster: temporal responsivity to cognitive behavioural and cognitive analytic therapy for morbid jealousy.

PubMed

Kellett, Stephen; Totterdell, Peter

2013-03-01

Credible evaluations of the psychological treatment of morbid jealousy are rare. The aim of this study was to evaluate temporal responsivity to cognitive behavioural therapy (CBT) and cognitive analytic therapy (CAT) for morbid jealousy. The methodology involved matched A/B single-case experimental designs (SCED) with extended follow-up, in which two patients and their partners completed daily jealousy target symptom items across the phases of the study. Patients also completed traditional psychometric outcome measures at assessment, post-therapy, and at final follow-up. Both patients received the same number of assessment (n = 3), treatment (n = 13), and follow-up (n = 1) sessions.  Autoregressive Integrated Moving Average (ARIMA) models of the patients' daily target symptom jealousy SCED data indicate the effectiveness of the CAT intervention and the ineffectiveness of the CBT intervention, but both therapies produced large effect sizes. The partner of the CBT patient felt less controlled following therapy, whilst the partner of CAT patient did not perceive any change to his partner. The discussion calls for a stronger evidence base for the psychological treatment of morbid jealousy to be constructed and debates the routine measurement of outcomes for partners of morbidly jealous patients. Measuring outcomes for partners of jealous patients is indicated.   CAT shows promise as an intervention for morbid jealousy. The evidence base for the treatment of morbid jealousy requires further development. © 2011 The British Psychological Society.

Forecasting the mortality rates using Lee-Carter model and Heligman-Pollard model

NASA Astrophysics Data System (ADS)

Ibrahim, R. I.; Ngataman, N.; Abrisam, W. N. A. Wan Mohd

2017-09-01

Improvement in life expectancies has driven further declines in mortality. The sustained reduction in mortality rates and its systematic underestimation has been attracting the significant interest of researchers in recent years because of its potential impact on population size and structure, social security systems, and (from an actuarial perspective) the life insurance and pensions industry worldwide. Among all forecasting methods, the Lee-Carter model has been widely accepted by the actuarial community and Heligman-Pollard model has been widely used by researchers in modelling and forecasting future mortality. Therefore, this paper only focuses on Lee-Carter model and Heligman-Pollard model. The main objective of this paper is to investigate how accurately these two models will perform using Malaysian data. Since these models involves nonlinear equations that are explicitly difficult to solve, the Matrix Laboratory Version 8.0 (MATLAB 8.0) software will be used to estimate the parameters of the models. Autoregressive Integrated Moving Average (ARIMA) procedure is applied to acquire the forecasted parameters for both models as the forecasted mortality rates are obtained by using all the values of forecasted parameters. To investigate the accuracy of the estimation, the forecasted results will be compared against actual data of mortality rates. The results indicate that both models provide better results for male population. However, for the elderly female population, Heligman-Pollard model seems to underestimate to the mortality rates while Lee-Carter model seems to overestimate to the mortality rates.

Predicting and analyzing the trend of traffic accidents deaths in Iran in 2014 and 2015.

PubMed

Mehmandar, Mohammadreza; Soori, Hamid; Mehrabi, Yadolah

2016-01-01

Predicting the trend in traffic accidents deaths and its analysis can be a useful tool for planning and policy-making, conducting interventions appropriate with death trend, and taking the necessary actions required for controlling and preventing future occurrences. Predicting and analyzing the trend of traffic accidents deaths in Iran in 2014 and 2015. It was a cross-sectional study. All the information related to fatal traffic accidents available in the database of Iran Legal Medicine Organization from 2004 to the end of 2013 were used to determine the change points (multi-variable time series analysis). Using autoregressive integrated moving average (ARIMA) model, traffic accidents death rates were predicted for 2014 and 2015, and a comparison was made between this rate and the predicted value in order to determine the efficiency of the model. From the results, the actual death rate in 2014 was almost similar to that recorded for this year, while in 2015 there was a decrease compared with the previous year (2014) for all the months. A maximum value of 41% was also predicted for the months of January and February, 2015. From the prediction and analysis of the death trends, proper application and continuous use of the intervention conducted in the previous years for road safety improvement, motor vehicle safety improvement, particularly training and culture-fostering interventions, as well as approval and execution of deterrent regulations for changing the organizational behaviors, can significantly decrease the loss caused by traffic accidents.

A Modified LS+AR Model to Improve the Accuracy of the Short-term Polar Motion Prediction

NASA Astrophysics Data System (ADS)

Wang, Z. W.; Wang, Q. X.; Ding, Y. Q.; Zhang, J. J.; Liu, S. S.

2017-03-01

There are two problems of the LS (Least Squares)+AR (AutoRegressive) model in polar motion forecast: the inner residual value of LS fitting is reasonable, but the residual value of LS extrapolation is poor; and the LS fitting residual sequence is non-linear. It is unsuitable to establish an AR model for the residual sequence to be forecasted, based on the residual sequence before forecast epoch. In this paper, we make solution to those two problems with two steps. First, restrictions are added to the two endpoints of LS fitting data to fix them on the LS fitting curve. Therefore, the fitting values next to the two endpoints are very close to the observation values. Secondly, we select the interpolation residual sequence of an inward LS fitting curve, which has a similar variation trend as the LS extrapolation residual sequence, as the modeling object of AR for the residual forecast. Calculation examples show that this solution can effectively improve the short-term polar motion prediction accuracy by the LS+AR model. In addition, the comparison results of the forecast models of RLS (Robustified Least Squares)+AR, RLS+ARIMA (AutoRegressive Integrated Moving Average), and LS+ANN (Artificial Neural Network) confirm the feasibility and effectiveness of the solution for the polar motion forecast. The results, especially for the polar motion forecast in the 1-10 days, show that the forecast accuracy of the proposed model can reach the world level.

Deterministic decomposition and seasonal ARIMA time series models applied to airport noise forecasting

NASA Astrophysics Data System (ADS)

Guarnaccia, Claudio; Quartieri, Joseph; Tepedino, Carmine

2017-06-01

One of the most hazardous physical polluting agents, considering their effects on human health, is acoustical noise. Airports are a strong source of acoustical noise, due to the airplanes turbines, to the aero-dynamical noise of transits, to the acceleration or the breaking during the take-off and landing phases of aircrafts, to the road traffic around the airport, etc.. The monitoring and the prediction of the acoustical level emitted by airports can be very useful to assess the impact on human health and activities. In the airports noise scenario, thanks to flights scheduling, the predominant sources may have a periodic behaviour. Thus, a Time Series Analysis approach can be adopted, considering that a general trend and a seasonal behaviour can be highlighted and used to build a predictive model. In this paper, two different approaches are adopted, thus two predictive models are constructed and tested. The first model is based on deterministic decomposition and is built composing the trend, that is the long term behaviour, the seasonality, that is the periodic component, and the random variations. The second model is based on seasonal autoregressive moving average, and it belongs to the stochastic class of models. The two different models are fitted on an acoustical level dataset collected close to the Nice (France) international airport. Results will be encouraging and will show good prediction performances of both the adopted strategies. A residual analysis is performed, in order to quantify the forecasting error features.

Homicide in Chicago from 1890 to 1930: prohibition and its impact on alcohol- and non-alcohol-related homicides.

PubMed

Asbridge, Mark; Weerasinghe, Swarna

2009-03-01

The aim of the current paper is to examine the impact of the enactment of constitutional prohibition in the United States in 1920 on total homicides, alcohol-related homicides and non-alcohol-related homicides in Chicago. Data are drawn from the Chicago Historical Homicide Project, a data set chronicling 11 018 homicides in Chicago between 1870 and 1930. Interrupted time-series and autoregression integrated moving average (ARIMA) models are employed to examine the impact of prohibition on three separate population-adjusted homicide series. All models control for potential confounding from World War I demobilization and from trend data drawn from Wesley Skogan's Time-Series Data from Chicago. Total and non-alcohol-related homicide rates increased during prohibition by 21% and 11%, respectively, while alcohol-related homicides remained unchanged. For other covariates, alcohol-related homicides were related negatively to the size of the Chicago police force and positively to police expenditures and to the proportion of the Chicago population aged 21 years and younger. Non-alcohol-related homicides were related positively to police expenditures and negatively to the size of the Chicago police force. While total and non-alcohol-related homicides in the United States continued to rise during prohibition, a finding consistent with other studies, the rate of alcohol-related homicides remained unchanged. The divergent impact of prohibition on alcohol- and non-alcohol-related homicides is discussed in relation to previous studies of homicide in this era.

Forecasting the number of zoonotic cutaneous leishmaniasis cases in south of Fars province, Iran using seasonal ARIMA time series method.

PubMed

Sharafi, Mehdi; Ghaem, Haleh; Tabatabaee, Hamid Reza; Faramarzi, Hossein

2017-01-01

To predict the trend of cutaneous leishmaniasis and assess the relationship between the disease trend and weather variables in south of Fars province using Seasonal Autoregressive Integrated Moving Average (SARIMA) model. The trend of cutaneous leishmaniasis was predicted using Mini tab software and SARIMA model. Besides, information about the disease and weather conditions was collected monthly based on time series design during January 2010 to March 2016. Moreover, various SARIMA models were assessed and the best one was selected. Then, the model's fitness was evaluated based on normality of the residuals' distribution, correspondence between the fitted and real amounts, and calculation of Akaike Information Criteria (AIC) and Bayesian Information Criteria (BIC). The study results indicated that SARIMA model (4,1,4)(0,1,0) (12) in general and SARIMA model (4,1,4)(0,1,1) (12) in below and above 15 years age groups could appropriately predict the disease trend in the study area. Moreover, temperature with a three-month delay (lag3) increased the disease trend, rainfall with a four-month delay (lag4) decreased the disease trend, and rainfall with a nine-month delay (lag9) increased the disease trend. Based on the results, leishmaniasis follows a descending trend in the study area in case drought condition continues, SARIMA models can suitably measure the disease trend, and the disease follows a seasonal trend. Copyright © 2017 Hainan Medical University. Production and hosting by Elsevier B.V. All rights reserved.

Analysis of Whole-Sky Imager Data to Determine the Validity of PCFLOS models

DTIC Science & Technology

1992-12-01

included in the data sample. 2-5 3.1. Data arrangement for a r x c contingency table ....................... 3-2 3.2. ARIMA models estimated for each...satellites. This model uses the multidimen- sional Boehm Sawtooth Wave Model to establish climatic probabilities through repetitive simula- tions of...analysis techniques to develop an ARIMAe model for each direction at the Columbia and Kirtland sites. Then, the models can be compared and analyzed to

A Regional Analysis of Non-Methane Hydrocarbons And Meteorology of The Rural Southeast United States

DTIC Science & Technology

1996-01-01

Zt is an ARIMA time series. This is a typical regression model , except that it allows for autocorrelation in the error term Z. In this work, an ARMA...data=folder; var residual; run; II Statistical output of 1992 regression model on 1993 ozone data ARIMA Procedure Maximum Likelihood Estimation Approx...at each of the sites, and to show the effect of synoptic meteorology on high ozone by examining NOAA daily weather maps and climatic data

Effect of Detecting and Isolating Clostridium difficile Carriers at Hospital Admission on the Incidence of C difficile Infections: A Quasi-Experimental Controlled Study.

PubMed

Longtin, Yves; Paquet-Bolduc, Bianka; Gilca, Rodica; Garenc, Christophe; Fortin, Elise; Longtin, Jean; Trottier, Sylvie; Gervais, Philippe; Roussy, Jean-François; Lévesque, Simon; Ben-David, Debby; Cloutier, Isabelle; Loo, Vivian G

2016-06-01

Clostridium difficile infection (CDI) is a major cause of health care-associated infection worldwide, and new preventive strategies are urgently needed. Current control measures do not target asymptomatic carriers, despite evidence that they can contaminate the hospital environment and health care workers' hands and potentially transmit C difficile to other patients. To investigate the effect of detecting and isolating C difficile asymptomatic carriers at hospital admission on the incidence of health care-associated CDI (HA-CDI). We performed a controlled quasi-experimental study between November 19, 2013, and March 7, 2015, in a Canadian acute care facility. Admission screening was conducted by detecting the tcdB gene by polymerase chain reaction on a rectal swab. Carriers were placed under contact isolation precautions during their hospitalization. Changes in HA-CDI incidence level and trend during the intervention period (17 periods of 4 weeks each) were compared with the preintervention control period (120 periods of 4 weeks each) by segmented regression analysis and autoregressive integrated moving average (ARIMA) modeling. Concomitant changes in the aggregated HA-CDI incidence at other institutions in Québec City, Québec (n = 6) and the province of Québec (n = 94) were also examined. Overall, 7599 of 8218 (92.5%) eligible patients were screened, among whom 368 (4.8%) were identified as C difficile carriers. During the intervention, 38 patients (3.0 per 10 000 patient-days) developed an HA-CDI compared with 416 patients (6.9 per 10 000 patient-days) during the preintervention control period (P < .001). There was no immediate change in the level of HA-CDIs on implementation (P = .92), but there was a significant decrease in trend over time of 7% per 4-week period (rate ratio, 0.93; 95% CI, 0.87-0.99 per period; P = .02). ARIMA modeling also detected a significant effect of the intervention, represented by a gradual progressive decrease in the HA-CDI time series by an overall magnitude of 7.2 HA-CDIs per 10 000 patient-days. We estimated that the intervention had prevented 63 of the 101 (62.4%) expected cases. By contrast, no significant decrease in HA-CDI rates occurred in the control groups. Detecting and isolating C difficile carriers was associated with a significant decrease in the incidence of HA-CDI. If confirmed in subsequent studies, this strategy could help prevent HA-CDI.

Alternatives to the Moving Average

Treesearch

Paul C. van Deusen

2001-01-01

There are many possible estimators that could be used with annual inventory data. The 5-year moving average has been selected as a default estimator to provide initial results for states having available annual inventory data. User objectives for these estimates are discussed. The characteristics of a moving average are outlined. It is shown that moving average...

Modeling turbidity and flow at daily steps in karst using ARIMA/ARFIMA-GARCH error models

NASA Astrophysics Data System (ADS)

Massei, N.

2013-12-01

Hydrological and physico-chemical variations recorded at karst springs usually reflect highly non-linear processes and the corresponding time series are then very often also highly non-linear. Among others, turbidity, as an important parameter regarding water quality and management, is a very complex response of karst systems to rain events, involving direct transfer of particles from point-source recharge as well as resuspension of particles previously deposited and stored within the system. For those reasons, turbidity modeling has not been well taken in karst hydrological models so far. Most of the time, the modeling approaches would involve stochastic linear models such ARIMA-type models and their derivatives (ARMA, ARMAX, ARIMAX, ARFIMA...). Yet, linear models usually fail to represent well the whole (stochastic) process variability, and their residuals still contain useful information that can be used to either understand the whole variability or to enhance short-term predictability and forecasting. Model residuals are actually not i.i.d., which can be identified by the fact that squared residuals still present clear and significant serial correlation. Indeed, high (low) amplitudes are followed in time by high (low) amplitudes, which can be seen on residuals time series as periods of time during which amplitudes are higher (lower) then the mean amplitude. This is known as the ARCH effet (AutoRegressive Conditional Heteroskedasticity), and the corresponding non-linear process affecting residuals of a linear model can be modeled using ARCH or generalized ARCH (GARCH) non-linear modeling, which approaches are very well known in econometrics. Here we investigated the capability of ARIMA-GARCH error models to represent a ~20-yr daily turbidity time series recorded at a karst spring used for water supply of the city of Le Havre (Upper Normandy, France). ARIMA and ARFIMA models were used to represent the mean behavior of the time series and the residuals clearly appeared to present a pronounced ARCH effect, as confirmed by Ljung-Box and McLeod-Li tests. We then identified and fitted GARCH models to the residuals of ARIMA and ARFIMA models in order to model the conditional variance and volatility of the turbidity time series. The results eventually showed that serial correlation was succesfully removed in the last standardized residuals of the GARCH model, and hence that the ARIMA-GARCH error model appeared consistent for modeling such time series. The approach finally improved short-term (e.g a few steps-ahead) turbidity forecasting.

Time series analysis of temporal networks

NASA Astrophysics Data System (ADS)

Sikdar, Sandipan; Ganguly, Niloy; Mukherjee, Animesh

2016-01-01

A common but an important feature of all real-world networks is that they are temporal in nature, i.e., the network structure changes over time. Due to this dynamic nature, it becomes difficult to propose suitable growth models that can explain the various important characteristic properties of these networks. In fact, in many application oriented studies only knowing these properties is sufficient. For instance, if one wishes to launch a targeted attack on a network, this can be done even without the knowledge of the full network structure; rather an estimate of some of the properties is sufficient enough to launch the attack. We, in this paper show that even if the network structure at a future time point is not available one can still manage to estimate its properties. We propose a novel method to map a temporal network to a set of time series instances, analyze them and using a standard forecast model of time series, try to predict the properties of a temporal network at a later time instance. To our aim, we consider eight properties such as number of active nodes, average degree, clustering coefficient etc. and apply our prediction framework on them. We mainly focus on the temporal network of human face-to-face contacts and observe that it represents a stochastic process with memory that can be modeled as Auto-Regressive-Integrated-Moving-Average (ARIMA). We use cross validation techniques to find the percentage accuracy of our predictions. An important observation is that the frequency domain properties of the time series obtained from spectrogram analysis could be used to refine the prediction framework by identifying beforehand the cases where the error in prediction is likely to be high. This leads to an improvement of 7.96% (for error level ≤20%) in prediction accuracy on an average across all datasets. As an application we show how such prediction scheme can be used to launch targeted attacks on temporal networks. Contribution to the Topical Issue "Temporal Network Theory and Applications", edited by Petter Holme.

Quantified moving average strategy of crude oil futures market based on fuzzy logic rules and genetic algorithms

NASA Astrophysics Data System (ADS)

Liu, Xiaojia; An, Haizhong; Wang, Lijun; Guan, Qing

2017-09-01

The moving average strategy is a technical indicator that can generate trading signals to assist investment. While the trading signals tell the traders timing to buy or sell, the moving average cannot tell the trading volume, which is a crucial factor for investment. This paper proposes a fuzzy moving average strategy, in which the fuzzy logic rule is used to determine the strength of trading signals, i.e., the trading volume. To compose one fuzzy logic rule, we use four types of moving averages, the length of the moving average period, the fuzzy extent, and the recommend value. Ten fuzzy logic rules form a fuzzy set, which generates a rating level that decides the trading volume. In this process, we apply genetic algorithms to identify an optimal fuzzy logic rule set and utilize crude oil futures prices from the New York Mercantile Exchange (NYMEX) as the experiment data. Each experiment is repeated for 20 times. The results show that firstly the fuzzy moving average strategy can obtain a more stable rate of return than the moving average strategies. Secondly, holding amounts series is highly sensitive to price series. Thirdly, simple moving average methods are more efficient. Lastly, the fuzzy extents of extremely low, high, and very high are more popular. These results are helpful in investment decisions.

Forecasting influenza in Hong Kong with Google search queries and statistical model fusion

PubMed Central

Ramirez Ramirez, L. Leticia; Nezafati, Kusha; Zhang, Qingpeng; Tsui, Kwok-Leung

2017-01-01

Background The objective of this study is to investigate predictive utility of online social media and web search queries, particularly, Google search data, to forecast new cases of influenza-like-illness (ILI) in general outpatient clinics (GOPC) in Hong Kong. To mitigate the impact of sensitivity to self-excitement (i.e., fickle media interest) and other artifacts of online social media data, in our approach we fuse multiple offline and online data sources. Methods Four individual models: generalized linear model (GLM), least absolute shrinkage and selection operator (LASSO), autoregressive integrated moving average (ARIMA), and deep learning (DL) with Feedforward Neural Networks (FNN) are employed to forecast ILI-GOPC both one week and two weeks in advance. The covariates include Google search queries, meteorological data, and previously recorded offline ILI. To our knowledge, this is the first study that introduces deep learning methodology into surveillance of infectious diseases and investigates its predictive utility. Furthermore, to exploit the strength from each individual forecasting models, we use statistical model fusion, using Bayesian model averaging (BMA), which allows a systematic integration of multiple forecast scenarios. For each model, an adaptive approach is used to capture the recent relationship between ILI and covariates. Results DL with FNN appears to deliver the most competitive predictive performance among the four considered individual models. Combing all four models in a comprehensive BMA framework allows to further improve such predictive evaluation metrics as root mean squared error (RMSE) and mean absolute predictive error (MAPE). Nevertheless, DL with FNN remains the preferred method for predicting locations of influenza peaks. Conclusions The proposed approach can be viewed a feasible alternative to forecast ILI in Hong Kong or other countries where ILI has no constant seasonal trend and influenza data resources are limited. The proposed methodology is easily tractable and computationally efficient. PMID:28464015

Forecasting daily attendances at an emergency department to aid resource planning

PubMed Central

Sun, Yan; Heng, Bee Hoon; Seow, Yian Tay; Seow, Eillyne

2009-01-01

Background Accurate forecasting of emergency department (ED) attendances can be a valuable tool for micro and macro level planning. Methods Data for analysis was the counts of daily patient attendances at the ED of an acute care regional general hospital from July 2005 to Mar 2008. Patients were stratified into three acuity categories; i.e. P1, P2 and P3, with P1 being the most acute and P3 being the least acute. The autoregressive integrated moving average (ARIMA) method was separately applied to each of the three acuity categories and total patient attendances. Independent variables included in the model were public holiday (yes or no), ambient air quality measured by pollution standard index (PSI), daily ambient average temperature and daily relative humidity. The seasonal components of weekly and yearly periodicities in the time series of daily attendances were also studied. Univariate analysis by t-tests and multivariate time series analysis were carried out in SPSS version 15. Results By time series analyses, P1 attendances did not show any weekly or yearly periodicity and was only predicted by ambient air quality of PSI > 50. P2 and total attendances showed weekly periodicities, and were also significantly predicted by public holiday. P3 attendances were significantly correlated with day of the week, month of the year, public holiday, and ambient air quality of PSI > 50. After applying the developed models to validate the forecast, the MAPE of prediction by the models were 16.8%, 6.7%, 8.6% and 4.8% for P1, P2, P3 and total attendances, respectively. The models were able to account for most of the significant autocorrelations present in the data. Conclusion Time series analysis has been shown to provide a useful, readily available tool for predicting emergency department workload that can be used to plan staff roster and resource planning. PMID:19178716

Application of the Kishimoto-Tamura boson expansion theory to a single-j shell model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, C.T.; Pedrocchi, V.G.; Tamura, T.

1985-11-01

The boson expansion theory of Kishimoto and Tamura is applied to a single-j shell model. It is shown that this theory is quite accurate, giving results that agree very closely with those of the exact fermion calculations. The fast convergence of the boson expansion is also demonstrated. A critical discussion is then made of an earlier paper by Arima, in which he stated that the Kishimoto-Tamura theory gives rise to very poor numerical results. The source of the trouble encountered by Arima is unmasked.

Alcohol and Homicide in Russia and the United States: A Comparative Analysis*

PubMed Central

Landberg, Jonas; Norström, Thor

2011-01-01

Objective: The object of this study was to perform a comparative analysis of the aggregate relationship between alcohol and homicide in Russia and in the United States. The comparison was based on the magnitude of the alcohol effect, the alcohol attributable fraction (AAF), and the degree to which total consumption could account for trends in homicide. Method: We analyzed total and sex-specific homicide rates for the age groups 15–64 years, 15–34 years, and 35–64 years. The study period was 1959–1998 for Russia and 1950–2002 for the United States. For the United States, alcohol consumption was gauged by sales of alcohol; for Russia, estimated unrecorded consumption was included as well. The data were analyzed through autoregressive integrated moving average (ARIMA) modeling. Results: The results show that, for Russia as well as for the United States, a 1 -L increase in consumption was associated with an increase in homicides of about 10%, although the absolute effect was markedly larger in Russia because of differences in homicide rates. The AAF estimates suggested that 73% and 57% of the homicides would be attributable to alcohol in Russia and in the United States, respectively. Most of the temporal variation in the Russian homicide rate could be accounted for by the trend in drinking, whereas the U.S. trend in total alcohol consumption had a more limited ability to predict the trend in homicides. Conclusions: We conclude that the role of alcohol in homicide seems to be larger in Russia than in the United States. PMID:21906499

Impact of Scottish Smoke-Free Legislation on Smoking Quit Attempts and Prevalence

PubMed Central

Mackay, Daniel F.; Haw, Sally; Pell, Jill P.

2011-01-01

Objectives In Scotland, legislation was implemented in March 2006 prohibiting smoking in all wholly or partially enclosed public spaces. We investigated the impact on attempts to quit smoking and smoking prevalence. Methods We performed time series models using Box-Jenkins autoregressive integrated moving averages (ARIMA) on monthly data on the gross ingredient cost of all nicotine replacement therapy (NRT) prescribed in Scotland in 2003–2009, and quarterly data on self-reported smoking prevalence between January 1999 and September 2010 from the Scottish Household Survey. Results NRT prescription costs were significantly higher than expected over the three months prior to implementation of the legislation. Prescription costs peaked at £1.3 million in March 2006; £292,005.9 (95% CI £260,402.3, £323,609, p<0.001) higher than the monthly norm. Following implementation of the legislation, costs fell exponentially by around 26% per month (95% CI 17%, 35%, p<0.001). Twelve months following implementation, the costs were not significantly different to monthly norms. Smoking prevalence fell by 8.0% overall, from 31.3% in January 1999 to 23.7% in July–September 2010. In the quarter prior to implementation of the legislation, smoking prevalence fell by 1.7% (95% CI 2.4%, 1.0%, p<0.001) more than expected from the underlying trend. Conclusions Quit attempts increased in the three months leading up to Scotland's smoke-free legislation, resulting in a fall in smoking prevalence. However, neither has been sustained suggesting the need for additional tobacco control measures and ongoing support. PMID:22110585

Impact of meteorological changes on the incidence of scarlet fever in Hefei City, China

NASA Astrophysics Data System (ADS)

Duan, Yu; Huang, Xiao-lei; Wang, Yu-jie; Zhang, Jun-qing; Zhang, Qi; Dang, Yue-wen; Wang, Jing

2016-10-01

Studies on scarlet fever with meteorological factors included were few. We aimed to illustrate meteorological factors' effects on monthly incidence of scarlet fever. Cases of scarlet fever were collected from the report of legal infectious disease in Hefei City from 1985 to 2006; the meteorological data were obtained from the weather bureau of Hefei City. Monthly incidence and corresponding meteorological data in these 22 years were used to develop the model. The model of auto regressive integrated moving average with covariates was used in statistical analyses. There was a highest peak from March to June and a small peak from November to January. The incidence of scarlet fever ranges from 0 to 0.71502 (per 105 population). SARIMAX (1,0,0)(1,0,0)12 model was fitted with monthly incidence and meteorological data optimally. It was shown that relative humidity ( β = -0.002, p = 0.020), mean temperature ( β = 0.006, p = 0.004), and 1 month lag minimum temperature ( β = -0.007, p < 0.001) had effect on the incidence of scarlet fever in Hefei. Besides, the incidence in a previous month (AR( β) = 0.469, p < 0.001) and in 12 months before (SAR( β) = 0.255, p < 0.001) was positively associated with the incidence. This study shows that scarlet fever incidence was negatively associated with monthly minimum temperature and relative humidity while was positively associated with mean temperature in Hefei City, China. Besides, the ARIMA model could be useful not only for prediction but also for the analysis of multiple correlations.

A hybrid model for PM₂.₅ forecasting based on ensemble empirical mode decomposition and a general regression neural network.

PubMed

Zhou, Qingping; Jiang, Haiyan; Wang, Jianzhou; Zhou, Jianling

2014-10-15

Exposure to high concentrations of fine particulate matter (PM₂.₅) can cause serious health problems because PM₂.₅ contains microscopic solid or liquid droplets that are sufficiently small to be ingested deep into human lungs. Thus, daily prediction of PM₂.₅ levels is notably important for regulatory plans that inform the public and restrict social activities in advance when harmful episodes are foreseen. A hybrid EEMD-GRNN (ensemble empirical mode decomposition-general regression neural network) model based on data preprocessing and analysis is firstly proposed in this paper for one-day-ahead prediction of PM₂.₅ concentrations. The EEMD part is utilized to decompose original PM₂.₅ data into several intrinsic mode functions (IMFs), while the GRNN part is used for the prediction of each IMF. The hybrid EEMD-GRNN model is trained using input variables obtained from principal component regression (PCR) model to remove redundancy. These input variables accurately and succinctly reflect the relationships between PM₂.₅ and both air quality and meteorological data. The model is trained with data from January 1 to November 1, 2013 and is validated with data from November 2 to November 21, 2013 in Xi'an Province, China. The experimental results show that the developed hybrid EEMD-GRNN model outperforms a single GRNN model without EEMD, a multiple linear regression (MLR) model, a PCR model, and a traditional autoregressive integrated moving average (ARIMA) model. The hybrid model with fast and accurate results can be used to develop rapid air quality warning systems. Copyright © 2014 Elsevier B.V. All rights reserved.

Attribution of trends in global vegetation greenness from 1982 to 2011

NASA Astrophysics Data System (ADS)

Zhu, Z.; Xu, L.; Bi, J.; Myneni, R.; Knyazikhin, Y.

2012-12-01

Time series of remotely sensed vegetation indices data provide evidence of changes in terrestrial vegetation activity over the past decades in the world. However, it is difficult to attribute cause-and-effect to vegetation trends because variations in vegetation productivity are driven by various factors. This study investigated changes in global vegetation productivity first, and then attributed the global natural vegetation with greening trend. Growing season integrated normalized difference vegetation index (GSI NDVI) derived from the new GIMMS NDVI3g dataset (1982-2011was analyzed. A combined time series analysis model, which was developed from simper linear trend model (SLT), autoregressive integrated moving average model (ARIMA) and Vogelsang's t-PST model shows that productivity of all vegetation types except deciduous broadleaf forest predominantly showed increasing trends through the 30-year period. The evolution of changes in productivity in the last decade was also investigated. Area of greening vegetation monotonically increased through the last decade, and both the browning and no change area monotonically decreased. To attribute the predominant increase trend of productivity of global natural vegetation, trends of eight climate time series datasets (three temperature, three precipitation and two radiation datasets) were analyzed. The attribution of trends in global vegetation greenness was summarized as relaxation of climatic constraints, fertilization and other unknown reasons. Result shows that nearly all the productivity increase of global natural vegetation was driven by relaxation of climatic constraints and fertilization, which play equally important role in driving global vegetation greenness.; Area fraction and productivity change fraction of IGBP vegetation land cover classes showing statistically significant (10% level) trend in GSI NDVIt;

Predicting and analyzing the trend of traffic accidents deaths in Iran in 2014 and 2015

PubMed Central

Mehmandar, Mohammadreza; Soori, Hamid; Mehrabi, Yadolah

2016-01-01

Background: Predicting the trend in traffic accidents deaths and its analysis can be a useful tool for planning and policy-making, conducting interventions appropriate with death trend, and taking the necessary actions required for controlling and preventing future occurrences. Objective: Predicting and analyzing the trend of traffic accidents deaths in Iran in 2014 and 2015. Settings and Design: It was a cross-sectional study. Materials and Methods: All the information related to fatal traffic accidents available in the database of Iran Legal Medicine Organization from 2004 to the end of 2013 were used to determine the change points (multi-variable time series analysis). Using autoregressive integrated moving average (ARIMA) model, traffic accidents death rates were predicted for 2014 and 2015, and a comparison was made between this rate and the predicted value in order to determine the efficiency of the model. Results: From the results, the actual death rate in 2014 was almost similar to that recorded for this year, while in 2015 there was a decrease compared with the previous year (2014) for all the months. A maximum value of 41% was also predicted for the months of January and February, 2015. Conclusion: From the prediction and analysis of the death trends, proper application and continuous use of the intervention conducted in the previous years for road safety improvement, motor vehicle safety improvement, particularly training and culture-fostering interventions, as well as approval and execution of deterrent regulations for changing the organizational behaviors, can significantly decrease the loss caused by traffic accidents. PMID:27308255

New methods for the condition monitoring of level crossings

NASA Astrophysics Data System (ADS)

García Márquez, Fausto Pedro; Pedregal, Diego J.; Roberts, Clive

2015-04-01

Level crossings represent a high risk for railway systems. This paper demonstrates the potential to improve maintenance management through the use of intelligent condition monitoring coupled with reliability centred maintenance (RCM). RCM combines advanced electronics, control, computing and communication technologies to address the multiple objectives of cost effectiveness, improved quality, reliability and services. RCM collects digital and analogue signals utilising distributed transducers connected to either point-to-point or digital bus communication links. Assets in many industries use data logging capable of providing post-failure diagnostic support, but to date little use has been made of combined qualitative and quantitative fault detection techniques. The research takes the hydraulic railway level crossing barrier (LCB) system as a case study and develops a generic strategy for failure analysis, data acquisition and incipient fault detection. For each barrier the hydraulic characteristics, the motor's current and voltage, hydraulic pressure and the barrier's position are acquired. In order to acquire the data at a central point efficiently, without errors, a distributed single-cable Fieldbus is utilised. This allows the connection of all sensors through the project's proprietary communication nodes to a high-speed bus. The system developed in this paper for the condition monitoring described above detects faults by means of comparing what can be considered a 'normal' or 'expected' shape of a signal with respect to the actual shape observed as new data become available. ARIMA (autoregressive integrated moving average) models were employed for detecting faults. The statistical tests known as Jarque-Bera and Ljung-Box have been considered for testing the model.

Smal-Scale Spatial Differences in Supply-Side Ecology of Barnacle Larvae Involves a Complex Suite of Factors (Including Surface Tide, Internal Tides And Surface Winds) in Baja California

NASA Astrophysics Data System (ADS)

Valencia, A.; Ladah, L. B.

2016-02-01

The objective of this study was to quantify and compare the daily settlement rate of barnacle larvae of Chthamalus spp. at small spatial scales ( 1 km) at three sites with unique geomorphology. Simultaneously, water-column temperature, currents, and coastal winds were measured to detect potential physical transport mechanisms responsible for supply of planktonic larvae to the coast. Autocorrelation artifacts in the environmental and settlement time series were removed with the Autoregressive Integrated Moving Average (ARIMA) and their residuals were used to perform a Principal Component Analysis (PCA). This analysis was carried out to determine the independent modes of variability in the environmental forcing mechanisms that may explain the settlement patterns. We found synchronous settlement pulses occurring throughout the study. Settlement at the wave exposed site was only associated to the wind-forcing mode and not to internal waves, which had not been detected previously and was surprising, considering the strong semidiurnal internal tide at this site. Settlement at both the reef-bounded site and the inside-bay site associated to vertical isotherm displacements, thereby suggesting the importance of internal waves for supply-side ecology at these more southern sites. Our results suggest that a complex suite of factors may interact to result in larval supply at the same site, and that larval supply at nearby sites may be forced by different factors due to differences in geomorphology and/or bathymetry, explaining spatial heterogeneity often detected in larval supply and settlement.

Effect of EHR user interface changes on internal prescription discrepancies.

PubMed

Turchin, A; Sawarkar, A; Dementieva, Y A; Breydo, E; Ramelson, H

2014-01-01

To determine whether specific design interventions (changes in the user interface (UI)) of an electronic health record (EHR) medication module are associated with an increase or decrease in the incidence of contradictions between the structured and narrative components of electronic prescriptions (internal prescription discrepancies). We performed a retrospective analysis of 960,000 randomly selected electronic prescriptions generated in a single EHR between 01/2004 and 12/2011. Internal prescription discrepancies were identified using a validated natural language processing tool with recall of 76% and precision of 84%. A multivariable autoregressive integrated moving average (ARIMA) model was used to evaluate the effect of five UI changes in the EHR medication module on incidence of internal prescription discrepancies. Over the study period 175,725 (18.4%) prescriptions were found to have internal discrepancies. The highest rate of prescription discrepancies was observed in March 2006 (22.5%) and the lowest in March 2009 (15.0%). Addition of "as directed" option to the dropdown decreased prescription discrepancies by 195 / month (p = 0.0004). An non-interruptive alert that reminded providers to ensure that structured and narrative components did not contradict each other decreased prescription discrepancies by 145 / month (p = 0.03). Addition of a "Renew / Sign" button to the Medication module (a negative control) did not have an effect in prescription discrepancies. Several UI changes in the electronic medication module were effective in reducing the incidence of internal prescription discrepancies. Further research is needed to identify interventions that can completely eliminate this type of prescription error and their effects on patient outcomes.

Modeling and Forecasting Influenza-like Illness (ILI) in Houston, Texas Using Three Surveillance Data Capture Mechanisms.

PubMed

Paul, Susannah; Mgbere, Osaro; Arafat, Raouf; Yang, Biru; Santos, Eunice

2017-01-01

Objective The objective was to forecast and validate prediction estimates of influenza activity in Houston, TX using four years of historical influenza-like illness (ILI) from three surveillance data capture mechanisms. Background Using novel surveillance methods and historical data to estimate future trends of influenza-like illness can lead to early detection of influenza activity increases and decreases. Anticipating surges gives public health professionals more time to prepare and increase prevention efforts. Methods Data was obtained from three surveillance systems, Flu Near You, ILINet, and hospital emergency center (EC) visits, with diverse data capture mechanisms. Autoregressive integrated moving average (ARIMA) models were fitted to data from each source for week 27 of 2012 through week 26 of 2016 and used to forecast influenza-like activity for the subsequent 10 weeks. Estimates were then compared to actual ILI percentages for the same period. Results Forecasted estimates had wide confidence intervals that crossed zero. The forecasted trend direction differed by data source, resulting in lack of consensus about future influenza activity. ILINet forecasted estimates and actual percentages had the least differences. ILINet performed best when forecasting influenza activity in Houston, TX. Conclusion Though the three forecasted estimates did not agree on the trend directions, and thus, were considered imprecise predictors of long-term ILI activity based on existing data, pooling predictions and careful interpretations may be helpful for short term intervention efforts. Further work is needed to improve forecast accuracy considering the promise forecasting holds for seasonal influenza prevention and control, and pandemic preparedness.

Are suppression and deterrence mechanisms enough? Examining the "pulling levers" drug market intervention strategy in Peoria, Illinois, USA.

PubMed

Corsaro, Nicholas; Brunson, Rod K

2013-03-01

Police agencies across the globe enforce laws that prohibit drug transportation, distribution, and use with varying degrees of effectiveness. Within the United States, law enforcement strategies that rely on partnerships between criminal justice officials, neighbourhood residents, and social service providers (i.e., collaborative implementation) have shown considerable promise for reducing crime and disorder associated with open-air drug markets. The current study examines a comprehensive police enforcement strategy conducted in Peoria, Illinois (USA) designed to reduce patterns of crime and violence associated with an open-air drug market in a specific neighbourhood. Change in neighbourhood crime was assessed using Autoregressive Integrated Moving Average (ARIMA) interrupted time series analysis. Further, target area residents were surveyed to gauge their awareness of the police intervention as well as perceived changes in local crime patterns. Analyses indicate that the intervention did not produce significant changes in neighbourhood crime offense rates between pre- and post-intervention periods. In addition, the majority of surveyed residents within the target area did not demonstrate an awareness of the intervention nor did they report perceived changes in local crime patterns. Study findings suggest that police-led approaches in the absence of high levels of community awareness and involvement may have less capacity to generate crime-control when focusing on open-air drug markets. We propose that police agencies adopting this strategy invest considerable resources toward achieving community awareness and participation in order to increase the potential for attaining significant and substantive programmatic impact. Copyright © 2013 Elsevier B.V. All rights reserved.

Time series regression model for infectious disease and weather.

PubMed

Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro

2015-10-01

Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

A hybrid wavelet de-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series.

PubMed

Wang, Dong; Borthwick, Alistair G; He, Handan; Wang, Yuankun; Zhu, Jieyu; Lu, Yuan; Xu, Pengcheng; Zeng, Xiankui; Wu, Jichun; Wang, Lachun; Zou, Xinqing; Liu, Jiufu; Zou, Ying; He, Ruimin

2018-01-01

Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, wavelet de-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. Compared to three other generic methods, the results generated by WD-REPA model presented invariably smaller error measures which means the forecasting capability of the WD-REPA model is better than other models. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series. Copyright © 2017 Elsevier Inc. All rights reserved.

Assessment of seasonality in exposure to dioxins, furans and dioxin-like PCBs by using long-term food-consumption data.

PubMed

Feinberg, M; Soler, L; Contenot, S; Verger, P

2011-04-01

According to the European Food Safety Authority (EFSA) guidance related to uncertainties in dietary exposure assessment, exposure assessment based on short-term food-consumption surveys, such as 24-h recalls or 2-day records, tend to overestimate long-term exposure because of the assumption that the dietary pattern will be similar day after day over a lifetime. The aim of this study was to make an assessment of dietary exposure to polychlorinated dibenzodioxins (PCDDs) and polychlorinated dibenzofurans (PCDFs), also called 'dioxins' and 'dioxin-like PCBs', using long-term household purchase and consumption survey data collected by TNS-Secodip. Weekly purchases of the major dioxins and dl-PCB vector products of these contaminants were collected for 328 single-person households, who participated at TNS-Secodip consumption surveys from 2003 to 2005 and who were single-person households in order to estimate better their consumption. These data were combined with average contamination levels of food products. Weekly gross average exposure was estimated at 10.2 pg toxic equivalent (WHO TEQ) kg(-1) bw week(-1) (95% confidence interval [9.6, 10.9]). According to the typical shape of the distribution of individual weekly exposures, it is sensible to fit an exponential law to these data. The mean was therefore 12.1 pg WHO TEQ kg(-1) bw week(-1). This value is higher than the arithmetic mean because it better takes into account inter-individual variability. It was estimated that about 20% of persons in this sample were exceeding the current health-based guidance value mainly due to high consumption of seafood and/or dairy products. Thanks to long survey duration (3 years) and the weekly recording of food consumption, it was possible to demonstrate the actual seasonality of dietary exposure to dioxins and dl-PCBs with a maximum between March and September; similar seasonality is observable for fish consumption. Autoregressive integrated moving average (ARIMA) models were adjusted to the time series and it was demonstrated that the number of times the upper limit of confidence intervals exceeds the provisional tolerable weekly intake (PTWI) is about 15 weeks per year on average. Finally, compared with the results obtained from data collected in the short-term surveys (1 week), this study does not suggest that short-term consumption surveys tend to overestimate the long-term exposure.

Forecasting of monthly inflow and outflow currency using time series regression and ARIMAX: The Idul Fitri effect

NASA Astrophysics Data System (ADS)

Ahmad, Imam Safawi; Setiawan, Suhartono, Masun, Nunun Hilyatul

2015-12-01

Currency plays an important role in economic transactions of Indonesian society. In order to guarantee the availability of currency, Bank Indonesia needs to develop demand and supply planning of currency. The purpose of this study is to get model and predict inflow and outflow of currency in KPW BI Region IV (East Java) with ARIMA method, time series regression and ARIMAX. The data of monthly inflow and outflow is used of currency in KPW BI Surabaya, Malang, Kediri and Jember.The observation period starting from January 2003 to December 2014. Based on the smallest values of out-sample RMSE and SMAPE, ARIMA is the best model to predict the outflow of currency in KPW BI Surabaya and ARIMAX for KPW BI Malang, Kediri and Jember. The best forecasting model for inflow of currency in KPW BI Surabaya, Malang, Kediri and Jember chronologically as follows are calendar variation model, transfer function, ARIMA, and time series regression. These results indicates that the more complex models may not necessarily produce a more accurate forecast as the result of M3-Competition.

A Case Study to Improve Emergency Room Patient Flow at Womack Army Medical Center

DTIC Science & Technology

2009-06-01

use just the previous month, moving average 2-month period ( MA2 ) uses the average from the previous two months, moving average 3-month period (MA3...ED prior to discharge by provider) MA2 /MA3/MA4 - moving averages of 2-4 months in length MAD - mean absolute deviation (measure of accuracy for

Examining spatial-temporal variability and prediction of rainfall in North-eastern Nigeria

NASA Astrophysics Data System (ADS)

Muhammed, B. U.; Kaduk, J.; Balzter, H.

2012-12-01

In the last 50 years rainfall in North-eastern Nigeria under the influence of the West African Monsoon (WAM) has been characterised by large annual variations with severe droughts recorded in 1967-1973, and 1983-1987. This variability in rainfall has a large impact on the regions agricultural output, economy and security where the majority of the people depend on subsistence agriculture. In the 1990s there was a sign of recovery with higher annual rainfall totals compared to the 1961-1990 period but annual totals were slightly above the long term mean for the century. In this study we examine how significant this recovery is by analysing medium-term (1980-2006) rainfall of the region using the Climate Research Unit (CRU) and National Centre for Environment Prediction (NCEP) precipitation ½ degree, 6 hourly reanalysis data set. Percentage coefficient of variation increases northwards for annual rainfall (10%-35%) and the number of rainy days (10%-50%). The standardized precipitation index (SPI) of the area shows 7 years during the period as very wet (1996, 1999, 2003 and 2004) with SPI≥1.5 and moderately wet (1993, 1998, and 2006) with values of 1.0≥SPI≤1.49. Annual rainfall indicates a recovery from the 1990s and onwards but significant increases (in the amount of rainfall and number of days recorded with rainfall) is only during the peak of the monsoon season in the months of August and September (p<0.05) with no significant increases in the months following the onset of rainfall. Forecasting of monthly rainfall was made using the Auto Regressive Integrated Moving Average (ARIMA) model. The model is further evaluated using 24 months rainfall data yielding r=0.79 (regression slope=0.8; p<0.0001) in the sub-humid part of the study area and r=0.65 (regression slope=0.59, and p<0.0001) in the northern semi-arid part. The results suggest that despite the positive changes in rainfall (without significant increases in the months following the onset of the monsoon), the area has not fully recovered from the drought years of the 1960s, 70s, and 80s. These findings also highlight the implications of the current recovery on rain fed agriculture and water resources in the study area. The strong correlation and a root mean square error of 64.8 mm between the ARIMA model and the rainfall data used for this study indicates that the model can be satisfactorily used in forecasting rainfall in the in the sub-humid part of North-eastern Nigeria over a 24 months period.

Development of the statistical ARIMA model: an application for predicting the upcoming of MJO index

NASA Astrophysics Data System (ADS)

Hermawan, Eddy; Nurani Ruchjana, Budi; Setiawan Abdullah, Atje; Gede Nyoman Mindra Jaya, I.; Berliana Sipayung, Sinta; Rustiana, Shailla

2017-10-01

This study is mainly concerned in development one of the most important equatorial atmospheric phenomena that we call as the Madden Julian Oscillation (MJO) which having strong impacts to the extreme rainfall anomalies over the Indonesian Maritime Continent (IMC). In this study, we focused to the big floods over Jakarta and surrounded area that suspecting caused by the impacts of MJO. We concentrated to develop the MJO index using the statistical model that we call as Box-Jenkis (ARIMA) ini 1996, 2002, and 2007, respectively. They are the RMM (Real Multivariate MJO) index as represented by RMM1 and RMM2, respectively. There are some steps to develop that model, starting from identification of data, estimated, determined model, before finally we applied that model for investigation some big floods that occurred at Jakarta in 1996, 2002, and 2007 respectively. We found the best of estimated model for the RMM1 and RMM2 prediction is ARIMA (2,1,2). Detailed steps how that model can be extracted and applying to predict the rainfall anomalies over Jakarta for 3 to 6 months later is discussed at this paper.

Mexico's methamphetamine precursor chemical interventions: impacts on drug treatment admissions.

PubMed

Cunningham, James K; Bojorquez, Ietza; Campollo, Octavio; Liu, Lon-Mu; Maxwell, Jane Carlisle

2010-11-01

To help counter problems related to methamphetamine, Mexico has implemented interventions targeting pseudoephedrine and ephedrine, the precursor chemicals commonly used in the drug's synthesis. This study examines whether the interventions impacted methamphetamine treatment admissions-an indicator of methamphetamine consequences. Quasi-experiment: autoregressive integrated moving average (ARIMA)-based intervention time-series analysis. precursor chemical restrictions implemented beginning November 2005; major rogue precursor chemical company closed (including possibly the largest single drug-cash seizure in history) March 2007; precursor chemicals banned from Mexico (North America's first precursor ban) August 2008. Mexico and Texas (1996-2008). Monthly treatment admissions for methamphetamine (intervention series) and cocaine, heroin and alcohol (quasi-control series). The precursor restriction was associated with temporary methamphetamine admissions decreases of 12% in Mexico and 11% in Texas. The company closure was associated with decreases of 56% in Mexico and 48% in Texas; these decreases generally remained to the end of the study period. Neither intervention was associated with significant changes in the Mexico or Texas quasi-control series. The analysis of Mexico's ban was indeterminate due largely to a short post-ban series. This study, one of the first quasi-experimental analyses of an illicit-drug policy in Mexico, indicates that the country's precursor interventions were associated with positive impacts domestically and in one of the Unites States' most populous states--Texas. These interventions, coupled with previous US and Canadian interventions, amount to a new, relatively cohesive level of methamphetamine precursor control across North America's largest nations, raising the possibility that the impacts found here could continue for an extended period. © 2010 The Authors. Journal compilation © 2010 Society for the Study of Addiction.

Reduction in fluoroquinolone use following introduction of ertapenem into a hospital formulary is associated with improvement in susceptibility of Pseudomonas aeruginosa to group 2 carbapenems: a 10-year study.

PubMed

Cook, Paul P; Gooch, Michael; Rizzo, Shemra

2011-12-01

We examined the effect of the addition of ertapenem to our hospital formulary on the resistance of nosocomial Pseudomonas aeruginosa to group 2 carbapenems (imipenem, meropenem, and doripenem). This was a retrospective, observational study conducted between 1 January 2000 and 31 January 2009 at a large, tertiary-care hospital. Autoregressive integrated moving average (ARIMA) regression models were used to evaluate the effect of ertapenem use on the susceptibility of Pseudomonas aeruginosa to group 2 carbapenems as well as on the use of the group 2 carbapenems, ciprofloxacin, and other antipseudomonal drugs (i.e., tobramycin, cefepime, and piperacillin-tazobactam). Resistance was expressed as a percentage of total isolates as well as the number of carbapenem-resistant bacterial isolates per 10,000 patient days. Pearson correlation was used to assess the relationship between antibiotic use and carbapenem resistance. Following the addition of ertapenem to the formulary, there was a statistically significant decrease in the percentage of Pseudomonas aeruginosa isolates resistant to the group 2 carbapenems (P = 0.003). Group 2 carbapenem use and the number of carbapenem-resistant Pseudomonas aeruginosa isolates per 10,000 patient days did not change significantly over the time period. There was a large decrease in the use of ciprofloxacin (P = 0.0033), and there was a correlation of ciprofloxacin use with the percentage of isolates resistant to the group 2 carbapenems (ρ = 0.47, P = 0.002). We suspect that the improvement in susceptibility of Pseudomonas aeruginosa to group 2 carbapenems was related to a decrease in ciprofloxacin use.

US federal cocaine essential (‘precursor’) chemical regulation impacts on US cocaine availability: an intervention time–series analysis with temporal replication

PubMed Central

Callaghan, Russell C.; Liu, Lon‐Mu

2015-01-01

Abstract Background and Aims Research shows that essential/precursor chemical controls have had substantial impacts on US methamphetamine and heroin availability. This study examines whether US federal essential chemical regulations have impacted US cocaine seizure amount, price and purity—indicators of cocaine availability. Design Autoregressive integrated moving average (ARIMA)‐intervention time–series analysis was used to assess the impacts of four US regulations targeting cocaine manufacturing chemicals: potassium permanganate/selected solvents, implemented October 1989 sulfuric acid/hydrochloric acid, implemented October 1992; methyl isobutyl ketone, implemented May 1995; and sodium permanganate, implemented December 2006. Of these chemicals, potassium permanganate and sodium permanganate are the most critical to cocaine production. Setting Conterminous United States (January 1987—April 2011). Measurements Monthly time–series: purity‐adjusted cocaine seizure amount (in gross weight seizures < 6000 grams), purity‐adjusted price (all available seizures), and purity (all available seizures). Data source: System to Retrieve Information from Drug Evidence. Findings The 1989 potassium permanganate/solvents regulation was associated with a seizure amount decrease (change in series level) of 28% (P < 0.05), a 36% increase in price (P < 0.05) and a 4% decrease in purity (P < 0.05). Availability recovered in 1–2 years. The 2006 potassium permanganate regulation was associated with a 22% seizure amount decrease (P < 0.05), 100% price increase (P < 0.05) and 35% purity decrease (P < 0.05). Following the 2006 regulation, essentially no recovery occurred to April 2011. The other two chemical regulations were associated with statistically significant but lesser declines in indicated availability. Conclusions In the United States, essential chemical controls from 1989 to 2006 were associated with pronounced downturns in cocaine availability. PMID:25559418

US federal cocaine essential ('precursor') chemical regulation impacts on US cocaine availability: an intervention time-series analysis with temporal replication.

PubMed

Cunningham, James K; Callaghan, Russell C; Liu, Lon-Mu

2015-05-01

Research shows that essential/precursor chemical controls have had substantial impacts on US methamphetamine and heroin availability. This study examines whether US federal essential chemical regulations have impacted US cocaine seizure amount, price and purity-indicators of cocaine availability. Autoregressive integrated moving average (ARIMA)-intervention time-series analysis was used to assess the impacts of four US regulations targeting cocaine manufacturing chemicals: potassium permanganate/selected solvents, implemented October 1989 sulfuric acid/hydrochloric acid, implemented October 1992; methyl isobutyl ketone, implemented May 1995; and sodium permanganate, implemented December 2006. Of these chemicals, potassium permanganate and sodium permanganate are the most critical to cocaine production. Conterminous United States (January 1987-April 2011). Monthly time-series: purity-adjusted cocaine seizure amount (in gross weight seizures < 6000 grams), purity-adjusted price (all available seizures), and purity (all available seizures). System to Retrieve Information from Drug Evidence. The 1989 potassium permanganate/solvents regulation was associated with a seizure amount decrease (change in series level) of 28% (P < 0.05), a 36% increase in price (P < 0.05) and a 4% decrease in purity (P < 0.05). Availability recovered in 1-2 years. The 2006 potassium permanganate regulation was associated with a 22% seizure amount decrease (P < 0.05), 100% price increase (P < 0.05) and 35% purity decrease (P < 0.05). Following the 2006 regulation, essentially no recovery occurred to April 2011. The other two chemical regulations were associated with statistically significant but lesser declines in indicated availability. In the United States, essential chemical controls from 1989 to 2006 were associated with pronounced downturns in cocaine availability. © 2015 The Authors. Addiction published by John Wiley & Sons Ltd on behalf of Society for the Study of Addiction.

Impact of US and Canadian precursor regulation on methamphetamine purity in the United States.

PubMed

Cunningham, James K; Liu, Lon-Mu; Callaghan, Russell

2009-03-01

Reducing drug purity is a major, but largely unstudied, goal of drug suppression. This study examines whether US methamphetamine purity was impacted by the suppression policy of US and Canadian precursor chemical regulation. Autoregressive integrated moving average (ARIMA)-intervention time-series analysis. Continental United States and Hawaii (1985-May 2005). Interventions US federal regulations targeting precursors, ephedrine and pseudoephedrine, in forms used by large-scale producers were implemented in November 1989, August 1995 and October 1997. US regulations targeting precursors in forms used by small-scale producers (e.g. over-the-counter medications) were implemented in October 1996 and October 2001. Canada implemented federal precursor regulations in January 2003 and July 2003 and an essential chemical (e.g. acetone) regulation in January 2004. Monthly median methamphetamine purity series. US regulations targeting large-scale producers were associated with purity declines of 16-67 points; those targeting small-scale producers had little or no impact. Canada's precursor regulations were associated with purity increases of 13-15 points, while its essential chemical regulation was associated with a 13-point decrease. Hawaii's purity was consistently high, and appeared to vary little with the 1990s/2000s regulations. US precursor regulations targeting large-scale producers were associated with substantial decreases in continental US methamphetamine purity, while regulations targeting over-the-counter medications had little or no impact. Canada's essential chemical regulation was also associated with a decrease in continental US purity. However, Canada's precursor regulations were associated with purity increases: these regulations may have impacted primarily producers of lower-quality methamphetamine, leaving higher-purity methamphetamine on the market by default. Hawaii's well-known preference for 'ice' (high-purity methamphetamine) may have helped to constrain purity there to a high, attenuated range, possibly limiting its sensitivity to precursor regulation.

Longitudinal trends in use and costs of targeted therapies for common cancers in Taiwan: a retrospective observational study

PubMed Central

Hsu, Jason C; Lu, Christine Y

2016-01-01

Objectives Some targeted therapies have improved survival and overall quality of cancer care generally, but these increasingly expensive medicines have led to increases in pharmaceutical expenditure. This study examined trends in use and expenditures of antineoplastic agents in Taiwan, and estimated market shares by prescription volume and costs of targeted therapies over time. We also determined which cancer types accounted for the highest use of targeted therapies. Design This is a retrospective observational study focusing on the utilisation of targeted therapies for treatment of cancer. Setting The monthly claims data for antineoplastic agents were retrieved from Taiwan's National Health Insurance Research Database (2009–2012). Main outcome measures We calculated market shares by prescription volume and costs for each class of antineoplastic agent by cancer type. Using a time series design with Autoregressive Integrated Moving Average (ARIMA) models, we estimated trends in use and costs of targeted therapies. Results Among all antineoplastic agents, use of targeted therapies grew from 6.24% in 2009 to 12.29% in 2012, but their costs rose from 26.16% to 41.57% in that time. Monoclonal antibodies and protein kinase inhibitors contributed the most (respectively, 23.84% and 16.12% of costs for antineoplastic agents in 2012). During 2009–2012, lung (44.64% of use; 28.26% of costs), female breast (16.49% of use; 27.18% of costs) and colorectal (12.11% of use; 13.16% of costs) cancers accounted for the highest use of targeted therapies. Conclusions In Taiwan, targeted therapies are increasingly used for different cancers, representing a substantial economic burden. It is important to establish mechanisms to monitor their use and outcomes. PMID:27266775

Self-Monitoring of Blood Glucose Levels: Evaluating the Impact of a Policy of Quantity Limits on Test-Strip Use and Costs.

PubMed

Gomes, Tara; Martins, Diana; Tadrous, Mina; Paterson, J Michael; Shah, Baiju R; Juurlink, David N; Singh, Samantha; Mamdani, Muhammad M

2016-10-01

To evaluate the impact of new quantity limits for blood glucose test strips (BGTS) in August 2013 on utilization patterns and costs in the elderly population of Ontario, Canada. We conducted a population-based, cross-sectional time series analysis of all individuals 65 years of age and older who received publically funded BGTSs between August 1, 2010, and July 31, 2015, in Ontario, Canada. The number of BGTSs dispensed and the associated costs were measured for 4 diabetes therapy subgroups-insulin, hypoglycemia-inducing oral agents, non-hypoglycemia-inducing oral agents, and no drug therapy-each month during the study period. We used interventional autoregressive integrated moving average (ARIMA) models to assess the impact of Ontario's policy change on test strip use and costs. In the course of the study period, 657,338,177 test strips were dispensed to elderly patients in Ontario, at a total cost of CAN$482.3 million. Introduction of quantity limits was associated with significant reductions in the number of monthly strips dispensed and the associated costs (p<0.0001). In the year following the policy's implementation, test strip use decreased by 22.2% compared with the prior year (from 145,232,024 test strips to 113,007,795 test strips, a net decrease of 32,224,229 strips), resulting in a 22.5% reduction in costs (from $106.5 million to $82.6 million, a net cost reduction of approximately $24 million). The introduction of quantity limits, aligned with guidance from the Canadian Diabetes Association, led to immediate significant reductions in BGTS dispensing and costs. More research is needed to assess the impact of this policy on patient outcomes. Copyright © 2016 Canadian Diabetes Association. Published by Elsevier Inc. All rights reserved.

Early impact of a national multi-faceted road safety intervention program in Mexico: results of a time-series analysis.

PubMed

Chandran, Aruna; Pérez-Núñez, Ricardo; Bachani, Abdulgafoor M; Híjar, Martha; Salinas-Rodríguez, Aarón; Hyder, Adnan A

2014-01-01

In January 2008, a national multifaceted road safety intervention program (IMESEVI) funded by the Bloomberg Philanthropies was launched in Mexico. Two years later in 2010, IMESEVI was refocused as part of a 10-country international consortium demonstration project (IMESEVI/RS10). We evaluate the initial effects of each phase of the road safety intervention project on numbers of RT crashes, injuries and deaths in Mexico and in the two main target cities of Guadalajara-Zapopan and León. An interrupted time series analysis using autoregressive integrated moving average (ARIMA) modeling was performed using monthly data of rates of RT crashes and injuries (police data), as well as deaths (mortality system data) from 1999-2011 with dummy variables representing each intervention phase. In the period following the first intervention phase at the country level and in the city of León, the rate of RT crashes decreased significantly (p<0.05). Notably, following the second intervention phase although there was no reduction at the country level, there has been a decrease in the RT crash rate in both Guadalajara-Zapopan (p = 0.029) and in León (p = 0.029). There were no significant differences in the RT injury or death rates following either intervention phase in either city. These initial results suggest that a multi-faceted road safety intervention program appears to be effective in reducing road crashes in a middle-income country setting. Further analysis is needed to differentiate the effects of various interventions, and to determine what other economic and political factors might have affected this change.

Impact of meteorological changes on the incidence of scarlet fever in Hefei City, China.

PubMed

Duan, Yu; Huang, Xiao-Lei; Wang, Yu-Jie; Zhang, Jun-Qing; Zhang, Qi; Dang, Yue-Wen; Wang, Jing

2016-10-01

Studies on scarlet fever with meteorological factors included were few. We aimed to illustrate meteorological factors' effects on monthly incidence of scarlet fever. Cases of scarlet fever were collected from the report of legal infectious disease in Hefei City from 1985 to 2006; the meteorological data were obtained from the weather bureau of Hefei City. Monthly incidence and corresponding meteorological data in these 22 years were used to develop the model. The model of auto regressive integrated moving average with covariates was used in statistical analyses. There was a highest peak from March to June and a small peak from November to January. The incidence of scarlet fever ranges from 0 to 0.71502 (per 10 5 population). SARIMAX (1,0,0)(1,0,0) 12 model was fitted with monthly incidence and meteorological data optimally. It was shown that relative humidity (β = -0.002, p = 0.020), mean temperature (β = 0.006, p = 0.004), and 1 month lag minimum temperature (β = -0.007, p < 0.001) had effect on the incidence of scarlet fever in Hefei. Besides, the incidence in a previous month (AR(β) = 0.469, p < 0.001) and in 12 months before (SAR(β) = 0.255, p < 0.001) was positively associated with the incidence. This study shows that scarlet fever incidence was negatively associated with monthly minimum temperature and relative humidity while was positively associated with mean temperature in Hefei City, China. Besides, the ARIMA model could be useful not only for prediction but also for the analysis of multiple correlations.

A rational approach to estimating the surgical demand elasticity needed to guide manpower reallocation during contagious outbreaks.

PubMed

Tsao, Hsiao-Mei; Sun, Ying-Chou; Liou, Der-Ming

2015-01-01

Emerging infectious diseases continue to pose serious threats to global public health. So far, however, few published study has addressed the need for manpower reallocation needed in hospitals when such a serious contagious outbreak occurs. To quantify the demand elasticity of the major surgery types in order to guide future manpower reallocation during contagious outbreaks. Based on a nationwide research database in Taiwan, we extracted the monthly volumes of major surgery types for the period 1998-2003, which covered the SARS period, in order to carry out a time series analysis. The demand elasticity of each surgery type was then estimated by autoregressive integrated moving average (ARIMA) analysis. During the study period, the surgical volumes of most selected surgery types either increased or remained steady. We categorized these surgery types into low-, moderate- and high-elastic groups according to their demand elasticity. Appendectomy, 'open reduction of fracture with internal fixation' and 'free skin graft' were in the low demand elasticity group. Transurethral prostatectomy and extracorporeal shockwave lithotripsy (ESWL) were in the high demand elasticity group. The manpower of the departments carrying out the surgeries with low demand elasticity should be maintained during outbreaks. In contrast, departments in charge of surgeries mainly with high demand elasticity, like urology departments, may be in a position to have part of their staff reallocated. Taking advantage of the demand variation during the SARS period in 2003, we adopted the concept of demand elasticity and used a time series approach to figure out an effective index of demand elasticity for various types of surgery that could be used as a rational reference to carry out manpower reallocation during contagious outbreak situations.

Effect of EHR User Interface Changes on Internal Prescription Discrepancies

PubMed Central

Sawarkar, A.; Dementieva, Y.A.; Breydo, E.; Ramelson, H.

2014-01-01

Summary Objective To determine whether specific design interventions (changes in the user interface (UI)) of an electronic health record (EHR) medication module are associated with an increase or decrease in the incidence of contradictions between the structured and narrative components of electronic prescriptions (internal prescription discrepancies). Materials and Methods We performed a retrospective analysis of 960,000 randomly selected electronic prescriptions generated in a single EHR between 01/2004 and 12/2011. Internal prescription discrepancies were identified using a validated natural language processing tool with recall of 76% and precision of 84%. A multivariable autoregressive integrated moving average (ARIMA) model was used to evaluate the effect of five UI changes in the EHR medication module on incidence of internal prescription discrepancies. Results Over the study period 175,725 (18.4%) prescriptions were found to have internal discrepancies. The highest rate of prescription discrepancies was observed in March 2006 (22.5%) and the lowest in March 2009 (15.0%). Addition of „as directed“ option to the dropdown decreased prescription discrepancies by 195 / month (p = 0.0004). An non-interruptive alert that reminded providers to ensure that structured and narrative components did not contradict each other decreased prescription discrepancies by 145 / month (p = 0.03). Addition of a „Renew / Sign“ button to the Medication module (a negative control) did not have an effect in prescription discrepancies. Conclusions Several UI changes in the electronic medication module were effective in reducing the incidence of internal prescription discrepancies. Further research is needed to identify interventions that can completely eliminate this type of prescription error and their effects on patient outcomes. PMID:25298811

A Rational Approach to Estimating the Surgical Demand Elasticity Needed to Guide Manpower Reallocation during Contagious Outbreaks

PubMed Central

Tsao, Hsiao-Mei; Sun, Ying-Chou; Liou, Der-Ming

2015-01-01

Background Emerging infectious diseases continue to pose serious threats to global public health. So far, however, few published study has addressed the need for manpower reallocation needed in hospitals when such a serious contagious outbreak occurs. Aim To quantify the demand elasticity of the major surgery types in order to guide future manpower reallocation during contagious outbreaks. Materials and Methods Based on a nationwide research database in Taiwan, we extracted the monthly volumes of major surgery types for the period 1998–2003, which covered the SARS period, in order to carry out a time series analysis. The demand elasticity of each surgery type was then estimated by autoregressive integrated moving average (ARIMA) analysis. Results During the study period, the surgical volumes of most selected surgery types either increased or remained steady. We categorized these surgery types into low-, moderate- and high-elastic groups according to their demand elasticity. Appendectomy, ‘open reduction of fracture with internal fixation’ and ‘free skin graft’ were in the low demand elasticity group. Transurethral prostatectomy and extracorporeal shockwave lithotripsy (ESWL) were in the high demand elasticity group. The manpower of the departments carrying out the surgeries with low demand elasticity should be maintained during outbreaks. In contrast, departments in charge of surgeries mainly with high demand elasticity, like urology departments, may be in a position to have part of their staff reallocated. Conclusions Taking advantage of the demand variation during the SARS period in 2003, we adopted the concept of demand elasticity and used a time series approach to figure out an effective index of demand elasticity for various types of surgery that could be used as a rational reference to carry out manpower reallocation during contagious outbreak situations. PMID:25837596

An Adaptive Network-based Fuzzy Inference System for the detection of thermal and TEC anomalies around the time of the Varzeghan, Iran, (Mw = 6.4) earthquake of 11 August 2012

NASA Astrophysics Data System (ADS)

Akhoondzadeh, M.

2013-09-01

Anomaly detection is extremely important for forecasting the date, location and magnitude of an impending earthquake. In this paper, an Adaptive Network-based Fuzzy Inference System (ANFIS) has been proposed to detect the thermal and Total Electron Content (TEC) anomalies around the time of the Varzeghan, Iran, (Mw = 6.4) earthquake jolted in 11 August 2012 NW Iran. ANFIS is the famous hybrid neuro-fuzzy network for modeling the non-linear complex systems. In this study, also the detected thermal and TEC anomalies using the proposed method are compared to the results dealing with the observed anomalies by applying the classical and intelligent methods including Interquartile, Auto-Regressive Integrated Moving Average (ARIMA), Artificial Neural Network (ANN) and Support Vector Machine (SVM) methods. The duration of the dataset which is comprised from Aqua-MODIS Land Surface Temperature (LST) night-time snapshot images and also Global Ionospheric Maps (GIM), is 62 days. It can be shown that, if the difference between the predicted value using the ANFIS method and the observed value, exceeds the pre-defined threshold value, then the observed precursor value in the absence of non seismic effective parameters could be regarded as precursory anomaly. For two precursors of LST and TEC, the ANFIS method shows very good agreement with the other implemented classical and intelligent methods and this indicates that ANFIS is capable of detecting earthquake anomalies. The applied methods detected anomalous occurrences 1 and 2 days before the earthquake. This paper indicates that the detection of the thermal and TEC anomalies derive their credibility from the overall efficiencies and potentialities of the five integrated methods.

Early Impact of a National Multi-Faceted Road Safety Intervention Program in Mexico: Results of a Time-Series Analysis

PubMed Central

Chandran, Aruna; Pérez-Núñez, Ricardo; Bachani, Abdulgafoor M.; Híjar, Martha; Salinas-Rodríguez, Aarón; Hyder, Adnan A.

2014-01-01

Background In January 2008, a national multifaceted road safety intervention program (IMESEVI) funded by the Bloomberg Philanthropies was launched in Mexico. Two years later in 2010, IMESEVI was refocused as part of a 10-country international consortium demonstration project (IMESEVI/RS10). We evaluate the initial effects of each phase of the road safety intervention project on numbers of RT crashes, injuries and deaths in Mexico and in the two main target cities of Guadalajara-Zapopan and León. Methods An interrupted time series analysis using autoregressive integrated moving average (ARIMA) modeling was performed using monthly data of rates of RT crashes and injuries (police data), as well as deaths (mortality system data) from 1999–2011 with dummy variables representing each intervention phase. Results In the period following the first intervention phase at the country level and in the city of León, the rate of RT crashes decreased significantly (p<0.05). Notably, following the second intervention phase although there was no reduction at the country level, there has been a decrease in the RT crash rate in both Guadalajara-Zapopan (p = 0.029) and in León (p = 0.029). There were no significant differences in the RT injury or death rates following either intervention phase in either city. Conclusion These initial results suggest that a multi-faceted road safety intervention program appears to be effective in reducing road crashes in a middle-income country setting. Further analysis is needed to differentiate the effects of various interventions, and to determine what other economic and political factors might have affected this change. PMID:24498114

One-year delayed effect of fog on malaria transmission: a time-series analysis in the rain forest area of Mengla County, south-west China

PubMed Central

Tian, Linwei; Bi, Yan; Ho, Suzanne C; Liu, Wenjie; Liang, Song; Goggins, William B; Chan, Emily YY; Zhou, Shuisen; Sung, Joseph JY

2008-01-01

Background Malaria is a major public health burden in the tropics with the potential to significantly increase in response to climate change. Analyses of data from the recent past can elucidate how short-term variations in weather factors affect malaria transmission. This study explored the impact of climate variability on the transmission of malaria in the tropical rain forest area of Mengla County, south-west China. Methods Ecological time-series analysis was performed on data collected between 1971 and 1999. Auto-regressive integrated moving average (ARIMA) models were used to evaluate the relationship between weather factors and malaria incidence. Results At the time scale of months, the predictors for malaria incidence included: minimum temperature, maximum temperature, and fog day frequency. The effect of minimum temperature on malaria incidence was greater in the cool months than in the hot months. The fog day frequency in October had a positive effect on malaria incidence in May of the following year. At the time scale of years, the annual fog day frequency was the only weather predictor of the annual incidence of malaria. Conclusion Fog day frequency was for the first time found to be a predictor of malaria incidence in a rain forest area. The one-year delayed effect of fog on malaria transmission may involve providing water input and maintaining aquatic breeding sites for mosquitoes in vulnerable times when there is little rainfall in the 6-month dry seasons. These findings should be considered in the prediction of future patterns of malaria for similar tropical rain forest areas worldwide. PMID:18565224

Experimental investigation of a moving averaging algorithm for motion perpendicular to the leaf travel direction in dynamic MLC target tracking.

PubMed

Yoon, Jai-Woong; Sawant, Amit; Suh, Yelin; Cho, Byung-Chul; Suh, Tae-Suk; Keall, Paul

2011-07-01

In dynamic multileaf collimator (MLC) motion tracking with complex intensity-modulated radiation therapy (IMRT) fields, target motion perpendicular to the MLC leaf travel direction can cause beam holds, which increase beam delivery time by up to a factor of 4. As a means to balance delivery efficiency and accuracy, a moving average algorithm was incorporated into a dynamic MLC motion tracking system (i.e., moving average tracking) to account for target motion perpendicular to the MLC leaf travel direction. The experimental investigation of the moving average algorithm compared with real-time tracking and no compensation beam delivery is described. The properties of the moving average algorithm were measured and compared with those of real-time tracking (dynamic MLC motion tracking accounting for both target motion parallel and perpendicular to the leaf travel direction) and no compensation beam delivery. The algorithm was investigated using a synthetic motion trace with a baseline drift and four patient-measured 3D tumor motion traces representing regular and irregular motions with varying baseline drifts. Each motion trace was reproduced by a moving platform. The delivery efficiency, geometric accuracy, and dosimetric accuracy were evaluated for conformal, step-and-shoot IMRT, and dynamic sliding window IMRT treatment plans using the synthetic and patient motion traces. The dosimetric accuracy was quantified via a tgamma-test with a 3%/3 mm criterion. The delivery efficiency ranged from 89 to 100% for moving average tracking, 26%-100% for real-time tracking, and 100% (by definition) for no compensation. The root-mean-square geometric error ranged from 3.2 to 4.0 mm for moving average tracking, 0.7-1.1 mm for real-time tracking, and 3.7-7.2 mm for no compensation. The percentage of dosimetric points failing the gamma-test ranged from 4 to 30% for moving average tracking, 0%-23% for real-time tracking, and 10%-47% for no compensation. The delivery efficiency of moving average tracking was up to four times higher than that of real-time tracking and approached the efficiency of no compensation for all cases. The geometric accuracy and dosimetric accuracy of the moving average algorithm was between real-time tracking and no compensation, approximately half the percentage of dosimetric points failing the gamma-test compared with no compensation.

Robust Semi-Active Ride Control under Stochastic Excitation

DTIC Science & Technology

2014-01-01

broad classes of time-series models which are of practical importance; the Auto-Regressive (AR) models, the Integrated (I) models, and the Moving...Average (MA) models [12]. Combinations of these models result in autoregressive moving average (ARMA) and autoregressive integrated moving average...Down Up 4) Down Down These four cases can be written in compact form as: (20) Where is the Heaviside

Prediction of biological sensors appearance with ARIMA models as a tool for Integrated Pest Management protocols.

PubMed

Fernández-González, María; Ramos-Valcárcel, David; Aira, María Jesús; Rodríguez-Rajo, Francisco Javier

2016-01-01

Powdery mildew caused by Uncinula necator and Downy mildew produced by Plasmopara viticola are the most common diseases in the North-West Spain vineyards. Knowledge of airborne spore concentrations could be a useful tool in the Integrated Pest Management protocols in order to reduce the number of pesticide treatments, applied only when there is a real risk of infection. The study was carried out in a vineyard of the D. O. Ribeiro, in the North-West Spain, during the grapevine active period 2004-2012. A Hirts-type volumetric spore-trap was used for the aerobiological monitoring. During the study period the annual total U. necator spores amount ranged from the 578 spores registered in 2007 to the 4,145 spores sampled during 2008. The highest annual total P. viticola spores quantity was observed in 2010 (1,548 spores) and the lowest in 2005 (210 spores). In order to forecast the concentration of fungal spores, ARIMA models were elaborated. The most accurate models were an ARIMA (3.1.3) for U. necator and (1.0.3) for P. viticola. The possibility to forecast the spore presence 72 hours in advance open an important horizon for optimizing the organization of the harvest processes in the vineyard.

25 CFR 700.173 - Average net earnings of business or farm.

Code of Federal Regulations, 2011 CFR

2011-04-01

... 25 Indians 2 2011-04-01 2011-04-01 false Average net earnings of business or farm. 700.173 Section... PROCEDURES Moving and Related Expenses, Temporary Emergency Moves § 700.173 Average net earnings of business or farm. (a) Computing net earnings. For purposes of this subpart, the average annual net earnings of...

25 CFR 700.173 - Average net earnings of business or farm.

Code of Federal Regulations, 2010 CFR

2010-04-01

... 25 Indians 2 2010-04-01 2010-04-01 false Average net earnings of business or farm. 700.173 Section... PROCEDURES Moving and Related Expenses, Temporary Emergency Moves § 700.173 Average net earnings of business or farm. (a) Computing net earnings. For purposes of this subpart, the average annual net earnings of...

Identification of moving vehicle forces on bridge structures via moving average Tikhonov regularization

NASA Astrophysics Data System (ADS)

Pan, Chu-Dong; Yu, Ling; Liu, Huan-Lin

2017-08-01

Traffic-induced moving force identification (MFI) is a typical inverse problem in the field of bridge structural health monitoring. Lots of regularization-based methods have been proposed for MFI. However, the MFI accuracy obtained from the existing methods is low when the moving forces enter into and exit a bridge deck due to low sensitivity of structural responses to the forces at these zones. To overcome this shortcoming, a novel moving average Tikhonov regularization method is proposed for MFI by combining with the moving average concepts. Firstly, the bridge-vehicle interaction moving force is assumed as a discrete finite signal with stable average value (DFS-SAV). Secondly, the reasonable signal feature of DFS-SAV is quantified and introduced for improving the penalty function (∣∣x∣∣2 2) defined in the classical Tikhonov regularization. Then, a feasible two-step strategy is proposed for selecting regularization parameter and balance coefficient defined in the improved penalty function. Finally, both numerical simulations on a simply-supported beam and laboratory experiments on a hollow tube beam are performed for assessing the accuracy and the feasibility of the proposed method. The illustrated results show that the moving forces can be accurately identified with a strong robustness. Some related issues, such as selection of moving window length, effect of different penalty functions, and effect of different car speeds, are discussed as well.

Comparison of staging diagnosis by two magnifying endoscopy classification for superficial oesophageal cancer.

PubMed

Ebi, Masahide; Shimura, Takaya; Murakami, Kenji; Yamada, Tomonori; Hirata, Yoshikazu; Tsukamoto, Hironobu; Mizoshita, Tsutomu; Tanida, Satoshi; Kataoka, Hiromi; Kamiya, Takeshi; Joh, Takashi

2012-11-01

Due to the possibility of lymph node metastasis, surgical resection is indicated for superficial oesophageal cancer with invasion to a depth greater than the muscularis mucosa. Although two magnifying endoscopy classifications are currently used to diagnose the depth of invasion, which classification is more suitable remains controversial. To compare and evaluate the clinical outcomes of two classifications for superficial oesophageal squamous cell carcinoma. This cross-sectional study consists of 44 superficial oesophageal squamous cell carcinoma lesions with magnification image-enhanced endoscopy images. Only magnifying endoscopic images were displayed to two experienced endoscopists who independently diagnosed the depth of invasion according to both classifications. The sensitivity of invasion greater than the muscularis mucosa tended to be higher in Inoue's classification than Arima's classification (78.3±6.2% vs. 50.0±3.0%; P=0.144), whereas the specificity was significantly lower in Inoue's classification than in Arima's classification (61.9±0.0% vs. 97.6±3.4%; P=0.043). For both classifications, rates of concordance were 90.9% and 84.4%, and κ statistics were 0.81 and 0.66, respectively. Our results suggest that Arima's classification is suitable for general screening before treatment to avoid unnecessary surgery. Inoue's classification is appropriate for assessing wide lesion. Copyright © 2012 Editrice Gastroenterologica Italiana S.r.l. Published by Elsevier Ltd. All rights reserved.

Assessing the Efficacy of Adjustable Moving Averages Using ASEAN-5 Currencies.

PubMed

Chan Phooi M'ng, Jacinta; Zainudin, Rozaimah

2016-01-01

The objective of this research is to examine the trends in the exchange rate markets of the ASEAN-5 countries (Indonesia (IDR), Malaysia (MYR), the Philippines (PHP), Singapore (SGD), and Thailand (THB)) through the application of dynamic moving average trading systems. This research offers evidence of the usefulness of the time-varying volatility technical analysis indicator, Adjustable Moving Average (AMA') in deciphering trends in these ASEAN-5 exchange rate markets. This time-varying volatility factor, referred to as the Efficacy Ratio in this paper, is embedded in AMA'. The Efficacy Ratio adjusts the AMA' to the prevailing market conditions by avoiding whipsaws (losses due, in part, to acting on wrong trading signals, which generally occur when there is no general direction in the market) in range trading and by entering early into new trends in trend trading. The efficacy of AMA' is assessed against other popular moving-average rules. Based on the January 2005 to December 2014 dataset, our findings show that the moving averages and AMA' are superior to the passive buy-and-hold strategy. Specifically, AMA' outperforms the other models for the United States Dollar against PHP (USD/PHP) and USD/THB currency pairs. The results show that different length moving averages perform better in different periods for the five currencies. This is consistent with our hypothesis that a dynamic adjustable technical indicator is needed to cater for different periods in different markets.

Effect of parameters in moving average method for event detection enhancement using phase sensitive OTDR

NASA Astrophysics Data System (ADS)

Kwon, Yong-Seok; Naeem, Khurram; Jeon, Min Yong; Kwon, Il-bum

2017-04-01

We analyze the relations of parameters in moving average method to enhance the event detectability of phase sensitive optical time domain reflectometer (OTDR). If the external events have unique frequency of vibration, then the control parameters of moving average method should be optimized in order to detect these events efficiently. A phase sensitive OTDR was implemented by a pulsed light source, which is composed of a laser diode, a semiconductor optical amplifier, an erbium-doped fiber amplifier, a fiber Bragg grating filter, and a light receiving part, which has a photo-detector and high speed data acquisition system. The moving average method is operated with the control parameters: total number of raw traces, M, number of averaged traces, N, and step size of moving, n. The raw traces are obtained by the phase sensitive OTDR with sound signals generated by a speaker. Using these trace data, the relation of the control parameters is analyzed. In the result, if the event signal has one frequency, then the optimal values of N, n are existed to detect the event efficiently.

Assessing the Efficacy of Adjustable Moving Averages Using ASEAN-5 Currencies

PubMed Central

2016-01-01

The objective of this research is to examine the trends in the exchange rate markets of the ASEAN-5 countries (Indonesia (IDR), Malaysia (MYR), the Philippines (PHP), Singapore (SGD), and Thailand (THB)) through the application of dynamic moving average trading systems. This research offers evidence of the usefulness of the time-varying volatility technical analysis indicator, Adjustable Moving Average (AMA′) in deciphering trends in these ASEAN-5 exchange rate markets. This time-varying volatility factor, referred to as the Efficacy Ratio in this paper, is embedded in AMA′. The Efficacy Ratio adjusts the AMA′ to the prevailing market conditions by avoiding whipsaws (losses due, in part, to acting on wrong trading signals, which generally occur when there is no general direction in the market) in range trading and by entering early into new trends in trend trading. The efficacy of AMA′ is assessed against other popular moving-average rules. Based on the January 2005 to December 2014 dataset, our findings show that the moving averages and AMA′ are superior to the passive buy-and-hold strategy. Specifically, AMA′ outperforms the other models for the United States Dollar against PHP (USD/PHP) and USD/THB currency pairs. The results show that different length moving averages perform better in different periods for the five currencies. This is consistent with our hypothesis that a dynamic adjustable technical indicator is needed to cater for different periods in different markets. PMID:27574972

Timescale Halo: Average-Speed Targets Elicit More Positive and Less Negative Attributions than Slow or Fast Targets

PubMed Central

Hernandez, Ivan; Preston, Jesse Lee; Hepler, Justin

2014-01-01

Research on the timescale bias has found that observers perceive more capacity for mind in targets moving at an average speed, relative to slow or fast moving targets. The present research revisited the timescale bias as a type of halo effect, where normal-speed people elicit positive evaluations and abnormal-speed (slow and fast) people elicit negative evaluations. In two studies, participants viewed videos of people walking at a slow, average, or fast speed. We find evidence for a timescale halo effect: people walking at an average-speed were attributed more positive mental traits, but fewer negative mental traits, relative to slow or fast moving people. These effects held across both cognitive and emotional dimensions of mind and were mediated by overall positive/negative ratings of the person. These results suggest that, rather than eliciting greater perceptions of general mind, the timescale bias may reflect a generalized positivity toward average speed people relative to slow or fast moving people. PMID:24421882

Examination of the Armagh Observatory Annual Mean Temperature Record, 1844-2004

NASA Technical Reports Server (NTRS)

Wilson, Robert M.; Hathaway, David H.

2006-01-01

The long-term annual mean temperature record (1844-2004) of the Armagh Observatory (Armagh, Northern Ireland, United Kingdom) is examined for evidence of systematic variation, in particular, as related to solar/geomagnetic forcing and secular variation. Indeed, both are apparent in the temperature record. Moving averages for 10 years of temperature are found to highly correlate against both 10-year moving averages of the aa-geomagnetic index and sunspot number, having correlation coefficients of approx. 0.7, inferring that nearly half the variance in the 10-year moving average of temperature can be explained by solar/geomagnetic forcing. The residuals appear episodic in nature, with cooling seen in the 1880s and again near 1980. Seven of the last 10 years of the temperature record has exceeded 10 C, unprecedented in the overall record. Variation of sunspot cyclic averages and 2-cycle moving averages of temperature strongly associate with similar averages for the solar/geomagnetic cycle, with the residuals displaying an apparent 9-cycle variation and a steep rise in temperature associated with cycle 23. Hale cycle averages of temperature for even-odd pairs of sunspot cycles correlate against similar averages for the solar/geomagnetic cycle and, especially, against the length of the Hale cycle. Indications are that annual mean temperature will likely exceed 10 C over the next decade.

Analysis of time series for postal shipments in Regional VII East Java Indonesia

NASA Astrophysics Data System (ADS)

Kusrini, DE; Ulama, B. S. S.; Aridinanti, L.

2018-03-01

The change of number delivery goods through PT. Pos Regional VII East Java Indonesia indicates that the trend of increasing and decreasing the delivery of documents and non-documents in PT. Pos Regional VII East Java Indonesia is strongly influenced by conditions outside of PT. Pos Regional VII East Java Indonesia so that the prediction the number of document and non-documents requires a model that can accommodate it. Based on the time series plot monthly data fluctuations occur from 2013-2016 then the model is done using ARIMA or seasonal ARIMA and selected the best model based on the smallest AIC value. The results of data analysis about the number of shipments on each product sent through the Sub-Regional Postal Office VII East Java indicates that there are 5 post offices of 26 post offices entering the territory. The largest number of shipments is available on the PPB (Paket Pos Biasa is regular package shipment/non-document ) and SKH (Surat Kilat Khusus is Special Express Mail/document) products. The time series model generated is largely a Random walk model meaning that the number of shipment in the future is influenced by random effects that are difficult to predict. Some are AR and MA models, except for Express shipment products with Malang post office destination which has seasonal ARIMA model on lag 6 and 12. This means that the number of items in the following month is affected by the number of items in the previous 6 months.

Effect of Tobacco Control Policies on Information Seeking for Smoking Cessation in the Netherlands: A Google Trends Study.

PubMed

Troelstra, Sigrid A; Bosdriesz, Jizzo R; de Boer, Michiel R; Kunst, Anton E

2016-01-01

The impact of tobacco control policies on measures of smoking cessation behaviour has often been studied, yet there is little information on their precise magnitude and duration. This study aims to measure the magnitude and timing of the impact of Dutch tobacco control policies on the rate of searching for information on smoking cessation, using Google Trends search query data. An interrupted time series analysis was used to examine the effect of two types of policies (smoke-free legislation and reimbursement of smoking cessation support (SCS)) on Google searches for 'quit smoking'. Google Trends data were seasonally adjusted and analysed using autoregressive integrated moving average (ARIMA) modelling. Multiple effect periods were modelled as dummy variables and analysed simultaneously to examine the magnitude and duration of the effect of each intervention. The same analysis was repeated with Belgian search query data as a control group, since Belgium is the country most comparable to the Netherlands in terms of geography, language, history and culture. A significant increase in relative search volume (RSV) was found from one to four weeks (21-41%) after the introduction of the smoking ban in restaurants and bars in the Netherlands in 2008. The introduction of SCS reimbursement in 2011 was associated with a significant increase of RSV (16-22%) in the Netherlands after 3 to 52 weeks. The reintroduction of SCS in 2013 was associated with a significant increase of RSV (9-21%) in the Netherlands from 3 to 32 weeks after the intervention. No effects were found in the Belgian control group for the smoking ban and the reintroduction of SCS in 2013, but there was a significant increase in RSV shortly before and after the introduction of SCS in 2011. These findings suggest that these tobacco control policies have short-term or medium-term effects on the rate of searching for information on smoking cessation, and therefore potentially on smoking cessation rates.

Thermal and TEC anomalies detection using an intelligent hybrid system around the time of the Saravan, Iran, (Mw = 7.7) earthquake of 16 April 2013

NASA Astrophysics Data System (ADS)

Akhoondzadeh, M.

2014-02-01

A powerful earthquake of Mw = 7.7 struck the Saravan region (28.107° N, 62.053° E) in Iran on 16 April 2013. Up to now nomination of an automated anomaly detection method in a non linear time series of earthquake precursor has been an attractive and challenging task. Artificial Neural Network (ANN) and Particle Swarm Optimization (PSO) have revealed strong potentials in accurate time series prediction. This paper presents the first study of an integration of ANN and PSO method in the research of earthquake precursors to detect the unusual variations of the thermal and total electron content (TEC) seismo-ionospheric anomalies induced by the strong earthquake of Saravan. In this study, to overcome the stagnation in local minimum during the ANN training, PSO as an optimization method is used instead of traditional algorithms for training the ANN method. The proposed hybrid method detected a considerable number of anomalies 4 and 8 days preceding the earthquake. Since, in this case study, ionospheric TEC anomalies induced by seismic activity is confused with background fluctuations due to solar activity, a multi-resolution time series processing technique based on wavelet transform has been applied on TEC signal variations. In view of the fact that the accordance in the final results deduced from some robust methods is a convincing indication for the efficiency of the method, therefore the detected thermal and TEC anomalies using the ANN + PSO method were compared to the results with regard to the observed anomalies by implementing the mean, median, Wavelet, Kalman filter, Auto-Regressive Integrated Moving Average (ARIMA), Support Vector Machine (SVM) and Genetic Algorithm (GA) methods. The results indicate that the ANN + PSO method is quite promising and deserves serious attention as a new tool for thermal and TEC seismo anomalies detection.

Are changes in drinking related to changes in cannabis use among Swedish adolescents? A time-series analysis for the period 1989-2016.

PubMed

Gripe, Isabella; Danielsson, Anna-Karin; Ramstedt, Mats

2018-04-21

To examine if changes in alcohol consumption are associated with changes in cannabis use among Swedish adolescents in a period of diverging trends, and to investigate if cannabis and alcohol act as complements or substitutes. Data comprise a nationally representative annual school survey of alcohol and drug habits among Swedish 9th-grade students (aged 15-16 years) covering years 1989-2016 (n = 149 603). Alcohol and cannabis use were measured concurrently and alcohol consumption was measured in litres of 100% alcohol per year. Frequency of cannabis use was transformed into a mean using category mid-points. Autoregressive integrated moving average (ARIMA) time-series analysis was used to estimate the association between cannabis and alcohol use. To elucidate changes in the association during the study period, two subperiods (2000-16 and 1989-99) were analysed. There was a positive and statistically significant association between changes in alcohol consumption and changes in frequency of cannabis use among cannabis users for the period 1989-2016. A 1-litre increase in mean alcohol consumption was associated with a 0.28 increase in frequency of cannabis use (P = 0.010). The corresponding increase for the period 1989-99 was 0.52 (P = 0.003). When restricting the analysis to 2000-16, the association was not statistically significant (P = 0.735). When analysing all adolescents we found no statistically significant association between changes in alcohol consumption and changes in frequency of cannabis use. From 1989 to 2016 there appears to be a positive association between alcohol and cannabis consumption among Swedish adolescents who use cannabis. This association seems to have become weaker over time, suggesting that alcohol and cannabis are neither substitutes nor complements among Swedish adolescents and that the recent decline in youth drinking is not associated with the increase in frequency of cannabis use. © 2018 Society for the Study of Addiction.

A time series analysis of alcohol-related presentations to emergency departments in Queensland following the increase in alcopops tax.

PubMed

Kisely, Steve; Lawrence, David

2016-02-01

Raising duty on alcohol across the board can reduce morbidity, mortality and other adverse consequences of alcohol use. However, effectiveness is less certain for measures that target specific types of alcohol beverage in isolation. One example from Australia was the increase in tax on alcopops favoured by young people to curb risky drinking in this demographic. We measured alcohol-related health harms in 15-29-year-olds presenting to emergency departments (EDs) in Queensland following the tax increase. These presentations were compared with following ED controls: (1) 15-29-year-olds with asthma or appendicitis; and (2) 30-49-year-olds presenting with alcohol-related harms. We analysed data over a 5-year period (April 2005-April 2010) using a time series analysis. This covered 3 years before, and 2 years after, the tax increase. We investigated both mental and behavioural consequences (F10 codes), and intentional/unintentional injuries (S and T codes). We fitted an ARIMA (autoregressive integrated moving average) model to test for a change following the increased 'alcopops' tax in April 2008. There was no significant decrease in alcohol-related ED presentations in 15-29-year-olds compared to any of the controls. We found similar results for males and females, narrow and broad definitions of alcohol-related harms, under-19s and ED presentations at night-time and weekends. The increase in tax on 'alcopops' did not result in any reduction in alcohol-related harms in this population. Targeting particular alcoholic drinks may therefore not be as effective as more comprehensive policies such as minimum unit pricing for alcohol. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://www.bmj.com/company/products-services/rights-and-licensing/

Evolutionary cost analysis of valsartan initiation among patients with hypertension: a time series approach.

PubMed

Sun, Peter; Chang, Joanne; Zhang, Jie; Kahler, Kristijan H

2012-01-01

This study examines the evolutionary impact of valsartan initiation on medical costs. A retrospective time series study design was used with a large, US national commercial claims database for the period of 2004-2008. Hypertensive patients who initiated valsartan between the ages of 18 and 63, and had continuous enrollment for 24-month pre-initiation period and 24-month post-initiation period were selected. Patients' monthly medical costs were calculated based on individual claims. A novel time series model was devised with monthly medical costs as its dependent variables, autoregressive integrated moving average (ARIMA) as its stochastic components, and four indicative variables as its decomposed interventional components. The number of post-initiation months before a cost-offset point was also assessed. Patients (n = 18,269) had mean age of 53 at the initiation date, and 53% of them were female. The most common co-morbid conditions were dyslipidemia (52%), diabetes (24%), and hypertensive complications (17%). The time series model suggests that medical costs were increasing by approximately $10 per month (p < 0.01) before the initiation, and decreasing by approximately $6 per month (p < 0.01) after the initiation. After the 4th post-initiation month, medical costs for patients with the initiation were statistically significantly lower (p < 0.01) than forecasted medical costs for the same patients without the initiation. The study has its limitations in data representativeness, ability to collect unrecorded clinical conditions, treatments, and costs, as well as its generalizability to patients with different characteristics. Commercially insured hypertensive patients experienced monthly medical cost increase before valsartan initiation. Based on our model, the evolutionary impact of the initiation on medical costs included a temporary cost surge, a gradual, consistent, and statistically significant cost decrease, and a cost-offset point around the 4th post-initiation month.

Essential/precursor chemicals and drug consumption: impacts of US sodium permanganate and Mexico pseudoephedrine controls on the numbers of US cocaine and methamphetamine users.

PubMed

Cunningham, James K; Liu, Lon-Mu; Callaghan, Russell C

2016-11-01

In December 2006 the United States regulated sodium permanganate, a cocaine essential chemical. In March 2007 Mexico, the United States' primary source for methamphetamine, closed a chemical company accused of illicitly importing 60+ tons of pseudoephedrine, a methamphetamine precursor chemical. US cocaine availability and methamphetamine availability, respectively, decreased in association. This study tested whether the controls had impacts upon the numbers of US cocaine users and methamphetamine users. Auto-regressive integrated moving average (ARIMA) intervention time-series analysis. Comparison series-heroin and marijuana users-were used. United States, 2002-14. The National Survey on Drug Use and Health (n = 723 283), a complex sample survey of the US civilian, non-institutionalized population. Estimates of the numbers of (1) past-year users and (2) past-month users were constructed for each calendar quarter from 2002 to 2014, providing each series with 52 time-periods. Downward shifts in cocaine users started at the time of the cocaine regulation. Past-year and past-month cocaine users series levels decreased by approximately 1 946 271 (-32%) (P < 0.05) and 694 770 (-29%) (P < 0.01), respectively-no apparent recovery occurred through 2014. Downward shifts in methamphetamine users started at the time of the chemical company closure. Past-year and past-month methamphetamine series levels decreased by 494 440 (-35%) [P < 0.01; 95% confidence interval (CI) = -771 897, -216 982] and 277 380 (-45%) (P < 0.05; CI = -554 073, -686), respectively-partial recovery possibly occurred in 2013. The comparison series changed little at the intervention times. Essential/precursor chemical controls in the United States (2006) and Mexico (2007) were associated with large, extended (7+ years) reductions in cocaine users and methamphetamine users in the United States. © 2016 Society for the Study of Addiction.

Temperature extremes and infant mortality in Bangladesh: Hotter months, lower mortality.

PubMed

Babalola, Olufemi; Razzaque, Abdur; Bishai, David

2018-01-01

Our study aims to obtain estimates of the size effects of temperature extremes on infant mortality in Bangladesh using monthly time series data. Data on temperature, child and infant mortality were obtained for Matlab district of rural Bangladesh for January 1982 to December 2008 encompassing 49,426 infant deaths. To investigate the relationship between mortality and temperature, we adopted a regression with Autoregressive Integrated Moving Average (ARIMA) errors model of seasonally adjusted temperature and mortality data. The relationship between monthly mean and maximum temperature on infant mortality was tested at 0 and 1 month lags respectively. Furthermore, our analysis was stratified to determine if the results differed by gender (boys versus girls) and by age (neonates (≤ 30 days) versus post neonates (>30days and <153days)). Dickey Fuller tests were performed to test for stationarity, and since the time series were non-stationary, we conducted the regression analysis based on the first differences of mortality and temperature. Hotter months were associated with lower infant mortality in Bangladesh. Each degree Celsius increase in mean monthly temperature reduced monthly mortality by 3.672 (SE 1.544, p<0.05) points. A one degree increase in mean monthly temperature one month prior reduced mortality by 0.767 (SE 0.439, p<0.1) for boys and by -0.0764 (SE 0.366, NS) for girls. Beneficial effects of maximum monthly temperature were on the order of 0.623 to -0.712 and statistically significant for girls and boys respectively. Effect sizes of mean monthly temperature were larger for neonates at 1.126 (SE 0.499, p<0.05) than for post-neonates at 0.880 (SE 0.310, p<0.05) reductions in mortality per degree. There is no evidence that infant survival is adversely affected by monthly temperature extremes in Bangladesh. This may reflect a more heightened sensitivity of infants to hypothermia than hyperthermia in this environment.

Forecasting wetting and drying of post-wildfire soils in response to precipitation: A time series optimization approach

NASA Astrophysics Data System (ADS)

Basak, A.; Kulkarni, C.; Schmidt, K. M.; Mengshoel, O. J.

2015-12-01

Volumetric water content (VWC) in soils is critical for forecasting thresholds for runoff-driven erosion caused by rainfall. Even though theoretical relations (e.g., Richards equation) have been developed to quantify VWC in unsaturated granular soils, site-specific field conditions and hysteresis of suction and VWC in soil preclude their direct use. Although attempts have previously been made to forecast VWC using various time-series models (e.g., autoregressive integrated moving average or ARIMA), these approaches lack hydrologic foundations and perform poorly when used to forecast VWC over time periods longer than 24 hours. In this work, we extend an existing Antecedent Water Index (AWI) based model to express VWC as a function of time and rainfall. AWI models typically overfit data and cannot be used for forecast VWC over long time periods. We developed a new model to overcome this limitation, which accumulates rainfall over a time window and fits a diverse range of wetting and drying curves. Hydraulic redistribution parameters in this model bear resemblance to hydrologic processes driven by gravity and suction. This model reasonably forecasts VWC using only initial VWC values and rainfall forecasts. Experimental VWC data were collected from steep gradient post-wildfire sites in southern California. Rapid landscape change was observed in response to small to moderate rain storms. We formulated a mean-squared error minimization problem over the model parameters and optimized using genetic algorithms. We found that our model fits VWC data for 3 distinct soil textures, each occurring at 3 different depths below the ground surface (5 cm, 15 cm, and 30 cm). Our model successfully forecasts VWC trends, such as drying and wetting rate. To a certain extent, our model achieves spatial and seasonal generalizability. Our accumulative rainfall model is also applicable to continuous predictions, where VWC values are repeatedly used to predict future ones within a 12-hr time frame.

Disentangling the Long-term Effects of Climate Change and Forest Structure and Species Composition on Streamflow Across the Eastern US

NASA Astrophysics Data System (ADS)

Caldwell, P.; Elliott, K.; Hartsell, A.; Miniat, C.

2016-12-01

Climate change and disturbances are threatening the ability of forested watersheds to provide the clean, reliable, and abundant fresh water necessary to support aquatic ecosystems and a growing human population. Forested watersheds in the eastern US have undergone significant change over the 20th century due to natural and introduced disturbances and a legacy of land use. We hypothesize that changes in forest age and species composition (i.e., forest change) associated with these disturbances may have altered forest water use and thus streamflow (Q) due to inherent differences in transpiration among species and forest ages. To test this hypothesis, we quantified changes in Q from 1960 to 2012 in 202 US Geological Survey forested reference watersheds across the eastern US, and separated the effect of changes in climate from forest change using Auto-Regressive Integrated Moving Average (ARIMA) time series modeling. We linked changes in Q to forest disturbance, forest ages and species composition using the Landsat-based North American Forest Dynamics dataset and plot-level USDA Forest Service Forest Inventory and Analysis (FIA) data. We found that 172 of the 202 sites (85%) exhibited changes in Q not accounted for by climate that we attributed to forest change and/or land use change. Among these, 76 (44%) had declining Q due to forest change (mostly in the southeastern US) while 96 (56%) had increasing Q (mostly in the mid-Atlantic and northeastern US). Across the 172 sites with forest-related changes in Q, 34% had at least 10% of the watershed area disturbed at least once from 1986-2010. In a case study of three watersheds, FIA data indicated that changes in forest structure and species composition explained observed changes in Q beyond climate effects. Our results suggest that forest-related changes in Q may have significant implications for water supply in the region and may inform forest management strategies to mitigate climate change impacts on water resources.

Temperature extremes and infant mortality in Bangladesh: Hotter months, lower mortality

PubMed Central

Babalola, Olufemi; Razzaque, Abdur

2018-01-01

Background Our study aims to obtain estimates of the size effects of temperature extremes on infant mortality in Bangladesh using monthly time series data. Methods Data on temperature, child and infant mortality were obtained for Matlab district of rural Bangladesh for January 1982 to December 2008 encompassing 49,426 infant deaths. To investigate the relationship between mortality and temperature, we adopted a regression with Autoregressive Integrated Moving Average (ARIMA) errors model of seasonally adjusted temperature and mortality data. The relationship between monthly mean and maximum temperature on infant mortality was tested at 0 and 1 month lags respectively. Furthermore, our analysis was stratified to determine if the results differed by gender (boys versus girls) and by age (neonates (≤ 30 days) versus post neonates (>30days and <153days)). Dickey Fuller tests were performed to test for stationarity, and since the time series were non-stationary, we conducted the regression analysis based on the first differences of mortality and temperature. Results Hotter months were associated with lower infant mortality in Bangladesh. Each degree Celsius increase in mean monthly temperature reduced monthly mortality by 3.672 (SE 1.544, p<0.05) points. A one degree increase in mean monthly temperature one month prior reduced mortality by 0.767 (SE 0.439, p<0.1) for boys and by -0.0764 (SE 0.366, NS) for girls. Beneficial effects of maximum monthly temperature were on the order of 0.623 to -0.712 and statistically significant for girls and boys respectively. Effect sizes of mean monthly temperature were larger for neonates at 1.126 (SE 0.499, p<0.05) than for post-neonates at 0.880 (SE 0.310, p<0.05) reductions in mortality per degree. Conclusion There is no evidence that infant survival is adversely affected by monthly temperature extremes in Bangladesh. This may reflect a more heightened sensitivity of infants to hypothermia than hyperthermia in this environment. PMID:29304145

Effects of new urban motorway infrastructure on road traffic accidents in the local area: a retrospective longitudinal study in Scotland

PubMed Central

Olsen, Jonathan R; Mitchell, Richard; Mackay, Daniel F; Humphreys, David K; Ogilvie, David

2016-01-01

Background The M74 motorway extension, Glasgow, opened in June 2011. One justification for construction was an expectation that it would reduce road traffic accidents (RTAs) on local non-motorway roads. This study evaluated the impact of the extension on the number of RTAs, stratifying by accident severity. Methods Data for the period 1997–2014 were extracted from a UK database of reported RTAs involving a personal injury. RTA severity was defined by the level of injury: minor, severe or fatal. RTAs were assigned to (1) the local area surrounding the motorway extension, (2) a comparator area surrounding an existing motorway or (3) a control area elsewhere in the conurbation. Interrupted time-series regression with autoregressive integrated moving average (ARIMA) errors was used to determine longitudinal between-area differences in change in the number of RTAs, which might indicate an intervention effect. Results Glasgow and surrounding local authorities saw a 50.6% reduction in annual RTAs (n: 5901 to 2914) between 1997 and 2014. In the intervention area, the number of recorded RTAs decreased by 50.7% (n: 758 to 374), and that of fatal/severe RTAs by 57.4% (n: 129 to 55), with similar reductions in the comparator/control areas. The interrupted time-series analysis showed no significant between-area differences in temporal trends. The reduction of pedestrian casualties was attenuated in the intervention area relative to Glasgow and surrounding authorities. Conclusions Reduction in RTAs was not associated with the motorway extension. Our findings suggest that in planning future investment, it should not be taken for granted that new road infrastructure alone will reduce RTAs in local areas. Urbanisation is proceeding rapidly worldwide, and evidence of infrastructure changes is lacking; this novel study provides important findings for future developments. PMID:27279082

Effects of new urban motorway infrastructure on road traffic accidents in the local area: a retrospective longitudinal study in Scotland.

PubMed

Olsen, Jonathan R; Mitchell, Richard; Mackay, Daniel F; Humphreys, David K; Ogilvie, David

2016-11-01

The M74 motorway extension, Glasgow, opened in June 2011. One justification for construction was an expectation that it would reduce road traffic accidents (RTAs) on local non-motorway roads. This study evaluated the impact of the extension on the number of RTAs, stratifying by accident severity. Data for the period 1997-2014 were extracted from a UK database of reported RTAs involving a personal injury. RTA severity was defined by the level of injury: minor, severe or fatal. RTAs were assigned to (1) the local area surrounding the motorway extension, (2) a comparator area surrounding an existing motorway or (3) a control area elsewhere in the conurbation. Interrupted time-series regression with autoregressive integrated moving average (ARIMA) errors was used to determine longitudinal between-area differences in change in the number of RTAs, which might indicate an intervention effect. Glasgow and surrounding local authorities saw a 50.6% reduction in annual RTAs (n: 5901 to 2914) between 1997 and 2014. In the intervention area, the number of recorded RTAs decreased by 50.7% (n: 758 to 374), and that of fatal/severe RTAs by 57.4% (n: 129 to 55), with similar reductions in the comparator/control areas. The interrupted time-series analysis showed no significant between-area differences in temporal trends. The reduction of pedestrian casualties was attenuated in the intervention area relative to Glasgow and surrounding authorities. Reduction in RTAs was not associated with the motorway extension. Our findings suggest that in planning future investment, it should not be taken for granted that new road infrastructure alone will reduce RTAs in local areas. Urbanisation is proceeding rapidly worldwide, and evidence of infrastructure changes is lacking; this novel study provides important findings for future developments. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://www.bmj.com/company/products-services/rights-and-licensing/.

THE VELOCITY DISTRIBUTION OF NEARBY STARS FROM HIPPARCOS DATA. II. THE NATURE OF THE LOW-VELOCITY MOVING GROUPS

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bovy, Jo; Hogg, David W., E-mail: jo.bovy@nyu.ed

2010-07-10

The velocity distribution of nearby stars ({approx}<100 pc) contains many overdensities or 'moving groups', clumps of comoving stars, that are inconsistent with the standard assumption of an axisymmetric, time-independent, and steady-state Galaxy. We study the age and metallicity properties of the low-velocity moving groups based on the reconstruction of the local velocity distribution in Paper I of this series. We perform stringent, conservative hypothesis testing to establish for each of these moving groups whether it could conceivably consist of a coeval population of stars. We conclude that they do not: the moving groups are neither trivially associated with their eponymousmore » open clusters nor with any other inhomogeneous star formation event. Concerning a possible dynamical origin of the moving groups, we test whether any of the moving groups has a higher or lower metallicity than the background population of thin disk stars, as would generically be the case if the moving groups are associated with resonances of the bar or spiral structure. We find clear evidence that the Hyades moving group has higher than average metallicity and weak evidence that the Sirius moving group has lower than average metallicity, which could indicate that these two groups are related to the inner Lindblad resonance of the spiral structure. Further, we find weak evidence that the Hercules moving group has higher than average metallicity, as would be the case if it is associated with the bar's outer Lindblad resonance. The Pleiades moving group shows no clear metallicity anomaly, arguing against a common dynamical origin for the Hyades and Pleiades groups. Overall, however, the moving groups are barely distinguishable from the background population of stars, raising the likelihood that the moving groups are associated with transient perturbations.« less

Modeling Philippine Stock Exchange Composite Index Using Time Series Analysis

NASA Astrophysics Data System (ADS)

Gayo, W. S.; Urrutia, J. D.; Temple, J. M. F.; Sandoval, J. R. D.; Sanglay, J. E. A.

2015-06-01

This study was conducted to develop a time series model of the Philippine Stock Exchange Composite Index and its volatility using the finite mixture of ARIMA model with conditional variance equations such as ARCH, GARCH, EG ARCH, TARCH and PARCH models. Also, the study aimed to find out the reason behind the behaviorof PSEi, that is, which of the economic variables - Consumer Price Index, crude oil price, foreign exchange rate, gold price, interest rate, money supply, price-earnings ratio, Producers’ Price Index and terms of trade - can be used in projecting future values of PSEi and this was examined using Granger Causality Test. The findings showed that the best time series model for Philippine Stock Exchange Composite index is ARIMA(1,1,5) - ARCH(1). Also, Consumer Price Index, crude oil price and foreign exchange rate are factors concluded to Granger cause Philippine Stock Exchange Composite Index.

Compensated Box-Jenkins transfer function for short term load forecast

DOE Office of Scientific and Technical Information (OSTI.GOV)

Breipohl, A.; Yu, Z.; Lee, F.N.

In the past years, the Box-Jenkins ARIMA method and the Box-Jenkins transfer function method (BJTF) have been among the most commonly used methods for short term electrical load forecasting. But when there exists a sudden change in the temperature, both methods tend to exhibit larger errors in the forecast. This paper demonstrates that the load forecasting errors resulting from either the BJ ARIMA model or the BJTF model are not simply white noise, but rather well-patterned noise, and the patterns in the noise can be used to improve the forecasts. Thus a compensated Box-Jenkins transfer method (CBJTF) is proposed tomore » improve the accuracy of the load prediction. Some case studies have been made which result in about a 14-33% reduction of the root mean square (RMS) errors of the forecasts, depending on the compensation time period as well as the compensation method used.« less

On the Relationship between Solar Wind Speed, Earthward-Directed Coronal Mass Ejections, Geomagnetic Activity, and the Sunspot Cycle Using 12-Month Moving Averages

NASA Technical Reports Server (NTRS)

Wilson, Robert M.; Hathaway, David H.

2008-01-01

For 1996 .2006 (cycle 23), 12-month moving averages of the aa geomagnetic index strongly correlate (r = 0.92) with 12-month moving averages of solar wind speed, and 12-month moving averages of the number of coronal mass ejections (CMEs) (halo and partial halo events) strongly correlate (r = 0.87) with 12-month moving averages of sunspot number. In particular, the minimum (15.8, September/October 1997) and maximum (38.0, August 2003) values of the aa geomagnetic index occur simultaneously with the minimum (376 km/s) and maximum (547 km/s) solar wind speeds, both being strongly correlated with the following recurrent component (due to high-speed streams). The large peak of aa geomagnetic activity in cycle 23, the largest on record, spans the interval late 2002 to mid 2004 and is associated with a decreased number of halo and partial halo CMEs, whereas the smaller secondary peak of early 2005 seems to be associated with a slight rebound in the number of halo and partial halo CMEs. Based on the observed aaM during the declining portion of cycle 23, RM for cycle 24 is predicted to be larger than average, being about 168+/-60 (the 90% prediction interval), whereas based on the expected aam for cycle 24 (greater than or equal to 14.6), RM for cycle 24 should measure greater than or equal to 118+/-30, yielding an overlap of about 128+/-20.

Trend analysis of mortality rates and causes of death in children under 5 years old in Beijing, China from 1992 to 2015 and forecast of mortality into the future: an entire population-based epidemiological study.

PubMed

Cao, Han; Wang, Jing; Li, Yichen; Li, Dongyang; Guo, Jin; Hu, Yifei; Meng, Kai; He, Dian; Liu, Bin; Liu, Zheng; Qi, Han; Zhang, Ling

2017-09-18

To analyse trends in mortality and causes of death among children aged under 5 years in Beijing, China between 1992 and 2015 and to forecast under-5 mortality rates (U5MRs) for the period 2016-2020. An entire population-based epidemiological study was conducted. Data collection was based on the Child Death Reporting Card of the Beijing Under-5 Mortality Rate Surveillance Network. Trends in mortality and leading causes of death were analysed using the χ 2 test and SPSS 19.0 software. An autoregressive integrated moving average (ARIMA) model was fitted to forecast U5MRs between 2016 and 2020 using the EViews 8.0 software. Mortality in neonates, infants and children aged under 5 years decreased by 84.06%, 80.04% and 80.17% from 1992 to 2015, respectively. However, the U5MR increased by 7.20% from 2013 to 2015. Birth asphyxia, congenital heart disease, preterm/low birth weight and other congenital abnormalities comprised the top five causes of death. The greatest, most rapid reduction was that of pneumonia by 92.26%, with an annual average rate of reduction of 10.53%. The distribution of causes of death differed among children of different ages. Accidental asphyxia and sepsis were among the top five causes of death in children aged 28 days to 1 year and accident was among the top five causes in children aged 1-4 years. The U5MRs in Beijing are projected to be 2.88‰, 2.87‰, 2.90‰, 2.97‰ and 3.09‰ for the period 2016-2020, based on the predictive model. Beijing has made considerable progress in reducing U5MRs from 1992 to 2015. However, U5MRs could show a slight upward trend from 2016 to 2020. Future considerations for child healthcare include the management of birth asphyxia, congenital heart disease, preterm/low birth weight and other congenital abnormalities. Specific preventative measures should be implemented for children of various age groups. © Article author(s) (or their employer(s) unless otherwise stated in the text of the article) 2017. All rights reserved. No commercial use is permitted unless otherwise expressly granted.

Trend analysis of mortality rates and causes of death in children under 5 years old in Beijing, China from 1992 to 2015 and forecast of mortality into the future: an entire population-based epidemiological study

PubMed Central

Cao, Han; Wang, Jing; Li, Yichen; Li, Dongyang; Guo, Jin; Hu, Yifei; Meng, Kai; He, Dian; Liu, Bin; Liu, Zheng; Qi, Han; Zhang, Ling

2017-01-01

Objectives To analyse trends in mortality and causes of death among children aged under 5 years in Beijing, China between 1992 and 2015 and to forecast under-5 mortality rates (U5MRs) for the period 2016–2020. Methods An entire population-based epidemiological study was conducted. Data collection was based on the Child Death Reporting Card of the Beijing Under-5 Mortality Rate Surveillance Network. Trends in mortality and leading causes of death were analysed using the χ2 test and SPSS 19.0 software. An autoregressive integrated moving average (ARIMA) model was fitted to forecast U5MRs between 2016 and 2020 using the EViews 8.0 software. Results Mortality in neonates, infants and children aged under 5 years decreased by 84.06%, 80.04% and 80.17% from 1992 to 2015, respectively. However, the U5MR increased by 7.20% from 2013 to 2015. Birth asphyxia, congenital heart disease, preterm/low birth weight and other congenital abnormalities comprised the top five causes of death. The greatest, most rapid reduction was that of pneumonia by 92.26%, with an annual average rate of reduction of 10.53%. The distribution of causes of death differed among children of different ages. Accidental asphyxia and sepsis were among the top five causes of death in children aged 28 days to 1 year and accident was among the top five causes in children aged 1–4 years. The U5MRs in Beijing are projected to be 2.88‰, 2.87‰, 2.90‰, 2.97‰ and 3.09‰ for the period 2016–2020, based on the predictive model. Conclusion Beijing has made considerable progress in reducing U5MRs from 1992 to 2015. However, U5MRs could show a slight upward trend from 2016 to 2020. Future considerations for child healthcare include the management of birth asphyxia, congenital heart disease, preterm/low birth weight and other congenital abnormalities. Specific preventative measures should be implemented for children of various age groups. PMID:28928178

Assessment of trend and seasonality in road accident data: an Iranian case study.

PubMed

Razzaghi, Alireza; Bahrampour, Abbas; Baneshi, Mohammad Reza; Zolala, Farzaneh

2013-06-01

Road traffic accidents and their related deaths have become a major concern, particularly in developing countries. Iran has adopted a series of policies and interventions to control the high number of accidents occurring over the past few years. In this study we used a time series model to understand the trend of accidents, and ascertain the viability of applying ARIMA models on data from Taybad city. This study is a cross-sectional study. We used data from accidents occurring in Taybad between 2007 and 2011. We obtained the data from the Ministry of Health (MOH) and used the time series method with a time lag of one month. After plotting the trend, non-stationary data in mean and variance were removed using Box-Cox transformation and a differencing method respectively. The ACF and PACF plots were used to control the stationary situation. The traffic accidents in our study had an increasing trend over the five years of study. Based on ACF and PACF plots gained after applying Box-Cox transformation and differencing, data did not fit to a time series model. Therefore, neither ARIMA model nor seasonality were observed. Traffic accidents in Taybad have an upward trend. In addition, we expected either the AR model, MA model or ARIMA model to have a seasonal trend, yet this was not observed in this analysis. Several reasons may have contributed to this situation, such as uncertainty of the quality of data, weather changes, and behavioural factors that are not taken into account by time series analysis.

Clinical and Molecular Investigations Into Ciliopathies

ClinicalTrials.gov

2018-03-27

Autosomal Recessive Polycystic Kidney Disease; Congenital Hepatic Fibrosis; Caroli's Disease; Polycystic Kidney Disease; Joubert Syndrome; Cerebro-Oculo-Renal Syndromes; COACH Syndrome; Senior-Loken Syndrome; Dekaban-Arima Syndrome; Cogan Oculomotor Apraxia; Nephronophthisis; Bardet-Biedl Syndrome; Alstrom Syndrome; Oral-Facial-Digital Syndrome

Potential barge transportation for inbound corn and grain

DOT National Transportation Integrated Search

1997-12-31

This research develops a model for estimating future barge and rail rates for decision making. The Box-Jenkins and the Regression Analysis with ARIMA errors forecasting methods were used to develop appropriate models for determining future rates. A s...

General deterrence effects of U.S. statutory DUI fine and jail penalties: long-term follow-up in 32 states.

PubMed

Wagenaar, Alexander C; Maldonado-Molina, Mildred M; Erickson, Darin J; Ma, Linan; Tobler, Amy L; Komro, Kelli A

2007-09-01

We examined effects of state statutory changes in DUI fine or jail penalties for firsttime offenders from 1976 to 2002. A quasi-experimental time-series design was used (n=324 monthly observations). Four outcome measures of drivers involved in alcohol-related fatal crashes are: single-vehicle nighttime, low BAC (0.01-0.07g/dl), medium BAC (0.08-0.14g/dl), high BAC (>/=0.15g/dl). All analyses of BAC outcomes included multiple imputation procedures for cases with missing data. Comparison series of non-alcohol-related crashes were included to efficiently control for effects of other factors. Statistical models include state-specific Box-Jenkins ARIMA models, and pooled general linear mixed models. Twenty-six states implemented mandatory minimum fine policies and 18 states implemented mandatory minimum jail penalties. Estimated effects varied widely from state to state. Using variance weighted meta-analysis methods to aggregate results across states, mandatory fine policies are associated with an average reduction in fatal crash involvement by drivers with BAC>/=0.08g/dl of 8% (averaging 13 per state per year). Mandatory minimum jail policies are associated with a decline in single-vehicle nighttime fatal crash involvement of 6% (averaging 5 per state per year), and a decline in low-BAC cases of 9% (averaging 3 per state per year). No significant effects were observed for the other outcome measures. The overall pattern of results suggests a possible effect of mandatory fine policies in some states, but little effect of mandatory jail policies.

Analysis of forecasting malaria case with climatic factors as predictor in Mandailing Natal Regency: a time series study

NASA Astrophysics Data System (ADS)

Aulia, D.; Ayu, S. F.; Matondang, A.

2018-01-01

Malaria is the most contagious global concern. As a public health problem with outbreaks, affect the quality of life and economy, also could lead to death. Therefore, this research is to forecast malaria cases with climatic factors as predictors in Mandailing Natal Regency. The total number of positive malaria cases on January 2008 to December 2016 were taken from health department of Mandailing Natal Regency. Climates data such as rainfall, humidity, and temperature were taken from Center of Statistic Department of Mandailing Natal Regency. E-views ver. 9 is used to analyze this study. Autoregressive integrated average, ARIMA (0,1,1) (1,0,0)12 is the best model to explain the 67,2% variability data in time series study. Rainfall (P value = 0.0005), temperature (P value = 0,0029) and humidity (P value = 0.0001) are significant predictors for malaria transmission. Seasonal adjusted factor (SAF) in November and March shows peak for malaria cases.

Application of Time-series Model to Predict Groundwater Quality Parameters for Agriculture: (Plain Mehran Case Study)

NASA Astrophysics Data System (ADS)

Mehrdad Mirsanjari, Mir; Mohammadyari, Fatemeh

2018-03-01

Underground water is regarded as considerable water source which is mainly available in arid and semi arid with deficient surface water source. Forecasting of hydrological variables are suitable tools in water resources management. On the other hand, time series concepts is considered efficient means in forecasting process of water management. In this study the data including qualitative parameters (electrical conductivity and sodium adsorption ratio) of 17 underground water wells in Mehran Plain has been used to model the trend of parameters change over time. Using determined model, the qualitative parameters of groundwater is predicted for the next seven years. Data from 2003 to 2016 has been collected and were fitted by AR, MA, ARMA, ARIMA and SARIMA models. Afterward, the best model is determined using information criterion or Akaike (AIC) and correlation coefficient. After modeling parameters, the map of agricultural land use in 2016 and 2023 were generated and the changes between these years were studied. Based on the results, the average of predicted SAR (Sodium Adsorption Rate) in all wells in the year 2023 will increase compared to 2016. EC (Electrical Conductivity) average in the ninth and fifteenth holes and decreases in other wells will be increased. The results indicate that the quality of groundwater for Agriculture Plain Mehran will decline in seven years.

Annual forest inventory estimates based on the moving average

Treesearch

Francis A. Roesch; James R. Steinman; Michael T. Thompson

2002-01-01

Three interpretations of the simple moving average estimator, as applied to the USDA Forest Service's annual forest inventory design, are presented. A corresponding approach to composite estimation over arbitrarily defined land areas and time intervals is given for each interpretation, under the assumption that the investigator is armed with only the spatial/...

78 FR 26879 - Medicare Program; Inpatient Rehabilitation Facility Prospective Payment System for Federal Fiscal...

Federal Register 2010, 2011, 2012, 2013, 2014

2013-05-08

...: Centers for Medicare & Medicaid Services (CMS), HHS. ACTION: Proposed rule. SUMMARY: This proposed rule..., especially the teaching status adjustment factor. Therefore, we implemented a 3-year moving average approach... moving average to calculate the facility-level adjustment factors. For FY 2011, we issued a notice to...

Watershed Regressions for Pesticides (WARP) for Predicting Annual Maximum and Annual Maximum Moving-Average Concentrations of Atrazine in Streams

USGS Publications Warehouse

Stone, Wesley W.; Gilliom, Robert J.; Crawford, Charles G.

2008-01-01

Regression models were developed for predicting annual maximum and selected annual maximum moving-average concentrations of atrazine in streams using the Watershed Regressions for Pesticides (WARP) methodology developed by the National Water-Quality Assessment Program (NAWQA) of the U.S. Geological Survey (USGS). The current effort builds on the original WARP models, which were based on the annual mean and selected percentiles of the annual frequency distribution of atrazine concentrations. Estimates of annual maximum and annual maximum moving-average concentrations for selected durations are needed to characterize the levels of atrazine and other pesticides for comparison to specific water-quality benchmarks for evaluation of potential concerns regarding human health or aquatic life. Separate regression models were derived for the annual maximum and annual maximum 21-day, 60-day, and 90-day moving-average concentrations. Development of the regression models used the same explanatory variables, transformations, model development data, model validation data, and regression methods as those used in the original development of WARP. The models accounted for 72 to 75 percent of the variability in the concentration statistics among the 112 sampling sites used for model development. Predicted concentration statistics from the four models were within a factor of 10 of the observed concentration statistics for most of the model development and validation sites. Overall, performance of the models for the development and validation sites supports the application of the WARP models for predicting annual maximum and selected annual maximum moving-average atrazine concentration in streams and provides a framework to interpret the predictions in terms of uncertainty. For streams with inadequate direct measurements of atrazine concentrations, the WARP model predictions for the annual maximum and the annual maximum moving-average atrazine concentrations can be used to characterize the probable levels of atrazine for comparison to specific water-quality benchmarks. Sites with a high probability of exceeding a benchmark for human health or aquatic life can be prioritized for monitoring.

Arima syndrome caused by CEP290 specific variant and accompanied with pathological cilium; clinical comparison with Joubert syndrome and its related diseases.

PubMed

Itoh, Masayuki; Ide, Shuhei; Iwasaki, Yuji; Saito, Takashi; Narita, Keishi; Dai, Hongmei; Yamakura, Shinji; Furue, Takeki; Kitayama, Hirotsugu; Maeda, Keiko; Takahashi, Eihiko; Matsui, Kiyoshi; Goto, Yu-Ichi; Takeda, Sen; Arima, Masataka

2018-04-01

Arima syndrome (AS) is a rare disease and its clinical features mimic those of Joubert syndrome or Joubert syndrome-related diseases (JSRD). Recently, we clarified the AS diagnostic criteria and its severe phenotype. However, genetic evidence of AS remains unknown. We explored causative genes of AS and compared the clinical and genetic features of AS with the other JSRD. We performed genetic analyses of 4 AS patients of 3 families with combination of whole-exome sequencing and Sanger sequencing. Furthermore, we studied cell biology with the cultured fibroblasts of 3 AS patients. All patients had a specific homozygous variant (c.6012-12T>A, p.Arg2004Serfs*7) or compound heterozygous variants (c.1711+1G>A; c.6012-12T>A, p.Gly570Aspfs*19;Arg2004Serfs*7) in centrosomal protein 290 kDa (CEP290) gene. These unique variants lead to abnormal splicing and premature termination. Morphological analysis of cultured fibroblasts from AS patients revealed a marked decrease of the CEP290-positive cell number with significantly longer cilium and naked and protruded ciliary axoneme without ciliary membrane into the cytoplasm. AS resulted in cilia dysfunction from centrosome disruption. The unique variant of CEP290 could be strongly linked to AS pathology. Here, we provided AS specific genetic evidence, which steers the structure and functions of centrosome that is responsible for normal ciliogenesis. This is the first report that has demonstrated the molecular basis of Arima syndrome. Copyright © 2017 The Japanese Society of Child Neurology. Published by Elsevier B.V. All rights reserved.

Hospital daily outpatient visits forecasting using a combinatorial model based on ARIMA and SES models.

PubMed

Luo, Li; Luo, Le; Zhang, Xinli; He, Xiaoli

2017-07-10

Accurate forecasting of hospital outpatient visits is beneficial for the reasonable planning and allocation of healthcare resource to meet the medical demands. In terms of the multiple attributes of daily outpatient visits, such as randomness, cyclicity and trend, time series methods, ARIMA, can be a good choice for outpatient visits forecasting. On the other hand, the hospital outpatient visits are also affected by the doctors' scheduling and the effects are not pure random. Thinking about the impure specialty, this paper presents a new forecasting model that takes cyclicity and the day of the week effect into consideration. We formulate a seasonal ARIMA (SARIMA) model on a daily time series and then a single exponential smoothing (SES) model on the day of the week time series, and finally establish a combinatorial model by modifying them. The models are applied to 1 year of daily visits data of urban outpatients in two internal medicine departments of a large hospital in Chengdu, for forecasting the daily outpatient visits about 1 week ahead. The proposed model is applied to forecast the cross-sectional data for 7 consecutive days of daily outpatient visits over an 8-weeks period based on 43 weeks of observation data during 1 year. The results show that the two single traditional models and the combinatorial model are simplicity of implementation and low computational intensiveness, whilst being appropriate for short-term forecast horizons. Furthermore, the combinatorial model can capture the comprehensive features of the time series data better. Combinatorial model can achieve better prediction performance than the single model, with lower residuals variance and small mean of residual errors which needs to be optimized deeply on the next research step.

Correcting for day of the week and public holiday effects: improving a national daily syndromic surveillance service for detecting public health threats.

PubMed

Buckingham-Jeffery, Elizabeth; Morbey, Roger; House, Thomas; Elliot, Alex J; Harcourt, Sally; Smith, Gillian E

2017-05-19

As service provision and patient behaviour varies by day, healthcare data used for public health surveillance can exhibit large day of the week effects. These regular effects are further complicated by the impact of public holidays. Real-time syndromic surveillance requires the daily analysis of a range of healthcare data sources, including family doctor consultations (called general practitioners, or GPs, in the UK). Failure to adjust for such reporting biases during analysis of syndromic GP surveillance data could lead to misinterpretations including false alarms or delays in the detection of outbreaks. The simplest smoothing method to remove a day of the week effect from daily time series data is a 7-day moving average. Public Health England developed the working day moving average in an attempt also to remove public holiday effects from daily GP data. However, neither of these methods adequately account for the combination of day of the week and public holiday effects. The extended working day moving average was developed. This is a further data-driven method for adding a smooth trend curve to a time series graph of daily healthcare data, that aims to take both public holiday and day of the week effects into account. It is based on the assumption that the number of people seeking healthcare services is a combination of illness levels/severity and the ability or desire of patients to seek healthcare each day. The extended working day moving average was compared to the seven-day and working day moving averages through application to data from two syndromic indicators from the GP in-hours syndromic surveillance system managed by Public Health England. The extended working day moving average successfully smoothed the syndromic healthcare data by taking into account the combined day of the week and public holiday effects. In comparison, the seven-day and working day moving averages were unable to account for all these effects, which led to misleading smoothing curves. The results from this study make it possible to identify trends and unusual activity in syndromic surveillance data from GP services in real-time independently of the effects caused by day of the week and public holidays, thereby improving the public health action resulting from the analysis of these data.

Moving in the Right Direction: Helping Children Cope with a Relocation

ERIC Educational Resources Information Center

Kruse, Tricia

2012-01-01

According to national figures, 37.1 million people moved in 2009 (U.S. Census Bureau, 2010). In fact, the average American will move 11.7 times in their lifetime. Why are Americans moving so much? There are a variety of reasons. Regardless of the reason, moving is a common experience for children. If one looks at the developmental characteristics…

An open Markov chain scheme model for a credit consumption portfolio fed by ARIMA and SARMA processes

NASA Astrophysics Data System (ADS)

Esquível, Manuel L.; Fernandes, José Moniz; Guerreiro, Gracinda R.

2016-06-01

We introduce a schematic formalism for the time evolution of a random population entering some set of classes and such that each member of the population evolves among these classes according to a scheme based on a Markov chain model. We consider that the flow of incoming members is modeled by a time series and we detail the time series structure of the elements in each of the classes. We present a practical application to data from a credit portfolio of a Cape Verdian bank; after modeling the entering population in two different ways - namely as an ARIMA process and as a deterministic sigmoid type trend plus a SARMA process for the residues - we simulate the behavior of the population and compare the results. We get that the second method is more accurate in describing the behavior of the populations when compared to the observed values in a direct simulation of the Markov chain.

Artificial Neural Network versus Linear Models Forecasting Doha Stock Market

NASA Astrophysics Data System (ADS)

Yousif, Adil; Elfaki, Faiz

2017-12-01

The purpose of this study is to determine the instability of Doha stock market and develop forecasting models. Linear time series models are used and compared with a nonlinear Artificial Neural Network (ANN) namely Multilayer Perceptron (MLP) Technique. It aims to establish the best useful model based on daily and monthly data which are collected from Qatar exchange for the period starting from January 2007 to January 2015. Proposed models are for the general index of Qatar stock exchange and also for the usages in other several sectors. With the help of these models, Doha stock market index and other various sectors were predicted. The study was conducted by using various time series techniques to study and analyze data trend in producing appropriate results. After applying several models, such as: Quadratic trend model, double exponential smoothing model, and ARIMA, it was concluded that ARIMA (2,2) was the most suitable linear model for the daily general index. However, ANN model was found to be more accurate than time series models.

Palm oil price forecasting model: An autoregressive distributed lag (ARDL) approach

NASA Astrophysics Data System (ADS)

Hamid, Mohd Fahmi Abdul; Shabri, Ani

2017-05-01

Palm oil price fluctuated without any clear trend or cyclical pattern in the last few decades. The instability of food commodities price causes it to change rapidly over time. This paper attempts to develop Autoregressive Distributed Lag (ARDL) model in modeling and forecasting the price of palm oil. In order to use ARDL as a forecasting model, this paper modifies the data structure where we only consider lagged explanatory variables to explain the variation in palm oil price. We then compare the performance of this ARDL model with a benchmark model namely ARIMA in term of their comparative forecasting accuracy. This paper also utilize ARDL bound testing approach to co-integration in examining the short run and long run relationship between palm oil price and its determinant; production, stock, and price of soybean as the substitute of palm oil and price of crude oil. The comparative forecasting accuracy suggests that ARDL model has a better forecasting accuracy compared to ARIMA.

Regional stochastic generation of streamflows using an ARIMA (1,0,1) process and disaggregation

USGS Publications Warehouse

Armbruster, Jeffrey T.

1979-01-01

An ARIMA (1,0,1) model was calibrated and used to generate long annual flow sequences at three sites in the Juniata River basin, Pennsylvania. The model preserves the mean, variance, and cross correlations of the observed station data. In addition, it has a desirable blend of both high and low frequency characteristics and therefore is capable of preserving the Hurst coefficient, h. The generated annual flows are disaggregated into monthly sequences using a modification of the Valencia-Schaake model. The low-flow frequency and flow duration characteristics of the generated monthly flows, with length equal to the historical data, compare favorably with the historical data. Once the models were verified, 100-year sequences were generated and analyzed for their low flow characteristics. One-, three- and six- month low-flow frequencies at recurrence intervals greater than 10 years are generally found to be lower than flow computed from the historical flows. A method is proposed for synthesizing flows at ungaged sites. (Kosco-USGS)

A comparison of several techniques for imputing tree level data

Treesearch

David Gartner

2002-01-01

As Forest Inventory and Analysis (FIA) changes from periodic surveys to the multipanel annual survey, new analytical methods become available. The current official statistic is the moving average. One alternative is an updated moving average. Several methods of updating plot per acre volume have been discussed previously. However, these methods may not be appropriate...

The Effect on Non-Normal Distributions on the Integrated Moving Average Model of Time-Series Analysis.

ERIC Educational Resources Information Center

Doerann-George, Judith

The Integrated Moving Average (IMA) model of time series, and the analysis of intervention effects based on it, assume random shocks which are normally distributed. To determine the robustness of the analysis to violations of this assumption, empirical sampling methods were employed. Samples were generated from three populations; normal,…

Relationship research between meteorological disasters and stock markets based on a multifractal detrending moving average algorithm

NASA Astrophysics Data System (ADS)

Li, Qingchen; Cao, Guangxi; Xu, Wei

2018-01-01

Based on a multifractal detrending moving average algorithm (MFDMA), this study uses the fractionally autoregressive integrated moving average process (ARFIMA) to demonstrate the effectiveness of MFDMA in the detection of auto-correlation at different sample lengths and to simulate some artificial time series with the same length as the actual sample interval. We analyze the effect of predictable and unpredictable meteorological disasters on the US and Chinese stock markets and the degree of long memory in different sectors. Furthermore, we conduct a preliminary investigation to determine whether the fluctuations of financial markets caused by meteorological disasters are derived from the normal evolution of the financial system itself or not. We also propose several reasonable recommendations.

Quantifying rapid changes in cardiovascular state with a moving ensemble average.

PubMed

Cieslak, Matthew; Ryan, William S; Babenko, Viktoriya; Erro, Hannah; Rathbun, Zoe M; Meiring, Wendy; Kelsey, Robert M; Blascovich, Jim; Grafton, Scott T

2018-04-01

MEAP, the moving ensemble analysis pipeline, is a new open-source tool designed to perform multisubject preprocessing and analysis of cardiovascular data, including electrocardiogram (ECG), impedance cardiogram (ICG), and continuous blood pressure (BP). In addition to traditional ensemble averaging, MEAP implements a moving ensemble averaging method that allows for the continuous estimation of indices related to cardiovascular state, including cardiac output, preejection period, heart rate variability, and total peripheral resistance, among others. Here, we define the moving ensemble technique mathematically, highlighting its differences from fixed-window ensemble averaging. We describe MEAP's interface and features for signal processing, artifact correction, and cardiovascular-based fMRI analysis. We demonstrate the accuracy of MEAP's novel B point detection algorithm on a large collection of hand-labeled ICG waveforms. As a proof of concept, two subjects completed a series of four physical and cognitive tasks (cold pressor, Valsalva maneuver, video game, random dot kinetogram) on 3 separate days while ECG, ICG, and BP were recorded. Critically, the moving ensemble method reliably captures the rapid cyclical cardiovascular changes related to the baroreflex during the Valsalva maneuver and the classic cold pressor response. Cardiovascular measures were seen to vary considerably within repetitions of the same cognitive task for each individual, suggesting that a carefully designed paradigm could be used to capture fast-acting event-related changes in cardiovascular state. © 2017 Society for Psychophysiological Research.

Streamflow predictions in Alpine Catchments by using artificial neural networks. Application in the Alto Genil Basin (South Spain)

NASA Astrophysics Data System (ADS)

Jimeno-Saez, Patricia; Pegalajar-Cuellar, Manuel; Pulido-Velazquez, David

2017-04-01

This study explores techniques of modeling water inflow series, focusing on techniques of short-term steamflow prediction. An appropriate estimation of streamflow in advance is necessary to anticipate measures to mitigate the impacts and risks related to drought conditions. This study analyzes the prediction of future streamflow of nineteen subbasins in the Alto-Genil basin in Granada (Southeast of Spain). Some of these basin streamflow have an important component of snowmelt due to part of the system is located in Sierra Nevada Mountain Range, the highest mountain of continental Spain. Streamflow prediction models have been calibrated using time series of historical natural streamflows. The available streamflow measurements have been downloaded from several public data sources. These original data have been preprocessed to turn them to the original natural regime, removing the anthropic effects. The missing values in the adopted horizon period to calibrate the prediction models have been estimated by using a Temez hydrological balance model, approaching the snowmelt processes with a hybrid degree day method. In the experimentation, ARIMA models are used as baseline method, and recurrent neural networks ELMAN and nonlinear autoregressive neural network (NAR) to test if the prediction accuracy can be improved. After performing the multiple experiments with these models, non-parametric statistical tests are applied to select the best of these techniques. In the experiments carried out with ARIMA, it is concluded that ARIMA models are not adequate in this case study due to the existence of a nonlinear component that cannot be modeled. Secondly, ELMAN and NAR neural networks with multi-start training is performed with each network structure to deal with the local optimum problem, since in neural network training there is a very strong dependence on the initial weights of the network. The obtained results suggest that both neural networks are efficient for the short term prediction, surpassing the limitations of the ARIMA models and, in general, the experiments showed that NAR networks are the ones with the greatest generalization capability. Therefore, NAR networks are chosen as the starting point for other works, in which we study the streamflow predictions incorporating exogenous variables (as the Snow Cover Area), the sensitivity of the prediction to the initial conditions, multivariate streamflow predictions considering the spatial correlation between the sub-basins streamflow and the synthetic generations to assess droughts statistic. This research has been partially supported by the CGL2013-48424-C2-2-R (MINECO) and the PMAFI/06/14 (UCAM) projects.

The Performance of Multilevel Growth Curve Models under an Autoregressive Moving Average Process

ERIC Educational Resources Information Center

Murphy, Daniel L.; Pituch, Keenan A.

2009-01-01

The authors examined the robustness of multilevel linear growth curve modeling to misspecification of an autoregressive moving average process. As previous research has shown (J. Ferron, R. Dailey, & Q. Yi, 2002; O. Kwok, S. G. West, & S. B. Green, 2007; S. Sivo, X. Fan, & L. Witta, 2005), estimates of the fixed effects were unbiased, and Type I…

Using Baidu Search Index to Predict Dengue Outbreak in China

NASA Astrophysics Data System (ADS)

Liu, Kangkang; Wang, Tao; Yang, Zhicong; Huang, Xiaodong; Milinovich, Gabriel J.; Lu, Yi; Jing, Qinlong; Xia, Yao; Zhao, Zhengyang; Yang, Yang; Tong, Shilu; Hu, Wenbiao; Lu, Jiahai

2016-12-01

This study identified the possible threshold to predict dengue fever (DF) outbreaks using Baidu Search Index (BSI). Time-series classification and regression tree models based on BSI were used to develop a predictive model for DF outbreak in Guangzhou and Zhongshan, China. In the regression tree models, the mean autochthonous DF incidence rate increased approximately 30-fold in Guangzhou when the weekly BSI for DF at the lagged moving average of 1-3 weeks was more than 382. When the weekly BSI for DF at the lagged moving average of 1-5 weeks was more than 91.8, there was approximately 9-fold increase of the mean autochthonous DF incidence rate in Zhongshan. In the classification tree models, the results showed that when the weekly BSI for DF at the lagged moving average of 1-3 weeks was more than 99.3, there was 89.28% chance of DF outbreak in Guangzhou, while, in Zhongshan, when the weekly BSI for DF at the lagged moving average of 1-5 weeks was more than 68.1, the chance of DF outbreak rose up to 100%. The study indicated that less cost internet-based surveillance systems can be the valuable complement to traditional DF surveillance in China.

Comparison between wavelet transform and moving average as filter method of MODIS imagery to recognize paddy cropping pattern in West Java

NASA Astrophysics Data System (ADS)

Dwi Nugroho, Kreshna; Pebrianto, Singgih; Arif Fatoni, Muhammad; Fatikhunnada, Alvin; Liyantono; Setiawan, Yudi

2017-01-01

Information on the area and spatial distribution of paddy field are needed to support sustainable agricultural and food security program. Mapping or distribution of cropping pattern paddy field is important to obtain sustainability paddy field area. It can be done by direct observation and remote sensing method. This paper discusses remote sensing for paddy field monitoring based on MODIS time series data. In time series MODIS data, difficult to direct classified of data, because of temporal noise. Therefore wavelet transform and moving average are needed as filter methods. The Objective of this study is to recognize paddy cropping pattern with wavelet transform and moving average in West Java using MODIS imagery (MOD13Q1) from 2001 to 2015 then compared between both of methods. The result showed the spatial distribution almost have the same cropping pattern. The accuracy of wavelet transform (75.5%) is higher than moving average (70.5%). Both methods showed that the majority of the cropping pattern in West Java have pattern paddy-fallow-paddy-fallow with various time planting. The difference of the planting schedule was occurs caused by the availability of irrigation water.

A Comparison of Missing-Data Procedures for Arima Time-Series Analysis

ERIC Educational Resources Information Center

Velicer, Wayne F.; Colby, Suzanne M.

2005-01-01

Missing data are a common practical problem for longitudinal designs. Time-series analysis is a longitudinal method that involves a large number of observations on a single unit. Four different missing-data methods (deletion, mean substitution, mean of adjacent observations, and maximum likelihood estimation) were evaluated. Computer-generated…

Capillary Electrophoresis Sensitivity Enhancement Based on Adaptive Moving Average Method.

PubMed

Drevinskas, Tomas; Telksnys, Laimutis; Maruška, Audrius; Gorbatsova, Jelena; Kaljurand, Mihkel

2018-06-05

In the present work, we demonstrate a novel approach to improve the sensitivity of the "out of lab" portable capillary electrophoretic measurements. Nowadays, many signal enhancement methods are (i) underused (nonoptimal), (ii) overused (distorts the data), or (iii) inapplicable in field-portable instrumentation because of a lack of computational power. The described innovative migration velocity-adaptive moving average method uses an optimal averaging window size and can be easily implemented with a microcontroller. The contactless conductivity detection was used as a model for the development of a signal processing method and the demonstration of its impact on the sensitivity. The frequency characteristics of the recorded electropherograms and peaks were clarified. Higher electrophoretic mobility analytes exhibit higher-frequency peaks, whereas lower electrophoretic mobility analytes exhibit lower-frequency peaks. On the basis of the obtained data, a migration velocity-adaptive moving average algorithm was created, adapted, and programmed into capillary electrophoresis data-processing software. Employing the developed algorithm, each data point is processed depending on a certain migration time of the analyte. Because of the implemented migration velocity-adaptive moving average method, the signal-to-noise ratio improved up to 11 times for sampling frequency of 4.6 Hz and up to 22 times for sampling frequency of 25 Hz. This paper could potentially be used as a methodological guideline for the development of new smoothing algorithms that require adaptive conditions in capillary electrophoresis and other separation methods.

An improved moving average technical trading rule

NASA Astrophysics Data System (ADS)

Papailias, Fotis; Thomakos, Dimitrios D.

2015-06-01

This paper proposes a modified version of the widely used price and moving average cross-over trading strategies. The suggested approach (presented in its 'long only' version) is a combination of cross-over 'buy' signals and a dynamic threshold value which acts as a dynamic trailing stop. The trading behaviour and performance from this modified strategy are different from the standard approach with results showing that, on average, the proposed modification increases the cumulative return and the Sharpe ratio of the investor while exhibiting smaller maximum drawdown and smaller drawdown duration than the standard strategy.

Ambient temperature and biomarkers of heart failure: a repeated measures analysis.

PubMed

Wilker, Elissa H; Yeh, Gloria; Wellenius, Gregory A; Davis, Roger B; Phillips, Russell S; Mittleman, Murray A

2012-08-01

Extreme temperatures have been associated with hospitalization and death among individuals with heart failure, but few studies have explored the underlying mechanisms. We hypothesized that outdoor temperature in the Boston, Massachusetts, area (1- to 4-day moving averages) would be associated with higher levels of biomarkers of inflammation and myocyte injury in a repeated-measures study of individuals with stable heart failure. We analyzed data from a completed clinical trial that randomized 100 patients to 12 weeks of tai chi classes or to time-matched education control. B-type natriuretic peptide (BNP), C-reactive protein (CRP), and tumor necrosis factor (TNF) were measured at baseline, 6 weeks, and 12 weeks. Endothelin-1 was measured at baseline and 12 weeks. We used fixed effects models to evaluate associations with measures of temperature that were adjusted for time-varying covariates. Higher apparent temperature was associated with higher levels of BNP beginning with 2-day moving averages and reached statistical significance for 3- and 4-day moving averages. CRP results followed a similar pattern but were delayed by 1 day. A 5°C change in 3- and 4-day moving averages of apparent temperature was associated with 11.3% [95% confidence interval (CI): 1.1, 22.5; p = 0.03) and 11.4% (95% CI: 1.2, 22.5; p = 0.03) higher BNP. A 5°C change in the 4-day moving average of apparent temperature was associated with 21.6% (95% CI: 2.5, 44.2; p = 0.03) higher CRP. No clear associations with TNF or endothelin-1 were observed. Among patients undergoing treatment for heart failure, we observed positive associations between temperature and both BNP and CRP-predictors of heart failure prognosis and severity.

Describing temporal variability of the mean Estonian precipitation series in climate time scale

NASA Astrophysics Data System (ADS)

Post, P.; Kärner, O.

2009-04-01

Applicability of the random walk type models to represent the temporal variability of various atmospheric temperature series has been successfully demonstrated recently (e.g. Kärner, 2002). Main problem in the temperature modeling is connected to the scale break in the generally self similar air temperature anomaly series (Kärner, 2005). The break separates short-range strong non-stationarity from nearly stationary longer range variability region. This is an indication of the fact that several geophysical time series show a short-range non-stationary behaviour and a stationary behaviour in longer range (Davis et al., 1996). In order to model series like that the choice of time step appears to be crucial. To characterize the long-range variability we can neglect the short-range non-stationary fluctuations, provided that we are able to model properly the long-range tendencies. The structure function (Monin and Yaglom, 1975) was used to determine an approximate segregation line between the short and the long scale in terms of modeling. The longer scale can be called climate one, because such models are applicable in scales over some decades. In order to get rid of the short-range fluctuations in daily series the variability can be examined using sufficiently long time step. In the present paper, we show that the same philosophy is useful to find a model to represent a climate-scale temporal variability of the Estonian daily mean precipitation amount series over 45 years (1961-2005). Temporal variability of the obtained daily time series is examined by means of an autoregressive and integrated moving average (ARIMA) family model of the type (0,1,1). This model is applicable for daily precipitation simulating if to select an appropriate time step that enables us to neglet the short-range non-stationary fluctuations. A considerably longer time step than one day (30 days) is used in the current paper to model the precipitation time series variability. Each ARIMA (0,1,1) model can be interpreted to be consisting of random walk in a noisy environment (Box and Jenkins, 1976). The fitted model appears to be weakly non-stationary, that gives us the possibility to use stationary approximation if only the noise component from that sum of white noise and random walk is exploited. We get a convenient routine to generate a stationary precipitation climatology with a reasonable accuracy, since the noise component variance is much larger than the dispersion of the random walk generator. This interpretation emphasizes dominating role of a random component in the precipitation series. The result is understandable due to a small territory of Estonia that is situated in the mid-latitude cyclone track. References Box, J.E.P. and G. Jenkins 1976: Time Series Analysis, Forecasting and Control (revised edn.), Holden Day San Francisco, CA, 575 pp. Davis, A., Marshak, A., Wiscombe, W. and R. Cahalan 1996: Multifractal characterizations of intermittency in nonstationary geophysical signals and fields.in G. Trevino et al. (eds) Current Topics in Nonsstationarity Analysis. World-Scientific, Singapore, 97-158. Kärner, O. 2002: On nonstationarity and antipersistency in global temperature series. J. Geophys. Res. D107; doi:10.1029/2001JD002024. Kärner, O. 2005: Some examples on negative feedback in the Earth climate system. Centr. European J. Phys. 3; 190-208. Monin, A.S. and A.M. Yaglom 1975: Statistical Fluid Mechanics, Vol 2. Mechanics of Turbulence , MIT Press Boston Mass, 886 pp.

SM91: Observations of interchange between acceleration and thermalization processes in auroral electrons

NASA Technical Reports Server (NTRS)

Pongratz, M.

1972-01-01

Results from a Nike-Tomahawk sounding rocket flight launched from Fort Churchill are presented. The rocket was launched into a breakup aurora at magnetic local midnight on 21 March 1968. The rocket was instrumented to measure electrons with an electrostatic analyzer electron spectrometer which made 29 measurements in the energy interval 0.5 KeV to 30 KeV. Complete energy spectra were obtained at a rate of 10/sec. Pitch angle information is presented via 3 computed average per rocket spin. The dumped electron average corresponds to averages over electrons moving nearly parallel to the B vector. The mirroring electron average corresponds to averages over electrons moving nearly perpendicular to the B vector. The average was also computed over the entire downward hemisphere (the precipitated electron average). The observations were obtained in an altitude range of 10 km at 230 km altitude.

Kumaraswamy autoregressive moving average models for double bounded environmental data

NASA Astrophysics Data System (ADS)

Bayer, Fábio Mariano; Bayer, Débora Missio; Pumi, Guilherme

2017-12-01

In this paper we introduce the Kumaraswamy autoregressive moving average models (KARMA), which is a dynamic class of models for time series taking values in the double bounded interval (a,b) following the Kumaraswamy distribution. The Kumaraswamy family of distribution is widely applied in many areas, especially hydrology and related fields. Classical examples are time series representing rates and proportions observed over time. In the proposed KARMA model, the median is modeled by a dynamic structure containing autoregressive and moving average terms, time-varying regressors, unknown parameters and a link function. We introduce the new class of models and discuss conditional maximum likelihood estimation, hypothesis testing inference, diagnostic analysis and forecasting. In particular, we provide closed-form expressions for the conditional score vector and conditional Fisher information matrix. An application to environmental real data is presented and discussed.

Neural net forecasting for geomagnetic activity

NASA Technical Reports Server (NTRS)

Hernandez, J. V.; Tajima, T.; Horton, W.

1993-01-01

We use neural nets to construct nonlinear models to forecast the AL index given solar wind and interplanetary magnetic field (IMF) data. We follow two approaches: (1) the state space reconstruction approach, which is a nonlinear generalization of autoregressive-moving average models (ARMA) and (2) the nonlinear filter approach, which reduces to a moving average model (MA) in the linear limit. The database used here is that of Bargatze et al. (1985).

Queues with Choice via Delay Differential Equations

NASA Astrophysics Data System (ADS)

Pender, Jamol; Rand, Richard H.; Wesson, Elizabeth

Delay or queue length information has the potential to influence the decision of a customer to join a queue. Thus, it is imperative for managers of queueing systems to understand how the information that they provide will affect the performance of the system. To this end, we construct and analyze two two-dimensional deterministic fluid models that incorporate customer choice behavior based on delayed queue length information. In the first fluid model, customers join each queue according to a Multinomial Logit Model, however, the queue length information the customer receives is delayed by a constant Δ. We show that the delay can cause oscillations or asynchronous behavior in the model based on the value of Δ. In the second model, customers receive information about the queue length through a moving average of the queue length. Although it has been shown empirically that giving patients moving average information causes oscillations and asynchronous behavior to occur in U.S. hospitals, we analytically and mathematically show for the first time that the moving average fluid model can exhibit oscillations and determine their dependence on the moving average window. Thus, our analysis provides new insight on how operators of service systems should report queue length information to customers and how delayed information can produce unwanted system dynamics.

Changing Hot Pursuit Policy: An Empirical Assessment of the Impact on Pursuit Behavior.

ERIC Educational Resources Information Center

Crew, Robert E., Jr.; And Others

1994-01-01

Using a two-year time series, the impact on law enforcement pursuit behavior of two changes in pursuit policy in a police department was studied using the ARIMA computer program and Tobit analysis. Each policy change produced significant reductions in pursuits engaged in by police officers. (SLD)

Performance vs. Paper-And-Pencil Estimates of Cognitive Abilities.

ERIC Educational Resources Information Center

Arima, James K.

Arima's Discrimination Learning Test (DLT) was reconfigured, made into a self-paced mode, and administered to potential recruits in order to determine if: (1) a previous study indicating a lack of difference in learning performance between white and nonwhites would hold up; and (2) the correlations between scores attained on the DLT and scores…

Time series regression and ARIMAX for forecasting currency flow at Bank Indonesia in Sulawesi region

NASA Astrophysics Data System (ADS)

Suharsono, Agus; Suhartono, Masyitha, Aulia; Anuravega, Arum

2015-12-01

The purpose of the study is to forecast the outflow and inflow of currency at Indonesian Central Bank or Bank Indonesia (BI) in Sulawesi Region. The currency outflow and inflow data tend to have a trend pattern which is influenced by calendar variation effects. Therefore, this research focuses to apply some forecasting methods that could handle calendar variation effects, i.e. Time Series Regression (TSR) and ARIMAX models, and compare the forecast accuracy with ARIMA model. The best model is selected based on the lowest of Root Mean Squares Errors (RMSE) at out-sample dataset. The results show that ARIMA is the best model for forecasting the currency outflow and inflow at South Sulawesi. Whereas, the best model for forecasting the currency outflow at Central Sulawesi and Southeast Sulawesi, and for forecasting the currency inflow at South Sulawesi and North Sulawesi is TSR. Additionally, ARIMAX is the best model for forecasting the currency outflow at North Sulawesi. Hence, the results show that more complex models do not neccessary yield more accurate forecast than the simpler one.

A comparison of the stochastic and machine learning approaches in hydrologic time series forecasting

NASA Astrophysics Data System (ADS)

Kim, T.; Joo, K.; Seo, J.; Heo, J. H.

2016-12-01

Hydrologic time series forecasting is an essential task in water resources management and it becomes more difficult due to the complexity of runoff process. Traditional stochastic models such as ARIMA family has been used as a standard approach in time series modeling and forecasting of hydrological variables. Due to the nonlinearity in hydrologic time series data, machine learning approaches has been studied with the advantage of discovering relevant features in a nonlinear relation among variables. This study aims to compare the predictability between the traditional stochastic model and the machine learning approach. Seasonal ARIMA model was used as the traditional time series model, and Random Forest model which consists of decision tree and ensemble method using multiple predictor approach was applied as the machine learning approach. In the application, monthly inflow data from 1986 to 2015 of Chungju dam in South Korea were used for modeling and forecasting. In order to evaluate the performances of the used models, one step ahead and multi-step ahead forecasting was applied. Root mean squared error and mean absolute error of two models were compared.

Forecasting of palm oil price in Malaysia using linear and nonlinear methods

NASA Astrophysics Data System (ADS)

Nor, Abu Hassan Shaari Md; Sarmidi, Tamat; Hosseinidoust, Ehsan

2014-09-01

The first question that comes to the mind is: "How can we predict the palm oil price accurately?" This question is the authorities, policy makers and economist's question for a long period of time. The first reason is that in the recent years Malaysia showed a comparative advantage in palm oil production and has become top producer and exporter in the world. Secondly, palm oil price plays significant role in government budget and represents important source of income for Malaysia, which potentially can influence the magnitude of monetary policies and eventually have an impact on inflation. Thirdly, knowledge on the future trends would be helpful in the planning and decision making procedures and will generate precise fiscal and monetary policy. Daily data on palm oil prices along with the ARIMA models, neural networks and fuzzy logic systems are employed in this paper. Empirical findings indicate that the dynamic neural network of NARX and the hybrid system of ANFIS provide higher accuracy than the ARIMA and static neural network for forecasting the palm oil price in Malaysia.

Is there a link between per capita alcohol consumption and youth drinking? A time-series analysis for Sweden in 1972-2012.

PubMed

Norström, Thor; Raninen, Jonas

2015-06-01

To estimate the relationship between per capita alcohol consumption and youth drinking in Sweden during the last 40 years and to estimate the relationship between female and male youth drinking during the 40-year study period. Per capita alcohol consumption was proxied by official sales data, supplemented by data on unrecorded consumption. Youth consumption was measured by a question on heavy episodic drinking (HED) included in an annual school survey of alcohol and drug habits among Swedish 9th -grade students (15-16 years of age). The annual samples comprise approximately 5000 individuals (with roughly equal numbers of boys and girls) with response rates in the range 80-93%. The study spans the period 1972-2012. Autoregressive integrated moving average (ARIMA) time-series analysis was used to estimate the relation between per-capita alcohol consumption and youth drinking. Ocular inspection of the time-series data suggested a stronger synchronization between the two series in the early period, before the mid-1990s, than in the later period, indicating a structural shift in the relation at issue. We therefore conducted period specific time-series analyses with 1995 as the year of division. There was a statistically significant relation between per capita alcohol consumption and HED among youth for 1972-94. A 1% increase in per capita alcohol consumption was associated with an increase in HED of 1.52% (P = 0.008). The estimate for 1995-2012 (0.12) was well below statistical significance (P = 0.580). The estimated elasticity of the association between boys' and girls' HED during 1972-94 was close to unity (0.98, P < 0.001), suggesting proportional changes in boys' and girls' drinking. When controlling for per capita consumption, the association was halved (to 0.55) but still significant in table 3 (P = 0.045). Adult and youth drinking in Sweden were synchronized closely during the two last decades of the 20th century, but youth drinking developed an independent trajectory shortly before 2000. © 2015 The Authors. Addiction published by John Wiley & Sons Ltd on behalf of Society for the Study of Addiction.

A change in the trend in dosulepin usage following the introduction of a prescribing indicator but not after two national safety warnings.

PubMed

Deslandes, P N; Jenkins, K S L; Haines, K E; Hutchings, S; Cannings-John, R; Lewis, T L; Bracchi, R C; Routledge, P A

2016-04-01

The tricyclic antidepressant dosulepin has been associated with an increased risk of toxicity in overdose compared with other antidepressants. In the UK, the MHRA and NICE have issued advice on the prescribing of dosulepin, and a National Prescribing Indicator (NPI) to monitor usage was introduced in Wales in 2011. The aim of this study was to assess whether trends in dosulepin usage in Wales and NE England changed following the two pieces of safety guidance and the introduction of the National Prescribing Indicator in Wales. Primary care dosulepin usage in the 12 months prior to and following MHRA safety advice (in 2007), NICE guideline CG90 (in 2009) and the introduction of the NPI (in 2011) was obtained. Usage was measured using defined daily doses (DDDs) per 1000 prescribing units (PUs). The trends in the 12 months prior to and following the introduction of prescribing advice and the NPI were compared using an autoregressive integrated moving average (ARIMA) model. In Wales, the trend in dosulepin usage did not change significantly prior to and following the MHRA advice: -0·18 and -0·43 DDDs/1000PUs per month, respectively (P = 0·07), or prior to and following NICE CG90: -0·30 and -0·49 DDDs/1000PUs per month, respectively (P = 0·35). In the 12 months prior to and following the introduction of the NPI, the trend was -0·45 and -0·98 DDDs/1000PUs per month, respectively (P = 0·001). In NE England, the trend did not alter significantly following the NICE advice or the introduction of the NPI in Wales. The trend in dosulepin usage in Wales altered significantly following the introduction of the NPI, but not after the other prescribing advice. This association, coupled with the absence of a significant change in NE England over the same period, provided some evidence of the effectiveness of the NPI in prompting a change in prescribing behaviour in Wales. © 2016 John Wiley & Sons Ltd.

Effect of Tobacco Control Policies on Information Seeking for Smoking Cessation in the Netherlands: A Google Trends Study

PubMed Central

Troelstra, Sigrid A.; Bosdriesz, Jizzo R.; de Boer, Michiel R.; Kunst, Anton E.

2016-01-01

Background The impact of tobacco control policies on measures of smoking cessation behaviour has often been studied, yet there is little information on their precise magnitude and duration. This study aims to measure the magnitude and timing of the impact of Dutch tobacco control policies on the rate of searching for information on smoking cessation, using Google Trends search query data. Methods An interrupted time series analysis was used to examine the effect of two types of policies (smoke-free legislation and reimbursement of smoking cessation support (SCS)) on Google searches for ‘quit smoking’. Google Trends data were seasonally adjusted and analysed using autoregressive integrated moving average (ARIMA) modelling. Multiple effect periods were modelled as dummy variables and analysed simultaneously to examine the magnitude and duration of the effect of each intervention. The same analysis was repeated with Belgian search query data as a control group, since Belgium is the country most comparable to the Netherlands in terms of geography, language, history and culture. Results A significant increase in relative search volume (RSV) was found from one to four weeks (21–41%) after the introduction of the smoking ban in restaurants and bars in the Netherlands in 2008. The introduction of SCS reimbursement in 2011 was associated with a significant increase of RSV (16–22%) in the Netherlands after 3 to 52 weeks. The reintroduction of SCS in 2013 was associated with a significant increase of RSV (9–21%) in the Netherlands from 3 to 32 weeks after the intervention. No effects were found in the Belgian control group for the smoking ban and the reintroduction of SCS in 2013, but there was a significant increase in RSV shortly before and after the introduction of SCS in 2011. Conclusions These findings suggest that these tobacco control policies have short-term or medium-term effects on the rate of searching for information on smoking cessation, and therefore potentially on smoking cessation rates. PMID:26849567

Predicting the hand, foot, and mouth disease incidence using search engine query data and climate variables: an ecological study in Guangdong, China.

PubMed

Du, Zhicheng; Xu, Lin; Zhang, Wangjian; Zhang, Dingmei; Yu, Shicheng; Hao, Yuantao

2017-10-06

Hand, foot, and mouth disease (HFMD) has caused a substantial burden in China, especially in Guangdong Province. Based on the enhanced surveillance system, we aimed to explore whether the addition of temperate and search engine query data improves the risk prediction of HFMD. Ecological study. Information on the confirmed cases of HFMD, climate parameters and search engine query logs was collected. A total of 1.36 million HFMD cases were identified from the surveillance system during 2011-2014. Analyses were conducted at aggregate level and no confidential information was involved. A seasonal autoregressive integrated moving average (ARIMA) model with external variables (ARIMAX) was used to predict the HFMD incidence from 2011 to 2014, taking into account temperature and search engine query data (Baidu Index, BDI). Statistics of goodness-of-fit and precision of prediction were used to compare models (1) based on surveillance data only, and with the addition of (2) temperature, (3) BDI, and (4) both temperature and BDI. A high correlation between HFMD incidence and BDI ( r =0.794, p<0.001) or temperature ( r =0.657, p<0.001) was observed using both time series plot and correlation matrix. A linear effect of BDI (without lag) and non-linear effect of temperature (1 week lag) on HFMD incidence were found in a distributed lag non-linear model. Compared with the model based on surveillance data only, the ARIMAX model including BDI reached the best goodness-of-fit with an Akaike information criterion (AIC) value of -345.332, whereas the model including both BDI and temperature had the most accurate prediction in terms of the mean absolute percentage error (MAPE) of 101.745%. An ARIMAX model incorporating search engine query data significantly improved the prediction of HFMD. Further studies are warranted to examine whether including search engine query data also improves the prediction of other infectious diseases in other settings. © Article author(s) (or their employer(s) unless otherwise stated in the text of the article) 2017. All rights reserved. No commercial use is permitted unless otherwise expressly granted.

An intervention to improve spontaneous adverse drug reaction reporting by hospital physicians: a time series analysis in Spain.

PubMed

Pedrós, Consuelo; Vallano, Antoni; Cereza, Gloria; Mendoza-Aran, Gemma; Agustí, Antònia; Aguilera, Cristina; Danés, Immaculada; Vidal, Xavier; Arnau, Josep M

2009-01-01

Spontaneous reporting of adverse drug reactions (ADRs) in hospitals is scarce and several obstacles to such reporting have been identified previously. To assess the effectiveness of a multifaceted intervention based on healthcare management agreements for improving spontaneous reporting of ADRs by physicians in a hospital setting. In 2003, the spontaneous reporting of ADRs was included as one of the objectives of hospital physicians at the Vall d'Hebron Hospital, Barcelona, Spain, within the context of management agreements between clinical services and hospital managers. A continuous intervention related to these management agreements, including periodic educational meetings and economic incentives, was then initiated. We carried out an ecological time series analysis and assessed the change in the total number of spontaneous reports of ADRs, and the number of serious ADRs, unexpected ADRs, and ADRs associated with new drugs between a period previous to the intervention (from 1998 to 2002) and the period during the intervention (from 2003 to 2005). A time series analysis with ARIMA (Auto-Regressive Integrated Moving Average) models was performed. The median number of reported ADRs per year increased from 40 (range 23-55) in the first period to 224 (range 98-248) in the second period. In the first period, the monthly number of reported ADRs was stable (3.47 per month; 95% CI 1.90, 5.03), but in the second period the number increased progressively (increase of 0.74 per month; 95% CI 0.62, 0.86). In the second period, the proportion of reported serious ADRs increased nearly 2-fold (63.1% vs 32.5% in the first period). The absolute number of previously unknown or poorly known ADRs increased 4-fold in the second period (54 vs 13 in the first period). There was also an increase in the absolute number of suspected pharmacological exposures to new drugs (97 vs 28) and in the number of different new drugs suspected of causing ADRs (50 vs 19). A continuous intervention based on healthcare management agreements with economic incentives and educational activities is associated with a quantitative and qualitative improvement of spontaneous reporting of ADRs by hospital physicians.

Predicting the hand, foot, and mouth disease incidence using search engine query data and climate variables: an ecological study in Guangdong, China

PubMed Central

Du, Zhicheng; Xu, Lin; Zhang, Wangjian; Zhang, Dingmei; Yu, Shicheng; Hao, Yuantao

2017-01-01

Objectives Hand, foot, and mouth disease (HFMD) has caused a substantial burden in China, especially in Guangdong Province. Based on the enhanced surveillance system, we aimed to explore whether the addition of temperate and search engine query data improves the risk prediction of HFMD. Design Ecological study. Setting and participants Information on the confirmed cases of HFMD, climate parameters and search engine query logs was collected. A total of 1.36 million HFMD cases were identified from the surveillance system during 2011–2014. Analyses were conducted at aggregate level and no confidential information was involved. Outcome measures A seasonal autoregressive integrated moving average (ARIMA) model with external variables (ARIMAX) was used to predict the HFMD incidence from 2011 to 2014, taking into account temperature and search engine query data (Baidu Index, BDI). Statistics of goodness-of-fit and precision of prediction were used to compare models (1) based on surveillance data only, and with the addition of (2) temperature, (3) BDI, and (4) both temperature and BDI. Results A high correlation between HFMD incidence and BDI (r=0.794, p<0.001) or temperature (r=0.657, p<0.001) was observed using both time series plot and correlation matrix. A linear effect of BDI (without lag) and non-linear effect of temperature (1 week lag) on HFMD incidence were found in a distributed lag non-linear model. Compared with the model based on surveillance data only, the ARIMAX model including BDI reached the best goodness-of-fit with an Akaike information criterion (AIC) value of −345.332, whereas the model including both BDI and temperature had the most accurate prediction in terms of the mean absolute percentage error (MAPE) of 101.745%. Conclusions An ARIMAX model incorporating search engine query data significantly improved the prediction of HFMD. Further studies are warranted to examine whether including search engine query data also improves the prediction of other infectious diseases in other settings. PMID:28988169

MARD—A moving average rose diagram application for the geosciences

NASA Astrophysics Data System (ADS)

Munro, Mark A.; Blenkinsop, Thomas G.

2012-12-01

MARD 1.0 is a computer program for generating smoothed rose diagrams by using a moving average, which is designed for use across the wide range of disciplines encompassed within the Earth Sciences. Available in MATLAB®, Microsoft® Excel and GNU Octave formats, the program is fully compatible with both Microsoft® Windows and Macintosh operating systems. Each version has been implemented in a user-friendly way that requires no prior experience in programming with the software. MARD conducts a moving average smoothing, a form of signal processing low-pass filter, upon the raw circular data according to a set of pre-defined conditions selected by the user. This form of signal processing filter smoothes the angular dataset, emphasising significant circular trends whilst reducing background noise. Customisable parameters include whether the data is uni- or bi-directional, the angular range (or aperture) over which the data is averaged, and whether an unweighted or weighted moving average is to be applied. In addition to the uni- and bi-directional options, the MATLAB® and Octave versions also possess a function for plotting 2-dimensional dips/pitches in a single, lower, hemisphere. The rose diagrams from each version are exportable as one of a selection of common graphical formats. Frequently employed statistical measures that determine the vector mean, mean resultant (or length), circular standard deviation and circular variance are also included. MARD's scope is demonstrated via its application to a variety of datasets within the Earth Sciences.

Quantitative analysis of ions in spring water in three different areas of Hyogo Prefecture in Japan by far ultraviolet spectroscopy.

PubMed

Mitsuoka, Motoki; Shinzawa, Hideyuki; Morisawa, Yusuke; Kariyama, Naomi; Higashi, Noboru; Tsuboi, Motohiro; Ozaki, Yukihiro

2011-01-01

Far-ultraviolet (FUV) spectra in the 190-300 nm region were measured for spring water in Awaji-Akashi area, Tamba area and Rokko-Arima area in Hyogo Prefecture, Japan, these areas have quite different geology features. The spectra of the spring water in the Awaji-Akashi area can be divided into two groups: the spring water samples containing large amounts of NO(3)(-) and/or Cl(-), and those containing only small amounts of NO(3)(-) and Cl(-). The former shows a saturated band below 190 nm due to NO(3)(-) and/or Cl(-). These two types of spectra correspond to different lithological areas: sedimentary lithology near the sea shore containing many ions in the seawater and gravitic lithology far from the sea side, in the Awaji-Akashi area. The spring water from the Tamba area, which is far from the sea, contains relatively small amounts of NO(3)(-) and Cl(-); it does not yield a strong band in the region observed. The FUV spectra of three of four kinds of spring water samples in the Arima Hotspring show characteristic spectral patterns. They are quite different from the spectra of the spring water samples of the Rokko area. Calibration models were developed for NO(3)(-), Cl(-), SO(4)(2-), Na(+), and Mg(2+) in the nine kinds of spring water collected in the Awaji-Akashi area, Tamba, and Rokko-Arima area by using univariate analysis of the first derivative spectra and the actual values obtained by ion chromatography. NO(3)(-) yields the best results: correlation coefficient of 0.999 and standard deviation of 0.09 ppm with the wavelength of 212 nm. Cl(-) also gives good results: correlation coefficient of 0.993 and standard deviation of 0.5 ppm with the wavelength of 192 nm.

Comparison of time series models for predicting campylobacteriosis risk in New Zealand.

PubMed

Al-Sakkaf, A; Jones, G

2014-05-01

Predicting campylobacteriosis cases is a matter of considerable concern in New Zealand, after the number of the notified cases was the highest among the developed countries in 2006. Thus, there is a need to develop a model or a tool to predict accurately the number of campylobacteriosis cases as the Microbial Risk Assessment Model used to predict the number of campylobacteriosis cases failed to predict accurately the number of actual cases. We explore the appropriateness of classical time series modelling approaches for predicting campylobacteriosis. Finding the most appropriate time series model for New Zealand data has additional practical considerations given a possible structural change, that is, a specific and sudden change in response to the implemented interventions. A univariate methodological approach was used to predict monthly disease cases using New Zealand surveillance data of campylobacteriosis incidence from 1998 to 2009. The data from the years 1998 to 2008 were used to model the time series with the year 2009 held out of the data set for model validation. The best two models were then fitted to the full 1998-2009 data and used to predict for each month of 2010. The Holt-Winters (multiplicative) and ARIMA (additive) intervention models were considered the best models for predicting campylobacteriosis in New Zealand. It was noticed that the prediction by an additive ARIMA with intervention was slightly better than the prediction by a Holt-Winter multiplicative method for the annual total in year 2010, the former predicting only 23 cases less than the actual reported cases. It is confirmed that classical time series techniques such as ARIMA with intervention and Holt-Winters can provide a good prediction performance for campylobacteriosis risk in New Zealand. The results reported by this study are useful to the New Zealand Health and Safety Authority's efforts in addressing the problem of the campylobacteriosis epidemic. © 2013 Blackwell Verlag GmbH.

Statistical approach to the analysis of olive long-term pollen season trends in southern Spain.

PubMed

García-Mozo, H; Yaezel, L; Oteros, J; Galán, C

2014-03-01

Analysis of long-term airborne pollen counts makes it possible not only to chart pollen-season trends but also to track changing patterns in flowering phenology. Changes in higher plant response over a long interval are considered among the most valuable bioindicators of climate change impact. Phenological-trend models can also provide information regarding crop production and pollen-allergen emission. The interest of this information makes essential the election of the statistical analysis for time series study. We analysed trends and variations in the olive flowering season over a 30-year period (1982-2011) in southern Europe (Córdoba, Spain), focussing on: annual Pollen Index (PI); Pollen Season Start (PSS), Peak Date (PD), Pollen Season End (PSE) and Pollen Season Duration (PSD). Apart from the traditional Linear Regression analysis, a Seasonal-Trend Decomposition procedure based on Loess (STL) and an ARIMA model were performed. Linear regression results indicated a trend toward delayed PSE and earlier PSS and PD, probably influenced by the rise in temperature. These changes are provoking longer flowering periods in the study area. The use of the STL technique provided a clearer picture of phenological behaviour. Data decomposition on pollination dynamics enabled the trend toward an alternate bearing cycle to be distinguished from the influence of other stochastic fluctuations. Results pointed to show a rising trend in pollen production. With a view toward forecasting future phenological trends, ARIMA models were constructed to predict PSD, PSS and PI until 2016. Projections displayed a better goodness of fit than those derived from linear regression. Findings suggest that olive reproductive cycle is changing considerably over the last 30years due to climate change. Further conclusions are that STL improves the effectiveness of traditional linear regression in trend analysis, and ARIMA models can provide reliable trend projections for future years taking into account the internal fluctuations in time series. Copyright © 2013 Elsevier B.V. All rights reserved.

The Use of Time Series Analysis and t Tests with Serially Correlated Data Tests.

ERIC Educational Resources Information Center

Nicolich, Mark J.; Weinstein, Carol S.

1981-01-01

Results of three methods of analysis applied to simulated autocorrelated data sets with an intervention point (varying in autocorrelation degree, variance of error term, and magnitude of intervention effect) are compared and presented. The three methods are: t tests; maximum likelihood Box-Jenkins (ARIMA); and Bayesian Box Jenkins. (Author/AEF)

Examining the Impact of External Influences on Police Use of Deadly Force over Time.

ERIC Educational Resources Information Center

White, Michael D.

2002-01-01

Used interrupted time-series analysis (ARIMA) to study the impact of legislation and judicial intervention on the use of deadly force by police officers in Philadelphia, Pennsylvania. Findings generally suggest that dynamic changes in the internal working environment can outweigh the influence of external mechanisms on deadly force use. Findings…

Iterative Procedures for Exact Maximum Likelihood Estimation in the First-Order Gaussian Moving Average Model

DTIC Science & Technology

1990-11-01

1 = Q- 1 - 1 QlaaQ- 1.1 + a’Q-1a This is a simple case of a general formula called Woodbury’s formula by some authors; see, for example, Phadke and...1 2. The First-Order Moving Average Model ..... .................. 3. Some Approaches to the Iterative...the approximate likelihood function in some time series models. Useful suggestions have been the Cholesky decomposition of the covariance matrix and

Decadal Trends of Atlantic Basin Tropical Cyclones (1950-1999)

NASA Technical Reports Server (NTRS)

Wilson, Robert M.

2001-01-01

Ten-year moving averages of the seasonal rates for 'named storms,' tropical storms, hurricanes, and major (or intense) hurricanes in the Atlantic basin suggest that the present epoch is one of enhanced activity, marked by seasonal rates typically equal to or above respective long-term median rates. As an example, the 10-year moving average of the seasonal rates for named storms is now higher than for any previous year over the past 50 years, measuring 10.65 in 1994, or 2.65 units higher than its median rate of 8. Also, the 10-year moving average for tropical storms has more than doubled, from 2.15 in 1955 to 4.60 in 1992, with 16 of the past 20 years having a seasonal rate of three or more (the median rate). For hurricanes and major hurricanes, their respective 10-year moving averages turned upward, rising above long-term median rates (5.5 and 2, respectively) in 1992, a response to the abrupt increase in seasonal rates that occurred in 1995. Taken together, the outlook for future hurricane seasons is for all categories of Atlantic basin tropical cyclones to have seasonal rates at levels equal to or above long-term median rates, especially during non-El Nino-related seasons. Only during El Nino-related seasons does it appear likely that seasonal rates might be slightly diminished.

Motile and non-motile sperm diagnostic manipulation using optoelectronic tweezers.

PubMed

Ohta, Aaron T; Garcia, Maurice; Valley, Justin K; Banie, Lia; Hsu, Hsan-Yin; Jamshidi, Arash; Neale, Steven L; Lue, Tom; Wu, Ming C

2010-12-07

Optoelectronic tweezers was used to manipulate human spermatozoa to determine whether their response to OET predicts sperm viability among non-motile sperm. We review the electro-physical basis for how live and dead human spermatozoa respond to OET. The maximal velocity that non-motile spermatozoa could be induced to move by attraction or repulsion to a moving OET field was measured. Viable sperm are attracted to OET fields and can be induced to move at an average maximal velocity of 8.8 ± 4.2 µm s(-1), while non-viable sperm are repelled to OET, and are induced to move at an average maximal velocity of -0.8 ± 1.0 µm s(-1). Manipulation of the sperm using OET does not appear to result in increased DNA fragmentation, making this a potential method by which to identify viable non-motile sperm for assisted reproductive technologies.

Transport of the moving barrier driven by chiral active particles

NASA Astrophysics Data System (ADS)

Liao, Jing-jing; Huang, Xiao-qun; Ai, Bao-quan

2018-03-01

Transport of a moving V-shaped barrier exposed to a bath of chiral active particles is investigated in a two-dimensional channel. Due to the chirality of active particles and the transversal asymmetry of the barrier position, active particles can power and steer the directed transport of the barrier in the longitudinal direction. The transport of the barrier is determined by the chirality of active particles. The moving barrier and active particles move in the opposite directions. The average velocity of the barrier is much larger than that of active particles. There exist optimal parameters (the chirality, the self-propulsion speed, the packing fraction, and the channel width) at which the average velocity of the barrier takes its maximal value. In particular, tailoring the geometry of the barrier and the active concentration provides novel strategies to control the transport properties of micro-objects or cargoes in an active medium.

[A new kinematics method of determing elbow rotation axis and evaluation of its feasibility].

PubMed

Han, W; Song, J; Wang, G Z; Ding, H; Li, G S; Gong, M Q; Jiang, X Y; Wang, M Y

2016-04-18

To study a new positioning method of elbow external fixation rotation axis, and to evaluate its feasibility. Four normal adult volunteers and six Sawbone elbow models were brought into this experiment. The kinematic data of five elbow flexion were collected respectively by optical positioning system. The rotation axes of the elbow joints were fitted by the least square method. The kinematic data and fitting results were visually displayed. According to the fitting results, the average moving planes and rotation axes were calculated. Thus, the rotation axes of new kinematic methods were obtained. By using standard clinical methods, the entrance and exit points of rotation axes of six Sawbone elbow models were located under X-ray. And The kirschner wires were placed as the representatives of rotation axes using traditional positioning methods. Then, the entrance point deviation, the exit point deviation and the angle deviation of two kinds of located rotation axes were compared. As to the four volunteers, the indicators represented circular degree and coplanarity of elbow flexion movement trajectory of each volunteer were both about 1 mm. All the distance deviations of the moving axes to the average moving rotation axes of the five volunteers were less than 3 mm. All the angle deviations of the moving axes to the average moving rotation axes of the five volunteers were less than 5°. As to the six Sawbone models, the average entrance point deviations, the average exit point deviations and the average angle deviations of two different rotation axes determined by two kinds of located methods were respectively 1.697 2 mm, 1.838 3 mm and 1.321 7°. All the deviations were very small. They were all in an acceptable range of clinical practice. The values that represent circular degree and coplanarity of volunteer's elbow single curvature movement trajectory are very small. The result shows that the elbow single curvature movement can be regarded as the approximate fixed axis movement. The new method can replace the traditional method in accuracy. It can make up the deficiency of the traditional fixed axis method.

Focus on Teacher Salaries: An Update on Average Salaries and Recent Legislative Actions in the SREB States.

ERIC Educational Resources Information Center

Gaines, Gale F.

Focused state efforts have helped teacher salaries in Southern Regional Education Board (SREB) states move toward the national average. Preliminary 2000-01 estimates put SREB's average teacher salary at its highest point in 22 years compared to the national average. The SREB average teacher salary is approximately 90 percent of the national…

Sources of variation in Landsat autocorrelation

NASA Technical Reports Server (NTRS)

Craig, R. G.; Labovitz, M. L.

1980-01-01

Analysis of sixty-four scan lines representing diverse conditions across satellites, channels, scanners, locations and cloud cover confirms that Landsat data are autocorrelated and consistently follow an Arima (1,0,1) pattern. The AR parameter varies significantly with location and the MA coefficient with cloud cover. Maximum likelihood classification functions are considerably in error unless this autocorrelation is compensated for in sampling.

The effect of the 1997 Texas motorcycle helmet law on motorcycle crash fatalities.

PubMed

Bavon, Al; Standerfer, Christina

2010-01-01

This study seeks to determine the effect of the Texas motorcycle helmet law on fatalities since the repeal of the universal helmet law in 1997. Texas monthly motorcycle accident data between 1994 and 2004 were obtained from the National Highway Transportation Safety Administration's Fatality Analysis Reporting System (FARS) and supplemented with motorcycle registration data from the Texas Department of Transportation. An ARIMA model was used to estimate the impact of the law. A sharp increase in fatality rates occurred immediately following the implementation of the law in September 1997. Deaths increased by 30%, fatality rates per motorcycle registrations increased by 15.2%, and fatality rates per vehicle miles traveled increased by 25% after repeal. Helmet use decreased from 77% in 1996 to 63% in 1997 and 36% in 1998 and thereafter. The parameter estimates of the ARIMA model (0,0,0) (0,1,1) show that the change in the law led to statistically significant increases of 2.3 fatalities and 1.18 fatality rate per 100 billion vehicle miles traveled. The repeal of the universal helmet law in Texas in 1997 has had a significant adverse effect on motorcyclist fatalities in Texas.

Examining deterrence of adult sex crimes: A semi-parametric intervention time series approach.

PubMed

Park, Jin-Hong; Bandyopadhyay, Dipankar; Letourneau, Elizabeth

2014-01-01

Motivated by recent developments on dimension reduction (DR) techniques for time series data, the association of a general deterrent effect towards South Carolina (SC)'s registration and notification (SORN) policy for preventing sex crimes was examined. Using adult sex crime arrestee data from 1990 to 2005, the the idea of Central Mean Subspace (CMS) is extended to intervention time series analysis (CMS-ITS) to model the sequential intervention effects of 1995 (the year SC's SORN policy was initially implemented) and 1999 (the year the policy was revised to include online notification) on the time series spectrum. The CMS-ITS model estimation was achieved via kernel smoothing techniques, and compared to interrupted auto-regressive integrated time series (ARIMA) models. Simulation studies and application to the real data underscores our model's ability towards achieving parsimony, and to detect intervention effects not earlier determined via traditional ARIMA models. From a public health perspective, findings from this study draw attention to the potential general deterrent effects of SC's SORN policy. These findings are considered in light of the overall body of research on sex crime arrestee registration and notification policies, which remain controversial.

Is there an impact of global and local disasters on psychiatric inpatient admissions?

PubMed

Haker, Helene; Lauber, Christoph; Malti, Tina; Rössler, Wulf

2004-10-01

Disasters of the magnitude of September 11, 2001 have a serious public health impact. By dominating media broadcasts, this effect is not limited to the site of the disaster. We tested the hypothesis whether such extraordinary burden results in an increase of psychiatric inpatient treatment. As such we analysed all psychiatric inpatient admissions in the Canton of Zurich/Switzerland. To test the influence of proximity to a disaster, we additionally analysed the impact of a local amok run on September 27, 2001. Psychiatric inpatient admissions in the Canton of Zurich from September 2000 to September 2002 were analysed based on the data of the psychiatric case register. ARIMA modelling was employed to describe time-series of admissions per week over the 2-year period and to identify the impact of the incidents of 9/11 and 9/27, 2001. Mean numbers of weekly admissions were comparable in a time span of one month before and one month after the two incidents, thus, no significant changes were detected by the ARIMA modelling. Against widespread beliefs, for patients with severe mental disorders requiring hospitalisation illness factors seem to play a more relevant role for decompensation than external psychosocial factors such as the described incidents.

Treatment on outliers in UBJ-SARIMA models for forecasting dengue cases on age groups not eligible for vaccination in Baguio City, Philippines

NASA Astrophysics Data System (ADS)

Magsakay, Clarenz B.; De Vera, Nora U.; Libatique, Criselda P.; Addawe, Rizavel C.; Addawe, Joel M.

2017-11-01

Dengue vaccination has become a breakthrough in the fight against dengue infection. This is however not applicable to all ages. Individuals from 0 to 8 years old and adults older than 45 years old remain susceptible to the vector-borne disease dengue. Forecasting future dengue cases accurately from susceptible age groups would aid in the efforts to prevent further increase in dengue infections. For the age groups of individuals not eligible for vaccination, the presence of outliers was observed and was treated using winsorization, square root, and logarithmic transformations to create a SARIMA model. The best model for the age group 0 to 8 years old was found to be ARIMA(13,1,0)(1,0,0)12 with 10 fixed variables using square root transformation with a 95% winsorization, and the best model for the age group older than 45 years old is ARIMA(7,1,0)(1,0,0)12 with 5 fixed variables using logarithmic transformation with 90% winsorization. These models are then used to forecast the monthly dengue cases for Baguio City for the age groups considered.

Stationarity test with a direct test for heteroskedasticity in exchange rate forecasting models

NASA Astrophysics Data System (ADS)

Khin, Aye Aye; Chau, Wong Hong; Seong, Lim Chee; Bin, Raymond Ling Leh; Teng, Kevin Low Lock

2017-05-01

Global economic has been decreasing in the recent years, manifested by the greater exchange rates volatility on international commodity market. This study attempts to analyze some prominent exchange rate forecasting models on Malaysian commodity trading: univariate ARIMA, ARCH and GARCH models in conjunction with stationarity test on residual diagnosis direct testing of heteroskedasticity. All forecasting models utilized the monthly data from 1990 to 2015. Given a total of 312 observations, the data used to forecast both short-term and long-term exchange rate. The forecasting power statistics suggested that the forecasting performance of ARIMA (1, 1, 1) model is more efficient than the ARCH (1) and GARCH (1, 1) models. For ex-post forecast, exchange rate was increased from RM 3.50 per USD in January 2015 to RM 4.47 per USD in December 2015 based on the baseline data. For short-term ex-ante forecast, the analysis results indicate a decrease in exchange rate on 2016 June (RM 4.27 per USD) as compared with 2015 December. A more appropriate forecasting method of exchange rate is vital to aid the decision-making process and planning on the sustainable commodities' production in the world economy.

Mechanistic approach to generalized technical analysis of share prices and stock market indices

NASA Astrophysics Data System (ADS)

Ausloos, M.; Ivanova, K.

2002-05-01

Classical technical analysis methods of stock evolution are recalled, i.e. the notion of moving averages and momentum indicators. The moving averages lead to define death and gold crosses, resistance and support lines. Momentum indicators lead the price trend, thus give signals before the price trend turns over. The classical technical analysis investment strategy is thereby sketched. Next, we present a generalization of these tricks drawing on physical principles, i.e. taking into account not only the price of a stock but also the volume of transactions. The latter becomes a time dependent generalized mass. The notion of pressure, acceleration and force are deduced. A generalized (kinetic) energy is easily defined. It is understood that the momentum indicators take into account the sign of the fluctuations, while the energy is geared toward the absolute value of the fluctuations. They have different patterns which are checked by searching for the crossing points of their respective moving averages. The case of IBM evolution over 1990-2000 is used for illustrations.

An impact analysis of forecasting methods and forecasting parameters on bullwhip effect

NASA Astrophysics Data System (ADS)

Silitonga, R. Y. H.; Jelly, N.

2018-04-01

Bullwhip effect is an increase of variance of demand fluctuation from downstream to upstream of supply chain. Forecasting methods and forecasting parameters were recognized as some factors that affect bullwhip phenomena. To study these factors, we can develop simulations. There are several ways to simulate bullwhip effect in previous studies, such as mathematical equation modelling, information control modelling, computer program, and many more. In this study a spreadsheet program named Bullwhip Explorer was used to simulate bullwhip effect. Several scenarios were developed to show the change in bullwhip effect ratio because of the difference in forecasting methods and forecasting parameters. Forecasting methods used were mean demand, moving average, exponential smoothing, demand signalling, and minimum expected mean squared error. Forecasting parameters were moving average period, smoothing parameter, signalling factor, and safety stock factor. It showed that decreasing moving average period, increasing smoothing parameter, increasing signalling factor can create bigger bullwhip effect ratio. Meanwhile, safety stock factor had no impact to bullwhip effect.

The impact of using weight estimated from mammographic images vs. self-reported weight on breast cancer risk calculation

NASA Astrophysics Data System (ADS)

Nair, Kalyani P.; Harkness, Elaine F.; Gadde, Soujanye; Lim, Yit Y.; Maxwell, Anthony J.; Moschidis, Emmanouil; Foden, Philip; Cuzick, Jack; Brentnall, Adam; Evans, D. Gareth; Howell, Anthony; Astley, Susan M.

2017-03-01

Personalised breast screening requires assessment of individual risk of breast cancer, of which one contributory factor is weight. Self-reported weight has been used for this purpose, but may be unreliable. We explore the use of volume of fat in the breast, measured from digital mammograms. Volumetric breast density measurements were used to determine the volume of fat in the breasts of 40,431 women taking part in the Predicting Risk Of Cancer At Screening (PROCAS) study. Tyrer-Cuzick risk using self-reported weight was calculated for each woman. Weight was also estimated from the relationship between self-reported weight and breast fat volume in the cohort, and used to re-calculate Tyrer-Cuzick risk. Women were assigned to risk categories according to 10 year risk (below average <2%, average 2-3.49%, above average 3.5-4.99%, moderate 5-7.99%, high >=8%) and the original and re-calculated Tyrer-Cuzick risks were compared. Of the 716 women diagnosed with breast cancer during the study, 15 (2.1%) moved into a lower risk category, and 37 (5.2%) moved into a higher category when using weight estimated from breast fat volume. Of the 39,715 women without a cancer diagnosis, 1009 (2.5%) moved into a lower risk category, and 1721 (4.3%) into a higher risk category. The majority of changes were between below average and average risk categories (38.5% of those with a cancer diagnosis, and 34.6% of those without). No individual moved more than one risk group. Automated breast fat measures may provide a suitable alternative to self-reported weight for risk assessment in personalized screening.

Dynamics of actin-based movement by Rickettsia rickettsii in vero cells.

PubMed

Heinzen, R A; Grieshaber, S S; Van Kirk, L S; Devin, C J

1999-08-01

Actin-based motility (ABM) is a virulence mechanism exploited by invasive bacterial pathogens in the genera Listeria, Shigella, and Rickettsia. Due to experimental constraints imposed by the lack of genetic tools and their obligate intracellular nature, little is known about rickettsial ABM relative to Listeria and Shigella ABM systems. In this study, we directly compared the dynamics and behavior of ABM of Rickettsia rickettsii and Listeria monocytogenes. A time-lapse video of moving intracellular bacteria was obtained by laser-scanning confocal microscopy of infected Vero cells synthesizing beta-actin coupled to green fluorescent protein (GFP). Analysis of time-lapse images demonstrated that R. rickettsii organisms move through the cell cytoplasm at an average rate of 4.8 +/- 0.6 micrometer/min (mean +/- standard deviation). This speed was 2.5 times slower than that of L. monocytogenes, which moved at an average rate of 12.0 +/- 3.1 micrometers/min. Although rickettsiae moved more slowly, the actin filaments comprising the actin comet tail were significantly more stable, with an average half-life approximately three times that of L. monocytogenes (100.6 +/- 19.2 s versus 33.0 +/- 7.6 s, respectively). The actin tail associated with intracytoplasmic rickettsiae remained stationary in the cytoplasm as the organism moved forward. In contrast, actin tails of rickettsiae trapped within the nucleus displayed dramatic movements. The observed phenotypic differences between the ABM of Listeria and Rickettsia may indicate fundamental differences in the mechanisms of actin recruitment and polymerization.

Books average previous decade of economic misery.

PubMed

Bentley, R Alexander; Acerbi, Alberto; Ormerod, Paul; Lampos, Vasileios

2014-01-01

For the 20(th) century since the Depression, we find a strong correlation between a 'literary misery index' derived from English language books and a moving average of the previous decade of the annual U.S. economic misery index, which is the sum of inflation and unemployment rates. We find a peak in the goodness of fit at 11 years for the moving average. The fit between the two misery indices holds when using different techniques to measure the literary misery index, and this fit is significantly better than other possible correlations with different emotion indices. To check the robustness of the results, we also analysed books written in German language and obtained very similar correlations with the German economic misery index. The results suggest that millions of books published every year average the authors' shared economic experiences over the past decade.

Up-down Asymmetries in Speed Perception

NASA Technical Reports Server (NTRS)

Thompson, Peter; Stone, Leland S.

1997-01-01

We compared speed matches for pairs of stimuli that moved in opposite directions (upward and downward). Stimuli were elliptical patches (2 deg horizontally by 1 deg vertically) of horizontal sinusoidal gratings of spatial. frequency 2 cycles/deg. Two sequential 380 msec reveal presentations were compared. One of each pair of gratings (the standard) moved at 4 Hz (2 deg/sec), the other (the test) moved at a rate determined by a simple up-down staircase. The point of subjectively equal speed was calculated from the average of the last eight reversals. The task was to fixate a central point and to determine which one of the pair appeared to move faster. Eight of 10 observers perceived the upward drifting grating as moving faster than a grating moving downward but otherwise identical. on average (N = 10), when the standard moved downward, it was matched by a test moving upward at 94.7+/-1.7(SE)% of the standard speed, and when the standard moved upward it was matched by a test moving downward at 105.1+/-2.3(SE)% of the standard speed. Extending this paradigm over a range of spatial (1.5 to 13.5 c/d) and temporal (1.5 to 13.5 Hz) frequencies, preliminary results (N = 4) suggest that, under the conditions of our experiment, upward matter is seen as faster than downward for speeds greater than approx.1 deg/sec, but the effect appears to reverse at speeds below approx.1 deg/sec with downward motion perceived as faster. Given that an up-down asymmetry has been observed for the optokinetic response, both perceptual and oculomotor contributions to this phenomenon deserve exploration.

Tropical Cyclone Activity in the North Atlantic Basin During the Weather Satellite Era, 1960-2014

NASA Technical Reports Server (NTRS)

Wilson, Robert M.

2016-01-01

This Technical Publication (TP) represents an extension of previous work concerning the tropical cyclone activity in the North Atlantic basin during the weather satellite era, 1960-2014, in particular, that of an article published in The Journal of the Alabama Academy of Science. With the launch of the TIROS-1 polar-orbiting satellite in April 1960, a new era of global weather observation and monitoring began. Prior to this, the conditions of the North Atlantic basin were determined only from ship reports, island reports, and long-range aircraft reconnaissance. Consequently, storms that formed far from land, away from shipping lanes, and beyond the reach of aircraft possibly could be missed altogether, thereby leading to an underestimate of the true number of tropical cyclones forming in the basin. Additionally, new analysis techniques have come into use which sometimes has led to the inclusion of one or more storms at the end of a nominal hurricane season that otherwise would not have been included. In this TP, examined are the yearly (or seasonal) and 10-year moving average (10-year moving average) values of the (1) first storm day (FSD), last storm day (LSD), and length of season (LOS); (2) frequencies of tropical cyclones (by class); (3) average peak 1-minute sustained wind speed () and average lowest pressure (); (4) average genesis location in terms of north latitudinal () and west longitudinal () positions; (5) sum and average power dissipation index (); (6) sum and average accumulated cyclone energy (); (7) sum and average number of storm days (); (8) sum of the number of hurricane days (NHD) and number of major hurricane days (NMHD); (9) net tropical cyclone activity index (NTCA); (10) largest individual storm (LIS) PWS, LP, PDI, ACE, NSD, NHD, NMHD; and (11) number of category 4 and 5 hurricanes (N4/5). Also examined are the December-May (D-M) and June-November (J-N) averages and 10-year moving average values of several climatic factors, including the (1) oceanic Nino index (); (2) Atlantic multi-decadal oscillation () index; (3) Atlantic meridional mode () index; (4) global land-ocean temperature index (); and (5) quasi-biennial oscillation () index. Lastly, the associational aspects (using both linear and nonparametric statistical tests) between selected tropical cyclone parameters and the climatic factors are examined based on their 10-year moving average trend values.

The Importance of Practice in the Development of Statistics.

DTIC Science & Technology

1983-01-01

RESOLUTION TEST CHART NATIONAL BUREAU OIF STANDARDS 1963 -A NRC Technical Summary Report #2471 C THE IMORTANCE OF PRACTICE IN to THE DEVELOPMENT OF STATISTICS...component analysis, bioassay, limits for a ratio, quality control, sampling inspection, non-parametric tests , transformation theory, ARIMA time series...models, sequential tests , cumulative sum charts, data analysis plotting techniques, and a resolution of the Bayes - frequentist controversy. It appears

Impact of Ten-Valent Pneumococcal Conjugate Vaccine Introduction on Serotype Distribution Trends in Colombia: An Interrupted Time-Series Analysis

PubMed Central

Leal, Aura Lucia; Montañez, Anita Maria; Buitrago, Giancarlo; Patiño, Jaime; Camacho, German; Moreno, Vivian Marcela; Colombia, Red Neumo

2017-01-01

Abstract Background Trends in distribution of S. pneumoniae capsular serotypes are associated with the introduction of pneumococcal conjugate vaccines (PCV) among population. In Colombia, 10-valent PCV (PCV10) has been included in the national vaccination program since 2011. As a part of the pneumococcal surveillance network (SIREVA), Colombia has gathered data of serotype distribution since 1993. The aim of this work is to determine the effect of PCV10 introduction on non-coverage serotypes by PCV10 in Colombia, specifically, the effect on 6A, 19A and 3 serotypes. Methods Information was obtained from the national surveillance program since 1993 to 2016 in children under 5 years. The isolates came from sterile sites (blood, cerebrospinal fluid, pleural fluid, articular and peritoneal fluids). All the isolates were serotyping by National Institute of Health. An interrupted time series analysis was performed to determine the effect of the PCV10 introduction on the 6A, 19A and 3 serotypes (ARIMA model). Results Serotyping was performed in 4683 isolates. The annual proportion trend of the 6A, 19A and 3 serotypes remained constant until 2012. An increase of double in the serotype proportion trends was observed after 2012 (Figure). The interrupted time-series analysis showed a positive effect of the PCV10 introduction on trends of 19A and 3 serotypes, with coefficients 20.92 (P = 0.00, ARIMA(2,0,1)) and 6.32 (P = 0.00, ARIMA(2,1,1), respectively. There was no significant effect on 6A serotype trend. Conclusion The introduction of PCV10 in the national vaccination program in Colombia, affected the distribution of PVC 13 capsular types non included in the PCV 7 and PCV 10 in children under 5 years. This information emphasizes the importance to surveillance the changes in serotype distributions to guide prevention strategies in children under 5 years in Colombia. Figure. 1 Trends in distribution of serotypes 19A, 3 and 6A in children under 5 years. Colombia. Disclosures All authors: No reported disclosures.

Trend and seasonality of community-acquired Escherichia coli antimicrobial resistance and its dynamic relationship with antimicrobial use assessed by ARIMA models.

PubMed

Asencio Egea, María Ángeles; Huertas Vaquero, María; Carranza González, Rafael; Herráez Carrera, Óscar; Redondo González, Olga; Arias Arias, Ángel

2017-12-04

We studied the trend and seasonality of community-acquired Escherichia coli resistance and quantified its correlation with the previous use of certain antibiotics. A time series study of resistant community-acquired E. coli isolates and their association with antibiotic use was conducted in a Primary Health Care Area from 2008 to 2012. A Poisson regression model was constructed to estimate the trend and seasonality of E. coli resistance. A significant increasing trend in mean E. coli resistance to cephalosporins, aminoglycosides and nitrofurantoin was observed. Seasonal resistance to ciprofloxacin and amoxicillin-clavulanic acid was significantly higher in autumn-winter. There was a delay of 7, 10 and 12 months between the use of cotrimoxazole (P<0.038), fosfomycin (P<0.024) and amoxicillin-clavulanic acid (P<0.015), respectively, and the occurrence of E. coli resistance. An average delay of 10 months between the previous use of amoxicillin-clavulanic acid, cotrimoxazole and fosfomycin and the appearance of resistant community-acquired E. coli strains was detected. Copyright © 2017 Elsevier España, S.L.U. and Sociedad Española de Enfermedades Infecciosas y Microbiología Clínica. All rights reserved.

The effect on collisions with injuries of a reduction in traffic citations issued by police officers.

PubMed

Blais, Etienne; Gagné, Marie-Pier

2010-12-01

To assess the effect on collisions with injuries of a 61% reduction in the number of traffic citations issued by police officers over a 21-month period. Using descriptive analyses as well as ARIMA intervention time-series analyses, this study estimated the impact of this reduction in citations issued for traffic violations on the monthly number of collisions with injuries. Simple descriptive analysis reveals that the 61% reduction in the number of citations issued for traffic violations during the experimental period coincided with an increase in collisions with injuries. Results from the interrupted time-series analyses reveal that, on average, eight additional collisions with injuries occurred every month during which the number of tickets issued for traffic violations was lower than normal. As this pressure tactic was applied for 21 months, it is estimated that this situation was associated with approximately 184 additional collisions with injuries: equivalent to 239 traffic injuries (either deaths, minor or serious injuries). In the province of Quebec, police officers are an important component of road safety policy. Issuing citations prevents drivers from adopting reckless driving habits such as speeding, running red lights and failing to fasten their seat belt.

Kinesin-microtubule interactions during gliding assays under magnetic force

NASA Astrophysics Data System (ADS)

Fallesen, Todd L.

Conventional kinesin is a motor protein capable of converting the chemical energy of ATP into mechanical work. In the cell, this is used to actively transport vesicles through the intracellular matrix. The relationship between the velocity of a single kinesin, as it works against an increasing opposing load, has been well studied. The relationship between the velocity of a cargo being moved by multiple kinesin motors against an opposing load has not been established. A major difficulty in determining the force-velocity relationship for multiple motors is determining the number of motors that are moving a cargo against an opposing load. Here I report on a novel method for detaching microtubules bound to a superparamagnetic bead from kinesin anchor points in an upside down gliding assay using a uniform magnetic field perpendicular to the direction of microtubule travel. The anchor points are presumably kinesin motors bound to the surface which microtubules are gliding over. Determining the distance between anchor points, d, allows the calculation of the average number of kinesins, n, that are moving a microtubule. It is possible to calculate the fraction of motors able to move microtubules as well, which is determined to be ˜ 5%. Using a uniform magnetic field parallel to the direction of microtubule travel, it is possible to impart a uniform magnetic field on a microtubule bound to a superparamagnetic bead. We are able to decrease the average velocity of microtubules driven by multiple kinesin motors moving against an opposing force. Using the average number of kinesins on a microtubule, we estimate that there are an average 2-7 kinesins acting against the opposing force. By fitting Gaussians to the smoothed distributions of microtubule velocities acting against an opposing force, multiple velocities are seen, presumably for n, n-1, n-2, etc motors acting together. When these velocities are scaled for the average number of motors on a microtubule, the force-velocity relationship for multiple motors follows the same trend as for one motor, supporting the hypothesis that multiple motors share the load.

Class III correction using an inter-arch spring-loaded module

PubMed Central

2014-01-01

Background A retrospective study was conducted to determine the cephalometric changes in a group of Class III patients treated with the inter-arch spring-loaded module (CS2000®, Dynaflex, St. Ann, MO, USA). Methods Thirty Caucasian patients (15 males, 15 females) with an average pre-treatment age of 9.6 years were treated consecutively with this appliance and compared with a control group of subjects from the Bolton-Brush Study who were matched in age, gender, and craniofacial morphology to the treatment group. Lateral cephalograms were taken before treatment and after removal of the CS2000® appliance. The treatment effects of the CS2000® appliance were calculated by subtracting the changes due to growth (control group) from the treatment changes. Results All patients were improved to a Class I dental arch relationship with a positive overjet. Significant sagittal, vertical, and angular changes were found between the pre- and post-treatment radiographs. With an average treatment time of 1.3 years, the maxillary base moved forward by 0.8 mm, while the mandibular base moved backward by 2.8 mm together with improvements in the ANB and Wits measurements. The maxillary incisor moved forward by 1.3 mm and the mandibular incisor moved forward by 1.0 mm. The maxillary molar moved forward by 1.0 mm while the mandibular molar moved backward by 0.6 mm. The average overjet correction was 3.9 mm and 92% of the correction was due to skeletal contribution and 8% was due to dental contribution. The average molar correction was 5.2 mm and 69% of the correction was due to skeletal contribution and 31% was due to dental contribution. Conclusions Mild to moderate Class III malocclusion can be corrected using the inter-arch spring-loaded appliance with minimal patient compliance. The overjet correction was contributed by forward movement of the maxilla, backward and downward movement of the mandible, and proclination of the maxillary incisors. The molar relationship was corrected by mesialization of the maxillary molars, distalization of the mandibular molars together with a rotation of the occlusal plane. PMID:24934153

Books Average Previous Decade of Economic Misery

PubMed Central

Bentley, R. Alexander; Acerbi, Alberto; Ormerod, Paul; Lampos, Vasileios

2014-01-01

For the 20th century since the Depression, we find a strong correlation between a ‘literary misery index’ derived from English language books and a moving average of the previous decade of the annual U.S. economic misery index, which is the sum of inflation and unemployment rates. We find a peak in the goodness of fit at 11 years for the moving average. The fit between the two misery indices holds when using different techniques to measure the literary misery index, and this fit is significantly better than other possible correlations with different emotion indices. To check the robustness of the results, we also analysed books written in German language and obtained very similar correlations with the German economic misery index. The results suggest that millions of books published every year average the authors' shared economic experiences over the past decade. PMID:24416159

Studies on the dynamic stability of an axially moving nanobeam based on the nonlocal strain gradient theory

NASA Astrophysics Data System (ADS)

Wang, Jing; Shen, Huoming; Zhang, Bo; Liu, Juan

2018-06-01

In this paper, we studied the parametric resonance issue of an axially moving viscoelastic nanobeam with varying velocity. Based on the nonlocal strain gradient theory, we established the transversal vibration equation of the axially moving nanobeam and the corresponding boundary condition. By applying the average method, we obtained a set of self-governing ordinary differential equations when the excitation frequency of the moving parameters is twice the intrinsic frequency or near the sum of certain second-order intrinsic frequencies. On the plane of parametric excitation frequency and excitation amplitude, we can obtain the instability region generated by the resonance, and through numerical simulation, we analyze the influence of the scale effect and system parameters on the instability region. The results indicate that the viscoelastic damping decreases the resonance instability region, and the average velocity and stiffness make the instability region move to the left- and right-hand sides. Meanwhile, the scale effect of the system is obvious. The nonlocal parameter exhibits not only the stiffness softening effect but also the damping weakening effect, while the material characteristic length parameter exhibits the stiffness hardening effect and damping reinforcement effect.

Time series modelling of increased soil temperature anomalies during long period

NASA Astrophysics Data System (ADS)

Shirvani, Amin; Moradi, Farzad; Moosavi, Ali Akbar

2015-10-01

Soil temperature just beneath the soil surface is highly dynamic and has a direct impact on plant seed germination and is probably the most distinct and recognisable factor governing emergence. Autoregressive integrated moving average as a stochastic model was developed to predict the weekly soil temperature anomalies at 10 cm depth, one of the most important soil parameters. The weekly soil temperature anomalies for the periods of January1986-December 2011 and January 2012-December 2013 were taken into consideration to construct and test autoregressive integrated moving average models. The proposed model autoregressive integrated moving average (2,1,1) had a minimum value of Akaike information criterion and its estimated coefficients were different from zero at 5% significance level. The prediction of the weekly soil temperature anomalies during the test period using this proposed model indicated a high correlation coefficient between the observed and predicted data - that was 0.99 for lead time 1 week. Linear trend analysis indicated that the soil temperature anomalies warmed up significantly by 1.8°C during the period of 1986-2011.

TERMA Framework for Biomedical Signal Analysis: An Economic-Inspired Approach.

PubMed

Elgendi, Mohamed

2016-11-02

Biomedical signals contain features that represent physiological events, and each of these events has peaks. The analysis of biomedical signals for monitoring or diagnosing diseases requires the detection of these peaks, making event detection a crucial step in biomedical signal processing. Many researchers have difficulty detecting these peaks to investigate, interpret and analyze their corresponding events. To date, there is no generic framework that captures these events in a robust, efficient and consistent manner. A new method referred to for the first time as two event-related moving averages ("TERMA") involves event-related moving averages and detects events in biomedical signals. The TERMA framework is flexible and universal and consists of six independent LEGO building bricks to achieve high accuracy detection of biomedical events. Results recommend that the window sizes for the two moving averages ( W 1 and W 2 ) have to follow the inequality ( 8 × W 1 ) ≥ W 2 ≥ ( 2 × W 1 ) . Moreover, TERMA is a simple yet efficient event detector that is suitable for wearable devices, point-of-care devices, fitness trackers and smart watches, compared to more complex machine learning solutions.

A strategy to decide whether to move the last case of the day in an operating room to another empty operating room to decrease overtime labor costs.

PubMed

Dexter, F

2000-10-01

We examined how to program an operating room (OR) information system to assist the OR manager in deciding whether to move the last case of the day in one OR to another OR that is empty to decrease overtime labor costs. We first developed a statistical strategy to predict whether moving the case would decrease overtime labor costs for first shift nurses and anesthesia providers. The strategy was based on using historical case duration data stored in a surgical services information system. Second, we estimated the incremental overtime labor costs achieved if our strategy was used for moving cases versus movement of cases by an OR manager who knew in advance exactly how long each case would last. We found that if our strategy was used to decide whether to move cases, then depending on parameter values, only 2.0 to 4.3 more min of overtime would be required per case than if the OR manager had perfect retrospective knowledge of case durations. The use of other information technologies to assist in the decision of whether to move a case, such as real-time patient tracking information systems, closed-circuit cameras, or graphical airport-style displays can, on average, reduce overtime by no more than only 2 to 4 min per case that can be moved. The use of other information technologies to assist in the decision of whether to move a case, such as real-time patient tracking information systems, closed-circuit cameras, or graphical airport-style displays, can, on average, reduce overtime by no more than only 2 to 4 min per case that can be moved.

Peak Running Intensity of International Rugby: Implications for Training Prescription.

PubMed

Delaney, Jace A; Thornton, Heidi R; Pryor, John F; Stewart, Andrew M; Dascombe, Ben J; Duthie, Grant M

2017-09-01

To quantify the duration and position-specific peak running intensities of international rugby union for the prescription and monitoring of specific training methodologies. Global positioning systems (GPS) were used to assess the activity profile of 67 elite-level rugby union players from 2 nations across 33 international matches. A moving-average approach was used to identify the peak relative distance (m/min), average acceleration/deceleration (AveAcc; m/s 2 ), and average metabolic power (P met ) for a range of durations (1-10 min). Differences between positions and durations were described using a magnitude-based network. Peak running intensity increased as the length of the moving average decreased. There were likely small to moderate increases in relative distance and AveAcc for outside backs, halfbacks, and loose forwards compared with the tight 5 group across all moving-average durations (effect size [ES] = 0.27-1.00). P met demands were at least likely greater for outside backs and halfbacks than for the tight 5 (ES = 0.86-0.99). Halfbacks demonstrated the greatest relative distance and P met outputs but were similar to outside backs and loose forwards in AveAcc demands. The current study has presented a framework to describe the peak running intensities achieved during international rugby competition by position, which are considerably higher than previously reported whole-period averages. These data provide further knowledge of the peak activity profiles of international rugby competition, and this information can be used to assist coaches and practitioners in adequately preparing athletes for the most demanding periods of play.

Computational problems in autoregressive moving average (ARMA) models

NASA Technical Reports Server (NTRS)

Agarwal, G. C.; Goodarzi, S. M.; Oneill, W. D.; Gottlieb, G. L.

1981-01-01

The choice of the sampling interval and the selection of the order of the model in time series analysis are considered. Band limited (up to 15 Hz) random torque perturbations are applied to the human ankle joint. The applied torque input, the angular rotation output, and the electromyographic activity using surface electrodes from the extensor and flexor muscles of the ankle joint are recorded. Autoregressive moving average models are developed. A parameter constraining technique is applied to develop more reliable models. The asymptotic behavior of the system must be taken into account during parameter optimization to develop predictive models.

Beyond long memory in heart rate variability: An approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity

NASA Astrophysics Data System (ADS)

Leite, Argentina; Paula Rocha, Ana; Eduarda Silva, Maria

2013-06-01

Heart Rate Variability (HRV) series exhibit long memory and time-varying conditional variance. This work considers the Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors. ARFIMA-GARCH models may be used to capture and remove long memory and estimate the conditional volatility in 24 h HRV recordings. The ARFIMA-GARCH approach is applied to fifteen long term HRV series available at Physionet, leading to the discrimination among normal individuals, heart failure patients, and patients with atrial fibrillation.

PERIODIC AUTOREGRESSIVE-MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES.

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

Results involving correlation properties and parameter estimation for autogressive-moving average models with periodic parameters are presented. A multivariate representation of the PARMA model is used to derive parameter space restrictions and difference equations for the periodic autocorrelations. Close approximation to the likelihood function for Gaussian PARMA processes results in efficient maximum-likelihood estimation procedures. Terms in the Fourier expansion of the parameters are sequentially included, and a selection criterion is given for determining the optimal number of harmonics to be included. Application of the techniques is demonstrated through analysis of a monthly streamflow time series.

The Effects of Local Economic Conditions on Navy Enlistments.

DTIC Science & Technology

1980-03-18

Standard Metropolitan Statistical Area (SMSA) as the basic economic unit, cross-sectional regression models were constructed for enlistment rate, recruiter...to eligible population suggesting that a cheaper alternative to raising mili- tary wages would be to increase the number of recruiters. Arima (1978...is faced with a number of cri- teria that must be satisfied by an acceptable test variable. As with other variables included in the model , economic

Draft Genome Sequence of Meiothermus ruber H328, Which Degrades Chicken Feathers, and Identification of Proteases and Peptidases Responsible for Degradation

PubMed Central

Inada, Shuhei

2013-01-01

Meiothermus ruber H328 was isolated from Arima Hot Springs, Kobe, Japan, as a moderate thermophile. It has a strong ability to degrade intact chicken feathers. The enzymatic mechanism of the strain for feather degradation is unclear. The draft genome suggests potent enzyme candidates for degradation of keratin, a hard-to-degrade protein found in feathers. PMID:23640376

Career Planning: Individual and Organizational Perspectives.

DTIC Science & Technology

1981-07-01

1978; Louis, 1980a). The substantial impact of the transition period and the increasingly prevalent occurrence of major worklife changes involving...Individual and Organization~al "P CO/f RED Perspectivesi /Tcnia_ 00WE 7. AUHOR~s III CONTRACT OR GRANT NUMSCR(s) James K.Arima (Ed.) 9. PERFORMING ...participants and their superb contributions. Many thanks are due to Karen Brown for typing the manuscript and performing the many chores incidental to its

Multigrid solvers and multigrid preconditioners for the solution of variational data assimilation problems

NASA Astrophysics Data System (ADS)

Debreu, Laurent; Neveu, Emilie; Simon, Ehouarn; Le Dimet, Francois Xavier; Vidard, Arthur

2014-05-01

In order to lower the computational cost of the variational data assimilation process, we investigate the use of multigrid methods to solve the associated optimal control system. On a linear advection equation, we study the impact of the regularization term on the optimal control and the impact of discretization errors on the efficiency of the coarse grid correction step. We show that even if the optimal control problem leads to the solution of an elliptic system, numerical errors introduced by the discretization can alter the success of the multigrid methods. The view of the multigrid iteration as a preconditioner for a Krylov optimization method leads to a more robust algorithm. A scale dependent weighting of the multigrid preconditioner and the usual background error covariance matrix based preconditioner is proposed and brings significant improvements. [1] Laurent Debreu, Emilie Neveu, Ehouarn Simon, François-Xavier Le Dimet and Arthur Vidard, 2014: Multigrid solvers and multigrid preconditioners for the solution of variational data assimilation problems, submitted to QJRMS, http://hal.inria.fr/hal-00874643 [2] Emilie Neveu, Laurent Debreu and François-Xavier Le Dimet, 2011: Multigrid methods and data assimilation - Convergence study and first experiments on non-linear equations, ARIMA, 14, 63-80, http://intranet.inria.fr/international/arima/014/014005.html

Time-Series Approaches for Forecasting the Number of Hospital Daily Discharged Inpatients.

PubMed

Ting Zhu; Li Luo; Xinli Zhang; Yingkang Shi; Wenwu Shen

2017-03-01

For hospitals where decisions regarding acceptable rates of elective admissions are made in advance based on expected available bed capacity and emergency requests, accurate predictions of inpatient bed capacity are especially useful for capacity reservation purposes. As given, the remaining unoccupied beds at the end of each day, bed capacity of the next day can be obtained by examining the forecasts of the number of discharged patients during the next day. The features of fluctuations in daily discharges like trend, seasonal cycles, special-day effects, and autocorrelation complicate decision optimizing, while time-series models can capture these features well. This research compares three models: a model combining seasonal regression and ARIMA, a multiplicative seasonal ARIMA (MSARIMA) model, and a combinatorial model based on MSARIMA and weighted Markov Chain models in generating forecasts of daily discharges. The models are applied to three years of discharge data of an entire hospital. Several performance measures like the direction of the symmetry value, normalized mean squared error, and mean absolute percentage error are utilized to capture the under- and overprediction in model selection. The findings indicate that daily discharges can be forecast by using the proposed models. A number of important practical implications are discussed, such as the use of accurate forecasts in discharge planning, admission scheduling, and capacity reservation.

Long-term aerosol climatology over Indo-Gangetic Plain: Trend, prediction and potential source fields

NASA Astrophysics Data System (ADS)

Kumar, M.; Parmar, K. S.; Kumar, D. B.; Mhawish, A.; Broday, D. M.; Mall, R. K.; Banerjee, T.

2018-05-01

Long-term aerosol climatology is derived using Terra MODIS (Collection 6) enhanced Deep Blue (DB) AOD retrieval algorithm to investigate decadal trend (2006-2015) in columnar aerosol loading, future scenarios and potential source fields over the Indo-Gangetic Plain (IGP), South Asia. Satellite based aerosol climatology was analyzed in two contexts: for the entire IGP considering area weighted mean AOD and for nine individual stations located at upper (Karachi, Multan, Lahore), central (Delhi, Kanpur, Varanasi, Patna) and lower IGP (Kolkata, Dhaka). A comparatively high aerosol loading (AOD: 0.50 ± 0.25) was evident over IGP with a statistically insignificant increasing trend of 0.002 year-1. Analysis highlights the existing spatial and temporal gradients in aerosol loading with stations over central IGP like Varanasi (decadal mean AOD±SD; 0.67 ± 0.28) and Patna (0.65 ± 0.30) exhibit the highest AOD, followed by stations over lower IGP (Kolkata: 0.58 ± 0.21; Dhaka: 0.60 ± 0.24), with a statistically significant increasing trend (0.0174-0.0206 year-1). In contrast, stations over upper IGP reveal a comparatively low aerosol loading, having an insignificant increasing trend. Variation in AOD across IGP is found to be mainly influenced by seasonality and topography. A distinct "aerosol pool" region over eastern part of Ganges plain is identified, where meteorology, topography, and aerosol sources favor the persistence of airborne particulates. A strong seasonality in aerosol loading and types is also witnessed, with high AOD and dominance of fine particulates over central to lower IGP, especially during post-monsoon and winter. The time series analyses by autoregressive integrated moving average (ARIMA) indicate contrasting patterns in randomness of AOD over individual stations with better performance especially over central IGP. Concentration weighted trajectory analyses identify the crucial contributions of western dry regions and partial contributions from central Highlands and north-eastern India, in regulating AOD over stations across IGP. Although our analyses provide some attributes to the observed changes in aerosol loading, we conclude that the spatial and temporal pattern of aerosol properties is highly complex and dynamic over IGP, and require further investigation in order to reduce uncertainty in aerosol-climate model.

Subregional Nowcasts of Seasonal Influenza Using Search Trends.

PubMed

Kandula, Sasikiran; Hsu, Daniel; Shaman, Jeffrey

2017-11-06

Limiting the adverse effects of seasonal influenza outbreaks at state or city level requires close monitoring of localized outbreaks and reliable forecasts of their progression. Whereas forecasting models for influenza or influenza-like illness (ILI) are becoming increasingly available, their applicability to localized outbreaks is limited by the nonavailability of real-time observations of the current outbreak state at local scales. Surveillance data collected by various health departments are widely accepted as the reference standard for estimating the state of outbreaks, and in the absence of surveillance data, nowcast proxies built using Web-based activities such as search engine queries, tweets, and access of health-related webpages can be useful. Nowcast estimates of state and municipal ILI were previously published by Google Flu Trends (GFT); however, validations of these estimates were seldom reported. The aim of this study was to develop and validate models to nowcast ILI at subregional geographic scales. We built nowcast models based on autoregressive (autoregressive integrated moving average; ARIMA) and supervised regression methods (Random forests) at the US state level using regional weighted ILI and Web-based search activity derived from Google's Extended Trends application programming interface. We validated the performance of these methods using actual surveillance data for the 50 states across six seasons. We also built state-level nowcast models using state-level estimates of ILI and compared the accuracy of these estimates with the estimates of the regional models extrapolated to the state level and with the nowcast estimates published by GFT. Models built using regional ILI extrapolated to state level had a median correlation of 0.84 (interquartile range: 0.74-0.91) and a median root mean square error (RMSE) of 1.01 (IQR: 0.74-1.50), with noticeable variability across seasons and by state population size. Model forms that hypothesize the availability of timely state-level surveillance data show significantly lower errors of 0.83 (0.55-0.23). Compared with GFT, the latter model forms have lower errors but also lower correlation. These results suggest that the proposed methods may be an alternative to the discontinued GFT and that further improvements in the quality of subregional nowcasts may require increased access to more finely resolved surveillance data. ©Sasikiran Kandula, Daniel Hsu, Jeffrey Shaman. Originally published in the Journal of Medical Internet Research (http://www.jmir.org), 06.11.2017.

Distractor Interference during Smooth Pursuit Eye Movements

ERIC Educational Resources Information Center

Spering, Miriam; Gegenfurtner, Karl R.; Kerzel, Dirk

2006-01-01

When 2 targets for pursuit eye movements move in different directions, the eye velocity follows the vector average (S. G. Lisberger & V. P. Ferrera, 1997). The present study investigates the mechanisms of target selection when observers are instructed to follow a predefined horizontal target and to ignore a moving distractor stimulus. Results show…

Sound source identification and sound radiation modeling in a moving medium using the time-domain equivalent source method.

PubMed

Zhang, Xiao-Zheng; Bi, Chuan-Xing; Zhang, Yong-Bin; Xu, Liang

2015-05-01

Planar near-field acoustic holography has been successfully extended to reconstruct the sound field in a moving medium, however, the reconstructed field still contains the convection effect that might lead to the wrong identification of sound sources. In order to accurately identify sound sources in a moving medium, a time-domain equivalent source method is developed. In the method, the real source is replaced by a series of time-domain equivalent sources whose strengths are solved iteratively by utilizing the measured pressure and the known convective time-domain Green's function, and time averaging is used to reduce the instability in the iterative solving process. Since these solved equivalent source strengths are independent of the convection effect, they can be used not only to identify sound sources but also to model sound radiations in both moving and static media. Numerical simulations are performed to investigate the influence of noise on the solved equivalent source strengths and the effect of time averaging on reducing the instability, and to demonstrate the advantages of the proposed method on the source identification and sound radiation modeling.

In-use activity, fuel use, and emissions of heavy-duty diesel roll-off refuse trucks.

PubMed

Sandhu, Gurdas S; Frey, H Christopher; Bartelt-Hunt, Shannon; Jones, Elizabeth

2015-03-01

The objectives of this study were to quantify real-world activity, fuel use, and emissions for heavy duty diesel roll-off refuse trucks; evaluate the contribution of duty cycles and emissions controls to variability in cycle average fuel use and emission rates; quantify the effect of vehicle weight on fuel use and emission rates; and compare empirical cycle average emission rates with the U.S. Environmental Protection Agency's MOVES emission factor model predictions. Measurements were made at 1 Hz on six trucks of model years 2005 to 2012, using onboard systems. The trucks traveled 870 miles, had an average speed of 16 mph, and collected 165 tons of trash. The average fuel economy was 4.4 mpg, which is approximately twice previously reported values for residential trash collection trucks. On average, 50% of time is spent idling and about 58% of emissions occur in urban areas. Newer trucks with selective catalytic reduction and diesel particulate filter had NOx and PM cycle average emission rates that were 80% lower and 95% lower, respectively, compared to older trucks without. On average, the combined can and trash weight was about 55% of chassis weight. The marginal effect of vehicle weight on fuel use and emissions is highest at low loads and decreases as load increases. Among 36 cycle average rates (6 trucks×6 cycles), MOVES-predicted values and estimates based on real-world data have similar relative trends. MOVES-predicted CO2 emissions are similar to those of the real world, while NOx and PM emissions are, on average, 43% lower and 300% higher, respectively. The real-world data presented here can be used to estimate benefits of replacing old trucks with new trucks. Further, the data can be used to improve emission inventories and model predictions. In-use measurements of the real-world activity, fuel use, and emissions of heavy-duty diesel roll-off refuse trucks can be used to improve the accuracy of predictive models, such as MOVES, and emissions inventories. Further, the activity data from this study can be used to generate more representative duty cycles for more accurate chassis dynamometer testing. Comparisons of old and new model year diesel trucks are useful in analyzing the effect of fleet turnover. The analysis of effect of haul weight on fuel use can be used by fleet managers to optimize operations to reduce fuel cost.

Long-Term PM2.5 Exposure and Respiratory, Cancer, and Cardiovascular Mortality in Older US Adults.

PubMed

Pun, Vivian C; Kazemiparkouhi, Fatemeh; Manjourides, Justin; Suh, Helen H

2017-10-15

The impact of chronic exposure to fine particulate matter (particulate matter with an aerodynamic diameter less than or equal to 2.5 μm (PM2.5)) on respiratory disease and lung cancer mortality is poorly understood. In a cohort of 18.9 million Medicare beneficiaries (4.2 million deaths) living across the conterminous United States between 2000 and 2008, we examined the association between chronic PM2.5 exposure and cause-specific mortality. We evaluated confounding through adjustment for neighborhood behavioral covariates and decomposition of PM2.5 into 2 spatiotemporal scales. We found significantly positive associations of 12-month moving average PM2.5 exposures (per 10-μg/m3 increase) with respiratory, chronic obstructive pulmonary disease, and pneumonia mortality, with risk ratios ranging from 1.10 to 1.24. We also found significant PM2.5-associated elevated risks for cardiovascular and lung cancer mortality. Risk ratios generally increased with longer moving averages; for example, an elevation in 60-month moving average PM2.5 exposures was linked to 1.33 times the lung cancer mortality risk (95% confidence interval: 1.24, 1.40), as compared with 1.13 (95% confidence interval: 1.11, 1.15) for 12-month moving average exposures. Observed associations were robust in multivariable models, although evidence of unmeasured confounding remained. In this large cohort of US elderly, we provide important new evidence that long-term PM2.5 exposure is significantly related to increased mortality from respiratory disease, lung cancer, and cardiovascular disease. © The Author(s) 2017. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Effect of air pollution on pediatric respiratory emergency room visits and hospital admissions.

PubMed

Farhat, S C L; Paulo, R L P; Shimoda, T M; Conceição, G M S; Lin, C A; Braga, A L F; Warth, M P N; Saldiva, P H N

2005-02-01

In order to assess the effect of air pollution on pediatric respiratory morbidity, we carried out a time series study using daily levels of PM10, SO2, NO2, ozone, and CO and daily numbers of pediatric respiratory emergency room visits and hospital admissions at the Children's Institute of the University of Sao Paulo Medical School, from August 1996 to August 1997. In this period there were 43,635 hospital emergency room visits, 4534 of which were due to lower respiratory tract disease. The total number of hospital admissions was 6785, 1021 of which were due to lower respiratory tract infectious and/or obstructive diseases. The three health end-points under investigation were the daily number of emergency room visits due to lower respiratory tract diseases, hospital admissions due to pneumonia, and hospital admissions due to asthma or bronchiolitis. Generalized additive Poisson regression models were fitted, controlling for smooth functions of time, temperature and humidity, and an indicator of weekdays. NO2 was positively associated with all outcomes. Interquartile range increases (65.04 microg/m3) in NO2 moving averages were associated with an 18.4% increase (95% confidence interval, 95% CI = 12.5-24.3) in emergency room visits due to lower respiratory tract diseases (4-day moving average), a 17.6% increase (95% CI = 3.3-32.7) in hospital admissions due to pneumonia or bronchopneumonia (3-day moving average), and a 31.4% increase (95% CI = 7.2-55.7) in hospital admissions due to asthma or bronchiolitis (2-day moving average). The study showed that air pollution considerably affects children's respiratory morbidity, deserving attention from the health authorities.

Dog days of summer: Influences on decision of wolves to move pups

USGS Publications Warehouse

Ausband, David E.; Mitchell, Michael S.; Bassing, Sarah B.; Nordhagen, Matthew; Smith, Douglas W.; Stahler, Daniel R.

2016-01-01

For animals that forage widely, protecting young from predation can span relatively long time periods due to the inability of young to travel with and be protected by their parents. Moving relatively immobile young to improve access to important resources, limit detection of concentrated scent by predators, and decrease infestations by ectoparasites can be advantageous. Moving young, however, can also expose them to increased mortality risks (e.g., accidents, getting lost, predation). For group-living animals that live in variable environments and care for young over extended time periods, the influence of biotic factors (e.g., group size, predation risk) and abiotic factors (e.g., temperature and precipitation) on the decision to move young is unknown. We used data from 25 satellite-collared wolves ( Canis lupus ) in Idaho, Montana, and Yellowstone National Park to evaluate how these factors could influence the decision to move pups during the pup-rearing season. We hypothesized that litter size, the number of adults in a group, and perceived predation risk would positively affect the number of times gray wolves moved pups. We further hypothesized that wolves would move their pups more often when it was hot and dry to ensure sufficient access to water. Contrary to our hypothesis, monthly temperature above the 30-year average was negatively related to the number of times wolves moved their pups. Monthly precipitation above the 30-year average, however, was positively related to the amount of time wolves spent at pup-rearing sites after leaving the natal den. We found little relationship between risk of predation (by grizzly bears, humans, or conspecifics) or group and litter sizes and number of times wolves moved their pups. Our findings suggest that abiotic factors most strongly influence the decision of wolves to move pups, although responses to unpredictable biotic events (e.g., a predator encountering pups) cannot be ruled out.

Long-range Prediction of climatic Change in the Eastern Seaboard of Thailand over the 21st Century using various Downscaling Approaches

NASA Astrophysics Data System (ADS)

Bejranonda, Werapol; Koch, Manfred; Koontanakulvong, Sucharit

2010-05-01

Triggered by a long drought, a huge water supply crisis took place at the Eastern Seaboard of Thailand (east of the Gulf of Thailand) in 2005. In that year no rainfall occurred for four months after the beginning of the rainy season which led to the situation that the industrial estates of the Eastern Seaboard were not able to fully operate. Normally, most of the urban and industrial water used in this coastal region along east of the Gulf of Thailand, which is part of the Pacific Ocean, is surface water stored in a large-scale reservoir-network across the main watershed in the region. Thus the three major reservoirs usually gather water from monsoon storms that blow from the South and provide accumulative 80% of the annual rainfall during the 6 months of the rainy season which normally lasts from May-October. During the dry season (November - April) the winds are blowing from northern Indo-China land mass and rain drops only a few days in a month. Because of this typical tropical climate system, surface water resources across most of the southeastern Asia-Pacific region and the Eastern Seaboard of Thailand, in particular, rely on the annual occurrence of the monsoon season. There is now sufficient evidence that the named extreme weather conditions of 2005 occurring in that part of Thailand are not a singularity, but might be another signal of recent ongoing climate change in that country as a whole. Because of this imminent threat to the water resources of the region, and for the set-up of appropriate water management schemes for the near future, a climate impact study is proposed here. More specifically, the water budget of the Khlong Yai basin, which is the main watershed of the Eastern Seaboard, is modeled using the distributed hydrological model SWAT. To that avail the watershed model is coupled sequentially to a global climate model (GCM), whereby the latter provides the input forcing parameters (e.g. precipitation and temperature) to the former. Because of the different scales of the hydrological (local to regional) and of the GCM (global), one is faced with the problem of 'downscaling' the coarse grid resolution output of the GCM to the fine grid of the hydrological model. Although there have been numerous downscaling approaches proposed to that regard over the last decade, the jury is still out about the best method to use in a particular application. The focus here is on the downscaling part of the investigation, i.e. the proper preparation of the GCM's output to serve as input, i.e. the driving force, to the hydrological model (which is not further discussed here). Daily ensembles of climate variables computed by means of the CGCM3 model of the Canadian Climate Center which has a horizontal grid resolution of approximately the size of the whole study basin are used here, indicating clearly the need for downscaling. Daily observations of local climate variables available since 1971 are used as additional input to the various downscaling tools proposed which are, namely, the stochastic weather generator (LARS-WG), the statistical downscaling model (SDSM), and a multiple linear regression model between the observed variables and the CGCM3 predictors. Both the 2D and the 3D versions of the CGCM3 model are employed to predict, 100 years ahead up to year 2100, the monthly rainfall and temperatures, based on the past calibration period (training period) 1971-2000. To investigate the prediction performance, multiple linear regression, autoregressive (AR) and autoregressive integrated moving average (ARIMA) models are applied to the time series of the observation data which are aggregated into monthly time steps to be able compare them with the downscaling results above. Likewise, multiple linear regression and ARIMA models also executed on the CGCM3 predictors and the Pacific / Indian oceans indices as external regressors to predict short-term local climate variations. The results of the various downscaling method are validated for years 2001-2006 at selected meteorological stations in the Khlong Yai basin, assuming the IPCC's A1B and A2 emission scenarios. The performance of the monthly climate prediction has been evaluated by comparison with observed data using the Nash-Sutcliffe model efficiency measure. Among the statistical/stochastical downscaling and the forecasting methods used, the climate prediction by the ARIMA model with ocean indices and CGCM predictor included as external regressors are the most reliable. Thus for the verification period 2001-2006 Nash-Sutcliffe coefficient of 0.84, 0.47 and 0.50 are obtained for the minimum and maximum temperatures and the rainfall, respectively, whereas the corresponding 1-year ahead predictions are 0.77, 0.43 and 0.48, respectively. The best external regressor for the prediction of the minimum temperatures in the basin is, surprisingly, the El Niño 1.2 SST anomaly time series; for the prediction of the maximum temperatures, the minimum surface air temperature predictor in CGCM3 (tasmin); and for the prediction of the rainfall, the 850hPa eastward-wind predictor in CGCM3 (p8_uas). Based on year 2000, the downscaling results show that the average minimum temperature will be higher by 0.4 to 5.9 ° C by year 2100, while the average maximum temperature will be rather stable, with only little change between -0.2 to +0.3° C. As for the rainfall at year 2100, a possible change from +0.2 to 12.0 mm/month is obtained. These climate prediction results mean that, although there will be more rainfall in the future, the much higher temperature will lead to more evapotranspiration, i.e. more agricultural water demand. Besides, the increasing rainfall will most likely lead to unexpected flood events in the future that will require precautionary planning at the watershed-scale. This will be further analyzed during the course of the ongoing study using the SWAT hydrological model mentioned above.

β4 systematics in rare-earth and actinide nuclei: sdg interacting boson model description

NASA Astrophysics Data System (ADS)

Devi, Y. D.; Kota, V. K. B.

1992-07-01

The observed variation of hexadecupole deformation parameter β4 with mass number A in rare-earth and actinide nuclei is studied in the sdg interacting boson model (IBM) using single j-shell Otsuka-Arima-Iachello mapped and IBM-2 to IBM-1 projected hexadecupole transition operator together with SUsdg(3) and SUsdg(5) coherent states. The SUsdg(3) limit is found to provide a good description of data.

A Summary of the Naval Postgraduate School Research Program.

DTIC Science & Technology

1979-09-30

Research (M. G. Sovereign) 116 Review of COMWTH II Model (M. G. Sovereign and J. K. Arima ) 117 Optimization of Combat Dynamics (J. G. Taylor) 118...Studies (R. L. Elsberry) 291 4 Numerical Models of Ocean Circulation and Climate Interaction--A Review (R. L. Haney) 292 Numerical Studies of the Dynamics... climatic numerical models to investigate the various mechan- isms pertinent to the large-scale interaction between tropi- cal atmosphere and oceans. Among

An Evaluation of the Application of ISD to P-3 Pilot Training.

DTIC Science & Technology

1980-06-01

THESIS AN EVALUATION OF THE APPLICATION OF ISD TO P-3 PILOT TRAINING by William Allen. Snider June 1980 Thesis Advisor: J. K. Arima Approved for...also from quasi-governmental agencies such as RAND and HUMRRO, saw great potential in the use of techniques such as modelling to increase the precision...scores. The preceding discussion suggests that organizational climate , as well as experience, is strongly related to pilot performance on NATOPS

Approche statistique de l'aridification de l'Afrique de l'Ouest

NASA Astrophysics Data System (ADS)

Hubert, Pierre; Carbonnel, Jean-Pierre

1987-11-01

The statistical study of 42 rainfall series from Niger to Senegal, the length of which is between 37 and 97 years, points out the nonstationarity of these series and suggests a climatic jump about 1969-1970. An integrated autoregressive model (ARIMA) of order ( p, 1, 0) can be fitted to most of these series but such a model remains useless for operational purposes. Some climatological, meteorological and hydrological consequences are discussed.

Using a traffic simulation model (VISSIM) with an emissions model (MOVES) to predict emissions from vehicles on a limited-access highway.

PubMed

Abou-Senna, Hatem; Radwan, Essam; Westerlund, Kurt; Cooper, C David

2013-07-01

The Intergovernmental Panel on Climate Change (IPCC) estimates that baseline global GHG emissions may increase 25-90% from 2000 to 2030, with carbon dioxide (CO2 emissions growing 40-110% over the same period. On-road vehicles are a major source of CO2 emissions in all the developed countries, and in many of the developing countries in the world. Similarly, several criteria air pollutants are associated with transportation, for example, carbon monoxide (CO), nitrogen oxides (NO(x)), and particulate matter (PM). Therefore, the need to accurately quantify transportation-related emissions from vehicles is essential. The new US. Environmental Protection Agency (EPA) mobile source emissions model, MOVES2010a (MOVES), can estimate vehicle emissions on a second-by-second basis, creating the opportunity to combine a microscopic traffic simulation model (such as VISSIM) with MOVES to obtain accurate results. This paper presents an examination of four different approaches to capture the environmental impacts of vehicular operations on a 10-mile stretch of Interstate 4 (I-4), an urban limited-access highway in Orlando, FL. First (at the most basic level), emissions were estimated for the entire 10-mile section "by hand" using one average traffic volume and average speed. Then three advanced levels of detail were studied using VISSIM/MOVES to analyze smaller links: average speeds and volumes (AVG), second-by-second link drive schedules (LDS), and second-by-second operating mode distributions (OPMODE). This paper analyzes how the various approaches affect predicted emissions of CO, NO(x), PM2.5, PM10, and CO2. The results demonstrate that obtaining precise and comprehensive operating mode distributions on a second-by-second basis provides more accurate emission estimates. Specifically, emission rates are highly sensitive to stop-and-go traffic and the associated driving cycles of acceleration, deceleration, and idling. Using the AVG or LDS approach may overestimate or underestimate emissions, respectively, compared to an operating mode distribution approach. Transportation agencies and researchers in the past have estimated emissions using one average speed and volume on a long stretch of roadway. With MOVES, there is an opportunity for higher precision and accuracy. Integrating a microscopic traffic simulation model (such as VISSIM) with MOVES allows one to obtain precise and accurate emissions estimates. The proposed emission rate estimation process also can be extended to gridded emissions for ozone modeling, or to localized air quality dispersion modeling, where temporal and spatial resolution of emissions is essential to predict the concentration of pollutants near roadways.

Distributed parameter system coupled ARMA expansion identification and adaptive parallel IIR filtering - A unified problem statement. [Auto Regressive Moving-Average

NASA Technical Reports Server (NTRS)

Johnson, C. R., Jr.; Balas, M. J.

1980-01-01

A novel interconnection of distributed parameter system (DPS) identification and adaptive filtering is presented, which culminates in a common statement of coupled autoregressive, moving-average expansion or parallel infinite impulse response configuration adaptive parameterization. The common restricted complexity filter objectives are seen as similar to the reduced-order requirements of the DPS expansion description. The interconnection presents the possibility of an exchange of problem formulations and solution approaches not yet easily addressed in the common finite dimensional lumped-parameter system context. It is concluded that the shared problems raised are nevertheless many and difficult.

Maximum likelihood estimation for periodic autoregressive moving average models

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

A useful class of models for seasonal time series that cannot be filtered or standardized to achieve second-order stationarity is that of periodic autoregressive moving average (PARMA) models, which are extensions of ARMA models that allow periodic (seasonal) parameters. An approximation to the exact likelihood for Gaussian PARMA processes is developed, and a straightforward algorithm for its maximization is presented. The algorithm is tested on several periodic ARMA(1, 1) models through simulation studies and is compared to moment estimation via the seasonal Yule-Walker equations. Applicability of the technique is demonstrated through an analysis of a seasonal stream-flow series from the Rio Caroni River in Venezuela.

A fixed-memory moving, expanding window for obtaining scatter corrections in X-ray CT and other stochastic averages

NASA Astrophysics Data System (ADS)

Levine, Zachary H.; Pintar, Adam L.

2015-11-01

A simple algorithm for averaging a stochastic sequence of 1D arrays in a moving, expanding window is provided. The samples are grouped in bins which increase exponentially in size so that a constant fraction of the samples is retained at any point in the sequence. The algorithm is shown to have particular relevance for a class of Monte Carlo sampling problems which includes one characteristic of iterative reconstruction in computed tomography. The code is available in the CPC program library in both Fortran 95 and C and is also available in R through CRAN.

Detrending moving average algorithm for multifractals

NASA Astrophysics Data System (ADS)

Gu, Gao-Feng; Zhou, Wei-Xing

2010-07-01

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of nonstationary time series and the long-range correlations of fractal surfaces, which contains a parameter θ determining the position of the detrending window. We develop multifractal detrending moving average (MFDMA) algorithms for the analysis of one-dimensional multifractal measures and higher-dimensional multifractals, which is a generalization of the DMA method. The performance of the one-dimensional and two-dimensional MFDMA methods is investigated using synthetic multifractal measures with analytical solutions for backward (θ=0) , centered (θ=0.5) , and forward (θ=1) detrending windows. We find that the estimated multifractal scaling exponent τ(q) and the singularity spectrum f(α) are in good agreement with the theoretical values. In addition, the backward MFDMA method has the best performance, which provides the most accurate estimates of the scaling exponents with lowest error bars, while the centered MFDMA method has the worse performance. It is found that the backward MFDMA algorithm also outperforms the multifractal detrended fluctuation analysis. The one-dimensional backward MFDMA method is applied to analyzing the time series of Shanghai Stock Exchange Composite Index and its multifractal nature is confirmed.

TERMA Framework for Biomedical Signal Analysis: An Economic-Inspired Approach

PubMed Central

Elgendi, Mohamed

2016-01-01

Biomedical signals contain features that represent physiological events, and each of these events has peaks. The analysis of biomedical signals for monitoring or diagnosing diseases requires the detection of these peaks, making event detection a crucial step in biomedical signal processing. Many researchers have difficulty detecting these peaks to investigate, interpret and analyze their corresponding events. To date, there is no generic framework that captures these events in a robust, efficient and consistent manner. A new method referred to for the first time as two event-related moving averages (“TERMA”) involves event-related moving averages and detects events in biomedical signals. The TERMA framework is flexible and universal and consists of six independent LEGO building bricks to achieve high accuracy detection of biomedical events. Results recommend that the window sizes for the two moving averages (W1 and W2) have to follow the inequality (8×W1)≥W2≥(2×W1). Moreover, TERMA is a simple yet efficient event detector that is suitable for wearable devices, point-of-care devices, fitness trackers and smart watches, compared to more complex machine learning solutions. PMID:27827852

Heterogeneous CPU-GPU moving targets detection for UAV video

NASA Astrophysics Data System (ADS)

Li, Maowen; Tang, Linbo; Han, Yuqi; Yu, Chunlei; Zhang, Chao; Fu, Huiquan

2017-07-01

Moving targets detection is gaining popularity in civilian and military applications. On some monitoring platform of motion detection, some low-resolution stationary cameras are replaced by moving HD camera based on UAVs. The pixels of moving targets in the HD Video taken by UAV are always in a minority, and the background of the frame is usually moving because of the motion of UAVs. The high computational cost of the algorithm prevents running it at higher resolutions the pixels of frame. Hence, to solve the problem of moving targets detection based UAVs video, we propose a heterogeneous CPU-GPU moving target detection algorithm for UAV video. More specifically, we use background registration to eliminate the impact of the moving background and frame difference to detect small moving targets. In order to achieve the effect of real-time processing, we design the solution of heterogeneous CPU-GPU framework for our method. The experimental results show that our method can detect the main moving targets from the HD video taken by UAV, and the average process time is 52.16ms per frame which is fast enough to solve the problem.

Industrial Based Migration in India. A Case Study of Dumdum "Dunlop Industrial Zone"

NASA Astrophysics Data System (ADS)

Das, Biplab; Bandyopadhyay, Aditya; Sen, Jayashree

2012-10-01

Migration is a very important part in our present society. Basically Millions of people moved during the industrial revolution. Some simply moved from a village to a town in the hope of finding work whilst others moved from one country to another in search of a better way of life. The main reason for moving home during the 19th century was to find work. On one hand this involved migration from the countryside to the growing industrial cities, on the other it involved rates of migration, emigration, and the social changes that were drastically affecting factors such as marriage,birth and death rates. These social changes taking place as a result of capitalism had far ranging affects, such as lowering the average age of marriage and increasing the size of the average family.Migration was not just people moving out of the country, it also invloved a lot of people moving into Britain. In the 1840's Ireland suffered a terrible famine. Faced with a massive cost of feeding the starving population many local landowners paid for labourers to emigrate.There was a shift away from agriculturally based rural dwelling towards urban habitation to meet the mass demand for labour that new industry required. There became great regional differences in population levels and in the structure of their demography. This was due to rates of migration, emigration, and the social changes that were drastically affecting factors such as marriage, birth and death rates. These social changes taking place as a result of capitalism had far ranging affects, such as lowering the average age of marriage and increasing the size of the average family. There is n serious disagreement as to the extent of the population changes that occurred but one key question that always arouses debate is that of whether an expanding population resulted in economic growth or vice versa, i.e. was industrialization a catalyst for population growth? A clear answer is difficult to decipher as the two variables are so closely and fundamentally interlinked, but it seems that both factors provided impetus for each otherís take off. If anything, population and economic growth were complimentary towards one another rather than simply being causative factors.

SU-F-T-497: Spatiotemporally Optimal, Personalized Prescription Scheme for Glioblastoma Patients Using the Proliferation and Invasion Glioma Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kim, M; Rockhill, J; Phillips, M

Purpose: To investigate a spatiotemporally optimal radiotherapy prescription scheme and its potential benefit for glioblastoma (GBM) patients using the proliferation and invasion (PI) glioma model. Methods: Standard prescription for GBM was assumed to deliver 46Gy in 23 fractions to GTV1+2cm margin and additional 14Gy in 7 fractions to GTV2+2cm margin. We simulated the tumor proliferation and invasion in 2D according to the PI glioma model with a moving velocity of 0.029(slow-move), 0.079(average-move), and 0.13(fast-move) mm/day for GTV2 with a radius of 1 and 2cm. For each tumor, the margin around GTV1 and GTV2 was varied to 0–6 cm and 1–3more » cm respectively. Total dose to GTV1 was constrained such that the equivalent uniform dose (EUD) to normal brain equals EUD with the standard prescription. A non-stationary dose policy, where the fractional dose varies, was investigated to estimate the temporal effect of the radiation dose. The efficacy of an optimal prescription scheme was evaluated by tumor cell-surviving fraction (SF), EUD, and the expected survival time. Results: Optimal prescription for the slow-move tumors was to use 3.0(small)-3.5(large) cm margins to GTV1, and 1.5cm margin to GTV2. For the average- and fast-move tumors, it was optimal to use 6.0cm margin for GTV1 suggesting that whole brain therapy is optimal, and then 1.5cm (average-move) and 1.5–3.0cm (fast-move, small-large) margins for GTV2. It was optimal to deliver the boost sequentially using a linearly decreasing fractional dose for all tumors. Optimal prescription led to 0.001–0.465% of the tumor SF resulted from using the standard prescription, and increased tumor EUD by 25.3–49.3% and the estimated survival time by 7.6–22.2 months. Conclusion: It is feasible to optimize a prescription scheme depending on the individual tumor characteristics. A personalized prescription scheme could potentially increase tumor EUD and the expected survival time significantly without increasing EUD to normal brain.« less

The Micromechanics of the Moving Contact Line

NASA Technical Reports Server (NTRS)

Han, Minsub; Lichter, Seth; Lin, Chih-Yu; Perng, Yeong-Yan

1996-01-01

The proposed research is divided into three components concerned with molecular structure, molecular orientation, and continuum averages of discrete systems. In the experimental program, we propose exploring how changes in interfacial molecular structure generate contact line motion. Rather than rely on the electrostatic and electrokinetic fields arising from the molecules themselves, we augment their interactions by an imposed field at the solid/liquid interface. By controling the field, we can manipulate the molecular structure at the solid/liquid interface. In response to controlled changes in molecular structure, we observe the resultant contact line motion. In the analytical portion of the proposed research we seek to formulate a system of equations governing fluid motion which accounts for the orientation of fluid molecules. In preliminary work, we have focused on describing how molecular orientation affects the forces generated at the moving contact line. Ideally, as assumed above, the discrete behavior of molecules can be averaged into a continuum theory. In the numerical portion of the proposed research, we inquire whether the contact line region is, in fact, large enough to possess a well-defined average. Additionally, we ask what types of behavior distinguish discrete systems from continuum systems. Might the smallness of the contact line region, in itself, lead to behavior different from that in the bulk? Taken together, our proposed research seeks to identify and accurately account for some of the molecular dynamics of the moving contact line, and attempts to formulate a description from which one can compute the forces at the moving contact line.

Use of spatiotemporal characteristics of ambient PM2.5 in rural South India to infer local versus regional contributions.

PubMed

Kumar, M Kishore; Sreekanth, V; Salmon, Maëlle; Tonne, Cathryn; Marshall, Julian D

2018-08-01

This study uses spatiotemporal patterns in ambient concentrations to infer the contribution of regional versus local sources. We collected 12 months of monitoring data for outdoor fine particulate matter (PM 2.5 ) in rural southern India. Rural India includes more than one-tenth of the global population and annually accounts for around half a million air pollution deaths, yet little is known about the relative contribution of local sources to outdoor air pollution. We measured 1-min averaged outdoor PM 2.5 concentrations during June 2015-May 2016 in three villages, which varied in population size, socioeconomic status, and type and usage of domestic fuel. The daily geometric-mean PM 2.5 concentration was ∼30 μg m -3 (geometric standard deviation: ∼1.5). Concentrations exceeded the Indian National Ambient Air Quality standards (60 μg m -3 ) during 2-5% of observation days. Average concentrations were ∼25 μg m -3 higher during winter than during monsoon and ∼8 μg m -3 higher during morning hours than the diurnal average. A moving average subtraction method based on 1-min average PM 2.5 concentrations indicated that local contributions (e.g., nearby biomass combustion, brick kilns) were greater in the most populated village, and that overall the majority of ambient PM 2.5 in our study was regional, implying that local air pollution control strategies alone may have limited influence on local ambient concentrations. We compared the relatively new moving average subtraction method against a more established approach. Both methods broadly agree on the relative contribution of local sources across the three sites. The moving average subtraction method has broad applicability across locations. Copyright © 2018 The Authors. Published by Elsevier Ltd.. All rights reserved.

Fuzzy inductive reasoning: a consolidated approach to data-driven construction of complex dynamical systems

NASA Astrophysics Data System (ADS)

Nebot, Àngela; Mugica, Francisco

2012-10-01

Fuzzy inductive reasoning (FIR) is a modelling and simulation methodology derived from the General Systems Problem Solver. It compares favourably with other soft computing methodologies, such as neural networks, genetic or neuro-fuzzy systems, and with hard computing methodologies, such as AR, ARIMA, or NARMAX, when it is used to predict future behaviour of different kinds of systems. This paper contains an overview of the FIR methodology, its historical background, and its evolution.

Nuclear Physics Activities in Asia and ANPhA

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sakai, H.

2011-05-06

On 18 July 2009 the Asian Nuclear Physics Association (ANPhA) has been officially launched in Beijing by the representatives from China, Korea, Japan and Vietnam. Since then Australia, India, Mongolia and Taiwan have joined to ANPhA and now the member country/region has increased to eight. Some activities and features on ANPhA are introduced. In addition, pleasant collaboration with Professor Arima by the author in regard to the Gamow-Teller quenching problem is also briefly mentioned.

Hybrid model for forecasting time series with trend, seasonal and salendar variation patterns

NASA Astrophysics Data System (ADS)

Suhartono; Rahayu, S. P.; Prastyo, D. D.; Wijayanti, D. G. P.; Juliyanto

2017-09-01

Most of the monthly time series data in economics and business in Indonesia and other Moslem countries not only contain trend and seasonal, but also affected by two types of calendar variation effects, i.e. the effect of the number of working days or trading and holiday effects. The purpose of this research is to develop a hybrid model or a combination of several forecasting models to predict time series that contain trend, seasonal and calendar variation patterns. This hybrid model is a combination of classical models (namely time series regression and ARIMA model) and/or modern methods (artificial intelligence method, i.e. Artificial Neural Networks). A simulation study was used to show that the proposed procedure for building the hybrid model could work well for forecasting time series with trend, seasonal and calendar variation patterns. Furthermore, the proposed hybrid model is applied for forecasting real data, i.e. monthly data about inflow and outflow of currency at Bank Indonesia. The results show that the hybrid model tend to provide more accurate forecasts than individual forecasting models. Moreover, this result is also in line with the third results of the M3 competition, i.e. the hybrid model on average provides a more accurate forecast than the individual model.

Forecasting short-term data center network traffic load with convolutional neural networks.

PubMed

Mozo, Alberto; Ordozgoiti, Bruno; Gómez-Canaval, Sandra

2018-01-01

Efficient resource management in data centers is of central importance to content service providers as 90 percent of the network traffic is expected to go through them in the coming years. In this context we propose the use of convolutional neural networks (CNNs) to forecast short-term changes in the amount of traffic crossing a data center network. This value is an indicator of virtual machine activity and can be utilized to shape the data center infrastructure accordingly. The behaviour of network traffic at the seconds scale is highly chaotic and therefore traditional time-series-analysis approaches such as ARIMA fail to obtain accurate forecasts. We show that our convolutional neural network approach can exploit the non-linear regularities of network traffic, providing significant improvements with respect to the mean absolute and standard deviation of the data, and outperforming ARIMA by an increasingly significant margin as the forecasting granularity is above the 16-second resolution. In order to increase the accuracy of the forecasting model, we exploit the architecture of the CNNs using multiresolution input distributed among separate channels of the first convolutional layer. We validate our approach with an extensive set of experiments using a data set collected at the core network of an Internet Service Provider over a period of 5 months, totalling 70 days of traffic at the one-second resolution.

Text Authorship Identified Using the Dynamics of Word Co-Occurrence Networks

PubMed Central

Akimushkin, Camilo; Amancio, Diego Raphael; Oliveira, Osvaldo Novais

2017-01-01

Automatic identification of authorship in disputed documents has benefited from complex network theory as this approach does not require human expertise or detailed semantic knowledge. Networks modeling entire books can be used to discriminate texts from different sources and understand network growth mechanisms, but only a few studies have probed the suitability of networks in modeling small chunks of text to grasp stylistic features. In this study, we introduce a methodology based on the dynamics of word co-occurrence networks representing written texts to classify a corpus of 80 texts by 8 authors. The texts were divided into sections with equal number of linguistic tokens, from which time series were created for 12 topological metrics. Since 73% of all series were stationary (ARIMA(p, 0, q)) and the remaining were integrable of first order (ARIMA(p, 1, q)), probability distributions could be obtained for the global network metrics. The metrics exhibit bell-shaped non-Gaussian distributions, and therefore distribution moments were used as learning attributes. With an optimized supervised learning procedure based on a nonlinear transformation performed by Isomap, 71 out of 80 texts were correctly classified using the K-nearest neighbors algorithm, i.e. a remarkable 88.75% author matching success rate was achieved. Hence, purely dynamic fluctuations in network metrics can characterize authorship, thus paving the way for a robust description of large texts in terms of small evolving networks. PMID:28125703