Efficient search for statistically significant dependency rules in binary data

Analyzing statistical dependencies is a fundamental problem in all empirical science. Dependencies help us understand causes and effects, create new scientific theories, and invent cures to problems. Nowadays, large amounts of data is available, but efficient computational tools for analyzing the data are missing. In this research, we develop efficient algorithms for a commonly occurring search problem - searching for the statistically most significant dependency rules in binary data. We consider dependency rules of the form X->A or X->not A, where X is a set of positive-valued attributes and A is a single attribute. Such rules describe which factors either increase or decrease the probability of the consequent A. A classical example are genetic and environmental factors, which can either cause or prevent a disease. The emphasis in this research is that the discovered dependencies should be genuine - i.e. they should also hold in future data. This is an important distinction from the traditional association rules, which - in spite of their name and a similar appearance to dependency rules - do not necessarily represent statistical dependencies at all or represent only spurious connections, which occur by chance. Therefore, the principal objective is to search for the rules with statistical significance measures. Another important objective is to search for only non-redundant rules, which express the real causes of dependence, without any occasional extra factors. The extra factors do not add any new information on the dependence, but can only blur it and make it less accurate in future data. The problem is computationally very demanding, because the number of all possible rules increases exponentially with the number of attributes. In addition, neither the statistical dependency nor the statistical significance are monotonic properties, which means that the traditional pruning techniques do not work. As a solution, we first derive the mathematical basis for pruning the search space with any well-behaving statistical significance measures. The mathematical theory is complemented by a new algorithmic invention, which enables an efficient search without any heuristic restrictions. The resulting algorithm can be used to search for both positive and negative dependencies with any commonly used statistical measures, like Fisher's exact test, the chi-squared measure, mutual information, and z scores. According to our experiments, the algorithm is well-scalable, especially with Fisher's exact test. It can easily handle even the densest data sets with 10000-20000 attributes. Still, the results are globally optimal, which is a remarkable improvement over the existing solutions. In practice, this means that the user does not have to worry whether the dependencies hold in future data or if the data still contains better, but undiscovered dependencies.

Studies on diamond-like carbon and novel diamond-like carbon polymer hybrid coatings deposited with filtered pulsed arc discharge method

The main obstacle for the application of high quality diamond-like carbon (DLC) coatings has been the lack of adhesion to the substrate as the coating thickness is increased. The aim of this study was to improve the filtered pulsed arc discharge (FPAD) method. With this method it is possible to achieve high DLC coating thicknesses necessary for practical applications. The energy of the carbon ions was measured with an optoelectronic time-of-flight method. An in situ cathode polishing system used for stabilizing the process yield and the carbon ion energies is presented. Simultaneously the quality of the coatings can be controlled. To optimise the quality of the deposition process a simple, fast and inexpensive method using silicon wafers as test substrates was developed. This method was used for evaluating the suitability of a simplified arc-discharge set-up for the deposition of the adhesion layer of DLC coatings. A whole new group of materials discovered by our research group, the diamond-like carbon polymer hybrid (DLC-p-h) coatings, is also presented. The parent polymers used in these novel coatings were polydimethylsiloxane (PDMS) and polytetrafluoroethylene (PTFE). The energy of the plasma ions was found to increase when the anode-cathode distance and the arc voltage were increased. A constant deposition rate for continuous coating runs was obtained with an in situ cathode polishing system. The novel DLC-p-h coatings were found to be water and oil repellent and harder than any polymers. The lowest sliding angle ever measured from a solid surface, 0.15 ± 0.03°, was measured on a DLC-PDMS-h coating. In the FPAD system carbon ions can be accelerated to high energies (≈ 1 keV) necessary for the optimal adhesion (the substrate is broken in the adhesion and quality test) of ultra thick (up to 200 µm) DLC coatings by increasing the anode-cathode distance and using high voltages (up to 4 kV). An excellent adhesion can also be obtained with the simplified arc-discharge device. To maintain high process yield (5µm/h over a surface area of 150 cm2) and to stabilize the carbon ion energies and the high quality (sp3 fraction up to 85%) of the resulting coating, an in situ cathode polishing system must be used. DLC-PDMS-h coating is the superior candidate coating material for anti-soiling applications where also hardness is required.

Genetic background of bipolar disorder and related cognitive impairments

Bipolar disorder (BP) is a complex psychiatric disorder characterized by episodes of mania and depression. BP affects approximately 1% of the world’s population and shows no difference in lifetime prevalence between males and females. BP arises from complex interactions among genetic, developmental and environmental factors, and it is likely that several predisposing genes are involved in BP. The genetic background of BP is still poorly understood, although intensive and long-lasting research has identified several chromosomal regions and genes involved in susceptibility to BP. This thesis work aims to identify the genetic variants that influence bipolar disorder in the Finnish population by candidate gene and genome-wide linkage analyses in families with many BP cases. In addition to diagnosis-based phenotypes, neuropsychological traits that can be seen as potential endophenotypes or intermediate traits for BP were analyzed. In the first part of the thesis, we examined the role of the allelic variants of the TSNAX/DISC1 gene cluster to psychotic and bipolar spectrum disorders and found association of distinct allelic haplotypes with these two groups of disorders. The haplotype at the 5’ end of the Disrupted-in-Schizophrenia-1 gene (DISC1) was over-transmitted to males with psychotic disorder (p = 0.008; for an extended haplotype p = 0.0007 with both genders), whereas haplotypes at the 3’ end of DISC1 associated with bipolar spectrum disorder (p = 0.0002; for an extended haplotype p = 0.0001). The variants of these haplotypes also showed association with different cognitive traits. The haplotypes at the 5’ end associated with perseverations and auditory attention, while the variants at the 3’ end associated with several cognitive traits including verbal fluency and psychomotor processing speed. Second, in our complete set of BP families with 723 individuals we studied six functional candidate genes from three distinct signalling systems: serotonin-related genes (SLC6A4 and TPH2), BDNF -related genes (BDNF, CREB1 and NTRK2) and one gene related to the inflammation and cytokine system (P2RX7). We replicated association of the functional variant Val66Met of BDNF with BP and better performance in retention. The variants at the 5’ end of SLC6A4 also showed some evidence of association among males (p = 0.004), but the widely studied functional variants did not yield any significant results. A protective four-variant haplotype on P2RX7 showed evidence of association with BP and executive functions: semantic and phonemic fluency (p = 0.006 and p = 0.0003, respectively). Third, we analyzed 23 bipolar families originating from the North-Eastern region of Finland. A genome-wide scan was performed using the 6K single nucleotide polymorphism (SNP) array. We identified susceptibility loci at chromosomes 7q31 with a LOD score of 3.20 and at 9p13.1 with a LOD score of 4.02. We followed up both linkage findings in the complete set of 179 Finnish bipolar families. The finding on chromosome 9p13 was supported (maximum LOD score of 3.02), but the susceptibility gene itself remains unclarified. In the fourth part of the thesis, we wanted to test the role of the allelic variants that have associated with bipolar disorder in recent genome-wide association studies (GWAS). We could confirm findings for the DFNB31, SORCS2, SCL39A3, and DGKH genes. The best signal in this study comes from DFNB31, which remained significant after multiple testing corrections. Two variants of SORCS2 were allelic replications and presented the same signal as the haplotype analysis. However, no association was detected with the PALB2 gene, which was the most significantly associated region in the previous GWAS. Our results indicate that BP is heterogeneous and its genetic background may accordingly vary in different populations. In order to fully understand the allelic heterogeneity that underlies common diseases such as BP, complete genome sequencing for many individuals with and without the disease is required. Identification of the specific risk variants will help us better understand the pathophysiology underlying BP and will lead to the development of treatments with specific biochemical targets. In addition, it will further facilitate the identification of environmental factors that alter risk, which will potentially provide improved occupational, social and psychological advice for individuals with high risk of BP.

Evaluation of Vestibular Function with Visual Feedback Posturography and Motorized Head Impulse Test.

Objectives: To evaluate the applicability of visual feedback posturography (VFP) for quantification of postural control, and to characterize the horizontal angular vestibulo-ocular reflex (AVOR) by use of a novel motorized head impulse test (MHIT). Methods: In VFP, subjects standing on a platform were instructed to move their center of gravity to symmetrically placed peripheral targets as fast and accurately as possible. The active postural control movements were measured in healthy subjects (n = 23), and in patients with vestibular schwannoma (VS) before surgery (n = 49), one month (n = 17), and three months (n = 36) after surgery. In MHIT we recorded head and eye position during motorized head impulses (mean velocity of 170º/s and acceleration of 1 550º/s²) in healthy subjects (n = 22), in patients with VS before surgery (n = 38) and about four months afterwards (n = 27). The gain, asymmetry and latency in MHIT were calculated. Results: The intraclass correlation coefficient for VFP parameters during repeated tests was significant (r = 0.78-0.96; p < 0.01), although two of four VFP parameters improved slightly during five test sessions in controls. At least one VFP parameter was abnormal pre- and postoperatively in almost half the patients, and these abnormal preoperative VFP results correlated significantly with abnormal postoperative results. The mean accuracy in postural control in patients was reduced pre- and postoperatively. A significant side difference with VFP was evident in 10% of patients. In the MHIT, the normal gain was close to unity, the asymmetry in gain was within 10%, and the latency was a mean ± standard deviation 3.4 ± 6.3 milliseconds. Ipsilateral gain or asymmetry in gain was preoperatively abnormal in 71% of patients, whereas it was abnormal in every patient after surgery. Preoperative gain (mean ± 95% confidence interval) was significantly lowered to 0.83 ± 0.08 on the ipsilateral side compared to 0.98 ± 0.06 on the contralateral side. The ipsilateral postoperative mean gain of 0.53 ± 0.05 was significantly different from preoperative gain. Conclusion: The VFP is a repeatable, quantitative method to assess active postural control within individual subjects. The mean postural control in patients with VS was disturbed before and after surgery, although not severely. Side difference in postural control in the VFP was rare. The horizontal AVOR results in healthy subjects and in patients with VS, measured with MHIT, were in agreement with published data achieved using other techniques with head impulse stimuli. The MHIT is a non-invasive method which allows reliable clinical assessment of the horizontal AVOR.

Breathing, swallowing and voice in laryngeal disorsers

The aim of this work was to examine how breathing, swallowing and voicing are affected in different laryngeal disorders. For this purpose, we examined four different patient groups: patients who had undergone total laryngectomy, anterior cervical decompression (ACD), or injection laryngoplasty with autologous fascia (ILAF), and patients with dyspnea during exercise. We studied the problems and benefits related to the automatic speech valve used for the rehabilitation of speech in laryngectomized patients. The device was given to 14 total laryngectomized patients who used the traditional valve especially well. The usefulness of voice and intelligibility of speech were assessed by speech pathologists. The results demonstrated better performance with the traditional valve in both dimensions. Most of the patients considered the automatic valve a helpful additional device but because of heavier breathing and the greater work needed for speech production, it was not suitable as a sole device in speech rehabilitation. Dysphonia and dysphagia are known complications of ACD. These symptoms are caused due to the stretching of tissue needed during the surgery, but the extent and the recovery from them was not well known before our study. We studied two patient groups, an early group with 50 patients who were examined immediately before and after the surgery and a late group with 64 patients who were examined 3 9 months postoperatively. Altogether, 60% reported dysphonia and 69% dysphagia immediately after the operation. Even though dysphagia and dysphonia often appeared after surgery, permanent problems seldom occurred. Six (12 %) cases of transient and two (3 %) permanent vocal cord paresis were detected. In our third study, the long-term results of ILAF in 43 patients with unilateral vocal cord paralysis were examined. The mean follow-up was 5.8 years (range 3 10). Perceptual evaluation demonstrated improved results for voice quality, and videostroboscopy revealed complete or partial glottal closure in 83% of the patients. Fascia showed to be a stable injection material with good vocal results. In our final study we developed a new diagnostic method for exertional laryngeal dyspnea by combining a cardiovascular exercise test with simultaneous fiberoptic observation of the larynx. With this method, it is possible to visualize paradoxal closure of the vocal cords during inspiration, which is a diagnostic criterion for vocal cord dysfunction (VCD). We examined 30 patients referred to our hospital because of suspicion of exercise-induced vocal cord dysfunction (EIVCD). Twenty seven out of thirty patients were able to perform the test. Dyspnea was induced in 15 patients, and of them five had EIVCD and four high suspicion of EIVCD. With our test it is possible to set an accurate diagnosis for exertional laryngeal dyspnea. Moreover, the often seen unnecessary use of asthma drugs among these patients can be avoided.

Inference on Cointegration in Vector Autoregressive Models (summary section only)

In the thesis we consider inference for cointegration in vector autoregressive (VAR) models. The thesis consists of an introduction and four papers. The first paper proposes a new test for cointegration in VAR models that is directly based on the eigenvalues of the least squares (LS) estimate of the autoregressive matrix. In the second paper we compare a small sample correction for the likelihood ratio (LR) test of cointegrating rank and the bootstrap. The simulation experiments show that the bootstrap works very well in practice and dominates the correction factor. The tests are applied to international stock prices data, and the .nite sample performance of the tests are investigated by simulating the data. The third paper studies the demand for money in Sweden 1970—2000 using the I(2) model. In the fourth paper we re-examine the evidence of cointegration between international stock prices. The paper shows that some of the previous empirical results can be explained by the small-sample bias and size distortion of Johansen’s LR tests for cointegration. In all papers we work with two data sets. The first data set is a Swedish money demand data set with observations on the money stock, the consumer price index, gross domestic product (GDP), the short-term interest rate and the long-term interest rate. The data are quarterly and the sample period is 1970(1)—2000(1). The second data set consists of month-end stock market index observations for Finland, France, Germany, Sweden, the United Kingdom and the United States from 1980(1) to 1997(2). Both data sets are typical of the sample sizes encountered in economic data, and the applications illustrate the usefulness of the models and tests discussed in the thesis.

Test of the Clustering Hypothesis in the Helsinki Exchanges

This paper investigates the clustering pattern in the Finnish stock market. Using trading volume and time as factors capturing the clustering pattern in the market, the Keim and Madhavan (1996) and the Engle and Russell (1998) model provide the framework for the analysis. The descriptive and the parametric analysis provide evidences that an important determinant of the famous U-shape pattern in the market is the rate of information arrivals as measured by large trading volumes and durations at the market open and close. Precisely, 1) the larger the trading volume, the greater the impact on prices both in the short and the long run, thus prices will differ across quantities. 2) Large trading volume is a non-linear function of price changes in the long run. 3) Arrival times are positively autocorrelated, indicating a clustering pattern and 4) Information arrivals as approximated by durations are negatively related to trading flow.

Overconfidence and investor size

Recent research documents that institutional or large investors act as antagonists to other investors by showing opposite behavior following disclosure of new information. Using an extremely comprehensive official transactions data set from Finland, we set out to explore the interrelation between investor size and behavior. More specifically, we test whether investor size is positively (negatively) correlated with investor reaction following positive (negative) news. We document robust evidence of that investor size affects investor behavior under new information, as larger investors on average react more positively (negatively) to good (bad) news than smaller investors. In the light of this study it seems increasingly feasible that several recent findings of heterogeneous investor behavior are functions of differences in overconfidence.

Bootstrapping the Error Correction Model Cointegration Test

This paper is concerned with using the bootstrap to obtain improved critical values for the error correction model (ECM) cointegration test in dynamic models. In the paper we investigate the effects of dynamic specification on the size and power of the ECM cointegration test with bootstrap critical values. The results from a Monte Carlo study show that the size of the bootstrap ECM cointegration test is close to the nominal significance level. We find that overspecification of the lag length results in a loss of power. Underspecification of the lag length results in size distortion. The performance of the bootstrap ECM cointegration test deteriorates if the correct lag length is not used in the ECM. The bootstrap ECM cointegration test is therefore not robust to model misspecification.

Perinatal mortality and maternal health in rural China

Background and context Since the economic reforms of 1978, China has been acclaimed as a remarkable economy, achieving 9% annual growth per head for more than 25 years. However, China's health sector has not fared well. The population health gains slowed down and health disparities increased. In the field of health and health care, significant progress in maternal care has been achieved. However, there still remain important disparities between the urban and rural areas and among the rural areas in terms of economic development. The excess female infant deaths and the rapidly increasing sex ratio at birth in the last decade aroused serious concerns among policy makers and scholars. Decentralization of the government administration and health sector reform impacts maternal care. Many studies using census data have been conducted to explore the determinants of a high sex ratio at birth, but no agreement has been so far reached on the possible contributing factors. No study using family planning system data has been conducted to explore perinatal mortality and sex ratio at birth and only few studies have examined the impact of the decentralization of government and health sector reforms on the provision and organization of maternal care in rural China. Objectives The general objective of this study was to investigate the state of perinatal health and maternal care and their determinants in rural China under the historic context of major socioeconomic reforms and the one child family planning policy. The specific objectives of the study included: 1) to study pregnancy outcomes and perinatal health and their correlates in a rural Chinese county; 2) to examine the issue of sex ratio at birth and its determinants in a rural Chinese county; 3) to explore the patterns of provision, utilization, and content of maternal care in a rural Chinese county; 4) to investigate the changes in the use of maternal care in China from 1991 to 2003. Materials and Methods This study is based on a project for evaluating the prenatal care programme in Dingyuan county in 1999-2003, Anhui province, China and a nationwide household health survey to describe the changes in maternal care utilization. The approaches used included a retrospective cohort study, cross sectional interview surveys, informant interviews, observations and the use of statistical data. The data sources included the following: 1) A cohort of pregnant women followed from pregnancy up to 7 days after birth in 20 townships in the study county, collecting information on pregnancy outcomes using family planning records; 2) A questionnaire interview survey given to women who gave birth between 2001 and 2003; 3) Various statistical and informant surveys data collected from the study county; 4) Three national household health interview survey data sets (1993-2003) were utilized, and reanalyzed to described the changes in maternity care utilization. Relative risks (RR) and their confidence intervals (CI) were calculated for comparison between parity, approval status, infant sex and township groups. The chi-square test was used to analyse the disparity of use of maternal care between and within urban and rural areas and its trend across the years in China. Logistic regression was used to analyse the factors associated with hospital delivery in rural areas. Results There were 3697 pregnancies in the study cohort, resulting in 3092 live births in a total population of 299463 in the 20 study townships during 1999-2000. The average age at pregnancy in the cohort was 25.9 years. Of the women, 61% were childless, 38% already had one child and 0.3% had two children before the current pregnancy. About 90% of approved pregnancies ended in a live birth while 73% of the unapproved ones were aborted. The perinatal mortality rate was 69 per thousand births. If the 30 induced abortions in which the gestational age was more than 28 weeks had been counted as perinatal deaths, the perinatal mortality rate would have been as high as 78 per thousand. The perinatal mortality rate was negatively associated with the wealth of the township. Approximately two thirds of the perinatal deaths occurred in the early neonatal period. Both the still birth rate and the early neonatal death rate increased with parity. The risk of a stillbirth in a second pregnancy was almost four times that for a first pregnancy, while the risk of early neonatal deaths doubled. The early neonatal mortality rate was twice as high for female as for male infants. The sex difference in the early neonatal mortality rate was mainly attributable to mortality in second births. The male early neonatal mortality rate was not affected by parity, while the female early neonatal mortality rate increased dramatically with parity: it was about six times higher for second births than for first births. About 82% early neonatal deaths happened within 24 hours after birth, and during that time, girls were almost three times more likely to die than boys. The death rate of females on the day of birth increased much more sharply with parity than that of males. The total sex ratio at birth of 3697 registered pregnancies was 152 males to 100 females, with 118 and 287 in first and second pregnancies, respectively. Among unapproved pregnancies, there were almost 5 live-born boys for each girl. Most prenatal and delivery care was to be taken care of in township hospitals. At the village level, there were small private clinics. There was no limitation period for the provision of prenatal and postnatal care by private practitioners. They were not permitted to provide delivery care by the county health bureau, but as some 12% of all births occurred either at home or at private clinics; some village health workers might have been involved. The county level hospitals served as the referral centers for the township hospitals in the county. However, there was no formal regulation or guideline on how the referral system should work. Whether or not a woman was referred to a higher level hospital depended on the individual midwife's professional judgment and on the clients' compliance. The county health bureau had little power over township hospitals, because township hospitals had in the decentralization process become directly accountable to the township government. In the township and county hospitals only 10-20% of the recurrent costs were funded by local government (the township hospital was funded by the township government and the county hospital was funded by the county government) and the hospitals collected user fees to balance their budgets. Also the staff salaries depended on fee incomes by the hospital. The hospitals could define the user charges themselves. Prenatal care consultations were however free in most township hospitals. None of the midwives made postnatal home visits, because of low profit of these services. The three national household health survey data showed that the proportion of women receiving their first prenatal visit within 12 weeks increased greatly from the early to middle 1990s in all areas except for large cities. The increase was much larger in the rural areas, reducing the urban-rural difference from more than 4 times to about 1.4 times. The proportion of women that received antenatal care visits meeting the Ministry of Health s standard (at least 5 times) in the rural areas increased sharply from 12% in 1991-1993 to 36% in 2001-2003. In rural areas, the proportion increase was much faster in less developed areas than in developed areas. The hospital delivery rate increased slightly from 90% to 94% in urban areas while the proportion increased from 27% to 69% in rural areas. The fastest change was found to be in type 4 rural areas, where the utilization even quadrupled. The overall difference between rural and urban areas was substantially narrowed over the period. Multiple logistic regression analysis shows that time periods, residency in rural or urban areas, income levels, age group, education levels, delivery history, occupation, health insurance and distance from the nearest health care facilities were significantly associated with hospital delivery rates. Conclusions 1. Perinatal mortality in this study was much higher than that for urban areas as well as any reported rate from specific studies in rural areas of China. Previous studies in which calculations of infant mortality were not based on epidemiological surveys have been shown to underestimate the rates by more than 50%. 2. Routine statistics collected by the Chinese family planning system proved to be a reliable data source for studying perinatal health, including still births, neonatal deaths, sex ratio at birth and among newborns. National Household Health Survey data proved to be a useful and reliable data source for studying population health and health services. Prior to this research there were few studies in these areas available to international audiences. 3.Though perinatal mortality rate was negatively associated with the level of township economic development, the excess female early neonatal mortality rate contributed much more to high perinatal mortality rate than economic factors. This was likely a result of the role of the family planning policy and the traditional preferences for sons, which leads to lethal neglect of female newborns and high perinatal mortality. 4. The selective abortions of female foetuses were likely to contribute most to the high sex ratio at birth. The underreporting of female births seemed to have played a secondary role. The higher early neonatal mortality rate in second-born as compared to first-born children, particularly in females, may indicate that neglect or poorer care of female newborn infants also contributes to the high sex ratio at birth or among newborns. Existing family planning policy proved not to effectively control the steadily increased birth sex ratio. 5. The rural-urban gap in service utilization was on average significantly narrowed in terms of maternal healthcare in China from 1991 to 2003. This demonstrates that significant achievements in reducing inequities can be made through a combination of socio-economic development and targeted investments in improving health services, including infrastructure, staff capacities, and subsidies to reduce the costs of service utilization for the poorest. However, the huge gap which persisted among cities of different size and within different types of rural areas indicated the need for further efforts to support the poorest areas. 6. Hospital delivery care in the study county was better accepted by women because most of women think delivery care was very important while prenatal and postnatal care were not. Hospital delivery care was more systematically provided and promoted than prenatal and postnatal care by township hospital in the study area. The reliance of hospital staff income on user fees gave the hospitals an incentive to put more emphasis on revenue generating activities such as delivery care instead of prenatal and postnatal care, since delivery care generated much profits than prenatal and postnatal care . Recommendations 1. It is essential for the central government to re-assess and modify existing family planning policies. In order to keep national sex balance, the existing practice of one couple one child in urban areas and at-least-one-son a couple in rural areas should be gradually changed to a two-children-a-couple policy throughout the country. The government should establish a favourable social security policy for couples, especially for rural couples who have only daughters, with particular emphasis on their pension and medical care insurance, combined with an educational campaign for equal rights for boys and girls in society. 2. There is currently no routine vital-statistics registration system in rural China. Using the findings of this study, the central government could set up a routine vital-statistics registration system using family planning routine work records, which could be used by policy makers and researchers. 3. It is possible for the central and provincial government to invest more in the less developed and poor rural areas to increase the access of pregnant women in these areas to maternal care services. Central government together with local government should gradually provide free maternal care including prenatal and postnatal as well as delivery care to the women in poor and less developed rural areas. 4. Future research could be done to explore if county and the township level health care sector and the family planning system could be merged to increase the effectiveness and efficiency of maternal and child care. 5. Future research could be done to explore the relative contribution of maternal care, economic development and family planning policy on perinatal and child health using prospective cohort studies and community based randomized trials. Key words: perinatal health, perinatal mortality, stillbirth, neonatal death, sex selective abortion, sex ratio at birth, family planning, son preference, maternal care, prenatal care, postnatal care, equity, China

Dynamic Factor Models and Forecasting Finnish Macroeconomic Variables

In recent years, thanks to developments in information technology, large-dimensional datasets have been increasingly available. Researchers now have access to thousands of economic series and the information contained in them can be used to create accurate forecasts and to test economic theories. To exploit this large amount of information, researchers and policymakers need an appropriate econometric model.Usual time series models, vector autoregression for example, cannot incorporate more than a few variables. There are two ways to solve this problem: use variable selection procedures or gather the information contained in the series to create an index model. This thesis focuses on one of the most widespread index model, the dynamic factor model (the theory behind this model, based on previous literature, is the core of the first part of this study), and its use in forecasting Finnish macroeconomic indicators (which is the focus of the second part of the thesis). In particular, I forecast economic activity indicators (e.g. GDP) and price indicators (e.g. consumer price index), from 3 large Finnish datasets. The first dataset contains a large series of aggregated data obtained from the Statistics Finland database. The second dataset is composed by economic indicators from Bank of Finland. The last dataset is formed by disaggregated data from Statistic Finland, which I call micro dataset. The forecasts are computed following a two steps procedure: in the first step I estimate a set of common factors from the original dataset. The second step consists in formulating forecasting equations including the factors extracted previously. The predictions are evaluated using relative mean squared forecast error, where the benchmark model is a univariate autoregressive model. The results are dataset-dependent. The forecasts based on factor models are very accurate for the first dataset (the Statistics Finland one), while they are considerably worse for the Bank of Finland dataset. The forecasts derived from the micro dataset are still good, but less accurate than the ones obtained in the first case. This work leads to multiple research developments. The results here obtained can be replicated for longer datasets. The non-aggregated data can be represented in an even more disaggregated form (firm level). Finally, the use of the micro data, one of the major contributions of this thesis, can be useful in the imputation of missing values and the creation of flash estimates of macroeconomic indicator (nowcasting).

Using a botanic garden collection to test a bioclimatic vegetation scheme

Vegetation maps and bioclimatic zone classifications communicate the vegetation of an area and are used to explain how the environment regulates the occurrence of plants on large scales. Many practises and methods for dividing the world’s vegetation into smaller entities have been presented. Climatic parameters, floristic characteristics, or edaphic features have been relied upon as decisive factors, and plant species have been used as indicators for vegetation types or zones. Systems depicting vegetation patterns that mainly reflect climatic variation are termed ‘bioclimatic’ vegetation maps. Based on these it has been judged logical to deduce that plants moved between corresponding bioclimatic areas should thrive in the target location, whereas plants moved from a different zone should languish. This principle is routinely applied in forestry and horticulture but actual tests of the validity of bioclimatic maps in this sense seem scanty. In this study I tested the Finnish bioclimatic vegetation zone system (BZS). Relying on the plant collection of Helsinki University Botanic Garden’s Kumpula collection, which according to the BZS is situated at the northern limit of the hemiboreal zone, I aimed to test how the plants’ survival depends on their provenance. My expectation was that plants from the hemiboreal or southern boreal zones should do best in Kumpula, whereas plants from more southern and more northern zones should show progressively lower survival probabilities. I estimated probability of survival using collection database information of plant accessions of known wild origin grown in Kumpula since the mid 1990s, and logistic regression models. The total number of accessions I included in the analyses was 494. Because of problems with some accessions I chose to separately analyse a subset of the complete data, which included 379 accessions. I also analysed different growth forms separately in order to identify differences in probability of survival due to different life strategies. In most analyses accessions of temperate and hemiarctic origin showed lower survival probability than those originating from any of the boreal subzones, which among them exhibited rather evenly high probabilities. Exceptionally mild and wet winters during the study period may have killed off hemiarctic plants. Some winters may have been too harsh for temperate accessions. Trees behaved differently: they showed an almost steadily increasing survival probability from temperate to northern boreal origins. Various factors that could not be controlled for may have affected the results, some of which were difficult to interpret. This was the case in particular with herbs, for which the reliability of the analysis suffered because of difficulties in managing their curatorial data. In all, the results gave some support to the BZS, and especially its hierarchical zonation. However, I question the validity of the formulation of the hypothesis I tested since it may not be entirely justified by the BZS, which was designed for intercontinental comparison of vegetation zones, but not specifically for transcontinental provenance trials. I conclude that botanic gardens should pay due attention to information management and curational practices to ensure the widest possible applicability of their plant collections.