Econometric Modelling with Time Series : Specification, Estimation and Testing

This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation, and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

Monotonous trend estimation of deck displacement for automatic landing of rotorcraft UAVs

This paper presents a novel and practical procedure for estimating the mean deck height to assist in automatic landing operations of a Rotorcraft Unmanned Aerial Vehicle (RUAV) in harsh sea environments. A modified Prony Analysis (PA) procedure is outlined to deal with real-time observations of deck displacement, which involves developing an appropriate dynamic model to approach real deck motion with parameters identified through implementing the Forgetting Factor Recursive Least Square (FFRLS) method. The model order is specified using a proper order-selection criterion based on minimizing the summation of accumulated estimation errors. In addition, a feasible threshold criterion is proposed to separate the dominant components of deck displacement, which results in an accurate instantaneous estimation of the mean deck position. Simulation results demonstrate that the proposed recursive procedure exhibits satisfactory estimation performance when applied to real-time deck displacement measurements, making it well suited for integration into ship-RUAV approach and landing guidance systems.

Vision-based estimation of airborne target pseudobearing rate using hidden Markov model filters

The problem of estimating pseudobearing rate information of an airborne target based on measurements from a vision sensor is considered. Novel image speed and heading angle estimators are presented that exploit image morphology, hidden Markov model (HMM) filtering, and relative entropy rate (RER) concepts to allow pseudobearing rate information to be determined before (or whilst) the target track is being estimated from vision information.

Traffic density estimation of signalised arterials with stop line detector and probe data

This research aims to develop a reliable density estimation method for signalised arterials based on cumulative counts from upstream and downstream detectors. In order to overcome counting errors associated with urban arterials with mid-link sinks and sources, CUmulative plots and Probe Integration for Travel timE estimation (CUPRITE) is employed for density estimation. The method, by utilizing probe vehicles’ samples, reduces or cancels the counting inconsistencies when vehicles’ conservation is not satisfied within a section. The method is tested in a controlled environment, and the authors demonstrate the effectiveness of CUPRITE for density estimation in a signalised section, and discuss issues associated with the method.

Effect of aerobic interval training and caffeine on blood platelet function

Purpose: Hyperactive platelets contribute to the thrombotic response in humans, and exercise transiently increases platelet function. Caffeine is routinely used by athletes as an ergogenic aid, but the combined effect of exercise and caffeine on platelet function has not been investigated. Methods: Twelve healthy males were randomly assigned to one of four groups and undertook four experimental trials of a high-intensity aerobic interval training (AIT) bout or rest with ingestion of caffeine (3 mg·kg-1) or placebo. AIT was 8 × 5 min at approximately 75% peak power output (approximately 80% V?O2peak) and 1-min recovery (approximately 40% peak power output, approximately 50% V?O2peak) intervals. Blood/urine was collected before, 60, and 90 min after capsule ingestion and analyzed for platelet aggregation/activation. Results: AIT increased platelet reactivity to adenosine diphosphate (placebo 30.3%, caffeine 13.4%, P < 0.05) and collagen (placebo 10.8%, caffeine 5.1%, P < 0.05) compared with rest. Exercise placebo increased adenosine diphosphate-induced aggregation 90 min postingestion compared with baseline (40.5%, P < 0.05), but the increase when exercise was combined with caffeine was small (6.6%). During the resting caffeine protocol, collagen-induced aggregation was reduced (-4.3%, P < 0.05). AIT increased expression of platelet activation marker PAC-1 with exercise placebo (P < 0.05) but not when combined with caffeine. Conclusion: A single bout of AIT increases platelet function, but caffeine ingestion (3 mg·kg) does not exacerbate platelet function at rest or in response to AIT. Our results provide new information showing caffeine at a dose that can elicit ergogenic effects on performance has no detrimental effect on platelet function and may have the potential to attenuate increases in platelet activation and aggregation when undertaking strenuous exercise.

Effect of interval training intensity on fat oxidation, blood lactate and the rate of perceived exertion in obese men

Purpose The objectives of this study were to examine the effect of 4-week moderate- and high-intensity interval training (MIIT and HIIT) on fat oxidation and the responses of blood lactate (BLa) and rating of perceived exertion (RPE). Methods Ten overweight/obese men (age = 29 ±3.7 years, BMI = 30.7 ±3.4 kg/m2) participated in a cross-over study of 4-week MIIT and HIIT training. The MIIT training sessions consisted of 5-min cycling stages at mechanical workloads 20% above and 20% below 45%VO2peak. The HIIT sessions consisted of intervals of 30-s work at 90%VO2peak and 30-s rest. Pre- and post-training assessments included VO2max using a graded exercise test (GXT) and fat oxidation using a 45-min constant-load test at 45%VO2max. BLa and RPE were also measured during the constant-load exercise test. Results There were no significant changes in body composition with either intervention. There were significant increases in fat oxidation after MIIT and HIIT (p ≤ 0.01), with no effect of intensity. BLa during the constant-load exercise test significantly decreased after MIIT and HIIT (p ≤ 0.01), and the difference between MIIT and HIIT was not significant (p = 0.09). RPE significantly decreased after HIIT greater than MIIT (p ≤ 0.05). Conclusion Interval training can increase fat oxidation with no effect of exercise intensity, but BLa and RPE decreased after HIIT to greater extent than MIIT.

Estimation of disability weights on malignant neoplasms in Shandong province [山东省现患恶性肿瘤残疾权重的测量]

Objective To determine stage-specific and average disability weights (DWs) of malignant neoplasm and provide support and evidence for study on burden of cancer and policy development in Shandong province. Methods Health status of each cancer patient identified during the cancer prevalence survey in Shandong, 2007 was investigated. In line with the GBD methodology in estimating DWs, the disability extent of every case was classified and evaluated according to the Six-class Disability Classification version and then the stage-specific weights and average DWs with their 95 % confidence intervals were calculated, using SAS software. Results A total of 11 757 cancer cases were investigated and evaluated. DWs of specific stage of therapy, remission, metastasis and terminal of all cancers were 0.310, 0.218, 0.450 and 0.653 respectively. The average DW of all cancers was 0.317(95 % CI:0.312-0.321). Weights of different stage and different cancer varied significantly, while no significant differences were found between males and females. DWs were found higher (>0.4) for liver cancer, bone cancer, lymphoma and pancreas cancer. Lower DWs (<0.3) were found for breast cancer, cervix uteri, corpus uteri, ovarian cancer, larynx cancer, mouth and oropharynx cancer. Conclusion Stage-specific and average DWs for various cancers were estimated based on a large sample size survey. The average DWs of 0.317 for all cancers indicated that 1/3 healthy year lost for each survived life year of them. The difference of DWs between different cancer and stage provide scientific evidence for cancer prevention strategy development. Abstract in Chinese 目的 测算各种恶性肿瘤的分病程残疾权重和平均残疾权重,为山东省恶性肿瘤疾病负担研究及肿瘤防治对策制定提供参考依据. 方法 在山东省2007年恶性肿瘤现患调查中对所有恶性肿瘤患者的健康状况进行调查,参考全球疾病负担研究的方法 ,利用六级社会功能分级标准对患者残疾状况进行分级和赋值,分别计算20种恶性肿瘤的分病程残疾权重和平均残疾权重及其95%CI. 结果 共调查恶性肿瘤患者11757例,所有恶性肿瘤治疗期、恢复期、转移期和晚期的残疾权重分别为0.310、0.218、0.450和0.653,平均残疾权重为0.317(95%CI:0.312～0.321).不同恶性肿瘤和不同病程阶段的残疾权重差别显著,性别间差异无统计学意义.肝癌、骨癌、淋巴瘤和胰腺癌平均残疾权重较高(>0.4),乳腺癌、子宫体癌、子宫颈癌、卵巢癌、喉癌和口咽部癌症相对较低(<0.3). 结论 山东省恶性肿瘤平均残疾权重为0.317,即恶性肿瘤患者每存活1年平均损失近1/3个健康生命年;不同恶性肿瘤和不同病程阶段的残疾权重差别为肿瘤防治对策的制定具有重要意义.

Development and validation of anthropometric prediction equations for estimation of lean body mass and appendicular lean soft tissue in Indian men and women

Lean body mass (LBM) and muscle mass remains difficult to quantify in large epidemiological studies due to non-availability of inexpensive methods. We therefore developed anthropometric prediction equations to estimate the LBM and appendicular lean soft tissue (ALST) using dual energy X-ray absorptiometry (DXA) as a reference method. Healthy volunteers (n= 2220; 36% females; age 18-79 y) representing a wide range of body mass index (14-44 kg/m2) participated in this study. Their LBM including ALST was assessed by DXA along with anthropometric measurements. The sample was divided into prediction (60%) and validation (40%) sets. In the prediction set, a number of prediction models were constructed using DXA measured LBM and ALST estimates as dependent variables and a combination of anthropometric indices as independent variables. These equations were cross-validated in the validation set. Simple equations using age, height and weight explained > 90% variation in the LBM and ALST in both men and women. Additional variables (hip and limb circumferences and sum of SFTs) increased the explained variation by 5-8% in the fully adjusted models predicting LBM and ALST. More complex equations using all the above anthropometric variables could predict the DXA measured LBM and ALST accurately as indicated by low standard error of the estimate (LBM: 1.47 kg and 1.63 kg for men and women, respectively) as well as good agreement by Bland Altman analyses. These equations could be a valuable tool in large epidemiological studies assessing these body compartments in Indians and other population groups with similar body composition.

Estimation of the burden of malignant neoplasms by DALYs in Shandong Province [应用伤残调整寿命年测量山东省恶性肿瘤疾病负担的研究]

Objective: To evaluate the burden of malignant neoplasms in Shandong Province in order to provide scientific evidence for policy-making. Methods: The main data for this study were from Shandong third cause of death sampling survey in 2006 and Shandong 2007 cancer prevalence survey. YLLs, YLDs, DALYs and disability weights of each type of cancers were calculated according to the global burdens of disease （GBD） methodology. The direct method was used to estimate YLDs. The uncertainty analysis was conducted following the methodology in GBD study. Results: The total cancers burden in Shandong population was 1 383 thousands DALYs. Lung cancer, liver cancer, stomach cancer and esophagus cancer were the top four cancers with the highest health burden. The burden of the four major cancers together accounted for 71.45% of the total burden of all cancers. 95% of the total burden of malignant tumors was caused by premature death, and only 5.26% of the total cancer burden was due to disability. The uncertainty of total burden estimate was around±11%， the uncertainty of YLDs was bigger than that of YLLs. Conclusion: The health burden due to cancers in Shandong population is heavier than that of the national average level. Liver cancer, lung cancer and stomach cancer should be the major cancers for disease control and prevention in Shandong.

Consistent HMM parameter estimation using Kerridge inaccuracy rates

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on Kerridge inaccuracy rate (KIR) concepts. Under mild identifiability conditions, we prove that our online KIR-based estimator is strongly consistent. In simulation studies, we illustrate the convergence behaviour of our proposed online KIR-based estimator and provide a counter-example illustrating the local convergence properties of the well known recursive maximum likelihood estimator (arguably the best existing solution).

Image segmentation and pose estimation of humans in video

This thesis introduces improved techniques towards automatically estimating the pose of humans from video. It examines a complete workflow to estimating pose, from the segmentation of the raw video stream to extract silhouettes, to using the silhouettes in order to determine the relative orientation of parts of the human body. The proposed segmentation algorithms have improved performance and reduced complexity, while the pose estimation shows superior accuracy during difficult cases of self occlusion.

Identification and estimation of equivalent area parameters using synchronised phasor measurements

A new approach is proposed for obtaining a non-linear area-based equivalent model of power systems to express the inter-area oscillations using synchronised phasor measurements. The generators that remain coherent for inter-area disturbances over a wide range of operating conditions define the areas, and the reduced model is obtained by representing each area by an equivalent machine. The parameters of the reduced system are identified by processing the obtained measurements, and a non-linear Kalman estimator is then designed for the estimation of equivalent area angles and frequencies. The simulation of the approach on a two-area system shows substantial reduction of non-inter-area modes in the estimated angles. The proposed methods are also applied to a ten-machine system to illustrate the feasibility of the approach on larger and meshed networks.

Traffic state estimation from partial Bluetooth and volume observations : case study in the Brisbane metropolitan area

The application of the Bluetooth (BT) technology to transportation has been enabling researchers to make accurate travel time observations, in freeway and arterial roads. The Bluetooth traffic data are generally incomplete, for they only relate to those vehicles that are equipped with Bluetooth devices, and that are detected by the Bluetooth sensors of the road network. The fraction of detected vehicles versus the total number of transiting vehicles is often referred to as Bluetooth Penetration Rate (BTPR). The aim of this study is to precisely define the spatio-temporal relationship between the quantities that become available through the partial, noisy BT observations; and the hidden variables that describe the actual dynamics of vehicular traffic. To do so, we propose to incorporate a multi- class traffic model into a Sequential Montecarlo Estimation algorithm. Our framework has been applied for the empirical travel time investigations into the Brisbane Metropolitan region.

Imported Dengue cases, weather variation and autochthonous Dengue incidence in Cairns, Australia

BACKGROUND Dengue fever (DF) outbreaks often arise from imported DF cases in Cairns, Australia. Few studies have incorporated imported DF cases in the estimation of the relationship between weather variability and incidence of autochthonous DF. The study aimed to examine the impact of weather variability on autochthonous DF infection after accounting for imported DF cases and then to explore the possibility of developing an empirical forecast system. METHODOLOGY/PRINCIPAL FINDS Data on weather variables, notified DF cases (including those acquired locally and overseas), and population size in Cairns were supplied by the Australian Bureau of Meteorology, Queensland Health, and Australian Bureau of Statistics. A time-series negative-binomial hurdle model was used to assess the effects of imported DF cases and weather variability on autochthonous DF incidence. Our results showed that monthly autochthonous DF incidences were significantly associated with monthly imported DF cases (Relative Risk (RR):1.52; 95% confidence interval (CI): 1.01-2.28), monthly minimum temperature ((o)C) (RR: 2.28; 95% CI: 1.77-2.93), monthly relative humidity (%) (RR: 1.21; 95% CI: 1.06-1.37), monthly rainfall (mm) (RR: 0.50; 95% CI: 0.31-0.81) and monthly standard deviation of daily relative humidity (%) (RR: 1.27; 95% CI: 1.08-1.50). In the zero hurdle component, the occurrence of monthly autochthonous DF cases was significantly associated with monthly minimum temperature (Odds Ratio (OR): 1.64; 95% CI: 1.01-2.67). CONCLUSIONS/SIGNIFICANCE Our research suggested that incidences of monthly autochthonous DF were strongly positively associated with monthly imported DF cases, local minimum temperature and inter-month relative humidity variability in Cairns. Moreover, DF outbreak in Cairns was driven by imported DF cases only under favourable seasons and weather conditions in the study.