50 resultados para Integer-Valued Time Series


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BACKGROUND: Hot and cold temperatures have been associated with childhood asthma. However, the relationship between daily temperature variation and childhood asthma is not well understood. This study aimed to examine the relationship between diurnal temperature range (DTR) and childhood asthma. METHODS: A Poisson generalized linear model combined with a distributed lag non-linear model was used to examine the relationship between DTR and emergency department admissions for childhood asthma in Brisbane, from January 1st 2003 to December 31st 2009. RESULTS: There was a statistically significant relationship between DTR and childhood asthma. The DTR effect on childhood asthma increased above a DTR of 10[degree sign]C. The effect of DTR on childhood asthma was the greatest for lag 0--9 days, with a 31% (95% confidence interval: 11% -- 58%) increase of emergency department admissions per 5[degree sign]C increment of DTR. Male children and children aged 5--9 years appeared to be more vulnerable to the DTR effect than others. CONCLUSIONS: Large DTR may trigger childhood asthma. Future measures to control and prevent childhood asthma should include taking temperature variability into account. More protective measures should be taken after a day of DTR above10[degree sign]C.

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A satellite based observation system can continuously or repeatedly generate a user state vector time series that may contain useful information. One typical example is the collection of International GNSS Services (IGS) station daily and weekly combined solutions. Another example is the epoch-by-epoch kinematic position time series of a receiver derived by a GPS real time kinematic (RTK) technique. Although some multivariate analysis techniques have been adopted to assess the noise characteristics of multivariate state time series, statistic testings are limited to univariate time series. After review of frequently used hypotheses test statistics in univariate analysis of GNSS state time series, the paper presents a number of T-squared multivariate analysis statistics for use in the analysis of multivariate GNSS state time series. These T-squared test statistics have taken the correlation between coordinate components into account, which is neglected in univariate analysis. Numerical analysis was conducted with the multi-year time series of an IGS station to schematically demonstrate the results from the multivariate hypothesis testing in comparison with the univariate hypothesis testing results. The results have demonstrated that, in general, the testing for multivariate mean shifts and outliers tends to reject less data samples than the testing for univariate mean shifts and outliers under the same confidence level. It is noted that neither univariate nor multivariate data analysis methods are intended to replace physical analysis. Instead, these should be treated as complementary statistical methods for a prior or posteriori investigations. Physical analysis is necessary subsequently to refine and interpret the results.

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Management of groundwater systems requires realistic conceptual hydrogeological models as a framework for numerical simulation modelling, but also for system understanding and communicating this to stakeholders and the broader community. To help overcome these challenges we developed GVS (Groundwater Visualisation System), a stand-alone desktop software package that uses interactive 3D visualisation and animation techniques. The goal was a user-friendly groundwater management tool that could support a range of existing real-world and pre-processed data, both surface and subsurface, including geology and various types of temporal hydrological information. GVS allows these data to be integrated into a single conceptual hydrogeological model. In addition, 3D geological models produced externally using other software packages, can readily be imported into GVS models, as can outputs of simulations (e.g. piezometric surfaces) produced by software such as MODFLOW or FEFLOW. Boreholes can be integrated, showing any down-hole data and properties, including screen information, intersected geology, water level data and water chemistry. Animation is used to display spatial and temporal changes, with time-series data such as rainfall, standing water levels and electrical conductivity, displaying dynamic processes. Time and space variations can be presented using a range of contouring and colour mapping techniques, in addition to interactive plots of time-series parameters. Other types of data, for example, demographics and cultural information, can also be readily incorporated. The GVS software can execute on a standard Windows or Linux-based PC with a minimum of 2 GB RAM, and the model output is easy and inexpensive to distribute, by download or via USB/DVD/CD. Example models are described here for three groundwater systems in Queensland, northeastern Australia: two unconfined alluvial groundwater systems with intensive irrigation, the Lockyer Valley and the upper Condamine Valley, and the Surat Basin, a large sedimentary basin of confined artesian aquifers. This latter example required more detail in the hydrostratigraphy, correlation of formations with drillholes and visualisation of simulation piezometric surfaces. Both alluvial system GVS models were developed during drought conditions to support government strategies to implement groundwater management. The Surat Basin model was industry sponsored research, for coal seam gas groundwater management and community information and consultation. The “virtual” groundwater systems in these 3D GVS models can be interactively interrogated by standard functions, plus production of 2D cross-sections, data selection from the 3D scene, rear end database and plot displays. A unique feature is that GVS allows investigation of time-series data across different display modes, both 2D and 3D. GVS has been used successfully as a tool to enhance community/stakeholder understanding and knowledge of groundwater systems and is of value for training and educational purposes. Projects completed confirm that GVS provides a powerful support to management and decision making, and as a tool for interpretation of groundwater system hydrological processes. A highly effective visualisation output is the production of short videos (e.g. 2–5 min) based on sequences of camera ‘fly-throughs’ and screen images. Further work involves developing support for multi-screen displays and touch-screen technologies, distributed rendering, gestural interaction systems. To highlight the visualisation and animation capability of the GVS software, links to related multimedia hosted online sites are included in the references.

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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.

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Most studies examining the temperature–mortality association in a city used temperatures from one site or the average from a network of sites. This may cause measurement error as temperature varies across a city due to effects such as urban heat islands. We examined whether spatiotemporal models using spatially resolved temperatures produced different associations between temperature and mortality compared with time series models that used non-spatial temperatures. We obtained daily mortality data in 163 areas across Brisbane city, Australia from 2000 to 2004. We used ordinary kriging to interpolate spatial temperature variation across the city based on 19 monitoring sites. We used a spatiotemporal model to examine the impact of spatially resolved temperatures on mortality. Also, we used a time series model to examine non-spatial temperatures using a single site and the average temperature from three sites. We used squared Pearson scaled residuals to compare model fit. We found that kriged temperatures were consistent with observed temperatures. Spatiotemporal models using kriged temperature data yielded slightly better model fit than time series models using a single site or the average of three sites' data. Despite this better fit, spatiotemporal and time series models produced similar associations between temperature and mortality. In conclusion, time series models using non-spatial temperatures were equally good at estimating the city-wide association between temperature and mortality as spatiotemporal models.

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Few studies have formally examined the relationship between meteorological factors and the incidence of child pneumonia in the tropics, despite the fact that most child pneumonia deaths occur there. We examined the association between four meteorological exposures (rainy days, sunshine, relative humidity, temperature) and the incidence of clinical pneumonia in young children in the Philippines using three time-series methods: correlation of seasonal patterns, distributed lag regression, and case-crossover. Lack of sunshine was most strongly associated with pneumonia in both lagged regression [overall relative risk over the following 60 days for a 1-h increase in sunshine per day was 0·67 (95% confidence interval (CI) 0·51–0·87)] and case-crossover analysis [odds ratio for a 1-h increase in mean daily sunshine 8–14 days earlier was 0·95 (95% CI 0·91–1·00)]. This association is well known in temperate settings but has not been noted previously in the tropics. Further research to assess causality is needed.

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Background Heat-related impacts may have greater public health implications as climate change continues. It is important to appropriately characterize the relationship between heatwave and health outcomes. However, it is unclear whether a case-crossover design can be effectively used to assess the event- or episode-related health effects. This study examined the association between exposure to heatwaves and mortality and emergency hospital admissions (EHAs) from non-external causes in Brisbane, Australia, using both case-crossover and time series analyses approaches. Methods Poisson generalised additive model (GAM) and time-stratified case-crossover analyses were used to assess the short-term impact of heatwaves on mortality and EHAs. Heatwaves exhibited a significant impact on mortality and EHAs after adjusting for air pollution, day of the week, and season. Results For time-stratified case-crossover analysis, odds ratios of mortality and EHAs during heatwaves were 1.62 (95% confidence interval (CI): 1.36–1.94) and 1.22 (95% CI: 1.14–1.30) at lag 1, respectively. Time series GAM models gave similar results. Relative risks of mortality and EHAs ranged from 1.72 (95% CI: 1.40–2.11) to 1.81 (95% CI: 1.56–2.10) and from 1.14 (95% CI: 1.06–1.23) to 1.28 (95% CI: 1.21–1.36) at lag 1, respectively. The risk estimates gradually attenuated after the lag of one day for both case-crossover and time series analyses. Conclusions The risk estimates from both case-crossover and time series models were consistent and comparable. This finding may have implications for future research on the assessment of event- or episode-related (e.g., heatwave) health effects.

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Background The association between temperature and mortality has been examined mainly in North America and Europe. However, less evidence is available in developing countries, especially in Thailand. In this study, we examined the relationship between temperature and mortality in Chiang Mai city, Thailand, during 1999–2008. Method A time series model was used to examine the effects of temperature on cause-specific mortality (non-external, cardiopulmonary, cardiovascular, and respiratory) and age-specific non-external mortality (<=64, 65–74, 75–84, and > =85 years), while controlling for relative humidity, air pollution, day of the week, season and long-term trend. We used a distributed lag non-linear model to examine the delayed effects of temperature on mortality up to 21 days. Results We found non-linear effects of temperature on all mortality types and age groups. Both hot and cold temperatures resulted in immediate increase in all mortality types and age groups. Generally, the hot effects on all mortality types and age groups were short-term, while the cold effects lasted longer. The relative risk of non-external mortality associated with cold temperature (19.35°C, 1st percentile of temperature) relative to 24.7°C (25th percentile of temperature) was 1.29 (95% confidence interval (CI): 1.16, 1.44) for lags 0–21. The relative risk of non-external mortality associated with high temperature (31.7°C, 99th percentile of temperature) relative to 28°C (75th percentile of temperature) was 1.11 (95% CI: 1.00, 1.24) for lags 0–21. Conclusion This study indicates that exposure to both hot and cold temperatures were related to increased mortality. Both cold and hot effects occurred immediately but cold effects lasted longer than hot effects. This study provides useful data for policy makers to better prepare local responses to manage the impact of hot and cold temperatures on population health.

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Introduction The acute health effects of heatwaves in a subtropical climate and their impact on emergency departments (ED) are not well known. The purpose of this study is to examine overt heat-related presentations to EDs associated with heatwaves in Brisbane. Methods Data were obtained for the summer seasons (December to February) from 2000-2012. Heatwave events were defined as two or more successive days with daily maximum temperature >=34[degree sign]C (HWD1) or >=37[degree sign]C (HWD2). Poisson generalised additive model was used to assess the effect of heatwaves on heat-related visits (International Classification of Diseases (ICD) 10 codes T67 and X30; ICD 9 codes 992 and E900.0). Results Overall, 628 cases presented for heat-related illnesses. The presentations significantly increased on heatwave days based on HWD1 (relative risk (RR) = 4.9, 95% confidence interval (CI): 3.8, 6.3) and HWD2 (RR = 18.5, 95% CI: 12.0, 28.4). The RRs in different age groups ranged between 3-9.2 (HWD1) and 7.5-37.5 (HWD2). High acuity visits significantly increased based on HWD1 (RR = 4.7, 95% CI: 2.3, 9.6) and HWD2 (RR = 81.7, 95% CI: 21.5, 310.0). Average length of stay in ED significantly increased by >1 hour (HWD1) and >2 hours (HWD2). Conclusions Heatwaves significantly increase ED visits and workload even in a subtropical climate. The degree of impact is directly related to the extent of temperature increases and varies by socio-demographic characteristics of the patients. Heatwave action plans should be tailored according to the population needs and level of vulnerability. EDs should have plans to increase their surge capacity during heatwaves.

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A new test of hypothesis for classifying stationary time series based on the bias-adjusted estimators of the fitted autoregressive model is proposed. It is shown theoretically that the proposed test has desirable properties. Simulation results show that when time series are short, the size and power estimates of the proposed test are reasonably good, and thus this test is reliable in discriminating between short-length time series. As the length of the time series increases, the performance of the proposed test improves, but the benefit of bias-adjustment reduces. The proposed hypothesis test is applied to two real data sets: the annual real GDP per capita of six European countries, and quarterly real GDP per capita of five European countries. The application results demonstrate that the proposed test displays reasonably good performance in classifying relatively short time series.

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Time series classification has been extensively explored in many fields of study. Most methods are based on the historical or current information extracted from data. However, if interest is in a specific future time period, methods that directly relate to forecasts of time series are much more appropriate. An approach to time series classification is proposed based on a polarization measure of forecast densities of time series. By fitting autoregressive models, forecast replicates of each time series are obtained via the bias-corrected bootstrap, and a stationarity correction is considered when necessary. Kernel estimators are then employed to approximate forecast densities, and discrepancies of forecast densities of pairs of time series are estimated by a polarization measure, which evaluates the extent to which two densities overlap. Following the distributional properties of the polarization measure, a discriminant rule and a clustering method are proposed to conduct the supervised and unsupervised classification, respectively. The proposed methodology is applied to both simulated and real data sets, and the results show desirable properties.

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Objective: Examining the association between socioeconomic disadvantage and heat-related emergency department (ED) visits during heatwave periods in Brisbane, 2000–2008. Methods: Data from 10 public EDs were analysed using a generalised additive model for disease categories, age groups and gender. Results: Cumulative relative risks (RR) for non-external causes other than cardiovascular and respiratory diseases were 1.11 and 1.05 in most and least disadvantaged areas, respectively. The pattern persisted on lags 0–2. Elevated risks were observed for all age groups above 15 years in all areas. However, with RRs of 1.19–1.28, the 65–74 years age group in more disadvantaged areas stood out, compared with RR=1.08 in less disadvantaged areas. This pattern was observed on lag 0 but did not persist. The RRs for male presentations were 1.10 and 1.04 in most and less disadvantaged areas; for females, RR was 1.04 in less disadvantaged areas. This pattern persisted across lags 0–2. Conclusions: Heat-related ED visits increased during heatwaves. However, due to overlapping confidence intervals, variations across socioeconomic areas should be interpreted cautiously. Implications: ED data may be utilised for monitoring heat-related health impacts, particularly on the first day of heatwaves, to facilitate prompt interventions and targeted resource allocation.

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Objective: To measure alcohol-related harms to the health of young people presenting to emergency departments (EDs) of Gold Coast public hospitals before and after the increase in the federal government "alcopops" tax in 2008. Design, setting and participants: Interrupted time series analysis over 5 years (28 April 2005 to 27 April 2010) of 15-29-year-olds presenting to EDs with alcohol-related harms compared with presentations of selected control groups. Main outcome measures: Proportion of 15-29-year-olds presenting to EDs with alcohol-related harms compared with (i) 30-49-year-olds with alcohol-related harms, (ii)15-29-year-olds with asthma or appendicitis, and (iii) 15-29-yearolds with any non-alcohol and non-injury related ED presentation. Results: Over a third of 15-29-year-olds presented to ED with alcohol-related conditions, as opposed to around a quarter for all other age groups. There was no significant decrease in alcohol-related ED presentations of 15-29-year-olds compared with any of the control groups after the increase in the tax. We found similar results for males and females, narrow and broad definitions of alcoholrelated harms, under-19s, and visitors to and residents of the Gold Coast. Conclusions: The increase in the tax on al copops was not associated with any reduction in alcohol-related harms in this population in a unique tourist and holiday region. A more comprehensive approach to reducing alcohol harms in young people is needed.

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Objective: 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. Methods: 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). Results: 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). Conclusions: The increased tax on 'alcopops' was not associated with any reduction in hospital admissions for alcohol-related harms in Queensland 15 - 29 year-olds.

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This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.