Time-series regression models to study the short-term effects of environmental factors on health

Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important that trend and seasonality are properly accounted for. Our paper reviews the statistical models commonly used in time-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes. In particular, we discuss the use of time-series regression for counts using a wide range Generalised Linear Models as well as Generalised Additive Models. In addition, recently critical points in using statistical software for GAM were stressed, and reanalyses of time series data on air pollution and health were performed in order to update already published. Applications are offered through an example on the relationship between asthma emergency admissions and photochemical air pollutants

Multivariate ARIMA Compositional Time Series Analysis

A compositional time series is obtained when a compositional data vector is observed at different points in time. Inherently, then, a compositional time series is a multivariate time series with important constraints on the variables observed at any instance in time. Although this type of data frequently occurs in situations of real practical interest, a trawl through the statistical literature reveals that research in the field is very much in its infancy and that many theoretical and empirical issues still remain to be addressed. Any appropriate statistical methodology for the analysis of compositional time series must take into account the constraints which are not allowed for by the usual statistical techniques available for analysing multivariate time series. One general approach to analyzing compositional time series consists in the application of an initial transform to break the positive and unit sum constraints, followed by the analysis of the transformed time series using multivariate ARIMA models. In this paper we discuss the use of the additive log-ratio, centred log-ratio and isometric log-ratio transforms. We also present results from an empirical study designed to explore how the selection of the initial transform affects subsequent multivariate ARIMA modelling as well as the quality of the forecasts

Compositional Time Series: An Application

The composition of the labour force is an important economic factor for a country. Often the changes in proportions of different groups are of interest. I this paper we study a monthly compositional time series from the Swedish Labour Force Survey from 1994 to 2005. Three models are studied: the ILR-transformed series, the ILR-transformation of the compositional differenced series of order 1, and the ILRtransformation of the compositional differenced series of order 12. For each of the three models a VAR-model is fitted based on the data 1994-2003. We predict the time series 15 steps ahead and calculate 95 % prediction regions. The predictions of the three models are compared with actual values using MAD and MSE and the prediction regions are compared graphically in a ternary time series plot. We conclude that the first, and simplest, model possesses the best predictive power of the three models

Comparing meta-analysis and ecological-longitudinal analysis in time-series studies: a case study of the effects of air pollution on mortality in three Spanish cities

The objective of this paper is to introduce a diVerent approach, called the ecological-longitudinal, to carrying out pooled analysis in time series ecological studies. Because it gives a larger number of data points and, hence, increases the statistical power of the analysis, this approach, unlike conventional ones, allows the complementation of aspects such as accommodation of random effect models, of lags, of interaction between pollutants and between pollutants and meteorological variables, that are hardly implemented in conventional approaches. Design—The approach is illustrated by providing quantitative estimates of the short-termeVects of air pollution on mortality in three Spanish cities, Barcelona,Valencia and Vigo, for the period 1992–1994. Because the dependent variable was a count, a Poisson generalised linear model was first specified. Several modelling issues are worth mentioning. Firstly, because the relations between mortality and explanatory variables were nonlinear, cubic splines were used for covariate control, leading to a generalised additive model, GAM. Secondly, the effects of the predictors on the response were allowed to occur with some lag. Thirdly, the residual autocorrelation, because of imperfect control, was controlled for by means of an autoregressive Poisson GAM. Finally, the longitudinal design demanded the consideration of the existence of individual heterogeneity, requiring the consideration of mixed models. Main results—The estimates of the relative risks obtained from the individual analyses varied across cities, particularly those associated with sulphur dioxide. The highest relative risks corresponded to black smoke in Valencia. These estimates were higher than those obtained from the ecological-longitudinal analysis. Relative risks estimated from this latter analysis were practically identical across cities, 1.00638 (95% confidence intervals 1.0002, 1.0011) for a black smoke increase of 10 μg/m3 and 1.00415 (95% CI 1.0001, 1.0007) for a increase of 10 μg/m3 of sulphur dioxide. Because the statistical power is higher than in the individual analysis more interactions were statistically significant,especially those among air pollutants and meteorological variables. Conclusions—Air pollutant levels were related to mortality in the three cities of the study, Barcelona, Valencia and Vigo. These results were consistent with similar studies in other cities, with other multicentric studies and coherent with both, previous individual, for each city, and multicentric studies for all three cities

Aspectes metodològics i aplicacions de la modelització del temps de supervivència multivariant mitjançant models mixtes

Els estudis de supervivència s'interessen pel temps que passa des de l'inici de l'estudi (diagnòstic de la malaltia, inici del tractament,...) fins que es produeix l'esdeveniment d'interès (mort, curació, millora,...). No obstant això, moltes vegades aquest esdeveniment s'observa més d'una vegada en un mateix individu durant el període de seguiment (dades de supervivència multivariant). En aquest cas, és necessari utilitzar una metodologia diferent a la utilitzada en l'anàlisi de supervivència estàndard. El principal problema que l'estudi d'aquest tipus de dades comporta és que les observacions poden no ser independents. Fins ara, aquest problema s'ha solucionat de dues maneres diferents en funció de la variable dependent. Si aquesta variable segueix una distribució de la família exponencial s'utilitzen els models lineals generalitzats mixtes (GLMM); i si aquesta variable és el temps, variable amb una distribució de probabilitat no pertanyent a aquesta família, s'utilitza l'anàlisi de supervivència multivariant. El que es pretén en aquesta tesis és unificar aquests dos enfocs, és a dir, utilitzar una variable dependent que sigui el temps amb agrupacions d'individus o d'observacions, a partir d'un GLMM, amb la finalitat d'introduir nous mètodes pel tractament d'aquest tipus de dades.

Avaluació de la toxicitat de metalls pesants i arsènic en diferents models biològics

En aquest estudi, la toxicitat de diversos metalls pesants i l'arsènic va ser analitzada utilitzant diferents models biològics. En la primera part d'aquest treball, el bioassaig de toxicitat Microtox, el qual està basat en la variació de l'emissió lumínica del bacteri luminiscent Vibrio fischeri, va ser utilitzat per establir les corbes dosi-resposta de diferents elements tòxics com el Zn(II), Pb(II), Cu(II), Hg(II), Ag(I), Co(II), Cd(II), Cr(VI), As(V) i As(III) en solucions aquoses. Els experiments es varen portar a terme a pH 6.0 i 7.0 per tal de mostrar que el pH pot influir en la toxicitat final mesurada d'alguns metalls degut als canvis relacionats amb la seva especiació química. Es varen trobar diferents tipus de corbes dosi-resposta depenent del metall analitzat i el pH del medi. En el cas de l'arsènic, l'efecte del pH en la toxicitat de l'arsenat i l'arsenit es va investigar utilitzant l'assaig Microtox en un rang de pHs comprès entre pH 5.0 i 9.0. Els valors d'EC50 determinats per l'As(V) disminueixen, reflectint un augment de la toxicitat, a mesura que el pH de la solució augmenta mentre que, en el cas de l'As(III), els valors d'EC50 quasi bé no varien entre pH 6.0 i 8.0 i només disminueixen a pH 9.0. HAsO42- i H2AsO3- es varen definir com les espècies més tòxiques. Així mateix, una anàlisi estadística va revelar un efecte antagònic entre les espècies químiques d'arsenat que es troben conjuntament a pH 6.0 i 7.0. D'altra banda, els resultats de dos mètodes estadístics per predir la toxicitat i les possibles interaccions entre el Co(II), Cd(II), Cu(II), Zn(II) i Pb(II) en mescles binàries equitòxiques es varen comparar amb la toxicitat observada sobre el bacteri Vibrio fischeri. L'efecte combinat d'aquests metalls va resultar ser antagònic per les mescles de Co(II)-Cd(II), Cd(II)-Zn(II), Cd(II)-Pb(II) i Cu(II)-Pb(II), sinèrgic per Co(II)-Cu(II) i Zn(II)-Pb(II) i additiu en els altres casos, revelant un patró complex de possibles interaccions. L'efecte sinèrgic de la combinació Co(II)-Cu(II) i la forta disminució de la toxicitat del Pb(II) quan es troba en presència de Cd(II) hauria de merèixer més atenció quan s'estableixen les normatives de seguretat ambiental. La sensibilitat de l'assaig Microtox també va ser determinada. Els valors d'EC20, els quals representen la toxicitat llindar mesurable, varen ser determinats per cada element individualment i es va veure que augmenten de la següent manera: Pb(II) < Ag(I) < Hg(II)  Cu(II) < Zn(II) < As(V) < Cd(II)  Co(II) < As(III) < Cr(VI). Aquests valors es varen comparar amb les concentracions permeses en aigues residuals industrials establertes per la normativa oficial de Catalunya (Espanya). L'assaig Microtox va resultar ser suficientment sensible per detectar els elements assajats respecte a les normes oficials referents al control de la contaminació, excepte en el cas del cadmi, mercuri, arsenat, arsenit i cromat. En la segona part d'aquest treball, com a resultats complementaris dels resultats previs obtinguts utilitzant l'assaig de toxicitat aguda Microtox, els efectes crònics del Cd(II), Cr(VI) i As(V) es varen analitzar sobre la taxa de creixement i la viabilitat en el mateix model biològic. Sorprenentment, aquests productes químics nocius varen resultar ser poc tòxics per aquest bacteri quan es mesura el seu efecte després de temps d'exposició llargs. Tot i això, en el cas del Cr(VI), l'assaig d'inhibició de la viabilitat va resultar ser més sensible que l'assaig de toxicitat aguda Microtox. Així mateix, també va ser possible observar un clar fenomen d'hormesis, especialment en el cas del Cd(II), quan s'utilitza l'assaig d'inhibició de la viabilitat. A més a més, diversos experiments es varen portar a terme per intentar explicar la manca de toxicitat de Cr(VI) mostrada pel bacteri Vibrio fischeri. La resistència mostrada per aquest bacteri podria ser atribuïda a la capacitat d'aquest bacteri de convertir el Cr(VI) a la forma menys tòxica de Cr(III). Es va trobar que aquesta capacitat de reducció depèn de la composició del medi de cultiu, de la concentració inicial de Cr(VI), del temps d'incubació i de la presència d'una font de carboni. En la tercera part d'aquest treball, la línia cel·lular humana HT29 i cultius primaris de cèl·lules sanguínies de Sparus sarba es varen utilitzar in vitro per detectar la toxicitat llindar de metalls mesurant la sobreexpressió de proteines d'estrès. Extractes de fangs precedents de diverses plantes de tractament d'aigues residuals i diferents metalls, individualment o en combinació, es varen analitzar sobre cultius cel·lulars humans per avaluar el seu efecte sobre la taxa de creixement i la capacitat d'induir la síntesi de les proteïnes Hsp72 relacionades amb l'estrès cel·lular. No es varen trobar efectes adversos significatius quan els components s'analitzen individualment. Nogensmenys, quan es troben conjuntament, es produeix un afecte advers sobre tan la taxa de creixement com en l'expressió de proteins d'estrès. D'altra banda, cèl·lules sanguínies procedents de Sparus sarba es varen exposar in vitro a diferents concentracions de cadmi, plom i crom. La proteïna d'estrès HSP70 es va sobreexpressar significativament després de l'exposició a concentracions tan febles com 0.1 M. Sota les nostres condicions de treball, no es va evidenciar una sobreexpressió de metal·lotioneïnes. Nogensmenys, les cèl·lules sanguínies de peix varen resultar ser un model biològic interessant per a ser utilitzat en anàlisis de toxicitat. Ambdós models biològics varen resultar ser molt adequats per a detectar acuradament la toxicitat produïda per metalls. En general, l'avaluació de la toxicitat basada en l'anàlisi de la sobreexpressió de proteïnes d'estrès és més sensible que l'avaluació de la toxicitat realitzada a nivell d'organisme. A partir dels resultats obtinguts, podem concloure que una bateria de bioassaigs és realment necessària per avaluar acuradament la toxicitat de metalls ja que existeixen grans variacions entre els valors de toxicitat obtinguts emprant diferents organismes i molts factors ambientals poden influir i modificar els resultats obtinguts.

Front spreading in population dynamic models. Theory and application to the Neolithic transition

This thesis presents population dynamics models that can be applied to predict the rate of spread of the Neolithic transition (change from hunter-gathering to farming economics) across the European continent, which took place about 9000 to 5000 years ago. The first models in this thesis provide predictions at a continental scale. We develop population dynamics models with explicit kernels and apply realistic data. We also derive a new time-delayed reaction-diffusion equation which yields speeds about a 10% slower than previous models. We also deal with a regional variability: the slowdown of the Neolithic front when reaching the North of Europe. We develop simple reaction-diffusion models that can predict the measured speeds in terms of the non-homogeneous distribution of pre-Neolithic (Mesolithic) population in Europe, which were present in higher densities at the North of the continent. Such models can explain the observed speeds.

Computationally reliable approaches of contractive MPC for discrete-time systems

La tesis pretende explorar acercamientos computacionalmente confiables y eficientes de contractivo MPC para sistemas de tiempo discreto. Dos tipos de contractivo MPC han sido estudiados: MPC con coacción contractiva obligatoria y MPC con una secuencia contractiva de conjuntos controlables. Las técnicas basadas en optimización convexa y análisis de intervalos son aplicadas para tratar MPC contractivo lineal y no lineal, respectivamente. El análisis de intervalos clásicos es ampliado a zonotopes en la geometría para diseñar un conjunto invariante de control terminal para el modo dual de MPC. También es ampliado a intervalos modales para tener en cuenta la modalidad al calcula de conjuntos controlables robustos con una interpretación semántica clara. Los instrumentos de optimización convexa y análisis de intervalos han sido combinados para mejorar la eficacia de contractive MPC para varias clases de sistemas de tiempo discreto inciertos no lineales limitados. Finalmente, los dos tipos dirigidos de contractivo MPC han sido aplicados para controlar un Torneo de Fútbol de Copa Mundial de Micro Robot (MiroSot) y un Tanque-Reactor de Mezcla Continua (CSTR), respectivamente.

Modelling, control and supervision for a class of hybrid systems

The aim of this thesis is to narrow the gap between two different control techniques: the continuous control and the discrete event control techniques DES. This gap can be reduced by the study of Hybrid systems, and by interpreting as Hybrid systems the majority of large-scale systems. In particular, when looking deeply into a process, it is often possible to identify interaction between discrete and continuous signals. Hybrid systems are systems that have both continuous, and discrete signals. Continuous signals are generally supposed continuous and differentiable in time, since discrete signals are neither continuous nor differentiable in time due to their abrupt changes in time. Continuous signals often represent the measure of natural physical magnitudes such as temperature, pressure etc. The discrete signals are normally artificial signals, operated by human artefacts as current, voltage, light etc. Typical processes modelled as Hybrid systems are production systems, chemical process, or continuos production when time and continuous measures interacts with the transport, and stock inventory system. Complex systems as manufacturing lines are hybrid in a global sense. They can be decomposed into several subsystems, and their links. Another motivation for the study of Hybrid systems is the tools developed by other research domains. These tools benefit from the use of temporal logic for the analysis of several properties of Hybrid systems model, and use it to design systems and controllers, which satisfies physical or imposed restrictions. This thesis is focused in particular types of systems with discrete and continuous signals in interaction. That can be modelled hard non-linealities, such as hysteresis, jumps in the state, limit cycles, etc. and their possible non-deterministic future behaviour expressed by an interpretable model description. The Hybrid systems treated in this work are systems with several discrete states, always less than thirty states (it can arrive to NP hard problem), and continuous dynamics evolving with expression: with Ki ¡ Rn constant vectors or matrices for X components vector. In several states the continuous evolution can be several of them Ki = 0. In this formulation, the mathematics can express Time invariant linear system. By the use of this expression for a local part, the combination of several local linear models is possible to represent non-linear systems. And with the interaction with discrete events of the system the model can compose non-linear Hybrid systems. Especially multistage processes with high continuous dynamics are well represented by the proposed methodology. Sate vectors with more than two components, as third order models or higher is well approximated by the proposed approximation. Flexible belt transmission, chemical reactions with initial start-up and mobile robots with important friction are several physical systems, which profits from the benefits of proposed methodology (accuracy). The motivation of this thesis is to obtain a solution that can control and drive the Hybrid systems from the origin or starting point to the goal. How to obtain this solution, and which is the best solution in terms of one cost function subject to the physical restrictions and control actions is analysed. Hybrid systems that have several possible states, different ways to drive the system to the goal and different continuous control signals are problems that motivate this research. The requirements of the system on which we work is: a model that can represent the behaviour of the non-linear systems, and that possibilities the prediction of possible future behaviour for the model, in order to apply an supervisor which decides the optimal and secure action to drive the system toward the goal. Specific problems can be determined by the use of this kind of hybrid models are: - The unity of order. - Control the system along a reachable path. - Control the system in a safe path. - Optimise the cost function. - Modularity of control The proposed model solves the specified problems in the switching models problem, the initial condition calculus and the unity of the order models. Continuous and discrete phenomena are represented in Linear hybrid models, defined with defined eighth-tuple parameters to model different types of hybrid phenomena. Applying a transformation over the state vector : for LTI system we obtain from a two-dimensional SS a single parameter, alpha, which still maintains the dynamical information. Combining this parameter with the system output, a complete description of the system is obtained in a form of a graph in polar representation. Using Tagaki-Sugeno type III is a fuzzy model which include linear time invariant LTI models for each local model, the fuzzyfication of different LTI local model gives as a result a non-linear time invariant model. In our case the output and the alpha measure govern the membership function. Hybrid systems control is a huge task, the processes need to be guided from the Starting point to the desired End point, passing a through of different specific states and points in the trajectory. The system can be structured in different levels of abstraction and the control in three layers for the Hybrid systems from planning the process to produce the actions, these are the planning, the process and control layer. In this case the algorithms will be applied to robotics ¡V a domain where improvements are well accepted ¡V it is expected to find a simple repetitive processes for which the extra effort in complexity can be compensated by some cost reductions. It may be also interesting to implement some control optimisation to processes such as fuel injection, DC-DC converters etc. In order to apply the RW theory of discrete event systems on a Hybrid system, we must abstract the continuous signals and to project the events generated for these signals, to obtain new sets of observable and controllable events. Ramadge & Wonham¡¦s theory along with the TCT software give a Controllable Sublanguage of the legal language generated for a Discrete Event System (DES). Continuous abstraction transforms predicates over continuous variables into controllable or uncontrollable events, and modifies the set of uncontrollable, controllable observable and unobservable events. Continuous signals produce into the system virtual events, when this crosses the bound limits. If this event is deterministic, they can be projected. It is necessary to determine the controllability of this event, in order to assign this to the corresponding set, , controllable, uncontrollable, observable and unobservable set of events. Find optimal trajectories in order to minimise some cost function is the goal of the modelling procedure. Mathematical model for the system allows the user to apply mathematical techniques over this expression. These possibilities are, to minimise a specific cost function, to obtain optimal controllers and to approximate a specific trajectory. The combination of the Dynamic Programming with Bellman Principle of optimality, give us the procedure to solve the minimum time trajectory for Hybrid systems. The problem is greater when there exists interaction between adjacent states. In Hybrid systems the problem is to determine the partial set points to be applied at the local models. Optimal controller can be implemented in each local model in order to assure the minimisation of the local costs. The solution of this problem needs to give us the trajectory to follow the system. Trajectory marked by a set of set points to force the system to passing over them. Several ways are possible to drive the system from the Starting point Xi to the End point Xf. Different ways are interesting in: dynamic sense, minimum states, approximation at set points, etc. These ways need to be safe and viable and RchW. And only one of them must to be applied, normally the best, which minimises the proposed cost function. A Reachable Way, this means the controllable way and safe, will be evaluated in order to obtain which one minimises the cost function. Contribution of this work is a complete framework to work with the majority Hybrid systems, the procedures to model, control and supervise are defined and explained and its use is demonstrated. Also explained is the procedure to model the systems to be analysed for automatic verification. Great improvements were obtained by using this methodology in comparison to using other piecewise linear approximations. It is demonstrated in particular cases this methodology can provide best approximation. The most important contribution of this work, is the Alpha approximation for non-linear systems with high dynamics While this kind of process is not typical, but in this case the Alpha approximation is the best linear approximation to use, and give a compact representation.

L'evolució dels models de turisme litoral: el Regne Unit, la Costa brava i Cuba

La tesi es centra en una anàlisi prèvia de les implicacions de la teoria del cicle de vida aplicada a les destinacions turístiques pel geògraf canadenc Richard W. Butler (1982) i en un estudi del significat de l'aparició del postmodernisme i les seves repercussions en el turisme, a la vegada que es resegueix la història que ha fet possible l'aparició del turisme massificat de sol i platja. Tot això és la base teòrica imprescindible per poder estudiar empíricament les destinacions de Saltburn (Regne Unit), l'Estartit (Costa Brava) i Cayo Coco (Cuba), utilitzant el cicle de vida per escriure la seva història i veure les polítiques de desenvolupament i regeneració turística que s'han seguit i si aquestes es poden qualificar de postfordistes. La principal conclusió és que el concepte del cicle de vida es limita a ser una eina de diagnòstic a posteriori. El cicle de vida, com a instrument prescriptiu, no serveix. Es específic per a cada destinació, amb unes etapes i punts d'inflexió que només es poden establir en restrospectiva. El cicle de vida és una eina descriptiva molt útil per entendre l'evolució de les destinacions turístiques i els seus mercats, però vigilant de no caure en falses exploracions o perillosos determinismes.