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

Application of discriminant function analysis and change-point problem in dating volcanic ashes

The application of Discriminant function analysis (DFA) is not a new idea in the study of tephrochrology. In this paper, DFA is applied to compositional datasets of two different types of tephras from Mountain Ruapehu in New Zealand and Mountain Rainier in USA. The canonical variables from the analysis are further investigated with a statistical methodology of change-point problems in order to gain a better understanding of the change in compositional pattern over time. Finally, a special case of segmented regression has been proposed to model both the time of change and the change in pattern. This model can be used to estimate the age for the unknown tephras using Bayesian statistical calibration

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

An alternative method for dating unknown tephras based on a segmented regression model

In CoDaWork’05, we presented an application of discriminant function analysis (DFA) to 4 different compositional datasets and modelled the first canonical variable using a segmented regression model solely based on an observation about the scatter plots. In this paper, multiple linear regressions are applied to different datasets to confirm the validity of our proposed model. In addition to dating the unknown tephras by calibration as discussed previously, another method of mapping the unknown tephras into samples of the reference set or missing samples in between consecutive reference samples is proposed. The application of these methodologies is demonstrated with both simulated and real datasets. This new proposed methodology provides an alternative, more acceptable approach for geologists as their focus is on mapping the unknown tephra with relevant eruptive events rather than estimating the age of unknown tephra. Kew words: Tephrochronology; Segmented regression

Initial convergence of the perturbation series expansion for vibrational nonlinear optical properties

Initial convergence of the perturbation series expansion for vibrational nonlinear optical (NLO) properties was analyzed. The zero-point vibrational average (ZPVA) was obtained through first-order in mechanical plus electrical anharmonicity. Results indicated that higher-order terms in electrical and mechanical anharmonicity can make substantial contributions to the pure vibrational polarizibility of typical NLO molecules

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

L'obra filològica d'Antoni de Bastero i Lledó. Edició de la Història de la llengua catalana

S'estudia l'obra filològica d' Antoni de Bastero i Lledó (1675-1737), des d'una perspectiva de conjunt, per tal de concretar I'activitat d'aquest estudiós en els camps de la lingüística, la filologia o la crítica literària, i fer-ne una valoració adequada als coneixements actuals sobre I'exercici d'aquestes disciplines durant la primera meitat del segle XVIII. La tesi inclou un estudi biogràfic, absolutament necessari per establir moltes de les circumstancies vitals del canonge Bastero, que ens resultaven obscures i que són decisives per explicar el propi interès per la filologia, les relacions amb determinats cercles acadèmics, la datació aproximada dels diversos projectes iniciats, la interpretació correcta de la seva activitat. S'inclou, així mateix, un catàleg exhaustiu de tots els manuscrits conservats d'Antoni de Bastero i que tenen alguna relació amb el seu treball filològic. En total es tenen en compte 69 volums manuscrits, actualment escampats per diversos arxius i biblioteques de Barcelona i Girona, alguns dels quals eren fins ara desconeguts. D'aquests 69 volums, 48 contenen pròpiament obres de Bastero o altres materials publicables, i la resta són materials de treball. En conseqüència, l' obra filològica del canonge es pot concretar en: la producció d'una gramàtica italiana i d'una gramàtica francesa, en català, que va deixar inacabades; la realització de La Crusca provenzale, un magne diccionari etimològic i d'autoritats que recull una gran quantitat d'hipotètics provençalismes italians -només es va publicar el primer volum d'aquesta obra a Roma, l'any 1724, però n'he localitzat pràcticament tot el contingut; l'elaboració d'una extensa antologia de poesies trobadoresques, copiades amb gran rigor d'alguns còdexs de la Biblioteca Vaticana; el plantejament d'una Història de llengua catalana, que havia de ser una gran compilació dels mèrits i les excel·lències d'aquesta llengua -que l'autor identifica amb la provençal- i la seva literatura, i que es va poder desenvolupar nomes de forma parcial. Precisament, la part central de la tesi l'ocupa l'estudi particular i l'edició crítica de les parts redactades d'aquesta obra, que suposa la concreció de la particular percepció lingüística i literària que Bastero havia anat perfilant al llarg dels seus anys d'estudi. Es tracta d'una edició molt complexa, perquè l'obra ens ha arribat només en un esborrany, que presenta múltiples correccions i esmenes i evidencia diferents estadis redaccionals; els manuscrits inclouen, així mateix, nombrosos papers amb anotacions o fragments que, o no pertanyen al cos de l'obra, o bé s'han hagut de resituar en el lloc que els correspon. EI resultat és, tanmateix, un text prou coherent que comprèn quasi la totalitat del Llibre primer -sobre l'origen, el naixement i els diversos noms de la llengua, i sobre el nom de Catalunya- i un capítol del Llibre tercer -sobre la primitiva extensió del català per tot Espanya. EI més rellevant d'aquesta obra és el fet que s'hi basteix una original teoria sobre la formació de les diverses llengües romàniques que té el català com a eix central -proposa la identificació del català provençal amb la lingua romana dels documents alt medievals, en una operació que s'avança quasi cent anys a François Raynouard, que propugnava això mateix, referint-se nomes al provençal, amb un àmplia aprovació de la comunitat científica del seu temps. Destaquen també un excepcional rigor històric i documental, i una notable sensibilitat vers l'oralitat lingüística, que és objecte d'algunes anotacions ben interessants. Tanquen la tesi un seguit d'annexos documentals on es transcriuen diversos documents relacionats amb els aspectes tractats anteriorment.