Forecasting US output growth with non-linear models in the presence of data uncertainty

We consider the impact of data revisions on the forecast performance of a SETAR regime-switching model of U.S. output growth. The impact of data uncertainty in real-time forecasting will affect a model's forecast performance via the effect on the model parameter estimates as well as via the forecast being conditioned on data measured with error. We find that benchmark revisions do affect the performance of the non-linear model of the growth rate, and that the performance relative to a linear comparator deteriorates in real-time compared to a pseudo out-of-sample forecasting exercise.

Forecasting with vector autoregressive models of data vintages: US output growth and inflation

Vintage-based vector autoregressive models of a single macroeconomic variable are shown to be a useful vehicle for obtaining forecasts of different maturities of future and past observations, including estimates of post-revision values. The forecasting performance of models which include information on annual revisions is superior to that of models which only include the first two data releases. However, the empirical results indicate that a model which reflects the seasonal nature of data releases more closely does not offer much improvement over an unrestricted vintage-based model which includes three rounds of annual revisions.

Real-time forecasting of inflation and output growth with autoregressive models in the presence of data revisions

We examine how the accuracy of real-time forecasts from models that include autoregressive terms can be improved by estimating the models on ‘lightly revised’ data instead of using data from the latest-available vintage. The benefits of estimating autoregressive models on lightly revised data are related to the nature of the data revision process and the underlying process for the true values. Empirically, we find improvements in root mean square forecasting error of 2–4% when forecasting output growth and inflation with univariate models, and of 8% with multivariate models. We show that multiple-vintage models, which explicitly model data revisions, require large estimation samples to deliver competitive forecasts. Copyright © 2012 John Wiley & Sons, Ltd.

Increased dietary α-linolenic acid has sex-specific effects upon eicosapentaenoic acid status in humans: re-examination of data from a randomised, placebo-controlled, parallel study

Background: There is a metabolic pathway by which mammals can convert the omega-3 (n-3) essential fatty acid α-linolenic acid (ALA) into longer-chain n-3 polyunsaturated fatty acids (LC n-3 PUFA) including eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA). As far as we know there are currently no studies that have specifically examined sex differences in the LC n-3 PUFA response to increased dietary ALA intake in humans, although acute studies with isotope-labelled ALA identified that women have a significantly greater capacity to synthesise EPA and DHA from ALA compared to men. Findings: Available data from a placebo-controlled, randomised study were re-examined to identify whether there are sex differences in the LC n-3 PUFA response to increased dietary ALA intake in humans. There was a significant difference between sexes in the response to increased dietary ALA, with women having a significantly greater increase in the EPA content of plasma phospholipids (mean +2.0% of total fatty acids) after six months of an ALA-rich diet compared to men (mean +0.7%, P = 0.039). Age and BMI were identified as predictors of response to dietary ALA among women. Conclusions: Women show a greater increase in circulating EPA than men during increased dietary ALA consumption. Further understanding of individual variation in the response to dietary ALA could inform nutrition advice, with recommendations being specifically tailored according to habitual diet, sex, age and BMI.

Rapid preconditioning of data for accelerating convex hull algorithms

Given a dataset of two-dimensional points in the plane with integer coordinates, the method proposed reduces a set of n points down to a set of s points s ≤ n, such that the convex hull on the set of s points is the same as the convex hull of the original set of n points. The method is O(n). It helps any convex hull algorithm run faster. The empirical analysis of a practical case shows a percentage reduction in points of over 98%, that is reflected as a faster computation with a speedup factor of at least 4.

A survey of data mining techniques for social media analysis

Social network has gained remarkable attention in the last decade. Accessing social network sites such as Twitter, Facebook LinkedIn and Google+ through the internet and the web 2.0 technologies has become more affordable. People are becoming more interested in and relying on social network for information, news and opinion of other users on diverse subject matters. The heavy reliance on social network sites causes them to generate massive data characterised by three computational issues namely; size, noise and dynamism. These issues often make social network data very complex to analyse manually, resulting in the pertinent use of computational means of analysing them. Data mining provides a wide range of techniques for detecting useful knowledge from massive datasets like trends, patterns and rules [44]. Data mining techniques are used for information retrieval, statistical modelling and machine learning. These techniques employ data pre-processing, data analysis, and data interpretation processes in the course of data analysis. This survey discusses different data mining techniques used in mining diverse aspects of the social network over decades going from the historical techniques to the up-to-date models, including our novel technique named TRCM. All the techniques covered in this survey are listed in the Table.1 including the tools employed as well as names of their authors.

Research data management and openness: the role of data sharing in developing institutional policies and practices

Purpose: To investigate the relationship between research data management (RDM) and data sharing in the formulation of RDM policies and development of practices in higher education institutions (HEIs). Design/methodology/approach: Two strands of work were undertaken sequentially: firstly, content analysis of 37 RDM policies from UK HEIs; secondly, two detailed case studies of institutions with different approaches to RDM based on semi-structured interviews with staff involved in the development of RDM policy and services. The data are interpreted using insights from Actor Network Theory. Findings: RDM policy formation and service development has created a complex set of networks within and beyond institutions involving different professional groups with widely varying priorities shaping activities. Data sharing is considered an important activity in the policies and services of HEIs studied, but its prominence can in most cases be attributed to the positions adopted by large research funders. Research limitations/implications: The case studies, as research based on qualitative data, cannot be assumed to be universally applicable but do illustrate a variety of issues and challenges experienced more generally, particularly in the UK. Practical implications: The research may help to inform development of policy and practice in RDM in HEIs and funder organisations. Originality/value: This paper makes an early contribution to the RDM literature on the specific topic of the relationship between RDM policy and services, and openness – a topic which to date has received limited attention.

Application of data assimilation to ocean and climate prediction

Ocean prediction systems are now able to analyse and predict temperature, salinity and velocity structures within the ocean by assimilating measurements of the ocean’s temperature and salinity into physically based ocean models. Data assimilation combines current estimates of state variables, such as temperature and salinity, from a computational model with measurements of the ocean and atmosphere in order to improve forecasts and reduce uncertainty in the forecast accuracy. Data assimilation generally works well with ocean models away from the equator but has been found to induce vigorous and unrealistic overturning circulations near the equator. A pressure correction method was developed at the University of Reading and the Met Office to control these circulations using ideas from control theory and an understanding of equatorial dynamics. The method has been used for the last 10 years in seasonal forecasting and ocean prediction systems at the Met Office and European Center for Medium-range Weather Forecasting (ECMWF). It has been an important element in recent re-analyses of the ocean heat uptake that mitigates climate change.

Determining the effect of asymmetric data on the variogram. I. Underlying asymmetry

Matheron's usual variogram estimator can result in unreliable variograms when data are strongly asymmetric or skewed. Asymmetry in a distribution can arise from a long tail of values in the underlying process or from outliers that belong to another population that contaminate the primary process. This paper examines the effects of underlying asymmetry on the variogram and on the accuracy of prediction, and the second one examines the effects arising from outliers. Standard geostatistical texts suggest ways of dealing with underlying asymmetry; however, this is based on informed intuition rather than detailed investigation. To determine whether the methods generally used to deal with underlying asymmetry are appropriate, the effects of different coefficients of skewness on the shape of the experimental variogram and on the model parameters were investigated. Simulated annealing was used to create normally distributed random fields of different size from variograms with different nugget:sill ratios. These data were then modified to give different degrees of asymmetry and the experimental variogram was computed in each case. The effects of standard data transformations on the form of the variogram were also investigated. Cross-validation was used to assess quantitatively the performance of the different variogram models for kriging. The results showed that the shape of the variogram was affected by the degree of asymmetry, and that the effect increased as the size of data set decreased. Transformations of the data were more effective in reducing the skewness coefficient in the larger sets of data. Cross-validation confirmed that variogram models from transformed data were more suitable for kriging than were those from the raw asymmetric data. The results of this study have implications for the 'standard best practice' in dealing with asymmetry in data for geostatistical analyses. (C) 2007 Elsevier Ltd. All rights reserved.

Determining the effect of asymmetric data on the variogram. II. Outliers

Asymmetry in a distribution can arise from a long tail of values in the underlying process or from outliers that belong to another population that contaminate the primary process. The first paper of this series examined the effects of the former on the variogram and this paper examines the effects of asymmetry arising from outliers. Simulated annealing was used to create normally distributed random fields of different size that are realizations of known processes described by variograms with different nugget:sill ratios. These primary data sets were then contaminated with randomly located and spatially aggregated outliers from a secondary process to produce different degrees of asymmetry. Experimental variograms were computed from these data by Matheron's estimator and by three robust estimators. The effects of standard data transformations on the coefficient of skewness and on the variogram were also investigated. Cross-validation was used to assess the performance of models fitted to experimental variograms computed from a range of data contaminated by outliers for kriging. The results showed that where skewness was caused by outliers the variograms retained their general shape, but showed an increase in the nugget and sill variances and nugget:sill ratios. This effect was only slightly more for the smallest data set than for the two larger data sets and there was little difference between the results for the latter. Overall, the effect of size of data set was small for all analyses. The nugget:sill ratio showed a consistent decrease after transformation to both square roots and logarithms; the decrease was generally larger for the latter, however. Aggregated outliers had different effects on the variogram shape from those that were randomly located, and this also depended on whether they were aggregated near to the edge or the centre of the field. The results of cross-validation showed that the robust estimators and the removal of outliers were the most effective ways of dealing with outliers for variogram estimation and kriging. (C) 2007 Elsevier Ltd. All rights reserved.

Incorporating data received after a sequential trial has stopped into the final analysis: implementation and comparison of methods

In a sequential clinical trial, accrual of data on patients often continues after the stopping criterion for the study has been met. This is termed “overrunning.” Overrunning occurs mainly when the primary response from each patient is measured after some extended observation period. The objective of this article is to compare two methods of allowing for overrunning. In particular, simulation studies are reported that assess the two procedures in terms of how well they maintain the intended type I error rate. The effect on power resulting from the incorporation of “overrunning data” using the two procedures is evaluated.

UK construction orders and output: A comparison of government and commercially available data 1995-2001

Because of the importance and potential usefulness of construction market statistics to firms and government, consistency between different sources of data is examined with a view to building a predictive model of construction output using construction data alone. However, a comparison of Department of Trade and Industry (DTI) and Office for National Statistics (ONS) series shows that the correlation coefcient (used as a measure of consistency) of the DTI output and DTI orders data and the correlation coefficient of the DTI output and ONS output data are low. It is not possible to derive a predictive model of DTI output based on DTI orders data alone. The question arises whether or not an alternative independent source of data may be used to predict DTI output data. Independent data produced by Emap Glenigan (EG), based on planning applications, potentially offers such a source of information. The EG data records the value of planning applications and their planned start and finish dates. However, as this data is ex ante and is not correlated with DTI output it is not possible to use this data to describe the volume of actual construction output. Nor is it possible to use the EG planning data to predict DTI construc-tion orders data. Further consideration of the issues raised reveal that it is not practically possible to develop a consistent predictive model of construction output using construction statistics gathered at different stages in the development process.

Data based constructive identification - overcoming the curse of dimensionality

The modelling of a nonlinear stochastic dynamical processes from data involves solving the problems of data gathering, preprocessing, model architecture selection, learning or adaptation, parametric evaluation and model validation. For a given model architecture such as associative memory networks, a common problem in non-linear modelling is the problem of "the curse of dimensionality". A series of complementary data based constructive identification schemes, mainly based on but not limited to an operating point dependent fuzzy models, are introduced in this paper with the aim to overcome the curse of dimensionality. These include (i) a mixture of experts algorithm based on a forward constrained regression algorithm; (ii) an inherent parsimonious delaunay input space partition based piecewise local lineal modelling concept; (iii) a neurofuzzy model constructive approach based on forward orthogonal least squares and optimal experimental design and finally (iv) the neurofuzzy model construction algorithm based on basis functions that are Bézier Bernstein polynomial functions and the additive decomposition. Illustrative examples demonstrate their applicability, showing that the final major hurdle in data based modelling has almost been removed.

Generation, description and storage of dendritic morphology data

It is generally assumed that the variability of neuronal morphology has an important effect on both the connectivity and the activity of the nervous system, but this effect has not been thoroughly investigated. Neuroanatomical archives represent a crucial tool to explore structure–function relationships in the brain. We are developing computational tools to describe, generate, store and render large sets of three–dimensional neuronal structures in a format that is compact, quantitative, accurate and readily accessible to the neuroscientist. Single–cell neuroanatomy can be characterized quantitatively at several levels. In computer–aided neuronal tracing files, a dendritic tree is described as a series of cylinders, each represented by diameter, spatial coordinates and the connectivity to other cylinders in the tree. This ‘Cartesian’ description constitutes a completely accurate mapping of dendritic morphology but it bears little intuitive information for the neuroscientist. In contrast, a classical neuroanatomical analysis characterizes neuronal dendrites on the basis of the statistical distributions of morphological parameters, e.g. maximum branching order or bifurcation asymmetry. This description is intuitively more accessible, but it only yields information on the collective anatomy of a group of dendrites, i.e. it is not complete enough to provide a precise ‘blueprint’ of the original data. We are adopting a third, intermediate level of description, which consists of the algorithmic generation of neuronal structures within a certain morphological class based on a set of ‘fundamental’, measured parameters. This description is as intuitive as a classical neuroanatomical analysis (parameters have an intuitive interpretation), and as complete as a Cartesian file (the algorithms generate and display complete neurons). The advantages of the algorithmic description of neuronal structure are immense. If an algorithm can measure the values of a handful of parameters from an experimental database and generate virtual neurons whose anatomy is statistically indistinguishable from that of their real counterparts, a great deal of data compression and amplification can be achieved. Data compression results from the quantitative and complete description of thousands of neurons with a handful of statistical distributions of parameters. Data amplification is possible because, from a set of experimental neurons, many more virtual analogues can be generated. This approach could allow one, in principle, to create and store a neuroanatomical database containing data for an entire human brain in a personal computer. We are using two programs, L–NEURON and ARBORVITAE, to investigate systematically the potential of several different algorithms for the generation of virtual neurons. Using these programs, we have generated anatomically plausible virtual neurons for several morphological classes, including guinea pig cerebellar Purkinje cells and cat spinal cord motor neurons. These virtual neurons are stored in an online electronic archive of dendritic morphology. This process highlights the potential and the limitations of the ‘computational neuroanatomy’ strategy for neuroscience databases.

Methodology To model the energy and greenhouse gas emissions of electronic software distributions

A new electronic software distribution (ESD) life cycle analysis (LCA)methodology and model structure were constructed to calculate energy consumption and greenhouse gas (GHG) emissions. In order to counteract the use of high level, top-down modeling efforts, and to increase result accuracy, a focus upon device details and data routes was taken. In order to compare ESD to a relevant physical distribution alternative,physical model boundaries and variables were described. The methodology was compiled from the analysis and operational data of a major online store which provides ESD and physical distribution options. The ESD method included the calculation of power consumption of data center server and networking devices. An in-depth method to calculate server efficiency and utilization was also included to account for virtualization and server efficiency features. Internet transfer power consumption was analyzed taking into account the number of data hops and networking devices used. The power consumed by online browsing and downloading was also factored into the model. The embedded CO2e of server and networking devices was proportioned to each ESD process. Three U.K.-based ESD scenarios were analyzed using the model which revealed potential CO2e savings of 83% when ESD was used over physical distribution. Results also highlighted the importance of server efficiency and utilization methods.