Prediction of adult height in girls: the Beunen-MalinaFreitas method

The purpose of this study was to validate and cross-validate the Beunen-Malina-Freitas method for non-invasive prediction of adult height in girls. A sample of 420 girls aged 10–15 years from the Madeira Growth Study were measured at yearly intervals and then 8 years later. Anthropometric dimensions (lengths, breadths, circumferences, and skinfolds) were measured; skeletal age was assessed using the Tanner-Whitehouse 3 method and menarcheal status (present or absent) was recorded. Adult height was measured and predicted using stepwise, forward, and maximum R2 regression techniques. Multiple correlations, mean differences, standard errors of prediction, and error boundaries were calculated. A sample of the Leuven Longitudinal Twin Study was used to cross-validate the regressions. Age-specific coefficients of determination (R2) between predicted and measured adult height varied between 0.57 and 0.96, while standard errors of prediction varied between 1.1 and 3.9 cm. The cross-validation confirmed the validity of the Beunen-Malina-Freitas method in girls aged 12–15 years, but at lower ages the cross-validation was less consistent. We conclude that the Beunen-Malina-Freitas method is valid for the prediction of adult height in girls aged 12–15 years. It is applicable to European populations or populations of European ancestry.

The combination of neural estimates in prediction and decision problems

In this dissertation, different ways of combining neural predictive models or neural-based forecasts are discussed. The proposed approaches consider mostly Gaussian radial basis function networks, which can be efficiently identified and estimated through recursive/adaptive methods. Two different ways of combining are explored to get a final estimate – model mixing and model synthesis –, with the aim of obtaining improvements both in terms of efficiency and effectiveness. In the context of model mixing, the usual framework for linearly combining estimates from different models is extended, to deal with the case where the forecast errors from those models are correlated. In the context of model synthesis, and to address the problems raised by heavily nonstationary time series, we propose hybrid dynamic models for more advanced time series forecasting, composed of a dynamic trend regressive model (or, even, a dynamic harmonic regressive model), and a Gaussian radial basis function network. Additionally, using the model mixing procedure, two approaches for decision-making from forecasting models are discussed and compared: either inferring decisions from combined predictive estimates, or combining prescriptive solutions derived from different forecasting models. Finally, the application of some of the models and methods proposed previously is illustrated with two case studies, based on time series from finance and from tourism.