Simulation-based density estimation for time series using covariate data

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.

Demographics and discharge outcomes of dysvascular and non-vascular lower limb amputees at a subacute rehabilitation unit: A 7-year series

Objective To examine personal and social demographics, and rehabilitation discharge outcomes of dysvascular and non-vascular lower limb amputees. Methods In total, 425 lower limb amputation inpatient rehabilitation admissions (335 individuals) from 2005 to 2011 were examined. Admission and discharge descriptive statistics (frequency, percentages) were calculated and compared by aetiology. Results Participants were male (74%), aged 65 years (s.d. 14), born in Australia (72%), had predominantly dysvascular aetiology (80%) and a median length of stay 48 days (interquartile range (IQR): 25–76). Following amputation, 56% received prostheses for mobility, 21% (n = 89) changed residence and 28% (n = 116) required community services. Dysvascular amputees were older (mean 67 years, s.d. 12 vs 54 years, s.d. 16; P < 0.001) and recorded lower functional independence measure – motor scores at admission (z = 3.61, P < 0.001) and discharge (z = 4.52, P < 0.001). More nonvascular amputees worked before amputation (43% vs 11%; P < 0.001), were prescribed a prosthesis by discharge (73% vs 52%; P < 0.001) and had a shorter length of stay (7 days, 95% confidence interval: –3 to 17), although this was not statistically significant. Conclusions Differences exist in social and demographic outcomes between dysvascular and non-vascular lower limb amputees.

Assessment of the molecular structure of an intermediate member of the triplite-zwieselite mineral series: A raman and infrared study

The mineral series triplite-zwieselite with theoretical formula (Mn2+)2(PO4)(F)-(Fe2+)2(PO4)(F) from the El Criolo granitic pegmatite, located in the Eastern Pampean Ranges of Córdoba Province, was studied using electron microprobe, thermogravimetry, and Raman and infrared spectroscopy. The analysis of the mineral provided a formula of (Fe1.00, Mn0.85, Ca0.08, Mg0.06)∑2.00(PO4)1.00(F0.80, OH0.20)∑1.00. An intense Raman band at 981 cm−1 with a shoulder at 977 cm−1 is assigned to the ν1 symmetric stretching mode. The observation of two bands for the phosphate symmetric stretching mode offers support for the concept that the phosphate units in the structure of triplite-zwieselite are not equivalent. Low-intensity Raman bands at 1012, 1036, 1071, 1087, and 1127 cm−1 are assigned to the ν3 antisymmetric stretching modes. A set of Raman bands at 572, 604, 639, and 684 cm−1 are attributed to the ν4 out-of-plane bending modes. A single intense Raman band is found at 3508 cm−1 and is assigned to the stretching vibration of hydroxyl units. Infrared bands are observed at 3018, 3125, and 3358 cm−1 and are attributed to water stretching vibrations. Supplemental materials are available for this article. Go to the publisher's online edition of Spectroscopy Letters to view the supplemental file.

Development of health risk-based metrics for defining a heatwave : a time series study in Brisbane, Australia

Background: This study attempted to develop health risk-based metrics for defining a heatwave in Brisbane, Australia. Methods: Poisson generalised additive model was performed to assess the impact of heatwaves on mortality and emergency hospital admissions (EHAs) in Brisbane. Results: In general, the higher the intensity and the longer the duration of a heatwave, the greater the health impacts. There was no apparent difference in EHAs risk during different periods of a warm season. However, there was a greater risk of mortality in the second half of a warm season than that in the first half. While elderly (>75 years)were particularly vulnerable to both the EHA and mortality effects of a heatwave, the risk for EHAs also significantly increased for two other age groups (0-64 years and 65-74 years) during severe heatwaves. Different patterns between cardiorespiratory mortality and EHAs were observed. Based on these findings, we propose the use of a teiered heat warning system based on the health risk of heatwave. Conclusions: Health risk-based metrics are a useful tool for the development of local heatwave definitions. thsi tool may have significant implications for the assessment of heatwave-related health consequences and development of heatwave response plans and implementation strategies.

Optical Characterization of the Hole Polaron in a Series of Diketopyrrolopyrrole Polymers Used for Organic Photovoltaics

Abstract: A strategy that is often used for designing low band gap polymers involves the incorporation of electron-rich (donor) and electron-deficient (acceptor) conjugated segments within the polymer backbone. In this paper we investigate such a series of Diketopyrrolopyrrole (DPP)-based co-polymers. The co-polymers consisted of a DPP unit attached to a phenylene, naphthalene, or anthracene unit. Additionally, polymers utilizing either the thiophene-flanked DPP or the furan-flanked DPP units paired with the naphthalene comonomer were compared. As these polymers have been used as donor materials and subsequent hole transporting materials in organic solar cells, we are specifically interested in characterizing the optical absorption of the hole polaron of these DPP based copolymers. We employ chemical doping, electrochemical doping, and photoinduced absorption (PIA) studies to probe the hole polaron absorption spectra. While some donor-acceptor polymers have shown an appreciable capacity to generate free charge carriers upon photoexcitation, no polaron signal was observed in the PIA spectrum of the polymers in this study. The relations between molecular structure and optical properties are discussed. Keywords: organic solar cell; organic photovoltaic; diketopyrrolopyrrole; chemical doping; spectroelectrochemistry; photoinduced absorption; hole polaron

Lead the change series: Q & A with Allan Luke

An overview of current issues in school and system reform.

Fresh Cuttings: A Celebration of Fiction and Poetry from UQP's Black Writing Series

As the first anthology of UQP's indigenous-authored books, Fresh Cuttings represents the very best of fiction and poetry publishing from UQP's Black Australian Writing series. An introduction by the editors and a biography of each author is included.

Alive SMC^2: Bayesian model selection for low-count time series models with intractable likelihoods

In this paper we present a new method for performing Bayesian parameter inference and model choice for low count time series models with intractable likelihoods. The method involves incorporating an alive particle filter within a sequential Monte Carlo (SMC) algorithm to create a novel pseudo-marginal algorithm, which we refer to as alive SMC^2. The advantages of this approach over competing approaches is that it is naturally adaptive, it does not involve between-model proposals required in reversible jump Markov chain Monte Carlo and does not rely on potentially rough approximations. The algorithm is demonstrated on Markov process and integer autoregressive moving average models applied to real biological datasets of hospital-acquired pathogen incidence, animal health time series and the cumulative number of poison disease cases in mule deer.

The structures of the isomorphous potassium and rubidium salts of 4-nitrobenzoic acid and an overview of the metal complex stereochemistries of the alkali metal salt series with this ligand

The structures of the isomorphous potassium and rubidium polymeric coordination complexes with 4-nitrobenzoic acid, poly[mu2-aqua-aqua-mu3-(4-nitrobenzoato)-potassium], [K(C7H4N2O2)(H2O)2]n, (I) and poly[mu3-aqua-aqua-mu5-(4-nitrobenzoato)-rubidium], [Rb(C7H4N2O2)(H2O)2]n, (II) have been determined. In (I) the very distorted KO6 coordination sphere about the K+ centres in the repeat unit comprise two bridging nitro O-atom donors, a single bridging carboxyl O-atom donor and two water molecules, one of which is bridging. In the the Rb complex (II), the same basic MO6 coordination is found in the repeat unit but is expanded to RbO9 through a slight increase in the accepted Rb-O bond length range and includes an additional Rb-O(carboxyl) bond, completing a bidentate O,O'-chelate interaction, and additional bridging Rb-Onitro) and Rb-O(water) bonds. The comparative K-O and Rb-O bond length ranges are 2.738(3)-3.002(3)Ang. (I) and 2.884(2)-3.182(2)Ang. (II). The structure of (II) is also isomorphous as well as isostructural with the known structure of the nine-coordinate caesium 4-nitrobenzoate analogue, [Cs(C7H4N2O~2~)(H~2~O)2]n, (III) in which the Cs---O range is 3.047(4)-3.338(4)Ang. In all three complexes, common basic polymeric extensions are found, including two different centrosymmetric bridging interactions through both water and nitro groups as well as extensions along c through the p-related carboxyl group, giving a two-dimensional structure in (I). In (II) and (III), three-dimensional structures are generated through additional bridges through the nitro and water O-atoms. In all structures, both water molecules are involved in similar intra-polymer O-H...O hydrogen-bonding interactions to both carboxyl as well as water O-atom acceptors. A comparison of the varied coordination behaviour of the full set of Li-Cs salts with 4-nitrobenzoic acid is also made.

Multifractal analyses of daily rainfall time series in Pearl River basin of China

The multifractal properties of daily rainfall time series at the stations in Pearl River basin of China over periods of up to 45 years are examined using the universal multifractal approach based on the multiplicative cascade model and the multifractal detrended fluctuation analysis (MF-DFA). The results from these two kinds of multifractal analyses show that the daily rainfall time series in this basin have multifractal behavior in two different time scale ranges. It is found that the empirical multifractal moment function K(q)K(q) of the daily rainfall time series can be fitted very well by the universal multifractal model (UMM). The estimated values of the conservation parameter HH from UMM for these daily rainfall data are close to zero indicating that they correspond to conserved fields. After removing the seasonal trend in the rainfall data, the estimated values of the exponent h(2)h(2) from MF-DFA indicate that the daily rainfall time series in Pearl River basin exhibit no long-term correlations. It is also found that K(2)K(2) and elevation series are negatively correlated. It shows a relationship between topography and rainfall variability.

Association between the interleukin 23 receptor and ankylosing spondylitis is confirmed by a new UK case-control study and meta-analysis of published series

Objectives. It has been shown previously that IL-23R variants are associated with AS. We conducted an extended analysis in the UK population and a meta-analysis with the previously published studies, in order to refine these IL-23R associations with AS. Methods. The UK case-control study included 730 new cases and 1331 healthy controls. In the extended study, the 730 cases were combined with 1088 published cases. Allelic associations were analysed using contingency tables. In the meta-analysis, 3482 cases and 3150 controls from four different published studies and the new UK cases were combined. DerSimonian-Laird test was used to calculate random effects pooled odds ratios (ORs). Results. In the UK case-control study with new cases, four of the eight SNPs showed significant associations, whereas in the extended UK study, seven of the eight IL-23R SNPs showed significant associations (P < 0.05) with AS, maximal with rs11209032 (P < 10-5, OR 1.3), when cases with IBD and/or psoriasis were excluded. The meta-analysis showed significant associations with all eight SNPs; the strongest associations were again seen not only with rs11209032 (P = 4.06 × 10-9, OR ∼1.2) but also with rs11209026 (P < 10-10, OR ∼0.6). Conclusions. IL-23R polymorphisms are clearly associated with AS, but the primary causal association(s) is(are) still not established. These polymorphisms could contribute either increased or decreased susceptibility to AS; functional studies will be required for their full evaluation. Additionally, observed stronger associations with SNPs rs11209026 and rs11465804 upon exclusion of IBD and/or psoriasis cases may represent an independent association with AS. © The Author 2009. Published by Oxford University Press on behalf of the British Society for Rheumatology. All rights reserved.

On the efficacy of Fourier series approximations for pricing European options

This paper investigates several competing procedures for computing the prices of vanilla European options, such as puts, calls and binaries, in which the underlying model has a characteristic function that is known in semi-closed form. The algorithms investigated here are the half-range Fourier cosine series, the half-range Fourier sine series and the full-range Fourier series. Their performance is assessed in simulation experiments in which an analytical solution is available and also for a simple affine model of stochastic volatility in which there is no closed-form solution. The results suggest that the half-range sine series approximation is the least effective of the three proposed algorithms. It is rather more difficult to distinguish between the performance of the halfrange cosine series and the full-range Fourier series. However there are two clear differences. First, when the interval over which the density is approximated is relatively large, the full-range Fourier series is at least as good as the half-range Fourier cosine series, and outperforms the latter in pricing out-of-the-money call options, in particular with maturities of three months or less. Second, the computational time required by the half-range Fourier cosine series is uniformly longer than that required by the full-range Fourier series for an interval of fixed length. Taken together,these two conclusions make a case for pricing options using a full-range range Fourier series as opposed to a half-range Fourier cosine series if a large number of options are to be priced in as short a time as possible.

Efficient use of correlation entropy for analysing time series data

The correlation dimension D 2 and correlation entropy K 2 are both important quantifiers in nonlinear time series analysis. However, use of D 2 has been more common compared to K 2 as a discriminating measure. One reason for this is that D 2 is a static measure and can be easily evaluated from a time series. However, in many cases, especially those involving coloured noise, K 2 is regarded as a more useful measure. Here we present an efficient algorithmic scheme to compute K 2 directly from a time series data and show that K 2 can be used as a more effective measure compared to D 2 for analysing practical time series involving coloured noise.