Coherent forecasting of multiple-decrement life tables: a test using Japanese cause of death data

Planners in public and private institutions would like coherent forecasts of the components of age-specic mortality, such as causes of death. This has been di cult to achieve because the relative values of the forecast components often fail to behave in a way that is coherent with historical experience. In addition, when the group forecasts are combined the result is often incompatible with an all-groups forecast. It has been shown that cause-specic mortality forecasts are pessimistic when compared with all-cause forecasts (Wilmoth, 1995). This paper abandons the conventional approach of using log mortality rates and forecasts the density of deaths in the life table. Since these values obey a unit sum constraint for both conventional single-decrement life tables (only one absorbing state) and multiple-decrement tables (more than one absorbing state), they are intrinsically relative rather than absolute values across decrements as well as ages. Using the methods of Compositional Data Analysis pioneered by Aitchison (1986), death densities are transformed into the real space so that the full range of multivariate statistics can be applied, then back-transformed to positive values so that the unit sum constraint is honoured. The structure of the best-known, single-decrement mortality-rate forecasting model, devised by Lee and Carter (1992), is expressed in compositional form and the results from the two models are compared. The compositional model is extended to a multiple-decrement form and used to forecast mortality by cause of death for Japan

Using self organizing maps on compositional data

Self-organizing maps (Kohonen 1997) is a type of artificial neural network developed to explore patterns in high-dimensional multivariate data. The conventional version of the algorithm involves the use of Euclidean metric in the process of adaptation of the model vectors, thus rendering in theory a whole methodology incompatible with non-Euclidean geometries. In this contribution we explore the two main aspects of the problem: 1. Whether the conventional approach using Euclidean metric can shed valid results with compositional data. 2. If a modification of the conventional approach replacing vectorial sum and scalar multiplication by the canonical operators in the simplex (i.e. perturbation and powering) can converge to an adequate solution. Preliminary tests showed that both methodologies can be used on compositional data. However, the modified version of the algorithm performs poorer than the conventional version, in particular, when the data is pathological. Moreover, the conventional ap- proach converges faster to a solution, when data is \well-behaved". Key words: Self Organizing Map; Artificial Neural networks; Compositional data

Vertebrates Limb Geometry in the Simplex space

A novel metric comparison of the appendicular skeleton (fore and hind limb) of different vertebrates using the Compositional Data Analysis (CDA) methodological approach it’s presented. 355 specimens belonging in various taxa of Dinosauria (Sauropodomorpha, Theropoda, Ornithischia and Aves) and Mammalia (Prothotheria, Metatheria and Eutheria) were analyzed with CDA. A special focus has been put on Sauropodomorpha dinosaurs and the Aitchinson distance has been used as a measure of disparity in limb elements proportions to infer some aspects of functional morphology

e-Research Methods Theme 7 Data Analysis

In this theme you will work through a series of texts and activities and reflect on your view of research and the process of analysis of data and information. Most activities are supported by textual or audio material and are there to stimulate your thinking in a given area. The purpose of this theme is to help you gain a general overview of the main approaches to research design. Although the theme comprises two main sections, one on quantitative research and the other on qualitative research, this is purely to guide your study. The two approaches may be viewed as being part of a continuum with many research studies now incorporating elements of both styles. Eventually you will need to choose a research approach or methodology that will be practical, relevant, appropriate, ethical, of good quality and effective for the research idea or question that you have in mind.

Predicting feed quality - chemical analysis and in vitro evaluation

As the ideal method of assessing the nutritive value of a feedstuff, namely offering it to the appropriate class of animal and recording the production response obtained, is neither practical nor cost effective a range of feed evaluation techniques have been developed. Each of these balances some degree of compromise with the practical situation against data generation. However, due to the impact of animal-feed interactions over and above that of feed composition, the target animal remains the ultimate arbitrator of nutritional value. In this review current in vitro feed evaluation techniques are examined according to the degree of animal-feed interaction. Chemical analysis provides absolute values and therefore differs from the majority of in vitro methods that simply rank feeds. However, with no host animal involvement, estimates of nutritional value are inferred by statistical association. In addition given the costs involved, the practical value of many analyses conducted should be reviewed. The in sacco technique has made a substantial contribution to both understanding rumen microbial degradative processes and the rapid evaluation of feeds, especially in developing countries. However, the numerous shortfalls of the technique, common to many in vitro methods, the desire to eliminate the use of surgically modified animals for routine feed evaluation, paralleled with improvements in in vitro techniques, will see this technique increasingly replaced. The majority of in vitro systems use substrate disappearance to assess degradation, however, this provides no information regarding the quantity of derived end-products available to the host animal. As measurement of volatile fatty acids or microbial biomass production greatly increases analytical costs, fermentation gas release, a simple and non-destructive measurement, has been used as an alternative. However, as gas release alone is of little use, gas-based systems, where both degradation and fermentation gas release are measured simultaneously, are attracting considerable interest. Alternative microbial inocula are being considered, as is the potential of using multi-enzyme systems to examine degradation dynamics. It is concluded that while chemical analysis will continue to form an indispensable part of feed evaluation, enhanced use will be made of increasingly complex in vitro systems. It is vital, however, the function and limitations of each methodology are fully understood and that the temptation to over-interpret the data is avoided so as to draw the appropriate conclusions. With careful selection and correct application in vitro systems offer powerful research tools with which to evaluate feedstuffs. (C) 2003 Elsevier B.V. All rights reserved.

A comparison of two time-domain analysis procedures in the determination of VO2 kinetics by pseudorandom binary sequence exercise testing

The purpose of this study was to apply and compare two time-domain analysis procedures in the determination of oxygen uptake (VO2) kinetics in response to a pseudorandom binary sequence (PRBS) exercise test. PRBS exercise tests have typically been analysed in the frequency domain. However, the complex interpretation of frequency responses may have limited the application of this procedure in both sporting and clinical contexts, where a single time measurement would facilitate subject comparison. The relative potential of both a mean response time (MRT) and a peak cross-correlation time (PCCT) was investigated. This study was divided into two parts: a test-retest reliability study (part A), in which 10 healthy male subjects completed two identical PRBS exercise tests, and a comparison of the VO2 kinetics of 12 elite endurance runners (ER) and 12 elite sprinters (SR; part B). In part A, 95% limits of agreement were calculated for comparison between MRT and PCCT. The results of part A showed no significant difference between test and retest as assessed by MRT [mean (SD) 42.2 (4.2) s and 43.8 (6.9) s] or by PCCT [21.8 (3.7) s and 22.7 (4.5) s]. Measurement error (%) was lower for MRT in comparison with PCCT (16% and 25%, respectively). In part B of the study, the VO2 kinetics of ER were significantly faster than those of SR, as assessed by MRT [33.4 (3.4) s and 39.9 (7.1) s, respectively; P<0.01] and PCCT [20.9 (3.8) s and 24.8 (4.5) s; P < 0.05]. It is possible that either analysis procedure could provide a single test measurement Of VO2 kinetics; however, the greater reliability of the MRT data suggests that this method has more potential for development in the assessment Of VO2 kinetics by PRBS exercise testing.

Analytical and compositional aspects of isoflavones in food and their biological effects

This paper provides an overview of analytical techniques used to determine isoflavones (IFs) in foods and biological fluids with main emphasis on sample preparation methods. Factors influencing the content of IFs in food including processing and natural variability are summarized and an insight into IF databases is given. Comparisons of dietary intake of IFs in Asian and Western populations, in special subgroups like vegetarians, vegans, and infants are made and our knowledge on their absorption, distribution, metabolism, and excretion by the human body is presented. The influences of the gut microflora, age, gender, background diet, food matrix, and the chemical nature of the IFs on the metabolism of IFs are described. Potential mechanisms by which IFs may exert their actions are reviewed, and genetic polymorphism as determinants of biological response to soy IFs is discussed. The effects of IFs on a range of health outcomes including atherosclerosis, breast, intestinal, and prostate cancers, menopausal symptoms, bone health, and cognition are reviewed on the basis of the available in vitro, in vivo animal and human data.

Drivers of fund performance: a panel data analysis

The principle aim of this research is to elucidate the factors driving the total rate of return of non-listed funds using a panel data analytical framework. In line with previous results, we find that core funds exhibit lower yet more stable returns than value-added and, in particular, opportunistic funds, both cross-sectionally and over time. After taking into account overall market exposure, as measured by weighted market returns, the excess returns of value-added and opportunity funds are likely to stem from: high leverage, high exposure to development, active asset management and investment in specialized property sectors. A random effects estimation of the panel data model largely confirms the findings obtained from the fixed effects model. Again, the country and sector property effect shows the strongest significance in explaining total returns. The stock market variable is negative which hints at switching effects between competing asset classes. For opportunity funds, on average, the returns attributable to gearing are three times higher than those for value added funds and over five times higher than for core funds. Overall, there is relatively strong evidence indicating that country and sector allocation, style, gearing and fund size combinations impact on the performance of unlisted real estate funds.

Analyzing the performance of non-listed real estate funds: an panel data analysis

The rapid growth of non-listed real estate funds over the last several years has contributed towards establishing this sector as a major investment vehicle for gaining exposure to commercial real estate. Academic research has not kept up with this development, however, as there are still only a few published studies on non-listed real estate funds. This paper aims to identify the factors driving the total return over a seven-year period. Influential factors tested in our analysis include the weighted underlying direct property returns in each country and sector as well as fund size, investment style gearing and the distribution yield. Furthermore, we analyze the interaction of non-listed real estate funds with the performance of the overall economy and that of competing asset classes and found that lagged GDP growth and stock market returns as well as contemporaneous government bond rates are significant and positive predictors of annual fund performance.

On the variability of the surface environment response to synoptic forcing over complex terrain: a multivariate data analysis approach

Synoptic climatology relates the atmospheric circulation with the surface environment. The aim of this study is to examine the variability of the surface meteorological patterns, which are developing under different synoptic scale categories over a suburban area with complex topography. Multivariate Data Analysis techniques were performed to a data set with surface meteorological elements. Three principal components related to the thermodynamic status of the surface environment and the two components of the wind speed were found. The variability of the surface flows was related with atmospheric circulation categories by applying Correspondence Analysis. Similar surface thermodynamic fields develop under cyclonic categories, which are contrasted with the anti-cyclonic category. A strong, steady wind flow characterized by high shear values develops under the cyclonic Closed Low and the anticyclonic H–L categories, in contrast to the variable weak flow under the anticyclonic Open Anticyclone category.

Measuring variation in potato roots in both field and glasshouse: the search for useful yield predictors and a simple screen for root traits

Aims Potatoes have an inadequate rooting system for efficient acquisition of water and minerals and use disproportionate amounts of irrigation and fertilizer. This research determines whether significant variation in rooting characteristics of potato exists, which characters correlate with final yield and whether a simple screen for rooting traits could be developed. Methods Twenty-eight genotypes of Solanum tuberosum groups Tuberosum and Phureja were grown in the field; eight replicate blocks to final harvest, while entire root systems were excavated from four blocks. Root classes were categorised and measured. The same measurements were made on these genotypes in the glasshouse, 2 weeks post emergence. Results In the field, total root length varied from 40 m to 112 m per plant. Final yield was correlated negatively with basal root specific root length and weakly but positively with total root weight. Solanum tuberosum group Phureja genotypes had more numerous roots and proportionally more basal than stolon roots compared with Solanum tuberosum, group Tuberosum genotypes. There were significant correlations between glasshouse and field measurements. Conclusions Our data demonstrate that variability in rooting traits amongst commercially available potato genotypes exists and a robust glasshouse screen has been developed. By measuring potato roots as described in this study, it is now possible to assess rooting traits of large populations of potato genotypes.

A method for under-sampled ecological network data analysis: plant-pollination as case study

In this paper, we develop a method, termed the Interaction Distribution (ID) method, for analysis of quantitative ecological network data. In many cases, quantitative network data sets are under-sampled, i.e. many interactions are poorly sampled or remain unobserved. Hence, the output of statistical analyses may fail to differentiate between patterns that are statistical artefacts and those which are real characteristics of ecological networks. The ID method can support assessment and inference of under-sampled ecological network data. In the current paper, we illustrate and discuss the ID method based on the properties of plant-animal pollination data sets of flower visitation frequencies. However, the ID method may be applied to other types of ecological networks. The method can supplement existing network analyses based on two definitions of the underlying probabilities for each combination of pollinator and plant species: (1), pi,j: the probability for a visit made by the i’th pollinator species to take place on the j’th plant species; (2), qi,j: the probability for a visit received by the j’th plant species to be made by the i’th pollinator. The method applies the Dirichlet distribution to estimate these two probabilities, based on a given empirical data set. The estimated mean values for pi,j and qi,j reflect the relative differences between recorded numbers of visits for different pollinator and plant species, and the estimated uncertainty of pi,j and qi,j decreases with higher numbers of recorded visits.

Testing for unit roots in bounded time series

Many key economic and financial series are bounded either by construction or through policy controls. Conventional unit root tests are potentially unreliable in the presence of bounds, since they tend to over-reject the null hypothesis of a unit root, even asymptotically. So far, very little work has been undertaken to develop unit root tests which can be applied to bounded time series. In this paper we address this gap in the literature by proposing unit root tests which are valid in the presence of bounds. We present new augmented Dickey–Fuller type tests as well as new versions of the modified ‘M’ tests developed by Ng and Perron [Ng, S., Perron, P., 2001. LAG length selection and the construction of unit root tests with good size and power. Econometrica 69, 1519–1554] and demonstrate how these tests, combined with a simulation-based method to retrieve the relevant critical values, make it possible to control size asymptotically. A Monte Carlo study suggests that the proposed tests perform well in finite samples. Moreover, the tests outperform the Phillips–Perron type tests originally proposed in Cavaliere [Cavaliere, G., 2005. Limited time series with a unit root. Econometric Theory 21, 907–945]. An illustrative application to U.S. interest rate data is provided