Interlinkages and forecasting made possible by the use of the DECOIN analytical tool kit

This technical report is a document prepared as a deliverable [D4.3 Report of the Interlinkages and forecasting prototype tool] of a EU project – DECOIN Project No. 044428 - FP6-2005-SSP-5A. The text is divided into 4 sections: (1) this short introductory section explains the purpose of the report; (2) the second section provides a general discussion of a systemic problem found in existing quantitative analysis of sustainability. It addresses the epistemological implications of complexity, which entails the need of dealing with the existence of Multiple-Scales and non-equivalent narratives (multiple dimensions/attributes) to be used to define sustainability issues. There is an unavoidable tension between a “steady-state view” (= the perception of what is going on now – reflecting a PAST --& PRESENT view of the reality) versus an “evolutionary view” (= the unknown transformation that we have to expect in the process of becoming of the observed reality and in the observer – reflecting a PRESENT --& FUTURE view of the reality). The section ends by listing the implications of these points on the choice of integrated packages of sustainability indicators; (3) the third section illustrates the potentiality of the DECOIN toolkit for the study of sustainability trade-offs and linkages across indicators using quantitative examples taken from cases study of another EU project (SMILE). In particular, this section starts by addressing the existence of internal constraints to sustainability (economic versus social aspects). The narrative chosen for this discussion focuses on the dark side of ageing and immigration on the economic viability of social systems. Then the section continues by exploring external constraints to sustainability (economic development vs the environment). The narrative chosen for this discussion focuses on the dark side of current strategy of economic development based on externalization and the “bubbles-disease”; (4) the last section presents a critical appraisal of the quality of energy data found in energy statistics. It starts with a discussion of the general goal of statistical accounting. Then it introduces the concept of multipurpose grammars. The second part uses the experience made in the activities of the DECOIN project to answer the question: how useful are EUROSTAT energy statistics? The answer starts with an analysis of basic epistemological problems associated with accounting of energy. This discussion leads to the acknowledgment of an important epistemological problem: the unavoidable bifurcations in the mechanism of accounting needed to generate energy statistics. By using numerical example the text deals with the following issues: (i) the pitfalls of the actual system of accounting in energy statistics; (ii) a critical appraisal of the actual system of accounting in BP statistics; (iii) a critical appraisal of the actual system of accounting in Eurostat statistics. The section ends by proposing an innovative method to represent energy statistics which can result more useful for those willing develop sustainability indicators.

Modeling Dependence Structure and Forecasting Market Risk with Dynamic Asymmetric Copula

We investigate the dynamic and asymmetric dependence structure between equity portfolios from the US and UK. We demonstrate the statistical significance of dynamic asymmetric copula models in modelling and forecasting market risk. First, we construct “high-minus-low" equity portfolios sorted on beta, coskewness, and cokurtosis. We find substantial evidence of dynamic and asymmetric dependence between characteristic-sorted portfolios. Second, we consider a dynamic asymmetric copula model by combining the generalized hyperbolic skewed t copula with the generalized autoregressive score (GAS) model to capture both the multivariate non-normality and the dynamic and asymmetric dependence between equity portfolios. We demonstrate its usefulness by evaluating the forecasting performance of Value-at-Risk and Expected Shortfall for the high-minus-low portfolios. From back-testing, e find consistent and robust evidence that our dynamic asymmetric copula model provides the most accurate forecasts, indicating the importance of incorporating the dynamic and asymmetric dependence structure in risk management.

Subclinical hypothyroidism and the risk of coronary heart disease and mortality: an individual participant data analysis from nine prospective cohort studies

Texte intégral: http://www.springerlink.com/content/3q68180337551r47/fulltext.pdf

Influence of short time exposure to an insect growth regulator, hexaflumuron, on mortality and adult emergence of vector mosquitoes

Hexaflumuron, an insect growth regulator (IGR), was found to greatly affect the development of immatures and emergence of adults of three species of vector mosquitoes, Culex quinquefasciatus, Aedes aegypti and Anopheles stephensi, when larvae were subjected to short time exposure of < or = 1h. This IGR could completely prevent adult emergence even at a minimum exposure time of 10 min at 0.001, 0.01 and 0.1 mg/l. On treatment, larval and pupal mortality as well as varying degrees of morphogenetic abnormalities were induced in immatures and adults of the three species. Four weeks of control achieved in a slow moving sullage canal breeding Culex quinquefasciatus indicates that this IGR can be of use in such breeding habitats.

The feasibility of forecasting influenza epidemics in Cuba

A large influenza epidemic took place in Havana during the winter of 1988. The epidemiologic surveillance unit of the Pedro Kouri Institute of Tropical Medicine detected the begining of the epidemic wave. The Rvachev-Baroyan mathematical model of the geographic spread of an epidemic was used to forecast this epidemic under routine conditions of the public health system. The expected number of individuals who would attend outpatient services, because of influenza-like illness, was calculated and communicated to the health authorities within enough time to permit the introduction of available control measures. The approximate date of the epidemic peak, the daily expected number of individuals attending medical services, and the approximate time of the end of the epidemic wave were estimated. The prediction error was 12%. The model was sufficienty accurate to warrant its use as a pratical forecasting tool in the Cuban public health system.

Prediction of the economic cost of individual long-term care in the Spanish population

Pensions together with savings and investments during active life are key elements of retirement planning. Motivation for personal choices about the standard of living, bequest and the replacement ratio of pension with respect to last salary income must be considered. This research contributes to the financial planning by helping to quantify long-term care economic needs. We estimate life expectancy from retirement age onwards. The economic cost of care per unit of service is linked to the expected time of needed care and the intensity of required services. The expected individual cost of long-term care from an onset of dependence is estimated separately for men and women. Assumptions on the mortality of the dependent people compared to the general population are introduced. Parameters defining eligibility for various forms of coverage by the universal public social care of the welfare system are addressed. The impact of the intensity of social services on individual predictions is assessed, and a partial coverage by standard private insurance products is also explored. Data were collected by the Spanish Institute of Statistics in two surveys conducted on the general Spanish population in 1999 and in 2008. Official mortality records and life table trends were used to create realistic scenarios for longevity. We find empirical evidence that the public long-term care system in Spain effectively mitigates the risk of incurring huge lifetime costs. We also find that the most vulnerable categories are citizens with moderate disabilities that do not qualify to obtain public social care support. In the Spanish case, the trends between 1999 and 2008 need to be further explored.

Age-period-cohort analysis of oral cancer mortality in Europe: the end of an epidemic?

Over the last decade, mortality from oral and pharyngeal cancer has been declining in most European countries, but it had been increasing substantially in Hungary, Slovakia and a few other countries of central Europe, reaching rates comparable to those of lung cancer in several western European countries in males. To update trends in oral cancer mortality and further analyse the recent epidemic in central Europe, official death certifications for oral and pharyngeal cancer for 37 European countries were derived over the period 1970-2007, and an age-period-cohort model was fitted for selected countries. Male oral cancer mortality continued to decline in most European countries, including the Russian Federation, and, more importantly, it also started to decline in some of the countries with the highest male rates, i.e. Hungary and Slovakia; persisting rises were, however, observed in Belarus, Bulgaria and Romania. Oral cancer mortality rates for women were lower than in men and showed no appreciable trend over recent periods in the EU overall. Estimates from the age-period-cohort analysis for most selected countries showed a fall in effects for the cohorts born after the 1950s. For the period effect displayed a rise for the earlier periods, an inversion in the 1990s and a continuous fall up to the last studied period. Only some former non-market economy countries, like Romania, Ukraine and Lithuania, had rising cohort effect trends up to most recent generations. The major finding of this updated analysis of oral cancer mortality is the leveling of the epidemic for men in most European countries, including Hungary and other central European countries, where mortality from this cancer was exceedingly high. These trends essentially reflect the changes in alcohol and tobacco consumption in various populations.

Health intervention and decline in infant mortality rates. Milk depots in Spain (1900-1936)

The role of public health has been a central topic on the classical debate about the historical mortality decline in Europe. One of these health initiatives were the Milk Depots. Spain set up those centres from the late 19th century until the beginning of the Civil War. The goal of this paper is to evaluate the effect of this health intervention on the infant mortality decline during this period. This study works out three kinds of sources: Statistical Yearbooks, Official documents and local records produced by the same Milk Depot. It analyses data available for all the country and one local case such as the Barcelona’s Milk Depot (1904-1935). The main methodological issue deals with the measurement of the effect of the Milk Depot activities on the pattern of changes of infant mortality. Results suggest that Milk Depots have a positive but quite moderate effect on the improving of overall levels of child survival.

Field Monitoring of Cypermethrin Residual Effect on the Mortality Rates of the Phlebotomine Sand Fly Lutzomyia longipalpis in the State of Paraíba, Brazil

In a visceral leishmaniasis endemic locality of northeast of Brasil where all settlements were treated with cypermethrin, a follow-up of Lutzomyia longipalpis populations was carried out by regular collections. The residual effect of the insecticide was studied using biological assays on three different types of walls. The results showed that the insecticides had an effect on intradomiciliar Lu. longipalpis populations limited to two months, and had no significant effect on peridomiciliar vector populations. The mortality rates of the tested sandflies were variable according to the type of wall. The decreasing of the insecticide effect was marked since the 3rd month, and mortality rates were identical whatever the type of wall since the 4th month. Unsufficient residual effect was detected after the 4th month.

Late biliary complications in human alveolar echinococcosis are associated with high mortality.

AIM: To evaluate the incidence of late biliary complications in non-resectable alveolar echinococcosis (AE) under long-term chemotherapy with benzimidazoles. METHODS: Retrospective analysis of AE patients with biliary complications occurring more than three years after the diagnosis of AE. We compared characteristics of patients with and without biliary complications, analyzed potential risk factor for biliary complications and performed survival analyses. RESULTS: Ninety four of 148 patients with AE in Zurich had non-resectable AE requiring long-term benzimidazole chemotherapy, of which 26 (28%) patients developed late biliary complications. These patients had a median age of 55.5 (35.5-65) years at diagnosis of AE and developed biliary complications after 15 (8.25-19) years of chemotherapy. The most common biliary complications during long-term chemotherapy were late-onset cholangitis (n = 14), sclerosing cholangitis-like lesions (n = 8), hepatolithiasis (n = 5), affection of the common bile duct (n = 7) and secondary biliary cirrhosis (n = 7). Thirteen of the 26 patients had undergone surgery (including 12 resections) before chemotherapy. Previous surgery was a risk factor for late biliary complications in linear regression analysis (P = 0.012). CONCLUSION: Late biliary complications can be observed in nearly one third of patients with non-resectable AE, with previous surgery being a potential risk factor. After the occurrence of late biliary complications, the median survival is only 3 years, suggesting that late biliary complications indicate a poor prognostic outcome.

Length of hospital stay and postdischarge mortality in patients with pulmonary embolism: a statewide perspective

BACKGROUND: The optimal length of stay (LOS) for patients with pulmonary embolism (PE) is unknown. Although reducing LOS is likely to save costs, the effects on patient safety are unclear. We sought to identify patient and hospital factors associated with LOS and assess whether LOS was associated with postdischarge mortality. METHODS: We evaluated patients discharged with a primary diagnosis of PE from 186 acute care hospitals in Pennsylvania (January 2000 through November 2002). We used discrete survival models to examine the association between (1) patient and hospital factors and the time to discharge and (2) LOS and postdischarge mortality within 30 days of presentation, adjusting for patient and hospital factors. RESULTS: Among 15 531 patient discharges with PE, the median LOS was 6 days, and postdischarge mortality rate was 3.3%. In multivariate analysis, patients from Philadelphia were less likely to be discharged on a given day (odds ratio [OR], 0.82; 95% confidence interval [CI], 0.73-0.93), as were black patients (OR, 0.88; 95% CI, 0.82-0.94).The odds of discharge decreased notably with greater patient severity of illness and in patients without private health insurance. Adjusted postdischarge mortality was significantly higher for patients with an LOS of 4 days or less (OR, 1.55; 95% CI, 1.21-2.00) relative to those with an LOS of 5 to 6 days. CONCLUSIONS: Several hospital and patient factors were independently associated with LOS. Patients with a very short LOS had greater postdischarge mortality relative to patients with a typical LOS, suggesting that physicians may inappropriately select patients with PE for early discharge who are at increased risk of complications

Socioeconomic status, structural and functional measures of social support, and mortality: The British Whitehall II Cohort Study, 1985-2009.

The authors examined the associations of social support with socioeconomic status (SES) and with mortality, as well as how SES differences in social support might account for SES differences in mortality. Analyses were based on 9,333 participants from the British Whitehall II Study cohort, a longitudinal cohort established in 1985 among London-based civil servants who were 35-55 years of age at baseline. SES was assessed using participant's employment grades at baseline. Social support was assessed 3 times in the 24.4-year period during which participants were monitored for death. In men, marital status, and to a lesser extent network score (but not low perceived support or high negative aspects of close relationships), predicted both all-cause and cardiovascular mortality. Measures of social support were not associated with cancer mortality. Men in the lowest SES category had an increased risk of death compared with those in the highest category (for all-cause mortality, hazard ratio = 1.59, 95% confidence interval: 1.21, 2.08; for cardiovascular mortality, hazard ratio = 2.48, 95% confidence interval: 1.55, 3.92). Network score and marital status combined explained 27% (95% confidence interval: 14, 43) and 29% (95% confidence interval: 17, 52) of the associations between SES and all-cause and cardiovascular mortality, respectively. In women, there was no consistent association between social support indicators and mortality. The present study suggests that in men, social isolation is not only an important risk factor for mortality but is also likely to contribute to differences in mortality by SES.