965 resultados para Integer-Valued Time Series
Resumo:
While many time-series studies of ozone and daily mortality identified positive associations,others yielded null or inconclusive results. We performed a meta-analysis of 144 effect estimates from 39 time-series studies, and estimated pooled effects by lags, age groups,cause-specific mortality, and concentration metrics. We compared results to estimates from the National Morbidity, Mortality, and Air Pollution Study (NMMAPS), a time-series study of 95 large U.S. cities from 1987 to 2000. Both meta-analysis and NMMAPS results provided strong evidence of a short-term association between ozone and mortality, with larger effects for cardiovascular and respiratory mortality, the elderly, and current day ozone exposure as compared to other single day lags. In both analyses, results were not sensitive to adjustment for particulate matter and model specifications. In the meta-analysis we found that a 10 ppb increase in daily ozone is associated with a 0.83 (95% confidence interval: 0.53, 1.12%) increase in total mortality, whereas the corresponding NMMAPS estimate is 0.25%(0.12, 0.39%). Meta-analysis results were consistently larger than those from NMMAPS,indicating publication bias. Additional publication bias is evident regarding the choice of lags in time-series studies, and the larger heterogeneity in posterior city-specific estimates in the meta-analysis, as compared with NMAMPS.
Resumo:
Granger causality (GC) is a statistical technique used to estimate temporal associations in multivariate time series. Many applications and extensions of GC have been proposed since its formulation by Granger in 1969. Here we control for potentially mediating or confounding associations between time series in the context of event-related electrocorticographic (ECoG) time series. A pruning approach to remove spurious connections and simultaneously reduce the required number of estimations to fit the effective connectivity graph is proposed. Additionally, we consider the potential of adjusted GC applied to independent components as a method to explore temporal relationships between underlying source signals. Both approaches overcome limitations encountered when estimating many parameters in multivariate time-series data, an increasingly common predicament in today's brain mapping studies.
Resumo:
A time series is a sequence of observations made over time. Examples in public health include daily ozone concentrations, weekly admissions to an emergency department or annual expenditures on health care in the United States. Time series models are used to describe the dependence of the response at each time on predictor variables including covariates and possibly previous values in the series. Time series methods are necessary to account for the correlation among repeated responses over time. This paper gives an overview of time series ideas and methods used in public health research.
Resumo:
The number of record-breaking events expected to occur in a strictly stationary time-series depends only on the number of values in the time-series, regardless of distribution. This holds whether the events are record-breaking highs or lows and whether we count from past to present or present to past. However, these symmetries are broken in distinct ways by trends in the mean and variance. We define indices that capture this information and use them to detect weak trends from multiple time-series. Here, we use these methods to answer the following questions: (1) Is there a variability trend among globally distributed surface temperature time-series? We find a significant decreasing variability over the past century for the Global Historical Climatology Network (GHCN). This corresponds to about a 10% change in the standard deviation of inter-annual monthly mean temperature distributions. (2) How are record-breaking high and low surface temperatures in the United States affected by time period? We investigate the United States Historical Climatology Network (USHCN) and find that the ratio of record-breaking highs to lows in 2006 increases as the time-series extend further into the past. When we consider the ratio as it evolves with respect to a fixed start year, we find it is strongly correlated with the ensemble mean. We also compare the ratios for USHCN and GHCN (minus USHCN stations). We find the ratios grow monotonically in the GHCN data set, but not in the USHCN data set. (3) Do we detect either mean or variance trends in annual precipitation within the United States? We find that the total annual and monthly precipitation in the United States (USHCN) has increased over the past century. Evidence for a trend in variance is inconclusive.
Resumo:
An important problem in unsupervised data clustering is how to determine the number of clusters. Here we investigate how this can be achieved in an automated way by using interrelation matrices of multivariate time series. Two nonparametric and purely data driven algorithms are expounded and compared. The first exploits the eigenvalue spectra of surrogate data, while the second employs the eigenvector components of the interrelation matrix. Compared to the first algorithm, the second approach is computationally faster and not limited to linear interrelation measures.