846 resultados para Generalized linear models


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Prognostic procedures can be based on ranked linear models. Ranked regression type models are designed on the basis of feature vectors combined with set of relations defined on selected pairs of these vectors. Feature vectors are composed of numerical results of measurements on particular objects or events. Ranked relations defined on selected pairs of feature vectors represent additional knowledge and can reflect experts' opinion about considered objects. Ranked models have the form of linear transformations of feature vectors on a line which preserve a given set of relations in the best manner possible. Ranked models can be designed through the minimization of a special type of convex and piecewise linear (CPL) criterion functions. Some sets of ranked relations cannot be well represented by one ranked model. Decomposition of global model into a family of local ranked models could improve representation. A procedures of ranked models decomposition is described in this paper.

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2000 Mathematics Subject Classification: 62H12, 62P99

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Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.

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In this thesis used four different methods in order to diagnose the precipitation extremes on Northeastern Brazil (NEB): Generalized Linear Model s via logistic regression and Poisson, extreme value theory analysis via generalized extre me value (GEV) and generalized Pareto (GPD) distributions and Vectorial Generalized Linea r Models via GEV (MVLG GEV). The logistic regression and Poisson models were used to identify the interactions between the precipitation extremes and other variables based on the odds ratios and relative risks. It was found that the outgoing longwave radiation was the indicator variable for the occurrence of extreme precipitation on eastern, northern and semi arid NEB, and the relative humidity was verified on southern NEB. The GEV and GPD distribut ions (based on the 95th percentile) showed that the location and scale parameters were presented the maximum on the eastern and northern coast NEB, the GEV verified a maximum core on western of Pernambuco influenced by weather systems and topography. The GEV and GPD shape parameter, for most regions the data fitted by Weibull negative an d Beta distributions (ξ < 0) , respectively. The levels and return periods of GEV (GPD) on north ern Maranhão (centerrn of Bahia) may occur at least an extreme precipitation event excee ding over of 160.9 mm /day (192.3 mm / day) on next 30 years. The MVLG GEV model found tha t the zonal and meridional wind components, evaporation and Atlantic and Pacific se a surface temperature boost the precipitation extremes. The GEV parameters show the following results: a) location ( ), the highest value was 88.26 ± 6.42 mm on northern Maran hão; b) scale ( σ ), most regions showed positive values, except on southern of Maranhão; an d c) shape ( ξ ), most of the selected regions were adjusted by the Weibull negative distr ibution ( ξ < 0 ). The southern Maranhão and southern Bahia have greater accuracy. The level period, it was estimated that the centern of Bahia may occur at least an extreme precipitatio n event equal to or exceeding over 571.2 mm/day on next 30 years.

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A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.

Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.

The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.

The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.

All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.

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Background: Conifer populations appear disproportionately threatened by global change. Most examples are, however, drawn from the northern hemisphere and long-term rates of population decline are not well documented as historical data are often lacking. We use a large and long-term (1931-2013) repeat photography dataset together with environmental data and fire records to account for the decline of the critically endangered Widdringtonia cedarbergensis. Eighty-seven historical and repeat photo-pairs were analysed to establish 20th century changes in W. cedarbergensis demography. A generalized linear mixed-effects model was fitted to determine the relative importance of environmental factors and fire-return interval on mortality for the species. Results: From an initial total of 1313 live trees in historical photographs, 74% had died and only 44 (3.4%) had recruited in the repeat photographs, leaving 387 live individuals. Juveniles (mature adults) had decreased (increased) from 27% (73%) to 8% (92%) over the intervening period. Our model demonstrates that mortality is related to greater fire frequency, higher temperatures, lower elevations, less rocky habitats and aspect (i.e. east-facing slopes had the least mortality). Conclusions: Our results show that W. cedarbergensis populations have declined significantly over the recorded period, with a pronounced decline in the last 30 years. Individuals that established in open habitats at lower, hotter elevations and experienced a greater fire frequency appear to be more vulnerable to mortality than individuals growing within protected, rocky environments at higher, cooler locations with less frequent fires. Climate models predict increasing temperatures for our study area (and likely increases in wildfires). If these predictions are realised, further declines in the species can be expected. Urgent management interventions, including seedling out-planting in fire-protected high elevation sites, reducing fire frequency in higher elevation populations, and assisted migration, should be considered.

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Phytoplankton is a sentinel of marine ecosystem change. Composed by many species with different life-history strategies, it rapidly responds to environment changes. An analysis of the abundance of 54 phytoplankton species in Galicia (NW Spain) between 1989 and 2008 to determine the main components of temporal variability in relation to climate and upwelling showed that most of this variability was stochastic, as seasonality and long term trends contributed to relatively small fractions of the series. In general, trends appeared as non linear, and species clustered in 4 groups according to the trend pattern but there was no defined pattern for diatoms, dinoflagellates or other groups. While, in general, total abundance increased, no clear trend was found for 23 species, 14 species decreased, 4 species increased during the early 1990s, and only 13 species showed a general increase through the series. In contrast, series of local environmental conditions (temperature, stratification, nutrients) and climate-related variables (atmospheric pressure indices, upwelling winds) showed a high fraction of their variability in deterministic seasonality and trends. As a result, each species responded independently to environmental and climate variability, measured by generalized additive models. Most species showed a positive relationship with nutrient concentrations but only a few showed a direct relationship with stratification and upwelling. Climate variables had only measurable effects on some species but no common response emerged. Because its adaptation to frequent disturbances, phytoplankton communities in upwelling ecosystems appear less sensitive to changes in regional climate than other communities characterized by short and well defined productive periods.

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We analyze a real data set pertaining to reindeer fecal pellet-group counts obtained from a survey conducted in a forest area in northern Sweden. In the data set, over 70% of counts are zeros, and there is high spatial correlation. We use conditionally autoregressive random effects for modeling of spatial correlation in a Poisson generalized linear mixed model (GLMM), quasi-Poisson hierarchical generalized linear model (HGLM), zero-inflated Poisson (ZIP), and hurdle models. The quasi-Poisson HGLM allows for both under- and overdispersion with excessive zeros, while the ZIP and hurdle models allow only for overdispersion. In analyzing the real data set, we see that the quasi-Poisson HGLMs can perform better than the other commonly used models, for example, ordinary Poisson HGLMs, spatial ZIP, and spatial hurdle models, and that the underdispersed Poisson HGLMs with spatial correlation fit the reindeer data best. We develop R codes for fitting these models using a unified algorithm for the HGLMs. Spatial count response with an extremely high proportion of zeros, and underdispersion can be successfully modeled using the quasi-Poisson HGLM with spatial random effects.

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For decades, global climate change has directly and indirectly affected the structure and function of ecosystems. Abrupt changes in biodiversity have been observed in response to linear or sudden modifications to the environment. These abrupt shifts can cause long-term reorganizations within ecosystems, with communities exhibiting new functional responses to environmental factors. Over the last 3 decades, the Gironde estuary in southwest France has experienced 2 abrupt shifts in both the physical and chemical environments and the pelagic community. Rather than describing these shifts and their origins, we focused on the 3 inter-shift periods, describing the structure of the fish community and its relationship with the environment during these periods. We described fish biodiversity using a limited set of descriptors, taking into account both species composition and relative species abundances. Inter-shift ecosystem states were defined based on the relationship between this description and the hydro-physico-chemical variables and climatic indices defining the main features of the environment. This relationship was described using generalized linear mixed models on the entire time series and for each inter-shift period. Our results indicate that (1) the fish community structure has been significantly modified, (2) environmental drivers influencing fish diversity have changed during these 3 periods, and (3) the fish-environment relationships have been modified over time. From this, we conclude a regime shift has occurred in the Gironde estuary. We also highlight that anthropogenic influences have increased, which re-emphasizes the importance of local management in maintaining fish diversity and associated goods and services within the context of climate change.

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Endemic zoonotic diseases remain a serious but poorly recognised problem in affected communities in developing countries. Despite the overall burden of zoonoses on human and animal health, information about their impacts in endemic settings is lacking and most of these diseases are continuously being neglected. The non-specific clinical presentation of these diseases has been identified as a major challenge in their identification (even with good laboratory diagnosis), and control. The signs and symptoms in animals and humans respectively, are easily confused with other non-zoonotic diseases, leading to widespread misdiagnosis in areas where diagnostic capacity is limited. The communities that are mostly affected by these diseases live in close proximity with their animals which they depend on for livelihood, which further complicates the understanding of the epidemiology of zoonoses. This thesis reviewed the pattern of reporting of zoonotic pathogens that cause febrile illness in malaria endemic countries, and evaluates the recognition of animal associations among other risk factors in the transmission and management of zoonoses. The findings of the review chapter were further investigated through a laboratory study of risk factors for bovine leptospirosis, and exposure patterns of livestock coxiellosis in the subsequent chapters. A review was undertaken on 840 articles that were part of a bigger review of zoonotic pathogens that cause human fever. The review process involves three main steps: filtering and reference classification, identification of abstracts that describe risk factors, and data extraction and summary analysis of data. Abstracts of the 840 references were transferred into a Microsoft excel spread sheet, where several subsets of abstracts were generated using excel filters and text searches to classify the content of each abstract. Data was then extracted and summarised to describe geographical patterns of the pathogens reported, and determine the frequency animal related risk factors were considered among studies that investigated risk factors for zoonotic pathogen transmission. Subsequently, a seroprevalence study of bovine leptospirosis in northern Tanzania was undertaken in the second chapter of this thesis. The study involved screening of serum samples, which were obtained from an abattoir survey and cross-sectional study (Bacterial Zoonoses Project), for antibodies against Leptospira serovar Hardjo. The data were analysed using generalised linear mixed models (GLMMs), to identify risk factors for cattle infection. The final chapter was the analysis of Q fever data, which were also obtained from the Bacterial Zoonoses Project, to determine exposure patterns across livestock species using generalized linear mixed models (GLMMs). Leptospira spp. (10.8%, 90/840) and Rickettsia spp. (10.7%, 86/840) were identified as the most frequently reported zoonotic pathogens that cause febrile illness, while Rabies virus (0.4%, 3/840) and Francisella spp. (0.1%, 1/840) were least reported, across malaria endemic countries. The majority of the pathogens were reported in Asia, and the frequency of reporting seems to be higher in areas where outbreaks are mostly reported. It was also observed that animal related risk factors are not often considered among other risk factors for zoonotic pathogens that cause human fever in malaria endemic countries. The seroprevalence study indicated that Leptospira serovar Hardjo is widespread in cattle population in northern Tanzania, and animal husbandry systems and age are the two most important risk factors that influence seroprevalence. Cattle in the pastoral systems and adult cattle were significantly more likely to be seropositive compared to non-pastoral and young animals respectively, while there was no significant effect of cattle breed or sex. Exposure patterns of Coxiella burnetii appear different for each livestock species. While most risk factors were identified for goats (such as animal husbandry systems, age and sex) and sheep (animal husbandry systems and sex), there were none for cattle. In addition, there was no evidence of a significant influence of mixed livestock-keeping on animal coxiellosis. Zoonotic agents that cause human fever are common in developing countries. The role of animals in the transmission of zoonotic pathogens that cause febrile illness is not fully recognised and appreciated. Since Leptospira spp. and C. burnetii are among the most frequently reported pathogens that cause human fever across malaria endemic countries, and are also prevalent in livestock population, control and preventive measures that recognise animals as source of infection would be very important especially in livestock-keeping communities where people live in close proximity with their animals.

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Species occurrence and abundance models are important tools that can be used in biodiversity conservation, and can be applied to predict or plan actions needed to mitigate the environmental impacts of hydropower dams. In this study our objectives were: (i) to model the occurrence and abundance of threatened plant species, (ii) to verify the relationship between predicted occurrence and true abundance, and (iii) to assess whether models based on abundance are more effective in predicting species occurrence than those based on presence–absence data. Individual representatives of nine species were counted within 388 randomly georeferenced plots (10 m × 50 m) around the Barra Grande hydropower dam reservoir in southern Brazil. We modelled their relationship with 15 environmental variables using both occurrence (Generalised Linear Models) and abundance data (Hurdle and Zero-Inflated models). Overall, occurrence models were more accurate than abundance models. For all species, observed abundance was significantly, although not strongly, correlated with the probability of occurrence. This correlation lost significance when zero-abundance (absence) sites were excluded from analysis, but only when this entailed a substantial drop in sample size. The same occurred when analysing relationships between abundance and probability of occurrence from previously published studies on a range of different species, suggesting that future studies could potentially use probability of occurrence as an approximate indicator of abundance when the latter is not possible to obtain. This possibility might, however, depend on life history traits of the species in question, with some traits favouring a relationship between occurrence and abundance. Reconstructing species abundance patterns from occurrence could be an important tool for conservation planning and the management of threatened species, allowing scientists to indicate the best areas for collection and reintroduction of plant germplasm or choose conservation areas most likely to maintain viable populations.

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Background Takeaway consumption has been increasing and may contribute to socioeconomic inequalities in overweight/obesity and chronic disease. This study examined socioeconomic differences in takeaway consumption patterns, and their contributions to dietary intake inequalities. Method Cross-sectional dietary intake data from adults aged between 25 and 64 years from the Australian National Nutrition Survey (n= 7319, 61% response rate). Twenty-four hour dietary recalls ascertained intakes of takeaway food, nutrients and fruit and vegetables. Education was used as socioeconomic indicator. Data were analysed using logistic regression and general linear models. Results Thirty-two percent (n = 2327) consumed takeaway foods in the 24 hour period. Lower-educated participants were less likely than their higher-educated counterparts to have consumed total takeaway foods (OR 0.64; 95% CI 0.52, 0.80). Of those consuming takeaway foods, the lowest-educated group was more likely to have consumed “less healthy” takeaway choices (OR 2.55; 95% CI 1.73, 3.77), and less likely to have consumed “healthy” choices (OR 0.52; 95% CI 0.36, 0.75). Takeaway foods made a greater contribution to energy, total fat, saturated fat, and fibre intakes among lower than higher-educated groups. Lower likelihood of fruit and vegetable intakes were observed among “less healthy” takeaway consumers, whereas a greater likelihood of their consumption was found among “healthy” takeaway consumers. Conclusions Total and the types of takeaway foods consumed may contribute to socioeconomic inequalities in intakes of energy, total and saturated fats. However, takeaway consumption is unlikely to be a factor contributing to the lower fruit and vegetable intakes among socioeconomically-disadvantaged groups.

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Numerous expert elicitation methods have been suggested for generalised linear models (GLMs). This paper compares three relatively new approaches to eliciting expert knowledge in a form suitable for Bayesian logistic regression. These methods were trialled on two experts in order to model the habitat suitability of the threatened Australian brush-tailed rock-wallaby (Petrogale penicillata). The first elicitation approach is a geographically assisted indirect predictive method with a geographic information system (GIS) interface. The second approach is a predictive indirect method which uses an interactive graphical tool. The third method uses a questionnaire to elicit expert knowledge directly about the impact of a habitat variable on the response. Two variables (slope and aspect) are used to examine prior and posterior distributions of the three methods. The results indicate that there are some similarities and dissimilarities between the expert informed priors of the two experts formulated from the different approaches. The choice of elicitation method depends on the statistical knowledge of the expert, their mapping skills, time constraints, accessibility to experts and funding available. This trial reveals that expert knowledge can be important when modelling rare event data, such as threatened species, because experts can provide additional information that may not be represented in the dataset. However care must be taken with the way in which this information is elicited and formulated.

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Continuum mechanics provides a mathematical framework for modelling the physical stresses experienced by a material. Recent studies show that physical stresses play an important role in a wide variety of biological processes, including dermal wound healing, soft tissue growth and morphogenesis. Thus, continuum mechanics is a useful mathematical tool for modelling a range of biological phenomena. Unfortunately, classical continuum mechanics is of limited use in biomechanical problems. As cells refashion the �bres that make up a soft tissue, they sometimes alter the tissue's fundamental mechanical structure. Advanced mathematical techniques are needed in order to accurately describe this sort of biological `plasticity'. A number of such techniques have been proposed by previous researchers. However, models that incorporate biological plasticity tend to be very complicated. Furthermore, these models are often di�cult to apply and/or interpret, making them of limited practical use. One alternative approach is to ignore biological plasticity and use classical continuum mechanics. For example, most mechanochemical models of dermal wound healing assume that the skin behaves as a linear viscoelastic solid. Our analysis indicates that this assumption leads to physically unrealistic results. In this thesis we present a novel and practical approach to modelling biological plasticity. Our principal aim is to combine the simplicity of classical linear models with the sophistication of plasticity theory. To achieve this, we perform a careful mathematical analysis of the concept of a `zero stress state'. This leads us to a formal de�nition of strain that is appropriate for materials that undergo internal remodelling. Next, we consider the evolution of the zero stress state over time. We develop a novel theory of `morphoelasticity' that can be used to describe how the zero stress state changes in response to growth and remodelling. Importantly, our work yields an intuitive and internally consistent way of modelling anisotropic growth. Furthermore, we are able to use our theory of morphoelasticity to develop evolution equations for elastic strain. We also present some applications of our theory. For example, we show that morphoelasticity can be used to obtain a constitutive law for a Maxwell viscoelastic uid that is valid at large deformation gradients. Similarly, we analyse a morphoelastic model of the stress-dependent growth of a tumour spheroid. This work leads to the prediction that a tumour spheroid will always be in a state of radial compression and circumferential tension. Finally, we conclude by presenting a novel mechanochemical model of dermal wound healing that takes into account the plasticity of the healing skin.

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The dominant economic paradigm currently guiding industry policy making in Australia and much of the rest of the world is the neoclassical approach. Although neoclassical theories acknowledge that growth is driven by innovation, such innovation is exogenous to their standard models and hence often not explored. Instead the focus is on the allocation of scarce resources, where innovation is perceived as an external shock to the system. Indeed, analysis of innovation is largely undertaken by other disciplines, such as evolutionary economics and institutional economics. As more has become known about innovation processes, linear models, based on research and development or market demand, have been replaced by more complex interactive models which emphasise the existence of feedback loops between the actors and activities involved in the commercialisation of ideas (Manley 2003). Currently dominant among these approaches is the national or sectoral innovation system model (Breschi and Malerba 2000; Nelson 1993), which is based on the notion of increasingly open innovation systems (Chesbrough, Vanhaverbeke, and West 2008). This chapter reports on the ‘BRITE Survey’ funded by the Cooperative Research Centre for Construction Innovation which investigated the open sectoral innovation system operating in the Australian construction industry. The BRITE Survey was undertaken in 2004 and it is the largest construction innovation survey ever conducted in Australia. The results reported here give an indication of how construction innovation processes operate, as an example that should be of interest to international audiences interested in construction economics. The questionnaire was based on a broad range of indicators recommended in the OECD’s Community Innovation Survey guidelines (OECD/Eurostat 2005). Although the ABS has recently begun to undertake regular innovation surveys that include the construction industry (2006), they employ a very narrow definition of the industry and only collect very basic data compared to that provided by the BRITE Survey, which is presented in this chapter. The term ‘innovation’ is defined here as a new or significantly improved technology or organisational practice, based broadly on OECD definitions (OECD/Eurostat 2005). Innovation may be technological or organisational in nature and it may be new to the world, or just new to the industry or the business concerned. The definition thus includes the simple adoption of existing technological and organisational advancements. The survey collected information about respondents’ perceptions of innovation determinants in the industry, comprising various aspects of business strategy and business environment. It builds on a pilot innovation survey undertaken by PricewaterhouseCoopers (PWC) for the Australian Construction Industry Forum on behalf of the Australian Commonwealth Department of Industry Tourism and Resources, in 2001 (PWC 2002). The survey responds to an identified need within the Australian construction industry to have accurate and timely innovation data upon which to base effective management strategies and public policies (Focus Group 2004).