Diagnosis of variability and trends in a global precipitation dataset using a physically motivated statistical model

A physically motivated statistical model is used to diagnose variability and trends in wintertime ( October - March) Global Precipitation Climatology Project (GPCP) pentad (5-day mean) precipitation. Quasi-geostrophic theory suggests that extratropical precipitation amounts should depend multiplicatively on the pressure gradient, saturation specific humidity, and the meridional temperature gradient. This physical insight has been used to guide the development of a suitable statistical model for precipitation using a mixture of generalized linear models: a logistic model for the binary occurrence of precipitation and a Gamma distribution model for the wet day precipitation amount. The statistical model allows for the investigation of the role of each factor in determining variations and long-term trends. Saturation specific humidity q(s) has a generally negative effect on global precipitation occurrence and with the tropical wet pentad precipitation amount, but has a positive relationship with the pentad precipitation amount at mid- and high latitudes. The North Atlantic Oscillation, a proxy for the meridional temperature gradient, is also found to have a statistically significant positive effect on precipitation over much of the Atlantic region. Residual time trends in wet pentad precipitation are extremely sensitive to the choice of the wet pentad threshold because of increasing trends in low-amplitude precipitation pentads; too low a choice of threshold can lead to a spurious decreasing trend in wet pentad precipitation amounts. However, for not too small thresholds, it is found that the meridional temperature gradient is an important factor for explaining part of the long-term trend in Atlantic precipitation.

Diagnosis of variability and trends in a global precipitation dataset using a physically motivated statistical model

A physically motivated statistical model is used to diagnose variability and trends in wintertime ( October - March) Global Precipitation Climatology Project (GPCP) pentad (5-day mean) precipitation. Quasi-geostrophic theory suggests that extratropical precipitation amounts should depend multiplicatively on the pressure gradient, saturation specific humidity, and the meridional temperature gradient. This physical insight has been used to guide the development of a suitable statistical model for precipitation using a mixture of generalized linear models: a logistic model for the binary occurrence of precipitation and a Gamma distribution model for the wet day precipitation amount. The statistical model allows for the investigation of the role of each factor in determining variations and long-term trends. Saturation specific humidity q(s) has a generally negative effect on global precipitation occurrence and with the tropical wet pentad precipitation amount, but has a positive relationship with the pentad precipitation amount at mid- and high latitudes. The North Atlantic Oscillation, a proxy for the meridional temperature gradient, is also found to have a statistically significant positive effect on precipitation over much of the Atlantic region. Residual time trends in wet pentad precipitation are extremely sensitive to the choice of the wet pentad threshold because of increasing trends in low-amplitude precipitation pentads; too low a choice of threshold can lead to a spurious decreasing trend in wet pentad precipitation amounts. However, for not too small thresholds, it is found that the meridional temperature gradient is an important factor for explaining part of the long-term trend in Atlantic precipitation.

Regularized logistic models for probabilistic forecasting and diagnostics

Logistic models are studied as a tool to convert dynamical forecast information (deterministic and ensemble) into probability forecasts. A logistic model is obtained by setting the logarithmic odds ratio equal to a linear combination of the inputs. As with any statistical model, logistic models will suffer from overfitting if the number of inputs is comparable to the number of forecast instances. Computational approaches to avoid overfitting by regularization are discussed, and efficient techniques for model assessment and selection are presented. A logit version of the lasso (originally a linear regression technique), is discussed. In lasso models, less important inputs are identified and the corresponding coefficient is set to zero, providing an efficient and automatic model reduction procedure. For the same reason, lasso models are particularly appealing for diagnostic purposes.

Prediction in Multilevel Logistic Regression

The purpose of this article is to present a new method to predict the response variable of an observation in a new cluster for a multilevel logistic regression. The central idea is based on the empirical best estimator for the random effect. Two estimation methods for multilevel model are compared: penalized quasi-likelihood and Gauss-Hermite quadrature. The performance measures for the prediction of the probability for a new cluster observation of the multilevel logistic model in comparison with the usual logistic model are examined through simulations and an application.

Comparison of logistic and neural network models to fit to the egg production curve of White Leghorn hens

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Stochastic stability for Markovian jump linear systems associated with a finite number of jump times

This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model studied, a fixed number of failures or repairs is allowed, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic tau-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic tau-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develops equivalences among second order concepts that parallels the results for infinite horizon problems. (C) 2003 Elsevier B.V. All rights reserved.

Choosing between Cox proportional hazards and logistic models for interval-censored data via bootstrap

This work develops a new methodology in order to discriminate models for interval-censored data based on bootstrap residual simulation by observing the deviance difference from one model in relation to another, according to Hinde (1992). Generally, this sort of data can generate a large number of tied observations and, in this case, survival time can be regarded as discrete. Therefore, the Cox proportional hazards model for grouped data (Prentice & Gloeckler, 1978) and the logistic model (Lawless, 1982) can befitted by means of generalized linear models. Whitehead (1989) considered censoring to be an indicative variable with a binomial distribution and fitted the Cox proportional hazards model using complementary log-log as a link function. In addition, a logistic model can be fitted using logit as a link function. The proposed methodology arises as an alternative to the score tests developed by Colosimo et al. (2000), where such models can be obtained for discrete binary data as particular cases from the Aranda-Ordaz distribution asymmetric family. These tests are thus developed with a basis on link functions to generate such a fit. The example that motivates this study was the dataset from an experiment carried out on a flax cultivar planted on four substrata susceptible to the pathogen Fusarium oxysoprum. The response variable, which is the time until blighting, was observed in intervals during 52 days. The results were compared with the model fit and the AIC values.

A Generalized Log-Normal Model for Grouped Survival Data

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Underlying dynamics of typical fluctuations of an emerging market price index: the Heston model from minutes to months

We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics. (c) 2005 Elsevier B.V. All rights reserved.

A disease evolution model with uncertain parameters

In this study we consider the SIS epidemiological model (susceptible-infected-susceptible) in which the transmission and recuperation rates are considered fuzzy sets. The concepts of possibility measures and fuzzy expectancy value are used to obtain the basic reproduction value for infected groups with different viral charge.

Optimal reactive power dispatch using stochastic chance-constrained programming

Deterministic Optimal Reactive Power Dispatch problem has been extensively studied, such that the demand power and the availability of shunt reactive power compensators are known and fixed. Give this background, a two-stage stochastic optimization model is first formulated under the presumption that the load demand can be modeled as specified random parameters. A second stochastic chance-constrained model is presented considering uncertainty on the demand and the equivalent availability of shunt reactive power compensators. Simulations on six-bus and 30-bus test systems are used to illustrate the validity and essential features of the proposed models. This simulations shows that the proposed models can prevent to the power system operator about of the deficit of reactive power in the power system and suggest that shunt reactive sourses must be dispatched against the unavailability of any reactive source. © 2012 IEEE.

A vulnerabilidade da ictiofauna à invasão por espécies de peixes: um modelo baseado no indivíduo

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Use of hydroclimatic forecasts for improved water management in central Texas

Accurate seasonal to interannual streamflow forecasts based on climate information are critical for optimal management and operation of water resources systems. Considering most water supply systems are multipurpose, operating these systems to meet increasing demand under the growing stresses of climate variability and climate change, population and economic growth, and environmental concerns could be very challenging. This study was to investigate improvement in water resources systems management through the use of seasonal climate forecasts. Hydrological persistence (streamflow and precipitation) and large-scale recurrent oceanic-atmospheric patterns such as the El Niño/Southern Oscillation (ENSO), Pacific Decadal Oscillation (PDO), North Atlantic Oscillation (NAO), the Atlantic Multidecadal Oscillation (AMO), the Pacific North American (PNA), and customized sea surface temperature (SST) indices were investigated for their potential to improve streamflow forecast accuracy and increase forecast lead-time in a river basin in central Texas. First, an ordinal polytomous logistic regression approach is proposed as a means of incorporating multiple predictor variables into a probabilistic forecast model. Forecast performance is assessed through a cross-validation procedure, using distributions-oriented metrics, and implications for decision making are discussed. Results indicate that, of the predictors evaluated, only hydrologic persistence and Pacific Ocean sea surface temperature patterns associated with ENSO and PDO provide forecasts which are statistically better than climatology. Secondly, a class of data mining techniques, known as tree-structured models, is investigated to address the nonlinear dynamics of climate teleconnections and screen promising probabilistic streamflow forecast models for river-reservoir systems. Results show that the tree-structured models can effectively capture the nonlinear features hidden in the data. Skill scores of probabilistic forecasts generated by both classification trees and logistic regression trees indicate that seasonal inflows throughout the system can be predicted with sufficient accuracy to improve water management, especially in the winter and spring seasons in central Texas. Lastly, a simplified two-stage stochastic economic-optimization model was proposed to investigate improvement in water use efficiency and the potential value of using seasonal forecasts, under the assumption of optimal decision making under uncertainty. Model results demonstrate that incorporating the probabilistic inflow forecasts into the optimization model can provide a significant improvement in seasonal water contract benefits over climatology, with lower average deficits (increased reliability) for a given average contract amount, or improved mean contract benefits for a given level of reliability compared to climatology. The results also illustrate the trade-off between the expected contract amount and reliability, i.e., larger contracts can be signed at greater risk.

Logistic regression models for ordinal response: A study of self-efficacy in colorectal cancer screening

The ordinal logistic regression models are used to analyze the dependant variable with multiple outcomes that can be ranked, but have been underutilized. In this study, we describe four logistic regression models for analyzing the ordinal response variable. ^ In this methodological study, the four regression models are proposed. The first model uses the multinomial logistic model. The second is adjacent-category logit model. The third is the proportional odds model and the fourth model is the continuation-ratio model. We illustrate and compare the fit of these models using data from the survey designed by the University of Texas, School of Public Health research project PCCaSO (Promoting Colon Cancer Screening in people 50 and Over), to study the patient’s confidence in the completion colorectal cancer screening (CRCS). ^ The purpose of this study is two fold: first, to provide a synthesized review of models for analyzing data with ordinal response, and second, to evaluate their usefulness in epidemiological research, with particular emphasis on model formulation, interpretation of model coefficients, and their implications. Four ordinal logistic models that are used in this study include (1) Multinomial logistic model, (2) Adjacent-category logistic model [9], (3) Continuation-ratio logistic model [10], (4) Proportional logistic model [11]. We recommend that the analyst performs (1) goodness-of-fit tests, (2) sensitivity analysis by fitting and comparing different models.^

POLYCHOTOMOUS LOGISTIC REGRESSION ANALYSIS (HYPERTENSION, CORONARY HEART DISEASE)

The history of the logistic function since its introduction in 1838 is reviewed, and the logistic model for a polychotomous response variable is presented with a discussion of the assumptions involved in its derivation and use. Following this, the maximum likelihood estimators for the model parameters are derived along with a Newton-Raphson iterative procedure for evaluation. A rigorous mathematical derivation of the limiting distribution of the maximum likelihood estimators is then presented using a characteristic function approach. An appendix with theorems on the asymptotic normality of sample sums when the observations are not identically distributed, with proofs, supports the presentation on asymptotic properties of the maximum likelihood estimators. Finally, two applications of the model are presented using data from the Hypertension Detection and Follow-up Program, a prospective, population-based, randomized trial of treatment for hypertension. The first application compares the risk of five-year mortality from cardiovascular causes with that from noncardiovascular causes; the second application compares risk factors for fatal or nonfatal coronary heart disease with those for fatal or nonfatal stroke. ^