Multivariate ARIMA Compositional Time Series Analysis

A compositional time series is obtained when a compositional data vector is observed at different points in time. Inherently, then, a compositional time series is a multivariate time series with important constraints on the variables observed at any instance in time. Although this type of data frequently occurs in situations of real practical interest, a trawl through the statistical literature reveals that research in the field is very much in its infancy and that many theoretical and empirical issues still remain to be addressed. Any appropriate statistical methodology for the analysis of compositional time series must take into account the constraints which are not allowed for by the usual statistical techniques available for analysing multivariate time series. One general approach to analyzing compositional time series consists in the application of an initial transform to break the positive and unit sum constraints, followed by the analysis of the transformed time series using multivariate ARIMA models. In this paper we discuss the use of the additive log-ratio, centred log-ratio and isometric log-ratio transforms. We also present results from an empirical study designed to explore how the selection of the initial transform affects subsequent multivariate ARIMA modelling as well as the quality of the forecasts

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.

Description and analysis of pulmonary rehabilitation care programs current state in four cities of Colombia

Purpose: there are many studies reporting the benefits of pulmonary rehabilitation, but few of them exhibit the behavior and activities of these services. This article presents the characteristics of services, parts management and training level of team members, in addition to the variables or instruments used to measure the effectiveness and impact in these programs. Method: it was made a cross sectional convenience sample which included seven pulmonary rehabilitation services in four Colombian cities (Bogotá, Medellín, Manizales and Cali), selected by the coverage, for having at least one year of experience and for being formally established and recognized nationwide. The interdisciplinary team of each service answered a survey that was validated through a pilot test and expert consensus. Participation was voluntary. Results: labor onset pulmonary rehabilitation services correspond to an average of a decade, with COPD and asthma pathologies of attention. The programs are characterized by an outpatient treatment with an average duration of eight to twelve weeks, with a frequency of an hour three times a week. Also, the director of the service is regularly a pulmonologist and the coordinator a physiotherapist (57.14%). The posgradual training of these professionals is notable, and they report to have procedural, administrative and communicative skills, but qualify regular there research skills. The physical and technological resources are well tested. 71.42% have done impact studies, but only 28.57% have been published. All have in common training in upper limbs, lower limbs, respiratory muscles, counseling, functional assessment and quality of life. The effectiveness and impact of programs is measured by the walking test, quality of life questionnaires and activities of daily living.

A comparative analysis by means of quantum molecular similarity measures of density distributions derived from conventional ab initio and density functional methods

A procedure based on quantum molecular similarity measures (QMSM) has been used to compare electron densities obtained from conventional ab initio and density functional methodologies at their respective optimized geometries. This method has been applied to a series of small molecules which have experimentally known properties and molecular bonds of diverse degrees of ionicity and covalency. Results show that in most cases the electron densities obtained from density functional methodologies are of a similar quality than post-Hartree-Fock generalized densities. For molecules where Hartree-Fock methodology yields erroneous results, the density functional methodology is shown to yield usually more accurate densities than those provided by the second order Møller-Plesset perturbation theory

Measurement Quality in Indicators of Compositions: a Compositional Multitrait-Multimethod Approach

Compositional data, also called multiplicative ipsative data, are common in survey research instruments in areas such as time use, budget expenditure and social networks. Compositional data are usually expressed as proportions of a total, whose sum can only be 1. Owing to their constrained nature, statistical analysis in general, and estimation of measurement quality with a confirmatory factor analysis model for multitrait-multimethod (MTMM) designs in particular are challenging tasks. Compositional data are highly non-normal, as they range within the 0-1 interval. One component can only increase if some other(s) decrease, which results in spurious negative correlations among components which cannot be accounted for by the MTMM model parameters. In this article we show how researchers can use the correlated uniqueness model for MTMM designs in order to evaluate measurement quality of compositional indicators. We suggest using the additive log ratio transformation of the data, discuss several approaches to deal with zero components and explain how the interpretation of MTMM designs di ers from the application to standard unconstrained data. We show an illustration of the method on data of social network composition expressed in percentages of partner, family, friends and other members in which we conclude that the faceto-face collection mode is generally superior to the telephone mode, although primacy e ects are higher in the face-to-face mode. Compositions of strong ties (such as partner) are measured with higher quality than those of weaker ties (such as other network members)

Qualidade de vida do cuidador de enfermagem e sua relação com o cuidar; Quality of life of the nursing caregiver and its relationship with care

Objective:To identify aspects that affect the quality of life of nursing caregivers and their relationship with care in an Intensive Care Unit for Adults (A-ICU). Methods:This was a descriptive study with qualitative approach, taking as subjects 21 professionals who constitute the nursing staff of the A-ICU of a school hospital in Maringá-PR. Unstructured interview was used as a strategy to collect data, conducted between May and June 2009. Data analysis was based on the method of content analysis. The categories identified were: overlooking improvement in quality of life related to the resources in an A-ICU; the quality of life influencing the form of care; interpersonal relationships into the health team reflecting on the quality of life and care. Results:The analysis of caregivers’ speech and the results of the observation showed that there is correlation between the aspects they consider influential in their quality of life and the way of caring for patients in an A-ICU.Conclusion: The findings indicate that, among the influential aspects, the stressful factors overlap the enhancing ones. From this perspective, dealing with caregiver’s suffering might be the starting point for the improvement in quality of care in an A-ICU.

Analysis of moisture variability in the European Centre for Medium-Range Weather Forecasts 15-year reanalysis over the tropical oceans

We compare European Centre for Medium-Range Weather Forecasts 15-year reanalysis (ERA-15) moisture over the tropical oceans with satellite observations and the U.S. National Centers for Environmental Prediction (NCEP) National Center for Atmospheric Research 40-year reanalysis. When systematic differences in moisture between the observational and reanalysis data sets are removed, the NCEP data show excellent agreement with the observations while the ERA-15 variability exhibits remarkable differences. By forcing agreement between ERA-15 column water vapor and the observations, where available, by scaling the entire moisture column accordingly, the height-dependent moisture variability remains unchanged for all but the 550–850 hPa layer, where the moisture variability reduces significantly. Thus the excess variation of column moisture in ERA-15 appears to originate in this layer. The moisture variability provided by ERA-15 is not deemed of sufficient quality for use in the validation of climate models.

The ERA-40 re-analysis

ERA-40 is a re-analysis of meteorological observations from September 1957 to August 2002 produced by the European Centre for Medium-Range Weather Forecasts (ECMWF) in collaboration with many institutions. The observing system changed considerably over this re-analysis period, with assimilable data provided by a succession of satellite-borne instruments from the 1970s onwards, supplemented by increasing numbers of observations from aircraft, ocean-buoys and other surface platforms, but with a declining number of radiosonde ascents since the late 1980s. The observations used in ERA-40 were accumulated from many sources. The first part of this paper describes the data acquisition and the principal changes in data type and coverage over the period. It also describes the data assimilation system used for ERA-40. This benefited from many of the changes introduced into operational forecasting since the mid-1990s, when the systems used for the 15-year ECMWF re-analysis (ERA-15) and the National Centers for Environmental Prediction/National Center for Atmospheric Research (NCEP/NCAR) re-analysis were implemented. Several of the improvements are discussed. General aspects of the production of the analyses are also summarized. A number of results indicative of the overall performance of the data assimilation system, and implicitly of the observing system, are presented and discussed. The comparison of background (short-range) forecasts and analyses with observations, the consistency of the global mass budget, the magnitude of differences between analysis and background fields and the accuracy of medium-range forecasts run from the ERA-40 analyses are illustrated. Several results demonstrate the marked improvement that was made to the observing system for the southern hemisphere in the 1970s, particularly towards the end of the decade. In contrast, the synoptic quality of the analysis for the northern hemisphere is sufficient to provide forecasts that remain skilful well into the medium range for all years. Two particular problems are also examined: excessive precipitation over tropical oceans and a too strong Brewer-Dobson circulation, both of which are pronounced in later years. Several other aspects of the quality of the re-analyses revealed by monitoring and validation studies are summarized. Expectations that the second-generation ERA-40 re-analysis would provide products that are better than those from the firstgeneration ERA-15 and NCEP/NCAR re-analyses are found to have been met in most cases. © Royal Meteorological Society, 2005. The contributions of N. A. Rayner and R. W. Saunders are Crown copyright.

Microbial and biochemical soil quality indicators and their potential for differentiating areas under contrasting agricultural management regimes

The aim of this study was to examine interrelationships between functional biochemical and microbial indicators of soil quality, and their suitability to differentiate areas under contrasting agricultural management regimes. The study included five 0.8 ha areas on a sandy-loam soil which had received contrasting fertility and cropping regimes over a 5 year period. These were organically managed vegetable, vegetable -cereal and arable rotations, an organically managed grass clover ley, and a conventional cereal rotation. The organic areas had been converted from conventional cereal production 5 years prior to the start of the study. All of the biochemical analyses, including light fraction organic matter (LFOM) C and N, labile organic N (LON), dissolved organic N and water-soluble carbohydrates showed significant differences between the areas, although the nature of the relationships between the areas varied between the different parameters, and were not related to differences in total soil organic matter content. The clearest differences were seen in LFOM C and N and LON, which were higher in the organic arable area relative to the other areas. In the case of the biological parameters, there were differences between the areas for biomass-N, ATP, chitin content, and the ratios of ATP: biomass and basal respiration: biomass. For these parameters, the precise relationships between the areas varied. However, relative to the conventionally managed area, areas under organic management generally had lower biomass-N and higher ATP contents. Arbuscular mycorrhizal fungus colonization potential was extremely low in the conventional area relative to the organic areas. Further, metabolic diversity and microbial community level physiological profiles, determined by analysis of microbial community metabolism using Biolog GN plates and the activities of eight key nutrient cycling enzymes, grouped the organic areas together, but separated them from the conventional area. We conclude that microbial parameters are more effective and consistent indicators of management induced changes to soil quality than biochemical parameters, and that a variety of biochemical and microbial analyses should be used when considering the impact of management on soil quality. (C) 2004 Elsevier Ltd. All rights reserved.

Parameter sensitivity and predictive uncertainty in a new water quality model, Q(2)

A new dynamic model of water quality, Q(2), has recently been developed, capable of simulating large branched river systems. This paper describes the application of a generalized sensitivity analysis (GSA) to Q(2) for single reaches of the River Thames in southern England. Focusing on the simulation of dissolved oxygen (DO) (since this may be regarded as a proxy for the overall health of a river); the GSA is used to identify key parameters controlling model behavior and provide a probabilistic procedure for model calibration. It is shown that, in the River Thames at least, it is more important to obtain high quality forcing functions than to obtain improved parameter estimates once approximate values have been estimated. Furthermore, there is a need to ensure reasonable simulation of a range of water quality determinands, since a focus only on DO increases predictive uncertainty in the DO simulations. The Q(2) model has been applied here to the River Thames, but it has a broad utility for evaluating other systems in Europe and around the world.

Sensitivity analysis of a catchment-scale nitrogen model

There are now considerable expectations that semi-distributed models are useful tools for supporting catchment water quality management. However, insufficient attention has been given to evaluating the uncertainties inherent to this type of model, especially those associated with the spatial disaggregation of the catchment. The Integrated Nitrogen in Catchments model (INCA) is subjected to an extensive regionalised sensitivity analysis in application to the River Kennet, part of the groundwater-dominated upper Thames catchment, UK The main results are: (1) model output was generally insensitive to land-phase parameters, very sensitive to groundwater parameters, including initial conditions, and significantly sensitive to in-river parameters; (2) INCA was able to produce good fits simultaneously to the available flow, nitrate and ammonium in-river data sets; (3) representing parameters as heterogeneous over the catchment (206 calibrated parameters) rather than homogeneous (24 calibrated parameters) produced a significant improvement in fit to nitrate but no significant improvement to flow and caused a deterioration in ammonium performance; (4) the analysis indicated that calibrating the flow-related parameters first, then calibrating the remaining parameters (as opposed to calibrating all parameters together) was not a sensible strategy in this case; (5) even the parameters to which the model output was most sensitive suffered from high uncertainty due to spatial inconsistencies in the estimated optimum values, parameter equifinality and the sampling error associated with the calibration method; (6) soil and groundwater nutrient and flow data are needed to reduce. uncertainty in initial conditions, residence times and nitrogen transformation parameters, and long-term historic data are needed so that key responses to changes in land-use management can be assimilated. The results indicate the general, difficulty of reconciling the questions which catchment nutrient models are expected to answer with typically limited data sets and limited knowledge about suitable model structures. The results demonstrate the importance of analysing semi-distributed model uncertainties prior to model application, and illustrate the value and limitations of using Monte Carlo-based methods for doing so. (c) 2005 Elsevier B.V. All rights reserved.

On the use of headline indices to link environmental quality and income at the level of the nation state

This paper deconstructs the relationship between the Environmental Sustainability Index (ESI) and national income. The ESI attempts to provide a single figure which encapsulates environmental sustainability' for each country included in the analysis, and this allied with a 'league table' format so as to name and shame bad performers, has resulted in widespread reporting within the popular presses of a number of countries. In essence, the higher the value of the ESI then the more 'environmentally sustainable' a country is deemed to be. A logical progression beyond the use of the ESI to publicise environmental sustainability is its use within a more analytical context. Thus an index designed to simplify in order to have an impact on policy is used to try and understand causes of good and bad performance in environmental sustainability. For example the creators of the ESI claim that ESI is related to GDP/capita (adjusted for Purchasing Power Parity) such that the ESI increases linearly with wealth. While this may in a sense be a comforting picture, do the variables within the ESI allow for alternatives to the story, and if they do then what are the repercussions for those producing such indices for broad consumption amongst the policy makers, mangers, the press, etc.? The latter point is especially important given the appetite for such indices amongst non-specialists, and for all their weaknesses the ESI and other such aggregated indices will not go away. (C) 2007 Elsevier Ltd. All rights reserved.

The Representative Soil Sampling Scheme of England and Wales: a statistical analysis of topsoil nutrient status and pH between 1971 and 2001

The Representative Soil Sampling Scheme of England and Wales has recorded information on the soil of agricultural land in England and Wales since 1969. It is a valuable source of information about the soil in the context of monitoring for sustainable agricultural development. Changes in soil nutrient status and pH were examined over the period 1971-2001. Several methods of statistical analysis were applied to data from the surveys during this period. The main focus here is on the data for 1971, 1981, 1991 and 2001. The results of examining change over time in general show that levels of potassium in the soil have increased, those of magnesium have remained fairly constant, those of phosphorus have declined and pH has changed little. Future sampling needs have been assessed in the context of monitoring, to determine the mean at a given level of confidence and tolerable error and to detect change in the mean over time at these same levels over periods of 5 and 10 years. The results of a non-hierarchical multivariate classification suggest that England and Wales could be stratified to optimize future sampling and analysis. To monitor soil quality and health more generally than for agriculture, more of the country should be sampled and a wider range of properties recorded.

Biodiversity of Collembola in urban soils and the use of Folsomia candida to assess soil 'quality'

The effects of metal contamination on natural populations of Collembola in soils from five sites in the Wolverhampton area ( West Midlands, England) were examined. Analysis revealed that metal concentrations were elevated above background levels at all sites. One location in particular (Ladymoor, a former smelting site) was highly contaminated with Cd, Cu, Pb and Zn at more than 20 times background levels. Biodiversity indices ( Shannon - Weiner, Simpson index, Margalef index, alpha index, species richness, Shaneven ( evenness) and Berger - Parker dominance) were calculated. Of these indices, estimates of species richness and evenness were most effective at highlighting the differences between the Collembola communities. Indeed, the highest number of species were found at the most contaminated site, although the Collembola population also had a comparatively low evenness value, with just two species dominating. The number of individuals per species were allocated into geometric classes and plotted against the cumulative number of species as a percentage. At Ladymoor, there were more geometric classes, and the slope of the line was shallower than at the other four sites. This characteristic is a feature of polluted sites, where a few species are dominant and most species are rare. The Ladymoor soil also had a dominance of Isotomurus palustris, and was the only site in which Ceratophysella denticulata was found. Previous studies have shown that these two species are often found in sites subject to high metal contamination. Survival and reproduction of the "standard'' test springtail, Folsomia candida (Willem), were determined in a 4 week exposure test to soils from all five sites. Mortality was significantly increased in adults and reproduction significantly lower in the Ladymoor soil in comparison to the other four sites. This study has shown that severe metal contamination can be related to the population structure of Collembola in the field, and performance of F. candida ( in soils from such sites) in the laboratory.

Effects of host plant drought stress on the performance of the bird cherry-oat aphid, Rhopalosiphum padi (L.): a mechanistic analysis

1. The growth (increase in height and leaf number) of four grass species was reduced by a -0.5 MPa drought stress, but the performance of an associated herbivore, Rhopalosiphum padi (L.), was not affected consistently. The intrinsic rate of increase of R. padi was reduced by drought stress on three grass species, including Dactylis glomerata (L.), but was unaffected on Arrhenatherum elatius (L.). Therefore, there is no general relationship in the effect of plant drought on an insect herbivore, even among closely related host plant species. 2. Drought stress increased the quality of plant phloem sap, as indicated by increased sieve element osmotic pressure and essential amino acid concentrations. Thus, diet quality could not account for the reduced performance of R. padi under drought stress. The concentration of essential amino acids in the phloem of well-watered A. elatius was, however, lower than that of well-watered D. glomerata, correlating with the decreased performance of aphids on well-watered A. elatius. 3. There were no differences in aphid feeding duration between watering treatments or plant species but sap ingestion rates were reduced significantly under drought stress. 4. Using the measure of dietary amino acid concentrations and the estimate of sap ingestion, the essential amino acid flux through aphids was calculated. Compared with the flux through aphids feeding on well-watered D. glomerata, there was a reduction in aphids feeding on drought-stressed D. glomerata and drought-stressed A. elatius due to lower sap ingestion rates. The flux through aphids on well-watered A. elatius was also reduced due to low phloem essential amino acid concentrations. Thus, the performance of an aphid is correlated with the availability and accessibility of essential amino acids.