970 resultados para Univariate Analysis box-jenkins methodology
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Short description of the proposed presentation * lees than 100 words This paper describes the interdisciplinary work done in Uspantán, Guatemala, a city vulnerable to natural hazards. We investigated local responses to landslides that happened in 2007 and 2010 and had a strong impact on the local community. We show a complete example of a systemic approach that incorporates physical, social and environmental aspects in order to understand risks. The objective of this work is to present the combination of social and geological data (mapping), and describe the methodology used for identification and assessment of risk. The article discusses both the limitations and methodological challenges encountered when conducting interdisciplinary research. Describe why it is important to present this topic at the Global Platform in less than 50 words This work shows the benefits of addressing risk in an interdisciplinary perspective, in particular how integrating social sciences can help identify new phenomena and natural hazards and assess risk. It gives a practical example of how one can integrate data from different fields. What is innovative about this presentation? * The use of mapping to combine qualitative and quantitative data. By coupling approaches, we could associate a hazard map with qualitative data gathered by interviews with the population. This map is an important document for the authorities. Indeed, it allows them to be aware of the most dangerous zones, the affected families and the places where it is most urgent to intervene.
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We consider two fundamental properties in the analysis of two-way tables of positive data: the principle of distributional equivalence, one of the cornerstones of correspondence analysis of contingency tables, and the principle of subcompositional coherence, which forms the basis of compositional data analysis. For an analysis to be subcompositionally coherent, it suffices to analyse the ratios of the data values. The usual approach to dimension reduction in compositional data analysis is to perform principal component analysis on the logarithms of ratios, but this method does not obey the principle of distributional equivalence. We show that by introducing weights for the rows and columns, the method achieves this desirable property. This weighted log-ratio analysis is theoretically equivalent to spectral mapping , a multivariate method developed almost 30 years ago for displaying ratio-scale data from biological activity spectra. The close relationship between spectral mapping and correspondence analysis is also explained, as well as their connection with association modelling. The weighted log-ratio methodology is applied here to frequency data in linguistics and to chemical compositional data in archaeology.
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In the analysis of multivariate categorical data, typically the analysis of questionnaire data, it is often advantageous, for substantive and technical reasons, to analyse a subset of response categories. In multiple correspondence analysis, where each category is coded as a column of an indicator matrix or row and column of Burt matrix, it is not correct to simply analyse the corresponding submatrix of data, since the whole geometric structure is different for the submatrix . A simple modification of the correspondence analysis algorithm allows the overall geometric structure of the complete data set to be retained while calculating the solution for the selected subset of points. This strategy is useful for analysing patterns of response amongst any subset of categories and relating these patterns to demographic factors, especially for studying patterns of particular responses such as missing and neutral responses. The methodology is illustrated using data from the International Social Survey Program on Family and Changing Gender Roles in 1994.
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We consider the joint visualization of two matrices which have common rowsand columns, for example multivariate data observed at two time pointsor split accord-ing to a dichotomous variable. Methods of interest includeprincipal components analysis for interval-scaled data, or correspondenceanalysis for frequency data or ratio-scaled variables on commensuratescales. A simple result in matrix algebra shows that by setting up thematrices in a particular block format, matrix sum and difference componentscan be visualized. The case when we have more than two matrices is alsodiscussed and the methodology is applied to data from the InternationalSocial Survey Program.
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The generalization of simple (two-variable) correspondence analysis to more than two categorical variables, commonly referred to as multiple correspondence analysis, is neither obvious nor well-defined. We present two alternative ways of generalizing correspondence analysis, one based on the quantification of the variables and intercorrelation relationships, and the other based on the geometric ideas of simple correspondence analysis. We propose a version of multiple correspondence analysis, with adjusted principal inertias, as the method of choice for the geometric definition, since it contains simple correspondence analysis as an exact special case, which is not the situation of the standard generalizations. We also clarify the issue of supplementary point representation and the properties of joint correspondence analysis, a method that visualizes all two-way relationships between the variables. The methodology is illustrated using data on attitudes to science from the International Social Survey Program on Environment in 1993.
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Purpose - Work values are an important characteristic to understand gender differences in career intentions, but how gender affects the relationship between values and career intentions is not well established. The purpose of this paper is to investigate whether gender moderates the effects of work values on level and change of entrepreneurial intentions (EI). Design/methodology/approach - In total, 218 German university students were sampled regarding work values and with EI assessed three times over the course of 12 months. Data were analysed with latent growth modelling. Findings - Self-enhancement and openness to change values predicted higher levels and conservation values lower levels of EI. Gender moderated the effects of enhancement and conservation values on change in EI. Research limitations/implications - The authors relied on self-reported measures and the sample was restricted to university students. Future research needs to verify to what extent these results generalize to other samples and different career fields, such as science or nursing. Practical implications - The results imply that men and women are interested in an entrepreneurial career based on the same work values but that values have different effects for men and women regarding individual changes in EI. The results suggest that the prototypical work values of a career domain seem important regarding increasing the career intent for the gender that is underrepresented in that domain. Originality/value - The results enhance understanding of how gender affects the relation of work values and a specific career intention, such as entrepreneurship.
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Several ink dating methods based on solvents analysis using gas chromatography/mass spectrometry (GC/MS) were proposed in the last decades. These methods follow the drying of solvents from ballpoint pen inks on paper and seem very promising. However, several questions arose over the last few years among questioned documents examiners regarding the transparency and reproducibility of the proposed techniques. These questions should be carefully studied for accurate and ethical application of this methodology in casework. Inspired by a real investigation involving ink dating, the present paper discusses this particular issue throughout four main topics: aging processes, dating methods, validation procedures and data interpretation. This work presents a wide picture of the ink dating field, warns about potential shortcomings and also proposes some solutions to avoid reporting errors in court.
Adenocarcinoma of the pancreas: Comparative single centre analysis between ductal and mucinous type.
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1. Background¦Adenocarcinomas of the pancreas are exocrine tumors, originate from ductal system, including two morphologically distinct entities: the ductal adenocarcinoma and mucinous adenocarcinoma. Ductal adenocarcinoma is by far the most frequent malignant tumor in the pancreas, representing at least about 90% of all pancreas cancers. It is associated with very poor prognosis, due to the fact that actually there are no any biological markers or diagnostic tools for identification of the disease at an early stage. Most of the time the disease is extensive with vascular and nerves involvement or with metastatic spread at the time of diagnosis (1). The median survival is less than 5% at 5 years, placing it, at the fifth leading cause of death by cancer in the world (2). The mucinous form of pancreatic adenocarcinoma is less frequent, and seems to have a better prognosis with about 57% survival at 5 years (1)(3)(4).¦Each morphologic type of pancreatic adenocarcinoma is associated with particular preneoplastic lesions. Two types of preneoplastic lesions are described: firstly, pancreatic intra-epithelial neoplasia (PanIN) which affects the small and peripheral pancreatic ducts, and the intraductal papillary-mucinous neoplasm (IPMN) interested the main pancreatic ducts and its principal branches. Both of preneoplastic lesions lead by different mechanisms to the pancreatic adenocarcinoma (1)(2)(3)(4)(5)(6)(7)(8)(9)(10).¦The purpose of our study consists in a retrospective analysis of various clinical and histo-morphological parameters in order to assess a difference in survival between these two morphological types of pancreatic adenocarcinomas.¦1.2 Material and methods¦We conducted a retrospective analysis including 35 patients, (20 men and 15 women), beneficed the surgical treatment for pancreas adenocarcinoma at the Surgical Department of University Hospital in Lausanne. The patients involved in our study have been treated between 2003 and 2008, permitting at least 5-years mean follow up. For each patient the following parameters were analysed: age, gender, type of operation, type of preneoplastic lesions, TNM stage, histological grade of the tumor, vascular invasion, lymphatic and perineural invasion, resection margins, and adjuvant treatment.¦The results from these observations were included in a univariate and multivariate statistical analysis and compared with overall survival, as well as specific survival for each morphologic subtype of adenocarcinoma.¦As a low number of mucinous adenocarcinomas (n=5) was insufficient to conduct a pertinent statistical analysis, we compared the data obtained from adenocarcinomas developed on PanIN with adenocarcinomas developed on IPMN including both, ductal or mucinous types.¦1.3 Result¦Our results show that adenocarcinomas developed on pre-existing IPMN including both morphologic types (ductal and mucinous form) are associated with a better survival and prognosis than adenocarciomas developed on PanIN.¦1.4 Conclusion¦This study reflects that the most relevant parameter in survival in pancreatic adenocarcinoma seems to be the type of preneoplastic lesion. The significant difference in survival was noted between adenocarcinomas developing on PanIN as compared to adenocarcinomas developed on IPMN precursor lesions. Ductal adenocarcinomas developped on IPMN present significantly longer survival than those developed on PanIN lesions (P value= 0,01). Therefore we can suggest that the histological type of preneoplastic lesion rather than the histological type of adenocarcinoma should be the determinant prognosis factor in survival of pancreatic adenocarcinoma.
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M. Santos, G. Gold, E. Kövari, F. R. Herrmann, P. R. Hof, C. Bouras and P. Giannakopoulos (2010) Neuropathology and Applied Neurobiology36, 661-672 Neuropathological analysis of lacunes and microvascular lesions in late-onset depression Aims: Previous neuropathological studies documented that small vascular and microvascular pathology is associated with cognitive decline. More recently, we showed that thalamic and basal ganglia lacunes are associated with post-stroke depression and may affect emotional regulation. The present study examines whether this is also the case for late-onset depression. Methods: We performed a detailed analysis of small macrovascular and microvascular pathology in the post mortem brains of 38 patients with late-onset major depression (LOD) and 29 healthy elderly controls. A clinical diagnosis of LOD was established while the subjects were alive using the DSM-IV criteria. Additionally, we retrospectively reviewed all charts for the presence of clinical criteria of vascular depression. Neuropathological evaluation included bilateral semi-quantitative assessment of lacunes, deep white matter and periventricular demyelination, cortical microinfarcts and both focal and diffuse gliosis. The association between vascular burden and LOD was investigated using Fisher's exact test and univariate and multivariate logistic regression models. Results: Neither the existence of lacunes nor the presence of microvascular ischaemic lesions was related to occurrence of LOD. Similarly, there was no relationship between vascular lesion scores and LOD. This was also the case within the subgroup of LOD patients fulfilling the clinical criteria for vascular depression. Conclusions: Our results challenge the vascular depression hypothesis by showing that neither deep white matter nor periventricular demyelination is associated with LOD. In conjunction with our previous observations in stroke patients, they also imply that the impact of lacunes on mood may be significant solely in the presence of acute brain compromise.
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PURPOSE: Resuscitated cardiac arrest (CA) patients typically receive therapeutic hypothermia, but arterial blood gases (ABGs) are often assessed after adjustment to 37°C (alpha-stat) instead of actual body temperature (pH-stat). We sought to compare alpha-stat and pH-stat assessment of Pao2 and Paco2 in such patients. MATERIALS AND METHODS: Using ABG data obtained during the first 24 hours of intensive care unit admission, we determined the impact of measured alpha vs calculated pH-stat on Pao2 and Paco2 on patient classification and outcomes for CA patients. RESULTS: We assessed 1013 ABGs from 120 CA patients with a median age of patients 66 years (interquartile range, 50-76). Median alpha-stat Pao2 changed from 122 (95-156) to 107 (82-143) mm Hg with pH-stat and median Paco2 from 39 (34-46) to 35 (30-41) mm Hg (both P < .001). Using the categories of hyperoxemia, normoxemia, and hypoxemia, pH-stat estimation of Pao2 reclassified approximately 20% of patients. Using the categories of hypercapnia, normocapnia, and hypocapnia, pH stat estimation of Paco2 reclassified approximately 40% of patients. The mortality of patients in different Pao2 and Paco2 categories was similar for pH-stat and alpha-stat. CONCLUSIONS: Using the pH-stat method, fewer resuscitated CA patients admitted to intensive care unit were classified as hyperoxemic or hypercapnic compared with alpha-stat. These findings suggest an impact of ABG assessment methodology on Pao2, Paco2, and patient classification but not on associated outcomes.
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Monitoring thunderstorms activity is an essential part of operational weather surveillance given their potential hazards, including lightning, hail, heavy rainfall, strong winds or even tornadoes. This study has two main objectives: firstly, the description of a methodology, based on radar and total lightning data to characterise thunderstorms in real-time; secondly, the application of this methodology to 66 thunderstorms that affected Catalonia (NE Spain) in the summer of 2006. An object-oriented tracking procedure is employed, where different observation data types generate four different types of objects (radar 1-km CAPPI reflectivity composites, radar reflectivity volumetric data, cloud-to-ground lightning data and intra-cloud lightning data). In the framework proposed, these objects are the building blocks of a higher level object, the thunderstorm. The methodology is demonstrated with a dataset of thunderstorms whose main characteristics, along the complete life cycle of the convective structures (development, maturity and dissipation), are described statistically. The development and dissipation stages present similar durations in most cases examined. On the contrary, the duration of the maturity phase is much more variable and related to the thunderstorm intensity, defined here in terms of lightning flash rate. Most of the activity of IC and CG flashes is registered in the maturity stage. In the development stage little CG flashes are observed (2% to 5%), while for the dissipation phase is possible to observe a few more CG flashes (10% to 15%). Additionally, a selection of thunderstorms is used to examine general life cycle patterns, obtained from the analysis of normalized (with respect to thunderstorm total duration and maximum value of variables considered) thunderstorm parameters. Among other findings, the study indicates that the normalized duration of the three stages of thunderstorm life cycle is similar in most thunderstorms, with the longest duration corresponding to the maturity stage (approximately 80% of the total time).
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A statistical methodology for the objective comparison of LDI-MS mass spectra of blue gel pen inks was evaluated. Thirty-three blue gel pen inks previously studied by RAMAN were analyzed directly on the paper using both positive and negative mode. The obtained mass spectra were first compared using relative areas of selected peaks using the Pearson correlation coefficient and the Euclidean distance. Intra-variability among results from one ink and inter-variability between results from different inks were compared in order to choose a differentiation threshold minimizing the rate of false negative (i.e. avoiding false differentiation of the inks). This yielded a discriminating power of up to 77% for analysis made in the negative mode. The whole mass spectra were then compared using the same methodology, allowing for a better DP in the negative mode of 92% using the Pearson correlation on standardized data. The positive mode results generally yielded a lower differential power (DP) than the negative mode due to a higher intra-variability compared to the inter-variability in the mass spectra of the ink samples.
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Recent theoretical models of economic growth have emphasised the role of external effects on the accumulation of factors of production. Although most of the literature has considered the externalities across firms within a region, in this paper we go a step further and consider the possibility that these externalities cross the barriers of regional economies. We assess the role of these external effects in explaining growth and economic convergence. We present a simple growth model, which includes externalities across economies, developing a methodology for testing their existence and estimating their strength. In our view, spatial econometrics is naturally suited to an empirical consideration of these externalities. We obtain evidence on the presence of significant externalities both across Spanish and European regions.
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In this paper we test for the hysteresis versus the natural rate hypothesis on the unemployment rates of the EU new members using unit root tests that account for the presence of level shifts. As a by product, the analysis proceeds to the estimation of a NAIRU measure from a univariate point of view. The paper also focuses on the precision of these NAIRU estimates studying the two sources of inaccuracy that derive from the break points estimation and the autoregressive parameters estimation. The results point to the existence of up to four structural breaks in the transition countries NAIRU that can be associated with institutional changes implementing market-oriented reforms. Moreover, the degree of persistence in unemployment varies dramatically among the individual countries depending on the stage reached in the transition process
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Evidence exists that many natural facts are described better as a fractal. Although fractals are very useful for describing nature, it is also appropiate to review the concept of random fractal in finance. Due to the extraordinary importance of Brownian motion in physics, chemistry or biology, we will consider the generalization that supposes fractional Brownian motion introduced by Mandelbrot.The main goal of this work is to analyse the existence of long range dependence in instantaneous forward rates of different financial markets. Concretelly, we perform an empirical analysis on the Spanish, Mexican and U.S. interbanking interest rate. We work with three time series of daily data corresponding to 1 day operations from 28th March 1996 to 21st May 2002. From among all the existing tests on this matter we apply the methodology proposed in Taqqu, Teverovsky and Willinger (1995).