977 resultados para exponentially weighted moving average


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We develop spatial statistical models for stream networks that can estimate relationships between a response variable and other covariates, make predictions at unsampled locations, and predict an average or total for a stream or a stream segment. There have been very few attempts to develop valid spatial covariance models that incorporate flow, stream distance, or both. The application of typical spatial autocovariance functions based on Euclidean distance, such as the spherical covariance model, are not valid when using stream distance. In this paper we develop a large class of valid models that incorporate flow and stream distance by using spatial moving averages. These methods integrate a moving average function, or kernel, against a white noise process. By running the moving average function upstream from a location, we develop models that use flow, and by construction they are valid models based on stream distance. We show that with proper weighting, many of the usual spatial models based on Euclidean distance have a counterpart for stream networks. Using sulfate concentrations from an example data set, the Maryland Biological Stream Survey (MBSS), we show that models using flow may be more appropriate than models that only use stream distance. For the MBSS data set, we use restricted maximum likelihood to fit a valid covariance matrix that uses flow and stream distance, and then we use this covariance matrix to estimate fixed effects and make kriging and block kriging predictions.

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The new farm bill enacted by Congress in June 2008 includes a new revenue-based safety-net, the Average Crop Revenue Election (ACRE) Program, that will be available to producers beginning with the 2009 crop year. This analysis of the mechanics of ACRE and the relevant yields and prices to include in ACRE can help producers assess whether ACRE will be a good choice for this crop year and beyond.

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The national truck fleet has expanded strongly in recent decades. However, due to fluctuations in the demand that the market is exposed, it needed up making more effective strategic decisions of automakers. These decisions are made after an evaluation of guaranteed sales forecasts. This work aims to generate an annual forecast of truck production by Box and Jenkins methodology. They used annual data for referring forecast modeling from the year 1957 to 2014, which were obtained by the National Association of Motor Vehicle Manufacturers (Anfavea). The model used was Autoregressive Integrated Moving Average (ARIMA) and can choose the best model for the series under study, and the ARIMA (2,1,3) as representative for conducting truck production forecast

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Considering the high competitiveness in the industrial chemical sector, demand forecast is a relevant factor for decision-making. There is a need for tools capable of assisting in the analysis and definition of the forecast. In that sense, the objective is to generate the chemical industry forecast using an advanced forecasting model and thus verify the accuracy of the method. Because it is time series with seasonality, the model of seasonal autoregressive integrated moving average - SARIMA generated reliable forecasts and acceding to the problem analyzed, thus enabling, through validation with real data improvements in the management and decision making of supply chain

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Background In the last 20 years, there has been an increase in the incidence of allergic respiratory diseases worldwide and exposure to air pollution has been discussed as one of the factors associated with this increase. The objective of this study was to investigate the effects of air pollution on peak expiratory flow (PEF) and FEV1 in children with and without allergic sensitization. Methods Ninety-six children were followed from April to July, 2004 with spirometry measurements. They were tested for allergic sensitization (IgE, skin prick test, eosinophilia) and asked about allergic symptoms. Air pollution, temperature, and relative humidity data were available. Results Decrements in PEF were observed with previous 24-hr average exposure to air pollution, as well as with 310-day average exposure and were associated mainly with PM10, NO2, and O3 in all three categories of allergic sensitization. Even though allergic sensitized children tended to present larger decrements in the PEF measurements they were not statistically different from the non-allergic sensitized. Decrements in FEV1 were observed mainly with previous 24-hr average exposure and 3-day moving average. Conclusions Decrements in PEF associated with air pollution were observed in children independent from their allergic sensitization status. Their daily exposure to air pollution can be responsible for a chronic inflammatory process that might impair their lung growth and later their lung function in adulthood. Am. J. Ind. Med. 55:10871098, 2012. (c) 2012 Wiley Periodicals, Inc.

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This thesis introduces new processing techniques for computer-aided interpretation of ultrasound images with the purpose of supporting medical diagnostic. In terms of practical application, the goal of this work is the improvement of current prostate biopsy protocols by providing physicians with a visual map overlaid over ultrasound images marking regions potentially affected by disease. As far as analysis techniques are concerned, the main contributions of this work to the state-of-the-art is the introduction of deconvolution as a pre-processing step in the standard ultrasonic tissue characterization procedure to improve the diagnostic significance of ultrasonic features. This thesis also includes some innovations in ultrasound modeling, in particular the employment of a continuous-time autoregressive moving-average (CARMA) model for ultrasound signals, a new maximum-likelihood CARMA estimator based on exponential splines and the definition of CARMA parameters as new ultrasonic features able to capture scatterers concentration. Finally, concerning the clinical usefulness of the developed techniques, the main contribution of this research is showing, through a study based on medical ground truth, that a reduction in the number of sampled cores in standard prostate biopsy is possible, preserving the same diagnostic power of the current clinical protocol.

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Alternans of cardiac action potential duration (APD) is a well-known arrhythmogenic mechanism which results from dynamical instabilities. The propensity to alternans is classically investigated by examining APD restitution and by deriving APD restitution slopes as predictive markers. However, experiments have shown that such markers are not always accurate for the prediction of alternans. Using a mathematical ventricular cell model known to exhibit unstable dynamics of both membrane potential and Ca2+ cycling, we demonstrate that an accurate marker can be obtained by pacing at cycle lengths (CLs) varying randomly around a basic CL (BCL) and by evaluating the transfer function between the time series of CLs and APDs using an autoregressive-moving-average (ARMA) model. The first pole of this transfer function corresponds to the eigenvalue (λalt) of the dominant eigenmode of the cardiac system, which predicts that alternans occurs when λalt≤−1. For different BCLs, control values of λalt were obtained using eigenmode analysis and compared to the first pole of the transfer function estimated using ARMA model fitting in simulations of random pacing protocols. In all versions of the cell model, this pole provided an accurate estimation of λalt. Furthermore, during slow ramp decreases of BCL or simulated drug application, this approach predicted the onset of alternans by extrapolating the time course of the estimated λalt. In conclusion, stochastic pacing and ARMA model identification represents a novel approach to predict alternans without making any assumptions about its ionic mechanisms. It should therefore be applicable experimentally for any type of myocardial cell.

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Magnetic resonance temperature imaging (MRTI) is recognized as a noninvasive means to provide temperature imaging for guidance in thermal therapies. The most common method of estimating temperature changes in the body using MR is by measuring the water proton resonant frequency (PRF) shift. Calculation of the complex phase difference (CPD) is the method of choice for measuring the PRF indirectly since it facilitates temperature mapping with high spatiotemporal resolution. Chemical shift imaging (CSI) techniques can provide the PRF directly with high sensitivity to temperature changes while minimizing artifacts commonly seen in CPD techniques. However, CSI techniques are currently limited by poor spatiotemporal resolution. This research intends to develop and validate a CSI-based MRTI technique with intentional spectral undersampling which allows relaxed parameters to improve spatiotemporal resolution. An algorithm based on autoregressive moving average (ARMA) modeling is developed and validated to help overcome limitations of Fourier-based analysis allowing highly accurate and precise PRF estimates. From the determined acquisition parameters and ARMA modeling, robust maps of temperature using the k-means algorithm are generated and validated in laser treatments in ex vivo tissue. The use of non-PRF based measurements provided by the technique is also investigated to aid in the validation of thermal damage predicted by an Arrhenius rate dose model.

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BACKGROUND Recent reports using administrative claims data suggest the incidence of community- and hospital-onset sepsis is increasing. Whether this reflects changing epidemiology, more effective diagnostic methods, or changes in physician documentation and medical coding practices is unclear. METHODS We performed a temporal-trend study from 2008 to 2012 using administrative claims data and patient-level clinical data of adult patients admitted to Barnes-Jewish Hospital in St. Louis, Missouri. Temporal-trend and annual percent change were estimated using regression models with autoregressive integrated moving average errors. RESULTS We analyzed 62,261 inpatient admissions during the 5-year study period. 'Any SIRS' (i.e., SIRS on a single calendar day during the hospitalization) and 'multi-day SIRS' (i.e., SIRS on 3 or more calendar days), which both use patient-level data, and medical coding for sepsis (i.e., ICD-9-CM discharge diagnosis codes 995.91, 995.92, or 785.52) were present in 35.3 %, 17.3 %, and 3.3 % of admissions, respectively. The incidence of admissions coded for sepsis increased 9.7 % (95 % CI: 6.1, 13.4) per year, while the patient data-defined events of 'any SIRS' decreased by 1.8 % (95 % CI: -3.2, -0.5) and 'multi-day SIRS' did not change significantly over the study period. Clinically-defined sepsis (defined as SIRS plus bacteremia) and severe sepsis (defined as SIRS plus hypotension and bacteremia) decreased at statistically significant rates of 5.7 % (95 % CI: -9.0, -2.4) and 8.6 % (95 % CI: -4.4, -12.6) annually. All-cause mortality, SIRS mortality, and SIRS and clinically-defined sepsis case fatality did not change significantly during the study period. Sepsis mortality, based on ICD-9-CM codes, however, increased by 8.8 % (95 % CI: 1.9, 16.2) annually. CONCLUSIONS The incidence of sepsis, defined by ICD-9-CM codes, and sepsis mortality increased steadily without a concomitant increase in SIRS or clinically-defined sepsis. Our results highlight the need to develop strategies to integrate clinical patient-level data with administrative data to draw more accurate conclusions about the epidemiology of sepsis.

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This study demonstrated that accurate, short-term forecasts of Veterans Affairs (VA) hospital utilization can be made using the Patient Treatment File (PTF), the inpatient discharge database of the VA. Accurate, short-term forecasts of two years or less can reduce required inventory levels, improve allocation of resources, and are essential for better financial management. These are all necessary achievements in an era of cost-containment.^ Six years of non-psychiatric discharge records were extracted from the PTF and used to calculate four indicators of VA hospital utilization: average length of stay, discharge rate, multi-stay rate (a measure of readmissions) and days of care provided. National and regional levels of these indicators were described and compared for fiscal year 1984 (FY84) to FY89 inclusive.^ Using the observed levels of utilization for the 48 months between FY84 and FY87, five techniques were used to forecast monthly levels of utilization for FY88 and FY89. Forecasts were compared to the observed levels of utilization for these years. Monthly forecasts were also produced for FY90 and FY91.^ Forecasts for days of care provided were not produced. Current inpatients with very long lengths of stay contribute a substantial amount of this indicator and it cannot be accurately calculated.^ During the six year period between FY84 and FY89, average length of stay declined substantially, nationally and regionally. The discharge rate was relatively stable, while the multi-stay rate increased slightly during this period. FY90 and FY91 forecasts show a continued decline in the average length of stay, while the discharge rate is forecast to decline slightly and the multi-stay rate is forecast to increase very slightly.^ Over a 24 month ahead period, all three indicators were forecast within a 10 percent average monthly error. The 12-month ahead forecast errors were slightly lower. Average length of stay was less easily forecast, while the multi-stay rate was the easiest indicator to forecast.^ No single technique performed significantly better as determined by the Mean Absolute Percent Error, a standard measure of error. However, Autoregressive Integrated Moving Average (ARIMA) models performed well overall and are recommended for short-term forecasting of VA hospital utilization. ^

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This paper defines and compares several models for describing excess influenza pneumonia mortality in Houston. First, the methodology used by the Center for Disease Control is examined and several variations of this methodology are studied. All of the models examined emphasize the difficulty of omitting epidemic weeks.^ In an attempt to find a better method of describing expected and epidemic mortality, time series methods are examined. Grouping in four-week periods, truncating the data series to adjust epidemic periods, and seasonally-adjusting the series y(,t), by:^ (DIAGRAM, TABLE OR GRAPHIC OMITTED...PLEASE SEE DAI)^ is the best method examined. This new series w(,t) is stationary and a moving average model MA(1) gives a good fit for forecasting influenza and pneumonia mortality in Houston.^ Influenza morbidity, other causes of death, sex, race, age, climate variables, environmental factors, and school absenteeism are all examined in terms of their relationship to influenza and pneumonia mortality. Both influenza morbidity and ischemic heart disease mortality show a very high relationship that remains when seasonal trends are removed from the data. However, when jointly modeling the three series it is obvious that the simple time series MA(1) model of truncated, seasonally-adjusted four-week data gives a better forecast.^

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The infant mortality rate (IMR) is considered to be one of the most important indices of a country's well-being. Countries around the world and other health organizations like the World Health Organization are dedicating their resources, knowledge and energy to reduce the infant mortality rates. The well-known Millennium Development Goal 4 (MDG 4), whose aim is to archive a two thirds reduction of the under-five mortality rate between 1990 and 2015, is an example of the commitment. ^ In this study our goal is to model the trends of IMR between the 1950s to 2010s for selected countries. We would like to know how the IMR is changing overtime and how it differs across countries. ^ IMR data collected over time forms a time series. The repeated observations of IMR time series are not statistically independent. So in modeling the trend of IMR, it is necessary to account for these correlations. We proposed to use the generalized least squares method in general linear models setting to deal with the variance-covariance structure in our model. In order to estimate the variance-covariance matrix, we referred to the time-series models, especially the autoregressive and moving average models. Furthermore, we will compared results from general linear model with correlation structure to that from ordinary least squares method without taking into account the correlation structure to check how significantly the estimates change.^

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We examined near-surface, late Holocene deep-sea sediments at nine sites on a north-south transect from the Congo Fan (4°S) to the Cape Basin (30°S) along the Southwest African continental margin. Contents, distribution patterns and molecular stable carbon isotope signatures of long-chain n-alkanes (C27-C33) and n-alkanols (C22-C32) are indicators of land plant vegetation of different biosynthetic types, which can be correlated with concentrations and distributions of pollen taxa in the same sediments. Calculated clusters of wind trajectories and satellite Aerosol Index imagery afford information on the source areas for the lipids and pollen on land and their transport pathways to the ocean sites. This multidisciplinary approach on an almost continental scale provides clear evidence of latitudinal differences in lipid and pollen composition paralleling the major phytogeographic zonations on the adjacent continent. Dust and smoke aerosols are mainly derived from the western and central South African hinterland dominated by deserts, semi-deserts and savannah regions rich in C4 and CAM plants. The northern sites (Congo Fan area and northern Angola Basin), which get most of their terrestrial material from the Congo Basin and the Angolan highlands, may also receive some material from the Chad region. Very little aerosol from the African continent is transported to the most southerly sites in the Cape Basin. As can be expected from the present position of the phytogeographic zones, the carbon isotopic signatures of the n-alkanes and n-alkanols both become isotopically more enriched in 13C from north to south. The results of the study suggest that this combination of pollen data and compound-specific isotope geochemical proxies can be effectively applied in the reconstruction of past continental phytogeographic developments.

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An isobathic transect of marine surface sediments from 1°N to 28°S off southwest Africa was used to further evaluate the potential of the chain length distribution and carbon stable isotope composition of higher plant n-alkanes as proxies for continental vegetation and climate conditions. We found a strong increase in the n-C29-33 weighted mean average d13C values from -33 per mil near the equator to around -26 per mil further south. Additionally, C25-35n-alkanes reveal a southward trend of increasing average chain length from 30.0 to 30.5. The data reflect the changing contribution of plants employing different photosynthetic pathways (C3 and C4) and/or being differently influenced by the environmental conditions of their habitat. The C4 plant proportions calculated from the data (ca. 20% for rivers draining the rainforest, to ca. 70% at higher latitude) correspond to the C4 plant abundance in continental catchment areas postulated by considering prevailing wind systems and river outflows. Furthermore, the C4 plant contribution to the sediments correlates with the mean annual precipitation and aridity at selected continental locations in the postulated catchment areas, suggesting that the C4 plant fraction in marine sediments can be used to assess these environmental parameters.

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Global and local climatic forcing, e.g. concentration of atmospheric CO2 or insolation, influence the distribution of C3 and C4 plants in southwest Africa. C4 plants dominate in more arid and warmer areas and are favoured by lower pCO2 levels. Several studies have assessed past and present continental vegetation by the analysis of terrestrial n-alkanes in near-coastal deep sea sediments using single samples or a small number of samples from a given climatic stage. The objectives of this study were to evaluate vegetation changes in southwest Africa with regard to climatic changes during the Late Pleistocene and the Holocene and to elucidate the potential of single sample simplifications. We analysed two sediment cores at high resolution, altogether ca. 240 samples, from the Southeast Atlantic Ocean (20°S and 12°S) covering the time spans of 18 to 1 ka and 56 to 2 ka, respectively. Our results for 20°S showed marginally decreasing C4 plant domination (of ca. 5%) during deglaciation based on average chain length (ACL27-33 values) and carbon isotopic composition of the C31 and C33 n-alkanes. Values for single samples from 18 ka and the Holocene overlap and, thus, are not significantly representative of the climatic stages they derive from. In contrast, at 12°S the n-alkane parameters show a clear difference of plant type for the Late Pleistocene (C4 plant domination, 66% C4 on average) and the Holocene (C3 plant domination, 40% C4 on average). During deglaciation vegetation change highly correlates with the increase in pCO2 (r² = 0.91). Short-term climatic events such as Heinrich Stadials or Antarctic warming periods are not reflected by vegetation changes in the catchment area. Instead, smaller vegetation fluctuations during the Late Pleistocene occur in accordance with local variations of insolation.