Bayesian hierarchical models for analysing spatial point-based data at a grid level: A comparison of approaches

Spatial data are now prevalent in a wide range of fields including environmental and health science. This has led to the development of a range of approaches for analysing patterns in these data. In this paper, we compare several Bayesian hierarchical models for analysing point-based data based on the discretization of the study region, resulting in grid-based spatial data. The approaches considered include two parametric models and a semiparametric model. We highlight the methodology and computation for each approach. Two simulation studies are undertaken to compare the performance of these models for various structures of simulated point-based data which resemble environmental data. A case study of a real dataset is also conducted to demonstrate a practical application of the modelling approaches. Goodness-of-fit statistics are computed to compare estimates of the intensity functions. The deviance information criterion is also considered as an alternative model evaluation criterion. The results suggest that the adaptive Gaussian Markov random field model performs well for highly sparse point-based data where there are large variations or clustering across the space; whereas the discretized log Gaussian Cox process produces good fit in dense and clustered point-based data. One should generally consider the nature and structure of the point-based data in order to choose the appropriate method in modelling a discretized spatial point-based data.

Double sampling (x)over-bar control chart for a first-order autoregressive moving average process model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Periodic autoregressive moving average models for the analysis of streamflow [abstract]

EXTRACT (SEE PDF FOR FULL ABSTRACT): Streamflow values show definite seasonal patterns in their month-to-month correlation structure. The structure also seems to vary as a function of the type of stream (coastal versus mountain or humid versus arid region). The standard autoregressive moving average (ARMA) time series model is incapable of reproducing this correlation structure. ... A periodic ARMA time series model is one in which an ARMA model is fitted to each month or season but the parameters of the model are constrained to be periodic according to a Fourier series. This constraint greatly reduces the number of parameters but still leaves the flexibility for matching the seasonally varying correlograms.

Forecasting overseas visitors into the United Kingdom using continuous time and autoregressive fractional integrated moving average models with discrete data

This paper applies Gaussian estimation methods to continuous time models for modelling overseas visitors into the UK. The use of continuous time modelling is widely used in economics and finance but not in tourism forecasting. Using monthly data for 1986–2010, various continuous time models are estimated and compared to autoregressive integrated moving average (ARIMA) and autoregressive fractionally integrated moving average (ARFIMA) models. Dynamic forecasts are obtained over different periods. The empirical results show that the ARIMA model performs very well, but that the constant elasticity of variance (CEV) continuous time model has the lowest root mean squared error (RMSE) over a short period.

The specification of vector autoregressive moving average models

In this paper we propose a new identification method based on the residual white noise autoregressive criterion (Pukkila et al. , 1990) to select the order of VARMA structures. Results from extensive simulation experiments based on different model structures with varying number of observations and number of component series are used to demonstrate the performance of this new procedure. We also use economic and business data to compare the model structures selected by this order selection method with those identified in other published studies.

Dengue fever and el nino-southern oscillation in Queensland, Australia : a time series predictive model

Background It remains unclear over whether it is possible to develop an epidemic forecasting model for transmission of dengue fever in Queensland, Australia. Objectives To examine the potential impact of El Niño/Southern Oscillation on the transmission of dengue fever in Queensland, Australia and explore the possibility of developing a forecast model of dengue fever. Methods Data on the Southern Oscillation Index (SOI), an indicator of El Niño/Southern Oscillation activity, were obtained from the Australian Bureau of Meteorology. Numbers of dengue fever cases notified and the numbers of postcode areas with dengue fever cases between January 1993 and December 2005 were obtained from the Queensland Health and relevant population data were obtained from the Australia Bureau of Statistics. A multivariate Seasonal Auto-regressive Integrated Moving Average model was developed and validated by dividing the data file into two datasets: the data from January 1993 to December 2003 were used to construct a model and those from January 2004 to December 2005 were used to validate it. Results A decrease in the average SOI (ie, warmer conditions) during the preceding 3–12 months was significantly associated with an increase in the monthly numbers of postcode areas with dengue fever cases (β=−0.038; p = 0.019). Predicted values from the Seasonal Auto-regressive Integrated Moving Average model were consistent with the observed values in the validation dataset (root-mean-square percentage error: 1.93%). Conclusions Climate variability is directly and/or indirectly associated with dengue transmission and the development of an SOI-based epidemic forecasting system is possible for dengue fever in Queensland, Australia.

Trading Energy ETFs with an Improved Moving Average Strategy

In this paper we employ the recently introduced improved moving average methodology of Papailias and Thomakos (2011) and we apply it in two energy ETFs. We compare it to the standard moving average methodology and the buy and hold strategy. Investors who are interested in energy-related sectors and trade using averages, could benefit by forming their strategies based on this improved moving average methodology as it returns higher profits accompanied by decreased risk (measured in terms of drawdown).

The η − µ / Inverse Gamma Composite Fading Model

In this paper we propose a new composite fadingmodel which assumes that the mean signal power of an η−µ signalenvelope follows an inverse gamma distribution. The inversegamma distribution has a simple relationship with the gammadistribution and can be used to model shadowed fading due to itssemi heavy-tailed characteristics. To demonstrate the utility of thenew η−µ / inverse gamma composite fading model, we investigatethe characteristics of the shadowed fading behavior observed inbody centric communications channels which are known to besusceptible to shadowing effects, particularly generated by thehuman body. It is shown that the η−µ / inverse gamma compositefading model provided an excellent fit to the measurement data.Moreover, using Kullback-Leibler divergence, the η −µ / inversegamma composite fading model was found to provide a better fitto the measured data than the κ − µ / inverse gamma compositefading model, for the communication scenarios considered here.

Shadowed Fading in Indoor Off-Body Communications Channels: A Statistical Characterization using the κ – μ / Gamma Composite Fading Model

This paper investigates the characteristics of the shadowed fading observed in off-body communications channels at 5.8 GHz. This is realized with the aid of the $\kappa-\mu$ / gamma composite fading model which assumes that the transmitted signal undergoes $\kappa-\mu$ fading which is subject to \emph{multiplicative} shadowing. Based on this, the total power of the multipath components, including both the dominant and scattered components, is subject to non-negligible variations that follow the gamma distribution. For this model, we present an integral form of the probability density function (PDF) as well as important analytic expressions for the PDF, cumulative distribution function, moments and moment generating function. In the case of indoor off-body communications, the corresponding measurements were carried out in the context of four explicit individual scenarios namely: line of sight (LOS) and non-LOS (NLOS) walking, rotational and random movements. The measurements were repeated within three different indoor environments and considered three different hypothetical body worn node locations. With the aid of these results, the parameters for the $\kappa-\mu$ / gamma composite fading model were estimated and analyzed extensively. Interestingly, for the majority of the indoor environments and movement scenarios, the parameter estimates suggested that dominant signal components existed even when the direct signal path was obscured by the test subject's body. Additionally, it is shown that the $\kappa-\mu$ / gamma composite fading model provides an adequate fit to the fading effects involved in off-body communications channels. Using the Kullback-Leibler divergence, we have also compared our results with another recently proposed shadowed fading model, namely the $\kappa-\mu$ / lognormal LOS shadowed fading model. It was found that the $\kappa-\mu$ / gamma composite fading model provided a better fit for the majority of the scenarios considered in this study.

Análisis diacrónico de la producción española de tesis doctorales en educación matemática mediante la metodología ARIMA (Auto-Regressive Integrated Moving Average) en datos de diseños longitudinales.

Se analiza la manera en que se realizan las tesis doctorales en educación matemática en España. Se utiliza la metodología ARIMA (Auto-Regressive Integrated Moving Average) para realizar el análisis de manera diacrónica sobre datos longitudinales. Se hace incapié en la importancia de la metodología usada y sus ventajas frente a las metodologías tradicionalmente usadas en análisis diacrónicos. Se exponen las cuatro fases de la metodología ARIMA, correspondientes a la identificación del proceso, la estimación de cambio en el proceso, la validación del mismo y la predicción de sus consecuencias.