Time Series Analysis (time + series_analysis)

Distribution by Scientific Domains


Selected Abstracts


A non-Gaussian generalization of the Airline model for robust seasonal adjustment

JOURNAL OF FORECASTING, Issue 5 2006
JOHN A. D. ASTON
Abstract In their seminal book Time Series Analysis: Forecasting and Control, Box and Jenkins (1976) introduce the Airline model, which is still routinely used for the modelling of economic seasonal time series. The Airline model is for a differenced time series (in levels and seasons) and constitutes a linear moving average of lagged Gaussian disturbances which depends on two coefficients and a fixed variance. In this paper a novel approach to seasonal adjustment is developed that is based on the Airline model and that accounts for outliers and breaks in time series. For this purpose we consider the canonical representation of the Airline model. It takes the model as a sum of trend, seasonal and irregular (unobserved) components which are uniquely identified as a result of the canonical decomposition. The resulting unobserved components time series model is extended by components that allow for outliers and breaks. When all components depend on Gaussian disturbances, the model can be cast in state space form and the Kalman filter can compute the exact log-likelihood function. Related filtering and smoothing algorithms can be used to compute minimum mean squared error estimates of the unobserved components. However, the outlier and break components typically rely on heavy-tailed densities such as the t or the mixture of normals. For this class of non-Gaussian models, Monte Carlo simulation techniques will be used for estimation, signal extraction and seasonal adjustment. This robust approach to seasonal adjustment allows outliers to be accounted for, while keeping the underlying structures that are currently used to aid reporting of economic time series data.,,Copyright © 2006 John Wiley & Sons, Ltd. [source]


An Introduction to State Space Time Series Analysis

JOURNAL OF THE ROYAL STATISTICAL SOCIETY: SERIES A (STATISTICS IN SOCIETY), Issue 3 2008
Fernando Tusell
No abstract is available for this article. [source]


Additive Outlier Detection Via Extreme-Value Theory

JOURNAL OF TIME SERIES ANALYSIS, Issue 5 2006
Peter Burridge
Abstract., This article is concerned with detecting additive outliers using extreme value methods. The test recently proposed for use with possibly non-stationary time series by Perron and Rodriguez [Journal of Time Series Analysis (2003) vol. 24, pp. 193,220], is, as they point out, extremely sensitive to departures from their assumption of Gaussianity, even asymptotically. As an alternative, we investigate the robustness to distributional form of a test based on weighted spacings of the sample order statistics. Difficulties arising from uncertainty about the number of potential outliers are discussed, and a simple algorithm requiring minimal distributional assumptions is proposed and its performance evaluated. The new algorithm has dramatically lower level-inflation in face of departures from Gaussianity than the Perron,Rodriguez test, yet retains good power in the presence of outliers. [source]


On the Evaluation of the Information Matrix for Multiplicative Seasonal Time-Series Models

JOURNAL OF TIME SERIES ANALYSIS, Issue 2 2006
E. J. Godolphin
Abstract., This paper gives a procedure for evaluating the Fisher information matrix for a general multiplicative seasonal autoregressive moving average time-series model. The method is based on the well-known integral specification of Whittle [Ark. Mat. Fys. Astr. (1953) vol. 2. pp. 423,434] and leads to a system of linear equations, which is independent of the seasonal period and has a closed solution. It is shown to be much simpler, in general, than the method of Klein and Mélard [Journal of Time Series Analysis (1990) vol. 11, pp. 231,237], which depends on the seasonal period. It is also shown that the nonseasonal method of McLeod [Biometrika (1984) vol. 71, pp. 207,211] has the same basic features as that of Klein and Mélard. Explicit solutions are obtained for the simpler nonseasonal and seasonal models in common use, a feature which has not been attempted with the Klein,Mélard or the McLeod approaches. Several illustrations of these results are discussed in detail. [source]


Monetary Policy in the Greenspan Era: A Time Series Analysis of Rules vs.

OXFORD BULLETIN OF ECONOMICS & STATISTICS, Issue 1 2009
Discretion
Abstract Relationships between the Federal funds rate, unemployment, inflation and the long-term bond rate are investigated with cointegration techniques. We find a stable long-term relationship between the Federal funds rate, unemployment and the bond rate. This relationship is interpretable as a policy target because deviations are corrected via the Federal funds rate. Deviations of the actual Federal funds rate from the estimated target give simple indications of discretionary monetary policy, and the larger deviations relate to special episodes outside the current information set. A more traditional Taylor-type target, where inflation appears instead of the bond rate, does not seem congruent with the data. [source]


Time Series Analysis with Applications in R, 2nd edition by CRYER, J. D. and CHAN, K.-S.

BIOMETRICS, Issue 1 2009
Timothy D. Johnson
No abstract is available for this article. [source]


Temporal analysis of spatial covariance of SO2 in Europe

ENVIRONMETRICS, Issue 4 2007
Marco Giannitrapani
Abstract In recent years, the number of applications of spatial statistics has enormously increased in environmental and ecological sciences. A typical problem is the sampling of a pollution field, with the common objective of spatial interpolation. In this paper, we present a spatial analysis across time, focusing on sulphur dioxide (SO2) concentrations monitored from 1990 to 2001 at 125 sites across Europe. Four different methods of trend estimation have been used, and comparisons among them are shown. Spherical, Exponential and Gaussian variograms have been fitted to the residuals and compared. Time series analyses of the range, sill and nugget have been undertaken and a suggestion for defining a unique spatial correlation matrix for the overall time period of analysis is proposed. Copyright © 2006 John Wiley & Sons, Ltd. [source]


Time series analyses reveal transient relationships between abundance of larval anchovy and environmental variables in the coastal waters southwest of Taiwan

FISHERIES OCEANOGRAPHY, Issue 2 2009
CHIH-HAO HSIEH
Abstract We investigated environmental effects on larval anchovy fluctuations (based on CPUE from 1980 to 2000) in the waters off southwestern Taiwan using advanced time series analyses, including the state-space approach to remove seasonality, wavelet analysis to investigate transient relationships, and stationary bootstrap to test correlation between time series. For large-scale environmental effects, we used the Southern Oscillation Index (SOI) to represent the El Niño Southern Oscillation (ENSO); for local hydrographic conditions, we used sea surface temperature (SST), river runoff, and mixing conditions. Whereas the anchovy catch consisted of a northern species (Engraulis japonicus) and two southern species (Encrasicholina heteroloba and Encrasicholina punctifer), the magnitude of the anchovy catch appeared to be mainly determined by the strength of Eng. japonicus (Japanese anchovy). The main factor that caused the interannual variation of anchovy CPUE might change through time. The CPUE showed a negative correlation with combination of water temperature and river runoff before 1987 and a positive correlation with river runoff after 1988. Whereas a significant negative correlation between CPUE and ENSOs existed, this correlation was driven completely by the low-frequency ENSO events and explained only 10% of the variance. Several previous studies on this population emphasized that the fluctuations of larval anchovy abundance were determined by local SST. Our analyses indicated that such a correlation was transient and simply reflected ENSO signals. Recent advances in physical oceanography around Taiwan showed that the ENSOs reduced the strength of the Asian monsoon and thus weakened the China Coastal Current toward Taiwan. The decline of larval anchovy during ENSO may be due to reduced China Coastal Current, which is important in facilitating the spawning migration of the Japanese anchovy. [source]


Impact of freshwater input and wind on landings of anchovy (Engraulis encrasicolus) and sardine (Sardina pilchardus) in shelf waters surrounding the Ebre (Ebro) River delta (north-western Mediterranean)

FISHERIES OCEANOGRAPHY, Issue 2 2004
J. Lloret
Abstract Time series analyses (Box,Jenkins models) were used to study the influence of river runoff and wind mixing index on the productivity of the two most abundant species of small pelagic fish exploited in waters surrounding the Ebre (Ebro) River continental shelf (north-western Mediterranean): anchovy (Engraulis encrasicolus) and sardine (Sardina pilchardus). River flow and wind were selected because they are known to enhance fertilization and local planktonic production, thus being crucial for the survival of fish larvae. Time series of the two environmental variables and landings of the two species were analysed to extract the trend and seasonality. All series displayed important seasonal and interannual fluctuations. In the long term, landings of anchovy declined while those of sardine increased. At the seasonal scale, landings of anchovy peaked during spring/summer while those of sardine peaked during spring and autumn. Seasonality in landings of anchovy was stronger than in sardine. Concerning the environmental series, monthly average Ebre runoff showed a progressive decline from 1960 until the late 1980s, and the wind mixing index was highest during 1994,96. Within the annual cycle, the minimum river flow occurs from July to October and the wind mixing peaks in winter (December,April, excluding January). The results of the analyses showed a significant correlation between monthly landings of anchovy and freshwater input of the Ebre River during the spawning season of this species (April,August), with a time lag of 12 months. In contrast, monthly landings of sardine were significantly positively correlated with the wind mixing index during the spawning season of this species (November,March), with a lag of 18 months. The results provide evidence of the influence of riverine inputs and wind mixing on the productivity of small pelagic fish in the north-western Mediterranean. The time lags obtained in the relationships stress the importance of river runoff and wind mixing for the early stages of anchovy and sardine, respectively, and their impact on recruitment. [source]


Biotic patterns in LIGO recordings point to the creativity of gravitational interactions

COMPLEXITY, Issue 5 2010
Hector Sabelli
Abstract The waves recorded by the Laser Interferometer Gravitational-Wave Observatory (LIGO) presumably represent gravitational waves. Time series analyses revealed chaotic characteristics (nonperiodic oscillations, causal generation) and features of creativity that characterize Bios: increasing diversity (as contrasted to convergence to an attractor); novelty (lesser recurrence than randomized copies); and temporal complexity (a succession of different time-limited patterns). Bios is also observed in quantum, cosmological, biological, and economic processes. Bios can be generated mathematically by bipolar feedback. Finding features of creativity in gravitational waves indicates that gravitational interactions causally generate complex patterns. As the gravitational wave background dates from the trillionth-of-a-second after the Big Bang, these results indicate that causal and creative processes were important in the early universe, in contrast to the presumed predominance of random oscillations. © 2009 Wiley Periodicals, Inc. Complexity, 2010 [source]


Time series analysis of wind speed with time-varying turbulence

ENVIRONMETRICS, Issue 2 2006
Bradley T. Ewing
Abstract The characterization of the time series properties of wind speed, in terms of the mean and variance, is important and relevant to both engineers and businesses. This research investigates the first and second moments of the Texas Tech WERFL wind speed data utilizing the ARMA-GARCH-in-mean framework. The methodology allows the conditional variance to depend on the size of past shocks (i.e. gusts) in the series. Results have important implications for wind energy production as well as for the operational and financial hedging strategies of companies exposed to wind-related risk. The findings can be summarized as follows: (i) mean wind speeds measured at different heights above ground exhibit persistence and are highly dependent on immediate past wind speed values; (ii) regardless of the height at which the data were collected, wind speed exhibits time-varying variance; (iii) persistence in conditional variance increases with height at which the data were collected; (iv) there is strong evidence that conditional volatility is positively correlated with mean wind speed while the magnitude of this relationship declines with height. Copyright © 2005 John Wiley & Sons, Ltd. [source]


Climate,growth relationships of tropical tree species in West Africa and their potential for climate reconstruction

GLOBAL CHANGE BIOLOGY, Issue 7 2006
JOCHEN SCHÖNGART
Abstract Most tropical regions are facing historical difficulties of generating biologically reconstructed long-term climate records. Dendrochronology (tree-ring studies) is a powerful tool to develop high-resolution and exactly dated proxies for climate reconstruction. Owing to the seasonal variation in rainfall we expected the formation of annual tree rings in the wood of tropical West African tree species. In the central-western part of Benin (upper Ouémé catchment, UOC) and in northeastern Ivory Coast (Comoé National Park, CNP) we investigated the relationship between climate (precipitation, sea surface temperature (SST)) and tree rings and show their potential for climate reconstruction. Wood samples of almost 200 trees belonging to six species in the UOC and CNP served to develop climate-sensitive ring-width chronologies using standard dendrochronological techniques. The relationship between local precipitation, monthly SST anomalies in the Gulf of Guinea, El Niño- Southern Oscillation (ENSO) and ring-width indices was performed by simple regression analyses, two sample tests and cross-spectral analysis. A low-pass filter was used to highlight the decadal variability in rainfall of the UOC site. All tree species showed significant relationships with annual precipitation proving the existence of annual tree rings. ENSO signals could not be detected in the ring-width patterns. For legume tree species at the UOC site significant relationships could be found between SST anomalies in the Gulf of Guinea indicating correlations at periods of 5.1,4.1 and 2.3 years. Our findings accurately show the relationship between tree growth, local precipitation and SST anomalies in the Gulf of Guinea possibly associated with worldwide SST patterns. A master chronology enabled the reconstruction of the annual precipitation in the UOC to the year 1840. Time series analysis suggest increasing arid conditions during the last 160 years which may have large impacts on the hydrological cycles and consequently on the ecosystem dynamics and the development of socio-economic cultures and sectors in the Guinea-Congolian/Sudanian region. [source]


Amygdala,prefrontal dissociation of subliminal and supraliminal fear

HUMAN BRAIN MAPPING, Issue 8 2006
Leanne M. Williams
Abstract Facial expressions of fear are universally recognized signals of potential threat. Humans may have evolved specialized neural systems for responding to fear in the absence of conscious stimulus detection. We used functional neuroimaging to establish whether the amygdala and the medial prefrontal regions to which it projects are engaged by subliminal fearful faces and whether responses to subliminal fear are distinguished from those to supraliminal fear. We also examined the time course of amygdala-medial prefrontal responses to supraliminal and subliminal fear. Stimuli were fearful and neutral baseline faces, presented under subliminal (16.7 ms and masked) or supraliminal (500 ms) conditions. Skin conductance responses (SCRs) were recorded simultaneously as an objective index of fear perception. SPM2 was used to undertake search region-of-interest (ROI) analyses for the amygdala and medial prefrontal (including anterior cingulate) cortex, and complementary whole-brain analyses. Time series data were extracted from ROIs to examine activity across early versus late phases of the experiment. SCRs and amygdala activity were enhanced in response to both subliminal and supraliminal fear perception. Time series analysis showed a trend toward greater right amygdala responses to subliminal fear, but left-sided responses to supraliminal fear. Cortically, subliminal fear was distinguished by right ventral anterior cingulate activity and supraliminal fear by dorsal anterior cingulate and medial prefrontal activity. Although subcortical amygdala activity was relatively persistent for subliminal fear, supraliminal fear showed more sustained cortical activity. The findings suggest that preverbal processing of fear may occur via a direct rostral,ventral amygdala pathway without the need for conscious surveillance, whereas elaboration of consciously attended signals of fear may rely on higher-order processing within a dorsal cortico,amygdala pathway. Hum Brain Mapp, 2005. © 2005 Wiley-Liss, Inc. [source]


Beef safety shocks and dynamics of vertical price adjustment: The case of BSE discovery in the U.S. beef sector

AGRIBUSINESS : AN INTERNATIONAL JOURNAL, Issue 3 2007
Sayed H. Saghaian
This article addresses the dynamic impact of the 2003 Bovine Spongiform Encephalopathy discovery on the U.S. beef sector. Time series analysis and historical decomposition with weekly feedlot, wholesale, and retail beef price series is used to address the dynamics of price adjustment and causality along the U.S. beef marketing channel. The results show price transmission is bidirectional, determined through interaction between the different stages, and price adjustment is asymmetric with respect to both speed and magnitude. The results reveal a differential impact of the exogenous shock on producers and retailers, which leads to widening of price margins and points to imperfect price transmission, specifically at the retail level, with consequences for the efficiency and equity of the marketing channel. [EconLit citations: Q11, Q13]. © 2007 Wiley Periodicals, Inc. Agribusiness 23: 333,348, 2007. [source]


Time series analysis of jaw muscle contraction and tissue deformation during mastication in miniature pigs

JOURNAL OF ORAL REHABILITATION, Issue 1 2004
Z. J. Liu
summary, Masticatory muscle contraction causes both jaw movement and tissue deformation during function. Natural chewing data from 25 adult miniature pigs were studied by means of time series analysis. The data set included simultaneous recordings of electromyography (EMG) from bilateral masseter (MA), zygomaticomandibularis (ZM) and lateral pterygoid muscles, bone surface strains from the left squamosal bone (SQ), condylar neck (CD) and mandibular corpus (MD), and linear deformation of the capsule of the jaw joint measured bilaterally using differential variable reluctance transducers. Pairwise comparisons were examined by calculating the cross-correlation functions. Jaw-adductor muscle activity of MA and ZM was found to be highly cross-correlated with CD and SQ strains and weakly with MD strain. No muscle's activity was strongly linked to capsular deformation of the jaw joint, nor were bone strains and capsular deformation tightly linked. Homologous muscle pairs showed the greatest synchronization of signals, but the signals themselves were not significantly more correlated than those of non-homologous muscle pairs. These results suggested that bone strains and capsular deformation are driven by different mechanical regimes. Muscle contraction and ensuing reaction forces are probably responsible for bone strains, whereas capsular deformation is more likely a product of movement. [source]


Time series analysis of ultraviolet B radiation and type 1 diabetes in Newfoundland

PEDIATRIC DIABETES, Issue 2 2008
Scott Sloka
Background:, Type 1 diabetes mellitus (T1DM) has been previously been associated with decreased levels of vitamin D. This study investigates the temporal association between average daily ultraviolet B (UVB) irradiance and T1DM in Newfoundland. Methods:, A complete list of patients diagnosed with T1DM in the province of Newfoundland and Labrador was constructed using multiple sources. Pooled and unpooled monthly incidence data along with monthly UVB measurements were used to build a time series transfer function model. The model was used to predict the future incidence of T1DM based on previous monthly trends, and these predictions were compared with actual measured incidences. Results:, A seasonal variation in pooled monthly incidence was observed. The transfer function model was able to reasonably predict the future incidence of T1DM based on previous observations and monthly UVB measurements. Tests of seasonality demonstrated a significant seasonal trend (p = 0.0003). Conclusions:, This study suggests that erythemal UVB radiation may be temporally associated with the incidence of T1DM. [source]


Securities Regulation Reform and the Decline of Rights Offerings

CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES, Issue 2 2001
Nancy D. Ursel
This paper develops the hypothesis that the decline in the use of rights offerings is due to reductions in issue costs brought about by changes in securities regulation. The hypothesis is tested in two jurisdictions: Canada and the United States. Time series analysis is used to determine if the decreased use of rights offerings in the 1970,1985 period is associated with regulatory changes designed to ease stock issues, such as short form registration and shelf registration in the U.S. and the Prompt Offer Qualification (POP) system in Canada. The findings are consistent with a significant decrease in rights usage concurrent with the earliest reform in each country. Résumé La présente étude avance l'hypothèse que la réduction de l'emploi des droits de souscription est due à la diminution des coûts d'émission permise par les réformes des lois sur les valeurs mobilières. L'hypothèse est testée dans deux juridictions: le Canada et les États-Unis. Nous faisons une analyse de données chronologiques pour déterminer si la réduction du nombre de droits de souscription entre 1970,1985 reflète les réformes des règlements conçues pour diminuer les coûts d'émission, par exemple, aux États-Unis, l'enregistrement simplifié et l'enregistrement préalable et, au Canada, le Régime du prospectus simplifié. Les résultats sont compatibles avec une diminution significative de l'emploi des droits de souscription, dans chaque pays, dès les premières réformes. [source]


Maximum likelihood estimation of higher-order integer-valued autoregressive processes

JOURNAL OF TIME SERIES ANALYSIS, Issue 6 2008
Ruijun Bu
Abstract., In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701,722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) specification with binomial thinning and Poisson innovations, we examine both the asymptotic efficiency and finite sample properties of the ML estimator in relation to the widely used conditional least squares (CLS) and Yule,Walker (YW) estimators. We conclude that, if the Poisson assumption can be justified, there are substantial gains to be had from using ML especially when the thinning parameters are large. [source]


Time series analyses reveal transient relationships between abundance of larval anchovy and environmental variables in the coastal waters southwest of Taiwan

FISHERIES OCEANOGRAPHY, Issue 2 2009
CHIH-HAO HSIEH
Abstract We investigated environmental effects on larval anchovy fluctuations (based on CPUE from 1980 to 2000) in the waters off southwestern Taiwan using advanced time series analyses, including the state-space approach to remove seasonality, wavelet analysis to investigate transient relationships, and stationary bootstrap to test correlation between time series. For large-scale environmental effects, we used the Southern Oscillation Index (SOI) to represent the El Niño Southern Oscillation (ENSO); for local hydrographic conditions, we used sea surface temperature (SST), river runoff, and mixing conditions. Whereas the anchovy catch consisted of a northern species (Engraulis japonicus) and two southern species (Encrasicholina heteroloba and Encrasicholina punctifer), the magnitude of the anchovy catch appeared to be mainly determined by the strength of Eng. japonicus (Japanese anchovy). The main factor that caused the interannual variation of anchovy CPUE might change through time. The CPUE showed a negative correlation with combination of water temperature and river runoff before 1987 and a positive correlation with river runoff after 1988. Whereas a significant negative correlation between CPUE and ENSOs existed, this correlation was driven completely by the low-frequency ENSO events and explained only 10% of the variance. Several previous studies on this population emphasized that the fluctuations of larval anchovy abundance were determined by local SST. Our analyses indicated that such a correlation was transient and simply reflected ENSO signals. Recent advances in physical oceanography around Taiwan showed that the ENSOs reduced the strength of the Asian monsoon and thus weakened the China Coastal Current toward Taiwan. The decline of larval anchovy during ENSO may be due to reduced China Coastal Current, which is important in facilitating the spawning migration of the Japanese anchovy. [source]


Undesirable side-effects of water hyacinth control in a shallow tropical reservoir

FRESHWATER BIOLOGY, Issue 6 2007
DENISE DE C. BICUDO
Summary 1. Based on a comprehensive data set collected monthly during 8 years (1997,2004), we evaluated the effects of mechanical removal of Eichhornia crassipes on the limnological characteristics and algal biomass of a polymictic shallow tropical reservoir. 2. Interrupted time series analyses indicated that the limnological responses to macrophyte removal can be classified as an ,abrupt permanent impact' implying that the overall mean of the time-series shifted promptly after intervention. These analyses indicated a significant increase for pH, total phosphorus, total phytoplankton and cyanobacterial biomass, and a decrease in water transparency and CO2 concentrations in the surface water; also, the increase in water stability, increase of bottom soluble reactive phosphorus (SRP) and decrease in bottom oxygen levels. 3. Cyclic anoxic periods previously observed during springs and summers were replaced by a persistent period of anoxic conditions in the sediment overlying water. Anoxic conditions were suitable for SRP release from sediments. Heavy cyanobacterial blooms became more persistent, maximum biomass (4229 mm3 L,1) was 30 times larger, the blooms frequently reached 2 m and sometimes the bottom of the reservoir, contrasting to the preremoval period in which it reached at most 1 m deep. 4. The long-term P dynamics in the system, initially driven by allochthonous nutrient loadings were replaced by internal ecological processes. Water hyacinth removal markedly accelerated the process of eutrophication due to internal feedback mechanisms, leading to a switch to a more turbid state. Biological feedback mechanisms were driven by cyanobacterial blooms by enhancing water stability, oxygen anoxia at the bottom and by increasing suitable conditions for P internal loading. These data support the hypothesis of the role of cyanobacterial blooms as an important factor impairing water quality and driving the ecosystem towards a stable degraded state. 5. These findings have important implications for the restoration of shallow stratifying eutrophic lakes, as the alternative degraded state is most likely to occur when compared with their non-stratifying counterparts. Moreover, feedback mechanisms in tropical and subtropical shallow lakes seem to be stronger than in temperate ones, as stratification events are more likely to occur over the year, intensifying system resilience to restorative strategies. [source]


Oligotrophication outweighs effects of global warming in a large, deep, stratified lake ecosystem

GLOBAL CHANGE BIOLOGY, Issue 2 2010
H. B. STICH
Abstract Between 1951 and 1979, total phosphorous concentrations in Lake Constance increased from 7 to 87 ,g L,1. Following wastewater treatment, phosphorus levels were brought under control, returning to 7.6 ,g L,1 by spring 2007. The biological and chemical data from 1980 to 2004 were first modelled by seasonal time series analyses and then used to create a general model. Excluding collinear variables allowed the data set to be condensed to six variables that could be fitted into a general linear model that explained ,75% of the observed annual variation in chlorophyll a. A clear seasonal influence was apparent, with chlorophyll a tracking trends in temperature and the progress of spring. A nonseasonal influence was also observed in the interaction of two biological components, the proportion of phytoplankton biomass available to Daphnia (i.e. the percentage of ingestible size <30 ,m) and the grazing intensity. In combination, these biotic variables had a negative impact on chlorophyll a levels. In contrast, the concentration of soluble reactive phosphorus (SRP) correlated positively with chlorophyll a. The effect of SRP showed a significant seasonal component, as it was more abundant in spring than at other times of year. In general, the model predicts a negative exponential response of chlorophyll a to further depletion of SRP in Lake Constance, while the temperature trends predicted by current global warming scenarios will result in a moderate increase in productivity. Data from 2005 to 2007 were used to verify the model. The modelled chlorophyll a values were nonbiased and showed a close match to the measured values (r2: 75%). Thus the applicability, reliability, and informative value of the model for pelagic Lake Constance was confirmed. The approach might easily be applied to other waters. [source]


Effects of climate on population fluctuations of ibex

GLOBAL CHANGE BIOLOGY, Issue 2 2008
VIDAR GRØTAN
Abstract Predicting the effects of the expected changes in climate on the dynamics of populations require that critical periods for climate-induced changes in population size are identified. Based on time series analyses of 26 Swiss ibex (Capra ibex) populations, we show that variation in winter climate affected the annual changes in population size of most of the populations after accounting for the effects of density dependence and demographic stochasticity. In addition, precipitation during early summer also influenced the population fluctuations. This suggests that the major influences of climate on ibex population dynamics operated either through loss of individuals during winter or early summer, or through an effect on fecundity. However, spatial covariation in these climate variables was not able to synchronize the population fluctuations of ibex over larger distances, probably due to large spatial heterogeneity in the effects of single climate variables on different populations. Such spatial variation in the influence of the same climate variable on the local population dynamics suggests that predictions of influences of climate change need to account for local differences in population dynamical responses to climatic conditions. [source]


Hard Bargains: The Impact of Multinational Corporations on Economic Reform in Latin America

LATIN AMERICAN POLITICS AND SOCIETY, Issue 1 2010
Patrick J. W. Egan
ABSTRACT This article promotes the idea that multinational corporations have independent agency in the process of economic reform in Latin American host countries. Through a number of pooled cross-sectional time series analyses, it shows that accumulated foreign direct investment can affect policy reform in ways unanticipated by earlier theories predicated on the obsolescence of firms' influence after initial investment. The influence of firms varies across different reform areas, and competitive pressures lead firms to press alternately for liberal and illiberal reform measures. The study also considers sectoral issues, and argues that a preponderance of natural resource,oriented FDI can alter the impact of multinational investment on policy reform. Indexes of economic reform are measured against stocks of FDI and a number of political and economic control variables. Evidence shows that the dramatic increase in FDI in the region in recent years has bolstered firms' bargaining power and concomitant policy leverage. [source]


Influence of land-use types and climatic variables on seasonal patterns of NDVI in Mediterranean Iberian ecosystems

APPLIED VEGETATION SCIENCE, Issue 2 2009
P. Durante
Abstract Question: What is the influence of management on the functioning of vegetation over time in Mediterranean ecosystems under different climate conditions? Location: Mediterranean shrublands and forests in SE Iberia (Andalusia). Methods: We evaluated the Normalized Difference Vegetation Index (NDVI) for the 1997-2002 time series to determine phenological vegetation patterns under different historical management regimes. Three altitudinal ranges were considered within each area to explore climate × management interactions. Each phenological pattern was analysed using time series statistics, together with precipitation (monthly and cumulative) and temperature. Results: NDVI time series were significantly different under different management regimes, particularly in highly transformed areas, which showed the lowest NDVI, weakest annual seasonality and a more immediate phenological response to precipitation. The NDVI relationship with precipitation was strongest in the summer-autumn period, when precipitation is the main plant growth-limiting factor. Conclusions: NDVI time series analyses elucidated complex influences of land use and climate on ecosystem functioning in these Mediterranean ecosystems. We demonstrated that NDVI time series analyses are a useful tool for monitoring programmes because of their sensitivity to changes, ease of use and applicability to large-scale studies. [source]


Maternal mortality in Yunnan, China: recent trends and associated factors

BJOG : AN INTERNATIONAL JOURNAL OF OBSTETRICS & GYNAECOLOGY, Issue 7 2007
J Li
Objective, Yunnan Province, located in southwest China, is one of the poorest province in China. The maternal mortality ratio (MMR) is about twice the national average (56.2/100 000 live births), and in remote mountainous regions, the rate is five times higher. This study aimed to examine the progress in reduction of maternal mortality in the 1990s and early 2000s and the factors associated with this reduction in Yunnan. Design, A population-based, longitudinal, ecological correlation study. Setting, A remote province of China with a proportionately large indigenous population. Population, Populations at county, prefecture and provincial level. Methods, Using maternal mortality data collected at the province, prefecture/region and county levels, trend and time series analyses and multivariate linear regression analyses were performed using SPSS (Version 13). Main outcome measure, MMR and its change over time. Results, MMR declined substantially in the 1990s at a rate of 3.0% per year. Utilisation of prenatal and obstetric care increased and was significantly correlated with the declining trend in MMR. Hospital delivery was a strong predictor of MMR, independent of social and economic development. Both low income and illiteracy were significantly associated with increased MMR. Conclusions, Declines in maternal mortality in Yunnan over the past 14 years appear to reflect health, social and economic interventions implemented in the 1990s. The association of hospital delivery with maternal mortality may be due to the effective management of severe pregnancy and birth complications. Low income and illiteracy were associated with MMR but primarily through their impact on the use of prenatal and obstetric care. [source]


Quantum bios and biotic complexity in the distribution of galaxies,

COMPLEXITY, Issue 4 2006
Hector Sabelli
Abstract Bios is a nonstationary chaotic pattern that resembles stochastic noise. New time series analyses identify features of creativity, namely episodic patterns, novelty, increasing variance, and nonrandom complexity. These properties characterize bios and are absent in chaotic attractors. Biotic patterns are found in biological processes. Here we report the demonstration of bios in two fundamental physical processes. Time series generated with the Schrödinger's equation display biotic features. Quantum bios is consistent with evidence for quantum chaos. The distribution of galaxies recorded in two recent surveys show a biotic pattern along the time-space axis. This is consistent with the demonstration of fractal features. Bipolar feedback recursions generate increasingly complex patterns (equilibrium, periods, chaos, bios), thus offering a model for the causal creation of complexity. © 2006 Wiley Periodicals, Inc. Complexity 11: 14,25, 2006 [source]


Emergency Department Information System Implementation and Process Redesign Result in Rapid and Sustained Financial Enhancement at a Large Academic Center

ACADEMIC EMERGENCY MEDICINE, Issue 5 2010
Jason S. Shapiro MD
Abstract Objectives:, The objectives were to measure the financial impact of implementing a fully integrated emergency department information system (EDIS) and determine the length of time to "break even" on the initial investment. Methods:, A before-and-after study design was performed using a framework of analysis consisting of four 15-month phases: 1) preimplementation, 2) peri-implementation, 3) postimplementation, and 4) sustained effects. Registration and financial data were reviewed. Costs and rates of professional and facility charges and receipts were calculated for the phases in question and compared against monthly averages for covariates such as volume, collections rates, acuity, age, admission rate, and insurance status with an autoregressive time series analysis using a segmented model. The break-even point was calculated by measuring cumulative monthly receipts for the last three study phases in excess of the average monthly receipts from the preimplementation phase, corrected for change in volume, and then plotting this against cumulative overall cost. Results:, Time to break even on the initial EDIS investment was less than 8 months. Total revenue enhancement at the end of the 5-year study period was $16,138,953 with an increase of 69.40% in charges and 70.06% in receipts. This corresponds to an increase in receipts per patient from $50 to $90 for professional services and $131 to $183 for facilities charges. Other than volume, there were no significant changes in trends for covariates between the preimplementation and sustained-effects periods. Conclusions:, A comprehensive EDIS implementation with process redesign resulted in sustained increases in professional and facility revenues and a rapid initial break-even point. ACADEMIC EMERGENCY MEDICINE 2010; 17:527,535 © 2010 by the Society for Academic Emergency Medicine [source]


Estimating Systematic Risk Using Time Varying Distributions

EUROPEAN FINANCIAL MANAGEMENT, Issue 1 2002
Gregory Koutmos
This article proposes a dynamic vector GARCH model for the estimation of time-varying betas. The model allows the conditional variances and the conditional covariance between individual portfolio returns and market portfolio returns to respond asymmetrically to past innovations depending on their sign. Covariances tend to be higher during market declines. There is substantial time variation in betas but the evidence on beta asymmetry is mixed. Specifically, in 50% of the cases betas are higher during market declines and for the remaining 50% the opposite is true. A time series analysis of estimated time varying betas reveals that they follow stationary mean-reverting processes. The average degree of persistence is approximately four days. It is also found that the static market model overstates non-market or, unsystematic risk by more than 10%. On the basis of an array of diagnostics it is confirmed that the vector GARCH model provides a richer framework for the analysis of the dynamics of systematic risk. [source]


Per capita alcohol consumption and liver cirrhosis mortality in 14 European countries

ADDICTION, Issue 1s1 2001
Mats Ramstedt
Aim. To estimate the effects of changes in per capita alcohol consumption on liver cirrhosis mortality rates in various demographic groups across 14 western European countries. Method. Yearly changes in gender- and age-specific mortality rates from 1950 to 1995 were analysed in relation to corresponding yearly changes in per capita alcohol consumption, employing the Box-Jenkins technique for time series analysis. Country-specific estimates were pooled into three regions: northern, central and southern Europe. Measurements. Cirrhosis mortality data for 5-year age groups were converted into gender-specific mortality rates in the age groups 15 +, 15-44, 45-64 and 65 + and expressed as the number of deaths per 100 000 inhabitants. Alcohol sales were used to measure aggregate consumption, which were calculated into consumption (litres 100% alcohol) per year per inhabitant over 14 years of age and weighted with a 10-year distributed lag model. Findings. The country-specific analyses demonstrated a positive and statistically significant effect of changes in per capita consumption on changes in cirrhosis mortality in 13 countries for males and in nine countries for females. The strongest alcohol effect was found in northern Europe, due mainly to a large effect in Sweden. Moreover, when different age groups were analysed significant estimates were obtained in 29 of 42 cases for males and in 20 of 42 cases for females. Most of the non-significant estimates were found in older age groups. Conclusions. The results suggest clearly that a change in the overall level of drinking as a general rule affect cirrhosis mortality in different drinking cultures as well as among different demographic groups. Moreover, the findings correspond with what is expected from the collectivity theory of drinking cultures. [source]


Alcohol consumption and overall accident mortality in 14 European countries

ADDICTION, Issue 1s1 2001
Ole-Jørgen Skog
Aims. To evaluate the effects of changes in aggregate alcohol consumption on overall accident mortality in 14 western European countries after 1950, and to compare traditional beer, wine, and spirits countries with respect to the impact of alcohol. Design, setting and participants. The countries were sorted into three groups - traditional spirits countries of northern Europe, traditional beer countries of central Europe and wine countries of southern Europe. Gender- and age-specific annual mortality rates were analysed in relation to per capita alcohol consumption, utilizing the Box-Jenkins technique for time series analysis. All series were differenced to remove long-term trends. The results of the analyses in individual countries were pooled within each group of countries to increase the statistical power. Measurements. Overall accident mortality data for 5-year age groups were converted to gender and age specific mortality rates in the age groups 15-29, 30-49 and 50-69 years. Rates were age adjusted within groups. Data on per capita alcohol consumption were converted to consumption per inhabitant 15 years and older. Findings. The analyses demonstrated a statistically significant and positive relationship between changes in aggregate alcohol consumption in all three groups of countries. The estimated effect parameter was larger in northern Europe than in central Europe, and smallest in southern Europe. Conclusion. The results are compatible with the hypothesis that accident mortality rates are influenced by per capita alcohol consumption in southern, central and northern Europe. However, alcohol appears to play a larger role in northern Europe than in southern Europe. [source]