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1.
A P-spline ANOVA type model in space-time disease mapping   总被引：3，自引：3，他引：0  
One of the main objectives in disease mapping is the identification of temporal trends and the production of a series of smoothed maps from which spatial patterns of mortality risks can be monitored over time. When studying rare diseases, conditional autoregressive models have been commonly used for smoothing risks. In this work, a P-spline ANOVA type model is used instead. The model is anisotropic and explicitly considers different smooth terms for space, time, and space-time interaction avoiding, in addition, model identifiability problems. The mean squared error of the log-risk predictor is derived accounting for the variability associated to the estimation of the smoothing parameters. The procedure is illustrated analyzing Spanish prostate cancer mortality data in the period 1975–2008.  相似文献   

2.
In order to allow contemporaneous autoregressive moving average (CARMA) models to be properly applied to hydrological time series, important statistical properties of the CARMA family of models are developed. For calibrating the model parameters, efficient joint estimation procedures are investigated and compared to a set of uivariate estimation procedures. It is shown that joint estimation procedures improve the efficiency of the autoregressive and moving average parameter estimates, but no improvements are expected on the estimation of the mean vector and the variance covariance matrix of the model. The effects of the different estimation procedures on the asymptotic prediction error are also considered. Finally, hydrological applications demonstrate the usefulness of the CARMA models in the field of water resources.  相似文献   

3.
Detrending is a widely used technique for obtaining stationary time series data in residual analysis and risk assessment. The technique is frequently applied in crop yield risk assessment and insurance ratings. Although several trend models have been proposed in the literature, whether these models achieve consistent detrending results and successfully extract the true yield trends is rarely discussed. In the present article, crop insurance pricing is evaluated by different trend models using real and historical yield data, and hypothetical yield data generated by Monte Carlo simulations. Applied to real historical data, the linear, loglinear, autoregressive integrated moving average trend models produce different risk assessment results. The differences among the model outputs are statistically significant. The largest deviation in the county crop assessment reaches 6–8 %, substantially larger than the present countrywide gross premium rate of 5–7 %. In performance tests on simulated yield trends, popular detrending methods based on smoothing techniques proved overall superior to linear, loglinear, and integrated autoregression models. The best performances were yielded by the moving average and robust locally weighted regression models.  相似文献   

4.
In the present study, a seasonal and non-seasonal prediction of the Standardized Precipitation Index (SPI) time series is addressed by means of linear stochastic models. The methodology presented here is to develop adequate linear stochastic models known as autoregressive integrated moving average (ARIMA) and multiplicative seasonal autoregressive integrated moving average (SARIMA) to predict drought in the Büyük Menderes river basin using SPI as drought index. Temporal characteristics of droughts based on SPI as an indicator of drought severity indicate that the basin is affected by severe and more or less prolonged periods of drought from 1975 to 2006. Therefore, drought prediction plays an important role for water resources management. ARIMA modeling approach involves the following three steps: model identification, parameter estimation, diagnostic checking. In model identification step, considering the autocorrelation function (ACF) and partial autocorrelation function (PACF) results of the SPI series, different ARIMA models are identified. The model gives the minimum Akaike Information Criterion (AIC) and Schwarz Bayesian Criterion (SBC) is selected as the best fit model. Parameter estimation step indicates that the estimated model parameters are significantly different from zero. Diagnostic check step is applied to the residuals of the selected ARIMA models and the results indicated that the residuals are independent, normally distributed and homoscedastic. For the model validation purposes, the predicted results using the best ARIMA models are compared to the observed data. The predicted data show reasonably good agreement with the actual data. The ARIMA models developed to predict drought found to give acceptable results up to 2 months ahead. The stochastic models developed for the Büyük Menderes river basin can be employed to predict droughts up to 2 months of lead time with reasonably accuracy.  相似文献   

5.
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6.
Multi-step SETARMA predictors in the analysis of hydrological time series   总被引：1，自引：0，他引：1  
The performance of the self-exciting threshold autoregressive moving average model in forecasting river flow data is investigated. Multi-step forecasts of two daily time series are generated through three different nonlinear predictors. The model adequacy to capture the main features of the data under study and its forecasting performance are analysed and discussed.  相似文献   

7.
For designing a structure to withstand the effects of strong earthquake ground motions, it is necessary to characterize the type of motion that probably affects the structure. The strong-motion accelerograms contain numerous data regarding the source, path, and receiver. Variables such as the Richter magnitude, hypocenter depth, duration of the event, and focal mechanism relate to the source. The soil parameter and distance to epicenter, relate to the path. The application of autoregressive moving average (ARMA) process in modeling an earthquake accelerogram of three different regions of Iran reveals a formulation, which relates the physical variables via a regression analysis. In order to generate time history data of a probable future earthquake, it is recommended to use the regression equations for a specific type of earthquake focal mechanism if the future earthquake mechanism and physical variables are known; otherwise, regional equations are more suitable.  相似文献   

8.
Parsimonious representations of recorded earthquake acceleration time series are obtained by fitting stationary autoregressive moving average models after a variance-stabilizing transformation. Simulated acceleration series are then constructed by generating realizations from the fitted stationary models and applying the reverse transformation. As demonstrated on three components of a typical series, the response spectra for the observed and simulated series show good agreement for periods of less than eight seconds. Further, the model parameters for the three components are very similar, suggesting a consistency which could be useful for identifying site-specific characteristics.  相似文献   

9.
The ability of the extreme learning machine (ELM) is investigated in modelling groundwater level (GWL) fluctuations using hydro-climatic data obtained for Hormozgan Province, southern Iran. Monthly precipitation, evaporation and previous GWL data were used as model inputs. Developed ELM models were compared with the artificial neural networks (ANN) and radial basis function (RBF) models. The models were also compared with the autoregressive moving average (ARMA), and evaluated using mean square errors, mean absolute error, Nash-Sutcliffe efficiency and determination coefficient statistics. All the data-driven models had better accuracy than the ARMA, and the ELM model’s performance was superior to that of the ANN and RBF models in modelling 1-, 2- and 3-month-ahead GWL. The RMSE accuracy of the ANN model was increased by 37, 34 and 52% using ELM for the 1-, 2- and 3-month-ahead forecasts, respectively. The accuracy of the ELM models was found to be less sensitive to increasing lead time.  相似文献   

10.
Spatio–temporal statistical models have been proposed for the analysis of the temporal evolution of the geographical pattern of mortality (or incidence) risks in disease mapping. However, as far as we know, functional approaches based on Hilbert-valued processes have not been used so far in this area. In this paper, the autoregressive Hilbertian process framework is adopted to estimate the functional temporal evolution of mortality relative risk maps. Specifically, the penalized functional estimation of log-relative risk maps is considered to smooth the classical standardized mortality ratio. The reproducing kernel Hilbert space (RKHS) norm is selected for definition of the penalty term. This RKHS-based approach is combined with the Kalman filtering algorithm for the spatio–temporal estimation of risk. Functional confidence intervals are also derived for detecting high risk areas. The proposed methodology is illustrated analyzing breast cancer mortality data in the provinces of Spain during the period 1975–2005. A simulation study is performed to compare the ARH(1) based estimation with the classical spatio–temporal conditional autoregressive approach.  相似文献   

11.
A central issue in population ecology is to determine the structure of negative feedback-density depend process which regulates population dynamics and seasonal fluctuations. In this work the incidence of population density dependences and seasonality was examined in fruit orchards of three closely related pest species (Adoxophyes orana, Anarsia lineatella and (Grapholita) Grapholitha molesta). Analysis included 13 moth population time series during 2003–2011. Additionally, considering that time lags and seasonality are fundamental characteristics of ecological organisation and pest management, the work aimed to introduce a step wise algorithm to detect significant population feedbacks, moth seasonality and population synchronisation of nearby locations. In the proposed procedure, each population-time series was first analysed on the basis of autocorrelation and partial autocorrelation. Moreover, assuming that each of the ecological variable, observed at successive time points, consist of a stochastic process, autoregressive moving average ARMA(p,q) models and seasonal autoregressive moving average models SARMA(p,q)x(P,Q) S were fitted on data. The Akaike information criteria was further used by the stepwise algorithm for parameter optimization and model improvement. Model construction is accompanied by a presentation of the fitting results and a discussion of the heuristic benchmarks used to assess the forecasting performance of the models. Life cycles of populations belonging to same species appeared to synchronise by terms of their autocorrelation functions. Delayed density dependence and order was in most cases of lag:1 and 2, while lag >3 was not found more frequently as expected by chance. In A. orana and A. lineatella moth species lag = 1 delayed density dependence was significantly more frequent and in particular in nearby locations. However, the structure of the fitted models varied with respect to species and observation region. In some cases, seasonal models were considered to be more accurate in simulating moth population dynamics. Finally, to provide means in forecasting moth emergence and abundance, utile in pest management, the models were trained using 2003–2009 data sets and their forecasting performance were validated for each case using data sets of 2010–2011. In most cases, the constructed stochastic linear autoregressive models simulated the population outbreaks very well. Describing and forecasting stochastic population fluctuations is a basic tenet of theoretical and applied ecology, while detecting the relative roles of exogenous and endogenous mechanisms can partly describe the phenomenological behavior of pest population time series data and improve pest management.  相似文献   

12.
Variation in disease risk underlying observed disease counts is increasingly a focus for Bayesian spatial modelling, including applications in spatial data mining. Bayesian analysis of spatial data, whether for disease or other types of event, often employs a conditionally autoregressive prior, which can express spatial dependence commonly present in underlying risks or rates. Such conditionally autoregressive priors typically assume a normal density and uniform local smoothing for underlying risks. However, normality assumptions may be affected or distorted by heteroscedasticity or spatial outliers. It is also desirable that spatial disease models represent variation that is not attributable to spatial dependence. A spatial prior representing spatial heteroscedasticity within a model accommodating both spatial and non-spatial variation is therefore proposed. Illustrative applications are to human TB incidence. A simulation example is based on mainland US states, while a real data application considers TB incidence in 326 English local authorities.  相似文献   

13.
为研究地震子波相位对反射系数序列反演的影响,在自回归滑动平均(ARMA)模型描述子波的基础上,提出采用z域对称映射ARMA模型零极点的方法构造了一系列相同振幅谱、不同相位谱的地震子波,并结合谱除法对人工合成地震记录进行反射系数序列反演.理论分析表明,子波相位估计不准时反射系数序列反演结果中残留一个纯相位滤波器,该纯相位滤波器的相位谱为真实子波和构造子波的相位谱之差.采用丰度和变分作为评价方法,在反演结果中确定出真实的或准确的反射系数序列.仿真实验和实际数据处理结果也验证了子波相位对反射系数序列反演的影响规律和评价方法的有效性,为进一步提高反射系数序列反演结果精度指明了研究方向.  相似文献   

14.
Stochastic Environmental Research and Risk Assessment - Conditional autoregressive distributions are commonly used to model spatial dependence between nearby geographic units in disease mapping...  相似文献   

15.
Various types of neural networks have been proposed in previous papers for applications in hydrological events. However, most of these applied neural networks are classified as static neural networks, which are based on batch processes that update action only after the whole training data set has been presented. The time variate characteristics in hydrological processes have not been modelled well. In this paper, we present an alternative approach using an artificial neural network, termed real‐time recurrent learning (RTRL) for stream‐flow forecasting. To define the properties of the RTRL algorithm, we first compare the predictive ability of RTRL with least‐square estimated autoregressive integrated moving average models on several synthetic time‐series. Our results demonstrate that the RTRL network has a learning capacity with high efficiency and is an adequate model for time‐series prediction. We also investigated the RTRL network by using the rainfall–runoff data of the Da‐Chia River in Taiwan. The results show that RTRL can be applied with high accuracy to the study of real‐time stream‐flow forecasting networks. Copyright © 2002 John Wiley & Sons, Ltd.  相似文献   

16.
The non‐stationary Functional Series time‐dependent autoregressive moving average (TARMA) modelling and simulation of earthquake ground motion is considered. Full Functional Series TARMA models, capable of modelling both resonances and antiresonances, are examined for the first time via a novel mixed parametric/non‐parametric estimation scheme, and critical comparisons with pure TAR and recursive ARMA (RARMA)‐recursive maximum likelihood (RML) adaptive filtering type modelling are made. The study is based upon two California ground motion signals: a 1979 El Centro accelerogram and a 1994 Pacoima Dam accelerogram. A systematic analysis, employing various functional subspaces and model orders, leads to two Haar function based models: a TARMA(2,4)8 model for the El Centro case and a TARMA(6,2)10 model for the Pacoima Dam case. Both models are formally validated and their simulation (synthesis) capabilities are demonstrated via Monte Carlo experiments focusing on important time domain signal characteristics. The Functional Series TAR/TARMA models are shown to achieve parsimony, as well as superior accuracy and simulation capabilities, over their RARMA counterparts. Copyright © 2001 John Wiley & Sons Ltd.  相似文献   

17.
Abstract

Evapotranspiration (ET) is an important process in the hydrological cycle and needs to be accurately quantified for proper irrigation scheduling and optimal water resources systems operation. The time variant characteristics of ET necessitate the need for forecasting ET. In this paper, two techniques, namely a seasonal ARIMA model and Winter's exponential smoothing model, have been investigated for their applicability for forecasting weekly reference crop ET. A seasonal ARIMA model with one autoregressive and one moving average process and with a seasonality of 52 weeks was found to be an appropriate stochastic model. The ARIMA and Winter's models were compared with a simple ET model to assess their performance in forecasting. The forecast errors produced by these models were very small and the models would be promisingly of great use in real-time irrigation management.  相似文献   

18.
A. O. Pektas 《水文科学杂志》2017,62(14):2415-2425
This study examines the employment of two methods, multiple linear regression (MLR) and an artificial neural network (ANN), for multistep ahead forecasting of suspended sediment. The autoregressive integrated moving average (ARIMA) model is considered for one-step ahead forecasting of sediment series in order to provide a comparison with the MLR and ANN methods. For one- and two-step ahead forecasting, the ANN model performance is superior to that of the MLR model. For longer ranges, MLR models provide better accuracy, but there is an important assumption violation. The Durbin-Watson statistics of the MLR models show a noticeable decrease from 1.3 to 0.5, indicating that the residuals are not dependent over time. The scatterplots of the three methods (MLR, ARIMA and ANN) for one-step ahead forecasting for the validation period illustrate close fits with the regression line, with the ANN configuration having a slightly higher R2 value.  相似文献   

19.
Nermin Sarlak 《水文研究》2008,22(17):3403-3409
Classical autoregressive models (AR) have been used for forecasting streamflow data in spite of restrictive assumptions, such as the normality assumption for innovations. The main reason for making this assumption is the difficulties faced in finding model parameters for non‐normal distribution functions. However, the modified maximum likelihood (MML) procedure used for estimating autoregressive model parameters assumes a non‐normally distributed residual series. The aim in this study is to compare the performance of the AR(1) model with asymmetric innovations with that of the classical autoregressive model for hydrological annual data. The models considered are applied to annual streamflow data obtained from two streamflow gauging stations in K?z?l?rmak Basin, Turkey. Copyright © 2008 John Wiley & Sons, Ltd.  相似文献   

20.
ARIMA forecasting of ambient air pollutants (O3, NO, NO2 and CO)   总被引：1，自引：0，他引：1  
In the present study, a stationary stochastic ARMA/ARIMA [Autoregressive Moving (Integrated) Average] modelling approach has been adapted to forecast daily mean ambient air pollutants (O3, CO, NO and NO2) concentration at an urban traffic site (ITO) of Delhi, India. Suitable variance stabilizing transformation has been applied to each time series in order to make them covariance stationary in a consistent way. A combination of different information-criterions, namely, AIC (Akaike Information Criterion), HIC (Hannon–Quinn Information Criterion), BIC (Bayesian Information criterion), and FPE (Final Prediction Error) in addition to ACF (autocorrelation function) and PACF (partial autocorrelation function) inspection, has been tried out to obtain suitable orders of autoregressive (p) and moving average (q) parameters for the ARMA(p,q)/ARIMA(p,d,q) models. Forecasting performance of the selected ARMA(p,q)/ARIMA(p,d,q) models has been evaluated on the basis of MAPE (mean absolute percentage error), MAE (mean absolute error) and RMSE (root mean square error) indicators. For 20 out of sample forecasts, one step (i.e., one day) ahead MAPE for CO, NO2, NO and O3, have been found to be 13.6, 12.1, 21.8 and 24.1%, respectively. Given the stochastic nature of air pollutants data and in the light of earlier reported studies regarding air pollutants forecasts, the forecasting performance of the present approach is satisfactory and the suggested forecasting procedure can be effectively utilized for short term air quality forewarning purposes.  相似文献   

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