Search results for "Linear Model"
showing 10 items of 598 documents
A structured filter for Markovian switching systems
2014
In this work, a new methodology for the structuring of multiple model estimation schemas is developed. The proposed filter is applied to the estimation and detection of active mode in dynamic systems. The discrete-time Markovian switching systems represented by several linear models, associated with a particular operating mode, are studied. Therefore, the main idea of this work is the subdivision of the models set to some subsets in order to improve the detection and estimation performances. Each subset is associated with sub-estimators based on models of the subset. In order to compute the global estimate and subset probabilities, a global estimator is proposed. Theoretical developments ba…
Exploring relationships between drought and epidemic cholera in Africa using generalised linear models
2021
Abstract Background Temperature and precipitation are known to affect Vibrio cholerae outbreaks. Despite this, the impact of drought on outbreaks has been largely understudied. Africa is both drought and cholera prone and more research is needed in Africa to understand cholera dynamics in relation to drought. Methods Here, we analyse a range of environmental and socioeconomic covariates and fit generalised linear models to publicly available national data, to test for associations with several indices of drought and make cholera outbreak projections to 2070 under three scenarios of global change, reflecting varying trajectories of CO2 emissions, socio-economic development, and population gr…
The Association Between Epigenetic Clocks and Physical Functioning in Older Women: A 3-Year Follow-up
2021
Abstract Background Epigenetic clocks are composite markers developed to predict chronological age or mortality risk from DNA methylation (DNAm) data. The present study investigated the associations between 4 epigenetic clocks (Horvath’s and Hannum’s DNAmAge and DNAm GrimAge and PhenoAge) and physical functioning during a 3-year follow-up. Method We studied 63- to 76-year-old women (N = 413) from the Finnish Twin Study on Aging. DNAm was measured from blood samples at baseline. Age acceleration (AgeAccel), that is, discrepancy between chronological age and DNAm age, was determined as residuals from linear model. Physical functioning was assessed under standardized laboratory conditions at b…
Methods to Use Big Wearable Heart Rate Data for Estimation of Physical Activity in Population Level
2015
Technologies for wearable health monitoring are becoming increasingly popular and affordable. As a result, large-scale health databases from a large number of individuals are becoming available. However, analysis of these databases requires special methodology to transform available parameters into more generic ones and to manage such non-balanced data characteristics as biases and sampling issues. In this paper, we introduce a methodology for studying physical activity from big wearable heart rate (HR) data on about 5 000 working-age individuals, each measured only for a few days. Physical activity was assessed by oxygen consumption (VO2) calculated from measured HR data using a neural net…
A Critical Review of Statistical Methods for Twin Studies Relating Exposure to Early Life Health Conditions
2021
International audience; When investigating disease etiology, twin data provide a unique opportunity to control for confounding and disentangling the role of the human genome and exposome. However, using appropriate statistical methods is fundamental for exploiting such potential. We aimed to critically review the statistical approaches used in twin studies relating exposure to early life health conditions. We searched PubMed, Scopus, Web of Science, and Embase (2011–2021). We identified 32 studies and nine classes of methods. Five were conditional approaches (within-pair analyses): additive-common-erratic (ACE) models (11 studies), generalized linear mixed models (GLMMs, five studies), gene…
Gap Filling of Biophysical Parameter Time Series with Multi-Output Gaussian Processes
2018
In this work we evaluate multi-output (MO) Gaussian Process (GP) models based on the linear model of coregionalization (LMC) for estimation of biophysical parameter variables under a gap filling setup. In particular, we focus on LAI and fAPAR over rice areas. We show how this problem cannot be solved with standard single-output (SO) GP models, and how the proposed MO-GP models are able to successfully predict these variables even in high missing data regimes, by implicitly performing an across-domain information transfer.
Dual Extrapolation for Sparse Generalized Linear Models
2020
International audience; Generalized Linear Models (GLM) form a wide class of regression and classification models, where prediction is a function of a linear combination of the input variables. For statistical inference in high dimension, sparsity inducing regularizations have proven to be useful while offering statistical guarantees. However, solving the resulting optimization problems can be challenging: even for popular iterative algorithms such as coordinate descent, one needs to loop over a large number of variables. To mitigate this, techniques known as screening rules and working sets diminish the size of the optimization problem at hand, either by progressively removing variables, o…
Futures pricing in electricity markets based on stable CARMA spot models
2012
We present a new model for the electricity spot price dynamics, which is able to capture seasonality, low-frequency dynamics and the extreme spikes in the market. Instead of the usual purely deterministic trend we introduce a non-stationary independent increments process for the low-frequency dynamics, and model the large uctuations by a non-Gaussian stable CARMA process. The model allows for analytic futures prices, and we apply these to model and estimate the whole market consistently. Besides standard parameter estimation, an estimation procedure is suggested, where we t the non-stationary trend using futures data with long time until delivery, and a robust L 1 -lter to nd the states of …
Thresholding projection estimators in functional linear models
2008
We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows to get consistency under broad assumptions as well as minimax rates of convergence under additional regularity hypotheses. We also consider the particular case of Sobolev spaces generated by the trigonometric basis which permits to get easily mean squared error of prediction as well as estimators of the derivatives of the regression function. We prove these estimators are minimax and rates of convergence are given for some particular cases.
KFAS : Exponential Family State Space Models in R
2017
State space modelling is an efficient and flexible method for statistical inference of a broad class of time series and other data. This paper describes an R package KFAS for state space modelling with the observations from an exponential family, namely Gaussian, Poisson, binomial, negative binomial and gamma distributions. After introducing the basic theory behind Gaussian and non-Gaussian state space models, an illustrative example of Poisson time series forecasting is provided. Finally, a comparison to alternative R packages suitable for non-Gaussian time series modelling is presented.