Search results for "Time clustering"
showing 6 items of 6 documents
Hierarchical networks of food exchange in the black garden ant Lasius niger
2020
In most eusocial insects, the division of labour results in relatively few individuals foraging for the entire colony. Thus, the survival of the colony depends on its efficiency in meeting the nutritional needs of all its members. Here, we characterise the network topology of a eusocial insect to understand the role and centrality of each caste in this network during the process of food dissemination. We constructed trophallaxis networks from 34 food-exchange experiments in black garden ants (Lasius niger). We tested the influence of brood and colony size on (i) global indices at the network level (i.e. efficiency, resilience, centralisation and modularity) and (ii) individual values (i.e. …
Geographical spread of influenza incidence in Spain during the 2009 A(H1N1) pandemic wave and the two succeeding influenza seasons
2014
SUMMARYThe aim of this study was to monitor the spatio-temporal spread of influenza incidence in Spain during the 2009 pandemic and the following two influenza seasons 2010–2011 and 2011–2012 using a Bayesian Poisson mixed regression model; and implement this model of geographical analysis in the Spanish Influenza Surveillance System to obtain maps of influenza incidence for every week. In the pandemic wave the maps showed influenza activity spreading from west to east. The 2010–2011 influenza epidemic wave plotted a north-west/south-east pattern of spread. During the 2011–2012 season the spread of influenza was geographically heterogeneous. The most important source of variability in the m…
Spatial analysis of bovine spongiform encephalopathy in Galicia, Spain (2000–2005)
2007
Abstract In Spain, the first bovine spongiform encephalopathy (BSE) case was detected in 2000 in a cow born in the Galicia region (Northwestern Spain). From then and until October 2005, 590 cases were detected, 223 of them in Galicia. In 1994, meat and bone meal (MBM) was banned on ruminant feed and, in 1996, an EU decision mandating an overall change in MBM processing was implemented. This decision was gradually applied in the territory and not enforced before July 1998. The objective of this study was to explore clustering of BSE cases and estimate the standard incidence ratio (SIR) of BSE in Galicia. Our study was based on the BSE cases detected during the surveillance period 2000–2005 i…
Modelling systemic price cojumps with Hawkes factor models
2015
Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.
Bayesian Markov switching models for the early detection of influenza epidemics
2008
The early detection of outbreaks of diseases is one of the most challenging objectives of epidemiological surveillance systems. In this paper, a Markov switching model is introduced to determine the epidemic and non-epidemic periods from influenza surveillance data: the process of differenced incidence rates is modelled either with a first-order autoregressive process or with a Gaussian white-noise process depending on whether the system is in an epidemic or in a non-epidemic phase. The transition between phases of the disease is modelled as a Markovian process. Bayesian inference is carried out on the former model to detect influenza epidemics at the very moment of their onset. Moreover, t…
Modelling Systemic Cojumps with Hawkes Factor Models
2013
Instabilities in the price dynamics of a large number of financial assets are a clear sign of systemic events. By investigating a set of 20 high cap stocks traded at the Italian Stock Exchange, we find that there is a large number of high frequency cojumps. We show that the dynamics of these jumps is described neither by a multivariate Poisson nor by a multivariate Hawkes model. We introduce a Hawkes one factor model which is able to capture simultaneously the time clustering of jumps and the high synchronization of jumps across assets.