Search results for "Time serie"
showing 10 items of 261 documents
Quantifying Excess Deaths Related to Heatwaves under Climate Change Scenarios: A multicountry time series modelling study
2018
Background: Heatwaves are a critical public health problem. There will be an increase in the frequency and severity of heatwaves under changing climate. However, evidence about the impacts of climate change on heatwave-related mortality at a global scale is limited. Methods and findings: We collected historical daily time series of mean temperature and mortality for all causes or nonexternal causes, in periods ranging from January 1, 1984, to December 31, 2015, in 412 communities within 20 countries/regions. We estimated heatwave–mortality associations through a two-stage time series design. Current and future daily mean temperature series were projected under four scenarios of greenhouse g…
On approximate system dynamic
1996
In this paper concepts and techniques from system theory are used to obtain state-space (Markovian ) models of dynamic economic processes instead of the usual VARMA models. In this respect the concept of state is reviewed as are Hankel norm approximations,and balanced realizations for stochastic models. We clarify some aspects of the balancing method for state space modelling of observed time series. This method may fail to satisfy the so-called positive real condition for stochastic processes. We us a state variance factorization algorithm which does not require us to solve the algebraic Riccati equation. We relate the Aoki-Havenner method to the Arun - Kung method.
Identification of ELF3 as an early transcriptional regulator of human urothelium
2014
AbstractDespite major advances in high-throughput and computational modelling techniques, understanding of the mechanisms regulating tissue specification and differentiation in higher eukaryotes, particularly man, remains limited. Microarray technology has been explored exhaustively in recent years and several standard approaches have been established to analyse the resultant datasets on a genome-wide scale. Gene expression time series offer a valuable opportunity to define temporal hierarchies and gain insight into the regulatory relationships of biological processes. However, unless datasets are exactly synchronous, time points cannot be compared directly.Here we present a data-driven ana…
¿SE PUEDE MEDIR LA NEGOCIACIÓN INFORMADA?: UNA REVISIÓN DE LA METODOLOGÍA BASADA EN LAS COVARIANZAS DE LAS SERIES DE PRECIOS / CAN WE MEASURE THE INS…
2009
El desarrollo en los modelos teóricos de microestructura ha motivado la aparición de un grupo de trabajos encaminado al estudio empírico de los costes de transacción y sus componentes dada la importancia que han tenido los mismos en el estudio del funcionamiento de los mercados y la comparación entre éstos así como sus numerosas aplicaciones en campos afines (finanzas corporativas, eficiencia de los mercados, etc.). Por otra parte, la contrastación empírica de los distintos modelos establecidos muestra resultados claramente dispares. Por ello, el objetivo de nuestro trabajo es analizar con detalle y en conjunto dichos modelos centrándonos en un grupo con características muy similares. Concr…
A complex network analysis of inbound tourism in Sicily
2019
In this article, the complex dynamics of inbound tourism in Sicily is analyzed for the period 1998–2017. The horizontal visibility graph algorithm is used to transform the overnight stays' time series into a network whose topology is investigated by standard network analysis. Discontinuities in the domestic and international tourism demand were identified in order to detect signals of change and the timing of the directional change in tourism growth. The network degree distribution confirms the complex structure of the destination and reveals the random and thus more unpredictable nature of the international tourism demand in Sicily, compared with a more stable domestic segment. Some policy…
Is the EUA a new asset class?
2022
The listing of a new asset requires knowledge of its statistical properties prior to its use for hedging, speculative or risk management purposes. In this paper, the authors study the stylised facts of European Union Allowances (EUAs) returns. The majority of the phenomena observed, such as heavy tails, volatility clustering, asymmetric volatility and the presence of a high number of outliers are similar to those observed in both commodity futures and financial assets. However, properties such as negative asymmetry, positive correlation with stocks indexes and higher volatility levels during the trading session, typical of financial assets, and the existence of inflation hedge and positive …
Information Decomposition in Multivariate Systems: Definitions, Implementation and Application to Cardiovascular Networks
2016
The continuously growing framework of information dynamics encompasses a set of tools, rooted in information theory and statistical physics, which allow to quantify different aspects of the statistical structure of multivariate processes reflecting the temporal dynamics of complex networks. Building on the most recent developments in this field, this work designs a complete approach to dissect the information carried by the target of a network of multiple interacting systems into the new information produced by the system, the information stored in the system, and the information transferred to it from the other systems; information storage and transfer are then further decomposed into amou…
Synergistic Information Transfer in the Global System of Financial Markets.
2020
Uncovering dynamic information flow between stock market indices has been the topic of several studies which exploited the notion of transfer entropy or Granger causality, its linear version. The output of the transfer entropy approach is a directed weighted graph measuring the information about the future state of each target provided by the knowledge of the state of each driving stock market index. In order to go beyond the pairwise description of the information flow, thus looking at higher order informational circuits, here we apply the partial information decomposition to triplets consisting of a pair of driving markets (belonging to America or Europe) and a target market in Asia. Our …
NOAA-AVHRR Orbital Drift Correction: Validating Methods Using MSG-SEVIRI Data as a Benchmark Dataset
2021
National Oceanic and Atmospheric Administration–Advanced Very High Resolution Radiometer (NOAA-AVHRR) data provides the possibility to build the longest Land Surface Temperature (LST) dataset to date, starting in 1981 up to the present. However, due to the orbital drift of the NOAA platforms, no LST dataset is available before 2000 and the arrival of newer platforms. Although numerous methods have been developed to correct this orbital drift effect on the LST, a lack of validation has prevented their application. This is the gap we bridge here by using the 15 min temporal resolution of Meteosat Second Generation–Spinning Enhanced Visible and Infra-Red Imager (MSG-SEVIRI) data to simulate dr…
Unemployment Flows in Finland, 1969-95: A Time Series Analysis
1998
We adopt a flow approach to analyse Finnish unemployment experience during the last three decades. In addition to data on short-term and total outflow and inflow rates from a relatively long period beginning in 1969, we also have data on duration-specific outflow rates for the period 1984 I–96 II which encompasses the spectacular increase in unemployment in the early nineties. The empirical study shows that both the inflow and the outflow is mainly driven by variation in job opportunities. For a given vacancy-unemployment ratio, the outflow rate has fallen because of changes in unemployment compensation, demographic structure and emigration. The outflow has been only marginally affected by …