Search results for "Time serie"

Short term association between ozone and mortality: global two stage time series study in 406 locations in 20 countries

2020

Objective To assess short term mortality risks and excess mortality associated with exposure to ozone in several cities worldwide. Design Two stage time series analysis. Setting 406 cities in 20 countries, with overlapping periods between 1985 and 2015, collected from the database of Multi-City Multi-Country Collaborative Research Network. Population Deaths for all causes or for external causes only registered in each city within the study period. Main outcome measures Daily total mortality (all or non-external causes only). Results A total of 45 165 171 deaths were analysed in the 406 cities. On average, a 10 µg/m3 increase in ozone during the current and previous day was associated with a…

Scaling and data collapse for the mean exit time of asset prices

2005

We study theoretical and empirical aspects of the mean exit time of financial time series. The theoretical modeling is done within the framework of continuous time random walk. We empirically verify that the mean exit time follows a quadratic scaling law and it has associated a pre-factor which is specific to the analyzed stock. We perform a series of statistical tests to determine which kind of correlation are responsible for this specificity. The main contribution is associated with the autocorrelation property of stock returns. We introduce and solve analytically both a two-state and a three-state Markov chain models. The analytical results obtained with the two-state Markov chain model …

Kullback-Leibler distance as a measure of the information filtered from multivariate data

2007

We show that the Kullback-Leibler distance is a good measure of the statistical uncertainty of correlation matrices estimated by using a finite set of data. For correlation matrices of multivariate Gaussian variables we analytically determine the expected values of the Kullback-Leibler distance of a sample correlation matrix from a reference model and we show that the expected values are known also when the specific model is unknown. We propose to make use of the Kullback-Leibler distance to estimate the information extracted from a correlation matrix by correlation filtering procedures. We also show how to use this distance to measure the stability of filtering procedures with respect to s…

Entropy and Renormalization in Chaotic Visibility Graphs

2016

Gridding artifacts on medium-resolution satellite image time series: MERIS case study

2011

Earth observation satellites provide a valuable source of data which when conveniently processed can be used to better understand the Earth system dynamics. In this regard, one of the prerequisites for the analysis of satellite image time series is that the images are spatially coregistered so that the resulting multitemporal pixel entities offer a true temporal view of the area under study. This implies that all the observations must be mapped to a common system of grid cells. This process is known as gridding and, in practice, two common grids can be used as a reference: 1) a grid defined by some kind of external data set (e.g., an existing land-cover map) or 2) a grid defined by one of t…

The design and implementation of Neuma, a collaborative Digital Scores Library - Requirements, architecture, and models

2012

This paper presents the design and implementation of the Neuma platform, a digital library devoted to the preservation and dissemination of symbolic music content (scores). Neuma is open to musicologists, musicians, and music publishers. It consists of a repository dedicated to the storage of large collections of digital scores, where users/applications can upload their documents. It also proposes services to publish, annotate, query, transform, and analyze scores. The long-term goal of the project is to enable an open and collaborative space where musician communities will be able to share music in symbolic notation. The project is organized around the French IRPMF institute (BnF–CNRS) whi…

Mortality risk attributable to wildfire-related PM2·5 pollution: a global time series study in 749 locations

2021

Summary Background Many regions of the world are now facing more frequent and unprecedentedly large wildfires. However, the association between wildfire-related PM2·5 and mortality has not been well characterised. We aimed to comprehensively assess the association between short-term exposure to wildfire-related PM2·5 and mortality across various regions of the world. Methods For this time series study, data on daily counts of deaths for all causes, cardiovascular causes, and respiratory causes were collected from 749 cities in 43 countries and regions during 2000–16. Daily concentrations of wildfire-related PM2·5 were estimated using the three-dimensional chemical transport model GEOS-Chem …

Characteristic time scale of auroral electrojet data

1994

The structure function of the AE time series shows that the AE time series is self-affine such that the scaling exponent changes at the time scale of approximately 113 (±9) minutes. Autocorrelation function is shown to have scaling properties similar to those of the structure function. From this result it can be deduced that the time scale at which the scaling properties of the AE data change should equal the typical autocorrelation time of these data. We find the typical autocorrelation time of the AE data is 118 (±9) minutes. The characteristic time scale of the AE data appears as a spectral break in their power spectrum at a period of about twice the autocorrelation time.

Political determinants of the fiscal sustainability: evidence from six individual developed countries.

2007

This paper aims at assessing the fiscal sustainability and its political determinants in six countries, namely France, Germany, Greece, Italy, the United Kingdom, the United States. First, using the recent sustainability approach of Bohn (1998) based on fiscal reaction function, econometric findings using OLS reveal a positive response of the primary surplus to changes in debt in several countries. In other words, fiscal policy is sustainable in France, Italy, the United Kingdom, the United States, but not in Germany and Greece. Second, by introducing political dummy variables, we test the electoral budget cycle, the partisan cycle and the government coalition theories. We find the presence…

Analysis of Cardiac Pulse Arrival Time Series at Rest and during Physiological Stress

2022

The study of cardiovascular dynamics is pivotal in the prevention and monitoring of cardiovascular diseases. Pulse Arrival Time (PAT) series contain information concerning not only the dynamics of the Autonomic Nervous System (ANS), but of all the systems involved in the regulation of cardiovascular homeostasis. This study aims to highlight how indexes extracted from PAT series in time-, frequency- and information-domain allow to discriminate among different physiological conditions. Analyses were carried out on 76 young healthy subjects, at rest and during orthostatic or mental stress. Our results show that PAT indexes vary according to the ANS condition, and may thus be useful parameters …