Search results for "Time series analysis"
showing 10 items of 53 documents
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 …
Multi-Season Phenology Mapping of Nile Delta Croplands Using Time Series of Sentinel-2 and Landsat 8 Green LAI
2022
Space-based cropland phenology monitoring substantially assists agricultural managing practices and plays an important role in crop yield predictions. Multitemporal satellite observations allow analyzing vegetation seasonal dynamics over large areas by using vegetation indices or by deriving biophysical variables. The Nile Delta represents about half of all agricultural lands of Egypt. In this region, intensifying farming systems are predominant and multi-cropping rotations schemes are increasing, requiring a high temporal and spatial resolution monitoring for capturing successive crop growth cycles. This study presents a workflow for cropland phenology characterization and mapping based on…
FISCAL READJUSTMENTS IN THE UNITED STATES: A NONLINEAR TIME-SERIES ANALYSIS
2009
We analyze the fiscal adjustment process in the United States using a multivariate threshold vector error regression model. The shift from single-equation to multivariate setting adds value both in terms of our economic understanding of the fiscal adjustment process and the forecasting performance of nonlinear models. We find evidence that fiscal authorities intervene to reduce real per capita deficit only when it reaches a certain threshold and that fiscal adjustment takes place primarily by cutting government expenditure. The results of out-of-sample density forecast and probability forecasts suggest that a shift from a univariate autoregressive model to a multivariate model improves fore…
Basic cardiovascular variability signals: mutual directed interactions explored in the information domain.
2017
The study of short-term cardiovascular interactions is classically performed through the bivariate analysis of the interactions between the beat-to-beat variability of heart period (RR interval from the ECG) and systolic blood pressure (SBP). Recent progress in the development of multivariate time series analysis methods is making it possible to explore how directed interactions between two signals change in the context of networks including other coupled signals. Exploiting these advances, the present study aims at assessing directional cardiovascular interactions among the basic variability signals of RR, SBP and diastolic blood pressure (DBP), using an approach which allows direct compar…
Comparison of short-term heart rate variability indexes evaluated through electrocardiographic and continuous blood pressure monitoring
2019
Heart rate variability (HRV) analysis represents an important tool for the characterization of complex cardiovascular control. HRV indexes are usually calculated from electrocardiographic (ECG) recordings after measuring the time duration between consecutive R peaks, and this is considered the gold standard. An alternative method consists of assessing the pulse rate variability (PRV) from signals acquired through photoplethysmography, a technique also employed for the continuous noninvasive monitoring of blood pressure. In this work, we carry out a thorough analysis and comparison of short-term variability indexes computed from HRV time series obtained from the ECG and from PRV time series …
A time series study on the effects of heat on mortality and evaluation of heterogeneity into European and Eastern-Southern Mediterranean cities: resu…
2013
Background: The Mediterranean region is particularly vulnerable to the effect of summer temperature. Within the CIRCE project this time-series study aims to quantify for the first time the effect of summer temperature in Eastern-Southern Mediterranean cities and compared it with European cities around the Mediterranean basin, evaluating city characteristics that explain between-city heterogeneity. Methods: The city-specific effect of maximum apparent temperature (Tappmax) was assessed by Generalized Estimation Equations, assuming a linear threshold model. Then, city-specific estimates were included in a random effect meta-regression analysis to investigate the effect modification by several…
Global, regional, and national burden of mortality associated with non-optimal ambient temperatures from 2000 to 2019: a three-stage modelling study
2021
Background: Exposure to cold or hot temperatures is associated with premature deaths. We aimed to evaluate the global, regional, and national mortality burden associated with non-optimal ambient temperatures. Methods: In this modelling study, we collected time-series data on mortality and ambient temperatures from 750 locations in 43 countries and five meta-predictors at a grid size of 0·5° × 0·5° across the globe. A three-stage analysis strategy was used. First, the temperature–mortality association was fitted for each location by use of a time-series regression. Second, a multivariate meta-regression model was built between location-specific estimates and meta-predictors. Finally, the gri…
Information decomposition in the frequency domain: a new framework to study cardiovascular and cardiorespiratory oscillations
2021
While cross-spectral and information-theoretic approaches are widely used for the multivariate analysis of physiological time series, their combined utilization is far less developed in the literature. This study introduces a framework for the spectral decomposition of multivariate information measures, which provides frequency-specific quantifications of the information shared between a target and two source time series and of its expansion into amounts related to how the sources contribute to the target dynamics with unique, redundant and synergistic information. The framework is illustrated in simulations of linearly interacting stochastic processes, showing how it allows us to retrieve …
Multivariate correlation measures reveal structure and strength of brain–body physiological networks at rest and during mental stress
2021
In this work, we extend to the multivariate case the classical correlation analysis used in the field of network physiology to probe dynamic interactions between organ systems in the human body. To this end, we define different correlation-based measures of the multivariate interaction (MI) within and between the brain and body subnetworks of the human physiological network, represented, respectively, by the time series of delta, theta, alpha, and beta electroencephalographic (EEG) wave amplitudes, and of heart rate, respiration amplitude, and pulse arrival time (PAT) variability. MI is computed: (i) considering all variables in the two subnetworks to evaluate overall brain–body interaction…
Effectiveness of Safety Warnings in Atypical Antipsychotic Drugs
2009
Studies conducted to obtain drug authorization are often of short duration and based on small sample sizes in selected populations. Policies on drug safety rely on the validity of the methods used to achieve rapid and effective communication of new information. No formal evaluation has ever been made of the Spanish communications system, although indirect data have raised questions about its effectiveness.To evaluate the impact of two safety warnings issued by the Spanish Drug Agency, and of a later prior authorization requirement involving the use of atypical antipsychotic drugs in the elderly.The study was based on a time-series analysis constructed with data corresponding to monthly invo…