Search results for "Time series"
showing 10 items of 247 documents
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 …
Prediction of leukocyte counts during paediatric acute lymphoblastic leukaemia maintenance therapy
2019
Maintenance chemotherapy with oral 6-mercaptopurine and methotrexate remains a cornerstone of modern therapy for acute lymphoblastic leukaemia. The dosage and intensity of therapy are based on surrogate markers such as peripheral blood leukocyte and neutrophil counts. Dosage based leukocyte count predictions could provide support for dosage decisions clinicians face trying to find and maintain an appropriate dosage for the individual patient. We present two Bayesian nonlinear state space models for predicting patient leukocyte counts during the maintenance therapy. The models simplify some aspects of previously proposed models but allow for some extra flexibility. Our second model is an ext…
Multitemporal Cloud Masking in the Google Earth Engine
2018
The exploitation of Earth observation satellite images acquired by optical instruments requires an automatic and accurate cloud detection. Multitemporal approaches to cloud detection are usually more powerful than their single scene counterparts since the presence of clouds varies greatly from one acquisition to another whereas surface can be assumed stationary in a broad sense. However, two practical limitations usually hamper their operational use: the access to the complete satellite image archive and the required computational power. This work presents a cloud detection and removal methodology implemented in the Google Earth Engine (GEE) cloud computing platform in order to meet these r…
Stochastic resonance in a metal-oxide memristive device
2021
Abstract The stochastic resonance phenomenon has been studied experimentally and theoretically for a state-of-art metal-oxide memristive device based on yttria-stabilized zirconium dioxide and tantalum pentoxide, which exhibits bipolar filamentary resistive switching of anionic type. The effect of white Gaussian noise superimposed on the sub-threshold sinusoidal driving signal is analyzed through the time series statistics of the resistive switching parameters, the spectral response to a periodic perturbation and the signal-to-noise ratio at the output of the nonlinear system. The stabilized resistive switching and the increased memristance response are revealed in the observed regularities…
Non-stationarity tests and nonlinear trends
1992
This paper stresses the importance of the hypothesis of linearity of the deterministic component imposed by unit root testing procedures most frequently used in empirical literature. We suggest an empirical testing strategy which reduces the risk of reaching false conclusions due to the misspecification of that component and we apply it to the analysis of the nonstationarity exhibited by real GNP in France. We show that it is possible to find someflexible specifications which enable us to reject the unit root null hypothesis otherwise strongly supported in empirical literature. These specifications might be considered as approximations of the true process generating real GNP and might be us…
Deep Learning Models Performance For NDVI Time Series Prediction: A Case Study On North West Tunisia
2020
The main goal of this paper is to analyze the performance of two deep learning models Long Short-Term Memory (LSTM) and bidirectional LSTM (BiLSTM) network for non-stationary Normalized Difference Vegetation Index (NDVI) time-series prediction. Both methods have provided good performances in the different time series. The BiLSTM has shown the best agreement with the lowest root mean square error (RMSE) and the highest Pearson correlation coefficient (R) of 0.034 and 0.93, respectively.
High-to-low (Regional) fertility transitions in a peripheral european country: The contribution of exploratory time series analysis
2021
Diachronic variations in demographic rates have frequently reflected social transformations and a (more or less evident) impact of sequential economic downturns. By assessing changes over time in Total Fertility Rate (TFR) at the regional scale in Italy, our study investigates the long-term transition (1952–2019) characteristic of Mediterranean fertility, showing a continuous decline of births since the late 1970s and marked disparities between high- and low-fertility regions along the latitude gradient. Together with a rapid decline in the country TFR, the spatiotemporal evolution of regional fertility in Italy—illustrated through an exploratory time series statistical approach—outlines th…
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…