Time Series Analysis with Intervention Effects: Method and Application

1988 ◽  
pp. 3-23
Author(s):  
J. A. A. de Beer ◽  
F. J. R. van de Pol



Author(s):  
M. Akerstrom ◽  
J. Severin ◽  
H. Imberg ◽  
I. H. Jonsdottir ◽  
L. Björk ◽  
...  

Abstract Background Theoretical frameworks have recommended organisational-level interventions to decrease employee withdrawal behaviours such as sickness absence and employee turnover. However, evaluation of such interventions has produced inconclusive results. The aim of this study was to investigate if mixed-effects models in combination with time series analysis, process evaluation, and reference group comparisons could be used for evaluating the effects of an organisational-level intervention on employee withdrawal behaviour. Methods Monthly data on employee withdrawal behaviours (sickness absence, employee turnover, employment rate, and unpaid leave) were collected for 58 consecutive months (before and after the intervention) for intervention and reference groups. In total, eight intervention groups with a total of 1600 employees participated in the intervention. Process evaluation data were collected by process facilitators from the intervention team. Overall intervention effects were assessed using mixed-effects models with an AR (1) covariance structure for the repeated measurements and time as fixed effect. Intervention effects for each intervention group were assessed using time series analysis. Finally, results were compared descriptively with data from process evaluation and reference groups to disentangle the organisational-level intervention effects from other simultaneous effects. Results All measures of employee withdrawal behaviour indicated statistically significant time trends and seasonal variability. Applying these methods to an organisational-level intervention resulted in an overall decrease in employee withdrawal behaviour. Meanwhile, the intervention effects varied greatly between intervention groups, highlighting the need to perform analyses at multiple levels to obtain a full understanding. Results also indicated that possible delayed intervention effects must be considered and that data from process evaluation and reference group comparisons were vital for disentangling the intervention effects from other simultaneous effects. Conclusions When analysing the effects of an intervention, time trends, seasonal variability, and other changes in the work environment must be considered. The use of mixed-effects models in combination with time series analysis, process evaluation, and reference groups is a promising way to improve the evaluation of organisational-level interventions that can easily be adopted by others.



2016 ◽  
Vol 78 (4-4) ◽  
Author(s):  
Noor Wahida Md Junus ◽  
Mohd Tahir Ismail ◽  
Zainudin Arsad

Road accidents have become the fifth main cause of death in Malaysia in 2008 as reported by the Department of Statistics. The causes and trends should be investigated to prevent reoccurrence in the future. The purpose of this study is to identify the pattern of occurrence of road accidents and subsequently investigate the climate and festival effects on road accidents in Penang based on structural time series analysis. Structural time series analysis offers the possibility of discovering the stochastic behaviour of road accidents. The climate, festival, and intervention effects were incorporated in investigating their influences on the occurrence of road accidents. The study found that road accidents in Penang can be represented by a stochastic level with a fixed seasonal and were influenced by the climate and the intervention effects. The study should be enhanced by applying the model to another state with other relevant variables, such as economic factor and school holiday effect.





1991 ◽  
Vol 36 (4) ◽  
pp. 349-349
Author(s):  
No authorship indicated




2018 ◽  
Vol 3 (82) ◽  
Author(s):  
Eurelija Venskaitytė ◽  
Jonas Poderys ◽  
Tadas Česnaitis

Research  background  and  hypothesis.  Traditional  time  series  analysis  techniques,  which  are  also  used  for the analysis of cardiovascular signals, do not reveal the relationship between the  changes in the indices recorded associated with the multiscale and chaotic structure of the tested object, which allows establishing short-and long-term structural and functional changes.Research aim was to reveal the dynamical peculiarities of interactions of cardiovascular system indices while evaluating the functional state of track-and-field athletes and Greco-Roman wrestlers.Research methods. Twenty two subjects participated in the study, their average age of 23.5 ± 1.7 years. During the study standard 12 lead electrocardiograms (ECG) were recorded. The following ECG parameters were used in the study: duration of RR interval taken from the II standard lead, duration of QRS complex, duration of JT interval and amplitude of ST segment taken from the V standard lead.Research  results.  Significant  differences  were  found  between  inter-parametric  connections  of  ST  segment amplitude and JT interval duration at the pre and post-training testing. Observed changes at different hierarchical levels of the body systems revealed inadequate cardiac metabolic processes, leading to changes in the metabolic rate of the myocardium and reflected in the dynamics of all investigated interactions.Discussion and conclusions. It has been found that peculiarities of the interactions of ECG indices interactions show the exposure of the  functional changes in the body at the onset of the workload. The alterations of the functional state of the body and the signs of fatigue, after athletes performed two high intensity training sessions per day, can be assessed using the approach of the evaluation of interactions between functional variables. Therefore the evaluation of the interactions of physiological signals by using time series analysis methods is suitable for the observation of these processes and the functional state of the body.Keywords: electrocardiogram, time series, functional state.



Author(s):  
Addissie Melak

Economic growth of countries is one of the fundamental questions in economics. Most African countries are opening their economies for welcoming of foreign investors. As such Ethiopia, like many African countries took measures to attract and improve foreign direct investment. The purpose of this study is to examine the contribution of foreign direct investment (FDI) for economic growth of Ethiopia over the period of 1981-2013. The study shows an overview of Ethiopian economy and investment environment by the help of descriptive and econometric methods of analysis to establish empirical investigation for the contribution of FDI on Ethiopian economy. OLS method of time series analysis is employed to analyse the data. The stationary of the variables have been checked by using Augmented Dickey Fuller (ADF) Unit Root test and hence they are stationery at first difference. The co- integration test also shows that there is a long run relationship between the dependent and independent variables. Accordingly, the finding of the study shows that FDI, GDP per capita, exchange rate, total investment as percentage of GDP, inflow of FDI stock, trade as percentage of GDP, annual growth rate of GDP and liberalization of the economy have positive impact on Ethiopian GDP. Whereas Gross fixed domestic investment, inflows of FDI and Gross capital formation influence economic growth of Ethiopia negatively. This finding suggests that there should be better policy framework to attract and improve the volume of FDI through creating conducive environment for investment.



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