Jump detection in time series nonparametric regression models: a polynomial spline approach

2013 ◽  
Vol 66 (2) ◽  
pp. 325-344 ◽  
Author(s):  
Yujiao Yang ◽  
Qiongxia Song
Pathogens ◽  
2021 ◽  
Vol 10 (4) ◽  
pp. 480
Author(s):  
Rania Kousovista ◽  
Christos Athanasiou ◽  
Konstantinos Liaskonis ◽  
Olga Ivopoulou ◽  
George Ismailos ◽  
...  

Acinetobacter baumannii is one of the most difficult-to-treat pathogens worldwide, due to developed resistance. The aim of this study was to evaluate the use of widely prescribed antimicrobials and the respective resistance rates of A. baumannii, and to explore the relationship between antimicrobial use and the emergence of A. baumannii resistance in a tertiary care hospital. Monthly data on A. baumannii susceptibility rates and antimicrobial use, between January 2014 and December 2017, were analyzed using time series analysis (Autoregressive Integrated Moving Average (ARIMA) models) and dynamic regression models. Temporal correlations between meropenem, cefepime, and ciprofloxacin use and the corresponding rates of A. baumannii resistance were documented. The results of ARIMA models showed statistically significant correlation between meropenem use and the detection rate of meropenem-resistant A. baumannii with a lag of two months (p = 0.024). A positive association, with one month lag, was identified between cefepime use and cefepime-resistant A. baumannii (p = 0.028), as well as between ciprofloxacin use and its resistance (p < 0.001). The dynamic regression models offered explanation of variance for the resistance rates (R2 > 0.60). The magnitude of the effect on resistance for each antimicrobial agent differed significantly.


Author(s):  
Jan Beran ◽  
Britta Steffens ◽  
Sucharita Ghosh

AbstractWe consider nonparametric regression for bivariate circular time series with long-range dependence. Asymptotic results for circular Nadaraya–Watson estimators are derived. Due to long-range dependence, a range of asymptotically optimal bandwidths can be found where the asymptotic rate of convergence does not depend on the bandwidth. The result can be used for obtaining simple confidence bands for the regression function. The method is illustrated by an application to wind direction data.


2016 ◽  
Vol 2016 ◽  
pp. 1-14 ◽  
Author(s):  
Mingjun Deng ◽  
Shiru Qu

There are many short-term road travel time forecasting studies based on time series, but indeed, road travel time not only relies on the historical travel time series, but also depends on the road and its adjacent sections history flow. However, few studies have considered that. This paper is based on the correlation of flow spatial distribution and the road travel time series, applying nearest neighbor and nonparametric regression method to build a forecasting model. In aspect of spatial nearest neighbor search, three different space distances are defined. In addition, two forecasting functions are introduced: one combines the forecasting value by mean weight and the other uses the reciprocal of nearest neighbors distance as combined weight. Three different distances are applied in nearest neighbor search, which apply to the two forecasting functions. For travel time series, the nearest neighbor and nonparametric regression are applied too. Then minimizing forecast error variance is utilized as an objective to establish the combination model. The empirical results show that the combination model can improve the forecast performance obviously. Besides, the experimental results of the evaluation for the computational complexity show that the proposed method can satisfy the real-time requirement.


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