Fluctuations in Schizophrenic Births by Year

1996 ◽  
Vol 169 (6) ◽  
pp. 772-775 ◽  
Author(s):  
E. Fuller Torrey ◽  
Robert R. Rawlings

BackgroundIt has previously been reported that births of individuals who later develop schizophrenia vary by birth year.MethodBirth data were analysed on 34 024 individuals diagnosed with DSM–III–R disorganised, catatonic, and undifferentiated schizophrenia using time series analysis.ResultsMinor yearly fluctuations were observed but did not achieve statistical significance. Thus earlier findings reported in the literature could not be replicated using a different statistical approach.ConclusionThe findings do not support theories which assume major yearly fluctuations in the births of individuals with schizophrenia. Such theories include the perinatal effects of influenza, temperature variation, and the effects of severe weather.

2019 ◽  
Vol 15 (3) ◽  
pp. 239-260 ◽  
Author(s):  
Young Hoon Lee ◽  
Yongdai Kim ◽  
Sara Kim

Abstract Many empirical studies on competitive balance (CB) use the ratio of the actual standard deviation to the idealized standard deviation of win percentages (RSD). This paper suggests that empirical studies that use RSD to compare CB among different leagues are invalid, but that RSD may be used for time-series analysis on CB in a league if there are no changes in season length. When schedules are unbalanced and/or include interleague games, the final winning percentage is a biased estimator of the true win probability. This paper takes a mathematical statistical approach to derive an unbiased estimator of within-season CB that can be applied to not only balanced but also unbalanced schedules. Simulations and empirical applications are also presented, which confirm that the debiasing strategy to obtain the unbiased estimator of within-season CB is still effective for unbalanced schedules.


Author(s):  
Josep M. Queraltó

AbstractWhen a biological quantity examination exhibits a high degree of individuality, developing a strategy for interpreting these values in an individual context can be a useful alternative. Time-series analysis is the appropriate statistical framework to build a model for explanation of the behaviour of laboratory information and to forecast future values. The key concepts in this approach are autocorrelation and withinperson variance. Unfortunately, the powerful tools provided by time-series analysis require many observations, a requisite difficult to meet in every day practice. However, introducing some restrictions in the autocorrelation parameter of the most reliable model, the first order autocorrelation model, and using the average within-person variance from a selected population, it is possible to build predictive reference intervals for an individual, based on only few observations. The most common case is the minimum time series: when there are just two observations. The statistical significance of the change from a previous observation is a problem that arises from both quality control (delta checks) and the interpretative diagnostic fields (reference change limit). Applying the same restrictive criteria, it is possible to develop specific limits for a difference between consecutive observations based on a within-person variance selected from the distribution of variances found in a sample of similar individuals.


2018 ◽  
Vol 19 (3) ◽  
pp. 391
Author(s):  
Eniuce Menezes de Souza ◽  
Vinícius Basseto Félix

The estimation of the correlation between independent data sets using classical estimators, such as the Pearson coefficient, is well established in the literature. However, such estimators are inadequate for analyzing the correlation among dependent data. There are several types of dependence, the most common being the serial (temporal) and spatial dependence, which are inherent to the data sets from several fields. Using a bivariate time-series analysis, the relation between two series can be assessed. Further, as one time series may be related to an other with a time offset (either to the past or to the future), it is essential to also consider lagged correlations. The cross-correlation function (CCF), which assumes that each series has a normal distribution and is not autocorrelated, is used frequently. However, even when a time series is normally distributed, the autocorrelation is still inherent to one or both time series, compromising the estimates obtained using the CCF and their interpretations. To address this issue, analysis using the wavelet cross-correlation (WCC) has been proposed. WCC is based on the non-decimated wavelet transform (NDWT), which is translation invariant and decomposes dependent data into multiple scales, each representing the behavior of a different frequency band. To demonstrate the applicability of this method, we analyze simulated and real time series from different stochastic processes. The results demonstrated that analyses based on the CCF can be misleading; however, WCC can be used to correctly identify the correlation on each scale. Furthermore, the confidence interval (CI) for the results of the WCC analysis was estimated to determine the statistical significance.


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