Variance ratio

方差比
  • 文章类型: Journal Article
    背景:使用非侵入性技术进行胎儿心脏健康监测对于评估整个妊娠期的胎儿健康状况至关重要。该过程需要清洁且可解释的胎儿心电图(fECG)信号。
    方法:所提出的工作是一种新颖的框架,用于从怀孕母亲的腹部ECG(aECG)记录中引出fECG信号。全面的方法包括对原始ECG信号进行预处理,盲源分离技术(BSS),分解技术,如经验模式分解(EMD),及其变体,如集合经验模式分解(EEMD),具有加性噪声的完整集合经验模式分解(CEEMDAN)。稳健集成员仿射投影(RSMAP)算法被部署用于增强所获得的fECG信号。
    结果:结果表明,所引发的fECG信号的显着改善,最大信噪比(SNR)为31.72dB,相关系数=0.899,最大心率(MHR)在108-142bpm范围内获得腹部ECG信号的所有记录。统计检验给出的p值为0.21,接受零假设。来自PhysioNet的腹部和直接胎儿心电图数据库(ABDFECGDB)已用于此分析。
    结论:所提出的框架证明了一种用于从腹部记录中激发和增强fECG信号的鲁棒有效方法。
    BACKGROUND: The utilization of non-invasive techniques for fetal cardiac health surveillance is pivotal in evaluating fetal well-being throughout the gestational period. This process requires clean and interpretable fetal Electrocardiogram (fECG) signals.
    METHODS: The proposed work is the novel framework for the elicitation of fECG signals from abdominal ECG (aECG) recordings of the pregnant mother. The comprehensive approach encompasses pre-processing of the raw ECG signal, Blind Source Separation techniques (BSS), Decomposition techniques like Empirical Mode Decomposition (EMD), and its variants like Ensemble Empirical Mode Decomposition (EEMD), and Complete Ensemble Empirical Mode Decomposition with Additive Noise (CEEMDAN). The Robust Set Membership Affine Projection (RSMAP) Algorithm is deployed for the enhancement of the obtained fECG signal.
    RESULTS: The results show significant improvements in the elicited fECG signal with a maximum Signal Noise Ratio (SNR) of 31.72 dB and correlation coefficient = 0.899, Maximum Heart Rate(MHR) obtained in the range of 108-142 bpm for all the records of abdominal ECG signals. The statistical test gave a p-value of 0.21 accepting the null hypothesis. The Abdominal and Direct Fetal Electrocardiogram Database (ABDFECGDB) from PhysioNet has been used for this analysis.
    CONCLUSIONS: The proposed framework demonstrates a robust and effective method for the elicitation and enhancement of fECG signals from the abdominal recordings.
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  • 文章类型: Journal Article
    本文介绍了一种新的单位根检验,该检验将方差比框架与广义最小二乘去趋势机制下的灵活傅立叶形式相结合。所提出的方法相对于其替代方案的优势可以列举如下:(1)它提出了一种非参数程序,不需要任何参数或半参数模型来消除创新过程中的序列相关性;(2)它可以合理地适应自身以处理具有各种功能规格的多个结构断裂。在模拟练习中,我们证明了所提出的方法在尺寸和尺寸调整功率分析中表现出令人满意的性能。
    This article introduces a new unit root test that combines the variance ratio framework with the Flexible Fourier Form under the generalized least squares detrending mechanism. The advantage of the proposed method against its alternatives can be listed as: (1) it suggests a non-parametric procedure that does not require any parametric or semi-parametric model to remove serial correlation in the innovation process; (2) it can reasonably adapt itself to deal with the multiple structural breaks with various functional specifications. In the simulation exercises, we show that the proposed method exhibits satisfactory performance in the size and size-adjusted power analysis.
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  • 文章类型: Journal Article
    本文提出了一种新的非参数季节性单位根检验框架,该框架通过对Erolu等人的分数季节性方差比单位根检验进行扩展,对创新方差中的周期性非平稳波动率具有鲁棒性。(经济快报167:75-80,2018)。该设置允许Burridge和Taylar的周期性异方差结构(JEcon104(1):91-117,2001)和Cavaliere和Taylor的非平稳波动率结构(EconTheory24(1):43-71,2008)。我们证明了方差比测试的极限零分布取决于从基础波动率过程得出的干扰参数。蒙特卡罗模拟表明,在存在此类影响的情况下,标准方差比测试可能会大大过大。因此,我们提出了方差比测试的野生引导实现。显示野生引导重采样方案可提供渐近关键的推理。模拟证据表明,所提出的自举测试在实践中表现良好,并且基本上纠正了标准分数季节性方差比测试中观察到的尺寸问题,即使在极端的异方差模式下也是如此。
    UNASSIGNED:在线版本包含补充材料,可在10.1007/s00180-022-01211-w获得。
    This paper presents a new non-parametric seasonal unit root testing framework that is robust to periodic non-stationary volatility in innovation variance by making an extension to the fractional seasonal variance ratio unit root tests of Eroğlu et al. (Econ Lett 167:75-80, 2018). The setup allows for both periodic heteroskedasticity structure of Burridge and Taylar (J Econ 104(1):91-117, 2001) and non-stationary volatility structure of Cavaliere and Taylor (Econ Theory 24(1):43-71, 2008). We show that the limiting null distributions of the variance ratio tests depend on nuisance parameters derived from the underlying volatility process. Monte Carlo simulations show that the standard variance ratio tests can be substantially oversized in the presence of such effects. Consequently, we propose wild bootstrap implementations of the variance ratio tests. Wild bootstrap resampling schemes are shown to deliver asymptotically pivotal inference. The simulation evidence depicts that the proposed bootstrap tests perform well in practice and essentially correct the size problems observed in the standard fractional seasonal variance ratio tests, even under extreme patterns of heteroskedasticity.
    UNASSIGNED: The online version contains supplementary material available at 10.1007/s00180-022-01211-w.
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  • 文章类型: Journal Article
    同步动力学(一致发生的波动)是普遍现象,对生态稳定具有广泛的影响。同步动力学可以放大环境变化对生态系统功能的不稳定影响,例如生产力,而相反,补偿性动力学,可以稳定功能。在这里,我们结合了模拟和经验分析,以阐明同步与补偿动力学模式的基础机制。在模拟社区和经验社区中,我们表明,同步动态和补偿动态不是相互排斥的,而是可以随时间尺度而变化。我们的模拟确定了可以生成特定时间尺度模式的多种机制,包括不同的环境驱动因素,不同的生活史,分散,和非平稳动力学。我们发现,用于量化同步动态的传统指标通常偏向于长期驱动因素,可能会忽略短期驱动因素的重要性。我们的研究结果表明,在评估同步动力学与补偿动力学时需要考虑的关键机制,我们的方法为在自然系统中解开这些动力学提供了一条途径。
    Synchronous dynamics (fluctuations that occur in unison) are universal phenomena with widespread implications for ecological stability. Synchronous dynamics can amplify the destabilizing effect of environmental variability on ecosystem functions such as productivity, whereas the inverse, compensatory dynamics, can stabilize function. Here we combine simulation and empirical analyses to elucidate mechanisms that underlie patterns of synchronous versus compensatory dynamics. In both simulated and empirical communities, we show that synchronous and compensatory dynamics are not mutually exclusive but instead can vary by timescale. Our simulations identify multiple mechanisms that can generate timescale-specific patterns, including different environmental drivers, diverse life histories, dispersal, and non-stationary dynamics. We find that traditional metrics for quantifying synchronous dynamics are often biased toward long-term drivers and may miss the importance of short-term drivers. Our findings indicate key mechanisms to consider when assessing synchronous versus compensatory dynamics and our approach provides a pathway for disentangling these dynamics in natural systems.
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  • 文章类型: Journal Article
    多个共存物种种群波动的同步性对群落稳定性有重要影响。即关于聚集体特性的相对时间恒定性,如群落总生物量。然而,同步性及其影响通常使用协方差方法来衡量,这并不能说明物种丰度在物种相对常见时比在物种稀少时是否更相关,反之亦然。最近的工作表明,物种通常表现出这种“不对称尾巴关联”。我们在这里考虑不对称尾部关联对社区稳定性的影响。我们开发了一个“偏斜率”,它量化了物种关系和尾部关联对稳定性的影响。偏度比是对经典方差比和相关指标的补充。利用多年代代草地数据集,我们表明,对尾部关联的核算提供了关于同步性和稳定性的新观点;例如,物种关联可以不同地改变群落稳定性,以使群落崩溃或爆炸达到高值,以前无法察觉的事实。物种协会可以将群落丰度的爆炸减轻到很高的价值,增加稳定性的一个方面,同时将崩溃加剧到低值,降低稳定性的另一方面;反之亦然。我们的工作开创了一个新的,探索物种关系和群落稳定性的更灵活的范式。这篇文章是“同步性和节律性相互作用:从大脑到行为生态学”主题的一部分。
    Synchrony among population fluctuations of multiple coexisting species has a major impact on community stability, i.e. on the relative temporal constancy of aggregate properties such as total community biomass. However, synchrony and its impacts are usually measured using covariance methods, which do not account for whether species abundances may be more correlated when species are relatively common than when they are scarce, or vice versa. Recent work showed that species commonly exhibit such \'asymmetric tail associations\'. We here consider the influence of asymmetric tail associations on community stability. We develop a \'skewness ratio\' which quantifies how much species relationships and tail associations modify stability. The skewness ratio complements the classic variance ratio and related metrics. Using multi-decadal grassland datasets, we show that accounting for tail associations gives new viewpoints on synchrony and stability; e.g. species associations can alter community stability differentially for community crashes or explosions to high values, a fact not previously detectable. Species associations can mitigate explosions of community abundance to high values, increasing one aspect of stability, while simultaneously exacerbating crashes to low values, decreasing another aspect of stability; or vice versa. Our work initiates a new, more flexible paradigm for exploring species relationships and community stability. This article is part of the theme issue \'Synchrony and rhythm interaction: from the brain to behavioural ecology\'.
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  • 文章类型: Journal Article
    确定处于营养摄入不足或过量风险的人口比例是规划和管理营养干预计划的关键步骤。每位受试者的24小时饮食摄入量数据的多天允许对模型化的常规营养素摄入量分布进行调整,以得出归因于个体内部变化(WIV:总计)的摄入量总方差的比例。当只有单日饮食数据可用时,可以使用外部调整系数;但是,WIV:总数可能因人口而异,使用不正确的WIV:总比率可能会影响患病率估计的准确性和后续计划的影响。WIV:总值是从出版物和现有数据集的再分析中汇编出来的,以描述WIV的变化:跨人群和环境的总和。使用国家癌症研究所1-d方法,通过模拟分析评估了外部WIV变化的潜在影响:总数对缺陷患病率的估计。WIV:总价值来自24个国家的40种出版物,和附加值是从12个国家的15个数据集计算的。在出版物和再分析中观察到WIV的广泛变化:总计(从0.02到1.00)。很少有人口特征的模式是明显的,但WIV:儿童的总年龄不同(>1y)以及农村和城市环境之间。模拟分析表明,在某些情况下,对摄入不足的患病率的估计对所选比率敏感。外部WIV的选择:总估计应考虑参考研究和主要研究在人口特征方面的可比性,研究设计,和统计方法。鉴于观察到的比率变化很大,几乎没有明显的模式,强烈建议在人群饮食研究中至少在一个有代表性的子样本中收集≥2天的摄入数据.在单日饮食研究的情况下,建议进行敏感性分析,以确定患病率估计值对方差比变化的稳健性.
    Determining the proportion of a population at risk of inadequate or excessive nutrient intake is a crucial step in planning and managing nutrition intervention programs. Multiple days of 24-h dietary intake data per subject allow for adjustment of modeled usual nutrient intake distributions for the proportion of total variance in intake attributable to within-individual variation (WIV:total). When only single-day dietary data are available, an external adjustment factor can be used; however, WIV:total may vary by population, and use of incorrect WIV:total ratios may influence the accuracy of prevalence estimates and subsequent program impacts. WIV:total values were compiled from publications and from reanalyses of existing datasets to describe variation in WIV:total across populations and settings. The potential impact of variation in external WIV:total on estimates of prevalence of inadequacy was assessed through simulation analyses using the National Cancer Institute 1-d method. WIV:total values were extracted from 40 publications from 24 countries, and additional values were calculated from 15 datasets from 12 nations. Wide variation in WIV:total (from 0.02 to 1.00) was observed in publications and reanalyses. Few patterns by population characteristics were apparent, but WIV:total varied by age in children (< vs. >1 y) and between rural and urban settings. Simulation analyses indicated that estimates of the prevalence of inadequate intake are sensitive to the selected ratio in some cases. Selection of an external WIV:total estimate should consider comparability between the reference and primary studies with regard to population characteristics, study design, and statistical methods. Given wide variation in observed ratios with few discernible patterns, the collection of ≥2 days of intake data in at least a representative subsample in population dietary studies is strongly encouraged. In the case of single-day dietary studies, sensitivity analyses are recommended to determine the robustness of prevalence estimates to changes in the variance ratio.
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  • 文章类型: Comparative Study
    荟萃分析在生物学中越来越多地用于定量总结特定问题的可用证据并产生新的假设。尽管这个强大的工具主要用于研究平均效应,研究对(性状)变异的影响还有未开发的潜力。这里,我们使用最近发表的数据集作为案例研究,以演示如何使用方差的荟萃分析来提供对生物过程的见解.该数据集包括来自89项研究的704个效应大小,涵盖56种动物,最初用于测试发育胁迫对一系列性状的影响。我们发现发育压力不仅会对平均性状值产生负面影响,但也增加了性状变异,主要是在繁殖中,展示方差的荟萃分析如何揭示以前被忽视的影响。此外,我们展示了如何将方差的荟萃分析用作帮助荟萃分析师做出明智的方法决策的工具,即使主要关注的是平均效应。我们为所有数据和全面的R脚本提供详细的解释,使研究人员更容易进行此类分析。我们鼓励所有学科的元分析师超越手段世界,开始揭开差异世界的秘密。
    Meta-analysis is increasingly used in biology to both quantitatively summarize available evidence for specific questions and generate new hypotheses. Although this powerful tool has mostly been deployed to study mean effects, there is untapped potential to study effects on (trait) variance. Here, we use a recently published data set as a case study to demonstrate how meta-analysis of variance can be used to provide insights into biological processes. This data set included 704 effect sizes from 89 studies, covering 56 animal species, and was originally used to test developmental stress effects on a range of traits. We found that developmental stress not only negatively affects mean trait values, but also increases trait variance, mostly in reproduction, showcasing how meta-analysis of variance can reveal previously overlooked effects. Furthermore, we show how meta-analysis of variance can be used as a tool to help meta-analysts make informed methodological decisions, even when the primary focus is on mean effects. We provide all data and comprehensive R scripts with detailed explanations to make it easier for researchers to conduct this type of analysis. We encourage meta-analysts in all disciplines to move beyond the world of means and start unravelling secrets of the world of variance.
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  • 文章类型: Journal Article
    Neurovascular coupling (NVC) can be assessed using transcranial Doppler (TCD) measured task-activation of cerebral blood flow velocity (CBFv). However, not all individuals show consistent responses. The aim of this study was to develop a robust, objective, method to identify non-responders to task-activation.
    Using five-minute seated resting (non-stimulated), bilateral CBFv data from 135 healthy participants, the cross-correlation function peak (CCF) between the population coherent average and each individual was obtained for a randomly selected segment of data (40 s) for both hemispheres (n = 270). The variance ratio (VR) was calculated by comparing the variance in CBFv data pre- and post-random mark. The 90th percentile for non-stimulated data was used to determine the upper confidence limit of normal variation in the CCF peak value (0.53), and VR (2.59). These criteria were then applied to task-activated CBFv from 69 healthy participants for five cognitive tasks (attention, verbal fluency, language, visuospatial, memory).
    Data were accepted as responders if either CCF ≥ 0.53 or VR ≥ 2.59. The number of cases accepted as responders for each task were as follows: attention, 54-59 (78-86 %); verbal fluency, 42-48 (60-70 %); language, 51-53 (74-77 %); visuospatial, 54 (78 %); memory, 40-47 (58-68 %).
    Currently, there are no objective criteria for the identification of non-responders in studies of NVC. This is a new method to objectively classify non-responders to task-activation.
    Using a large sample of resting CBFv data, we have set objective criteria to differentiate between responders and non-responders in task activation protocols.
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  • 文章类型: Journal Article
    The equality of two group variances is frequently tested in experiments. However, criticisms of null hypothesis statistical testing on means have recently arisen and there is interest in other types of statistical tests of hypotheses, such as superiority/non-inferiority and equivalence. Although these tests have become more common in psychology and social sciences, the corresponding sample size estimation for these tests is rarely discussed, especially when the sampling unit costs are unequal or group sizes are unequal for two groups. Thus, for finding optimal sample size, the present study derived an initial allocation by approximating the percentiles of an F distribution with the percentiles of the standard normal distribution and used the exhaustion algorithm to select the best combination of group sizes, thereby ensuring the resulting power reaches the designated level and is maximal with a minimal total cost. In this manner, optimization of sample size planning is achieved. The proposed sample size determination has a wide range of applications and is efficient in terms of Type I errors and statistical power in simulations. Finally, an illustrative example from a report by the Health Survey for England, 1995-1997, is presented using hypertension data. For ease of application, four R Shiny apps are provided and benchmarks for setting equivalence margins are suggested.
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  • 文章类型: Journal Article
    本说明涉及检查两级嵌套设计中的组内和组间差异之间的关系。概述了一种潜在变量建模方法,该方法允许对其比率进行点和区间估计,并允许在多水平研究中进行比较。该程序还可用于测试有关这两个方差之间差异的各种假设,并在经验调查中帮助它们的关系可解释性。该方法还可以用作分层设计中流行的组内相关系数的点和区间估计的附录。用数值例子说明了所讨论的方法。
    This note is concerned with examining the relationship between within-group and between-group variances in two-level nested designs. A latent variable modeling approach is outlined that permits point and interval estimation of their ratio and allows their comparison in a multilevel study. The procedure can also be used to test various hypotheses about the discrepancy between these two variances and assist with their relationship interpretability in empirical investigations. The method can also be utilized as an addendum to point and interval estimation of the popular intraclass correlation coefficient in hierarchical designs. The discussed approach is illustrated with a numerical example.
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