time series analysis

时间序列分析
  • 文章类型: Journal Article
    在纸浆厂,滞后掩盖了上游操作对下游测量的影响。这里,我们使用自回归外源(ARX)模型估计加拿大纸浆厂的滞后。首先,我们表明,ARX模型可以近似滞后的过程模拟,类似于酒液储罐在纸浆厂,卡夫复苏周期滞后的主要原因。然后,我们使用ARX模型来估计制浆物种变化对燃烧后的液体热值的滞后效应,粘度,和沸点上升。此外,我们将ARX模型的预测与自回归(AR)模型和持久性模型进行比较。物种变化和热值变化(49h)和沸点上升(41h)之间的估计滞后与磨机的详细模拟一致,并且接近估计的水力停留时间。这表明酒罐混合不完美。无法确定物种变化对粘度的滞后影响。ARX和AR模型产生类似的预测,这些预测比持久性模型略好。最后,我们表明,过程测量的上游单位的特点是大的停留时间将可能提供小的好处,预测的准确性。
    In pulp mills, lags obscure the effect of upstream operations on downstream measurements. Here, we estimate lags in a Canadian pulp mill using autoregressive exogenous (ARX) models. First, we show that ARX models can approximate lags in a process simulation that resembles the liquor storage tanks in pulp mills, a major source of lag in the kraft recovery cycle. Then, we use ARX models to estimate the lagged effect of a change in species pulped on as-fired liquor heating value, viscosity, and boiling point rise. Additionally, we compare the predictions of the ARX models to autoregressive (AR) models and a persistence model. The estimated lags between a change in species and heating value (49 h) and boiling point rise (41 h) agree with a detailed simulation of the mill and are close to estimated hydraulic residence times, suggesting that the liquor tanks exhibit imperfect mixing. A lagged effect of species change on viscosity could not be identified. ARX and AR models produce similar predictions that are slightly better than those of a persistence model. Finally, we show that process measurements upstream of units characterized by large residence times will likely provide little benefit to prediction accuracy.
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  • 文章类型: Journal Article
    识别多维顺序数据中的异常对于确保跨各个域和大规模系统的最佳性能至关重要。传统的对比方法利用从多维原始输入中提取的不同特征之间的特征相似性作为异常严重程度的指标。然而,这些方法复杂的目标函数和精心设计的模块往往导致效率问题和缺乏可解释性。我们的研究引入了一个叫做SimDetector的结构框架,这是一个局部-全局多尺度相似性对比网络。具体来说,重组和增强的GRU模块提取更广义的局部特征,包括长期的周期性趋势。多尺度稀疏注意模块利用模式信息高效地提取多尺度全局特征。此外,我们修改了KL散度以适应时间序列异常检测的特点,提出对称的绝对KL发散,更侧重于整体分布差异。所提出的方法在多个现实世界数据集和合成数据集上实现了超越或接近最新技术(SOTA)的结果,同时还显著减少了乘法累加操作(MAC)和内存使用。
    Identifying anomalies in multi-dimensional sequential data is crucial for ensuring optimal performance across various domains and in large-scale systems. Traditional contrastive methods utilize feature similarity between different features extracted from multidimensional raw inputs as an indicator of anomaly severity. However, the complex objective functions and meticulously designed modules of these methods often lead to efficiency issues and a lack of interpretability. Our study introduces a structural framework called SimDetector, which is a Local-Global Multi-Scale Similarity Contrast network. Specifically, the restructured and enhanced GRU module extracts more generalized local features, including long-term cyclical trends. The multi-scale sparse attention module efficiently extracts multi-scale global features with pattern information. Additionally, we modified the KL divergence to suit the characteristics of time series anomaly detection, proposing a symmetric absolute KL divergence that focuses more on overall distribution differences. The proposed method achieves results that surpass or approach the State-of-the-Art (SOTA) on multiple real-world datasets and synthetic datasets, while also significantly reducing Multiply-Accumulate Operations (MACs) and memory usage.
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  • 文章类型: Journal Article
    越来越多地使用时间序列分析来探索每日环境温度与死亡率之间的关系,这扩大了我们对气候变化潜在健康影响的理解。然而,这引起了人们对统计结果过度解释和错误归因的风险的严重担忧。这篇综述研究了当前关于环境温度-死亡率关联的研究中普遍存在的方法论假设和解释陷阱。众所周知,极高的环境温度会引起生理压力并增加死亡风险;然而,在正常环境温度范围内,没有生理证据表明存在致死风险。尽管如此,许多研究将死亡风险归因于整个环境温度-死亡率曲线,包括正常范围的环境温度,从而过度简化复杂的潜在生理过程。过度解释可能导致不准确的评估和误导的公共卫生政策。我们警告不要将极端高温条件下的结果推断为温和的趋势,更典型的夏季环境温度范围。我们提倡跨学科的方法,结合生理,临床,和流行病学观点,特别强调行为体温调节和社会经济因素的作用,将正常范围的环境温度与死亡率联系起来。我们建议分析集中在定义的热浪时期的超额死亡率,并纳入热应力生物标志物,以证实温度低于热浪阈值的因果关系。仔细解释环境温度与死亡率之间的关系对于制定基于证据的公共卫生政策至关重要。
    The increasing use of time-series analyses in exploring the relationship between daily ambient temperature and mortality has expanded our understanding of the potential health impacts of climate change. However, it raises significant concerns about the risk of overinterpretation and misattribution of statistical findings. This review examines the methodological assumptions and interpretation pitfalls prevalent in current research on ambient temperature-mortality associations. Extremely elevated ambient temperatures are well-known to elicit physiological stress and increase mortality risk; however, there is no physiological evidence for lethality risk within normal ambient temperature ranges. Despite this, many studies attribute mortality risks across the entire ambient temperature-mortality curve, including normal range ambient temperatures, thus oversimplifying complex underlying physiological processes. Overinterpretation may lead to inaccurate assessments and misguided public health policies. We caution against the tendency to extrapolate results from extreme heat conditions to milder, more typical summer ambient temperature ranges. We advocate for an interdisciplinary approach that combines physiological, clinical, and epidemiological perspectives, with a strong emphasis on the role of behavioral thermoregulation and socio-economic factors to link normal range ambient temperatures with mortality. We recommend analyses centered on excess mortality during defined heatwave periods, and to incorporate heat stress biomarkers to substantiate causal claims for temperatures below heatwaves threshold. A careful approach to interpreting ambient temperature-mortality associations is crucial for formulating evidence-based public health policies.
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  • 文章类型: Journal Article
    这项研究调查了希腊老年人心血管死亡率趋势的预测。利用2001年至2020年的死亡率数据,我们采用了两种预测模型:自回归综合移动平均线(ARIMA)和Facebook的Prophet模型。我们的研究评估了这些模型在预测2020-2030年心血管死亡率趋势方面的有效性。ARIMA模型展示了65-79岁年龄组普通人群和男性人群的预测准确性。而先知模型为同一年龄段的女性提供了更好的预测。我们的发现强调了适应人口统计学特征的适应性预测工具的必要性,并强调了先进的统计方法在卫生政策规划中的作用。
    This study investigates the forecasting of cardiovascular mortality trends in Greece\'s elderly population. Utilizing mortality data from 2001 to 2020, we employ two forecasting models: the Autoregressive Integrated Moving Average (ARIMA) and Facebook\'s Prophet model. Our study evaluates the efficacy of these models in predicting cardiovascular mortality trends over 2020-2030. The ARIMA model showcased predictive accuracy for the general and male population within the 65-79 age group, whereas the Prophet model provided better forecasts for females in the same age bracket. Our findings emphasize the need for adaptive forecasting tools that accommodate demographic-specific characteristics and highlight the role of advanced statistical methods in health policy planning.
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  • 文章类型: Journal Article
    背景:废水监测数据可用于估计疾病趋势,以告知公共卫生应对措施。一个通常估计的指标是病原体数量的变化率,这通常与回顾性分析中的临床监测相关。然而,变化率估计方法的准确性以前没有被评估过。
    目的:我们通过生成已知变化率的合成废水时间序列数据,评估了估算废水病原体负荷变化率的方法的性能。每种方法也在现实世界的数据上进行了评估。
    方法:从高斯过程(GP)联合采样平滑趋势及其一阶导数,并添加独立误差以生成合成病毒载量测量;范围超参数和误差方差变化以产生代表不同潜在疾病模式的9种模拟场景。将来自四种估计方法(这项工作中建立的两种和开发的两种)的变化率估计的方向和大小与GP一阶导数进行了比较,以评估分类和定量准确性。每种方法还适用于2021年1月至2023年5月在北卡罗来纳州25个地点收集的公共SARS-CoV-2废水监测数据。美国。
    结果:所有四种方法都不一致地确定了GP一阶导数符号给出的趋势的正确方向。在所有九种模拟疾病模式中,在所有估计的四分之一到一半之间表明了错误的趋势方向,不管估计方法如何。北卡罗莱纳州SARS-CoV-2数据被分类为高原(在统计上与零没有区别)的趋势的比例通过估计方法而不是站点差异很大。
    结论:我们的结果表明,仅靠废水测量可能无法提供足够的数据来实时可靠地跟踪疾病趋势。相反,废水病毒载量可以与其他公共卫生监测数据相结合,以改善对其他结果的预测。
    BACKGROUND: Wastewater monitoring data can be used to estimate disease trends to inform public health responses. One commonly estimated metric is the rate of change in pathogen quantity, which typically correlates with clinical surveillance in retrospective analyses. However, the accuracy of rate of change estimation approaches has not previously been evaluated.
    OBJECTIVE: We assessed the performance of approaches for estimating rates of change in wastewater pathogen loads by generating synthetic wastewater time series data for which rates of change were known. Each approach was also evaluated on real-world data.
    METHODS: Smooth trends and their first derivatives were jointly sampled from Gaussian processes (GP) and independent errors were added to generate synthetic viral load measurements; the range hyperparameter and error variance were varied to produce nine simulation scenarios representing different potential disease patterns. The directions and magnitudes of the rate of change estimates from four estimation approaches (two established and two developed in this work) were compared to the GP first derivative to evaluate classification and quantitative accuracy. Each approach was also implemented for public SARS-CoV-2 wastewater monitoring data collected January 2021-May 2023 at 25 sites in North Carolina, USA.
    RESULTS: All four approaches inconsistently identified the correct direction of the trend given by the sign of the GP first derivative. Across all nine simulated disease patterns, between a quarter and a half of all estimates indicated the wrong trend direction, regardless of estimation approach. The proportion of trends classified as plateaus (statistically indistinguishable from zero) for the North Carolina SARS-CoV-2 data varied considerably by estimation method but not by site.
    CONCLUSIONS: Our results suggest that wastewater measurements alone might not provide sufficient data to reliably track disease trends in real-time. Instead, wastewater viral loads could be combined with additional public health surveillance data to improve predictions of other outcomes.
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  • 文章类型: Journal Article
    背景:尽管养老院中的老年人对传染病的易感性更大,传染病对其死亡率的影响程度尚不清楚。因此,我们量化了荷兰疗养院季节性传染病与全因死亡率之间的关联.
    方法:我们分析了荷兰养老院每周传染病哨点监测的时间序列(2009年1月至2021年12月)。使用具有二项分布和身份联系的广义线性模型将全因死亡率与感染发生率相关联:COVID-19(2020-2021),胃肠炎(GE),流感样疾病(ILI),和下呼吸道感染(LRTIs)在0至4周的时间滞后(感染发生后0至4周的死亡率)。
    结果:超过13年,参加了81个疗养院,每年有20至35套房屋(平均:26套)。在1,864,667个居住星期内,共有11,555人全因死亡,平均死亡率为6.2/1000个居民周。所有4种测试的传染病均与疗养院的全因死亡率显着相关(P≤0.01)。总的来说,这些感染性疾病与所有死亡的18.6%(95%CI,17.8%-19.3%)相关.在12个ILI季节中的7个中,死亡率与ILI之间的关联显着。与特定传染病相关的年死亡率如下:LRTI(10.2%;95%CI,9.6%-10.8%),ILI(8.2%;95%CI,7.5%-8.9%)(超过12个显著季节中的7个),COVID-19(6.5%;95%CI,5.4%-7.7%)(2019-2021年,因为以前没有SARS-CoV-2的流通),和GE(2.3%;95%CI,2.0%-2.5%)。
    结论:在疗养院,季节性呼吸道和胃肠道感染的发生与近五分之一的全因死亡相关.虽然感染预防和监测可能已经在一些疗养院进行,实施至关重要,并加强有针对性的策略,如(手)卫生协议,环境清洁实践,减少液滴和气溶胶的传播,和疫苗接种,以有效解决特定感染。
    BACKGROUND: Although older people in nursing homes have a larger susceptibility to infectious diseases, the extent to which infectious diseases contribute to their mortality is unknown. Therefore, we quantified the associations between seasonal infectious diseases and all-cause mortality in Dutch nursing homes.
    METHODS: We analyzed time series (January 2009 to December 2021) of the weekly sentinel surveillance of infectious diseases in Dutch nursing homes. A generalized linear model with binomial distribution and identity link was used to associate the proportion of all-cause mortality with the incidence of infections: COVID-19 (2020-2021), gastroenteritis (GE), influenza-like illness (ILI), and lower respiratory tract infections (LRTIs) at 0- to 4-week time-lags (mortality incidence at 0 to 4 weeks after infections incidence).
    RESULTS: Over 13 years, 81 nursing homes participated, with 20 to 35 homes each year (mean: 26). A total of 11,555 all-cause deaths occurred over 1,864,667 resident weeks, averaging a mortality incidence of 6.2 per 1000 resident weeks. All 4 tested infectious diseases exhibited a significant association with all-cause mortality in nursing homes (P ≤ .01). Collectively, these infectious diseases were associated with 18.6% (95% CI, 17.8%-19.3%) of all deaths. The association between mortality and ILI was significant in 7 of 12 ILI seasons. Yearly mortality associated with the specific infectious diseases was as follows: LRTI (10.2%; 95% CI, 9.6%-10.8%), ILI (8.2%; 95% CI, 7.5%-8.9%) (over the 7 of 12 significant seasons), COVID-19 (6.5%; 95% CI, 5.4%-7.7%) (over 2019-2021 as there was no previous SARS-CoV-2 circulation), and GE (2.3%; 95% CI, 2.0%-2.5%).
    CONCLUSIONS: In nursing homes, the occurrence of seasonal respiratory and gastrointestinal infections is associated with nearly one-fifth of all-cause deaths. Although infection prevention and surveillance may already be performed in some nursing homes, it is vital to implement, and enhance targeted strategies like (hand) hygiene protocols, environmental cleaning practices, reducing droplet and aerosol transmission, and vaccination to effectively address specific infections.
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  • 文章类型: Journal Article
    本文研究了1985年至2020年英国经济不确定性的不同维度与自杀率之间的关系,包括短期和长期。该研究采用非线性自回归分布滞后框架进行协整估计。这种方法可以测试自杀死亡率对经济不确定性增加的反应中可能存在的不对称性。不确定性由不同的代理来衡量,这些代理允许计算金融不确定性和劳动力市场不确定性指标。该分析按性别和跨区域复制,控制失业和经济增长。总的来说,分析表明,在COVID-19大流行的第一年,不确定性加剧。这符合经济不确定性的程式化事实及其在衰退中的显着作用。按性别复制实验时,我们发现女性似乎对不确定性的变化更敏感。关于不对称的存在,我们发现,经济不确定性的降低对自杀死亡率的影响大于增加.
    This paper examines the relationship between different dimensions of economic uncertainty and suicide rates in England from 1985 to 2020, both in the short and long term. The study employs a non-linear autoregressive distributed lag framework for cointegration estimation. This approach allows testing for the existence of possible asymmetries in the response of suicide mortality to increases in economic uncertainty. Uncertainty is gauged by different proxies that allow computing financial uncertainty and labour market uncertainty indicators. The analysis is replicated by gender and across regions, controlling for unemployment and economic growth. Overall, the analysis suggests that uncertainty intensified during the first year of the COVID-19 pandemic. This is in line with the stylized facts of economic uncertainty and its pronounced role in recessions. When replicating the experiment by gender, we find that women seem to be more sensitive to changes in uncertainty. Regarding the existence of asymmetries, we found that decreases in economic uncertainty have a greater impact on suicide mortality than increases.
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  • 文章类型: Journal Article
    无线传感是建设智慧城市的关键技术,在人类监测等应用中发挥着至关重要的作用,路线规划,和交通管理。分析无线传感提供的数据可以制定更科学的决策。动态事件的无线感知是无线感知的一个重要分支。由于动态事件信息隐藏在静态环境中,因此感测动态事件的特定时间和持续时间是一个具有挑战性的问题。有效感知事件发生的相关信息,提出了一种基于RSSI的动态事件无线感知方法,命名为RSSI-WSDE。RSSI-WSDE利用可变长度滑动窗口和统计方法处理原始RSSI时间序列,放大动态事件和静态环境之间的差异。随后,采用z分数归一化来增强不同动态事件的感测效果的可比性。此外,通过设置自适应阈值,动态事件的发生被感知并且相关信息被标记在原始RSSI时间序列上。在这项研究中,在室内走廊和室外城市道路环境中测试了RSSI-WSDE的感知性能。动态事件的无线传感,包括走路,跑步,骑自行车,和驾驶,进行了。实验结果表明,RSSI-WSDE能够准确感知动态事件的发生,用毫秒级精度标记特定的时间和持续时间。此外,RSSI-WSDE在室内和室外环境中的动态事件的无线感测中表现出稳健的性能。
    Wireless sensing is a crucial technology for building smart cities, playing a vital role in applications such as human monitoring, route planning, and traffic management. Analyzing the data provided by wireless sensing enables the formulation of more scientific decisions. The wireless sensing of dynamic events is a significant branch of wireless sensing. Sensing the specific times and durations of dynamic events is a challenging problem due to the dynamic event information is concealed within static environments. To effectively sense the relevant information of event occurrence, we propose a wireless sensing method for dynamic events based on RSSI, named RSSI-WSDE. RSSI-WSDE utilizes variable-length sliding windows and statistical methods to process original RSSI time series, amplifying the differences between dynamic events and static environments. Subsequently, z-score normalization is employed to enhance the comparability of the sensing effects for different dynamic events. Furthermore, by setting the adaptive threshold, the occurrence of dynamic event is sensed and the relevant information is marked on the original RSSI time series. In this study, the sensing performance of RSSI-WSDE was tested in indoor corridors and outdoor urban road environments. The wireless sensing of dynamic events, including walking, running, cycling, and driving, was conducted. The experimental results demonstrate that RSSI-WSDE can accurately sense the occurrence of dynamic events, marking the specific time and duration with millisecond-level precision. Moreover, RSSI-WSDE exhibits robust performance in wireless sensing of dynamic events in both indoor and outdoor environments.
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  • 文章类型: Journal Article
    背景:这项研究旨在评估加拿大安大略省实施法律制裁的监督消费场所(SCS)对阿片类药物相关死亡的影响,公共卫生部门(PHU)一级的急诊科(ED)就诊和住院。
    方法:每100,000人口中与阿片类药物相关的死亡的月比率,收集了2013年12月至2022年3月期间安大略省PHU的ED就诊和住院情况。对具有一个或多个SCS的PHU进行了汇总和单独分析,建立SCS的PHU与没有的控制单元相匹配。使用自回归综合移动平均模型来估计SCS实施对阿片类药物相关死亡的影响,急诊就诊和住院。
    结果:在研究期间,在安大略省的9个PHU中实施了21个法律认可的SCS。中断的时间序列分析显示,在干预PHU的汇总分析中,阿片类药物相关死亡率没有统计学上的显着变化(增加0.02例死亡/100,000人/月;p=0.27)。对照PHU观察到0.38死亡/100,000人口/月的显著增加;p<0.001。在干预PHU(减少0.61次/100,000人/月;p=0.39)或对照组(增加0.403次;p=0.76)中,阿片类药物相关ED的就诊率没有观察到统计学上的显着变化。在干预PHU(0住院/100,000人口/月;p=0.98)或对照组(减少0.05住院;p=0.95)中,阿片类药物相关的住院率没有统计学上的显着变化。
    结论:这项研究未发现安大略省人群中与SCS可用性相关的显著死亡率或发病率影响。在剧毒药物供应的背景下,将需要额外的干预措施来减少与阿片类药物相关的危害.
    BACKGROUND: This study aimed to assess the impact of the implementation of legally sanctioned supervised consumption sites (SCS) in the Canadian province of Ontario on opioid-related deaths, emergency department (ED) visits and hospitalisations at the public health unit (PHU) level.
    METHODS: Monthly rates per 100,000 population of opioid-related deaths, ED visits and hospitalisations for PHUs in Ontario between December 2013 and March 2022 were collected. Aggregated and individual analyses of PHUs with one or more SCS were conducted, with PHUs that instituted an SCS being matched to control units that did not. Autoregressive integrated moving average models were used to estimate the impact of SCS implementation on opioid-related deaths, ED visits and hospitalisations.
    RESULTS: Twenty-one legally sanctioned SCS were implemented across nine PHUs in Ontario during the study period. Interrupted time series analyses showed no statistically significant changes in opioid-related death rates in aggregated analyses of intervention PHUs (increase of 0.02 deaths/100,000 population/month; p = 0.27). Control PHUs saw a significant increase of 0.38 deaths/100,000 population/month; p < 0.001. No statistically significant changes were observed in the rates of opioid-related ED visits in intervention PHUs (decrease of 0.61 visits/100,000 population/month; p = 0.39) or controls (increase of 0.403 visits; p = 0.76). No statistically significant changes to the rates of opioid-related hospitalisations were observed in intervention PHUs (0 hospitalisations/100,000 population/month; p = 0.98) or controls (decrease of 0.05 hospitalisations; p = 0.95).
    CONCLUSIONS: This study did not find significant mortality or morbidity effects associated with SCS availability at the population level in Ontario. In the context of a highly toxic drug supply, additional interventions will be required to reduce opioid-related harms.
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  • 文章类型: Journal Article
    拓扑数据分析(TDA)在神经科学领域越来越被认为是一种有前途的工具,揭示大脑信号中潜在的拓扑模式。然而,大多数与TDA相关的方法将大脑信号视为静态信号,即,它们忽略了信号统计特性中潜在的非平稳性和不规则性。在这项研究中,我们开发了一种新颖的基于分形维数的测试方法,该方法考虑了大脑信号的动态拓扑特性。通过将EEG大脑信号表示为Vietoris-Rips过滤序列,我们的方法适应了信号固有的非平稳性和不规则性。我们新颖的基于分形维数的测试方法在分析癫痫发作期间EEG信号的动态拓扑模式中的应用揭示了0、1和2维同源性的总持久性的显着变化。这些发现暗示了癫痫对大脑信号的更复杂的影响,超越单纯的振幅变化。
    Topological data analysis (TDA) is increasingly recognized as a promising tool in the field of neuroscience, unveiling the underlying topological patterns within brain signals. However, most TDA related methods treat brain signals as if they were static, i.e., they ignore potential non-stationarities and irregularities in the statistical properties of the signals. In this study, we develop a novel fractal dimension-based testing approach that takes into account the dynamic topological properties of brain signals. By representing EEG brain signals as a sequence of Vietoris-Rips filtrations, our approach accommodates the inherent non-stationarities and irregularities of the signals. The application of our novel fractal dimension-based testing approach in analyzing dynamic topological patterns in EEG signals during an epileptic seizure episode exposes noteworthy alterations in total persistence across 0, 1, and 2-dimensional homology. These findings imply a more intricate influence of seizures on brain signals, extending beyond mere amplitude changes.
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