Autoregressive models in time series are useful in various areas. In this article, we propose a skew-t autoregressive model. We estimate its parameters using the expectation-maximization (EM) method and develop the influence methodology based on local perturbations for its validation. We obtain the normal curvatures for four perturbation strategies to identify influential observations, and then to assess their performance through Monte Carlo simulations. An example of financial data analysis is presented to study daily log-returns for Brent crude futures and investigate possible impact by the COVID-19 pandemic.

Due to rapid expansion in the global economy and industrialization, PM2.5 (particles smaller than 2.5 µm in aerodynamic diameter) pollution has become a key environmental issue. The public health and social development directly affected by high PM2.5 levels. In this paper, ambient PM2.5 concentrations along with meteorological data are forecasted using time series models, including random forest (RF), prophet forecasting model (PFM), and autoregressive integrated moving average (ARIMA) in Anhui province, China. The results indicate that the RF model outperformed the PFM and ARIMA in the prediction of PM2.5 concentrations, with cross-validation coefficients of determination R2, RMSE, and MAE values of 0.83, 10.39 µg/m3, and 6.83 µg/m3, respectively. PFM achieved the average results (R2 = 0.71, RMSE = 13.90 µg/m3, and MAE = 9.05 µg/m3), while the predicted results by ARIMA are comparatively poorer (R2 = 0.64, RMSE = 15.85 µg/m3, and MAE = 10.59 µg/m3) than RF and PFM. These findings reveal that the RF model is the most effective method for predicting PM2.5 and can be applied to other regions for new findings.

Drug-resistant Gram-negative bacterial infections, on average, increase the length of stay (LOS) in U.S. hospitals by 5 days, translating to approximately $15,000 per patient. We used statistical and machine-learning models to explore the relationship between antibiotic usage and antibiotic resistance over time and to predict the clinical and financial costs associated with resistant E. coli infections. We acquired data on antibiotic utilization and the resistance/sensitivity of 4776 microbial cultures at a Kaiser Permanente facility from April 2013 to December 2019. The ARIMA (autoregressive integrated moving average), neural networks, and random forest time series algorithms were employed to model antibiotic resistance trends. The models\' performance was evaluated using mean absolute error (MAE) and root mean squared error (RMSE). The best performing model was then used to predict antibiotic resistance rates for the year 2020. The ARIMA model with cefazolin, followed by the one with cephalexin, provided the lowest RMSE and MAE values without signs of overfitting across training and test datasets. The study showed that reducing cefazolin usage could decrease the rate of resistant E. coli infections. Although piperacillin/tazobactam did not perform as well as cefazolin in our time series models, it performed reasonably well and, due to its broad spectrum, might be a practical target for interventions in antimicrobial stewardship programs (ASPs), at least for this particular facility. While a more generalized model could be developed with data from multiple facilities, this study acts as a framework for ASP clinicians to adopt statistical and machine-learning approaches, using region-specific data to make effective interventions.

In structural health monitoring (SHM), most current methods and techniques are based on the assumption of linear models and linear damage. However, the damage in real engineering structures is more characterized by nonlinear behavior, including the appearance of cracks and the loosening of bolts. To solve the structural nonlinear damage diagnosis problem more effectively, this study combines the autoregressive (AR) model and amplitude-aware permutation entropy (AAPE) to propose a data-driven damage detection method. First, an AR model is built for the acceleration data from each structure sensor in the baseline state, including determining the model order using a modified iterative method based on the Bayesian information criterion (BIC) and calculating the model coefficients. Subsequently, in the testing phase, the residuals of the AR model are extracted as damage-sensitive features (DSFs), and the AAPE is calculated as a damage classifier to diagnose the nonlinear damage. Numerical simulation of a six-story building model and experimental data from a three-story frame structure at the Los Alamos Laboratory are utilized to illustrate the effectiveness of the proposed methodology. In addition, to demonstrate the advantages of the present method, we analyzed AAPE in comparison with other advanced univariate damage classifiers. The numerical and experimental results demonstrate the proposed method\'s advantages in detecting and localizing minor damage. Moreover, this method is applicable to distributed sensor monitoring systems.

In the modern world, new technologies such as artificial intelligence, machine learning, and big data are essential to support healthcare surveillance systems, especially for monitoring confirmed cases of monkeypox. The statistics of infected and uninfected people worldwide contribute to the growing number of publicly available datasets that can be used to predict early-stage confirmed cases of monkeypox through machine-learning models. Thus, this paper proposes a novel filtering and combination technique for accurate short-term forecasts of infected monkeypox cases. To this end, we first filter the original time series of the cumulative confirmed cases into two new subseries: the long-term trend series and residual series, using the two proposed and one benchmark filter. Then, we predict the filtered subseries using five standard machine learning models and all their possible combination models. Hence, we combine individual forecasting models directly to obtain a final forecast for newly infected cases one day ahead. Four mean errors and a statistical test are performed to verify the proposed methodology\'s performance. The experimental results show the efficiency and accuracy of the proposed forecasting methodology. To prove the superiority of the proposed approach, four different time series and five different machine learning models were included as benchmarks. The results of this comparison confirmed the dominance of the proposed method. Finally, based on the best combination model, we achieved a forecast of fourteen days (two weeks). This can help to understand the spread and lead to an understanding of the risk, which can be utilized to prevent further spread and enable timely and effective treatment.

Dengue virus (DENV) is an enveloped, single-stranded RNA virus, a member of the Flaviviridae family (which causes Dengue fever), and an arthropod-transmitted human viral infection. Bangladesh is well known for having some of Asia\'s most vulnerable Dengue outbreaks, with climate change, its location, and it\'s dense population serving as the main contributors. For speculation about DENV outbreak characteristics, it is crucial to determine how meteorological factors correlate with the number of cases. This study used five time series models to observe the trend and forecast Dengue cases. Current data-based research has also applied four statistical models to test the relationship between Dengue-positive cases and meteorological parameters. Datasets were used from NASA for meteorological parameters, and daily DENV cases were obtained from the Directorate General of Health Service (DGHS) open-access websites. During the study period, the mean of DENV cases was 882.26 ± 3993.18, ranging between a minimum of 0 to a maximum of 52,636 daily confirmed cases. The Spearman\'s rank correlation coefficient between climatic variables and Dengue incidence indicated that no substantial relationship exists between daily Dengue cases and wind speed, temperature, and surface pressure (Spearman\'s rho; r = -0.007, p > 0.05; r = 0.085, p > 0.05; and r = -0.086, p > 0.05, respectively). Still, a significant relationship exists between daily Dengue cases and dew point, relative humidity, and rainfall (r = 0.158, p < 0.05; r = 0.175, p < 0.05; and r = 0.138, p < 0.05, respectively). Using the ARIMAX and GA models, the relationship for Dengue cases with wind speed is -666.50 [95% CI: -1711.86 to 378.86] and -953.05 [-2403.46 to 497.36], respectively. A similar negative relation between Dengue cases and wind speed was also determined in the GLM model (IRR = 0.98). Dew point and surface pressure also represented a negative correlation in both ARIMAX and GA models, respectively, but the GLM model showed a positive association. Additionally, temperature and relative humidity showed a positive correlation with Dengue cases (105.71 and 57.39, respectively, in the ARIMAX, 633.86, and 200.03 in the GA model). In contrast, both temperature and relative humidity showed negative relation with Dengue cases in the GLM model. In the Poisson regression model, windspeed has a substantial significant negative connection with Dengue cases in all seasons. Temperature and rainfall are significantly and positively associated with Dengue cases in all seasons. The association between meteorological factors and recent outbreak data is the first study where we are aware of the use of maximum time series models in Bangladesh. Taking comprehensive measures against DENV outbreaks in the future can be possible through these findings, which can help fellow researchers and policymakers.

Excess mortality studies provide crucial information regarding the health burden of pandemics and other large-scale events. Here, we use time series approaches to separate the direct contribution of SARS-CoV-2 infection on mortality from the indirect consequences of the pandemic in the United States. We estimate excess deaths occurring above a seasonal baseline from March 1, 2020 to January 1, 2022, stratified by week, state, age, and underlying mortality condition (including COVID-19 and respiratory diseases; Alzheimer\'s disease; cancer; cerebrovascular diseases; diabetes; heart diseases; and external causes, which include suicides, opioid overdoses, and accidents). Over the study period, we estimate an excess of 1,065,200 (95% Confidence Interval (CI) 909,800-1,218,000) all-cause deaths, of which 80% are reflected in official COVID-19 statistics. State-specific excess death estimates are highly correlated with SARS-CoV-2 serology, lending support to our approach. Mortality from 7 of the 8 studied conditions rose during the pandemic, with the exception of cancer. To separate the direct mortality consequences of SARS-CoV-2 infection from the indirect effects of the pandemic, we fit generalized additive models (GAM) to age- state- and cause-specific weekly excess mortality, using covariates representing direct (COVID-19 intensity) and indirect pandemic effects (hospital intensive care unit (ICU) occupancy and measures of interventions stringency). We find that 84% (95% CI 65-94%) of all-cause excess mortality can be statistically attributed to the direct impact of SARS-CoV-2 infection. We also estimate a large direct contribution of SARS-CoV-2 infection (≥67%) on mortality from diabetes, Alzheimer\'s, heart diseases, and in all-cause mortality among individuals over 65 years. In contrast, indirect effects predominate in mortality from external causes and all-cause mortality among individuals under 44 years, with periods of stricter interventions associated with greater rises in mortality. Overall, on a national scale, the largest consequences of the COVID-19 pandemic are attributable to the direct impact of SARS-CoV-2 infections; yet, the secondary impacts dominate among younger age groups and in mortality from external causes. Further research on the drivers of indirect mortality is warranted as more detailed mortality data from this pandemic becomes available.

Solar radiation is free, and very useful input for most sectors such as heat, health, tourism, agriculture, and energy production, and it plays a critical role in the sustainability of biological, and chemical processes in nature. In this framework, the knowledge of solar radiation data or estimating it as accurately as possible is vital to get the maximum benefit from the sun. From this point of view, many sectors have revised their future investments/plans to enhance their profit margins for sustainable development according to the knowledge/estimation of solar radiation. This case has noteworthy attracted the attention of researchers for the estimation of solar radiation with low errors. Accordingly, it is noticed that various types of models have been continuously developed in the literature. The present review paper has mainly centered on the solar radiation works estimated by the empirical models, time series, artificial intelligence algorithms, and hybrid models. In general, these models have needed the atmospheric, geographic, climatic, and historical solar radiation data of a given region for the estimation of solar radiation. It is seen from the literature review that each model has its advantages and disadvantages in the estimation of solar radiation, and a model that gives the best results for one region may give the worst results for the other region. Furthermore, it is noticed that an input parameter that strongly improves the performance success of the models for a region may worsen the performance success of another region. In this direction, the estimation of solar radiation has been separately detailed in terms of empirical models, time series, artificial intelligence algorithms, and hybrid algorithms. Accordingly, the research gaps, challenges, and future directions for the estimation of solar radiation have been drawn in the present study. In the results, it is well-observed that the hybrid models have exhibited more accurate and reliable results in most studies due to their ability to merge between different models for the benefit of the advantages of each model, but the empirical models have come to the fore in terms of ease of use, and low computational costs.

In recent years, network approaches to psychopathology have sparked much debate and have had a significant impact on how mental disorders are perceived in the field of clinical psychology. However, there are many important challenges in moving from theory to empirical research and clinical practice and vice versa. Therefore, in this article, we bring together different points of view on psychological networks by methodologists and clinicians to give a critical overview on these challenges, and to present an agenda for addressing these challenges. In contrast to previous reviews, we especially focus on methodological issues related to temporal networks. This includes topics such as selecting and assessing the quality of the nodes in the network, distinguishing between- and within-person effects in networks, relating items that are measured at different time scales, and dealing with changes in network structures. These issues are not only important for researchers using network models on empirical data, but also for clinicians, who are increasingly likely to encounter (person-specific) networks in the consulting room.

In the context of active-sensing guided-wave-based acousto-ultrasound structural health monitoring, environmental and operational variability poses a considerable challenge in the damage diagnosis process as they may mask the presence of damage. In this work, the stochastic nature of guided wave propagation due to the small temperature variation, naturally occurring in the ambient or environment, is rigorously investigated and modeled with the help of stochastic time-varying time series models, for the first time, with a system identification point of view. More specifically, the output-only recursive maximum likelihood time-varying auto-regressive model (RML-TAR) is employed to investigate the uncertainty in guided wave propagation by analyzing the time-varying model parameters. The steps and facets of the identification procedure are presented, and the obtained model is used for modeling the uncertainty of the time-varying model parameters that capture the underlying dynamics of the guided waves. The stochasticity inherent in the modal properties of the system, such as natural frequencies and damping ratios, is also analyzed with the help of the identified RML-TAR model. It is stressed that the narrow-band high-frequency actuation for guided wave propagation excites more than one frequency in the system. The values and the time evolution of those frequencies are analyzed, and the associated uncertainties are also investigated. In addition, a high-fidelity finite element (FE) model was established and Monte Carlo simulations on that FE model were carried out to understand the effect of small temperature perturbation on guided wave signals.