72 research outputs found

    Structural Change in (Economic) Time Series

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    Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data. The exposition is confined to retrospective methods for univariate time series. Several recent methods for dating structural changes are compared using a time series of oil prices spanning more than 60 years. The methods broadly agree for the first part of the series up to the mid-1980s, for which changes are associated with major historical events, but provide somewhat different solutions thereafter, reflecting a gradual increase in oil prices that is not well described by a step function. As a further illustration, 1990s data on the volatility of the Hang Seng stock market index are reanalyzed.Comment: 12 pages, 6 figure

    Connective tissue disease related interstitial lung diseases and idiopathic pulmonary fibrosis: provisional core sets of domains and instruments for use in clinical trials

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    Rationale Clinical trial design in interstitial lung diseases (ILDs) has been hampered by lack of consensus on appropriate outcome measures for reliably assessing treatment response. In the setting of connective tissue diseases (CTDs), some measures of ILD disease activity and severity may be confounded by non-pulmonary comorbidities. Methods The Connective Tissue Disease associated Interstitial Lung Disease (CTD-ILD) working group of Outcome Measures in Rheumatology—a non-profit international organisation dedicated to consensus methodology in identification of outcome measures—conducted a series of investigations which included a Delphi process including >248 ILD medical experts as well as patient focus groups culminating in a nominal group panel of ILD experts and patients. The goal was to define and develop a consensus on the status of outcome measure candidates for use in randomised controlled trials in CTD-ILD and idiopathic pulmonary fibrosis (IPF). Results A core set comprising specific measures in the domains of lung physiology, lung imaging, survival, dyspnoea, cough and health-related quality of life is proposed as appropriate for consideration for use in a hypothetical 1-year multicentre clinical trial for either CTD-ILD or IPF. As many widely used instruments were found to lack full validation, an agenda for future research is proposed. Conclusion Identification of consensus preliminary domains and instruments to measure them was attained and is a major advance anticipated to facilitate multicentre RCTs in the field

    Urban Biodiversity and Landscape Ecology: Patterns, Processes and Planning

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    Effective planning for biodiversity in cities and towns is increasingly important as urban areas and their human populations grow, both to achieve conservation goals and because ecological communities support services on which humans depend. Landscape ecology provides important frameworks for understanding and conserving urban biodiversity both within cities and considering whole cities in their regional context, and has played an important role in the development of a substantial and expanding body of knowledge about urban landscapes and communities. Characteristics of the whole city including size, overall amount of green space, age and regional context are important considerations for understanding and planning for biotic assemblages at the scale of entire cities, but have received relatively little research attention. Studies of biodiversity within cities are more abundant and show that longstanding principles regarding how patch size, configuration and composition influence biodiversity apply to urban areas as they do in other habitats. However, the fine spatial scales at which urban areas are fragmented and the altered temporal dynamics compared to non-urban areas indicate a need to apply hierarchical multi-scalar landscape ecology models to urban environments. Transferring results from landscape-scale urban biodiversity research into planning remains challenging, not least because of the requirements for urban green space to provide multiple functions. An increasing array of tools is available to meet this challenge and increasingly requires ecologists to work with planners to address biodiversity challenges. Biodiversity conservation and enhancement is just one strand in urban planning, but is increasingly important in a rapidly urbanising world

    Change Point Detection for Streaming High-Dimensional Time Series

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    Detection of Compromised Devices Based on Alert Logs in Smart Grid

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    Research on Framework Load Correlations Based on Automatic Data Extraction Algorithm

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