Forecasting a point process with an ARIMA model

ABSTRACT

In fitting a power-law process, we show that the construction of the empirical recurrence rate time series either simplifies the modeling task, or liberates a point process restrained by a key parametric model assumption such as the monotonicity requirement of the intensity function. The technique can be applied to seasonal events occurring in spurts or clusters, because the autoregressive integrated moving average (ARIMA) procedure provides a comprehensive set of tools with great flexibility. Essentially, we consolidate two of the most powerful modeling tools for the stochastic process and time series in the statistical literature to handle counts of events in a Poisson or Poisson-like process.     

Introduction to the Special Issue on Marketing and Operations Management Interfaces and Coordination

In this special issue, the contributing authors address several emerging marketing and operations interface problems and develop innovative approaches for solving them. Specifically, by explicitly modeling active consumer behavior under different pricing schemes, the papers in this special issue examine how firms can coordinate their marketing and operations to improve their competitiveness and profit. The papers also provide insights on how to develop and operate new and innovative market mechanisms.     

Non-stationary structural model with time-varying demand elasticities

The paper considers local linear regression of a time series model with non-stationary regressors and errors. Asymptotic property of the local linear estimator is derived under a new dependence measure of non-stationary time series. We apply the local linear regression method to estimate the “time-varying” coefficients of an economic-causal model for the industrial sector of the U.S. economy. Nonparametric bootstrap test on the time-varying coefficients strongly suggests that the price/income elasticities of the U.S. durable goods demand are time-varying.     

Mean functions based on meta-mixtures in nonhomogeneous Poisson processes

This paper deals with the software reliability model based on a nonhomogeneous Poisson process. We introduce new types of mean functions which can be either NHPP-I or NHPP-II according to the choice of the distribution function. The proposed mean function is motivated by the fact that a strictly monotone increasing function can be modeled by a distribution function and an unknown distribution function approximated by a mixture of beta distributions. Some existing mean functions can be regarded as special cases of the proposed mean functions. The EM algorithm is used to obtain maximum likelihood estimates of the parameters in the proposed model.     

Adult Mortality Five Years after a Natural Disaster

Exposure to extreme events has been hypothesized to affect subsequent mortality because of mortality selection and scarring effects of the event itself. We examine survival at and in the five years after the 2004 Indian Ocean earthquake and tsunami for a population‐representative sample of residents of Aceh, Indonesia who were differentially exposed to the disaster. For this population, the dynamics of selection and scarring are a complex function of the degree of tsunami impact in the community, the nature of individual exposures, age at exposure, and gender. Among individuals from tsunami‐affected communities we find evidence for positive mortality selection among older individuals, with stronger effects for males than for females, and that this selection dominates any scarring impact of stressful exposures that elevate mortality. Among individuals from other communities, where mortality selection does not play a role, there is evidence of scarring with property loss associated with elevated mortality risks in the five years after the disaster among adults age 50 or older at the time of the disaster.     

Researching international student migration in Asia: research design and project management issues

In the context of Asia, the changing dynamics of higher education has increased the visibility and significance of the group of intraregional education migrants. There are several methodological issues which need to be addressed in conducting research for this group of migrants. First, how does the particular type of migrant group and Asian context influence the research design? Second, in order to capture the scale and diversity of this migrant group, how should research be conducted across multiple sites? Third, how does a mixed method design allow researchers to learn more about the behaviour, practice and orientations of education migrants? Our paper aims to make contributions to the discussions on the methods of education migration research in Asia through answering these questions. We use research experiences and preliminary data from a multinational project to illustrate the issues involved in the selection of methods, research design and project management.     

A Methodology for More Efficient Tail Area Sampling with Discrete Probability Distributions

Monte Carlo Method is commonly used to observe the overall distribution and to determine the lower or upper bound value in statistical approach when direct analytical calculation is unavailable. However, this method would not be efficient if the tail area of a distribution is concerned. A new method, entitled Two-Step Tail Area Sampling, is developed, which uses the assumption of discrete probability distribution and samples only the tail area without distorting the overall distribution. This method uses a two-step sampling procedure. First, sampling at points separated by large intervals is done and second, sampling at points separated by small intervals is done with some check points determined at first-step sampling. Comparison with Monte Carlo Method shows that the results obtained from the new method converge to analytic value faster than Monte Carlo Method if the numbers of calculation of both methods are the same. This new method is applied to DNBR (Departure from Nucleate Boiling Ratio) prediction problem in design of the pressurized light water nuclear reactor.     

Daily use of sildenafil 50mg at night effectively ameliorates nocturia in patients with lower urinary tract symptoms associated with benign prostatic hyperplasia: an exploratory multicenter,double-blind,randomized, placebo-controlled study

Purpose: To compare the efficacy and safety of sildenafil 25?mg qd, 25?mg bid or 50?mg qd – on treating lower urinary tract symptoms with benign prostatic hyperplasia (LUTS/BPH).

Materials and methods: Men aged?>?45 years with LUTS/BPH were randomly assigned to receive sildenafil 25?mg qd (n?=?42), bid (n?=?41), 50?mg qd (n?=?38) or placebo (n?=?41) for 8 weeks. Changes from baseline in International Prostate Symptom Score (I-PSS), maximum urinary flow rate (Qmax) and postvoid residual urine volume (PVR) were assessed at week 4 and week 8.

Results: Sildenafil 25?mg qd (-7.3?±?5.8) and 25?mg bid (-7.0?±?5.7) exhibited significant improvements of I-PSS compared to placebo (-5.2?±?6.4) (p?=?0.020, 0.025, respectively). In particular, voiding domain was more affected than storage domain. Only sildenafil 50?mg qd improved nocturia significantly (versus placebo, p?=?0.027). Quality of life score was improved in all treatment groups. Q_max and PVR did not change significantly in all groups. All regimens were well tolerated.

Conclusions: Sildenafil 25?mg qd, 25?mg bid and 50?mg qd are safe and effective to improve LUTS/BPH in long term, along with coexisting ED. In particular, nocturia is most well-controlled by 50?mg qd.     

Teaching Islam to educate multiethnic and multicultural literacy: seeking alternative discourse and global pedagogies in the Chinese context

In the post-9/11 era, growing scholarly literature and social concern have focused on Islamic education in Muslim-majority countries and for Muslim minorities in the West. However, public attention and academic research concerning the teaching of Islam as a world religion and a commonly shared human civilization, are barely understood in secular contexts and in public education. This issue requires more attention, especially in Asia. For the sake of future dialogue and further discussion, this paper is a tentative attempt at initiating this understudied issue of teaching Islam as multicultural literacy. It inquires about the pedagogy of teaching Islam in an East Asian context by first briefly reflecting on the dilemmas of introducing Islam to the West and its implications for the university curriculum. Departing from the experience in North America and European societies, this article then attempts to explore alternative pedagogical discourse in teaching Islam to Chinese students in the East Asian context by considering its specific geographical position in global politics and the recent development of Hong Kong. This article finally foresees the developing pedagogy of Islamic teaching that challenges students to break away from the media cliché and apathy towards human suffering, leading them to understand that they themselves are the potential peacemakers of a future global multiethnic and multicultural society.     

Avian Influenza Risk Perception and Live Poultry Purchase in Guangzhou, China, 2006

Human H5N1 highly pathogenic avian influenza (HPAI) infection is associated with intimate exposure to live poultry. Perceptions of risk can modify behaviors, influencing actual exposure. However, greater hazard is not necessarily followed by perception of greater risk and more precautionary behavior because self-serving cognitive biases modulate precautionary and hazardous behaviors. We examined risk perception associated with avian influenza. A total of 1,550 face-to-face within-household interviews and 1,760 telephone interviews were derived to study avian influenza risk perception and live poultry use in Guangzhou and Hong Kong, respectively. Chi-square and Mann-Whitney tests assessed bivariate associations and risk distributions, respectively, and fully adjusted multivariate logistic models determined independent risk associations. Relative to Hong Kong, perceived "generalized" risk from buying live poultry (GZ, 58%, 95% confidence interval 55–60% vs. HK, 41%, 39–43%; χ²= 86.95, df  = 1, p < 0.001) and perceived self/family risk from buying ( z  =−2.092, p  = 0.036) were higher in Guangzhou. Higher perceived "generalized" risk was associated with not buying live poultry (OR = 0.65, 0.49–0.85), consistent with the pattern seen in Hong Kong, while perceived higher self/family risk was associated with buying ("likely/very likely/certain" OR = 1.74, 1.18–2.59); no such association was seen in Hong Kong. Multivariate adjustment indicated older age was associated with buying live poultry in Guangzhou (OR = 2.91, 1.36–6.25). Guangzhou respondents perceived greater risk relative to Hong Kong. Buying live poultry was associated with perceptions of less "generalized" risk but more self/family risk. Higher generalized risk was associated with fewer live poultry purchases, suggesting generalized risk may be a useful indicator of precautionary HPAI risk behavior.