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151.
Shaowen Wu 《统计学通讯:模拟与计算》2013,42(8):1590-1604
We reinvestigate the empirical problem of lag length selection in unit root tests when using the augmented Dickey–Fuller test based on GLS-detrending. We extend the Ng and Perron (1995) work on this issue by applying the finite sample critical values calculated using the formulae proposed by Cheung and Lai (1995). Unlike Ng and Perron (2001) we find through simulation studies that the method of selecting lag length using the sequential t-test in the ADF regression of GLS-detrended series performs the best in most cases. 相似文献
152.
The proposed test detects deviations from randomness, without a priori distributional assumption, when observations are not independent and identically distributed (i.i.d.), which is suitable for our motivating stock market index data. Departures from i.i.d. are tested by subdividing data into subintervals and then using a conditional probability measure within intervals as a binomial test. This nonparametric test is designed to detect deviations of neighboring observations from randomness when the dataset consists of time series observations. Simulation results and a comparison with Lo and MacKinlay's (1988) variance ratio test showed that our proposed test is a competitive alternative. 相似文献
153.
In our previous work, we developed a new distance function based on a derivative and showed that our algorithm is effective. In contrast to well-known measures from the literature, our approach considers the general shape of a time series rather than standard distance of function (value) comparison. The new distance was used in classification with the nearest neighbor rule. Now we improve on our previous technique by adding the second derivative. In order to provide a comprehensive comparison, we conducted a set of experiments, testing effectiveness on 47 time series datasets from a wide variety of application domains. Our experiments show that this new method provides a significantly more accurate classification on the examined datasets. 相似文献
154.
In this article we review and compare a number of existing tests for detecting randomness in time series data, with emphasis on stock market index data. By comparing variance ratio tests with traditional statistical tests, we have the most extensive simulation comparison of such procedures. The investigated tests are compared over a diverse group of distributions, models, and stock market applications. In our stock market data analysis, the choice of data transformation can have a noticeable effect on test results. This study provides the reader with a guide as to which test and transformation is most appropriate for their use. 相似文献
155.
Estimation of a characteristic based on surveys repeated at regular intervals is considered. A state space formulation is given for the problem and the Kalman Filter is used to obtain an estimate and its variance. Some examples are also given to illustrate the methodology. 相似文献
156.
The principal components analysis (PCA) in the frequency domain of a stationary p-dimensional time series (X n ) n∈? leads to a summarizing time series written as a linear combination series X′ n =∑ m C m ° X n?m . Therefore, we observe that, when the coefficients C m , m≠0, are close to 0, this PCA is close to the usual PCA, that is the PCA in the temporal domain. When the coefficients tend to 0, the corresponding limit is said to satisfy a property noted 𝒫, of which we will study the consequences. Finally, we will examine, for any series, the proximity between the two PCAs. 相似文献
157.
《Women and birth : journal of the Australian College of Midwives》2020,33(3):273-279
BackgroundCaesarean rates are rising worldwide, the main contributor being the elective repeat caesarean. During the past decades, rates of vaginal birth after caesarean dropped considerably. This requires insight in women’s preferences regarding giving birth following a previous caesarean.AimTo gain a better understanding of women’s values and preferences regarding the upcoming birth following a previous caesarean. Using Q methodology, this study systematically explores and categorises their preferences.MethodsQ methodology is an innovative research approach to explore and compare a variety of viewpoints on a certain subject. Thirty-one statements on birth after caesarean were developed based on the health belief model. Thirty-six purposively sampled pregnant women with a history of caesarean ranked these statements from least to most important. By-person factor analysis was used to identify patterns which, supplemented with interview data, were interpreted as preferences.FindingsThree distinct preferences for giving birth after a caesarean were found; (a) “Minimise the risks for me and my child”, giving priority to professional advice and risk of adverse events, (b) “Seek the benefits of normal birth”, desiring to give birth as normal as possible for both emotional and practical reasons, (c) “Opt for repeat caesarean”, expressing the belief that a planned caesarean brings comfort.ConclusionsPreferences for birth after caesarean vary considerably among pregnant women. The findings help to understand the different types of information valued by women who need to decide on their mode of birth after a first caesarean. 相似文献
158.
Mahayaudin M. Mansor David A. Green Andrew V. Metcalfe 《The American statistician》2020,74(3):258-266
AbstractDirectionality can be seen in many stationary time series from various disciplines, but it is overlooked when fitting linear models with Gaussian errors. Moreover, we cannot rely on distinguishing directionality by comparing a plot of a time series in time order with a plot in reverse time order. In general, a statistical measure is required to detect and quantify directionality. There are several quite different qualitative forms of directionality, and we distinguish: rapid rises followed by slow recessions; rapid increases and rapid decreases from the mean followed by slow recovery toward the mean; directionality above or below some threshold; and intermittent directionality. The first objective is to develop a suite of statistical measures that will detect directionality and help classify its nature. The second objective is to demonstrate the potential benefits of detecting directionality. We consider applications from business, environmental science, finance, and medicine. Time series data are collected from many processes, both natural and anthropogenic, by a wide range of organizations, and directionality can easily be monitored as part of routine analysis. We suggest that doing so may provide new insights to the processes. 相似文献
159.
张卫中 《北华大学学报(社会科学版)》2015,(6):54-57
多年来围绕赵树理语言大众化问题进行了很多讨论,但离开作家早年的语言背景,这个问题很难讨论清楚。本文认为赵树理大众化语言的发生除了受到早年生活环境、早期教育的影响外,他对农民或农村知识分子的身份认同,以及战争时期特殊的时代导向,对其语言风格的形成发挥了相当重要的作用。身份认同与时代导向是赵树理大众化语言风格形成的关键因素。 相似文献
160.
《Women and birth : journal of the Australian College of Midwives》2021,34(2):e170-e177
BackgroundRates of induction of labour have been increasing globally to up to one in three pregnancies in many high-income countries. Although guidelines around induction, and strength of the underlying evidence, vary considerably by indication, shared decision-making is increasingly recognised as key. The aim of this study was to identify women’s mode of birth preferences and experiences of shared decision-making for induction of labour.MethodAn antenatal survey of women booked for an induction at eight Sydney hospitals was conducted. A bespoke questionnaire was created assessing women’s demographics, indication for induction, pregnancy model of care, initial birth preferences, and their experience of the decision-making process.ResultsOf 189 survey respondents (58% nulliparous), major reported reasons for induction included prolonged pregnancy (38%), diabetes (25%), and suspected fetal growth restriction (8%). Most respondents (72%) had hoped to labour spontaneously. Major findings included 19% of women not feeling like they had a choice about induction of labour, 26% not feeling adequately informed (or uncertain if informed), 17% not being given alternatives, and 30% not receiving any written information on induction of labour. Qualitative responses highlight a desire of women to be more actively involved in decision-making.ConclusionA substantial minority of women did not feel adequately informed or prepared, and indicated they were not given alternatives to induction. Suggested improvements include for face-to-face discussions to be supplemented with written information, and for shared decision-making interventions, such as the introduction of decision aids and training, to be implemented and evaluated. 相似文献