We consider a panel data model that allows for heterogeneous time trends at different locations. The model is well suited to identifying trends in climate data recorded at multiple stations. We propose a new estimation method for the model and derive an asymptotic theory for the proposed estimation method. For inferential purposes, we develop a bootstrap method for the case where weak correlation presents in both dimensions of the error terms. We examine the finite-sample properties of the proposed model and estimation method through extensive simulated studies. Finally, we use the newly proposed model and method to investigate monthly rainfall, temperature, and sunshine data of the UK, respectively. Overall, we find spring and winter have changed significantly over the past 50 years. Changes vary with respect to locations for the other seasons.
{"title":"A non-parametric panel model for climate data with seasonal and spatial variation","authors":"Jiti Gao, O. Linton, B. Peng","doi":"10.1093/jrsssa/qnad086","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad086","url":null,"abstract":"\u0000 We consider a panel data model that allows for heterogeneous time trends at different locations. The model is well suited to identifying trends in climate data recorded at multiple stations. We propose a new estimation method for the model and derive an asymptotic theory for the proposed estimation method. For inferential purposes, we develop a bootstrap method for the case where weak correlation presents in both dimensions of the error terms. We examine the finite-sample properties of the proposed model and estimation method through extensive simulated studies. Finally, we use the newly proposed model and method to investigate monthly rainfall, temperature, and sunshine data of the UK, respectively. Overall, we find spring and winter have changed significantly over the past 50 years. Changes vary with respect to locations for the other seasons.","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"32 4 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-08-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"87664791","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Crime by the Numbers: A Criminologist’s Guide to R","authors":"V. Kalyani","doi":"10.1093/jrsssa/qnad092","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad092","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"37 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85147041","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
We propose a flexible link forecast methodology for weighted temporal networks. Our probabilistic model estimates the evolving link dynamics among a set of nodes through Wasserstein barycentric coordinates arising within the optimal transport theory. Optimal transport theory is employed to interpolate among network evolution sequences and to compute the probability distribution of forthcoming links. Besides generating point link forecasts for weighted networks, the methodology provides the probability that a link attains weights in a certain interval, namely a quantile of the weights distribution. We test our approach to forecast the link dynamics of the worldwide Foreign Direct Investments network and of the World Trade Network, comparing the performance of the proposed methodology against several alternative models. The performance is evaluated by applying non-parametric diagnostics derived from binary classifications and error measures for regression models. We find that the optimal transport framework outperforms all the competing models when considering quantile forecast. On the other hand, for point forecast, our methodology produces accurate results that are comparable with the best performing alternative model. Results also highlight the role played by model constraints in the determination of future links emphasising that weights are better predicted when accounting for geographical rather than economic distance.
{"title":"Wasserstein barycenter for link prediction in temporal networks","authors":"A. Spelta, N. Pecora","doi":"10.1093/jrsssa/qnad088","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad088","url":null,"abstract":"\u0000 We propose a flexible link forecast methodology for weighted temporal networks. Our probabilistic model estimates the evolving link dynamics among a set of nodes through Wasserstein barycentric coordinates arising within the optimal transport theory. Optimal transport theory is employed to interpolate among network evolution sequences and to compute the probability distribution of forthcoming links. Besides generating point link forecasts for weighted networks, the methodology provides the probability that a link attains weights in a certain interval, namely a quantile of the weights distribution. We test our approach to forecast the link dynamics of the worldwide Foreign Direct Investments network and of the World Trade Network, comparing the performance of the proposed methodology against several alternative models. The performance is evaluated by applying non-parametric diagnostics derived from binary classifications and error measures for regression models. We find that the optimal transport framework outperforms all the competing models when considering quantile forecast. On the other hand, for point forecast, our methodology produces accurate results that are comparable with the best performing alternative model. Results also highlight the role played by model constraints in the determination of future links emphasising that weights are better predicted when accounting for geographical rather than economic distance.","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"23 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73410662","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Predictive Analytics Using Statistics and Big Data: Concepts and Modelling","authors":"D. Thangam","doi":"10.1093/jrsssa/qnad089","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad089","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"12 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"89660961","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Statistical Methods for Mediation, Confounding and Moderation Analysis Using R and SAS","authors":"S. Lazic","doi":"10.1093/jrsssa/qnad090","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad090","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"5 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75748964","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Bernardini, Cibella, and Solari’s contribution to the Discussion of ‘A system of population estimates compiled from administrative data only’ by J. Dunne and L.-C. Zhang","authors":"A. Bernardini, Nicoletta Cibella, Fabrizio Solari","doi":"10.1093/jrsssa/qnad100","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad100","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"30 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-08-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81223633","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Eleanor Law’s contribution to the Discussion of ‘A system of population estimates compiled from administrative data only' by John Dunne and Li-Chun Zhang","authors":"E. C. Law","doi":"10.1093/jrsssa/qnad096","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad096","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"71 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80852043","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Christine P. Chai's contribution to the Discussion of “A system of population estimates compiled from administrative data only” by John Dunne and Li-Chun Zhang","authors":"Christine P Chai","doi":"10.1093/jrsssa/qnad099","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad099","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"36 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81416011","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Paul A. Smith’s contribution to the Discussion of “A system of population estimates compiled from administrative data only” by John Dunne and Li-Chun Zhang","authors":"Paul A. Smith","doi":"10.1093/jrsssa/qnad098","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad098","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"141 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-07-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79093527","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Danny Pfeffermann’s contribution to the discussion of “A system of population estimates compiled from Administrative data only” By John Dunne and Li-Chun Zhang","authors":"D. Pfeffermann","doi":"10.1093/jrsssa/qnad097","DOIUrl":"https://doi.org/10.1093/jrsssa/qnad097","url":null,"abstract":"","PeriodicalId":49983,"journal":{"name":"Journal of the Royal Statistical Society Series A-Statistics in Society","volume":"1 1","pages":""},"PeriodicalIF":2.0,"publicationDate":"2023-07-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"81201717","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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