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Climate Change: Linear and Nonlinear Causality Analysis 气候变化:线性与非线性因果分析
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-05-15 DOI: 10.3390/stats6020040
Jiecheng Song, Merry H. Ma
The goal of this study is to detect linear and nonlinear causal pathways toward climate change as measured by changes in global mean surface temperature and global mean sea level over time using a data-based approach in contrast to the traditional physics-based models. Monthly data on potential climate change causal factors, including greenhouse gas concentrations, sunspot numbers, humidity, ice sheets mass, and sea ice coverage, from January 2003 to December 2021, have been utilized in the analysis. We first applied the vector autoregressive model (VAR) and Granger causality test to gauge the linear Granger causal relationships among climate factors. We then adopted the vector error correction model (VECM) as well as the autoregressive distributed lag model (ARDL) to quantify the linear long-run equilibrium and the linear short-term dynamics. Cointegration analysis has also been adopted to examine the dual directional Granger causalities. Furthermore, in this work, we have presented a novel pipeline based on the artificial neural network (ANN) and the VAR and ARDL models to detect nonlinear causal relationships embedded in the data. The results in this study indicate that the global sea level rise is affected by changes in ice sheet mass (both linearly and nonlinearly), global mean temperature (nonlinearly), and the extent of sea ice coverage (nonlinearly and weakly); whereas the global mean temperature is affected by the global surface mean specific humidity (both linearly and nonlinearly), greenhouse gas concentration as measured by the global warming potential (both linearly and nonlinearly) and the sunspot number (only nonlinearly and weakly). Furthermore, the nonlinear neural network models tend to fit the data closer than the linear models as expected due to the increased parameter dimension of the neural network models. Given that the information criteria are not generally applicable to the comparison of neural network models and statistical time series models, our next step is to examine the robustness and compare the forecast accuracy of these two models using the soon-available 2022 monthly data.
这项研究的目标是通过与传统的基于物理的模型相比,使用基于数据的方法,通过全球平均地表温度和全球平均海平面随时间的变化来检测气候变化的线性和非线性因果途径。分析中使用了2003年1月至2021年12月关于潜在气候变化因果因素的月度数据,包括温室气体浓度、太阳黑子数量、湿度、冰盖质量和海冰覆盖率。我们首先应用向量自回归模型(VAR)和格兰杰因果检验来衡量气候因素之间的线性格兰杰因果关系。然后,我们采用向量误差校正模型(VECM)和自回归分布滞后模型(ARDL)来量化线性长期均衡和线性短期动态。协整分析也被用来检验双向格兰杰因果关系。此外,在这项工作中,我们提出了一种基于人工神经网络(ANN)、VAR和ARDL模型的新管道,以检测嵌入数据中的非线性因果关系。研究结果表明,全球海平面上升受冰盖质量(线性和非线性)、全球平均温度(非线性)和海冰覆盖范围(非线性和弱)变化的影响;而全球平均温度受全球表面平均比湿度(线性和非线性)、温室气体浓度(线性和线性)和太阳黑子数(仅非线性和微弱)的影响。此外,由于神经网络模型的参数维度增加,非线性神经网络模型往往比线性模型更接近于预期的数据拟合。鉴于信息标准通常不适用于神经网络模型和统计时间序列模型的比较,我们的下一步是使用即将获得的2022年月度数据来检查这两个模型的稳健性并比较预测准确性。
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引用次数: 0
Big Data Analytics and Machine Learning in Supply Chain 4.0: A Literature Review 供应链4.0中的大数据分析和机器学习:文献综述
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-05-05 DOI: 10.3390/stats6020038
Elena Barzizza, Nicolò Biasetton, R. Ceccato, L. Salmaso
Owing to the development of the technologies of Industry 4.0, recent years have witnessed the emergence of a new concept of supply chain management, namely Supply Chain 4.0 (SC 4.0). Huge investments in information technology have enabled manufacturers to trace the intangible flow of information, but instruments are required to take advantage of the available data sources: big data analytics (BDA) and machine learning (ML) represent important tools for this task. Use of advanced technologies can improve supply chain performances and support reaching strategic goals, but their implementation is challenging in supply chain management. The aim of this study was to understand the main benefits, challenges, and areas of application of BDA and ML in SC 4.0 as well as to understand the BDA and ML techniques most commonly used in the field, with a particular focus on nonparametric techniques. To this end, we carried out a literature review. From our analysis, we identified three main gaps, namely, the need for appropriate analytical tools to manage challenging data configurations; the need for a more reliable link with practice; the need for instruments to select the most suitable BDA or ML techniques. As a solution, we suggest and comment on two viable solutions: nonparametric statistics, and sentiment analysis and clustering.
由于工业4.0技术的发展,近年来出现了供应链管理的新概念,即供应链4.0 (SC 4.0)。对信息技术的巨大投资使制造商能够追踪无形的信息流,但需要工具来利用可用的数据源:大数据分析(BDA)和机器学习(ML)是完成这项任务的重要工具。先进技术的使用可以改善供应链绩效并支持实现战略目标,但它们的实施在供应链管理中具有挑战性。本研究的目的是了解SC 4.0中BDA和ML的主要优点、挑战和应用领域,以及了解该领域最常用的BDA和ML技术,特别关注非参数技术。为此,我们进行了文献综述。从我们的分析中,我们确定了三个主要差距,即需要适当的分析工具来管理具有挑战性的数据配置;需要与实践建立更可靠的联系;需要仪器来选择最合适的BDA或ML技术。作为解决方案,我们提出并评论了两个可行的解决方案:非参数统计,情感分析和聚类。
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引用次数: 1
Game-Theoretic Models of Coopetition in Cournot Oligopoly 古诺寡头垄断中合作的博弈论模型
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-05-04 DOI: 10.3390/stats6020037
G. Ougolnitsky, A. Korolev
Coopetition means that in economic interactions, both competition and cooperation are presented in the same time. We built and investigated analytically and numerically game theoretic models of coopetition in normal form and in the form of characteristic function. The basic model in normal form reflects competition between firms in Cournot oligopoly and their cooperation in mutually profitable activities such as marketing, R&D, and environmental protection. Each firm divides its resource between competition and cooperation. In the model in normal form we study Nash and Stackelberg settings and compare the results. In cooperative setting we consider Neumann–Morgenstern, Petrosyan–Zaccour, and Gromova–Petrosyan versions of characteristic functions and calculate the respective Shapley values. The payoffs in all cases are compared, and the respective conclusions about the relative efficiency of different ways of organization for separate agents and the whole society are made.
合作是指在经济交往中,竞争与合作同时出现。我们建立并研究了正规形式和特征函数形式的合作竞争的解析和数值博弈论模型。正常形式的基本模型反映了库诺寡头垄断企业之间的竞争以及它们在营销、研发和环境保护等互利活动中的合作。每家公司都在竞争和合作之间分配资源。在正态模型中,我们研究了Nash和Stackelberg设置,并对结果进行了比较。在合作环境中,我们考虑特征函数的Neumann–Morgenstern、Petrosyan–Zaccur和Gromova–Petrosyan版本,并计算各自的Shapley值。比较了所有情况下的收益,并分别得出了不同组织方式对独立代理人和整个社会的相对效率的结论。
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引用次数: 0
Causal Inference in Threshold Regression and the Neural Network Extension (TRNN) 阈值回归与神经网络扩展(TRNN)中的因果推理
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-04-28 DOI: 10.3390/stats6020036
Yiming Chen, P. Smith, Mei-Ling Ting Lee
The first-hitting-time based model conceptualizes a random process for subjects’ latent health status. The time-to-event outcome is modeled as the first hitting time of the random process to a pre-specified threshold. Threshold regression with linear predictors has numerous benefits in causal survival analysis, such as the estimators’ collapsibility. We propose a neural network extension of the first-hitting-time based threshold regression model. With the flexibility of neural networks, the extended threshold regression model can efficiently capture complex relationships among predictors and underlying health processes while providing clinically meaningful interpretations, and also tackle the challenge of high-dimensional inputs. The proposed neural network extended threshold regression model can further be applied in causal survival analysis, such as performing as the Q-model in G-computation. More efficient causal estimations are expected given the algorithm’s robustness. Simulations were conducted to validate estimator collapsibility and threshold regression G-computation. The performance of the neural network extended threshold regression model is also illustrated by using simulated and real high-dimensional data from an observational study.
基于首击时间的模型将被试潜在健康状态的随机过程概念化。时间到事件的结果被建模为随机过程对预先指定阈值的第一次命中时间。具有线性预测因子的阈值回归在因果生存分析中有许多好处,例如估计量的可折叠性。我们提出了基于首击时间的阈值回归模型的神经网络扩展。利用神经网络的灵活性,扩展阈值回归模型可以有效地捕捉预测因子和潜在健康过程之间的复杂关系,同时提供有临床意义的解释,并解决高维输入的挑战。本文提出的神经网络扩展阈值回归模型可以进一步应用于因果生存分析,如在g计算中作为q模型。考虑到算法的鲁棒性,期望得到更有效的因果估计。通过仿真验证了估计器的可折叠性和阈值回归g计算。通过模拟和真实的高维观测数据,说明了神经网络扩展阈值回归模型的性能。
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引用次数: 0
Adaptations on the Use of p-Values for Statistical Inference: An Interpretation of Messages from Recent Public Discussions p值在统计推断中的应用:对近期公开讨论信息的解读
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-04-25 DOI: 10.3390/stats6020035
E. Verykouki, Chris Nakas
P-values have played a central role in the advancement of research in virtually all scientific fields; however, there has been significant controversy over their use. “The ASA president’s task force statement on statistical significance and replicability” has provided a solid basis for resolving the quarrel, but although the significance part is clearly dealt with, the replicability part raises further discussions. Given the clear statement regarding significance, in this article, we consider the validity of p-value use for statistical inference as de facto. We briefly review the bibliography regarding the relevant controversy in recent years and illustrate how already proposed approaches, or slight adaptations thereof, can be readily implemented to address both significance and reproducibility, adding credibility to empirical study findings. The definitions used for the notions of replicability and reproducibility are also clearly described. We argue that any p-value must be reported along with its corresponding s-value followed by (1−α)% confidence intervals and the rejection replication index.
p值在几乎所有科学领域的研究进展中发挥了核心作用;然而,它们的使用一直存在重大争议。“ASA主席的工作组关于统计显著性和可复制性的声明”为解决争论提供了坚实的基础,但尽管显著性部分得到了明确的处理,但可复制性部分引发了进一步的讨论。鉴于关于显著性的明确声明,在本文中,我们认为p值用于统计推断的有效性事实上。我们简要回顾了近年来有关争议的参考文献,并说明了如何已经提出的方法,或对其进行轻微调整,可以很容易地实施,以解决重要性和可重复性,增加实证研究结果的可信度。用于可复制性和可再现性概念的定义也被清楚地描述。我们认为,任何p值都必须与其对应的s值一起报告,然后是(1−α)%置信区间和拒绝复制指数。
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引用次数: 0
Recurring Errors in Studies of Gender Differences in Variability 变异性性别差异研究中的重复性错误
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-04-21 DOI: 10.3390/stats6020033
T. Hill, Rosalind Arden
The past quarter century has seen a resurgence of research on the controversial topic of gender differences in variability, in part because of its potential implications for the issue of under- and over-representation of various subpopulations of our society, with respect to different traits. Unfortunately, several basic statistical, inferential, and logical errors are being propagated in studies on this highly publicized topic. These errors include conflicting interpretations of the numerical significance of actual variance ratio values; a mistaken claim about variance ratios in mixtures of distributions; incorrect inferences from variance ratio values regarding the relative roles of sociocultural and biological factors; and faulty experimental designs. Most importantly, without knowledge of the underlying distributions, the standard variance ratio test statistic is shown to have no implications for tail ratios. The main aim of this note is to correct the scientific record and to illuminate several of these key errors in order to reduce their further propagation. For concreteness, the arguments will focus on one highly influential paper.
在过去的四分之一个世纪里,关于变异性中的性别差异这一有争议的话题的研究死灰复燃,部分原因是它可能会对我们社会中不同亚群体在不同特征方面的代表性不足和过多问题产生影响。不幸的是,在这一备受关注的主题的研究中,一些基本的统计、推理和逻辑错误正在传播。这些错误包括对实际方差比值的数值意义的相互矛盾的解释;关于分布混合中方差比的错误说法;关于社会文化和生物因素的相对作用的方差比值的错误推断;以及错误的实验设计。最重要的是,在不了解潜在分布的情况下,标准方差比检验统计量对尾率没有影响。本说明的主要目的是纠正科学记录,并阐明其中几个关键错误,以减少其进一步传播。为了具体起见,争论将集中在一篇极具影响力的论文上。
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引用次数: 0
Detecting Regional Differences in Italian Health Services during Five COVID-19 Waves 五次COVID-19浪潮期间意大利卫生服务的区域差异
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-04-15 DOI: 10.3390/stats6020032
Lucio Palazzo, Riccardo Ievoli
During the waves of the COVID-19 pandemic, both national and/or territorial healthcare systems have been severely stressed in many countries. The availability (and complexity) of data requires proper comparisons for understanding differences in the performance of health services. With this aim, we propose a methodological approach to compare the performance of the Italian healthcare system at the territorial level, i.e., considering NUTS 2 regions. Our approach consists of three steps: the choice of a distance measure between available time series, the application of weighted multidimensional scaling (wMDS) based on this distance, and, finally, a cluster analysis on the MDS coordinates. We separately consider daily time series regarding the deceased, intensive care units, and ordinary hospitalizations of patients affected by COVID-19. The proposed procedure identifies four clusters apart from two outlier regions. Changes between the waves at a regional level emerge from the main results, allowing the pressure on territorial health services to be mapped between 2020 and 2022.
在新冠肺炎大流行的浪潮中,许多国家的国家和/或地区医疗保健系统都受到了严重压力。数据的可用性(和复杂性)需要进行适当的比较,以了解卫生服务绩效的差异。为此,我们提出了一种方法论方法来比较意大利医疗保健系统在地区层面的表现,即考虑NUTS 2地区。我们的方法包括三个步骤:选择可用时间序列之间的距离度量,基于该距离的加权多维缩放(wMDS)的应用,最后,对MDS坐标进行聚类分析。我们分别考虑受新冠肺炎影响的患者的死者、重症监护室和普通住院的每日时间序列。所提出的过程从两个异常区域中识别出四个聚类。主要结果显示,区域层面的波动之间发生了变化,从而可以在2020年至2022年间描绘出领土卫生服务的压力。
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引用次数: 1
Model Selection with Missing Data Embedded in Missing-at-Random Data 随机数据缺失中嵌入缺失数据的模型选择
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-04-11 DOI: 10.3390/stats6020031
Keiji Takai, Kenichi Hayashi
When models are built with missing data, an information criterion is needed to select the best model among the various candidates. Using a conventional information criterion for missing data may lead to the selection of the wrong model when data are not missing at random. Conventional information criteria implicitly assume that any subset of missing-at-random data is also missing at random, and thus the maximum likelihood estimator is assumed to be consistent; that is, it is assumed that the estimator will converge to the true value. However, this assumption may not be practical. In this paper, we develop an information criterion that works even for not-missing-at-random data, so long as the largest missing data set is missing at random. Simulations are performed to show the superiority of the proposed information criterion over conventional criteria.
当使用缺失数据构建模型时,需要一个信息标准来从各种候选模型中选择最佳模型。当数据不是随机丢失时,使用传统的信息准则来处理丢失数据可能会导致选择错误的模型。传统的信息准则隐含地假设随机缺失数据的任何子集也是随机缺失的,因此假设最大似然估计量是一致的;也就是说,假设估计量收敛于真值。然而,这种假设可能并不实际。在本文中,我们开发了一个信息准则,即使对于非随机缺失的数据,只要最大的缺失数据集是随机缺失的。仿真结果表明,所提出的信息准则优于传统准则。
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引用次数: 0
The Network Bass Model with Behavioral Compartments 具有行为区隔的网络低音模型
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-03-24 DOI: 10.3390/stats6020030
G. Modanese
A Bass diffusion model is defined on an arbitrary network, with the additional introduction of behavioral compartments, such that nodes can have different probabilities of receiving the information/innovation from the source and transmitting it to other nodes. The dynamics are described by a large system of non-linear ordinary differential equations, whose numerical solutions can be analyzed in dependence on diffusion parameters, network parameters, and relations between the compartments. For example, in a simple case with two compartments (Enthusiasts and Sceptics about the innovation), we consider cases in which the “publicity” and imitation terms act differently on the compartments, and individuals from one compartment do not imitate those of the other, thus increasing the polarization of the system and creating sectors of the population where adoption becomes very slow. For some categories of scale-free networks, we also investigate the dependence on the features of the networks of the diffusion peak time and of the time at which adoptions reach 90% of the population.
在任意网络上定义了Bass扩散模型,并引入了额外的行为间隔,这样节点可以有不同的概率从源接收信息/创新并将其传递给其他节点。动力学由一个大的非线性常微分方程系统来描述,其数值解可以根据扩散参数、网络参数和隔室之间的关系来分析。例如,在一个有两个隔间的简单案例中(对创新的狂热者和怀疑论者),我们考虑“宣传”和模仿术语对隔间的作用不同的情况,来自一个隔间的个人不模仿另一个隔间的人,从而增加了系统的两极分化,并创造了采用变得非常缓慢的人口部门。对于某些类别的无标度网络,我们还研究了扩散峰值时间和采用率达到90%的时间对网络特征的依赖关系。
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引用次数: 1
Efficient Two-Stage Analysis for Complex Trait Association with Arbitrary Depth Sequencing Data 基于任意深度测序数据的复杂性状关联高效两阶段分析
Q4 MATHEMATICS, INTERDISCIPLINARY APPLICATIONS Pub Date : 2023-03-19 DOI: 10.3390/stats6010029
Zheng Xu, Song Yan, Shuai Yuan, Cong Wu, Sixia Chen, Zifang Guo, Yun Li
Sequencing-based genetic association analysis is typically performed by first generating genotype calls from sequence data and then performing association tests on the called genotypes. Standard approaches require accurate genotype calling (GC), which can be achieved either with high sequencing depth (typically available in a small number of individuals) or via computationally intensive multi-sample linkage disequilibrium (LD)-aware methods. We propose a computationally efficient two-stage combination approach for association analysis, in which single-nucleotide polymorphisms (SNPs) are screened in the first stage via a rapid maximum likelihood (ML)-based method on sequence data directly (without first calling genotypes), and then the selected SNPs are evaluated in the second stage by performing association tests on genotypes from multi-sample LD-aware calling. Extensive simulation- and real data-based studies show that the proposed two-stage approaches can save 80% of the computational costs and still obtain more than 90% of the power of the classical method to genotype all markers at various depths d≥2.
基于测序的遗传关联分析通常是通过首先从序列数据生成基因型调用,然后对所调用的基因型进行关联测试来执行的。标准方法需要精确的基因型调用(GC),这可以通过高测序深度(通常在少数个体中可用)或通过计算密集的多样本连锁不平衡(LD)感知方法来实现。我们提出了一种计算效率高的两阶段联合关联分析方法,其中第一阶段通过基于序列数据的快速最大似然(ML)方法直接筛选单核苷酸多态性(snp)(不首先调用基因型),然后在第二阶段通过对来自多样本ld感知调用的基因型进行关联测试来评估选定的snp。大量基于模拟和真实数据的研究表明,所提出的两阶段方法可以节省80%的计算成本,并且仍然可以获得经典方法90%以上的功率,用于不同深度d≥2的所有标记的基因型。
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引用次数: 1
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