Linear Trend Change Research Articles

Exchange Rate Pass-through in South Africa: Panel Evidence from Individual Goods and Services

This study estimates pass-through for South Africa using samples of final goods and services, and homogenous imports. Estimated pass-through to consumer goods prices is low, roughly 16 per cent in the two years following an exchange rate change; surprisingly, it is somewhat higher for services. Deviations from long run PPP appear to disappear relatively quickly, with a half-life of about 16 months. For imports, pass-through estimates are much higher, averaging around 60 per cent, but with wide source-country variation. Finally, there is virtually no support for a simple linear trend change in either pass-through or in reversion to PPP during the sample.

Change point estimation of a normal process variance with monotonic change

When a control chart signals an out-of-control condition, a search begins to identify and eliminate the cause of disturbance. Identification of the time when a change manifests itself into the process, referred to as the change point, can help process engineers to perform root cause analyses effectively. In this paper, a Maximum Likelihood Estimator (MLE) is proposed to estimate the time of a monotonic change in the variance of a normal quality characteristic. Using Monte Carlo simulation, performance of the proposed estimator is studied and comprehensively compared to the existing maximum likelihood estimators for simple step and linear trend changes. This simulation is repeated for a number of monotonic change types, following a signal from a Shewhart S-control chart. Numerical results reveal that the proposed estimator provides appropriate and robust estimation, with regard to the magnitude and type of change.

Changes in antibiotic usage and susceptibility in nosocomial Enterobacteriaceae and Pseudomonas isolates following the introduction of ertapenem to hospital formulary

There is concern that widespread usage of ertapenem may promote cross-resistance to other carbapenems. To analyse the impact that adding ertapenem to our hospital formulary had on usage of other broad-spectrum agents and on susceptibilities of nosocomial Enterobacteriaceae and Pseudomonas isolates, we performed interrupted time-series analyses to determine the change in linear trend in antibiotic usage and change in mean proportion and linear trend of susceptibility pre- (March 2004-June 2005) and post- (July 2005-December 2008) ertapenem introduction. Usage of piperacillin-tazobactam (P=0·0013) and ampicillin-sulbactam (P=0·035) declined post-ertapenem introduction. For Enterobacteriaceae, the mean proportion susceptible to ciprofloxacin (P=0·016) and piperacillin-tazobactam (P=0·038) increased, while the linear trend in susceptibility significantly increased for cefepime (P=0·012) but declined for ceftriaxone (P=0·0032). For Pseudomonas, the mean proportion susceptible to cefepime (P=0·011) and piperacillin-tazobactam (P=0·028) increased, as did the linear trend in susceptibility to ciprofloxacin (P=0·028). Notably, no significant changes in carbapenem susceptibility were observed.

Attribution of stratospheric ozone trends to chemistry and transport: a modelling study

Abstract. The decrease of the concentration of ozone depleting substances (ODSs) in the stratosphere over the past decade raises the question to what extent observed changes in stratospheric ozone over this period are consistent with known changes in the chemical composition and possible changes in atmospheric transport. Here we present a series of ozone sensitivity calculations with a stratospheric chemistry transport model (CTM) driven by meteorological reanalyses from the European Centre for Medium-Range Weather Forecasts, covering the period 1978–2009. In order to account for the reversal in ODS trends, ozone trends are analysed as piecewise linear trends over two periods, 1979–1999 and 2000–2009. Modelled column ozone (TO3) inter-annual variability and trends are in excellent agreement with observations from the Total Ozone Mapping Spectrometer (TOMS) and Solar Backscatter UV (SBUV/2) as well as the Global Ozone Monitoring Experiment (GOME/GOME2) and Scanning Imaging Absorption Spectrometer for Atmospheric Chartography (SCIAMACHY) instruments. In the period 1979–1999, modelled TO3 trends at mid-latitudes are dominated by changes in in situ gas-phase chemistry, which contribute to about 50% or more of the TO3 trend in most seasons. Changes in meteorology contribute around 35% to mid-latitude TO3 trends, with strong differences between different seasons. In springtime, export of ozone depleted air from polar latitudes contributes about 35–50% to the modelled TO3 trend at SH mid-latitudes and about 15–30% at NH mid-latitudes. Over the period 2000–2009 positive linear trends in modelled TO3, which agree well with observed TO3 trends, are dominated by changes in meteorology, as expected for the yet small decrease in stratospheric halogen loading over this period. While the TO3 trends themselves are not statistically significant over the period 2000–2009, changes in linear trends between 1978–1999 and 2000–2009 are significant at mid- and high latitudes of both hemisphere during most seasons. However, changes in meteorology have contributed substantially to these TO3 trend changes.

Model and observed seismicity represented in a two dimensional space

In recent years theoretical seismology lias introducedsome formulae relating the magnitude and the seismic moment of earthquakesto the size of the fault and the stress drop which generated theearthquake.In the present paper we introduce a model for the statistics of theearthquakes based on these formulae. The model gives formulae whichshow internal consistency and are also confirmed by observations.For intermediate magnitudes the formulae reproduce also the trendof linearity of the statistics of magnitude and moment observed in all theseismic regions of the world. This linear trend changes into a curve withincreasing slope for large magnitudes and moment.When a catalogue of the magnitudes and/or the seismic moment ofthe earthquakes of a seismic region is available, the model allows to estimatethe maximum magnitude possible in the region.

Structural changes in trend parameters of the MLT winds based on wind measurements at Obninsk (55°N, 37°E) and Collm (52°N, 15°E)

Recent analysis of the long-term behavior of different geophysical data has demonstrated that trend parameters can change during a period of observation. Sophisticated general methods for an objective analysis of structural changes in linear trends have been developed during the last 10 years. Such methods are applied for an analysis of changes in trend parameters of the mesosphere/lower thermosphere wind observed over Obninsk (55°N, 37°E) from 1964 to 2007 and Collm (52°N, 15°E) from 1979 to 2008, respectively. We found that trend models with breakpoints are generally preferred against straight lines. At Obninsk, there are break-years in trends of the winter prevailing winds close to 1977, when a climatic regime shift was observed. The break-years in trends of the semidiurnal tides for both stations are close to years of possible changes in stratospheric ozone. Correlations of the Obninsk and Collm winds with atmospheric indices are also considered.

Estimating the change point of a normal process mean with a monotonic change

AbstractOne of the essential steps for process improvement is to quickly recognize the starting time or the change point of a process disturbance. In this paper, we describe the behavior model of process mean and then obtain a maximum‐likelihood estimator (MLE) for the change point of the normal process mean without requiring the exact knowledge of the change type. Instead, we assume that the type of change present belongs to a family of monotonic changes. Finally, we study the performance of the proposed change‐point estimator relative to the MLEs for the process mean change point derived under a simple step change and linear trend change assumption. We do this for a number of monotonic change types following a signal from a Shewhart X̄ control chart. Copyright © 2008 John Wiley & Sons, Ltd.

Changing Trends in Pediatric Antipsychotic Use in Florida's Medicaid Program

This study describes the changing trends in antipsychotic use among youths aged 18 years and younger and in age subgroups (zero to five, six to 12, and 13 to 18 years) in the Florida Medicaid program. The study used Florida Medicaid claims data associated with approximately 1.2 million children and adolescent enrollees per year to describe monthly antipsychotic use from July 2002 to December 2005. A preliminary examination of trends indicated that antipsychotic use might be different for the periods before May 2004 and after April 2004. For this reason, piecewise regression was used to compare the trends for these two periods. This study found significant increases in the use of antipsychotic medications for all three age groups from July 2002 to April 2004. The greatest rate of growth was for the 13- to 18-year age group, and the least rate of growth was for the zero- to five-year age group. From May 2004 to December 2005 antipsychotic utilization trends were flat for youths age 18 years and younger and for the six- to 12-year and the 13- to 18-year age groups. For preschool-age children (the zero- to five-year age group), there was a slight but significant decline in antipsychotic use. Significant changes were also observed in the specific second-generation antipsychotic agents prescribed. Although risperidone remained the most frequently prescribed antipsychotic, its use declined significantly from May 2004 to December 2005. Olanzapine use also declined during this period. On the other hand, aripiprazole use increased significantly throughout the study period, with usage among the 13- to 18-year age group almost equaling that of risperidone by December 2005. The lack of growth in antipsychotic prescribing after the spring of 2004 represents a significant departure from historical trends. Although some in-state policies may have affected these trends, it appears that the timing and extent of the changes occurred shortly after the Food and Drug Administration required warnings on second-generation antipsychotic medications related to weight gain, glucose levels, and diabetes. They appeared immediately after the black box warning for pediatric antidepressant medications, and they appeared shortly after the Joint American Diabetes and American Psychiatric Association Consensus Statement. These factors suggest the existence of a prescribing community that is responsive to evidence and to professional and regulatory actions based on it.

A high resolution reference data set of German wind velocity 19512001 and comparison with regional climate model results

A high resolution (1 km x 1 km) data set of monthly wind velocities over Germany for the time period 1951-2001 is provided. The data have been reduced to a reference level using a so called 'relative altitude' scheme, interpolated using a simple Inverse Distance Weighting approach and retransformed to the actual topography. However, no parametrization of land use or surface roughness has been integrated in the modelling process of this data and therefore the data is not suitable to serve as criteria for planning wind energy sites. A Cross-Validation scheme applied to this data set yields a mean error of 0.1 m/s for the time period 1951-2001. Regarding the area mean of wind velocities a linear trend of -0.05 m/s is obvious for this period. This negative linear trend changes to a positive one when shorter time scales are considered, e.g. +0.3 m/s for the 1981-2001 period. However, all these temporal trends are not significant. Thus, they could be the result of random features within the dataset and are not further interpreted. These monthly derived wind velocities serve as a reference data set for regional climate model evaluations. The climate models used are two different versions of the hydrostatic regional climate model REMO as well as the nonhydrostatic CLM and MM5 models. All models are capable to reproduce the temporal and spatial variability of the observations to a great extent. Projections of changes in wind velocity have been carried out with these regional climate models. All of these projections show a significant increase in wind velocities over the full model domain, especially over the Baltic Sea and the North Sea, during winter and a decrease during summer. Regarding changes in annual means an increase of up to 1.0 m/s for the Baltic Sea and a decrease in wind velocitites of the same magnitude for the Mediterranean is projected as an average for the 2070-2099 period.

Change Points with Linear Trend in Exponential Family Distribution

This paper considers the change point problem with linear trend in independent exponential family distributed random variables. It is interested to test if all random variables are identically distributed against there is a linear trend change at an unknown period of time among parameters of distribution of random variables. Testing procedures, which are considered, are two likelihood ratio-type approaches and the usual likelihood ratio approach. The test statistics are derived and their asymptotic behaviors are studied. Next, the power of three tests are compared and the conclusions are given . Testing procedures are studied in well-known distributions of exponential family. A real data example is also considered. This paper extends the Gupta and Ramanayake (2001) work in exponential distribution to the exponential family distribution.

Change Points with Linear Trend Followed by Abrupt Change for the Exponential Distribution

We discuss testing procedures to detect if a random sequence of exponentially distributed random variables has been subjected to a linear trend change followed by an abrupt change. We propose three statistics and explore their distribution theories. As an illustration, we applied these tests to Stanford heart transplant data and airport inter arrival data.

Variance estimation in the change analysis of a linear regression model

We study a “direct test” of Chu and White (1992) proposed for detecting changes in the trend of a linear regression model. The power of this test strongly depends on a suitable estimation of the variance of the error variables involved. We discuss various types of variance estimators and derive their asymptotic properties under the null-hypothesis of “no change” as well as under the alternative of “a change in linear trend”. A small simulation study illustrates the estimators' finite sample behaviour.

Change points with linear trend for the exponential distribution

A sequence of independent exponential random variables is hypothesized to have equal means, and we would like to test whether the means have been subjected to a linear trend change at an unknown point, for an unknown duration in the sequence. Two likelihood ratio-type statistics and Rao's efficient score statistics are derived. The distribution theory and related properties of the test statistics are discussed. Numerical critical points and powers of the test statistics are tabulated for certain selected values of the parameters. The tests are then applied to find linear trend changes in the set of Stanford heart transplant data and air traffic arrival data.