Temporary Structural Changes Research Articles

Estimation of Poisson Autoregressive Model for Multiple Time Series

A Poisson autoregressive (PAR) model accounting for discreteness and autocorrelation of count time series data is typically estimated in the state-space modeling framework through an extended Kalman filter. However, because of the complex dependencies in count time series, estimation becomes more challenging. PAR is viewed as an additive model and estimated using a hybrid of cubic smoothing splines and maximum likelihood estimation (MLE) in the backfitting framework. Simulation studies show that this estimation method is at the least comparable to PAR estimated in the state-space context, especially with larger counts. The flexibility of the additive model has two significant benefits: [1] robust estimation in the presence of temporary structural change and [2] viability to integrate the PAR model into a more complex model structure. We further generalized the PAR(p) model into multiple time series of counts and illustrated it with indicators in the financial markets.

Robust estimation of a multilevel model with structural change

ABSTRACTWe postulate a spatiotemporal multilevel model and estimate using forward search algorithm and MLE imbedded into the backfitting algorithm. Forward search algorithm ensures robustness of the estimates by filtering the effect of temporary structural changes in the estimation of the group-level covariates, the individual-level covariates and spatial parameters. Backfitting algorithm provides computational efficiency of estimation procedure assuming an additive model. Simulation studies show that estimates are robust even in the presence of structural changes induced for example by epidemic outbreak. The model also produced robust estimates even for small sample and short time series common in epidemiological settings.

Robust estimation of a dynamic spatio-temporal model with structural change

ABSTRACTWe postulate a dynamic spatio-temporal model with constant covariate effect but with varying spatial effect over time and varying temporal effect across locations. To mitigate the effect of temporary structural change, the model can be estimated using the backfitting algorithm embedded with forward search algorithm and bootstrap. A simulation study is designed to evaluate structural optimality of the model with the estimation procedure. The fitted model exhibit superior predictive ability relative to the linear model. The proposed algorithm also consistently produced lower relative bias and standard errors for the spatial parameter estimates. While additional neighbourhoods do not necessarily improve predictive ability of the model, it trims down relative bias on the parameter estimates, specially for spatial parameter. Location of the temporary structural change along with the degree of structural change contributes to lower relative bias of parameter estimates and in better predictive ability of the model. The estimation procedure is able to produce parameter estimates that are robust to the occurrence of temporary structural change.

Lutetium(iii) aqua ion: On the dynamical structure of the heaviest lanthanoid hydration complex.

The structure and dynamics of the lutetium(iii) ion in aqueous solution have been investigated by means of a polarizable force field molecular dynamics (MD). An 8-fold square antiprism (SAP) geometry has been found to be the dominant configuration of the lutetium(iii) aqua ion. Nevertheless, a low percentage of 9-fold complexes arranged in a tricapped trigonal prism (TTP) geometry has been also detected. Dynamic properties have been explored by carrying out six independent MD simulations for each of four different temperatures: 277 K, 298 K, 423 K, 632 K. The mean residence time of water molecules in the first hydration shell at room temperature has been found to increase as compared to the central elements of the lanthanoid series in agreement with previous experimental findings. Water exchange kinetic rate constants at each temperature and activation parameters of the process have been determined from the MD simulations. The obtained structural and dynamical results suggest that the water exchange process for the lutetium(iii) aqua ion proceeds with an associative mechanism, in which the SAP hydration complex undergoes temporary structural changes passing through a 9-fold TTP intermediate. Such results are consistent with the water exchange mechanism proposed for heavy lanthanoid atoms.

Robust estimation of a time series model with structural change

A procedure for estimating a time series model with structural change is proposed. Nonparametric bootstrap (block bootstrap or AR sieve) is applied to a series of estimates obtained through a modified forward search (FS) algorithm. The FS algorithm is implemented with overlapping and independent blocks of time points. The procedure can mitigate the difficulty in estimating when there is a temporary structural change. The simulation study indicated robustness of estimates from the estimation method when temporary structural change is introduced into the model provided that the time series is fairly long. As the effect of structural change persists in a longer period, the robustness of the bootstrap methods is further emphasized. We also provided a procedure for detecting the structural change and the subsequent adjustment of the overall model if indeed, there is a structural change.

Robust Estimation of a Spatiotemporal Model with Structural Change

A spatiotemporal model is postulated and estimated using a procedure that infuses the forward search algorithm and maximum likelihood estimation into the backfitting framework. The forward search algorithm filters the effect of temporary structural change in the estimation of covariate and spatial parameters. Simulation studies illustrate capability of the method in producing robust estimates of the parameters even in the presence of structural change. The method provides good model fit even for small sample sizes in short time series data and good predictions for a wide range of lengths of contamination periods and levels of severity of contamination.

What does a one-month free bus ticket do to habitual drivers? An experimental analysis of habit and attitude change

The aim of this study was to investigate whether a temporary structural change would induce a lasting increase in drivers' public transport use. An experiment targeting 43 drivers was carried out, in which a one-month free bus ticket was given to 23 drivers in an experimental group but not to 20 drivers in a control group. Attitudes toward, habits of, and frequency of using automobile and bus were measured immediately before, immediately after, and one month after the one-month long intervention. The results showed that attitudes toward bus were more positive and that the frequency of bus use increased, whereas the habits of using automobile decreased from before the intervention, even one month after the intervention period. Furthermore, the increase in habitual bus use had the largest effect on the increase in the frequency of bus use. The results suggest that a temporary structural change, such as offering auto drivers a temporary free bus ticket, may be an important travel demand management tool for converting automotive travel demand to public-transport travel demand.

Changes in Drivers’ Perceptions and Use of Public Transport during a Freeway Closure

The aim of this study was to investigate how cooperation can be facilitated in the real-world social dilemma of choosing to commute by automobile rather than by public transport. A survey of 335 drivers was carried out before and during an 8-day temporary freeway closure in Osaka, Japan. The results showed that the frequency of switching to public transport during the closure was inversely related to the frequency of automobile commuting before the closure. Furthermore, drivers who more frequently commuted by automobile overestimated commuting time by public transport to a larger extent than did drivers who commuted less frequently by automobile. At the same time, the larger the overestimation the more likely were drivers to change their perception of commute time. It is suggested that a temporary structural change, such as a freeway closure, may be an important catalyst that triggers cooperation in a social dilemma.

An Empirical Study of Behavioral Persistence and Modification under Temporary Structural Change

We examine whether a temporary structure change induces prolonged behavioral change. The results of the analysis of panel data covering a period immediately before, and one year after, the closure of a Hanshin Expressway line, indicate that drivers who rarely used public transit before the closure dissolved negative beliefs, or delusions, of public transit by using it during the closure, and continued to have increased levels of transit use. The results demonstrate that a temporary structure change could lead to long-term changes in travel behavior.

Ultrasound-induced transcutaneous transport for drug delivery and diagnostics

In spite of major research and development efforts in transdermal systems and the many advantages of the transdermal route, impermeability of the human skin is still a major problem that limits the usefulness of the transdermal drug delivery approach. Application of ultrasound induces temporary structural changes in the skin resulting in enhanced transdermal transport of molecules (sonophoresis). Experimental findings suggest that among all the ultrasound-related phenomena evaluated, cavitation plays the dominant role in sonophoresis, suggesting that application of low-frequency ultrasound should enhance transdermal transport more effectively. It was found that at the low ultrasound frequencies high molecular weight molecules including insulin, interferon, and erythropoietin can be transported through the skin. Recently it was shown that the enhanced skin permeability during sonophoresis also facilitates outward diffusion of glucose present in the interstitial fluids beneath the skin. The in vitro as well as in vivo experiments show that the amounts of glucose extracted by sonophoresis are proportional to the blood glucose concentrations. Furthermore, the amount of glucose extracted by ultrasound can be measured and used to predict temporal changes in the blood glucose levels. These results demonstrate the feasibility of developing a noninvasive method of drug delivery and diagnostics using ultrasound.

Glycerol removal treatment of guinea pig cardiac muscle

Treatment with hypertonic glycerol (400 m m) solution for 2 h followed by a return to normal solution resulted in a temporary loss of contractile response in guinea pig atrial muscle, but not in papillary muscle. The loss of contractility in atrial muscle cannot be attributed to electrical-mechanical uncoupling resulting from disruption of transverse (T) tubules, (a phenomenon occurring in skeletal muscle under similar conditions) since no transverse tubules were present. Temporary structural changes in mitochondria and longitudinal reticulum accompanied the loss of atrial contractility. Since almost identical mitochondrial structural modifications were observed following treatment with hypertonic sucrose solution and contractile responses were not abolished, it is unlikely that a causal relationship exists between these structural and functional changes. Similar, but long lasting mitochondrial changes were observed in papillary muscle during and following treatment with either glycerol or sucrose. These changes were confined to a peripheral rim of cytoplasm. Transverse tubules were abundant. However, no significant ultrastructural alterations were produced in contrast to the reported structural changes of such tubules in skeletal muscle exposed to similar glycerol treatment. The results of this study indicate that there are not only differences in the morphology of atrial and ventricular muscle, but also differences in the contractility responses of these tissues to glycerol removal treatment.