A spatio-temporal model for estimating the long-term effects of air pollution on respiratory hospital admissions in Greater London

It has long been known that air pollution is harmful to human health, as many epidemiological studies have been conducted into its effects. Collectively, these studies have investigated both the acute and chronic effects of pollution, with the latter typically based on individual level cohort designs that can be expensive to implement. As a result of the increasing availability of small-area statistics, ecological spatio-temporal study designs are also being used, with which a key statistical problem is allowing for residual spatio-temporal autocorrelation that remains after the covariate effects have been removed. We present a new model for estimating the effects of air pollution on human health, which allows for residual spatio-temporal autocorrelation, and a study into the long-term effects of air pollution on human health in Greater London, England. The individual and joint effects of different pollutants are explored, via the use of single pollutant models and multiple pollutant indices

Flow-directed PCA for monitoring networks

Measurements recorded over monitoring networks often possess spatial and temporal correlation inducing redundancies in the information provided. For river water quality monitoring in particular, flow-connected sites may likely provide similar information. This paper proposes a novel approach to principal components analysis to investigate reducing dimensionality for spatiotemporal flow-connected network data in order to identify common spatiotemporal patterns. The method is illustrated using monthly observations of total oxidized nitrogen for the Trent catchment area in England. Common patterns are revealed that are hidden when the river network structure and temporal correlation are not accounted for. Such patterns provide valuable information for the design of future sampling strategies

ANALYSING FACTORS INFLUENCING INTANGIBLE ASSET DISCLOSURE (STUDY IN SOUTH-EAST ASIA AND AUSTRALIA TELECOMMUNICATION INDUSTRY)

This study aims to examine intangible asset voluntary disclosure practices in annual report telecommunication company in South East Asia and Australia. This research sample is 75 telecommunication company at year 2007, 2008 dan 2009. Intangible asset disclosure study consist of three categories; structural capital, relational capital and human capital, based on Oliveira et al. categories. This study using content analysis method in annual report sample companies with index developed by Oliveira et al. as dependent variable. Independent variable which are firm size, leverage, ownership concentration, EBITDA margin, legal system of home country and secrecy accounting value, are analysed as factors influencing intangible asset voluntary disclosure practices. A significant positive relationship was observed between intangible asset voluntary disclosure and firm size and secrecy accounting value. However, leverage, ownership concentration, EBITDA margin and legal system of home country did not influence intangible asset voluntary disclosure practices

Statistical inference and spatial patterns in correlates of IQ

Cross-national comparisons of IQ have become common since the release of a large dataset of international IQ scores. However, these studies have consistently failed to consider the potential lack of independence of these scores based on spatial proximity. To demonstrate the importance of this omission, we present a re-evaluation of several hypotheses put forward to explain variation in mean IQ among nations namely: (i) distance from central Africa, (ii) temperature, (iii) parasites, (iv) nutrition, (v) education, and (vi) GDP. We quantify the strength of spatial autocorrelation (SAC) in the predictors, response variables and the residuals of multiple regression models explaining national mean IQ. We outline a procedure for the control of SAC in such analyses and highlight the differences in the results before and after control for SAC. We find that incorporating additional terms to control for spatial interdependence increases the fit of models with no loss of parsimony. Support is provided for the finding that a national index of parasite burden and national IQ are strongly linked and temperature also features strongly in the models. However, we tentatively recommend a physiological – via impacts on host–parasite interactions – rather than evolutionary explanation for the effect of temperature. We present this study primarily to highlight the danger of ignoring autocorrelation in spatially extended data, and outline an appropriate approach should a spatially explicit analysis be considered necessary

Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange

We empirically study the trading activity in the electronic on-book segment and in the dealership off-book segment of the London Stock Exchange, investigating separately the trading of active market members and of other market participants which are non-members. We find that (i) the volume distribution of off-book transactions has a significantly fatter tail than the one of on-book transactions, (ii) groups of members and non-members can be classified in categories according to their trading profile (iii) there is a strong anticorrelation between the daily inventory variation of a market member due to the on-book market transactions and inventory variation due to the off-book market transactions with non-members, and (iv) the autocorrelation of the sign of the orders of non-members in the off-book market is slowly decaying. We also analyze the on-book price impact function over time, both for positive and negative lags, of the electronic trades and of the off-book trades. The unconditional impact curves are very different for the electronic trades and the off-book trades. Moreover there is a small dependence of impact on the volume for the on-book electronic trades, while the shape and magnitude of impact function of off-book transactions strongly depend on volume.Comment: 16 pages, 9 figure

Cross validation of bi-modal health-related stress assessment

This study explores the feasibility of objective and ubiquitous stress assessment. 25 post-traumatic stress disorder patients participated in a controlled storytelling (ST) study and an ecologically valid reliving (RL) study. The two studies were meant to represent an early and a late therapy session, and each consisted of a "happy" and a "stress triggering" part. Two instruments were chosen to assess the stress level of the patients at various point in time during therapy: (i) speech, used as an objective and ubiquitous stress indicator and (ii) the subjective unit of distress (SUD), a clinically validated Likert scale. In total, 13 statistical parameters were derived from each of five speech features: amplitude, zero-crossings, power, high-frequency power, and pitch. To model the emotional state of the patients, 28 parameters were selected from this set by means of a linear regression model and, subsequently, compressed into 11 principal components. The SUD and speech model were cross-validated, using 3 machine learning algorithms. Between 90% (2 SUD levels) and 39% (10 SUD levels) correct classification was achieved. The two sessions could be discriminated in 89% (for ST) and 77% (for RL) of the cases. This report fills a gap between laboratory and clinical studies, and its results emphasize the usefulness of Computer Aided Diagnostics (CAD) for mental health care