Forecast horizon aggregation in integer autoregressive moving average (INARMA) models

This paper addresses aggregation in integer autoregressive moving average (INARMA) models. Although aggregation in continuous-valued time series has been widely discussed, the same is not true for integer-valued time series. Forecast horizon aggregation is addressed in this paper. It is shown that the overlapping forecast horizon aggregation of an INARMA process results in an INARMA process. The conditional expected value of the aggregated process is also derived for use in forecasting. A simulation experiment is conducted to assess the accuracy of the forecasts produced by the aggregation method and to compare it to the accuracy of cumulative h-step ahead forecasts over the forecasting horizon. The results of an empirical analysis are also provided

Formation of seasonal groups and application of seasonal indices

Estimating seasonal variations in demand is a challenging task faced by many organisations. There may be many stock-keeping units (SKUs) to forecast, but often data histories are short, with very few complete seasonal cycles. It has been suggested in the literature that group seasonal indices (GSI) methods should be used to take advantage of information on similar SKUs. This paper addresses two research questions: (1) how should groups be formed in order to use the GSI methods? and (2) when should the GSI methods and the individual seasonal indices (ISI) method be used? Theoretical results are presented, showing that seasonal grouping and forecasting may be unified, based on a Mean Square Error criterion, and K-means clustering. A heuristic K-means method is presented, which is competitive with the Average Linkage method. It offers a viable alternative to a company’s own grouping method or may be used with confidence if a company lacks a grouping method. The paper gives empirical findings that confirm earlier theoretical results that greater accuracy may be obtained by employing a rule that assigns the GSI method to some SKUs and the ISI method to the remainder

Reproducibility in forecasting research

The importance of replication has been recognised across many scientific disciplines. Reproducibility is a necessary condition for replicability, because an inability to reproduce results implies that the methods have not been specified sufficiently, thus precluding replication. This paper describes how two independent teams of researchers attempted to reproduce the empirical findings of an important paper, ‘‘Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy’’ (Miller & Williams, 2003). The two teams proceeded systematically, reporting results both before and after receiving clarifications from the authors of the original study. The teams were able to approximately reproduce each other’s results, but not those of Miller and Williams. These discrepancies led to differences in the conclusions as to the conditions under which seasonal damping outperforms classical decomposition. The paper specifies the forecasting methods employed using a flowchart. It is argued that this approach to method documentation is complementary to the provision of computer code, as it is accessible to a broader audience of forecasting practitioners and researchers. The significance of this research lies not only in its lessons for seasonal forecasting but also, more generally, in its approach to the reproduction of forecasting research

Supply chain forecasting when information is not shared

The operations management literature is abundant in discussions on the benefits of information sharing in supply chains. However, there are many supply chains where information may not be shared due to constraints such as compatibility of information systems, information quality, trust and confidentiality. Furthermore, a steady stream of papers has explored a phenomenon known as Downstream Demand Inference (DDI) where the upstream member in a supply chain can infer the downstream demand without the need for a formal information sharing mechanism. Recent research has shown that, under more realistic circumstances, DDI is not possible with optimal forecasting methods or Single Exponential Smoothing but is possible when supply chains use a Simple Moving Average (SMA) method. In this paper, we evaluate a simple DDI strategy based on SMA for supply chains where information cannot be shared. This strategy allows the upstream member in the supply chain to infer the consumer demand mathematically rather than it being shared. We compare the DDI strategy with the No Information Sharing (NIS) strategy and an optimal Forecast Information Sharing (FIS) strategy in the supply chain. The comparison is made analytically and by experimentation on real sales data from a major European supermarket located in Germany. We show that using the DDI strategy improves on NIS by reducing the Mean Square Error (MSE) of the forecasts, and cutting inventory costs in the supply chain

Crocidolite asbestos induces apoptosis of pleural mesothelial cells: role of reactive oxygen species and poly(ADP-ribosyl) polymerase.

Mesothelial cells, the progenitor cells of the asbestos-induced tumor mesothelioma, are particularly sensitive to the toxic effects of asbestos, although the molecular mechanisms by which asbestos induces injury in mesothelial cells are not known. We asked whether asbestos induced apoptosis in mesothelial cells and whether reactive oxygen species were important. Rabbit pleural mesothelial cells were exposed to crocidolite asbestos or control particles (1-10 micrograms/cm2) over 24 hr and evaluated for oligonucleosomal DNA fragmentation, loss of membrane phospholipid asymmetry, and nuclear condensation. Asbestos fibers, not control particles, induced apoptosis in mesothelial cells by all assays. Induction of apoptosis was dose dependent; crocidolite (5 micrograms/cm2) induced apoptosis (15.0 +/- 1.1%, mean +/- SE; n = 12) versus control particles (< 4%), as measured by appearance of nuclear condensation. Apoptosis induced by asbestos, but not by actinomycin D, was inhibited by extracellular catalase, superoxide dismutase in the presence of catalase, hypoxia (8% oxygen), deferoxamine, and 3-aminobenzamide (an inhibitor of the nuclear enzyme, poly(adenosine diphosphate-ribosyl) polymerase). We conclude that asbestos induces apoptosis in mesothelial cells via reactive oxygen species. We speculate that escape from this pathway could allow the abnormal survival of mesothelial cells with asbestos-induced mutations

Temporal evolution of quantitative EEG within 3 days of birth in early preterm infants

For the premature newborn, little is known about changes in brain activity during transition to extra-uterine life. We aim to quantify these changes in relation to the longer-term maturation of the developing brain. We analysed EEG for up to 72 hours after birth from 28 infants bornPeer reviewe

A fitting formula for the merger timescale of galaxies in hierarchical clustering

We study galaxy mergers using a high-resolution cosmological hydro/N-body simulation with star formation, and compare the measured merger timescales with theoretical predictions based on the Chandrasekhar formula. In contrast to Navarro et al., our numerical results indicate, that the commonly used equation for the merger timescale given by Lacey and Cole, systematically underestimates the merger timescales for minor mergers and overestimates those for major mergers. This behavior is partly explained by the poor performance of their expression for the Coulomb logarithm, \ln (m_pri/m_sat). The two alternative forms \ln (1+m_pri/m_sat) and 1/2\ln [1+(m_pri/m_sat)^2] for the Coulomb logarithm can account for the mass dependence of merger timescale successfully, but both of them underestimate the merger time scale by a factor 2. Since \ln (1+m_pri/m_sat) represents the mass dependence slightly better we adopt this expression for the Coulomb logarithm. Furthermore, we find that the dependence of the merger timescale on the circularity parameter \epsilon is much weaker than the widely adopted power-law \epsilon^{0.78}, whereas 0.94*{\epsilon}^{0.60}+0.60 provides a good match to the data. Based on these findings, we present an accurate and convenient fitting formula for the merger timescale of galaxies in cold dark matter models.Comment: 16 pages, 14 figures, accepted for publication in ApJ, minor changes in the last few sentences of the discussio

Red Galaxy Growth and the Halo Occupation Distribution

We have traced the past 7 Gyr of red galaxy stellar mass growth within dark matter halos. We have determined the halo occupation distribution, which describes how galaxies reside within dark matter halos, using the observed luminosity function and clustering of 40,696 0.2<z<1.0 red galaxies in Bootes. Half of 10^{11.9} Msun/h halos host a red central galaxy, and this fraction increases with increasing halo mass. We do not observe any evolution of the relationship between red galaxy stellar mass and host halo mass, although we expect both galaxy stellar masses and halo masses to evolve over cosmic time. We find that the stellar mass contained within the red population has doubled since z=1, with the stellar mass within red satellite galaxies tripling over this redshift range. In cluster mass halos most of the stellar mass resides within satellite galaxies and the intra-cluster light, with a minority of the stellar mass residing within central galaxies. The stellar masses of the most luminous red central galaxies are proportional to halo mass to the power of a third. We thus conclude that halo mergers do not always lead to rapid growth of central galaxies. While very massive halos often double in mass over the past 7 Gyr, the stellar masses of their central galaxies typically grow by only 30%.Comment: Accepted for publication in the ApJ. 34 pages, 22 Figures, 5 Table

Development and Pilot of a Checklist for Management of Acute Liver Failure in the Intensive Care Unit

Introduction Acute liver failure (ALF) is an ideal condition for use of a checklist. Our aims were to develop a checklist for the management of ALF in the intensive care unit (ICU) and assess the usability of the checklist among multiple providers. Methods The initial checklist was developed from published guidelines and expert opinion. The checklist underwent pilot testing at 11 academic liver transplant centers in the US and Canada. An anonymous, written survey was used to assess the usability and quality of the checklist. Written comments were used to improve the checklist following the pilot testing period. Results We received 81 surveys involving the management of 116 patients during the pilot testing period. The overall quality of the checklist was judged to be above average to excellent by 94% of users. On a 5-point Likert scale, the majority of survey respondents agreed or agreed strongly with the following checklist characteristics: the checklist was easy to read (99% agreed/agreed strongly), easy to use (97%), items are categorized logically (98%), time to complete the checklist did not interfere with delivery of appropriate and safe patient care (94%) and was not excessively burdensome (92%), the checklist allowed the user the freedom to use his or her clinical judgment (80%), it is a useful tool in the management of acute liver failure (98%). Web-based and mobile apps were developed for use of the checklist at the point of care. Conclusion The checklist for the management of ALF in the ICU was shown in this pilot study to be easy to use, helpful and accepted by a wide variety of practitioners at multiple sites in the US and Canada