Model misspecification in the time series analysis

The Box and Jenkins (1970) methodology of time series model building using an iterative cycle of identification, estimation and diagnostic checking to produce a forecasting mechanism is, by now, well known and widely applied. This thesis is mainly concerned with aspects of the diagnostic checking and forecasting part of their methodology. For diagnostic checking a study is made of the overall or 'portmanteau' statistics suggested by Box and Pierce (1970) and Ljung and Box (1976) with regard to their ability for detecting misspecified models; analytic results are complemented by simulation power studies when the fitted model is known to be misspecified. For forecasting, a general approach is proposed for determining the asymptotic forecasting loss when using any fitted model in the class of structures proposed by Box and Jenkins, when the true process follows any other in that same class. specialisation is made by conducting a thorough study of the asymptotic loss incurred when pure autoregressive models are fitted and used to forecast any other process. In finite samples the Box-Pierce statistic has its mean well below that predicted by asymptotic theory (so that true significance levels will be below that assumed) whilst the Box-Ljung statistic has its mean approximately correct. However, both statistics are shown to be rather weak at detecting misspecified models, with only a few exceptions. Asymptotic forecasting loss is likely to be high when using even high order autoregressive models to predict certain simple processes. This is especially the case when allowance is made for estimation error in the fitted models. Finally, some outstanding problems are outlined. One of these, namely the problem of misspecified error structures in time series regression analysis, is examined in detail

Model misspecification in the time series analysis

The Box and Jenkins (1970) methodology of time series model building using an iterative cycle of identification, estimation and diagnostic checking to produce a forecasting mechanism is, by now, well known and widely applied. This thesis is mainly concerned with aspects of the diagnostic checking and forecasting part of their methodology. For diagnostic checking a study is made of the overall or 'portmanteau' statistics suggested by Box and Pierce (1970) and Ljung and Box (1976) with regard to their ability for detecting misspecified models; analytic results are complemented by simulation power studies when the fitted model is known to be misspecified. For forecasting, a general approach is proposed for determining the asymptotic forecasting loss when using any fitted model in the class of structures proposed by Box and Jenkins, when the true process follows any other in that same class. specialisation is made by conducting a thorough study of the asymptotic loss incurred when pure autoregressive models are fitted and used to forecast any other process. In finite samples the Box-Pierce statistic has its mean well below that predicted by asymptotic theory (so that true significance levels will be below that assumed) whilst the Box-Ljung statistic has its mean approximately correct. However, both statistics are shown to be rather weak at detecting misspecified models, with only a few exceptions. Asymptotic forecasting loss is likely to be high when using even high order autoregressive models to predict certain simple processes. This is especially the case when allowance is made for estimation error in the fitted models. Finally, some outstanding problems are outlined. One of these, namely the problem of misspecified error structures in time series regression analysis, is examined in detail

The caries experience of 5 year-old children in Scotland in 2013-2014, and in England and Wales in 2014-2015. Reports of cross-sectional dental surveys using BASCD criteria

Objective: We report the findings from and comment on the surveys of the oral health of 5-year-old children undertaken in Scotland (2013-14), Wales (2014-15) and England (2014-15). This was the fourteenth survey in Scotland since 1988. In England and Wales it is the third survey since 2007 when changes were required in consent arrangements. Method: Representative samples were drawn within Health Boards across Scotland and local authorities across England and Wales. Consent was sought via opt-out parental consent in Scotland and opt-in parental consent in England and Wales. Children examined were those aged five in England and those in Primary 1 (school year aged 5 to 6) in Scotland and Wales. Examinations were conducted in schools by trained and calibrated examiners. Caries was visually diagnosed at the dentinal threshold. Results: There is a continuing decline in d3mft in all three countries. d3mft was 1.27 (opt-out consent) for Scotland, 0.84 for England (opt-in consent) and 1.29 for Wales (opt-in consent). Tooth decay levels remain higher in more deprived areas across Great Britain, with clear inequalities gradients demonstrated across all geographies. Attempts to measure changes in dental health inequalities across the three countries show no conclusive trends. Conclusion: Inter-country comparisons provide further oral health intelligence despite differences in approach and timing. The third surveys in England and Wales using the new consent arrangements have enabled trend analysis. Dental health inequalities gradients were shown across all geographies and all of the indicators of inequalit

From fly-by-wire to drive-by-wire: Safety implications of automation in vehicles

The purpose of this paper is to critically review the current trend in automobile engineering toward automation of many of the functions previously performed by the driver. Working on the assumption that automation in aviation represents the basic model for driver automation, the costs and benefits of automation in aviation are explored as a means of establishing where automation of drivers' tasks are likely to yield benefits. It is concluded that there are areas where automation can provide benefits to the driver, but there are other areas where this is unlikely to be the case. Automation per se does not guarantee success, and therefore it becomes vital to involve Human Factors into design to identify where automation of driver functions can be allocated with a beneficial outcome for driving performance

The role of ZntA in Klebsiella pneumoniae zinc homeostasis

Klebsiella pneumoniae is an opportunistic Gram-negative pathogen that is a leading cause of healthcare-associated infections, including pneumonia, urinary tract infections, and sepsis. Essential to the colonization and infection by K. pneumoniae is the acquisition of nutrients, such as the transition metal ion zinc. Zinc has crucial structural and catalytic roles in the proteome of all organisms. Nevertheless, in excess, it has the potential to mediate significant toxicity by dysregulating the homeostasis of other transition elements, disrupting enzymatic processes, and perturbing metalloprotein cofactor acquisition. Here, we sought to elucidate the zinc detoxification mechanisms of K. pneumoniae, which remain poorly defined. Using the representative K. pneumoniae AJ218 strain, we showed that the P-type ATPase, ZntA, which is upregulated in response to cellular zinc stress, was the primary zinc efflux pathway. Deletion of zntA rendered K. pneumoniae AJ218 highly susceptible to exogenous zinc stress and manifested as an impaired growth phenotype and increased cellular accumulation of the metal. Loss of zntA also increased sensitivity to cadmium stress, indicating a role for this efflux pathway in cadmium resistance. Disruption of zinc homeostasis in the K. pneumoniae AJ218 ΔzntA strain also impacted manganese and iron homeostasis and was associated with increased production of biofilm. Collectively, this work showed the critical role of ZntA in K. pneumoniae zinc tolerance and provided a foundation for further studies on zinc homeostasis and the future development of novel antimicrobials to target this pathway. IMPORTANCE: Klebsiella pneumoniae is a leading cause of healthcare-associated infections, including pneumonia, urinary tract infections, and sepsis. Treatment of K. pneumoniae infections is becoming increasingly challenging due to high levels of antibiotic resistance and the rising prevalence of carbapenem-resistant, extended-spectrum β-lactamases producing strains. Zinc is essential to the colonization and infection by many bacterial pathogens but toxic in excess. This work described the first dissection of the pathways associated with resisting extracellular zinc stress in K. pneumoniae. This study revealed that the P-type ATPase ZntA was highly upregulated in response to exogenous zinc stress and played a major role in maintaining bacterial metal homeostasis. Knowledge of how this major bacterial pathogen resists zinc stress provided a foundation for antimicrobial development studies to target and abrogate their essential function.Eve A. Maunders, Katherine Ganio, Andrew J. Hayes, Stephanie L. Neville, Mark R. Davies, Richard A. Strugnell, Christopher A. McDevitt, Aimee Ta

Prescribing of antidiabetic medicines before, during and after pregnancy:a study in seven European regions

Aim: To explore antidiabetic medicine prescribing to women before, during and after pregnancy in different regions of Europe.Methods: A common protocol was implemented across seven databases in Denmark, Norway, The Netherlands, Italy (Emilia Romagna/Tuscany), Wales and the rest of the UK. Women with a pregnancy starting and ending between 2004 and 2010, (Denmark, 2004-2009; Norway, 2005-2010; Emilia Romagna, 2008-2010), which ended in a live or stillbirth, were identified. Prescriptions for antidiabetic medicines issued (UK) or dispensed (non-UK) during pregnancy and/or the year before or year after pregnancy were identified. Prescribing patterns were compared across databases and over calendar time.Results: 1,082,673 live/stillbirths were identified. Pregestational insulin prescribing during the year before pregnancy ranged from 0.27% (CI95 0.25-0.30) in Tuscany to 0.45% (CI95 0.43-0.47) in Norway, and increased between 2004 and 2009 in all countries. During pregnancy, insulin prescribing peaked during the third trimester and increased over time; third trimester prescribing was highest in Tuscany (2.2%) and lowest in Denmark (0.5%). Of those prescribed an insulin during pregnancy, between 50.5% in Denmark and 88.8% in the Netherlands received an insulin analogue alone or in combination with human insulin, this proportion increasing over time. Oral products were mainly metformin and prescribing was highest in the 3 months before pregnancy. Metformin use during pregnancy increased in some countries. Conclusion: Pregestational diabetes is increasing in many areas of Europe. There is considerable variation between and within countries in the choice of medication for treating pregestational diabetes in pregnancy, including choice of insulin analogues and oral antidiabetics, and very large variation in the diagnosis and treatment of gestational diabetes despite international guidelines. <br/