An Assessment of Alternative State Space Models for Count Time Series

This paper compares two alternative models for autocorrelated count time series. The first model can be viewed as a 'single source of error' discrete state space model, in which a time-varying parameter is specified as a function of lagged counts, with no additional source of error introduced. The second model is the more conventional 'dual source of error' discrete state space model, in which the time-varying parameter is driven by a random autocorrelated process. Using the nomenclature of the literature, the two representations can be viewed as observation-driven and parameter-driven respectively, with the distinction between the two models mimicking that between analogous models for other non-Gaussian data such as financial returns and trade durations. The paper demonstrates that when adopting a conditional Poisson specification, the two models have vastly different dispersion/correlation properties, with the dual source model having properties that are a much closer match to the empirical properties of observed count series than are those of the single source model. Simulation experiments are used to measure the finite sample performance of maximum likelihood (ML) estimators of the parameters of each model, and ML-based predictors, with ML estimation implemented for the dual source model via a deterministic hidden Markov chain approach. Most notably, the numerical results indicate that despite the very different properties of the two models, predictive accuracy is reasonably robust to misspecification of the state space form.Discrete state-space model; single source of error model; hidden Markov

Maximum likelihood estimation for stochastic processes - a martingale approach

This thesis is primarily concerned with the investigation of asymptotic properties of the maximum likelihood estimate (MLE) of parameters of a stochastic process. These asymptotic properties are related to martingale limit theory by recognizing the (known) fact that, under certain regularity conditions, the derivative of the logarithm of the likelihood function is a martingale. To this end, part of the thesis is devoted to using or developing martingale limit theory to provide conditions for the consistency and/or asymptotic normality of the MLE. Thus, Chapter 1 is concerned with the martingale limit theory, while the remaining chapters look at its application to three broad types of stochastic processes. Chapter 2 extends the classical development of asymptotic theory of MLE’s (a la Cramer [1]) to stochastic processes which, basically, behave in a non-explosive way and for which non-random norming sequences can be used. In this chapter we also introduce a generalization of Fisher's measure of information to the stochastic process situation. Chapter 3 deals with the theory for general processes and develops the notion of "conditional" exponential families of processes, as well as establishing the importance of using random norming sequences. In Chapter 4 we consider the asymptotic theory of maximum likelihood estimation for continuous time processes and establish results which are analogous to those for discrete time processes. In each of these chapters many applications are considered in an attempt to show how known and new results fit into the general framework of estimation for stochastic processes. In Appendix B, a report on the use of the empirical characteristic function in inference is included in order to indicate how one might deal with situations where the likelihood is intractable

Critical RSOS and Minimal Models II: Building Representations of the Virasoro Algebra and Fields

We consider sl(2) minimal conformal field theories and the dual parafermion models. Guided by results for the critical A_L Restricted Solid-on-Solid (RSOS) models and its Virasoro modules expressed in terms of paths, we propose a general level-by-level algorithm to build matrix representations of the Virasoro generators and chiral vertex operators (CVOs). We implement our scheme for the critical Ising, tricritical Ising, 3-state Potts and Yang-Lee theories on a cylinder and confirm that it is consistent with the known two-point functions for the CVOs and energy-momentum tensor. Our algorithm employs a distinguished basis which we call the L_1-basis. We relate the states of this canonical basis level-by-level to orthonormalized Virasoro states

SOLUTION OF FUNCTIONAL EQUATIONS OF RESTRICTED An−1(1)A_{n-1}^{(1)} FUSED LATTICE MODELS

Functional equations, in the form of fusion hierarchies, are studied for the transfer matrices of the fused restricted $A_{n-1}^{(1)}$ lattice models of Jimbo, Miwa and Okado. Specifically, these equations are solved analytically for the finite-size scaling spectra, central charges and some conformal weights. The results are obtained in terms of Rogers dilogarithm and correspond to coset conformal field theories based on the affine Lie algebra $A_{n-1}^{(1)}$ with GKO pair $A^{(1)}_{n-1}\; \oplus A^{(1)}_{n-1}\;\supset \; A^{(1)}_{n-1}$.Comment: 25 pages;latex file(epic.tex needed);Res.Rep.No 39;Tex Prob. fixed

Solvable Critical Dense Polymers

A lattice model of critical dense polymers is solved exactly for finite strips. The model is the first member of the principal series of the recently introduced logarithmic minimal models. The key to the solution is a functional equation in the form of an inversion identity satisfied by the commuting double-row transfer matrices. This is established directly in the planar Temperley-Lieb algebra and holds independently of the space of link states on which the transfer matrices act. Different sectors are obtained by acting on link states with s-1 defects where s=1,2,3,... is an extended Kac label. The bulk and boundary free energies and finite-size corrections are obtained from the Euler-Maclaurin formula. The eigenvalues of the transfer matrix are classified by the physical combinatorics of the patterns of zeros in the complex spectral-parameter plane. This yields a selection rule for the physically relevant solutions to the inversion identity and explicit finitized characters for the associated quasi-rational representations. In particular, in the scaling limit, we confirm the central charge c=-2 and conformal weights Delta_s=((2-s)^2-1)/8 for s=1,2,3,.... We also discuss a diagrammatic implementation of fusion and show with examples how indecomposable representations arise. We examine the structure of these representations and present a conjecture for the general fusion rules within our framework.Comment: 35 pages, v2: comments and references adde

Reducing recurrent stroke: Methodology of the motivational interviewing in stroke (MIST) randomized clinical trial

Rationale Recurrent stroke is prevalent in both developed and developing countries, contributing significantly to disability and death. Recurrent stroke rates can be reduced by adequate risk factor management. However, adherence to prescribed medications and lifestyle changes recommended by physicians at discharge after stroke is poor, leading to a large number of preventable recurrent strokes. Using behavior change methods such as Motivational Interviewing early after stroke occurrence has the potential to prevent recurrent stroke. Aims and/or hypothesis The overall aim of the study is to determine the effectiveness of motivational interviewing in improving adherence to medication and lifestyle changes recommended by treating physicians at and after hospital discharge in stroke patients 12 months poststroke to reduce risk factors for recurrent stroke. Design Recruitment of 430 first-ever stroke participants will occur in the Auckland and Waikato regions. Randomization will be to intervention or usual care groups. Participants randomized to intervention will receive four motivational interviews and five follow-up assessments over 12 months. Nonintervention participants will be assessed at the same time points. Study outcomes Primary outcome measures are changes in systolic blood pressure and low-density lipoprotein levels 12 months poststroke. Secondary outcomes include self-reported adherence and barriers to prescribed medications, new cardiovascular events (including stroke), changes in quality of life, and mood. Discussion The results of the motivational interviewing in stroke trial will add to our understanding of whether motivational interviewing may be potentially beneficial in the management of stroke and other diseases where similar lifestyle factors or medication adherence are relevant

Reducing Sitting Time After Stroke: A Phase II Safety and Feasibility Randomized Controlled Trial. ( Presented in part as a poster to the European Stroke Organization, April 17–19, 2015, Glasgow, United Kingdom; and Stroke 2015 (a combined conference of the Stroke Society of Australasia and Smartstrokes NSW), September 1–5, 2015, Melbourne, VIC, Australia.)

OBJECTIVE: To test the safety, feasibility, and effectiveness of reducing sitting time in stroke survivors. DESIGN: Randomized controlled trial with attention-matched controls and blinded assessments. SETTING: Community. PARTICIPANTS: Stroke survivors (N=35; 22 men; mean age, 66.9±12.7y). INTERVENTIONS: Four counseling sessions over 7 weeks with a message of sit less and move more (intervention group) or calcium for bone health (attention-matched control group). MAIN OUTCOME MEASURES: Measures included safety (adverse events, increases in pain, spasticity, or fatigue) and feasibility (adherence to trial protocol). Secondary measures included time spent sitting (including in prolonged bouts ≥30min), standing, and stepping as measured by the thigh-worn inclinometer (7d, 24h/d protocol) and time spent in physical activity of at least moderate intensity as measured by a triaxial accelerometer. The Multimedia Activity Recall for Children and Adults was used to describe changes in use of time. RESULTS: Thirty-three participants completed the full protocol. Four participants reported falls during the intervention period with no other adverse events. From a baseline average of 640.7±99.6min/d, daily sitting time reduced on average by 30±50.6min/d (95% confidence interval [CI], 5.8-54.6) in the intervention group and 40.4±92.5min/d in the control group (95% CI, 13.0-93.8). Participants in both groups also reduced their time spent in prolonged sitting bouts (≥30min) and increased time spent standing and stepping. CONCLUSIONS: Our protocol was both safe and feasible. Participants in both groups spent less time sitting and more time standing and stepping postintervention, but outcomes were not superior for intervention participants. Attention matching is desirable in clinical trials and may have contributed to the positive outcomes for control participants

The HEARTS partner forum—supporting implementation of HEARTS to treat and control hypertension

Cardiovascular diseases (CVD), principally ischemic heart disease (IHD) and stroke, are the leading causes of death (18. 6 million deaths annually) and disability (393 million disability-adjusted life-years lost annually), worldwide. High blood pressure is the most important preventable risk factor for CVD and deaths, worldwide (10.8 million deaths annually). In 2016, the World Health Organization (WHO) and the United States Centers for Disease Control (CDC) launched the Global Hearts initiative to support governments in their quest to prevent and control CVD. HEARTS is the core technical package of the initiative and takes a public health approach to treating hypertension and other CVD risk factors at the primary health care level. The HEARTS Partner Forum, led by WHO, brings together the following 11 partner organizations: American Heart Association (AHA), Center for Chronic Disease Control (CCDC), International Society of Hypertension (ISH), International Society of Nephrology (ISN), Pan American Health Organization (PAHO), Resolve to Save Lives (RTSL), US CDC, World Hypertension League (WHL), World Heart Federation (WHF) and World Stroke Organization (WSO). The partners support countries in their implementation of the HEARTS technical package in various ways, including providing technical expertise, catalytic funding, capacity building and evidence generation and dissemination. HEARTS has demonstrated the feasibility and acceptability of a public health approach, with more than seven million people already on treatment for hypertension using a simple, algorithmic HEARTS approach. Additionally, HEARTS has demonstrated the feasibility of using hypertension as a pathfinder to universal health coverage and should be a key intervention of all basic benefit packages. The partner forum continues to find ways to expand support and reinvigorate enthusiasm and attention on preventing CVD. Proposed future HEARTS Partner Forum activities are related to more concrete information sharing between partners and among countries, expanded areas of partner synergy, support for implementation, capacity building, and advocacy with country ministries of health, professional societies, academy and civil societies organizations. Advancing toward the shared goals of the HEARTS partners will require a more formal, structured approach to the forum and include goals, targets and published reports. In this way, the HEARTS Partner Forum will mirror successful global partnerships on communicable diseases and assist countries in reducing CVD mortality and achieving global sustainable development goals (SDGs)

Inequalities in Stroke Patients' Management in English Public Hospitals: A Survey on 200,000 Patients

Background: According to clinical guidelines, every patient affected by stroke should be given a brain-imaging scan (BIS) Computerized Tomography or Magnetic Resonance Imaging - immediately after being admitted to hospital.Aim of the study: To describe the variation in use of BIS among English public hospitals and identify any patient groups being excluded from appropriate care.Methods: We collected hospital administrative data for all patients admitted to any English public hospital with a principal diagnosis of stroke from 2006 to 2009. We calculated the proportion of patients treated with BIS in the whole sample and after stratification by hospital. We compared hospitals' performance using funnel plots. We performed a multiple logistic regression analysis using BIS as outcome and age, gender, socio-economic deprivation, and comorbidity as covariates.Results: In English public hospitals there are about 70,000 emergency admissions for stroke per year. Nationally, only 35% receive a BIS immediately, and only 84% receive it within the admission. There is large variation in the use of BIS for stroke patients among English public hospitals, with some of them approaching the recommended 100% and some having very low rates. Young (P < 0.001), male (P=0.012), and least socio-economically deprived patients (P=0.001), as well as patients with fewer comorbidities (P < 0.001) appear to have more chance of being selected for a brain scan.Conclusion: Some English public hospitals appear to be falling well below the clinical guideline standards for scanning stroke patients and inappropriate patient selection criteria may be being applied, leading to health inequalities

Improving Prehospital Stroke Services in Rural and Underserved Settings With Mobile Stroke Units

In acute stroke management, time is brain, as narrow therapeutic windows for both intravenous thrombolysis and mechanical thrombectomy depend on expedient and specialized treatment. In rural settings, patients are often far from specialized treatment centers. Concurrently, financial constraints, cutting of services and understaffing of specialists for many rural hospitals have resulted in many patients being underserved. Mobile Stroke Units (MSU) provide a valuable prehospital resource to rural and remote settings where patients may not have easy access to in-hospital stroke care. In addition to standard ambulance equipment, the MSU is equipped with the necessary tools for diagnosis and treatment of acute stroke or similar emergencies at the emergency site. The MSU strategy has proven to be effective at facilitating time-saving stroke triage decisions. The additional on-board imaging helps to determine whether a patient should be taken to a primary stroke center (PSC) for standard treatment or to a comprehensive stroke center (CSC) for advanced stroke treatment (such as intra-arterial therapy) instead. Diagnosis at the emergency site may prevent additional in-hospital delays in workup, handover and secondary (inter-hospital) transport. MSUs may be adapted to local needs—especially in rural and remote settings—with adjustments in staffing, ambulance configuration, and transport models. Further, with advanced imaging and further diagnostic capabilities, MSUs provide a valuable platform for telemedicine (teleradiology and telestroke) in these underserved areas. As MSU programmes continue to be implemented across the world, optimal and adaptable configurations could be explored