Estimation of trend in state-space models: Asymptotic mean square error and rate of convergence

The focus of this paper is on trend estimation for a general state-space model $Y_t=\mu_t+\varepsilon_t$, where the $d$th difference of the trend $\{\mu_t\}$ is assumed to be i.i.d., and the error sequence $\{\varepsilon_t\}$ is assumed to be a mean zero stationary process. A fairly precise asymptotic expression of the mean square error is derived for the estimator obtained by penalizing the $d$th order differences. Optimal rate of convergence is obtained, and it is shown to be "asymptotically equivalent" to a nonparametric estimator of a fixed trend model of smoothness of order $d-0.5$. The results of this paper show that the optimal rate of convergence for the stochastic and nonstochastic cases are different. A criterion for selecting the penalty parameter and degree of difference $d$ is given, along with an application to the global temperature data, which shows that a longer term history has nonlinearities that are important to take into consideration.Comment: Published in at http://dx.doi.org/10.1214/08-AOS675 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Dynamic Mixed Models for Irregularly Observed Time Series

We review the conventional dynamic linear model in state-space form and give a useful generalization that admits fixed covariates to the measurement equation while treating the state vectors as time-varying random effects

Evaluation of Short-Period, Near-Regional M_s Scales for the Nevada Test Site

Surface wave magnitude (M_s) estimation for small events recorded at near-regional distances will often require a magnitude scale designed for Rayleigh waves with periods less than 10 sec. We have examined the performance of applying two previously published M_s scales on 7-sec Rayleigh waves recorded at distances less than 500 km. First, we modified the Marshall and Basham (1972) M_s scale, originally defined for periods greater than 10 sec, to estimate surface wave magnitudes for short-period Rayleigh waves from earthquakes and explosions on or near the Nevada Test Site. We refer to this modification as ^(M+B) M_s(7), and we have used short-period, high-quality dispersion curves to determine empirical path corrections for the 7-sec Rayleigh waves. We have also examined the performance of the Rezapour and Pearce (1998) formula, developed using theoretical distance corrections and surface wave observations with periods greater than 10 sec, for 7-sec Rayleigh waves ^(R+P) (M_S(7)) as recorded from the same dataset. The results demonstrate that both formulas can be used to estimate M_s for nuclear explosions and earthquakes over a wider magnitude distribution than is possible using conventional techniques developed for 20-sec Rayleigh waves. These M_s(7) values scale consistently with other Ms studies at regional and teleseismic distances with the variance described by a constant offset; however, the offset for the ^(M+B) M_s(7) estimates is over one magnitude unit nearer the teleseismic values than the ^(R+P) M_s(7) estimates. Using our technique, it is possible to employ a near-regional single-station or sparse network to estimate surface wave magnitudes, thus allowing quantification of the size of both small earthquakes and explosions. Finally, we used a jackknife technique to determine the false-alarm rates for the ^(M+B) M_s(7)-m_b discriminant for this region and found that the probability of misclassifying an earthquake as an explosion is 10%, while the probability of classifying an explosion as an earthquake was determined to be 1.2%. The misclassification probabilities are slightly higher for the ^(R+P) M_s(7) estimates. Our future research will be aimed at examining the transportability of these methods

Air Pollution and Lymphocyte Phenotype Proportions in Cord Blood

Effects of air pollution on morbidity and mortality may be mediated by alterations in immune competence. In this study we examined short-term associations of air pollution exposures with lymphocyte immunophenotypes in cord blood among 1,397 deliveries in two districts of the Czech Republic. We measured fine particulate matter < 2.5 μm in diameter (PM(2.5)) and 12 polycyclic aromatic hydrocarbons (PAHs) in 24-hr samples collected by versatile air pollution samplers. Cord blood samples were analyzed using a FACSort flow cytometer to determine phenotypes of CD3(+) T-lymphocytes and their subsets CD4(+) and CD8(+), CD19(+) B-lymphocytes, and natural killer cells. The mothers were interviewed regarding sociodemographic and lifestyle factors, and medical records were abstracted for obstetric, labor and delivery characteristics. During the period 1994 to 1998, the mean daily ambient concentration of PM(2.5) was 24.8 μg/m(3) and that of PAHs was 63.5 ng/m(3). In multiple linear regression models adjusted for temperature, season, and other covariates, average PAH or PM(2.5) levels during the 14 days before birth were associated with decreases in T-lymphocyte phenotype fractions (i.e., CD3(+) CD4(+), and CD8(+)), and a clear increase in the B-lymphocyte (CD19(+)) fraction. For a 100-ng/m(3) increase in PAHs, which represented approximately two standard deviations, the percentage decrease was −3.3% [95% confidence interval (CI), −5.6 to −1.0%] for CD3(+), −3.1% (95% CI, −4.9 to −1.3%) for CD4(+), and −1.0% (95% CI, −1.8 to −0.2%) for CD8(+) cells. The corresponding increase in the CD19(+) cell proportion was 1.7% (95% CI, 0.4 to 3.0%). Associations were similar but slightly weaker for PM(2.5). Ambient air pollution may influence the relative distribution of lymphocyte immunophenotypes of the fetus

Early Childhood Lower Respiratory Illness and Air Pollution

BackgroundFew studies of air pollutants address morbidity in preschool children. In this study we evaluated bronchitis in children from two Czech districts: Teplice, with high ambient air pollution, and Prachatice, characterized by lower exposures.ObjectivesOur goal was to examine rates of lower respiratory illnesses in preschool children in relation to ambient particles and hydrocarbons.MethodsAir monitoring for particulate matter 2 years of age, for PAHs compared with fine particles. Preschool-age children may be particularly vulnerable to air pollution–induced illnesses

Scope for Credit Risk Diversification

This paper considers a simple model of credit risk and derives the limit distribution of losses under different assumptions regarding the structure of systematic risk and the nature of exposure or firm heterogeneity. We derive fat-tailed correlated loss distributions arising from Gaussian risk factors and explore the potential for risk diversification. Where possible the results are generalised to non-Gaussian distributions. The theoretical results indicate that if the firm parameters are heterogeneous but come from a common distribution, for sufficiently large portfolios there is no scope for further risk reduction through active portfolio management. However, if the firm parameters come from different distributions, then further risk reduction is possible by changing the portfolio weights. In either case, neglecting parameter heterogeneity can lead to underestimation of expected losses. But, once expected losses are controlled for, neglecting parameter heterogeneity can lead to overestimation of risk, whether measured by unexpected loss or value-at-risk

Sequencing of Culex quinquefasciatus establishes a platform for mosquito comparative genomics

Culex quinquefasciatus (the southern house mosquito) is an important mosquito vector of viruses such as West Nile virus and St. Louis encephalitis virus, as well as of nematodes that cause lymphatic filariasis. C. quinquefasciatus is one species within the Culex pipiens species complex and can be found throughout tropical and temperate climates of the world. The ability of C. quinquefasciatus to take blood meals from birds, livestock, and humans contributes to its ability to vector pathogens between species. Here, we describe the genomic sequence of C. quinquefasciatus: Its repertoire of 18,883 protein-coding genes is 22% larger than that of Aedes aegypti and 52% larger than that of Anopheles gambiae with multiple gene-family expansions, including olfactory and gustatory receptors, salivary gland genes, and genes associated with xenobiotic detoxification

A trial assessing N-3 as treatment for injury-induced cachexia (ATLANTIC trial): does a moderate dose fish oil intervention improve outcomes in older adults recovering from hip fracture?

<p>Abstract</p> <p>Background</p> <p>Proximal femoral fractures are associated with increased morbidity and mortality. Pre-existing malnutrition and weight loss amongst this patient group is of primary concern, with conventional nutrition support being largely ineffective. The inflammatory response post proximal femoral fracture surgery and the subsequent risk of cachexia may explain the inability of conventional high energy high protein management to produce an anabolic response amongst these patients. Omega-3 fatty acids derived from fish oils have been extensively studied for their anti-inflammatory benefits. Due to their anti-inflammatory properties, the benefit of fish oil combined with individualized nutrition support amongst proximal femoral fracture patients post surgery is an attractive potential therapeutic strategy. The aim of the ATLANTIC trial is to assess the potential benefits of an anti-inflammatory dose of fish oil within the context of a 12 week individualised nutrition program, commencing seven days post proximal femoral fracture surgery.</p> <p>Methods/Design</p> <p>This randomized controlled, double blinded trial, will recruit 150 community dwelling elderly patients aged ≥65 years, within seven days of surgery for proximal femoral fracture. Participants will be randomly allocated to receive either a 12 week individualized nutrition support program complemented with 20 ml/day anti-inflammatory dose fish oil (~3.6 g eicosapentaenoic acid, ~2.4 g docosahexanoic acid; intervention), or, a 12 week individualized nutrition support program complemented with 20 ml/day low dose fish oil (~0.36 g eicosapentaenoic acid, ~0.24 g docosahexanoic acid; control).</p> <p>Discussion</p> <p>The ATLANTIC trial is the first of its kind to provide fish oil combined with individualized nutrition therapy as an intervention to address the inflammatory response experienced post proximal femoral fracture surgery amongst elderly patients. The final outcomes of this trial will assist clinicians in the development of effective and alternative treatment methods post proximal femoral fracture surgery which may ultimately result in a reduction in systemic inflammation, loss of weight and lean muscle and improvements in nutritional status, mobility, independence and quality of life among elderly patients.</p> <p>Trial Registration</p> <p>ACTRN12609000241235</p

Genomic Insights Into The Ixodes scapularis Tick Vector Of Lyme Disease

Ticks transmit more pathogens to humans and animals than any other arthropod. We describe the 2.1 Gbp nuclear genome of the tick, Ixodes scapularis (Say), which vectors pathogens that cause Lyme disease, human granulocytic anaplasmosis, babesiosis and other diseases. The large genome reflects accumulation of repetitive DNA, new lineages of retrotransposons, and gene architecture patterns resembling ancient metazoans rather than pancrustaceans. Annotation of scaffolds representing B57% of the genome, reveals 20,486 protein-coding genes and expansions of gene families associated with tick–host interactions. We report insights from genome analyses into parasitic processes unique to ticks, including host ‘questing’, prolonged feeding, cuticle synthesis, blood meal concentration, novel methods of haemoglobin digestion, haem detoxification, vitellogenesis and prolonged off-host survival. We identify proteins associated with the agent of human granulocytic anaplasmosis, an emerging disease, and the encephalitis-causing Langat virus, and a population structure correlated to life-history traits and transmission of the Lyme disease agent

Genomic Insights Into The Ixodes scapularis Tick Vector Of Lyme Disease

Ticks transmit more pathogens to humans and animals than any other arthropod. We describe the 2.1 Gbp nuclear genome of the tick, Ixodes scapularis (Say), which vectors pathogens that cause Lyme disease, human granulocytic anaplasmosis, babesiosis and other diseases. The large genome reflects accumulation of repetitive DNA, new lineages of retrotransposons, and gene architecture patterns resembling ancient metazoans rather than pancrustaceans. Annotation of scaffolds representing B57% of the genome, reveals 20,486 protein-coding genes and expansions of gene families associated with tick–host interactions. We report insights from genome analyses into parasitic processes unique to ticks, including host ‘questing’, prolonged feeding, cuticle synthesis, blood meal concentration, novel methods of haemoglobin digestion, haem detoxification, vitellogenesis and prolonged off-host survival. We identify proteins associated with the agent of human granulocytic anaplasmosis, an emerging disease, and the encephalitis-causing Langat virus, and a population structure correlated to life-history traits and transmission of the Lyme disease agent