Time series quantile regression using random forests

We discuss an application of Generalized Random Forests (GRF) proposed by Athey et al.(2019) to quantile regression for time series data. We extracted the theoretical results of the GRF consistency for i.i.d. data to time series data. In particular, in the main theorem, based only on the general assumptions for time series data in Davis and Nielsen (2020), and trees in Athey et al.(2019), we show that the tsQRF (time series Quantile Regression Forests) estimator is consistent. Davis and Nielsen (2020) also discussed the estimation problem using Random Forests (RF) for time series data, but the construction procedure of the RF treated by the GRF is essentially different, and different ideas are used throughout the theoretical proof. In addition, a simulation and real data analysis were conducted.In the simulation, the accuracy of the conditional quantile estimation was evaluated under time series models. In the real data using the Nikkei Stock Average, our estimator is demonstrated to be more sensitive than the others in terms of volatility, thus preventing underestimation of risk

Covariate Balancing Propensity Score を用いた, スクイズ作戦の有効性の解析

要旨ありスポーツ統計科学の新たな挑戦原著論

Chest tube insertion is one important factor leading to intercostal nerve impairment in thoracic surgery

Objectives: Chest tube insertion seems to be one important factor leading to intercostal nerve impairment. The purpose of this prospective study was to objectively evaluate intercostal nerve damage using current perception threshold testing in association with chest tube insertion. Methods: Sixteen patients were enrolled in this study. Intercostal nerve function was assessed with a series of 2000-Hz (Aβ fiber), 250-Hz (Aδ fiber), and 5-Hz (C fiber) stimuli using current perception threshold testing (Neurometer CPT/C R). Current perception threshold values at chest tube insertion were measured before surgery, during chest tube insertion and after removal of the chest tube. Intensities of ongoing pain were also assessed using a numeric rating scale (0-10). Results: Current perception thresholds at each frequency after surgery were significantly higher than before surgery. Numeric rating scale scores for pain were significantly reduced from 3.3 to 1.9 after removal of the chest tube (p = 0.004). The correlation between current perception threshold value at 2000 Hz and intensity of ongoing pain was marginally significant (p = 0.058). Conclusions: This is the first study to objectively evaluate intercostal nerve damage at chest tube insertion. The results confirmed that chest tube insertion has clearly deleterious effects on intercostal nerve function

Development of a Noise Reduction Filter Algorithm for Pediatric Body Images in Multidetector CT

Recently, several types of post-processing image filter which was designed to reduce noise allowing a corresponding dose reduction in CT images have been proposed and these were reported to be useful for noise reduction of CT images of adult patients. However, these have not been reported on adaptation for pediatric patients. Because they are not very effective with small (<20 cm) display fields of view, they could not be used for pediatric (e.g., premature babies and infants) body CT images. In order to solve this restriction, we have developed a new noise reduction filter algorithm which can be applicable for pediatric body CT images. This algorithm is based on a three-dimensional post processing, in which output pixel values are calculated by multi-directional, one-dimensional median filters on original volumetric datasets. The processed directions were selected except in in-plane (axial plane) direction, and consequently the in-plane spatial resolution was not affected by the filter. Also, in other directions, the spatial resolutions including slice thickness were almost maintained due to a characteristic of non-linear filtering of the median filter. From the results of phantom studies, the proposed algorithm could reduce standard deviation values as a noise index by up to 30% without affecting the spatial resolution of all directions, and therefore, contrast-to-noise ratio was improved by up to 30%. This newly developed filter algorithm will be useful for the diagnosis and radiation dose reduction of pediatric body CT images