Bilinear modulation models for seasonal tables of counts
نویسندگان
چکیده
We propose generalized linear models for time or age-time tables of seasonal counts, with the goal of better understanding seasonal patterns in the data. The linear predictor contains a smooth component for the trend and the product of a smooth component (the modulation) and a periodic time series of arbitrary shape (the carrier wave). To model rates, a population offset is added. Twodimensional trends and modulation are estimated using a tensor product B-spline basis of moderate dimension. Further smoothness is ensured using difference penalties on the rows and columns of the tensor product coefficients. The optimal penalty tuning parameters are chosen based on minimization of a quasi-information criterion. Computationally efficient estimation is achieved using array regression techniques, avoiding excessively large matrices. The model is applied to female death rate in the US due to cerebrovascular diseases and respiratory diseases. B.D. Marx ( ) Department of Experimental Statistics, Louisiana State University, Baton Rouge, LA 70803, USA e-mail: [email protected] P.H.C. Eilers Department of Biostatistics, Erasmus Medical Center, 3015 GE Rotterdam, The Netherlands e-mail: [email protected] J. Gampe Max Planck Institute for Demographic Research, 10857 Rostock, Germany e-mail: [email protected] R. Rau Institute of Sociology and Demography, University of Rostock, Rostock, Germany e-mail: [email protected]
منابع مشابه
Bilinear Fourier integral operator and its boundedness
We consider the bilinear Fourier integral operatorS(f, g)(x) =ZRdZRdei1(x,)ei2(x,)(x, , ) ˆ f()ˆg()d d,on modulation spaces. Our aim is to indicate this operator is well defined onS(Rd) and shall show the relationship between the bilinear operator and BFIO onmodulation spaces.
متن کاملON THE STATIONARY PROBABILITY DENSITY FUNCTION OF BILINEAR TIME SERIES MODELS: A NUMERICAL APPROACH
In this paper, we show that the Chapman-Kolmogorov formula could be used as a recursive formula for computing the m-step-ahead conditional density of a Markov bilinear model. The stationary marginal probability density function of the model may be approximated by the m-step-ahead conditional density for sufficiently large m.
متن کاملNON-FRAGILE GUARANTEED COST CONTROL OF T-S FUZZY TIME-VARYING DELAY SYSTEMS WITH LOCAL BILINEAR MODELS
This paper focuses on the non-fragile guaranteed cost control problem for a class of T-S fuzzy time-varying delay systems with local bilinear models. The objective is to design a non-fragile guaranteed cost state feedback controller via the parallel distributed compensation (PDC) approach such that the closed-loop system is delay-dependent asymptotically stable and the closed-loop performance i...
متن کاملModulation models for seasonal time series and incidence tables.
We model monthly disease counts on an age-time grid using the two-dimensional varying-coefficient Poisson regression. Since the marginal profile of counts shows a very strong and varying annual cycle, sine and cosine regressors model periodicity, but their coefficients are allowed to vary smoothly over the age and time plane. The coefficient surfaces are estimated using a relatively large tenso...
متن کاملروندهای فصلی و الگوهای قابل توجیه در دادههای کشوری نظام مراقبت بیماری سرخک: رویکردهای شناسایی و حذف
Background & Objectives: Knowledge of the presence of seasonal trends and other explainable patterns in the prediagnostic data sources and removing such patterns before applying outbreak detection methods seem very important. This study aimed to detect and remove the explainable patterns such as seasonality, day-of-week (DOW) and holiday effects of the daily counts of suspected cases of measles...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- Statistics and Computing
دوره 20 شماره
صفحات -
تاریخ انتشار 2010