Wavelet-Based Multiscale Intermittency Analysis: The Effect of Deformation.

Intermittency represents a certain form of heterogeneous behavior that has interest in diverse fields of application, particularly regarding the characterization of system dynamics and for risk assessment. Given its intrinsic location-scale-dependent nature, wavelets constitute a useful functional tool for technical analysis of intermittency. Deformation of the support may induce complex structural changes in a signal. In this paper, we study the effect of deformation on intermittency. Specifically, we analyze the interscale transfer of energy and its implications on different wavelet-based intermittency indicators, depending on whether the signal corresponds to a 'level'- or a 'flow'-type physical magnitude. Further, we evaluate the effect of deformation on the interscale distribution of energy in terms of generalized entropy and complexity measures. For illustration, various contrasting scenarios are considered based on simulation, as well as two segments corresponding to different regimes in a real seismic series before and after a significant earthquake.

A Spatially Correlated Model with Generalized Autoregressive Conditionally Heteroskedastic Structure for Counts of Crimes.

Crime is a negative phenomenon that affects the daily life of the population and its development. When modeling crime data, assumptions on either the spatial or the temporal relationship between observations are necessary if any statistical analysis is to be performed. In this paper, we structure space-time dependency for count data by considering a stochastic difference equation for the intensity of the space-time process rather than placing structure on a latent space-time process, as Cox processes would do. We introduce a class of spatially correlated self-exciting spatio-temporal models for count data that capture both dependence due to self-excitation, as well as dependence in an underlying spatial process. We follow the principles in Clark and Dixon (2021) but considering a generalized additive structure on spatio-temporal varying covariates. A Bayesian framework is proposed for inference of model parameters. We analyze three distinct crime datasets in the city of Riobamba (Ecuador). Our model fits the data well and provides better predictions than other alternatives.

Divergence-Based Risk Measures: A Discussion on Sensitivities and Extensions.

This paper introduces a new family of the convex divergence-based risk measure by specifying ( h , ϕ ) -divergence, corresponding with the dual representation. First, the sensitivity characteristics of the modified divergence risk measure with respect to profit and loss (P&L) and the reference probability in the penalty term are discussed, in view of the certainty equivalent and robust statistics. Secondly, a similar sensitivity property of ( h , ϕ ) -divergence risk measure with respect to P&L is shown, and boundedness by the analytic risk measure is proved. Numerical studies designed for Rényi- and Tsallis-divergence risk measure are provided. This new family integrates a wide spectrum of divergence risk measures and relates to divergence preferences.

An online spatiotemporal prediction model for dengue fever epidemic in Kaohsiung (Taiwan).

The emergence and re-emergence of disease epidemics is a complex question that may be influenced by diverse factors, including the space-time dynamics of human populations, environmental conditions, and associated uncertainties. This study proposes a stochastic framework to integrate space-time dynamics in the form of a Susceptible-Infected-Recovered (SIR) model, together with uncertain disease observations, into a Bayesian maximum entropy (BME) framework. The resulting model (BME-SIR) can be used to predict space-time disease spread. Specifically, it was applied to obtain a space-time prediction of the dengue fever (DF) epidemic that took place in Kaohsiung City (Taiwan) during 2002. In implementing the model, the SIR parameters were continually updated and information on new cases of infection was incorporated. The results obtained show that the proposed model is rigorous to user-specified initial values of unknown model parameters, that is, transmission and recovery rates. In general, this model provides a good characterization of the spatial diffusion of the DF epidemic, especially in the city districts proximal to the location of the outbreak. Prediction performance may be affected by various factors, such as virus serotypes and human intervention, which can change the space-time dynamics of disease diffusion. The proposed BME-SIR disease prediction model can provide government agencies with a valuable reference for the timely identification, control, and prevention of DF spread in space and time.