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The paper explores the characteristics associated with the formation of bubbles that occurred in the Hong Kong stock market in 1997 and 2007, as well as the 2000 dot-com bubble of Nasdaq. It examines the profitability of technical analysis ( TA ) strategies generating buy and sell signals, with and without our proposed trading rules. The empirical results show that, by applying long and short strategies during the bubble formation and a short strategy after the bubble burst, it not only produces returns that are significantly greater than buy-and-hold strategies, but also produces greater wealth compared with TA strategies without trading rules. We conclude that these bubble detection signals help investors generate greater wealth from applying appropriate long and short moving average ( MA ) strategies.

The purpose of this study is to study the spread of COVID-19, establish a predictive model, and provide guidance for its prevention and control. Considering the high complexity of epidemic data, we adopted an ARIMA-LSTM combined model to describe and predict future transmission. A new method of the ARIMA-LSTM model paralleling by weight of regression coefficient was proposed. Then, we used the ARIMA-LSTM model paralleling by weight of regression coefficient, ARIMA model, and ARIMA-LSTM series model to predict the epidemic data in China, and we found that the ARIMA-LSTM model paralleling by weight of regression coefficient had the best prediction accuracy. In the ARIMA-LSTM model paralleling by weight of regression coefficient, MSE = 4049.913, RMSE = 63.639, MAPE = 0.205, R2 = 0.837, MAE = 44.320. In order to verify the effectiveness of the ARIMA-LSTM model paralleling by weight of regression coefficient, we compared the ARIMA-LSTM model paralleling by weight of regression coefficient with the SVR model and found that ARIMA-LSTM model paralleling by weight of regression coefficient has better prediction accuracy. It was further verified with the epidemic data of India and found that the prediction accuracy of the ARIMA-LSTM model paralleling by weight of regression coefficient was still higher than that of the SVR model. In the ARIMA-LSTM model paralleling by weight of regression coefficient, MSE = 744,904.6, RMSE = 863.079, MAPE = 0.107, R2 = 0.983, MAE = 580.348. Finally, we used the ARIMA-LSTM model paralleling by weight of regression coefficient to predict the future epidemic situation in China. We found that in the next 60 days, the epidemic situation in China will become a steady downward trend.

The prediction and prevention of influenza is a public health issue of great concern, and the study of timely acquisition of influenza transmission trend has become an important research topic. For achieving more quicker and accurate detection and prediction, the data recorded on the Internet, especially on the search engine from Google or Baidu are widely introduced into this field. Moreover, with the development of intelligent technology and machine learning algorithm, many updated and advanced trend tracking and forecasting methods are also being used in this research problem. In this paper, a new recurrent neural network architecture, attention-based long short-term memory model is proposed for influenza surveillance. This is a kind of deep learning model which is trained by processing from Baidu Index series so as to fit the real influenza survey time series. Previous studies on influenza surveillance by Baidu Index mostly used traditional autoregressive moving average model or classical machine learning models such as logarithmic linear regression, support vector regression or multi-layer perception model to fit influenza like illness data, which less considered the deep learning structure. Meanwhile, some new model that considered the deep learning structure did not take into account the application of Baidu index data. This study considers introducing the recurrent neural network with long short-term memory combined with attention mechanism into the influenza surveillance research model, which not only fits the research problems well in model structure, but also provides research methods based on Baidu index. The actual survey data and Baidu Index data are used to train and test the proposed attention-based long short-term memory model and the other comparison models, so as to iterate the value of the model parameters, and to describe and predict the influenza epidemic situation. The experimental results show that our proposed model has better performance in the mean absolute error, mean absolute percentage error, index of agreement and other indicators than the other comparison models. Our proposed attention-based long short-term memory model vividly verifies the ability of this attention-based long short-term memory structure for better surveillance and prediction the trend of influenza. In comparison with some of the latest models and methods in this research field, the model we proposed is also excellent in effect, even more lightweight and robust. Future research direction can consider fusing multimodal data based on this model and developing more application scenarios.

The COVID-19 pandemic placed immense strain on healthcare systems worldwide, with NHS England facing substantial challenges in managing staff illness-related absences amid surging treatment demands. Understanding the impact of the pandemic on sickness absence rates among NHS England staff is crucial to developing effective workforce management strategies and ensuring the continued delivery of healthcare. In this study, we use publicly available data to investigate the impact of the COVID-19 pandemic on sickness absence rates among NHS England staff between June 2020 and 2022. We begin with a data analysis to indicate the temporal patterns of sickness absence in NHS England staff between January 2015 and September 2022 inclusive. We then develop multivariate linear regression models to estimate COVID-19-related sickness absences. Indicators of COVID-19 activity, such as positive tests, hospitalizations, and ONS incidence, were incorporated. Furthermore, we use Seasonal ARIMA time series models to analyse the impact of COVID-19 on mental health-related absence. Our analysis highlights increases in sickness absence rates which coincide with the arrival of COVID-19 in England, and continue to rise throughout the pandemic. High periods of COVID-19 activity strongly correlated with staff absence, and the main categories driving the dynamics were COVID-19-related or mental health absences. We demonstrate that sickness absences in these two categories can be estimated accurately using multivariate linear regression (F(2, 15) = 132.63, P < .001 , adj R 2 =93.9%) and Seasonal ARIMA time series models, respectively. Moreover, we show that additional indicators of COVID-19 activity (positive tests, hospitalisations, ONS incidence) contain helpful information about staff infection pathways. This study offers insights into the dynamics of healthcare staff absences during a pandemic, contributing to both practical workforce management and academic research. The findings highlight the need for tailored approaches to address both infectious disease-related and mental health-related absences in healthcare settings during future health crises and opens new avenues for research into healthcare system resilience during crises.

Time series analysis can be used to understand and forecast patterns in sequential data. This study evaluated three statistical models—ARIMA, Holt-Winters, and linear regression—on the time series of urethral obstruction (UO) cases in male cats treated at the Veterinary Teaching Hospital – São Paulo State University, Botucatu, Brazil. Among the 5,230 cats evaluated between 2010 and 2020, the prevalence of UO in male cats was 7.4% (95% CI: 6.7–8.1%), and the incidence among cats showing lower urinary tract signs was 36.0% (95% CI: 33.19–38.93%). Most affected cats were neutered (60.94%), with a mean body weight of 4.24 ± 1.11 kg and higher body condition scores. ARIMA closely followed historical data but was ineffective for future forecasting, showing a flat projection from 2021 to 2024 (rate: 0.64) despite past fluctuations. The Holt-Winters model projected a rise in UO cases, from 0.70 (95% CI: 0.43–0.97) in 2021 to 1.09 (95% CI: 0.38–1.79) in 2024, but its wide confidence intervals indicated potential overestimation. Meanwhile, linear regression revealed a significant annual increase of 2.6% in UO cases ( p  = 0.042), explaining 38% of the variance and offering a more accurate long-term forecast, and then, was considered the most suitable model, capturing trends without overestimating future rates. These findings support improved surveillance, clinical protocols, preventive strategies, and hospital resource planning for managing UO in male cats in a teaching veterinary hospital scenario.

This paper introduces a novel approach for the offline estimation of stationary moving average processes, further extending it to efficient online estimation of non-stationary processes. The novelty lies in a unique technique to solve the autocorrelation function matching problem leveraging that the autocorrelation function of a colored noise is equal to the autocorrelation function of the coefficients of the moving average process. This enables the derivation of a system of nonlinear equations to be solved for estimating the model parameters. Unlike conventional methods, this approach uses the Newton-Raphson and Levenberg–Marquardt algorithms to efficiently find the solution. A key finding is the demonstration of multiple symmetrical solutions and the provision of necessary conditions for solution feasibility. In the non-stationary case, the estimation complexity is notably reduced, resulting in a triangular system of linear equations solvable by backward substitution. For online parameter estimation of non-stationary processes, a new recursive formula is introduced to update the sample autocorrelation function, integrating exponential forgetting of older samples to enable parameter adaptation. Numerical experiments confirm the method’s effectiveness and evaluate its performance compared to existing techniques.

The association between county-level social capital indices (SCIs) and the 3 most commonly reported sexually transmitted infections (STIs) in the United States is lacking. In this study, we determined and examined the association between 2 recently developed county-level SCIs (ie, Penn State Social Capital Index [PSSCI] vs United States Congress Social Capital Index [USCSCI]) and the 3 most commonly reported bacterial STIs (chlamydia, gonorrhea, and syphilis) using spatial and nonspatial regression techniques. We assembled and analyzed multiyear (2012-2016) cross-sectional data on STIs and 2 SCIs (PSSCI vs USCSCI) on counties in all 48 contiguous states. We explored 2 nonspatial regression models (univariate and multiple generalized linear models) and 3 spatial regression models (spatial lag model, spatial error model, and the spatial autoregressive moving average model) for comparison. Without exception, all the SCIs were negatively associated with all 3 STI morbidities. A 1-unit increase in the SCIs was associated with at least 9% (P < 0.001) decrease in each STI. Our test of the magnitude of the estimated associations indicated that the USCSCI was at least 2 times higher than the estimates for the PSSCI for all STIs (highest P value = 0.01). Overall, our results highlight the potential benefits of applying/incorporating social capital concepts to STI control and prevention efforts. In addition, our results suggest that for the purpose of planning, designing, and implementing effective STI control and prevention interventions/programs, understanding the communities' associational life (as indicated by the factors/data used to develop the USCSCI) may be important.

Pupillometry is commonly used to evaluate cognitive effort, attention, and facial expression response, offering valuable insights into human performance. The combination of eye tracking and facial expression data under the iMotions platform provides great opportunities for multimodal research. However, there is a lack of standardized pipelines for managing pupillometry data on a multimodal platform. Preprocessing pupil data in multimodal platforms poses challenges like timestamp misalignment, missing data, and inconsistencies across multiple data sources. To address these challenges, the authors introduced a systematic preprocessing pipeline for pupil diameter measurements collected using iMotions 10 (version 10.1.38911.4) during an endoscopy simulation task. The pipeline involves artifact removal, outlier detection using advanced methods such as the Median Absolute Deviation (MAD) and Moving Average (MA) algorithm filtering, interpolation of missing data using the Piecewise Cubic Hermite Interpolating Polynomial (PCHIP), and mean pupil diameter calculation through linear regression, as well as normalization of mean pupil diameter and integration of the pupil diameter dataset with facial expression data. By following these steps, the pipeline enhances data quality, reduces noise, and facilitates the seamless integration of pupillometry other multimodal datasets. In conclusion, this pipeline provides a detailed and organized preprocessing method that improves data reliability while preserving important information for further analysis.

The aim of this paper is to assess the significant impact of using quantile analysis in multiple fields of scientific research . Here, we focus on estimating conditional quantile functions when the errors follow a GARMA (Generalized Auto-Regressive Moving Average) model. Our key theoretical contribution involves identifying the Quantile-Regression (QR) coefficients within the context of GARMA errors. We propose a modified maximum-likelihood estimation method using an EM algorithm to estimate the target coefficients and derive their statistical properties. The proposed procedure yields estimators that are strongly consistent and asymptotically normal under mild conditions. In order to evaluate the performance of the proposed estimators, a simulation study is conducted employing the minimum bias and Root Mean Square Error (RMSE) criterion. Furthermore, an empirical application is given to demonstrate the effectiveness of the proposed methodology in practice.

We exploit ideas from high-dimensional data analysis to derive new portmanteau tests that are based on the trace of the square of the mth order autocorrelation matrix. The resulting statistics are weighted sums of the squares of the sample autocorrelation coefficients that, unlike many other tests appearing in the literature, are numerically stable even when the number of lags considered is relatively close to the sample size. The statistics behave asymptotically as a linear combination of chi-squared random variables and their asymptotic distribution can be approximated by a gamma distribution. The proposed tests are modified to check for nonlinearity and to check the adequacy of a fitted nonlinear model. Simulation evidence indicates that the proposed goodness of fit tests tend to have higher power than other tests appearing in the literature, particularly in detecting long-memory nonlinear models. The efficacy of the proposed methods is demonstrated by investigating nonlinear effects in Apple, Inc., and Nikkei-300 daily returns during the 2006-2007 calendar years. The supplementary materials for this article are available online.