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Record W1956815188 · doi:10.1002/env.2212

On detecting non‐monotonic trends in environmental time series: a fusion of local regression and bootstrap

2013· article· en· W1956815188 on OpenAlexafffund
Vyacheslav Lyubchich, Yulia R. Gel, A El-Shaarawi

Bibliographic record

VenueEnvironmetrics · 2013
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicFinancial Risk and Volatility Modeling
Canadian institutionsUniversity of Waterloo
FundersNatural Resources CanadaGovernment of Canada
KeywordsHeteroscedasticityAutoregressive modelMonotonic functionNonparametric statisticsEconometricsAutoregressive conditional heteroskedasticitySeries (stratigraphy)MathematicsAutocorrelationNonparametric regressionApplied mathematicsComputer scienceStatisticsVolatility (finance)

Abstract

fetched live from OpenAlex

Abstract In this paper, we propose a new testing procedure for detecting smooth (non)monotonic trends embedded into a linear noise that possibly does not degenerate to a finite‐dimensional representation or into a conditionally heteroscedastic (autoregressive conditionally heteroscedastic/generalized autoregressive conditionally heteroscedastic (ARCH/GARCH)) noise. The proposed nonparametric trend test is local regression‐based, and we develop a flexible and computationally efficient hybrid bootstrap procedure to approximate its finite sample behavior. Because the proposed trend test does not assume prior knowledge on the dependence structure and probability distribution of the observed process, the new testing procedure is fully data‐driven and robust to misspecification of dependence structure and distributional assumptions, which is of particular importance for noisy environmental measurements. Moreover, because the proposed methodology allows to test for monotonic versus non‐monotonic trends and hence, to assess existence of extremums in the hypothesized trend function, the developed approach may be also employed for preliminary detection of regime shifts and change points in the observed environmental data series. Our simulation studies indicate competitive performance of the proposed nonparametric procedure for detection of (non)monotonic trends against conventional trend tests. Copyright © 2013 John Wiley & Sons, Ltd.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.009
metaresearch head score (Gemma)0.036
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.009
Threshold uncertainty score0.045

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.036
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0020.001
Science and technology studies0.0000.001
Scholarly communication0.0010.002
Open science0.0020.002
Research integrity0.0010.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.016
GPT teacher head0.200
Teacher spread0.185 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreMethods

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations34
Published2013
Admission routes2
Has abstractyes

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