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Record W3204015307 · doi:10.3390/jrfm14100467

Variable Slope Forecasting Methods and COVID-19 Risk

2021· article· en· W3204015307 on OpenAlexvenueno aff
Jonathan E. Leightner, Tomoo Inoue, Pierre Lafaye de Micheaux

Bibliographic record

VenueJournal of risk and financial management · 2021
Typearticle
Languageen
FieldMathematics
TopicCOVID-19 epidemiological studies
Canadian institutionsnot available
Fundersnot available
KeywordsStatisticsMathematicsConfidence intervalVariable (mathematics)EconometricsDerivative (finance)Regression analysisInterval (graph theory)VariablesRegressionEconomicsMathematical analysis

Abstract

fetched live from OpenAlex

There are many real-world situations in which complex interacting forces are best described by a series of equations. Traditional regression approaches to these situations involve modeling and estimating each individual equation (producing estimates of “partial derivatives”) and then solving the entire system for reduced form relationships (“total derivatives”). We examine three estimation methods that produce “total derivative estimates” without having to model and estimate each separate equation. These methods produce a unique total derivative estimate for every observation, where the differences in these estimates are produced by omitted variables. A plot of these estimates over time shows how the estimated relationship has evolved over time due to omitted variables. A moving 95% confidence interval (constructed like a moving average) means that there is only a five percent chance that the next total derivative would lie outside that confidence interval if the recent variability of omitted variables does not increase. Simulations show that two of these methods produce much less error than ignoring the omitted variables problem does when the importance of omitted variables noticeably exceeds random error. In an example, the spread rate of COVID-19 is estimated for Brazil, Europe, South Africa, the UK, and the USA.

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)0.034
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Methods · Consensus signal: Methods
Teacher disagreement score0.012
Threshold uncertainty score0.049

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0090.034
Meta-epidemiology (narrow)0.0010.001
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0030.003
Science and technology studies0.0010.001
Scholarly communication0.0020.003
Open science0.0020.001
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0040.001

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 head0.171
GPT teacher head0.419
Teacher spread0.248 · 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 designSimulation or modeling
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

Citations9
Published2021
Admission routes1
Has abstractyes

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