Spatial Clustering Analysis of the COVID-19 Pandemic: A Case Study of the Fourth Wave in Vietnam

An outbreak of the 2019 Novel Coronavirus Disease (COVID-19) in China caused by the emergence of Severe Acute Respiratory Syndrome CoronaVirus 2 (SARSCoV2) spreads rapidly across the world and has negatively affected almost all countries including such the developing country as Vietnam. This study aimed to analyze the spatial clustering of the COVID-19 pandemic using spatial auto-correlation analysis. The spatial clustering including spatial clusters (high-high and low-low), spatial outliers (low-high and high-low), and hotspots of the COVID-19 pandemic were explored using the local Moran’s I and Getis-Ord’s G* i statistics. The local Moran’s I and Moran scatterplot were first employed to identify spatial clusters and spatial outliers of COVID-19. The Getis-Ord’s G* i statistic was then used to detect hotspots of COVID-19. The method has been illustrated using a dataset of 86,277 locally transmitted cases confirmed in two phases of the fourth COVID-19 wave in Vietnam. It was shown that significant low-high spatial outliers and hotspots of COVID-19 were first detected in the NorthEastern region in the first phase, whereas, high-high clusters and low-high outliers and hotspots were then detected in the Southern region of Vietnam. The present findings confirm the effectiveness of spatial auto-correlation in the fight against the COVID-19 pandemic, especially in the study of spatial clustering of COVID-19. The insights gained from this study may be of assistance to mitigate the health, economic, environmental, and social impacts of the COVID-19 pandemic.

Rising early warning signals in affect associated with future changes in depression: a dynamical systems approach

Background Predicting future states of psychopathology such as depressive episodes has been a hallmark initiative in mental health research. Dynamical systems theory has proposed that rises in certain ‘early warning signals’ (EWSs) in time-series data (e.g. auto-correlation, temporal variance, network connectivity) may precede impending changes in disorder severity. The current study investigates whether rises in these EWSs over time are associated with future changes in disorder severity among a group of patients with major depressive disorder (MDD). Methods Thirty-one patients with MDD completed the study, which consisted of daily smartphone-delivered surveys over 8 weeks. Daily positive and negative affect were collected for the time-series analyses. A rolling window approach was used to determine whether rises in auto-correlation of total affect, temporal standard deviation of total affect, and overall network connectivity in individual affect items were predictive of increases in depression symptoms. Results Results suggested that rises in auto-correlation were significantly associated with worsening in depression symptoms (r = 0.41, p = 0.02). Results indicated that neither rises in temporal standard deviation (r = −0.23, p = 0.23) nor in network connectivity (r = −0.12, p = 0.59) were associated with changes in depression symptoms. Conclusions This study more rigorously examines whether rises in EWSs were associated with future depression symptoms in a larger group of patients with MDD. Results indicated that rises in auto-correlation were the only EWS that was associated with worsening future changes in depression.

How to Draw a Correlation Function

We discuss connection between the XX0 Heisenberg spin chain and some aspects of enumerative combinatorics. The representation of the Bethe wave functions via the Schur functions allows to apply the theory of symmetric functions to the calculation of the correlation functions. We provide a combinatorial derivation of the dynamical auto-correlation functions and visualise them in terms of nests of self-avoiding lattice paths. Asymptotics of the auto-correlation functions are obtained in the double scaling limit provided that the evolution parameter is large.

White Noise Tests on the LSTM Model Trained with Double Pendulum

This paper describes the intrinsic qualities of a simple double pendulum (DP), with a visual representation, a rigorous deduction of the Lagrangian equation, and a concrete factor analysis. LSTM model was utilized to simulate the double pendulum’s periodic and chaotic behaviors and evaluates the effectiveness of the model. The auto-correlation coefficients was calculated. Meanwhile, Box-Pierce test and Ljung-Box tests for various state-dependent time series were conducted to give various initial conditions to explore the DP system’s random characteristics. The research results are as follows: 1) Chaos did not lead to direct randomness; 2) seasonality could coexist with chaos; 3) the highly auto-regressive nature of DP’s time series data are found. Therefore, it can be concluded that the chaos in a double pendulum has particular patterns (such as the positive relationship with the likelihood of being a random white noise series) that could be further explored.

Validating The Assumptions of Residuals in ARIMA Model for Daily Stock Price Data By using R

Identifying the past data and plannig for future is very important for every organization . Now a days Stock market playes a major role for the development of economy. For the countries economic development, stock market plays a vital role. For this modelling, forecasting is the best way to know the future stock prices based on the past stock prices data. In stock price data, forecasting of closed price plays a major role in financing economic decisions. The Arima model has developed and implemented in many applications .So the researchers utilize arima model in forecasting the closed prices of AMAZON stock price data for future which have been collected from AMAZON 2007-01-03, to 2020-10-12.In this paper the researcher aim is to forecast by using the ARIMA time series model with particular reference to Box and Jenkins approach on daily stock prices of AMAZON With open statistical software R. The validity of ARIMA model is tested by using the standard statistical tests. Keywords: Auto Regressive Integrated Moving Average, Auto Correlation Function, Partial Auto Correlation Function, Akaikae Information Criterion, Auto Regressive Conditional Heteroscedasticity

Comparing Two ARIMA Models for Daily Stock Price Data

Analyzing the past data and planning for future is very important for every public and private organizational decisions. Now a days individuals also using forecasting methods to invest in Stock market. Investments in mutual funds and in registered companies in companies in stock market is the order of the day. In this paper, advanced forecasting methods are fitted to the time related stock price data to study its effectiveness in forecasting future events. Auto correlation and standard models have been analyzed before fitting this model to the above data. The forecasting can be done by using the ARIMA time series(using auto. arima) model. A particular reference have been made to Box and Jenkins approach for day to day stock price data values of Exxon Mobile Corporation from '1995-01-01 to 2020-03-01. With usual statistical software R. Here, ARIMA(1,1,1,) is fitted to this data, These results are compared with the model ARIMA(1,1,1,) by using accuracy measures. Keywords: ARIMA: Auto Regressive Integrated Moving Average ACF: Auto Correlation Function PACF: Partial Auto Correlation Function AIC: Akaikae Information Criterion RMSE: Root mean square error XOM: Exxon Mobil Corporation

Sensitivity of a fluidic oscillator to modifications of feedback channel and mixing chamber geometry

This experimental study investigates the effects of internal geometry modifications on the performance of a curved Sweeping Jet actuator. The modifications are applied to the geometry of the feedback channel and the mixing chamber Coanda surface, and the resulting actuator properties are evaluated using time-resolved static pressure measurements inside the actuator and hot-wire measurements of the external flow. The major result is that small, localized modifications of the curved sweeping jet actuator geometry can lead to a complete change in the external flow regime, making the jet velocity distribution homogeneous, similar to the angled variant of the actuator. The Coanda surface shape is identified as the primary cause of the external jet adopting the bifurcated or homogeneous flow regime. The relationships between the sweeping frequency, jet deflection angle, required supply pressure, and pressure fluctuations are analyzed and discussed in detail. External flow behavior and coherence are characterized by phase-averaged, phase-locked velocity profiles and auto-correlation of the velocity signals. Graphical abstract