This thesis deals with the optimization of the supply process of a small business, especially with determining the optimal inventory level and demand forecasting, using tools of time series analysis. The final part gives a description of the creation of the program that is used to calculate individual indicators and forecasts. The aim is to increase the efficiency of the supply process, thereby reducing operating costs of the company.

The value of remote sensing data is particularly evident where an areal monitoring is needed to provide information on the earth's surface development. The use of temporal high resolution time series data allows for detecting short-term changes. In Kogi State in Nigeria different vegetation types can be found. As the major population in this region is living in rural communities with crop farming the existing vegetation is slowly being altered. The expansion of agricultural land causes loss of natural vegetation, especially in the regions close to the rivers which are suitable for crop production. With regard to these facts, two questions can be dealt with covering different aspects of the development of vegetation in the Kogi state, the determination and evaluation of the general development of the vegetation in the study area (trend estimation) and analyses on a short-term behavior of vegetation conditions, which can provide information about seasonal effects in vegetation development. For this purpose, the GIMMS-NDVI data set, provided by the NOAA, provides information on the normalized difference vegetation index (NDVI) in a geometric resolution of approx. 8 km. The temporal resolution of 15 days allows the already described analyses. For the presented analysis data for the period 1981-2012 (31 years) were used. The implemented work flow mainly applies methods of time series analysis. The results show that in addition to the classical seasonal development, artefacts of different vegetation periods (several NDVI maxima) can be found in the data. The trend component of the time series shows a consistently positive development in the entire study area considering the full investigation period of 31 years. However, the results also show that this development has not been continuous and a simple linear modeling of the NDVI increase is only possible to a limited extent. For this reason, the trend modeling was extended by procedures for detecting structural breaks in the time series.

Syndromic surveillance is defined generally as the collection and statistical analysis of data which are believed to be leading indicators for the presence of deleterious activities developing within a system. Conceptually, syndromic surveillance can be applied to any discipline in which it is important to know when external influences manifest themselves in a system by forcing it to depart from its baseline. Comparing syndromic surveillance systems have led to mixed results, where models that dominate in one performance metric are often sorely deficient in another. This results in a zero-sum trade off where one performance metric must be afforded greater importance for a decision to be made. This thesis presents a dynamic pooling technique which allows for the combination of competing syndromic surveillance models in such a way that the resulting detection algorithm offers a superior combination of sensitivity and specificity, two of the key model metrics, than any of the models individually. We then apply this methodology to a simulated data set in the context of detecting outbreaks of disease in an animal population. We find that this dynamic pooling methodology is robust in the sense that it is capable of superior overall performance with respect to sensitivity, specificity, and mean time to detection under varying conditions of baseline data behavior, e.g. controlling for the presence or absence of various levels of trend and seasonality, as well as in simulated out-of-sample performance tests.

Infectious disease forecasting efforts underwent rapid growth during the COVID-19 pandemic, providing guidance for pandemic response and about potential future trends. Yet despite their importance, short-term forecasting models often struggled to produce accurate real-time predictions of this complex and rapidly changing system. This gap in accuracy persisted into the pandemic and warrants the exploration and testing of new methods to glean fresh insights. In this work, we examined the application of the temporal hierarchical forecasting (THieF) methodology to probabilistic forecasts of COVID-19 incident hospital admissions in the United States. THieF is an innovative forecasting technique that aggregates time-series data into a hierarchy made up of different temporal scales, produces forecasts at each level of the hierarchy, then reconciles those forecasts using optimized weighted forecast combination. While THieF's unique approach has shown substantial accuracy improvements in a diverse range of applications, such as operations management and emergency room admission predictions, this technique had not previously been applied to outbreak forecasting. We generated candidate models formulated using the THieF methodology, which differed by their hierarchy schemes and data transformations, and ensembles of the THieF models, computed as a mean of predictive quantiles. The models were evaluated using weighted interval score (WIS) as a measure of forecast skill, and the top-performing subset was compared to several benchmark models. These models included simple ARIMA and seasonal ARIMA models, a naive baseline model, and an ensemble of operational incident hospitalization models from the US COVID-19 Forecast Hub. The THieF models and THieF ensembles demonstrated improvements in WIS and MAE, as well as competitive prediction interval coverage, over many benchmark models for both the validation and testing phases. The best THieF model generally ranked second out of nine total models during the testing evaluation. These accuracy improvements suggest the THieF methodology may serve as a useful addition to the infectious disease forecasting toolkit.

<p>Postpartum depression has become a major public health concern for women within a specific time period after delivery. Depression is possibly associated with some risk factors such as socioeconomic status, social support, maternal mental and physical health, and history of anxiety. TOMIS III, funded by the Canadian Institutes of Health Research, is a prospective cohort to study the associations between delivery method and health and health resource utilization.</p> <p>Clinically, we investigated the associations between mode of delivery and outcome of postnatal depression, maternal and infant health, and we implied the risk predictors for outcomes by statistical methodology of marginal model with generalized estimating equations (GEE). Statistically, a variety of regression models, namely, generalized linear mixed effect model (GLMM), hierarchical generalized linear model (HGLM) and Bayesian hierarchical model were applied for this analysis and results were compared with GEEs. Some imputation strategies, namely, mean imputation, last observation carrying forward (LOCF), hot-deck imputation and multiple imputation were employed for handling missing values in this study.</p> <p>Analysis results demonstrated that there was no statistically significant association between mode of delivery and postpartum depression [OR 0.99, 95% CI (0.73, 1.34)]. However, the development of postpartum depression was found to be associated with low income, low mental and physical health functioning, lack of social support, the low number of unmet learning needs in hospital, and English or French spoken at home. Results were consistent for all regression models but GEE provided the best fit and an excellent discriminative ability. GEE models were constructed on different datasets imputed by mean, LOCF, hot-deck and multiple imputation, and LOCF was recommended to handle the missing data in this longitudinal study.</p> <p>Analyses on the outcome of maternal health and infant health stated that method of delivery had a statistically significant influence on maternal health but no significant impact on infant health. Risks of maternal health problems were associated with cesarean delivery, good/fair/poor infant health, low maternal mental and physical health functioning, lack of care for maternal mental health, and good/fair/poor health before pregnancy. Risks of infant health problems were associated with good/fair/poor maternal health before pregnancy and after discharge, inadequate care or help for infant health, fair/poor community services after discharge, low maternal mental health functioning, non-English or non-French spoken at home, and mothers born outside of Canada.</p> / Master of Science (MSc)

<p>Correlated data with complex association structures arise from longitudinal studies and cluster randomized trials. However, some methodological challenges in the design and analysis of such studies or trials have not been overcome. In this thesis, we address three of the challenges: 1) <em>Power analysis for population based longitudinal study investigating gene-environment interaction effects on chronic disease:</em> For longitudinal studies with interest in investigating the gene-environment interaction in disease susceptibility and progression, rigorous statistical power estimation is crucial to ensure that such studies are scientifically useful and cost-effective since human genome epidemiology is expensive. However conventional sample size calculations for longitudinal study can seriously overestimate the statistical power due to overlooking the measurement error, unmeasured etiological determinants, and competing events that can impede the occurrence of the event of interest. 2) <em>Comparing the performance of different multiple imputation strategies for missing binary outcomes in cluster randomized trials</em>: Though researchers have proposed various strategies to handle missing binary outcome in cluster randomized trials (CRTs), comprehensive guidelines on the selection of the most appropriate or optimal strategy are not available in the literature. 3) <em>Comparison of population-averaged and cluster-specific models for the analysis of cluster randomized trials with missing binary outcome</em>: Both population-averaged and cluster-specific models are commonly used for analyzing binary outcomes in CRTs. However, little attention has been paid to their accuracy and efficiency when analyzing data with missing outcomes. The objective of this thesis is to provide researchers recommendations and guidance for future research in handling the above issues.</p> / Doctor of Philosophy (PhD)

Cluster robust models are a kind of statistical models that attempt to estimate parameters considering potential heterogeneity in treatment effects. Absent heterogeneity in treatment effects, the partial and average treatment effect are the same. When heterogeneity in treatment effects occurs, the average treatment effect is a function of the various partial treatment effects and the composition of the population of interest. The first chapter explores the performance of common estimators as a function of the presence of heterogeneity in treatment effects and other characteristics that may influence their performance for estimating average treatment effects. The second chapter examines various approaches to evaluating and improving cluster structures as a way to obtain cluster-robust models. Both chapters are intended to be useful to practitioners as a how-to guide to examine and think about their applications and relevant factors. Empirical examples are provided to illustrate theoretical results, showcase potential tools, and communicate a suggested thought process. The third chapter relates to an open-source statistical software package for the Julia language. The content includes a description for the software functionality and technical elements. In addition, it features a critique and suggestions for statistical software development and the Julia ecosystem. These comments come from my experience throughout the development process of the package and related activities as an open-source and professional software developer. One goal of the paper is to make econometrics more accessible not only through accessibility to functionality, but understanding of the code, mathematics, and transparency in implementations.

The Brisbane Longitudinal Twin Study (BLTS) was being conducted in Australia and was funded by the US National Institute on Drug Abuse (NIDA). Adolescent twins were sampled as a part of this study and surveyed about their substance use as part of the Pathways to Cannabis Use, Abuse and Dependence project. The methods developed in this dissertation were designed for the purpose of analyzing a subset of the Pathways data that includes demographics, cannabis use metrics, personality measures, and imputed genotypes (SNPs) for 493 complete twin pairs (986 subjects.) The primary goal was to determine what combination of SNPs and additional covariates may predict cannabis use, measured on an ordinal scale as: “never tried,” “used moderately,” or “used frequently”. To conduct this analysis, we extended the ordinal Generalized Monotone Incremental Forward Stagewise (GMIFS) method for mixed models. This extension includes allowance for a unpenalized set of covariates to be coerced into the model as well as flexibility for user-specified correlation patterns between twins in a family. The proposed methods are applicable to high-dimensional (genomic or otherwise) data with ordinal response and specific, known covariance structure within clusters.

Background. DNA methylation (DNAm) is a removable chemical modification to the DNA sequence intimately associated with genomic stability, cellular identity, and gene expression. DNAm patterning reflects joint contributions from genetic, environmental, and behavioral factors. As such, differences in DNAm patterns may explain interindividual variability in risk liability for complex traits like major depression (MD). Hundreds of significant DNAm loci have been identified using cross-sectional association studies. This dissertation builds on that foundational work to explore novel statistical approaches for longitudinal DNAm analyses. Methods. Repeated measures of genome-wide DNAm and social and environmental determinants of health were collected up to six times across pregnancy and the first year postpartum as part of the Pregnancy, Race, Environment, Genes (PREG) Study. Statistical analyses were completed using a combination of the R statistical environment, Bioconductor packages, MplusAutomate, and Mplus software. Prenatal maternal DNAm was measured using the Infinium HumanMethylation450 Beadchip. Latent growth curve models were used to analyze repeated measures of maternal DNAm and to quantify site-level DNAm latent trajectories over the course of pregnancy. The purpose was to characterize the location and nature of prenatal DNAm changes and to test the influence of clinical and demographic factors on prenatal DNAm remodeling. Results. Over 1300 sites had DNAm trajectories significantly associated with either maternal age or lifetime MD. Many of the genomic regions overlapping significant results replicated previous age and MD-related genetic and DNAm findings. Discussion. Future work should capitalize on the progress made here integrating structural equation modeling (SEM) with longitudinal omics-level measures.

Government fiscal and monetary policy has long been based on the theory that was neither proven nor refuted since its origination. The original form of the Phillips curve has undergone significant modifications but its relevance remains questionable. This thesis examines the correlation between inflation and unemployment observed in the Czech Republic and Germany over the last twenty years. The validity of the theory is tested by advanced methods of time series analysis in the R environment. All the variables are gradually tested which results in the assessment of the correlation between the time series. The outcome of the testing is presented for both countries and a comparison at international level is drawn. Is is discovered that both of the countries have dependencies in their data. Czech republic has significant dependency in both ways, for Germany is the dependency significantly weaker and only in one way.