Time Series

Spatio-temporal modeling of co-dynamics of smallpox, measles and pertussis in pre-healthcare Finland

Abstract Infections are known to interact as previous infections may have an effect on risk of succumbing to a new infection. The co-dynamics can be mediated by immunosuppression or -modulation, shared environmental or climatic drivers, or competition for susceptible hosts. Research and statistical methods in epidemiology often concentrate on large pooled datasets, or high quality data from cities, leaving rural areas underrepresented in literature. Data considering rural populations are typically sparse and scarce, especially in the case of historical data sources, which may introduce considerable methodological challenges.

A Bayesian spatio-temporal analysis of markets during the Finnish 1860s famine

Abstract We develop a Bayesian spatio-temporal model to study pre-industrial grain market integration during the Finnish famine of the 1860s. Our model takes into account several problematic features often present when analysing multiple spatially interdependent time series. For example, compared with the error correction methodology commonly applied in econometrics, our approach allows simultaneous modelling of multiple interdependent time series avoiding cumbersome statistical testing needed to predetermine the market leader as a point of reference.

Efficient Bayesian generalized linear models with time-varying coefficients: The walker package in R

Abstract The R package walker extends standard Bayesian general linear models to the case where the effects of the explanatory variables can vary in time. This allows, for example, to model the effects of interventions such as changes in tax policy which gradually increases their effect over time. The Markov chain Monte Carlo algorithms powering the Bayesian inference are based on Hamiltonian Monte Carlo provided by Stan software, using a state space representation of the model to marginalise over the regression coefficients for efficient low-dimensional sampling.