Time series smoother for effect detection

PLoS One. 2018 Apr 23;13(4):e0195360. doi: 10.1371/journal.pone.0195360. eCollection 2018.

Abstract

In environmental epidemiology, it is often encountered that multiple time series data with a long-term trend, including seasonality, cannot be fully adjusted by the observed covariates. The long-term trend is difficult to separate from abnormal short-term signals of interest. This paper addresses how to estimate the long-term trend in order to recover short-term signals. Our case study demonstrates that the current spline smoothing methods can result in significant positive and negative cross-correlations from the same dataset, depending on how the smoothing parameters are chosen. To circumvent this dilemma, three classes of time series smoothers are proposed to detrend time series data. These smoothers do not require fine tuning of parameters and can be applied to recover short-term signals. The properties of these smoothers are shown with both a case study using a factorial design and a simulation study using datasets generated from the original dataset. General guidelines are provided on how to discover short-term signals from time series with a long-term trend. The benefit of this research is that a problem is identified and characteristics of possible solutions are determined.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Air Pollution
  • Computer Simulation
  • Data Interpretation, Statistical
  • Ecological and Environmental Phenomena*
  • Epidemiologic Methods*
  • Factor Analysis, Statistical
  • Humans
  • Los Angeles
  • Mortality
  • Ozone
  • Regression Analysis
  • Temperature
  • Time Factors
  • Time and Motion Studies
  • Weather

Substances

  • Ozone

Grants and funding

S. Stanley Young is the owner of CGStat, a one-person limited liability company, and is partially funded by the American Petroleum Institute. There are no patents, products in development, or marketed products to declare. Cheng You and Dennis K.J. Lin are unfunded for this research. The authors are responsible for all aspects of this study: study design, data collection and analysis, decision to publish, or preparation of the manuscript. The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.