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Congratulation

The College of Commerce family, represented by His Excellency Prof. Dr. Alaa Abdel Hafeez, Dean of the College, the Vice Deans of the College, the Heads of the College’s Scientific Departments, and the distinguished faculty members and employees, extend their warmest congratulations.

Workshop activities regarding digital transformation and its importance

Under the patronage of His Excellency Prof. Dr. Ahmed Al-Minshawy, “President of the University”

And His Excellency Prof. Dr. Mahmoud Abdel Aleem, “Vice President of the University for Community Service and Environmental Development Affairs.”

Honored by His Excellency Prof. Dr. Alaa Abdel Hafeez, “Dean of the College”

And Prof. Dr. Amal Al-Dali, “Dean of the College for Community Service and Environmental Development Affairs.”

And a. Wael Mohamed Mahmoud, Assistant Secretary of Assiut University.

friendship. Mostafa Morsi, “General Director of Digital Transformation”

"Workshop activities on digital transformation and its importance"

 

Semiparametric Permutation Based Change Point Detection with an Application on Chicago Cardiovascular Mortality Data

Research Abstract

Climate change has several negative effects on health, including cardiovascular disease. Many studies have considered the effect of temperature on cardiovascular disease and found that there is an association between extreme levels of temperature, cold and hot, and cardiovascular disease. However, the number of articles that have studied the change point or the threshold in temperature is very limited. To the best of our knowledge, there have been no studies focusing on detecting and testing the significance of the change point in the temperature–cardiovascular relationship. Identifying the change point in cities may help to design better adaptive strategies in view of predicted weather changes in the future. Knowing the change points of temperature may prevent further mortality associated with the weather changes. Therefore, in this paper, we propose a unified approach that simultaneously estimates the semiparametric relationship and detects the significant point. A semiparametric generalized change point single index model is introduced as our unified approach by adjusting for several weather variables. A permutation-based testing procedure to detect the change point is introduced as well. A simulation study is conducted to evaluate the proposed algorithm. The advantage of our proposed approach is demonstrated using the cardiovascular mortality data of the city of Chicago, USA.

Research Authors
Hamdy F. F. Mahmoud
Research Date
Research Journal
Mathematics
Research Member
Research Pages
857
Research Publisher
MDPI
Research Rank
1
Research Vol
10(6)
Research Website
https://www.mdpi.com/2227-7390/10/6/857
Research Year
2022

Semiparametric single index multi change points model with an application of environmental health study on mortality and temperature

Research Abstract

Many studies have considered the effect of temperature and a change point in association with increased mortality. However, the relationship between temperature and mortality cannot be described using a parametric model and is highly dependent on the number of change points. Knowing the change points of temperature may prevent further mortality associated with the weather. The current available methods consist of two steps: they first estimate the models and then detect change points without testing. However, the methods for simultaneously identifying the nonlinear relationship and detecting the number of change points are quite limited. Therefore, in this paper, we propose a unified approach simultaneously estimates the nonlinear relationship and detects multichange points. We propose a semiparametric single index multichange points model as our unified approach by adjusting for several other covariates. We also provide a permutation-based testing procedure to detect multichange points. A criterion for predetermining the maximum possible number of change points is introduced, which is required by the permutation test procedure. Our approach is unaffected by the degree of smoothing of the nonparametric function. Our proposed model is compared to the generalized linear model and generalized additive model using simulation and a real application. Our approach outperforms these models in both model fitting and detection of change point(s). We also show the asymptotic properties of the permutation test for semiparametric single index multichange points model, suggesting that the number of change points is consistent. The advantage of our approach is demonstrated using the mortality data of Seoul, South Korea.

Research Authors
Hamdy F. F. Mahmoud
Research Date
Research Journal
Environmetrics
Research Member
Research Pages
494-506
Research Publisher
Wiley
Research Rank
1
Research Vol
27(8)
Research Website
https://onlinelibrary.wiley.com/doi/full/10.1002/env.2413
Research Year
2016
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