科研成果 by Year: 2018

2018
Pino EC, Zuo Y, Olivera CMD, Mahalingaiah S, Keiser O, Moore LL, Li F, Vasan RS, Corkey BE, Kalesan B. Cohort Profile: The MULTI sTUdy Diabetes rEsearch (MULTITUDE) Consortium. BMJ Open. 2018;8:e020640.Abstract
Purpose Globally, the age-standardised prevalence of type 2 diabetes mellitus (T2DM) has nearly doubled from 1980 to 2014, rising from 4.7% to 8.5% with an estimated 422 million adults living with the chronic disease. The MULTI sTUdy Diabetes rEsearch (MULTITUDE) consortium was recently established to harmonise data from 17 independent cohort studies and clinical trials and to facilitate a better understanding of the determinants, risk factors and outcomes associated with T2DM. Participants Participants range in age from 3 to 88 years at baseline, including both individuals with and without T2DM. MULTITUDE is an individual-level pooled database of demographics, comorbidities, relevant medications, clinical laboratory values, cardiac health measures, and T2DM-associated events and outcomes across 45 US states and the District of Columbia. Findings to date Among the 135 156 ongoing participants included in the consortium, almost 25% (33 421) were diagnosed with T2DM at baseline. The average age of the participants was 54.3, while the average age of participants with diabetes was 64.2. Men (55.3%) and women (44.6%) were almost equally represented across the consortium. Non-whites accounted for 31.6% of the total participants and 40% of those diagnosed with T2DM. Fewer individuals with diabetes reported being regular smokers than their non-diabetic counterparts (40.3% vs 47.4%). Over 85% of those with diabetes were reported as either overweight or obese at baseline, compared with 60.7% of those without T2DM. We observed differences in all-cause mortality, overall and by T2DM status, between cohorts. Future plans Given the wide variation in demographics and all-cause mortality in the cohorts, MULTITUDE consortium will be a unique resource for conducting research to determine: differences in the incidence and progression of T2DM; sequence of events or biomarkers prior to T2DM diagnosis; disease progression from T2DM to disease-related outcomes, complications and premature mortality; and to assess race/ethnicity differences in the above associations.
Li F, Kang Y. Improving Forecasting Performance Using Covariate-Dependent Copula Models. International Journal of Forecasting [Internet]. 2018;34:456–476. 访问链接Abstract
Copulas provide an attractive approach to the construction of multivariate distributions with flexible marginal distributions and different forms of dependences. Of particular importance in many areas is the possibility of forecasting the tail-dependences explicitly. Most of the available approaches are only able to estimate tail-dependences and correlations via nuisance parameters, and cannot be used for either interpretation or forecasting. We propose a general Bayesian approach for modeling and forecasting tail-dependences and correlations as explicit functions of covariates, with the aim of improving the copula forecasting performance. The proposed covariate-dependent copula model also allows for Bayesian variable selection from among the covariates of the marginal models, as well as the copula density. The copulas that we study include the Joe-Clayton copula, the Clayton copula, the Gumbel copula and the Student’s t-copula. Posterior inference is carried out using an efficient MCMC simulation method. Our approach is applied to both simulated data and the S&P 100 and S&P 600 stock indices. The forecasting performance of the proposed approach is compared with those of other modeling strategies based on log predictive scores. A value-at-risk evaluation is also performed for the model comparisons.