Search results for: Çigdem Canbay Turkyilmaz

Authors: Huseyin Guler, Cigdem Kosar

Abstract:

The aim of this study is to propose Bridge estimator for seasonal unit root tests. Seasonality is an important factor for many economic time series. Some variables may contain seasonal patterns and forecasts that ignore important seasonal patterns have a high variance. Therefore, it is very important to eliminate seasonality for seasonal macroeconomic data. There are some methods to eliminate the impacts of seasonality in time series. One of them is filtering the data. However, this method leads to undesired consequences in unit root tests, especially if the data is generated by a stochastic seasonal process. Another method to eliminate seasonality is using seasonal dummy variables. Some seasonal patterns may result from stationary seasonal processes, which are modelled using seasonal dummies but if there is a varying and changing seasonal pattern over time, so the seasonal process is non-stationary, deterministic seasonal dummies are inadequate to capture the seasonal process. It is not suitable to use seasonal dummies for modeling such seasonally nonstationary series. Instead of that, it is necessary to take seasonal difference if there are seasonal unit roots in the series. Different alternative methods are proposed in the literature to test seasonal unit roots, such as Dickey, Hazsa, Fuller (DHF) and Hylleberg, Engle, Granger, Yoo (HEGY) tests. HEGY test can be also used to test the seasonal unit root in different frequencies (monthly, quarterly, and semiannual). Another issue in unit root tests is the lag selection. Lagged dependent variables are added to the model in seasonal unit root tests as in the unit root tests to overcome the autocorrelation problem. In this case, it is necessary to choose the lag length and determine any deterministic components (i.e., a constant and trend) first, and then use the proper model to test for seasonal unit roots. However, this two-step procedure might lead size distortions and lack of power in seasonal unit root tests. Recent studies show that Bridge estimators are good in selecting optimal lag length while differentiating nonstationary versus stationary models for nonseasonal data. The advantage of this estimator is the elimination of the two-step nature of conventional unit root tests and this leads a gain in size and power. In this paper, the Bridge estimator is proposed to test seasonal unit roots in a HEGY model. A Monte-Carlo experiment is done to determine the efficiency of this approach and compare the size and power of this method with HEGY test. Since Bridge estimator performs well in model selection, our approach may lead to some gain in terms of size and power over HEGY test.

Keywords: bridge estimators, HEGY test, model selection, seasonal unit root

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Authors: Ece Cigdem Mutlu, Burak Alakent

Abstract:

Maintaining the quality of manufactured products at a desired level depends on the stability of process dispersion and location parameters and detection of perturbations in these parameters as promptly as possible. Shewhart control chart is the most widely used technique in statistical process monitoring to monitor the quality of products and control process mean and variability. In the application of Xbar control charts, sample standard deviation and sample mean are known to be the most efficient conventional estimators in determining process dispersion and location parameters, respectively, based on the assumption of independent and normally distributed datasets. On the other hand, there is no guarantee that the real-world data would be normally distributed. In the cases of estimated process parameters from Phase I data clouded with outliers, efficiency of traditional estimators is significantly reduced, and performance of Xbar charts are undesirably low, e.g. occasional outliers in the rational subgroups in Phase I data set may considerably affect the sample mean and standard deviation, resulting a serious delay in detection of inferior products in Phase II. For more efficient application of control charts, it is required to use robust estimators against contaminations, which may exist in Phase I. In the current study, we present a simple approach to construct robust Xbar control charts using average distance to the median, Qn-estimator of scale, M-estimator of scale with logistic psi-function in the estimation of process dispersion parameter, and Harrell-Davis qth quantile estimator, Hodge-Lehmann estimator and M-estimator of location with Huber psi-function and logistic psi-function in the estimation of process location parameter. Phase I efficiency of proposed estimators and Phase II performance of Xbar charts constructed from these estimators are compared with the conventional mean and standard deviation statistics both under normality and against diffuse-localized and symmetric-asymmetric contaminations using 50,000 Monte Carlo simulations on MATLAB. Consequently, it is found that robust estimators yield parameter estimates with higher efficiency against all types of contaminations, and Xbar charts constructed using robust estimators have higher power in detecting disturbances, compared to conventional methods. Additionally, utilizing individuals charts to screen outlier subgroups and employing different combination of dispersion and location estimators on subgroups and individual observations are found to improve the performance of Xbar charts.

Keywords: average run length, M-estimators, quality control, robust estimators

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Authors: Recep Kesli, Cengiz Demir, Onur Turkyilmaz, Hayriye Tokay

Abstract:

Objective: Gram-negative rods are a large group of bacteria, and include many families, genera, and species. Most clinical isolates belong to the family Enterobacteriaceae. Resistance due to the production of extended-spectrum β-lactamases (ESBLs) is a difficulty in the handling of Enterobacteriaceae infections, but other mechanisms of resistance are also emerging, leading to multidrug resistance and threatening to create panresistant species. We aimed in this study to evaluate resistance rates of Gram-negative rods bacteria isolated from clinical specimens in Microbiology Laboratory, Afyon Kocatepe University, ANS Research and Practice Hospital, between October 2012 and September 2015. Methods: The Gram-negative rods strains were identified by conventional methods and VITEK 2 automated identification system (bio-Mérieux, Marcy l’etoile, France). Antibiotic resistance tests were performed by both the Kirby-Bauer disk-diffusion and automated Antimicrobial Susceptibility Testing (AST, bio-Mérieux, Marcy l’etoile, France) methods. Disk diffusion results were evaluated according to the standards of Clinical and Laboratory Standards Institute (CLSI). Results: Of the totally isolated 1.701 Enterobacteriaceae strains 1434 (84,3%) were Klebsiella pneumoniae, 171 (10%) were Enterobacter spp., 96 (5.6%) were Proteus spp., and 639 Nonfermenting gram negatives, 477 (74.6%) were identified as Pseudomonas aeruginosa, 135 (21.1%) were Acinetobacter baumannii and 27 (4.3%) were Stenotrophomonas maltophilia. The ESBL positivity rate of the totally studied Enterobacteriaceae group were 30.4%. Antibiotic resistance rates for Klebsiella pneumoniae were as follows: amikacin 30.4%, gentamicin 40.1%, ampicillin-sulbactam 64.5%, cefepime 56.7%, cefoxitin 35.3%, ceftazidime 66.8%, ciprofloxacin 65.2%, ertapenem 22.8%, imipenem 20.5%, meropenem 20.5 %, and trimethoprim-sulfamethoxazole 50.1%, and for 114 Enterobacter spp were detected as; amikacin 26.3%, gentamicin 31.5%, cefepime 26.3%, ceftazidime 61.4%, ciprofloxacin 8.7%, ertapenem 8.7%, imipenem 12.2%, meropenem 12.2%, and trimethoprim-sulfamethoxazole 19.2 %. Resistance rates for Proteus spp. were: 24,3% meropenem, 26.2% imipenem, 20.2% amikacin 10.5% cefepim, 33.3% ciprofloxacin and levofloxacine, 31.6% ceftazidime, 20% ceftriaxone, 15.2% gentamicin, 26.6% amoxicillin-clavulanate, and 26.2% trimethoprim-sulfamethoxale. Resistance rates of P. aeruginosa was found as follows: Amikacin 32%, gentamicin 42 %, imipenem 43%, merpenem 43%, ciprofloxacin 50%, levofloxacin 52%, cefepim 38%, ceftazidim 63%, piperacillin/tacobactam 85%, for Acinetobacter baumannii; Amikacin 53.3%, gentamicin 56.6 %, imipenem 83%, merpenem 86%, ciprofloxacin 100%, ceftazidim 100%, piperacillin/tacobactam 85 %, colisitn 0 %, and for S. malthophilia; levofloxacin 66.6 % and trimethoprim/sulfamethoxozole 0 %. Conclusions: This study showed that resistance in Gram-negative rods was a serious clinical problem in our hospital and suggested the need to perform typification of the isolated bacteria with susceptibility testing regularly in the routine laboratory procedures. This application guided to empirical antibiotic treatment choices truly, as a consequence of the reality that each hospital shows different resistance profiles.

Keywords: antibiotic resistance, gram negative rods, ESBL, VITEK 2

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