Article
Public, Environmental & Occupational Health
Katsuma Hayashi, Marie Fujimoto, Hiroshi Nishiura
Summary: This study quantitatively assessed the future risk of dengue in Japan using climate change scenarios and found that the risk of transmission may extend to late spring and autumn due to increasing temperatures. The study emphasizes the importance of developing adaptation policies to prevent dengue transmission, such as eliminating mosquito breeding sites and distributing insecticides.
FRONTIERS IN PUBLIC HEALTH
(2022)
Article
Materials Science, Multidisciplinary
Samuel Benkimoun, Celestine Atyame, Marion Haramboure, Pascal Degenne, Helene Thebault, Jean-Sebastien Dehecq, Annelise Tran
Summary: This study developed a method to estimate the spatial distribution of the basic reproduction number (R-0) for dengue transmission risk on Reunion Island using a mosquito population dynamics model and differential equations. The results showed strong agreements between predicted R-0 distribution and temporal dynamics with observed epidemiological patterns, highlighting the relevance of this spatialised R-0 for dengue surveillance and control.
RESULTS IN PHYSICS
(2021)
Article
Computer Science, Interdisciplinary Applications
F. M. M. Pereira, P. H. T. Schimit
Summary: This paper explores the spatial dynamics of dengue fever and analyzes the variations of the basic reproduction number. By simulating the spatial distribution of vector breeding places, the results show that the more spread out these places, the easier the disease spreads. The findings have important implications for the prevention and control of dengue fever.
COMPUTER METHODS AND PROGRAMS IN BIOMEDICINE
(2022)
Article
Computer Science, Interdisciplinary Applications
Chai Jian Tay, Muhammad Fakhruddin, Ilham Saiful Fauzi, Su Yean Teh, Muhammad Syamsuddin, Nuning Nuraini, Edy Soewono
Summary: Despite various interventions by the Ministry of Health Malaysia, the number of dengue cases in Malaysia continues to increase. This study constructed a transmission model based on dengue incidence data and estimated the transmission rates in Kuala Lumpur and Selangor. The results indicate that the dengue infection rate is a critical parameter for dengue transmission, and control strategies should focus on reducing this rate. The predictive tests and numerical simulations in this study provide useful insights for analyzing the effect of mosquito intervention in reducing dengue prevalence in Malaysia.
MATHEMATICS AND COMPUTERS IN SIMULATION
(2022)
Article
Mathematics, Applied
Xiaoguang Li, Liming Cai, Mohammad Murshed, Jin Wang
Summary: In this paper, a new mathematical model is proposed to study the transmission dynamics of dengue. The model incorporates an age-structured system of differential and integral equations that couple host and mosquito populations, and includes both symptomatic and asymptomatic infections. The basic reproduction number is derived and the local and global stabilities of the disease-free steady state are rigorously analyzed. The existence of endemic steady states and conditions that could lead to a backward bifurcation are also studied. In addition, the weak and strong uniform persistence properties of the system are established.
JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS
(2023)
Article
Environmental Sciences
Noe Ochida, Morgan Mangeas, Myrielle Dupont-Rouzeyrol, Cyril Dutheil, Carole Forfait, Alexandre Peltier, Elodie Descloux, Christophe Menkes
Summary: This study proposes a new approach to model the risk of dengue outbreak at a local scale according to climate conditions and takes into account the impact of climate change. The study identifies locally relevant climatic factors driving dengue outbreaks in New Caledonia and assesses the inter-annual and seasonal risk of dengue outbreak under different climate change scenarios. This modeling approach can be easily reproducible in other countries with reliable epidemiological and climate data.
ENVIRONMENTAL HEALTH
(2022)
Article
Engineering, Multidisciplinary
Nur 'Izzati Hamdan, Adem Kilicman
Summary: A deterministic mathematical model of dengue transmission considering temperature effects was developed in this study. The model showed oscillatory behavior and a possibility of backward bifurcation. Evaluation of R-0 at different temperatures revealed that the fractional-order model offers stable solutions compared to the integer order model.
APPLIED MATHEMATICAL MODELLING
(2021)
Article
Biology
Robert G. S. de Araujo, Daniel C. P. Jorge, Rejane C. Dorn, Gustavo Cruz-Pacheco, M. Lourdes M. Esteva, Suani T. R. Pinho
Summary: Dengue disease transmission is complex due to the circulation of four serotypes of the virus. Mathematical models were used to understand the disease complexity. This study extended a previous model to include all four serotypes and estimated parameter values and reproductive numbers for each serotype using epidemic data from Iquitos and San Juan. The results showed that the co-circulation of serotypes had a reduced effect on dengue infection dynamics, with DENV-3 having a smaller impact compared to DENV-4 in Iquitos, and DENV-3 having a reduced impact on DENV-2 and DENV-1 in San Juan.
MATHEMATICAL BIOSCIENCES
(2023)
Article
Mathematics, Applied
Fereshte Gazori, Mahmoud Hesaaraki
Summary: In this paper, a mathematical model of dengue transmission with different subclasses of infected and exposed populations in humans and mosquitoes is considered. The local dengue propagation in small regions is studied by ignoring human movement. The basic reproduction number, R-0, is obtained using the next-generation approach. It is shown that the disease-free equilibrium is globally asymptotically stable when R-0 < 1, and a unique endemic equilibrium emerges and is locally asymptotically stable when R-0 > 1. The minimum speed of traveling wave solutions, c*, is investigated when R-0 > 1, and an approximation of c* for the proposed model is sought. The existence of traveling wave solutions is verified through numerical simulations.
COMPUTATIONAL & APPLIED MATHEMATICS
(2023)
Article
Computer Science, Interdisciplinary Applications
J. Waku, K. Oshinubi, J. Demongeot
Summary: This paper aims to study the epidemic state during the COVID-19 pandemic, proposing a continuous estimation of the maximum reproduction number and comparing it with the basic reproduction number. The transmission rate is estimated using the Bernoulli S-I equation by identifying the inflection point of daily new infectious cases. Real data from Cameroon and global outbreak are analyzed, showing significant correlations between socio-economic parameters and epidemiology parameters.
MATHEMATICS AND COMPUTERS IN SIMULATION
(2022)
Article
Mathematics
Yijie Zha, Weihua Jiang
Summary: In this paper, a degenerate dengue fever model with distinct dispersal rates in heterogeneous environment is proposed. The well-posedness of the model and the existence of the global attractor are obtained. The basic reproduction number 910 is defined as a threshold parameter: if 910 <= 1, the disease-free equilibrium is globally asymptotically stable; if 910 > 1, the system is uniformly persistent, and the endemic equilibrium is globally attractive when the spatial environment is homogeneous. The impact of the dispersal rate on disease transmission is shown through studying the asymptotic profiles of the positive steady state and 910. Numerical simulations are conducted to illustrate the effect of model parameters on 910, and it is found that spatial heterogeneity may increase the risk of disease transmission. (c) 2022 Elsevier Inc. All rights reserved.
JOURNAL OF DIFFERENTIAL EQUATIONS
(2023)
Article
Materials Science, Multidisciplinary
Subhas Khajanchi, Kankan Sarkar, Jayanta Mondal, Kottakkaran Sooppy Nisar, Sayed F. Abdelwahab
Summary: Mathematical modeling is crucial for understanding disease dynamics and designing strategies to manage infectious diseases like COVID-19 without a vaccine. By calibrating a SEIR model with daily data from provinces in India, conducting sensitivity analysis and making short-term and long-term predictions, the study shows that reducing the transmission coefficient and outbreak rate is critical to control outbreaks.
RESULTS IN PHYSICS
(2021)
Article
Mathematics, Applied
Rubayyi T. Alqahtani, Salihu S. Musa, Mustafa Inc
Summary: Monkeypox, caused by the monkeypox virus, is a zoonotic viral disease that is endemic in West Africa and can be exported to other parts of the world. This study uses a mechanistic model to analyze the transmission dynamics of monkeypox in the USA. The model considers different categories of individuals and compliance with non-pharmaceutical intervention strategies, and accurately captures the incidence curves.
Article
Engineering, Mechanical
Sayooj Aby Jose, R. Raja, B. Omede, Ravi P. Agarwal, J. Alzabut, J. Cao, V. E. Balas
Summary: In this paper, a deterministic mathematical model for the transmission dynamics of co-infection of Dengue Fever and Zika virus is formulated and analyzed. It is found that each disease undergoes backward bifurcation when the reproduction number of the sub-models is less than one. Simulation of the full model provides a clear visualization of disease transmission, and the numerical solution of the model is provided in detail.
NONLINEAR DYNAMICS
(2023)
Article
Mathematics, Applied
Mingshan Li, Hongyong Zhao
Summary: A study on the transmission model of dengue fever in spatially heterogeneous environments proposed theoretical insights on the basic characteristics of virus transmission and the stability of omega-periodic solutions. The results showed that vertical transmission can enhance the persistence of dengue virus in the environment, guiding the development of prevention and control measures.
MATHEMATICAL METHODS IN THE APPLIED SCIENCES
(2021)
Article
Statistics & Probability
Cathy W. S. Chen, Sangyeol Lee, K. Khamthong
Summary: This study introduces a class of nonlinear hysteretic integer-valued GARCH models to describe the occurrence of weekly dengue hemorrhagic fever cases using three meteorological covariates. The model incorporates a three-regime switching mechanism with a buffer zone to explain various characteristics and includes Poisson, negative binomial, and log-linked forms. Results suggest that the hysteretic negative binomial integer-valued GARCH model is superior in describing larger counts.
COMPUTATIONAL STATISTICS
(2021)
Article
Economics
Cathy W. S. Chen, Hong Than-Thi, Manabu Asai
Summary: This paper investigates a conditionally dynamic asymmetric structure in correlations when multivariate time series follow a hysteretic autoregressive GARCH process that exhibits nonlinear switching in mean, volatility, and correlation. The new model allows for distinct responses to negative return shocks and employs an adaptive Bayesian MCMC method for parameter estimation and quantile forecasting. Backtesting is conducted to measure the effectiveness of value-at-risk forecasting, and the accuracy of volatility forecast is evaluated to determine persistence of conditional asymmetry in target time series.
COMPUTATIONAL ECONOMICS
(2021)
Article
Infectious Diseases
Cathy W. S. Chen, Sangyeol Lee, Manh Cuong Dong, Masanobu Taniguchi
Summary: This research analyzes open-source survey data from 14 countries and finds that the public pays more attention to the effectiveness of government responses to COVID-19 rather than the policies themselves. Health policies and economic support policies impact public approval of national responses. Citizens in Japan and South Korea have significantly different levels of satisfaction with their government responses compared to other countries.
INTERNATIONAL JOURNAL OF INFECTIOUS DISEASES
(2021)
Article
Statistics & Probability
Cathy W. S. Chen, Bonny Lee
Summary: This research introduces a method based on segmented autoregressive models and GARCH errors, utilizing skew Student-t distribution to detect structural changes in financial time series. By employing Bayesian methods and deviance information criterion, the number and locations of structural change points can be accurately determined, achieving more efficient capturing of market volatility.
STATISTICAL METHODS AND APPLICATIONS
(2021)
Article
Multidisciplinary Sciences
Cathy W. S. Chen, Tsai-Hung Fan
Summary: This research examines the political issues resulting from governments' responses to the COVID-19 pandemic and their impact on public opinion from an international perspective. The study aims to measure the association between approval ratings during the pandemic and political support, as well as identify exceptional cases. Findings reveal partisan polarization on COVID-19 policies, influencing differences in political support.
Article
Statistics & Probability
Aljo Clair Pingal, Cathy W. S. Chen
Summary: This research introduces a class of transfer function models for integer-valued time series and evaluates their effectiveness in detecting different types of interventions. Bayesian methods and statistical criteria are used for model comparisons, and simulation studies and real crime data application are conducted for validation.
STATISTICAL MODELLING
(2022)
Article
Economics
Cathy W. S. Chen, Edward M. H. Lin, Tara F. J. Huang
Summary: This research introduces a new model, the realized hysteretic GARCH, which incorporates delayed mean and volatility switching based on a hysteresis variable. The Bayesian MCMC procedure is employed to estimate model parameters and forecast volatility, VaR, and ES. Simulation and empirical results demonstrate the superior performance of the realized hysteretic GARCH model as a quantile forecasting tool.
JOURNAL OF FORECASTING
(2022)
Editorial Material
Operations Research & Management Science
Mike K. P. So, Cathy W. S. Chen
Summary: This paper proposes a novel Bayesian approach based on dynamic linear models for multivariate dynamic modeling, which enables information sharing among different sectors, local store groups, and item categories through the use of auxiliary information. The authors demonstrate the feasibility of parallel computing with multiple item categories, making the Bayesian method highly scalable. The proposed method in the paper should have wide applicability in inventory and revenue management.
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY
(2022)
Article
Public, Environmental & Occupational Health
Cathy W. S. Chen, Mike K. P. So, Feng-Chi Liu
Summary: This study assesses the effectiveness of long-term non-pharmaceutical interventions implemented by governments in East Asia during the COVID-19 pandemic. The findings indicate that these interventions have reduced COVID-19 infections before the emergence of the Omicron variant. Additionally, Taiwan does not exhibit a policy lag between daily new confirmed cases and government interventions. The case fatality ratios for the elderly population are relatively low in Japan, Hong Kong, and South Korea, but high in Taiwan.
EPIDEMIOLOGY AND INFECTION
(2022)
Article
Business, Finance
Cathy W. S. Chen, Hsiao-Yun Hsu, Toshiaki Watanabe
Summary: This research proposes a new class of RES-CAViaR models that utilize daily realized volatility and expected shortfall to simultaneously forecast VaR and ES. The inclusion of weekly and monthly realized volatilities approximates a long-memory process. The results show that the realized CAViaR-type models outperform other models in various tests and measurements.
FINANCE RESEARCH LETTERS
(2023)
Article
Statistics & Probability
Cathy W. S. Chen, Feng-Chi Liu, Aljo Clair Pingal
Summary: This study proposes integer-valued transfer function models with zero-inflated generalized Poisson and negative binomial distributions to describe overdispersion, a large proportion of zeros, and the influence of exogenous variables. Effective Bayesian estimation and model selection methods are provided for analyzing weekly dengue cases with two meteorological covariates.
STATISTICS & PROBABILITY LETTERS
(2023)
Article
Computer Science, Interdisciplinary Applications
Kai Y. K. Wang, Cathy W. S. Chen, Mike K. P. So
Summary: The Fama-French three-factor model improves the capital asset pricing model by including size risk and value risk factors as market risk factors. This study proposes a quantile Fama-French three-factor model with GARCH-type dynamics, leptokurtosis, and skewness through asymmetric Student t errors to address the limitations of existing models. The proposed model allows for investigating the effects of daily volatility and market risk factors under different market conditions represented by quantile levels.
COMPUTATIONAL STATISTICS & DATA ANALYSIS
(2023)
Article
Computer Science, Interdisciplinary Applications
Cathy W. S. Chen, Chun-Shu Chen, Mo-Hua Hsiung
Summary: The study proposes a new model to investigate the spread of infectious diseases. By considering the neighboring locations of the target series, the model presents a continuous conceptualization of distance and highlights the non-separability of space and time. The proposed model successfully captures the characteristics of spatial dependency, over-dispersion, and a large portion of zeros, providing a comprehensive model for the observed phenomena in the data.
COMPUTATIONAL STATISTICS & DATA ANALYSIS
(2023)
Article
Economics
Cathy W. S. Chen, Toshiaki Watanabe, Edward M. H. Lin
Summary: Advances in various GARCH models have effectively accounted for biases in realized volatility and have been extended to nonlinear or long-term memory patterns. These models demonstrate potential in quantile forecasts of financial returns and volatility forecasting.
ECONOMETRICS AND STATISTICS
(2023)
Article
Business, Finance
Manh Cuong Dong, Cathy W. S. Chen, Manabu Asai
Summary: This article examines the non-linear responses of a stock market's realized measure of volatility to its potential factors across different quantile levels. Using a threshold quantile autoregressive model and GARCH specification, the study finds that volatility clustering, leverage effect, and negative and asymmetric impact of trading volume on market volatility exist. The asymmetric characteristic of the news impact curve of the stock market varies over different quantile levels.
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS
(2023)