Quantifying the trendiness of trends

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Quantifying the trendiness of trends. / Jensen, Andreas Kryger; Ekstrøm, Claus Thorn.

In: Journal of the Royal Statistical Society. Series C: Applied Statistics, Vol. 70, No. 1, 20.01.2021, p. 98-121.

Research output: Contribution to journalJournal articleResearchpeer-review

Harvard

Jensen, AK & Ekstrøm, CT 2021, 'Quantifying the trendiness of trends', Journal of the Royal Statistical Society. Series C: Applied Statistics, vol. 70, no. 1, pp. 98-121. https://doi.org/10.1111/rssc.12451

APA

Jensen, A. K., & Ekstrøm, C. T. (2021). Quantifying the trendiness of trends. Journal of the Royal Statistical Society. Series C: Applied Statistics, 70(1), 98-121. https://doi.org/10.1111/rssc.12451

Vancouver

Jensen AK, Ekstrøm CT. Quantifying the trendiness of trends. Journal of the Royal Statistical Society. Series C: Applied Statistics. 2021 Jan 20;70(1):98-121. https://doi.org/10.1111/rssc.12451

Author

Jensen, Andreas Kryger ; Ekstrøm, Claus Thorn. / Quantifying the trendiness of trends. In: Journal of the Royal Statistical Society. Series C: Applied Statistics. 2021 ; Vol. 70, No. 1. pp. 98-121.

Bibtex

@article{9528b229c7f3462e980c43d455e906f5,
title = "Quantifying the trendiness of trends",
abstract = "News media often report that the trend of some public health outcome has changed. These statements are frequently based on longitudinal data, and the change in trend is typically found to have occurred at the most recent data collection time point—if no change had occurred the story is less likely to be reported. Such claims may potentially influence public health decisions on a national level. We propose two measures for quantifying the trendiness of trends. Assuming that reality evolves in continuous time, we define what constitutes a trend and a change in trend, and introduce a probabilistic Trend Direction Index. This index has the interpretation of the probability that a latent characteristic has changed monotonicity at any given time conditional on observed data. We also define an index of Expected Trend Instability quantifying the expected number of changes in trend on an interval. Using a latent Gaussian process model, we show how the Trend Direction Index and the Expected Trend Instability can be estimated in a Bayesian framework, and use the methods to analyse the proportion of smokers in Denmark during the last 20 years and the development of new COVID-19 cases in Italy from 24 February onwards.",
keywords = "Bayesian statistics, functional data analysis, Gaussian processes, trends",
author = "Jensen, {Andreas Kryger} and Ekstr{\o}m, {Claus Thorn}",
year = "2021",
month = jan,
day = "20",
doi = "10.1111/rssc.12451",
language = "English",
volume = "70",
pages = "98--121",
journal = "Journal of the Royal Statistical Society, Series C (Applied Statistics)",
issn = "0035-9254",
publisher = "Wiley",
number = "1",

}

RIS

TY - JOUR

T1 - Quantifying the trendiness of trends

AU - Jensen, Andreas Kryger

AU - Ekstrøm, Claus Thorn

PY - 2021/1/20

Y1 - 2021/1/20

N2 - News media often report that the trend of some public health outcome has changed. These statements are frequently based on longitudinal data, and the change in trend is typically found to have occurred at the most recent data collection time point—if no change had occurred the story is less likely to be reported. Such claims may potentially influence public health decisions on a national level. We propose two measures for quantifying the trendiness of trends. Assuming that reality evolves in continuous time, we define what constitutes a trend and a change in trend, and introduce a probabilistic Trend Direction Index. This index has the interpretation of the probability that a latent characteristic has changed monotonicity at any given time conditional on observed data. We also define an index of Expected Trend Instability quantifying the expected number of changes in trend on an interval. Using a latent Gaussian process model, we show how the Trend Direction Index and the Expected Trend Instability can be estimated in a Bayesian framework, and use the methods to analyse the proportion of smokers in Denmark during the last 20 years and the development of new COVID-19 cases in Italy from 24 February onwards.

AB - News media often report that the trend of some public health outcome has changed. These statements are frequently based on longitudinal data, and the change in trend is typically found to have occurred at the most recent data collection time point—if no change had occurred the story is less likely to be reported. Such claims may potentially influence public health decisions on a national level. We propose two measures for quantifying the trendiness of trends. Assuming that reality evolves in continuous time, we define what constitutes a trend and a change in trend, and introduce a probabilistic Trend Direction Index. This index has the interpretation of the probability that a latent characteristic has changed monotonicity at any given time conditional on observed data. We also define an index of Expected Trend Instability quantifying the expected number of changes in trend on an interval. Using a latent Gaussian process model, we show how the Trend Direction Index and the Expected Trend Instability can be estimated in a Bayesian framework, and use the methods to analyse the proportion of smokers in Denmark during the last 20 years and the development of new COVID-19 cases in Italy from 24 February onwards.

KW - Bayesian statistics

KW - functional data analysis

KW - Gaussian processes

KW - trends

U2 - 10.1111/rssc.12451

DO - 10.1111/rssc.12451

M3 - Journal article

AN - SCOPUS:85097019060

VL - 70

SP - 98

EP - 121

JO - Journal of the Royal Statistical Society, Series C (Applied Statistics)

JF - Journal of the Royal Statistical Society, Series C (Applied Statistics)

SN - 0035-9254

IS - 1

ER -

ID: 253073401