Non-Extensive Entropy Econometrics for Low Frequency Series

Bwanakare, Second

doi:10.1515/9783110605914

Cited by 3 publications

(4 citation statements)

References 32 publications

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“…The cited publication found a PL in the case of the time–space weather components such as wind speed, temperature, and humidity. In this paper, we applied a recent test of Gabaix [ 39 ] based on the PL known in theory of information to stand as a generalized form of a Gaussian distribution [ 40 ]. The Gabaix test rejected the presence of heavy tailed queue in favour of the normality assumption.…”

Section: Methodsmentioning

confidence: 99%

Association between Air Pollution and Squamous Cell Lung Cancer in South-Eastern Poland

Gawełko

Cierpiał-Wolan

Bwanakare

et al. 2022

IJERPH

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Air pollution is closely associated with the development of respiratory illness. The aim of the present study was to assess the relationship between long-term exposure to PM2.5, PM10, NO2, and SO2 pollution and the incidence of lung cancer in the squamous subtype in south-eastern Poland from the years 2004 to 2014. We collected data of 4237 patients with squamous cell lung cancer and the level of selected pollutants. To investigate the relationship between the level of concentrations of pollutants and the place of residence of patients with lung cancer in the squamous subtype, proprietary pollution maps were applied to the places of residence of patients. To analyze the data, the risk ratio was used as well as a number of statistical methods, i.e., the pollution model, inverse distance weighted interpolation, PCA, and ordered response model. Cancer in women and in men seems to depend in particular on the simultaneous inhalation of NO2 and PM10 (variable NO2PM10) and of NO2 and SO2 (variable NO2 SO2), respectively. Nitrogen dioxide exercises a synergistic leading effect, which once composed with the other elements it becomes more persistent in explaining higher odds in the appearance of cancers and could constitute the main cause of squamous cancer.

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Section: Methodsmentioning

confidence: 99%

Association between Air Pollution and Squamous Cell Lung Cancer in South-Eastern Poland

Gawełko

Cierpiał-Wolan

Bwanakare

et al. 2022

IJERPH

Self Cite

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“…Accordingly, let us present below the main conditions following which emerges competing superiority of the q-generalized Kullback-Leibler relative entropy with respect to traditional techniques. Following (e.g., [32,43,44]), insufficient information means that we are trying to solve an ill-posed problem that is likely to arise in the following cases:…”

Section: Mathematical Problem Setting (A) Inverse Problem and The Max...mentioning

confidence: 99%

“…The model related to that metric has been extensively presented in different publications (e.g., [44]) in the context of macroeconomic analysis. Since this work deals with energy management, it is worthwhile to reformulate the model in the energy management context to enable interpretation of the outputs.…”

Section: Mathematical Problem Setting (A) Inverse Problem and The Max...mentioning

confidence: 99%

“…Next, the random errors ω i (see Equation ( 7)) explain the errors in data collection and processing and are not necessarily related to the Gaussian distribution being itself a particular case of a PL. Traditionally, regarding Bayesian formulations and relative entropy, it should be noted that both models will lead to similar results if and only if the real expected errors associated with the data generation system are zero in the symmetric support space around zero (see, e.g., [44]). Similarly, the results of the Gibbs-Shannon cross-entropy and the Tsallis' non-extensive cross-entropy will match when errors included in the model are not correlated, and the system distribution will then evolve towards the Gaussian attractor (e.g., [52][53][54]).…”

Section: Mathematical Problem Setting (A) Inverse Problem and The Max...mentioning

confidence: 99%

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Energy Efficiency Forecast as an Inverse Stochastic Problem: A Cross-Entropy Econometrics Approach

Bwanakare

2023

Preprint

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This paper proposes a non-extensive entropy econometric technique to predict energy efficiency at province (NUT-2) level based on imperfect knowledge of the national overall efficiency in the sectors of industry, transport, households and services. The model is applied to the polish case. As acknowledged in recent literature, non-extensive entropy model should remain a valuable device for econometric modelling even in the case of low frequency series since outputs provided by the Gibbs-Shannon entropy approach correspond to the Tsallis entropy limiting case of the Gaussian law when the Tsallis q-parameter converges to unity. Therefore, we set up a q-Tsallis-Kullback-Leibler entropy criterion function with a priori consistency moment and model data constraints, including province energy intensity (known with uncertainty), regional climate differentiation and regular conditions. The model outputs continue to conform to empirical expectations. In spite of the close to unity q-Tsallis parameter, this Tsallis related approach reflects higher stability for parameter computation in comparison with the Shannon-Gibbs entropy econometrics technique. The proposed technique can be applied in different EU countries and elsewhere for example in the context of experimental official statistics.

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Predicting Polish transport industry equilibrium characteristics as an inverse problem: An Entropy Econometrics Model

Bwanakare

Cierpiał-Wolan

2020

Statistics in Transition New Series

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The business environment dynamics is governed by a high degree of uncertainty and risk; consequently, in a majority of cases investors face serious difficulties when making business decisions. Additionally, when detailed statistical information relating to industry is missing, any decisions may become a matter of highly risky conjectures. The present article proposes a simultaneous equation model based on the entropy econometrics estimator for recovering some key industrial subsector long-term equilibrium characteristics in the situation where only sparse, insufficient statistical information is available (e.g. only aggregated data on the whole industry). The model is applied to the transportation equipment manufacturing industry in Poland, which is composed of eight sub-sectors. As a result of the above procedure, an observation has been made that all firms from different sub-sectors have to increase their steady-state concentration ratios, while the highest concentration corresponds to the lowest increase in profitability. The model outputs conform to the market tendency in this sector and should lead to further applications of the NCEE methodology in business activity on a worldwide scale.

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Non-Extensive Entropy Econometrics for Low Frequency Series

Cited by 3 publications

References 32 publications

Association between Air Pollution and Squamous Cell Lung Cancer in South-Eastern Poland

Association between Air Pollution and Squamous Cell Lung Cancer in South-Eastern Poland

Energy Efficiency Forecast as an Inverse Stochastic Problem: A Cross-Entropy Econometrics Approach

Predicting Polish transport industry equilibrium characteristics as an inverse problem: An Entropy Econometrics Model

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