We provide a procedure termed Flagged observation analyses that can be applied to all the available time series to help identifying time series that should be prioritized.The statistical procedure first applies a structural time series model including a stochastic trend model to the data to estimate the long-term trend. The model adopts a state space representation, and the trend component is estimated by a Kalman filter algorithm.The algorithm obtains one- or more-years-ahead prediction values using all past information from the data. Thus, depending on the number of years the investigator wants to consider as "the most recent", the expected trend for these years is estimated through the statistical procedure by using only information from the years prior to them.Forecast bands are estimated around the predicted trends for the recent years, and in the final step, an assessment is made on the extent to which observations from the most recent years fall outside these forecast bands. Those that do, may be identified as flagged observations. A procedure is also presented for assessing whether the combined information from all of the most recent observations form a pattern that deviates from the predicted trend and thus represents an unexpected tendency that may be flagged. In addition to form the basis for identifying time series that should be prioritized in an integrated ecosystem assessment, flagged observations can provide the basis for communicating with managers and stakeholders about recent ecosystem change.Applications of the framework are illustrated with two worked examples.
翻译:我们提供了一种程序,即“滞后”观察分析,可以适用于所有可用的时间序列,以帮助确定应优先确定的时间序列。统计程序首先采用一种结构时间序列模型,包括数据结构趋势模型,以估计长期趋势。模型采用国家空间代表,趋势部分由Kalman过滤算法估算。算法利用数据中过去的所有信息,获得一年或一年以上的头预测值。因此,根据调查员希望被视为“最新”的年数,通过统计程序来估计这些年的预期趋势,仅使用前些年的信息来估计这些年的预期趋势。预测频带围绕近年来的预测趋势进行估计,最后一步是评估最近几年的观测在多大程度上超出这些预测频带的范围。这些算法可以被确认为标记的观察。还提出了一种程序,用以评估所有最新观测中的综合信息是否构成一种偏离预测趋势的模式,从而表明一种出意料之外的趋势,即仅使用它们之前年份的信息。在最近几年的预测趋势下,在最后一步是,对预测频带进行估算的频带进行估算,评估是围绕这些预测的趋势进行估计的。对于最近几年的观察结果进行评估的程度进行评估,除了说明生态系统的先后次序,外,还应说明生态系统评估的先后顺序,然后提出一个表。