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Mendes CFO, Brugnago EL, Beims MW, Grimm AM. Temporal relation between human mobility, climate, and COVID-19 disease. CHAOS (WOODBURY, N.Y.) 2023; 33:2890079. [PMID: 37163993 DOI: 10.1063/5.0138469] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Abstract] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/12/2022] [Accepted: 03/20/2023] [Indexed: 05/12/2023]
Abstract
Using the example of the city of São Paulo (Brazil), in this paper, we analyze the temporal relation between human mobility and meteorological variables with the number of infected individuals by the COVID-19 disease. For the temporal relation, we use the significant values of distance correlation t0(DC), which is a recently proposed quantity capable of detecting nonlinear correlations between time series. The analyzed period was from February 26, 2020 to June 28, 2020. Fewer movements in recreation and transit stations and the increase in the maximal temperature have strong correlations with the number of newly infected cases occurring 17 days after. Furthermore, more significant changes in grocery and pharmacy, parks, and recreation and sudden changes in the maximal pressure occurring 10 and 11 days before the disease begins are also correlated with it. Scanning the whole period of the data, not only the early stage of the disease, we observe that changes in human mobility also primarily affect the disease for 0-19 days after. In other words, our results demonstrate the crucial role of the municipal decree declaring an emergency in the city to influence the number of infected individuals.
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Affiliation(s)
- Carlos F O Mendes
- Escola Normal Superior, Universidade do Estado do Amazonas, 69050-010 Manaus, Amazonas, Brazil
| | - Eduardo L Brugnago
- Instituto de Física, Universidade de São Paulo, 05508-090 São Paulo, SP, Brazil
- Departamento de Física, Universidade Federal do Paraná, 81531-980 Curitiba, Paraná, Brazil
| | - Marcus W Beims
- Departamento de Física, Universidade Federal do Paraná, 81531-980 Curitiba, Paraná, Brazil
| | - Alice M Grimm
- Departamento de Física, Universidade Federal do Paraná, 81531-980 Curitiba, Paraná, Brazil
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2
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James N, Menzies M. Dual-domain analysis of gun violence incidents in the United States. CHAOS (WOODBURY, N.Y.) 2022; 32:111101. [PMID: 36456353 DOI: 10.1063/5.0120822] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 08/15/2022] [Accepted: 09/20/2022] [Indexed: 06/17/2023]
Abstract
This paper applies new and recently introduced approaches to study trends in gun violence in the United States. We use techniques in both the time and frequency domain to provide a more complete understanding of gun violence dynamics. We analyze gun violence incidents on a state-by-state basis as recorded by the Gun Violence Archive. We have numerous specific phenomena of focus, including periodicity of incidents, locations in time where behavioral changes occur, and shifts in gun violence patterns since April 2020. First, we implement a recently introduced method of spectral density estimation for nonstationary time series to investigate periodicity on a state-by-state basis, including revealing where periodic behaviors change with time. We can also classify different patterns of behavioral changes among the states. We then aim to understand the most significant shifts in gun violence since numerous key events in 2020, including the COVID-19 pandemic, lockdowns, and periods of civil unrest. Our dual-domain analysis provides a more thorough understanding and challenges numerous widely held conceptions regarding the prevalence of gun violence incidents.
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Affiliation(s)
- Nick James
- School of Mathematics and Statistics, University of Melbourne, Melbourne, Victoria 3010, Australia
| | - Max Menzies
- Beijing Institute of Mathematical Sciences and Applications, Tsinghua University, Beijing 101408, China
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James N, Menzies M, Bondell H. In search of peak human athletic potential: A mathematical investigation. CHAOS (WOODBURY, N.Y.) 2022; 32:023110. [PMID: 35232056 DOI: 10.1063/5.0073141] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 09/28/2021] [Accepted: 01/21/2022] [Indexed: 06/14/2023]
Abstract
This paper applies existing and new approaches to study trends in the performance of elite athletes over time. We study both track and field scores of men and women athletes on a yearly basis from 2001 to 2019, revealing several trends and findings. First, we perform a detailed regression study to reveal the existence of an "Olympic effect," where average performance improves during Olympic years. Next, we study the rate of change in athlete performance and fail to reject the notion that athlete scores are leveling off, at least among the top 100 annual scores. Third, we examine the relationship in performance trends among men and women's categories of the same event, revealing striking similarity, together with some anomalous events. Finally, we analyze the geographic composition of the world's top athletes, attempting to understand how the diversity by country and continent varies over time across events. We challenge a widely held conception of athletics that certain events are more geographically dominated than others. Our methods and findings could be applied more generally to identify evolutionary dynamics in group performance and highlight spatiotemporal trends in group composition.
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Affiliation(s)
- Nick James
- School of Mathematics and Statistics, University of Melbourne, Melbourne, Victoria 3010, Australia
| | - Max Menzies
- Beijing Institute of Mathematical Sciences and Applications, Tsinghua University, Beijing 101408, China
| | - Howard Bondell
- School of Mathematics and Statistics, University of Melbourne, Melbourne, Victoria 3010, Australia
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James N, Menzies M. Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time. NONLINEAR DYNAMICS 2022; 107:4001-4017. [PMID: 35002075 PMCID: PMC8721638 DOI: 10.1007/s11071-021-07166-9] [Citation(s) in RCA: 8] [Impact Index Per Article: 2.7] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 07/30/2021] [Accepted: 12/19/2021] [Indexed: 05/04/2023]
Abstract
This paper introduces new methods to study behaviours among the 52 largest cryptocurrencies between 01-01-2019 and 30-06-2021. First, we explore evolutionary correlation behaviours and apply a recently proposed turning point algorithm to identify regimes in market correlation. Next, we inspect the relationship between collective dynamics and the cryptocurrency market size-revealing an inverse relationship between the size of the market and the strength of collective dynamics. We then explore the time-varying consistency of the relationships between cryptocurrencies' size and their returns and volatility. There, we demonstrate that there is greater consistency between size and volatility than size and returns. Finally, we study the spread of volatility behaviours across the market changing with time by examining the structure of Wasserstein distances between probability density functions of rolling volatility. We demonstrate a new phenomenon of increased uniformity in volatility during market crashes, which we term volatility dispersion.
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Affiliation(s)
- Nick James
- School of Mathematics and Statistics, University of Melbourne, Parkville, VIC 3010 Australia
| | - Max Menzies
- Beijing Institute of Mathematical Sciences and Applications, Tsinghua University, Beijing, 101408 China
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James N, Menzies M, Radchenko P. COVID-19 second wave mortality in Europe and the United States. CHAOS (WOODBURY, N.Y.) 2021; 31:031105. [PMID: 33810707 DOI: 10.1063/5.0041569] [Citation(s) in RCA: 65] [Impact Index Per Article: 16.3] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 12/24/2020] [Accepted: 02/09/2021] [Indexed: 05/19/2023]
Abstract
This paper introduces new methods to analyze the changing progression of COVID-19 cases to deaths in different waves of the pandemic. First, an algorithmic approach partitions each country or state's COVID-19 time series into a first wave and subsequent period. Next, offsets between case and death time series are learned for each country via a normalized inner product. Combining these with additional calculations, we can determine which countries have most substantially reduced the mortality rate of COVID-19. Finally, our paper identifies similarities in the trajectories of cases and deaths for European countries and U.S. states. Our analysis refines the popular conception that the mortality rate has greatly decreased throughout Europe during its second wave of COVID-19; instead, we demonstrate substantial heterogeneity throughout Europe and the U.S. The Netherlands exhibited the largest reduction of mortality, a factor of 16, followed by Denmark, France, Belgium, and other Western European countries, greater than both Eastern European countries and U.S. states. Some structural similarity is observed between Europe and the United States, in which Northeastern states have been the most successful in the country. Such analysis may help European countries learn from each other's experiences and differing successes to develop the best policies to combat COVID-19 as a collective unit.
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Affiliation(s)
- Nick James
- School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia
| | - Max Menzies
- Yau Mathematical Sciences Center, Tsinghua University, Beijing 100084, China
| | - Peter Radchenko
- School of Business, University of Sydney, NSW 2006, Australia
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James N, Menzies M. Association between COVID-19 cases and international equity indices. PHYSICA D. NONLINEAR PHENOMENA 2021; 417:132809. [PMID: 33362322 PMCID: PMC7756167 DOI: 10.1016/j.physd.2020.132809] [Citation(s) in RCA: 3] [Impact Index Per Article: 0.8] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 10/07/2020] [Revised: 11/17/2020] [Accepted: 11/17/2020] [Indexed: 05/03/2023]
Abstract
This paper analyzes the impact of COVID-19 on the populations and equity markets of 92 countries. We compare country-by-country equity market dynamics to cumulative COVID-19 case and death counts and new case trajectories. First, we examine the multivariate time series of cumulative cases and deaths, particularly regarding their changing structure over time. We reveal similarities between the case and death time series, and key dates that the structure of the time series changed. Next, we classify new case time series, demonstrate five characteristic classes of trajectories, and quantify discrepancy between them with respect to the behavior of waves of the disease. Finally, we show there is no relationship between countries' equity market performance and their success in managing COVID-19. Each country's equity index has been unresponsive to the domestic or global state of the pandemic. Instead, these indices have been highly uniform, with most movement in March.
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Affiliation(s)
- Nick James
- School of Mathematics and Statistics, University of Sydney, NSW, Australia
| | - Max Menzies
- Yau Mathematical Sciences Center, Tsinghua University, Beijing, China
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da Silva RM, Mendes CFO, Manchein C. Scrutinizing the heterogeneous spreading of COVID-19 outbreak in large territorial countries. Phys Biol 2021; 18:025002. [PMID: 33276353 DOI: 10.1088/1478-3975/abd0dc] [Citation(s) in RCA: 10] [Impact Index Per Article: 2.5] [Reference Citation Analysis] [Abstract] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 12/23/2022]
Abstract
After the spread of COVID-19 out of China, the evolution of the pandemic has shown remarkable similarities and differences between countries around the world. Eventually, such characteristics are also observed between different regions of the same country. Herewith, we introduce a general method that allows us to compare the evolution of the pandemic in different localities inside a large territorial country: in the case of the present study, Brazil. To evaluate our method, we study the heterogeneous spreading of the COVID-19 outbreak until May 30th, 2020, in Brazil and its 27 federative units, which has been seen as the current epicenter of the pandemic in South America. Each one of the federative units may be considered a cluster of interacting people with similar habits and distributed to a highly heterogeneous demographic density over the entire country. Our first set of results regarding the time-series analysis shows that: (i) a power-law growth of the cumulative number of infected people is observed for federative units of the five regions of Brazil; and (ii) the distance correlation calculated between the time series of the most affected federative units and the curve that describes the evolution of the pandemic in Brazil remains about 1 over most of the time, while such quantity calculated for the federative units with a low incidence of newly infected people remains about 0.95. In the second set of results, we focus on the heterogeneous distribution of the confirmed cases and deaths. By applying the epidemiological susceptible-infected-recovered-dead model we estimated the effective reproduction number (ERN) [Formula: see text] during the pandemic evolution and found that: (i) the mean value of [Formula: see text] for the eight most affected federative units in Brazil is about 2; (ii) the current value of [Formula: see text] for Brazil is greater than 1, which indicates that the epidemic peak is far off; and (iii) Ceará was the only federative unit for which the current [Formula: see text]. Based on these findings, we projected the effects of increase or decrease of the ERN and concluded that if the value of [Formula: see text] increases 20%, not only the peak might grow at least 40% but also its occurrence might be anticipated, which hastens the collapse of the public health-care system. In all cases, keeping the ERN 20% below the current value can save thousands of people in the long term.
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Affiliation(s)
- Rafael M da Silva
- Departamento de Física, Universidade Federal do Paraná, 81531-980 Curitiba, PR, Brazil
| | - Carlos F O Mendes
- Escola Normal Superior, Universidade do Estado do Amazonas, 69050-010 Manaus, AM, Brazil
| | - Cesar Manchein
- Departamento de Física, Universidade do Estado de Santa Catarina, 89219-710 Joinville, SC, Brazil
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Brugnago EL, da Silva RM, Manchein C, Beims MW. How relevant is the decision of containment measures against COVID-19 applied ahead of time? CHAOS, SOLITONS, AND FRACTALS 2020; 140:110164. [PMID: 32834648 PMCID: PMC7420611 DOI: 10.1016/j.chaos.2020.110164] [Citation(s) in RCA: 9] [Impact Index Per Article: 1.8] [Reference Citation Analysis] [Abstract] [Key Words] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/09/2020] [Revised: 07/20/2020] [Accepted: 07/26/2020] [Indexed: 05/09/2023]
Abstract
The cumulative number of confirmed infected individuals by the new coronavirus outbreak until April 30th, 2020, is presented for the countries: Belgium, Brazil, United Kingdom (UK), and the United States of America (USA). After an initial period with a low incidence of newly infected people, a power-law growth of the number of confirmed cases is observed. For each country, a distinct growth exponent is obtained. For Belgium, UK, and USA, countries with a large number of infected people, after the power-law growth, a distinct behavior is obtained when approaching saturation. Brazil is still in the power-law regime. Such updates of the data and projections corroborate recent results regarding the power-law growth of the virus and their strong Distance Correlation between some countries around the world. Furthermore, we show that act in time is one of the most relevant non-pharmacological weapons that the health organizations have in the battle against the COVID-19, infectious disease caused by the most recently discovered coronavirus. We study how changing the social distance and the number of daily tests to identify infected asymptomatic individuals can interfere in the number of confirmed cases of COVID-19 when applied in three distinct days, namely April 16th (early), April 30th (current), and May 14th (late). Results show that containment actions are necessary to flatten the curves and should be applied as soon as possible.
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Affiliation(s)
- Eduardo L Brugnago
- Departamento de Física, Universidade Federal do Paraná, Curitiba 81531-980, PR, Brazil
| | - Rafael M da Silva
- Departamento de Física, Universidade Federal do Paraná, Curitiba 81531-980, PR, Brazil
| | - Cesar Manchein
- Departamento de Física, Universidade do Estado de Santa Catarina, Joinville 89219-710, SC, Brazil
| | - Marcus W Beims
- Departamento de Física, Universidade Federal do Paraná, Curitiba 81531-980, PR, Brazil
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James N, Menzies M. COVID-19 in the United States: Trajectories and second surge behavior. CHAOS (WOODBURY, N.Y.) 2020; 30:091102. [PMID: 33003920 PMCID: PMC7519449 DOI: 10.1063/5.0024204] [Citation(s) in RCA: 29] [Impact Index Per Article: 5.8] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Indexed: 05/05/2023]
Abstract
This paper introduces a mathematical framework for determining second surge behavior of COVID-19 cases in the United States. Within this framework, a flexible algorithmic approach selects a set of turning points for each state, computes distances between them, and determines whether each state is in (or over) a first or second surge. Then, appropriate distances between normalized time series are used to further analyze the relationships between case trajectories on a month-by-month basis. Our algorithm shows that 31 states are experiencing second surges, while four of the 10 largest states are still in their first surge, with case counts that have never decreased. This analysis can aid in highlighting the most and least successful state responses to COVID-19.
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Affiliation(s)
- Nick James
- School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia
| | - Max Menzies
- Yau Mathematical Sciences Center, Tsinghua University, Beijing 100084, China
- Author to whom correspondence should be addressed:
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James N, Menzies M. Cluster-based dual evolution for multivariate time series: Analyzing COVID-19. CHAOS (WOODBURY, N.Y.) 2020; 30:061108. [PMID: 32611104 PMCID: PMC7328914 DOI: 10.1063/5.0013156] [Citation(s) in RCA: 16] [Impact Index Per Article: 3.2] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 05/08/2020] [Accepted: 06/11/2020] [Indexed: 05/20/2023]
Abstract
This paper proposes a cluster-based method to analyze the evolution of multivariate time series and applies this to the COVID-19 pandemic. On each day, we partition countries into clusters according to both their cases and death counts. The total number of clusters and individual countries' cluster memberships are algorithmically determined. We study the change in both quantities over time, demonstrating a close similarity in the evolution of cases and deaths. The changing number of clusters of the case counts precedes that of the death counts by 32 days. On the other hand, there is an optimal offset of 16 days with respect to the greatest consistency between cluster groupings, determined by a new method of comparing affinity matrices. With this offset in mind, we identify anomalous countries in the progression from COVID-19 cases to deaths. This analysis can aid in highlighting the most and least significant public policies in minimizing a country's COVID-19 mortality rate.
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Affiliation(s)
- Nick James
- School of Mathematics and Statistics, University of Sydney, NSW 2006, Australia
| | - Max Menzies
- Yau Mathematical Sciences Center, Tsinghua University, Beijing 100084, China
- Author to whom correspondence should be addressed:
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Manchein C, Brugnago EL, da Silva RM, Mendes CFO, Beims MW. Strong correlations between power-law growth of COVID-19 in four continents and the inefficiency of soft quarantine strategies. CHAOS (WOODBURY, N.Y.) 2020; 30:041102. [PMID: 32357675 PMCID: PMC7192349 DOI: 10.1063/5.0009454] [Citation(s) in RCA: 61] [Impact Index Per Article: 12.2] [Reference Citation Analysis] [Abstract] [MESH Headings] [Track Full Text] [Subscribe] [Scholar Register] [Received: 03/31/2020] [Accepted: 04/08/2020] [Indexed: 05/19/2023]
Abstract
In this work, we analyze the growth of the cumulative number of confirmed infected cases by a novel coronavirus (COVID-19) until March 27, 2020, from countries of Asia, Europe, North America, and South America. Our results show that (i) power-law growth is observed in all countries; (ii) by using the distance correlation, the power-law curves between countries are statistically highly correlated, suggesting the universality of such curves around the world; and (iii) soft quarantine strategies are inefficient to flatten the growth curves. Furthermore, we present a model and strategies that allow the government to reach the flattening of the power-law curves. We found that besides the social distancing of individuals, of well known relevance, the strategy of identifying and isolating infected individuals in a large daily rate can help to flatten the power-laws. These are the essential strategies followed in the Republic of Korea. The high correlation between the power-law curves of different countries strongly indicates that the government containment measures can be applied with success around the whole world. These measures are scathing and to be applied as soon as possible.
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Affiliation(s)
- Cesar Manchein
- Departamento de Física, Universidade do Estado de Santa Catarina, 89219-710 Joinville, SC, Brazill
| | - Eduardo L Brugnago
- Departamento de Física, Universidade Federal do Paraná, 81531-980 Curitiba, PR, Brazil
| | - Rafael M da Silva
- Departamento de Física, Universidade Federal do Paraná, 81531-980 Curitiba, PR, Brazil
| | - Carlos F O Mendes
- Escola Normal Superior, Universidade do Estado do Amazonas, 69050-010 Manaus, AM, Brazil
| | - Marcus W Beims
- Departamento de Física, Universidade Federal do Paraná, 81531-980 Curitiba, PR, Brazil
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