Understanding the Correlations between Social Attention and Topic Trends of Scientific Publications

Purpose： We propose and apply a simplified nowcasting model to understand the correlations between social attention and topic trends of scientific publications. Design/methodology/approach： First, topics are generated from the obesity corpus by using the latent Dirichlet allocation （LDA） algorithm and time series of keyword search trends in Google Trends are obtained. We then establish the structural time series model using data from January 2004 to December 2012, and evaluate the model using data from January 2013. We employ a state-space model to separate different non-regression components in an observational time series （i.e. the tendency and the seasonality） and apply the ＂spike and slab prior＂ and stepwise regression to analyze the correlations between the regression component and the social media attention. The two parts are combined using Markov-chain Monte Carlo sampling techniques to obtain our results. Findings： The results of our study show that （1） the number of publications on child obesity increases at a lower rate than that of diabetes publications; （2） the number of publication on a given topic may exhibit a relationship with the season or time of year; and （3） there exists a correlation between the number of publications on a given topic and its social media attention, i.e. the search frequency related to that topic as identified by Google Trends. We found that our model is also able to predict the number of publications related to a given topic.

Causality Analysis of Futures Sugar Prices in Zhengzhou Based on Graphical Models for Multivariate Time Series

This paper presents a method of constructing a mixed graph which can be used to analyze the causality for multivariate time series.We construct a partial correlation graph at first which is an undirected graph.For every undirected edge in the partial correlation graph,the measures of linear feedback between two time series can help us decide its direction,then we obtain the mixed graph.Using this method,we construct a mixed graph for futures sugar prices in Zhengzhou（ZF）,spot sugar prices in Zhengzhou（ZS） and futures sugar prices in New York（NF）.The result shows that there is a bi-directional causality between ZF and ZS,an unidirectional causality from NF to ZF,but no causality between NF and ZS.