IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v547y2020ics0378437119321417.html
   My bibliography  Save this article

Correlation and causality of influenza incidence pattern between regions in the case of South Korea

Author

Listed:
  • Kwon, Okyu
  • Son, Woo-Sik
  • Park, Ji-Eun

Abstract

We investigate the interregional relationships of influenza incidence pattern for South Korea. The time series of the number of disease incidence by region was counted from the insurance claim documents. Similarity and influence flows between regions using Pearson correlation and Transfer Entropy (TE) respectively were measured and they are compared with volume of human traffic between regions. The similarity of the incidence pattern increases as the traffic volume increases between regions. It corresponds that the frequent human interactions cause rapid spread of the influenza. The magnitude of influence flow between regions where the traffic volume is neither too much nor too little is generally somewhat large. It can be seen that there is an influence of inducing influenza between regions where are neither too synchronized nor too independent. We realized that these results are unique feature of infectious disease comparing with the results of two chronic diseases.

Suggested Citation

  • Kwon, Okyu & Son, Woo-Sik & Park, Ji-Eun, 2020. "Correlation and causality of influenza incidence pattern between regions in the case of South Korea," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 547(C).
  • Handle: RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437119321417
    DOI: 10.1016/j.physa.2019.123854
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437119321417
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2019.123854?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Okyu Kwon & Jae-Suk Yang, 2008. "Information flow between stock indices," Papers 0802.1747, arXiv.org.
    2. Kwon, Okyu & Yang, Jae-Suk, 2008. "Information flow between composite stock index and individual stocks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(12), pages 2851-2856.
    3. Kwon, Okyu & Jung, Woo-Sung, 2012. "Intercity express bus flow in Korea and its network analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(17), pages 4261-4265.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Dimpfl, Thomas & Peter, Franziska J., 2014. "The impact of the financial crisis on transatlantic information flows: An intraday analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 31(C), pages 1-13.
    2. Peng Yue & Qing Cai & Wanfeng Yan & Wei-Xing Zhou, 2020. "Information flow networks of Chinese stock market sectors," Papers 2004.08759, arXiv.org.
    3. Lim, Kyuseong & Kim, Sehyun & Kim, Soo Yong, 2017. "Information transfer across intra/inter-structure of CDS and stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 486(C), pages 118-126.
    4. Lin, Aijing & Shang, Pengjian & Zhong, Bo, 2014. "Hidden cross-correlation patterns in stock markets based on permutation cross-sample entropy and PCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 259-272.
    5. Dima, Bogdan & Dima, Ştefana Maria & Barna, Flavia, 2014. "The signaling effect of tax rates under fiscal competition: A (Shannonian) transfer entropy approach," Economic Modelling, Elsevier, vol. 42(C), pages 373-381.
    6. Nie, Chun-Xiao, 2023. "Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices," Finance Research Letters, Elsevier, vol. 54(C).
    7. Bowen Zhang & Jinping Lin & Man Luo & Changxian Zeng & Jiajia Feng & Meiqi Zhou & Fuying Deng, 2022. "Changes in Public Sentiment under the Background of Major Emergencies—Taking the Shanghai Epidemic as an Example," IJERPH, MDPI, vol. 19(19), pages 1-20, October.
    8. Khashanah, Khaldoun & Yang, Hanchao, 2016. "Evolutionary systemic risk: Fisher information flow metric in financial network dynamics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 445(C), pages 318-327.
    9. Wu, Zhenyu & Shang, Pengjian, 2017. "Nonlinear transformation on the transfer entropy of financial time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 392-400.
    10. Leonidas Sandoval Junior & Asher Mullokandov & Dror Y. Kenett, 2015. "Dependency Relations among International Stock Market Indices," JRFM, MDPI, vol. 8(2), pages 1-39, May.
    11. Jale, Jader S. & Júnior, Sílvio F.A.X. & Stošić, Tatijana & Stošić, Borko & Ferreira, Tiago A.E., 2019. "Information flow between Ibovespa and constituent companies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 233-239.
    12. Xie, Wen-Jie & Yong, Yang & Wei, Na & Yue, Peng & Zhou, Wei-Xing, 2021. "Identifying states of global financial market based on information flow network motifs," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
    13. Storhas, Dominik P. & De Mello, Lurion & Singh, Abhay Kumar, 2020. "Multiscale lead-lag relationships in oil and refined product return dynamics: A symbolic wavelet transfer entropy approach," Energy Economics, Elsevier, vol. 92(C).
    14. Fujio Toriumi & Kazuki Komura, 2018. "Investment Index Construction from Information Propagation Based on Transfer Entropy," Computational Economics, Springer;Society for Computational Economics, vol. 51(1), pages 159-172, January.
    15. Kyu-Min Lee & Jae-Suk Yang & Gunn Kim & Jaesung Lee & Kwang-Il Goh & In-mook Kim, 2011. "Impact of the Topology of Global Macroeconomic Network on the Spreading of Economic Crises," PLOS ONE, Public Library of Science, vol. 6(3), pages 1-11, March.
    16. Angeliki Papana & Catherine Kyrtsou & Dimitris Kugiumtzis & Cees Diks, 2023. "Identification of causal relationships in non-stationary time series with an information measure: Evidence for simulated and financial data," Empirical Economics, Springer, vol. 64(3), pages 1399-1420, March.
    17. Nicoló Andrea Caserini & Paolo Pagnottoni, 2022. "Effective transfer entropy to measure information flows in credit markets," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 31(4), pages 729-757, October.
    18. Jinkyu Kim & Gunn Kim & Sungbae An & Young-Kyun Kwon & Sungroh Yoon, 2013. "Entropy-Based Analysis and Bioinformatics-Inspired Integration of Global Economic Information Transfer," PLOS ONE, Public Library of Science, vol. 8(1), pages 1-10, January.
    19. Qiu, Lu & Yang, Huijie, 2020. "Transfer entropy calculation for short time sequences with application to stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    20. Lu, Jingen & Chen, Xiaohong & Liu, Xiaoxing, 2018. "Stock market information flow: Explanations from market status and information-related behavior," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 837-848.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:547:y:2020:i:c:s0378437119321417. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.