Disentangling collective trends from local dynamics

Details Disentangling collective trends from local dynamics Disentangling collective trends from local dynamics

2009-09-08

arxiv.org/abs/0909.1490v2

PNAS 107:7629-7634 (2010)

Physics

Physics and Society

11 pages, 15 figures, final version accepted for publication in PNAS

Scientific paper

A single social phenomenon (such as crime, unemployment or birth rate) can be observed through temporal series corresponding to units at different levels (cities, regions, countries...). Units at a given local level may follow a collective trend imposed by external conditions, but also may display fluctuations of purely local origin. The local behavior is usually computed as the difference between the local data and a global average (e.g. a national average), a view point which can be very misleading. We propose here a method for separating the local dynamics from the global trend in a collection of correlated time series. We take an independent component analysis approach in which we do not assume a small unbiased local contribution in contrast with previously proposed methods. We first test our method on synthetic series generated by correlated random walkers. We then consider crime rate series (in the US and France) and the evolution of obesity rate in the US, which are two important examples of societal measures. For crime rates, the separation between global and local policies is a major subject of debate. For the US, we observe large fluctuations in the transition period of mid-70's during which crime rates increased significantly, whereas since the 80's, the state crime rates are governed by external factors and the importance of local specificities being decreasing. In the case of obesity, our method shows that external factors dominate the evolution of obesity since 2000, and that different states can have different dynamical behavior even if their obesity prevalence is similar.

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