A Unified Estimation Framework for State-Related Changes in Effective Brain Connectivity.

PubMed

Samdin, S Balqis; Ting, Chee-Ming; Ombao, Hernando; Salleh, Sh-Hussain

2017-04-01

This paper addresses the critical problem of estimating time-evolving effective brain connectivity. Current approaches based on sliding window analysis or time-varying coefficient models do not simultaneously capture both slow and abrupt changes in causal interactions between different brain regions. To overcome these limitations, we develop a unified framework based on a switching vector autoregressive (SVAR) model. Here, the dynamic connectivity regimes are uniquely characterized by distinct vector autoregressive (VAR) processes and allowed to switch between quasi-stationary brain states. The state evolution and the associated directed dependencies are defined by a Markov process and the SVAR parameters. We develop a three-stage estimation algorithm for the SVAR model: 1) feature extraction using time-varying VAR (TV-VAR) coefficients, 2) preliminary regime identification via clustering of the TV-VAR coefficients, 3) refined regime segmentation by Kalman smoothing and parameter estimation via expectation-maximization algorithm under a state-space formulation, using initial estimates from the previous two stages. The proposed framework is adaptive to state-related changes and gives reliable estimates of effective connectivity. Simulation results show that our method provides accurate regime change-point detection and connectivity estimates. In real applications to brain signals, the approach was able to capture directed connectivity state changes in functional magnetic resonance imaging data linked with changes in stimulus conditions, and in epileptic electroencephalograms, differentiating ictal from nonictal periods. The proposed framework accurately identifies state-dependent changes in brain network and provides estimates of connectivity strength and directionality. The proposed approach is useful in neuroscience studies that investigate the dynamics of underlying brain states.

Autocorrelated residuals in inverse modelling of soil hydrological processes: a reason for concern or something that can safely be ignored?

NASA Astrophysics Data System (ADS)

Scharnagl, Benedikt; Durner, Wolfgang

2013-04-01

Models are inherently imperfect because they simplify processes that are themselves imperfectly known and understood. Moreover, the input variables and parameters needed to run a model are typically subject to various sources of error. As a consequence of these imperfections, model predictions will always deviate from corresponding observations. In most applications in soil hydrology, these deviations are clearly not random but rather show a systematic structure. From a statistical point of view, this systematic mismatch may be a reason for concern because it violates one of the basic assumptions made in inverse parameter estimation: the assumption of independence of the residuals. But what are the consequences of simply ignoring the autocorrelation in the residuals, as it is current practice in soil hydrology? Are the parameter estimates still valid even though the statistical foundation they are based on is partially collapsed? Theory and practical experience from other fields of science have shown that violation of the independence assumption will result in overconfident uncertainty bounds and that in some cases it may lead to significantly different optimal parameter values. In our contribution, we present three soil hydrological case studies, in which the effect of autocorrelated residuals on the estimated parameters was investigated in detail. We explicitly accounted for autocorrelated residuals using a formal likelihood function that incorporates an autoregressive model. The inverse problem was posed in a Bayesian framework, and the posterior probability density function of the parameters was estimated using Markov chain Monte Carlo simulation. In contrast to many other studies in related fields of science, and quite surprisingly, we found that the first-order autoregressive model, often abbreviated as AR(1), did not work well in the soil hydrological setting. We showed that a second-order autoregressive, or AR(2), model performs much better in these applications, leading to parameter and uncertainty estimates that satisfy all the underlying statistical assumptions. For theoretical reasons, these estimates are deemed more reliable than those estimates based on the neglect of autocorrelation in the residuals. In compliance with theory and results reported in the literature, our results showed that parameter uncertainty bounds were substantially wider if autocorrelation in the residuals was explicitly accounted for, and also the optimal parameter vales were slightly different in this case. We argue that the autoregressive model presented here should be used as a matter of routine in inverse modeling of soil hydrological processes.

Get Over It! A Multilevel Threshold Autoregressive Model for State-Dependent Affect Regulation.

PubMed

De Haan-Rietdijk, Silvia; Gottman, John M; Bergeman, Cindy S; Hamaker, Ellen L

2016-03-01

Intensive longitudinal data provide rich information, which is best captured when specialized models are used in the analysis. One of these models is the multilevel autoregressive model, which psychologists have applied successfully to study affect regulation as well as alcohol use. A limitation of this model is that the autoregressive parameter is treated as a fixed, trait-like property of a person. We argue that the autoregressive parameter may be state-dependent, for example, if the strength of affect regulation depends on the intensity of affect experienced. To allow such intra-individual variation, we propose a multilevel threshold autoregressive model. Using simulations, we show that this model can be used to detect state-dependent regulation with adequate power and Type I error. The potential of the new modeling approach is illustrated with two empirical applications that extend the basic model to address additional substantive research questions.

Machine learning in sentiment reconstruction of the simulated stock market

NASA Astrophysics Data System (ADS)

Goykhman, Mikhail; Teimouri, Ali

2018-02-01

In this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell trading sentiment process of the Markov chain type. We apply the methodology of the Hidden Markov Models and the Recurrent Neural Networks to reconstruct the transition probabilities matrix of the Markov sentiment process and recover the underlying sentiment states from the observed stock price behavior. We demonstrate that the Hidden Markov Model can successfully recover the transition probabilities matrix for the hidden sentiment process of the Markov Chain type. We also demonstrate that the Recurrent Neural Network can successfully recover the hidden sentiment states from the observed simulated stock price time series.

Modelling malaria incidence by an autoregressive distributed lag model with spatial component.

PubMed

Laguna, Francisco; Grillet, María Eugenia; León, José R; Ludeña, Carenne

2017-08-01

The influence of climatic variables on the dynamics of human malaria has been widely highlighted. Also, it is known that this mosquito-borne infection varies in space and time. However, when the data is spatially incomplete most popular spatio-temporal methods of analysis cannot be applied directly. In this paper, we develop a two step methodology to model the spatio-temporal dependence of malaria incidence on local rainfall, temperature, and humidity as well as the regional sea surface temperatures (SST) in the northern coast of Venezuela. First, we fit an autoregressive distributed lag model (ARDL) to the weekly data, and then, we adjust a linear separable spacial vectorial autoregressive model (VAR) to the residuals of the ARDL. Finally, the model parameters are tuned using a Markov Chain Monte Carlo (MCMC) procedure derived from the Metropolis-Hastings algorithm. Our results show that the best model to account for the variations of malaria incidence from 2001 to 2008 in 10 endemic Municipalities in North-Eastern Venezuela is a logit model that included the accumulated local precipitation in combination with the local maximum temperature of the preceding month as positive regressors. Additionally, we show that although malaria dynamics is highly heterogeneous in space, a detailed analysis of the estimated spatial parameters in our model yield important insights regarding the joint behavior of the disease incidence across the different counties in our study. Copyright © 2017 Elsevier Ltd. All rights reserved.

Incorporating measurement error in n = 1 psychological autoregressive modeling.

PubMed

Schuurman, Noémi K; Houtveen, Jan H; Hamaker, Ellen L

2015-01-01

Measurement error is omnipresent in psychological data. However, the vast majority of applications of autoregressive time series analyses in psychology do not take measurement error into account. Disregarding measurement error when it is present in the data results in a bias of the autoregressive parameters. We discuss two models that take measurement error into account: An autoregressive model with a white noise term (AR+WN), and an autoregressive moving average (ARMA) model. In a simulation study we compare the parameter recovery performance of these models, and compare this performance for both a Bayesian and frequentist approach. We find that overall, the AR+WN model performs better. Furthermore, we find that for realistic (i.e., small) sample sizes, psychological research would benefit from a Bayesian approach in fitting these models. Finally, we illustrate the effect of disregarding measurement error in an AR(1) model by means of an empirical application on mood data in women. We find that, depending on the person, approximately 30-50% of the total variance was due to measurement error, and that disregarding this measurement error results in a substantial underestimation of the autoregressive parameters.

Incorporating measurement error in n = 1 psychological autoregressive modeling

PubMed Central

Schuurman, Noémi K.; Houtveen, Jan H.; Hamaker, Ellen L.

2015-01-01

Measurement error is omnipresent in psychological data. However, the vast majority of applications of autoregressive time series analyses in psychology do not take measurement error into account. Disregarding measurement error when it is present in the data results in a bias of the autoregressive parameters. We discuss two models that take measurement error into account: An autoregressive model with a white noise term (AR+WN), and an autoregressive moving average (ARMA) model. In a simulation study we compare the parameter recovery performance of these models, and compare this performance for both a Bayesian and frequentist approach. We find that overall, the AR+WN model performs better. Furthermore, we find that for realistic (i.e., small) sample sizes, psychological research would benefit from a Bayesian approach in fitting these models. Finally, we illustrate the effect of disregarding measurement error in an AR(1) model by means of an empirical application on mood data in women. We find that, depending on the person, approximately 30–50% of the total variance was due to measurement error, and that disregarding this measurement error results in a substantial underestimation of the autoregressive parameters. PMID:26283988

Do lower income areas have more pedestrian casualties?

PubMed

Noland, Robert B; Klein, Nicholas J; Tulach, Nicholas K

2013-10-01

Pedestrian and motor vehicle casualties are analyzed for the State of New Jersey with the objective of determining how the income of an area may be associated with casualties. We develop a maximum-likelihood negative binomial model to examine how various spatially defined variables, including road, income, and vehicle ownership, may be associated with casualties using census block-group level data. Due to suspected spatial correlation in the data we also employ a conditional autoregressive Bayesian model using Markov Chain Monte Carlo simulation, implemented with Crimestat software. Results suggest that spatial correlation is an issue as some variables are not statistically significant in the spatial model. We find that both pedestrian and motor vehicle casualties are greater in lower income block groups. Both are also associated with less household vehicle ownership, which is not surprising for pedestrian casualties, but is a surprising result for motor vehicle casualties. Controls for various road categories provide expected relationships. Individual level data is further examined to determine relationships between the location of a crash victim and their residence zip code, and this largely confirms a residual effect associated with both lower income individuals and lower income areas. Copyright © 2013 Elsevier Ltd. All rights reserved.

A heteroskedastic error covariance matrix estimator using a first-order conditional autoregressive Markov simulation for deriving asympotical efficient estimates from ecological sampled Anopheles arabiensis aquatic habitat covariates

PubMed Central

Jacob, Benjamin G; Griffith, Daniel A; Muturi, Ephantus J; Caamano, Erick X; Githure, John I; Novak, Robert J

2009-01-01

Background Autoregressive regression coefficients for Anopheles arabiensis aquatic habitat models are usually assessed using global error techniques and are reported as error covariance matrices. A global statistic, however, will summarize error estimates from multiple habitat locations. This makes it difficult to identify where there are clusters of An. arabiensis aquatic habitats of acceptable prediction. It is therefore useful to conduct some form of spatial error analysis to detect clusters of An. arabiensis aquatic habitats based on uncertainty residuals from individual sampled habitats. In this research, a method of error estimation for spatial simulation models was demonstrated using autocorrelation indices and eigenfunction spatial filters to distinguish among the effects of parameter uncertainty on a stochastic simulation of ecological sampled Anopheles aquatic habitat covariates. A test for diagnostic checking error residuals in an An. arabiensis aquatic habitat model may enable intervention efforts targeting productive habitats clusters, based on larval/pupal productivity, by using the asymptotic distribution of parameter estimates from a residual autocovariance matrix. The models considered in this research extends a normal regression analysis previously considered in the literature. Methods Field and remote-sampled data were collected during July 2006 to December 2007 in Karima rice-village complex in Mwea, Kenya. SAS 9.1.4® was used to explore univariate statistics, correlations, distributions, and to generate global autocorrelation statistics from the ecological sampled datasets. A local autocorrelation index was also generated using spatial covariance parameters (i.e., Moran's Indices) in a SAS/GIS® database. The Moran's statistic was decomposed into orthogonal and uncorrelated synthetic map pattern components using a Poisson model with a gamma-distributed mean (i.e. negative binomial regression). The eigenfunction values from the spatial configuration matrices were then used to define expectations for prior distributions using a Markov chain Monte Carlo (MCMC) algorithm. A set of posterior means were defined in WinBUGS 1.4.3®. After the model had converged, samples from the conditional distributions were used to summarize the posterior distribution of the parameters. Thereafter, a spatial residual trend analyses was used to evaluate variance uncertainty propagation in the model using an autocovariance error matrix. Results By specifying coefficient estimates in a Bayesian framework, the covariate number of tillers was found to be a significant predictor, positively associated with An. arabiensis aquatic habitats. The spatial filter models accounted for approximately 19% redundant locational information in the ecological sampled An. arabiensis aquatic habitat data. In the residual error estimation model there was significant positive autocorrelation (i.e., clustering of habitats in geographic space) based on log-transformed larval/pupal data and the sampled covariate depth of habitat. Conclusion An autocorrelation error covariance matrix and a spatial filter analyses can prioritize mosquito control strategies by providing a computationally attractive and feasible description of variance uncertainty estimates for correctly identifying clusters of prolific An. arabiensis aquatic habitats based on larval/pupal productivity. PMID:19772590

Markov Switching Autoregressive Conditional Heteroscedasticity (SWARCH) Model to Detect Financial Crisis in Indonesia Based on Import and Export Indicators

NASA Astrophysics Data System (ADS)

Sugiyanto; Zukhronah, Etik; Susanti, Yuliana; Rahma Dwi, Sisca

2017-06-01

A country is said to be a crisis when the financial system is experiencing a disruption that affects systems that can not function efficiently. The performance efficiency of macroeconomic indicators especially in imports and exports can be used to detect the financial crisis in Indonesia. Based on the import and export indicators from 1987 to 2015, the movement of these indicators can be modelled using SWARCH three states. The results showed that SWARCH (3,1) model was able to detect the crisis that occurred in Indonesia in 1997 and 2008. Using this model, it can be concluded that Indonesia is prone to financial crisis in 2016.

To center or not to center? Investigating inertia with a multilevel autoregressive model.

PubMed

Hamaker, Ellen L; Grasman, Raoul P P P

2014-01-01

Whether level 1 predictors should be centered per cluster has received considerable attention in the multilevel literature. While most agree that there is no one preferred approach, it has also been argued that cluster mean centering is desirable when the within-cluster slope and the between-cluster slope are expected to deviate, and the main interest is in the within-cluster slope. However, we show in a series of simulations that if one has a multilevel autoregressive model in which the level 1 predictor is the lagged outcome variable (i.e., the outcome variable at the previous occasion), cluster mean centering will in general lead to a downward bias in the parameter estimate of the within-cluster slope (i.e., the autoregressive relationship). This is particularly relevant if the main question is whether there is on average an autoregressive effect. Nonetheless, we show that if the main interest is in estimating the effect of a level 2 predictor on the autoregressive parameter (i.e., a cross-level interaction), cluster mean centering should be preferred over other forms of centering. Hence, researchers should be clear on what is considered the main goal of their study, and base their choice of centering method on this when using a multilevel autoregressive model.

To center or not to center? Investigating inertia with a multilevel autoregressive model

PubMed Central

Hamaker, Ellen L.; Grasman, Raoul P. P. P.

2015-01-01

Whether level 1 predictors should be centered per cluster has received considerable attention in the multilevel literature. While most agree that there is no one preferred approach, it has also been argued that cluster mean centering is desirable when the within-cluster slope and the between-cluster slope are expected to deviate, and the main interest is in the within-cluster slope. However, we show in a series of simulations that if one has a multilevel autoregressive model in which the level 1 predictor is the lagged outcome variable (i.e., the outcome variable at the previous occasion), cluster mean centering will in general lead to a downward bias in the parameter estimate of the within-cluster slope (i.e., the autoregressive relationship). This is particularly relevant if the main question is whether there is on average an autoregressive effect. Nonetheless, we show that if the main interest is in estimating the effect of a level 2 predictor on the autoregressive parameter (i.e., a cross-level interaction), cluster mean centering should be preferred over other forms of centering. Hence, researchers should be clear on what is considered the main goal of their study, and base their choice of centering method on this when using a multilevel autoregressive model. PMID:25688215

Free energies from dynamic weighted histogram analysis using unbiased Markov state model.

PubMed

Rosta, Edina; Hummer, Gerhard

2015-01-13

The weighted histogram analysis method (WHAM) is widely used to obtain accurate free energies from biased molecular simulations. However, WHAM free energies can exhibit significant errors if some of the biasing windows are not fully equilibrated. To account for the lack of full equilibration, we develop the dynamic histogram analysis method (DHAM). DHAM uses a global Markov state model to obtain the free energy along the reaction coordinate. A maximum likelihood estimate of the Markov transition matrix is constructed by joint unbiasing of the transition counts from multiple umbrella-sampling simulations along discretized reaction coordinates. The free energy profile is the stationary distribution of the resulting Markov matrix. For this matrix, we derive an explicit approximation that does not require the usual iterative solution of WHAM. We apply DHAM to model systems, a chemical reaction in water treated using quantum-mechanics/molecular-mechanics (QM/MM) simulations, and the Na(+) ion passage through the membrane-embedded ion channel GLIC. We find that DHAM gives accurate free energies even in cases where WHAM fails. In addition, DHAM provides kinetic information, which we here use to assess the extent of convergence in each of the simulation windows. DHAM may also prove useful in the construction of Markov state models from biased simulations in phase-space regions with otherwise low population.

Modified Confidence Intervals for the Mean of an Autoregressive Process.

DTIC Science & Technology

1985-08-01

Validity of the method 45 3.6 Theorem 47 4 Derivation of corrections 48 Introduction 48 The zero order pivot 50 4.1 Algorithm 50 CONTENTS The first...of standard confidence intervals. There are several standard methods of setting confidence intervals in simulations, including the regener- ative... method , batch means, and time series methods . We-will focus-s on improved confidence intervals for the mean of an autoregressive process, and as such our

Statistical Analysis of Notational AFL Data Using Continuous Time Markov Chains

PubMed Central

Meyer, Denny; Forbes, Don; Clarke, Stephen R.

2006-01-01

Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs), with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated. Key Points A comparison of four AFL matches suggests similarity in terms of transition probabilities for events and the mean times, distances and speeds associated with each transition. The Markov assumption appears to be valid. However, the speed, time and distance distributions associated with each transition are not exponential suggesting that semi-Markov model can be used to model and simulate play. Team identified events and directions associated with transitions are required to develop the model into a tool for the prediction of match outcomes. PMID:24357946

Statistical Analysis of Notational AFL Data Using Continuous Time Markov Chains.

PubMed

Meyer, Denny; Forbes, Don; Clarke, Stephen R

2006-01-01

Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs), with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated. Key PointsA comparison of four AFL matches suggests similarity in terms of transition probabilities for events and the mean times, distances and speeds associated with each transition.The Markov assumption appears to be valid.However, the speed, time and distance distributions associated with each transition are not exponential suggesting that semi-Markov model can be used to model and simulate play.Team identified events and directions associated with transitions are required to develop the model into a tool for the prediction of match outcomes.

Predictor-based multivariable closed-loop system identification of the EXTRAP T2R reversed field pinch external plasma response

NASA Astrophysics Data System (ADS)

Olofsson, K. Erik J.; Brunsell, Per R.; Rojas, Cristian R.; Drake, James R.; Hjalmarsson, Håkan

2011-08-01

The usage of computationally feasible overparametrized and nonregularized system identification signal processing methods is assessed for automated determination of the full reversed-field pinch external plasma response spectrum for the experiment EXTRAP T2R. No assumptions on the geometry of eigenmodes are imposed. The attempted approach consists of high-order autoregressive exogenous estimation followed by Markov block coefficient construction and Hankel matrix singular value decomposition. It is seen that the obtained 'black-box' state-space models indeed can be compared with the commonplace ideal magnetohydrodynamics (MHD) resistive thin-shell model in cylindrical geometry. It is possible to directly map the most unstable autodetected empirical system pole to the corresponding theoretical resistive shell MHD eigenmode.

Hierarchical Bayesian Markov switching models with application to predicting spawning success of shovelnose sturgeon

USGS Publications Warehouse

Holan, S.H.; Davis, G.M.; Wildhaber, M.L.; DeLonay, A.J.; Papoulias, D.M.

2009-01-01

The timing of spawning in fish is tightly linked to environmental factors; however, these factors are not very well understood for many species. Specifically, little information is available to guide recruitment efforts for endangered species such as the sturgeon. Therefore, we propose a Bayesian hierarchical model for predicting the success of spawning of the shovelnose sturgeon which uses both biological and behavioural (longitudinal) data. In particular, we use data that were produced from a tracking study that was conducted in the Lower Missouri River. The data that were produced from this study consist of biological variables associated with readiness to spawn along with longitudinal behavioural data collected by using telemetry and archival data storage tags. These high frequency data are complex both biologically and in the underlying behavioural process. To accommodate such complexity we developed a hierarchical linear regression model that uses an eigenvalue predictor, derived from the transition probability matrix of a two-state Markov switching model with generalized auto-regressive conditional heteroscedastic dynamics. Finally, to minimize the computational burden that is associated with estimation of this model, a parallel computing approach is proposed. ?? Journal compilation 2009 Royal Statistical Society.

Autoregressive Processes in Homogenization of GNSS Tropospheric Data

NASA Astrophysics Data System (ADS)

Klos, A.; Bogusz, J.; Teferle, F. N.; Bock, O.; Pottiaux, E.; Van Malderen, R.

2016-12-01

Offsets due to changes in hardware equipment or any other artificial event are all a subject of a task of homogenization of tropospheric data estimated within a processing of Global Navigation Satellite System (GNSS) observables. This task is aimed at identifying exact epochs of offsets and estimate their magnitudes since they may artificially under- or over-estimate trend and its uncertainty delivered from tropospheric data and used in climate studies. In this research, we analysed a common data set of differences of Integrated Water Vapour (IWV) from GPS and ERA-Interim (1995-2010) provided for a homogenization group working within ES1206 COST Action GNSS4SWEC. We analysed daily IWV records of GPS and ERA-Interim in terms of trend, seasonal terms and noise model with Maximum Likelihood Estimation in Hector software. We found that this data has a character of autoregressive process (AR). Basing on this analysis, we performed Monte Carlo simulations of 25 years long data with two different noise types: white as well as combination of white and autoregressive and also added few strictly defined offsets. This synthetic data set of exactly the same character as IWV from GPS and ERA-Interim was then subjected to a task of manual and automatic/statistical homogenization. We made blind tests and detected possible epochs of offsets manually. We found that simulated offsets were easily detected in series with white noise, no influence of seasonal signal was noticed. The autoregressive series were much more problematic when offsets had to be determined. We found few epochs, for which no offset was simulated. This was mainly due to strong autocorrelation of data, which brings an artificial trend within. Due to regime-like behaviour of AR it is difficult for statistical methods to properly detect epochs of offsets, which was previously reported by climatologists.

Corrected goodness-of-fit test in covariance structure analysis.

PubMed

Hayakawa, Kazuhiko

2018-05-17

Many previous studies report simulation evidence that the goodness-of-fit test in covariance structure analysis or structural equation modeling suffers from the overrejection problem when the number of manifest variables is large compared with the sample size. In this study, we demonstrate that one of the tests considered in Browne (1974) can address this long-standing problem. We also propose a simple modification of Satorra and Bentler's mean and variance adjusted test for non-normal data. A Monte Carlo simulation is carried out to investigate the performance of the corrected tests in the context of a confirmatory factor model, a panel autoregressive model, and a cross-lagged panel (panel vector autoregressive) model. The simulation results reveal that the corrected tests overcome the overrejection problem and outperform existing tests in most cases. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

Teaching Markov Chain Monte Carlo: Revealing the Basic Ideas behind the Algorithm

ERIC Educational Resources Information Center

Stewart, Wayne; Stewart, Sepideh

2014-01-01

For many scientists, researchers and students Markov chain Monte Carlo (MCMC) simulation is an important and necessary tool to perform Bayesian analyses. The simulation is often presented as a mathematical algorithm and then translated into an appropriate computer program. However, this can result in overlooking the fundamental and deeper…

A Comparison of Forecast Error Generators for Modeling Wind and Load Uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lu, Ning; Diao, Ruisheng; Hafen, Ryan P.

2013-12-18

This paper presents four algorithms to generate random forecast error time series, including a truncated-normal distribution model, a state-space based Markov model, a seasonal autoregressive moving average (ARMA) model, and a stochastic-optimization based model. The error time series are used to create real-time (RT), hour-ahead (HA), and day-ahead (DA) wind and load forecast time series that statistically match historically observed forecasting data sets, used for variable generation integration studies. A comparison is made using historical DA load forecast and actual load values to generate new sets of DA forecasts with similar stoical forecast error characteristics. This paper discusses and comparesmore » the capabilities of each algorithm to preserve the characteristics of the historical forecast data sets.« less

Markov Chain Monte Carlo Estimation of Item Parameters for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

de la Torre, Jimmy; Stark, Stephen; Chernyshenko, Oleksandr S.

2006-01-01

The authors present a Markov Chain Monte Carlo (MCMC) parameter estimation procedure for the generalized graded unfolding model (GGUM) and compare it to the marginal maximum likelihood (MML) approach implemented in the GGUM2000 computer program, using simulated and real personality data. In the simulation study, test length, number of response…

A comparison of adaptive sampling designs and binary spatial models: A simulation study using a census of Bromus inermis

USGS Publications Warehouse

Irvine, Kathryn M.; Thornton, Jamie; Backus, Vickie M.; Hohmann, Matthew G.; Lehnhoff, Erik A.; Maxwell, Bruce D.; Michels, Kurt; Rew, Lisa

2013-01-01

Commonly in environmental and ecological studies, species distribution data are recorded as presence or absence throughout a spatial domain of interest. Field based studies typically collect observations by sampling a subset of the spatial domain. We consider the effects of six different adaptive and two non-adaptive sampling designs and choice of three binary models on both predictions to unsampled locations and parameter estimation of the regression coefficients (species–environment relationships). Our simulation study is unique compared to others to date in that we virtually sample a true known spatial distribution of a nonindigenous plant species, Bromus inermis. The census of B. inermis provides a good example of a species distribution that is both sparsely (1.9 % prevalence) and patchily distributed. We find that modeling the spatial correlation using a random effect with an intrinsic Gaussian conditionally autoregressive prior distribution was equivalent or superior to Bayesian autologistic regression in terms of predicting to un-sampled areas when strip adaptive cluster sampling was used to survey B. inermis. However, inferences about the relationships between B. inermis presence and environmental predictors differed between the two spatial binary models. The strip adaptive cluster designs we investigate provided a significant advantage in terms of Markov chain Monte Carlo chain convergence when trying to model a sparsely distributed species across a large area. In general, there was little difference in the choice of neighborhood, although the adaptive king was preferred when transects were randomly placed throughout the spatial domain.

Modeling of dialogue regimes of distance robot control

NASA Astrophysics Data System (ADS)

Larkin, E. V.; Privalov, A. N.

2017-02-01

Process of distance control of mobile robots is investigated. Petri-Markov net for modeling of dialogue regime is worked out. It is shown, that sequence of operations of next subjects: a human operator, a dialogue computer and an onboard computer may be simulated with use the theory of semi-Markov processes. From the semi-Markov process of the general form Markov process was obtained, which includes only states of transaction generation. It is shown, that a real transaction flow is the result of «concurrency» in states of Markov process. Iteration procedure for evaluation of transaction flow parameters, which takes into account effect of «concurrency», is proposed.

Predation and fragmentation portrayed in the statistical structure of prey time series

PubMed Central

Hendrichsen, Ditte K; Topping, Chris J; Forchhammer, Mads C

2009-01-01

Background Statistical autoregressive analyses of direct and delayed density dependence are widespread in ecological research. The models suggest that changes in ecological factors affecting density dependence, like predation and landscape heterogeneity are directly portrayed in the first and second order autoregressive parameters, and the models are therefore used to decipher complex biological patterns. However, independent tests of model predictions are complicated by the inherent variability of natural populations, where differences in landscape structure, climate or species composition prevent controlled repeated analyses. To circumvent this problem, we applied second-order autoregressive time series analyses to data generated by a realistic agent-based computer model. The model simulated life history decisions of individual field voles under controlled variations in predator pressure and landscape fragmentation. Analyses were made on three levels: comparisons between predated and non-predated populations, between populations exposed to different types of predators and between populations experiencing different degrees of habitat fragmentation. Results The results are unambiguous: Changes in landscape fragmentation and the numerical response of predators are clearly portrayed in the statistical time series structure as predicted by the autoregressive model. Populations without predators displayed significantly stronger negative direct density dependence than did those exposed to predators, where direct density dependence was only moderately negative. The effects of predation versus no predation had an even stronger effect on the delayed density dependence of the simulated prey populations. In non-predated prey populations, the coefficients of delayed density dependence were distinctly positive, whereas they were negative in predated populations. Similarly, increasing the degree of fragmentation of optimal habitat available to the prey was accompanied with a shift in the delayed density dependence, from strongly negative to gradually becoming less negative. Conclusion We conclude that statistical second-order autoregressive time series analyses are capable of deciphering interactions within and across trophic levels and their effect on direct and delayed density dependence. PMID:19419539

Stochastic-shielding approximation of Markov chains and its application to efficiently simulate random ion-channel gating.

PubMed

Schmandt, Nicolaus T; Galán, Roberto F

2012-09-14

Markov chains provide realistic models of numerous stochastic processes in nature. We demonstrate that in any Markov chain, the change in occupation number in state A is correlated to the change in occupation number in state B if and only if A and B are directly connected. This implies that if we are only interested in state A, fluctuations in B may be replaced with their mean if state B is not directly connected to A, which shortens computing time considerably. We show the accuracy and efficacy of our approximation theoretically and in simulations of stochastic ion-channel gating in neurons.

On the Nature of SEM Estimates of ARMA Parameters.

ERIC Educational Resources Information Center

Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.

2002-01-01

Reexamined the nature of structural equation modeling (SEM) estimates of autoregressive moving average (ARMA) models, replicated the simulation experiments of P. Molenaar, and examined the behavior of the log-likelihood ratio test. Simulation studies indicate that estimates of ARMA parameters observed with SEM software are identical to those…

Evaluating simulations of daily discharge from large watersheds using autoregression and an index of flashiness

USDA-ARS?s Scientific Manuscript database

Watershed models are calibrated to simulate stream discharge as accurately as possible. Modelers will often calculate model validation statistics on aggregate (often monthly) time periods, rather than the daily step at which models typically operate. This is because daily hydrologic data exhibit lar...

Joint simulation of regional areas burned in Canadian forest fires: A Markov Chain Monte Carlo approach

Treesearch

Steen Magnussen

2009-01-01

Areas burned annually in 29 Canadian forest fire regions show a patchy and irregular correlation structure that significantly influences the distribution of annual totals for Canada and for groups of regions. A binary Monte Carlo Markov Chain (MCMC) is constructed for the purpose of joint simulation of regional areas burned in forest fires. For each year the MCMC...

Transfer Entropy as a Log-Likelihood Ratio

NASA Astrophysics Data System (ADS)

Barnett, Lionel; Bossomaier, Terry

2012-09-01

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.

Transfer entropy as a log-likelihood ratio.

PubMed

Barnett, Lionel; Bossomaier, Terry

2012-09-28

Transfer entropy, an information-theoretic measure of time-directed information transfer between joint processes, has steadily gained popularity in the analysis of complex stochastic dynamics in diverse fields, including the neurosciences, ecology, climatology, and econometrics. We show that for a broad class of predictive models, the log-likelihood ratio test statistic for the null hypothesis of zero transfer entropy is a consistent estimator for the transfer entropy itself. For finite Markov chains, furthermore, no explicit model is required. In the general case, an asymptotic χ2 distribution is established for the transfer entropy estimator. The result generalizes the equivalence in the Gaussian case of transfer entropy and Granger causality, a statistical notion of causal influence based on prediction via vector autoregression, and establishes a fundamental connection between directed information transfer and causality in the Wiener-Granger sense.

[Teenage pregnancy rates and socioeconomic characteristics of municipalities in São Paulo State, Southeast Brazil: a spatial analysis].

PubMed

Martinez, Edson Zangiacomi; Roza, Daiane Leite da; Caccia-Bava, Maria do Carmo Gullaci Guimarães; Achcar, Jorge Alberto; Dal-Fabbro, Amaury Lelis

2011-05-01

Teenage pregnancy is a common public health problem worldwide. The objective of this ecological study was to investigate the spatial association between teenage pregnancy rates and socioeconomic characteristics of municipalities in São Paulo State, Southeast Brazil. We used a Bayesian model with a spatial distribution following a conditional autoregressive (CAR) form based on Markov Chain Monte Carlo algorithm. We used data from the Live Birth Information System (SINASC) and the Brazilian Institute of Geography and Statistics (IBGE). Early pregnancy was more frequent in municipalities with lower per capital gross domestic product (GDP), higher poverty rate, smaller population, lower human development index (HDI), and a higher percentage of individuals with State social vulnerability index of 5 or 6 (more vulnerable). The study demonstrates a significant association between teenage pregnancy and socioeconomic indicators.

Identifying and correcting non-Markov states in peptide conformational dynamics

NASA Astrophysics Data System (ADS)

Nerukh, Dmitry; Jensen, Christian H.; Glen, Robert C.

2010-02-01

Conformational transitions in proteins define their biological activity and can be investigated in detail using the Markov state model. The fundamental assumption on the transitions between the states, their Markov property, is critical in this framework. We test this assumption by analyzing the transitions obtained directly from the dynamics of a molecular dynamics simulated peptide valine-proline-alanine-leucine and states defined phenomenologically using clustering in dihedral space. We find that the transitions are Markovian at the time scale of ≈50 ps and longer. However, at the time scale of 30-40 ps the dynamics loses its Markov property. Our methodology reveals the mechanism that leads to non-Markov behavior. It also provides a way of regrouping the conformations into new states that now possess the required Markov property of their dynamics.

VAMPnets for deep learning of molecular kinetics.

PubMed

Mardt, Andreas; Pasquali, Luca; Wu, Hao; Noé, Frank

2018-01-02

There is an increasing demand for computing the relevant structures, equilibria, and long-timescale kinetics of biomolecular processes, such as protein-drug binding, from high-throughput molecular dynamics simulations. Current methods employ transformation of simulated coordinates into structural features, dimension reduction, clustering the dimension-reduced data, and estimation of a Markov state model or related model of the interconversion rates between molecular structures. This handcrafted approach demands a substantial amount of modeling expertise, as poor decisions at any step will lead to large modeling errors. Here we employ the variational approach for Markov processes (VAMP) to develop a deep learning framework for molecular kinetics using neural networks, dubbed VAMPnets. A VAMPnet encodes the entire mapping from molecular coordinates to Markov states, thus combining the whole data processing pipeline in a single end-to-end framework. Our method performs equally or better than state-of-the-art Markov modeling methods and provides easily interpretable few-state kinetic models.

Time series segmentation: a new approach based on Genetic Algorithm and Hidden Markov Model

NASA Astrophysics Data System (ADS)

Toreti, A.; Kuglitsch, F. G.; Xoplaki, E.; Luterbacher, J.

2009-04-01

The subdivision of a time series into homogeneous segments has been performed using various methods applied to different disciplines. In climatology, for example, it is accompanied by the well-known homogenization problem and the detection of artificial change points. In this context, we present a new method (GAMM) based on Hidden Markov Model (HMM) and Genetic Algorithm (GA), applicable to series of independent observations (and easily adaptable to autoregressive processes). A left-to-right hidden Markov model, estimating the parameters and the best-state sequence, respectively, with the Baum-Welch and Viterbi algorithms, was applied. In order to avoid the well-known dependence of the Baum-Welch algorithm on the initial condition, a Genetic Algorithm was developed. This algorithm is characterized by mutation, elitism and a crossover procedure implemented with some restrictive rules. Moreover the function to be minimized was derived following the approach of Kehagias (2004), i.e. it is the so-called complete log-likelihood. The number of states was determined applying a two-fold cross-validation procedure (Celeux and Durand, 2008). Being aware that the last issue is complex, and it influences all the analysis, a Multi Response Permutation Procedure (MRPP; Mielke et al., 1981) was inserted. It tests the model with K+1 states (where K is the state number of the best model) if its likelihood is close to K-state model. Finally, an evaluation of the GAMM performances, applied as a break detection method in the field of climate time series homogenization, is shown. 1. G. Celeux and J.B. Durand, Comput Stat 2008. 2. A. Kehagias, Stoch Envir Res 2004. 3. P.W. Mielke, K.J. Berry, G.W. Brier, Monthly Wea Rev 1981.

Zero-inflated spatio-temporal models for disease mapping.

PubMed

Torabi, Mahmoud

2017-05-01

In this paper, our aim is to analyze geographical and temporal variability of disease incidence when spatio-temporal count data have excess zeros. To that end, we consider random effects in zero-inflated Poisson models to investigate geographical and temporal patterns of disease incidence. Spatio-temporal models that employ conditionally autoregressive smoothing across the spatial dimension and B-spline smoothing over the temporal dimension are proposed. The analysis of these complex models is computationally difficult from the frequentist perspective. On the other hand, the advent of the Markov chain Monte Carlo algorithm has made the Bayesian analysis of complex models computationally convenient. Recently developed data cloning method provides a frequentist approach to mixed models that is also computationally convenient. We propose to use data cloning, which yields to maximum likelihood estimation, to conduct frequentist analysis of zero-inflated spatio-temporal modeling of disease incidence. One of the advantages of the data cloning approach is that the prediction and corresponding standard errors (or prediction intervals) of smoothing disease incidence over space and time is easily obtained. We illustrate our approach using a real dataset of monthly children asthma visits to hospital in the province of Manitoba, Canada, during the period April 2006 to March 2010. Performance of our approach is also evaluated through a simulation study. © 2017 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Multiensemble Markov models of molecular thermodynamics and kinetics.

PubMed

Wu, Hao; Paul, Fabian; Wehmeyer, Christoph; Noé, Frank

2016-06-07

We introduce the general transition-based reweighting analysis method (TRAM), a statistically optimal approach to integrate both unbiased and biased molecular dynamics simulations, such as umbrella sampling or replica exchange. TRAM estimates a multiensemble Markov model (MEMM) with full thermodynamic and kinetic information at all ensembles. The approach combines the benefits of Markov state models-clustering of high-dimensional spaces and modeling of complex many-state systems-with those of the multistate Bennett acceptance ratio of exploiting biased or high-temperature ensembles to accelerate rare-event sampling. TRAM does not depend on any rate model in addition to the widely used Markov state model approximation, but uses only fundamental relations such as detailed balance and binless reweighting of configurations between ensembles. Previous methods, including the multistate Bennett acceptance ratio, discrete TRAM, and Markov state models are special cases and can be derived from the TRAM equations. TRAM is demonstrated by efficiently computing MEMMs in cases where other estimators break down, including the full thermodynamics and rare-event kinetics from high-dimensional simulation data of an all-atom protein-ligand binding model.

Multiensemble Markov models of molecular thermodynamics and kinetics

PubMed Central

Wu, Hao; Paul, Fabian; Noé, Frank

2016-01-01

We introduce the general transition-based reweighting analysis method (TRAM), a statistically optimal approach to integrate both unbiased and biased molecular dynamics simulations, such as umbrella sampling or replica exchange. TRAM estimates a multiensemble Markov model (MEMM) with full thermodynamic and kinetic information at all ensembles. The approach combines the benefits of Markov state models—clustering of high-dimensional spaces and modeling of complex many-state systems—with those of the multistate Bennett acceptance ratio of exploiting biased or high-temperature ensembles to accelerate rare-event sampling. TRAM does not depend on any rate model in addition to the widely used Markov state model approximation, but uses only fundamental relations such as detailed balance and binless reweighting of configurations between ensembles. Previous methods, including the multistate Bennett acceptance ratio, discrete TRAM, and Markov state models are special cases and can be derived from the TRAM equations. TRAM is demonstrated by efficiently computing MEMMs in cases where other estimators break down, including the full thermodynamics and rare-event kinetics from high-dimensional simulation data of an all-atom protein–ligand binding model. PMID:27226302

A fast exact simulation method for a class of Markov jump processes.

PubMed

Li, Yao; Hu, Lili

2015-11-14

A new method of the stochastic simulation algorithm (SSA), named the Hashing-Leaping method (HLM), for exact simulations of a class of Markov jump processes, is presented in this paper. The HLM has a conditional constant computational cost per event, which is independent of the number of exponential clocks in the Markov process. The main idea of the HLM is to repeatedly implement a hash-table-like bucket sort algorithm for all times of occurrence covered by a time step with length τ. This paper serves as an introduction to this new SSA method. We introduce the method, demonstrate its implementation, analyze its properties, and compare its performance with three other commonly used SSA methods in four examples. Our performance tests and CPU operation statistics show certain advantages of the HLM for large scale problems.

Theoretical results on fractionally integrated exponential generalized autoregressive conditional heteroskedastic processes

NASA Astrophysics Data System (ADS)

Lopes, Sílvia R. C.; Prass, Taiane S.

2014-05-01

Here we present a theoretical study on the main properties of Fractionally Integrated Exponential Generalized Autoregressive Conditional Heteroskedastic (FIEGARCH) processes. We analyze the conditions for the existence, the invertibility, the stationarity and the ergodicity of these processes. We prove that, if { is a FIEGARCH(p,d,q) process then, under mild conditions, { is an ARFIMA(q,d,0) with correlated innovations, that is, an autoregressive fractionally integrated moving average process. The convergence order for the polynomial coefficients that describes the volatility is presented and results related to the spectral representation and to the covariance structure of both processes { and { are discussed. Expressions for the kurtosis and the asymmetry measures for any stationary FIEGARCH(p,d,q) process are also derived. The h-step ahead forecast for the processes {, { and { are given with their respective mean square error of forecast. The work also presents a Monte Carlo simulation study showing how to generate, estimate and forecast based on six different FIEGARCH models. The forecasting performance of six models belonging to the class of autoregressive conditional heteroskedastic models (namely, ARCH-type models) and radial basis models is compared through an empirical application to Brazilian stock market exchange index.

Temperature scaling method for Markov chains.

PubMed

Crosby, Lonnie D; Windus, Theresa L

2009-01-22

The use of ab initio potentials in Monte Carlo simulations aimed at investigating the nucleation kinetics of water clusters is complicated by the computational expense of the potential energy determinations. Furthermore, the common desire to investigate the temperature dependence of kinetic properties leads to an urgent need to reduce the expense of performing simulations at many different temperatures. A method is detailed that allows a Markov chain (obtained via Monte Carlo) at one temperature to be scaled to other temperatures of interest without the need to perform additional large simulations. This Markov chain temperature-scaling (TeS) can be generally applied to simulations geared for numerous applications. This paper shows the quality of results which can be obtained by TeS and the possible quantities which may be extracted from scaled Markov chains. Results are obtained for a 1-D analytical potential for which the exact solutions are known. Also, this method is applied to water clusters consisting of between 2 and 5 monomers, using Dynamical Nucleation Theory to determine the evaporation rate constant for monomer loss. Although ab initio potentials are not utilized in this paper, the benefit of this method is made apparent by using the Dang-Chang polarizable classical potential for water to obtain statistical properties at various temperatures.

Surgical motion characterization in simulated needle insertion procedures

NASA Astrophysics Data System (ADS)

Holden, Matthew S.; Ungi, Tamas; Sargent, Derek; McGraw, Robert C.; Fichtinger, Gabor

2012-02-01

PURPOSE: Evaluation of surgical performance in image-guided needle insertions is of emerging interest, to both promote patient safety and improve the efficiency and effectiveness of training. The purpose of this study was to determine if a Markov model-based algorithm can more accurately segment a needle-based surgical procedure into its five constituent tasks than a simple threshold-based algorithm. METHODS: Simulated needle trajectories were generated with known ground truth segmentation by a synthetic procedural data generator, with random noise added to each degree of freedom of motion. The respective learning algorithms were trained, and then tested on different procedures to determine task segmentation accuracy. In the threshold-based algorithm, a change in tasks was detected when the needle crossed a position/velocity threshold. In the Markov model-based algorithm, task segmentation was performed by identifying the sequence of Markov models most likely to have produced the series of observations. RESULTS: For amplitudes of translational noise greater than 0.01mm, the Markov model-based algorithm was significantly more accurate in task segmentation than the threshold-based algorithm (82.3% vs. 49.9%, p<0.001 for amplitude 10.0mm). For amplitudes less than 0.01mm, the two algorithms produced insignificantly different results. CONCLUSION: Task segmentation of simulated needle insertion procedures was improved by using a Markov model-based algorithm as opposed to a threshold-based algorithm for procedures involving translational noise.

spMC: an R-package for 3D lithological reconstructions based on spatial Markov chains

NASA Astrophysics Data System (ADS)

Sartore, Luca; Fabbri, Paolo; Gaetan, Carlo

2016-09-01

The paper presents the spatial Markov Chains (spMC) R-package and a case study of subsoil simulation/prediction located in a plain site of Northeastern Italy. spMC is a quite complete collection of advanced methods for data inspection, besides spMC implements Markov Chain models to estimate experimental transition probabilities of categorical lithological data. Furthermore, simulation methods based on most known prediction methods (as indicator Kriging and CoKriging) were implemented in spMC package. Moreover, other more advanced methods are available for simulations, e.g. path methods and Bayesian procedures, that exploit the maximum entropy. Since the spMC package was developed for intensive geostatistical computations, part of the code is implemented for parallel computations via the OpenMP constructs. A final analysis of this computational efficiency compares the simulation/prediction algorithms by using different numbers of CPU cores, and considering the example data set of the case study included in the package.

A fast exact simulation method for a class of Markov jump processes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Yao, E-mail: yaoli@math.umass.edu; Hu, Lili, E-mail: lilyhu86@gmail.com

2015-11-14

A new method of the stochastic simulation algorithm (SSA), named the Hashing-Leaping method (HLM), for exact simulations of a class of Markov jump processes, is presented in this paper. The HLM has a conditional constant computational cost per event, which is independent of the number of exponential clocks in the Markov process. The main idea of the HLM is to repeatedly implement a hash-table-like bucket sort algorithm for all times of occurrence covered by a time step with length τ. This paper serves as an introduction to this new SSA method. We introduce the method, demonstrate its implementation, analyze itsmore » properties, and compare its performance with three other commonly used SSA methods in four examples. Our performance tests and CPU operation statistics show certain advantages of the HLM for large scale problems.« less

Numerical research of the optimal control problem in the semi-Markov inventory model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gorshenin, Andrey K.; Belousov, Vasily V.; Shnourkoff, Peter V.

2015-03-10

This paper is devoted to the numerical simulation of stochastic system for inventory management products using controlled semi-Markov process. The results of a special software for the system’s research and finding the optimal control are presented.

Preliminary testing for the Markov property of the fifteen chromatin states of the Broad Histone Track.

PubMed

Lee, Kyung-Eun; Park, Hyun-Seok

2015-01-01

Epigenetic computational analyses based on Markov chains can integrate dependencies between regions in the genome that are directly adjacent. In this paper, the BED files of fifteen chromatin states of the Broad Histone Track of the ENCODE project are parsed, and comparative nucleotide frequencies of regional chromatin blocks are thoroughly analyzed to detect the Markov property in them. We perform various tests to examine the Markov property embedded in a frequency domain by checking for the presence of the Markov property in the various chromatin states. We apply these tests to each region of the fifteen chromatin states. The results of our simulation indicate that some of the chromatin states possess a stronger Markov property than others. We discuss the significance of our findings in statistical models of nucleotide sequences that are necessary for the computational analysis of functional units in noncoding DNA.

Bayesian hierarchical Poisson models with a hidden Markov structure for the detection of influenza epidemic outbreaks.

PubMed

Conesa, D; Martínez-Beneito, M A; Amorós, R; López-Quílez, A

2015-04-01

Considerable effort has been devoted to the development of statistical algorithms for the automated monitoring of influenza surveillance data. In this article, we introduce a framework of models for the early detection of the onset of an influenza epidemic which is applicable to different kinds of surveillance data. In particular, the process of the observed cases is modelled via a Bayesian Hierarchical Poisson model in which the intensity parameter is a function of the incidence rate. The key point is to consider this incidence rate as a normal distribution in which both parameters (mean and variance) are modelled differently, depending on whether the system is in an epidemic or non-epidemic phase. To do so, we propose a hidden Markov model in which the transition between both phases is modelled as a function of the epidemic state of the previous week. Different options for modelling the rates are described, including the option of modelling the mean at each phase as autoregressive processes of order 0, 1 or 2. Bayesian inference is carried out to provide the probability of being in an epidemic state at any given moment. The methodology is applied to various influenza data sets. The results indicate that our methods outperform previous approaches in terms of sensitivity, specificity and timeliness. © The Author(s) 2011 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.

Effect of Clustering Algorithm on Establishing Markov State Model for Molecular Dynamics Simulations.

PubMed

Li, Yan; Dong, Zigang

2016-06-27

Recently, the Markov state model has been applied for kinetic analysis of molecular dynamics simulations. However, discretization of the conformational space remains a primary challenge in model building, and it is not clear how the space decomposition by distinct clustering strategies exerts influence on the model output. In this work, different clustering algorithms are employed to partition the conformational space sampled in opening and closing of fatty acid binding protein 4 as well as inactivation and activation of the epidermal growth factor receptor. Various classifications are achieved, and Markov models are set up accordingly. On the basis of the models, the total net flux and transition rate are calculated between two distinct states. Our results indicate that geometric and kinetic clustering perform equally well. The construction and outcome of Markov models are heavily dependent on the data traits. Compared to other methods, a combination of Bayesian and hierarchical clustering is feasible in identification of metastable states.

Scalable approximate policies for Markov decision process models of hospital elective admissions.

PubMed

Zhu, George; Lizotte, Dan; Hoey, Jesse

2014-05-01

To demonstrate the feasibility of using stochastic simulation methods for the solution of a large-scale Markov decision process model of on-line patient admissions scheduling. The problem of admissions scheduling is modeled as a Markov decision process in which the states represent numbers of patients using each of a number of resources. We investigate current state-of-the-art real time planning methods to compute solutions to this Markov decision process. Due to the complexity of the model, traditional model-based planners are limited in scalability since they require an explicit enumeration of the model dynamics. To overcome this challenge, we apply sample-based planners along with efficient simulation techniques that given an initial start state, generate an action on-demand while avoiding portions of the model that are irrelevant to the start state. We also propose a novel variant of a popular sample-based planner that is particularly well suited to the elective admissions problem. Results show that the stochastic simulation methods allow for the problem size to be scaled by a factor of almost 10 in the action space, and exponentially in the state space. We have demonstrated our approach on a problem with 81 actions, four specialities and four treatment patterns, and shown that we can generate solutions that are near-optimal in about 100s. Sample-based planners are a viable alternative to state-based planners for large Markov decision process models of elective admissions scheduling. Copyright © 2014 Elsevier B.V. All rights reserved.

Noise can speed convergence in Markov chains.

PubMed

Franzke, Brandon; Kosko, Bart

2011-10-01

A new theorem shows that noise can speed convergence to equilibrium in discrete finite-state Markov chains. The noise applies to the state density and helps the Markov chain explore improbable regions of the state space. The theorem ensures that a stochastic-resonance noise benefit exists for states that obey a vector-norm inequality. Such noise leads to faster convergence because the noise reduces the norm components. A corollary shows that a noise benefit still occurs if the system states obey an alternate norm inequality. This leads to a noise-benefit algorithm that requires knowledge of the steady state. An alternative blind algorithm uses only past state information to achieve a weaker noise benefit. Simulations illustrate the predicted noise benefits in three well-known Markov models. The first model is a two-parameter Ehrenfest diffusion model that shows how noise benefits can occur in the class of birth-death processes. The second model is a Wright-Fisher model of genotype drift in population genetics. The third model is a chemical reaction network of zeolite crystallization. A fourth simulation shows a convergence rate increase of 64% for states that satisfy the theorem and an increase of 53% for states that satisfy the corollary. A final simulation shows that even suboptimal noise can speed convergence if the noise applies over successive time cycles. Noise benefits tend to be sharpest in Markov models that do not converge quickly and that do not have strong absorbing states.

Is a matrix exponential specification suitable for the modeling of spatial correlation structures?

PubMed Central

Strauß, Magdalena E.; Mezzetti, Maura; Leorato, Samantha

2018-01-01

This paper investigates the adequacy of the matrix exponential spatial specifications (MESS) as an alternative to the widely used spatial autoregressive models (SAR). To provide as complete a picture as possible, we extend the analysis to all the main spatial models governed by matrix exponentials comparing them with their spatial autoregressive counterparts. We propose a new implementation of Bayesian parameter estimation for the MESS model with vague prior distributions, which is shown to be precise and computationally efficient. Our implementations also account for spatially lagged regressors. We further allow for location-specific heterogeneity, which we model by including spatial splines. We conclude by comparing the performances of the different model specifications in applications to a real data set and by running simulations. Both the applications and the simulations suggest that the spatial splines are a flexible and efficient way to account for spatial heterogeneities governed by unknown mechanisms. PMID:29492375

iVAR: a program for imputing missing data in multivariate time series using vector autoregressive models.

PubMed

Liu, Siwei; Molenaar, Peter C M

2014-12-01

This article introduces iVAR, an R program for imputing missing data in multivariate time series on the basis of vector autoregressive (VAR) models. We conducted a simulation study to compare iVAR with three methods for handling missing data: listwise deletion, imputation with sample means and variances, and multiple imputation ignoring time dependency. The results showed that iVAR produces better estimates for the cross-lagged coefficients than do the other three methods. We demonstrate the use of iVAR with an empirical example of time series electrodermal activity data and discuss the advantages and limitations of the program.

Maximum likelihood estimation for periodic autoregressive moving average models

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

A useful class of models for seasonal time series that cannot be filtered or standardized to achieve second-order stationarity is that of periodic autoregressive moving average (PARMA) models, which are extensions of ARMA models that allow periodic (seasonal) parameters. An approximation to the exact likelihood for Gaussian PARMA processes is developed, and a straightforward algorithm for its maximization is presented. The algorithm is tested on several periodic ARMA(1, 1) models through simulation studies and is compared to moment estimation via the seasonal Yule-Walker equations. Applicability of the technique is demonstrated through an analysis of a seasonal stream-flow series from the Rio Caroni River in Venezuela.

A Network of Conformational Transitions in the Apo Form of NDM-1 Enzyme Revealed by MD Simulation and a Markov State Model.

PubMed

Gao, Kaifu; Zhao, Yunjie

2017-04-13

New Delhi metallo-β-lactamase-1 (NDM-1) is a novel β-lactamase enzyme that confers enteric bacteria with nearly complete resistance to all β-lactam antibiotics, so it raises a formidable and global threat to human health. However, the binding mechanism between apo-NDM-1 and antibiotics as well as related conformational changes remains poorly understood, which largely hinders the overcoming of its antibiotic resistance. In our study, long-time conventional molecular dynamics simulation and Markov state models were applied to reveal both the dynamical and conformational landscape of apo-NDM-1: the MD simulation demonstrates that loop L3, which is responsible for antibiotic binding, is the most flexible and undergoes dramatic conformational changes; moreover, the Markov state model built from the simulation maps four metastable states including open, semiopen, and closed conformations of loop L3 as well as frequent transitions between the states. Our findings propose a possible conformational selection model for the binding mechanism between apo-NDM-1 and antibiotics, which facilitates the design of novel inhibitors and antibiotics.

Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.

PubMed

Serebrinsky, Santiago A

2011-03-01

We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.

Parallel algorithms for simulating continuous time Markov chains

NASA Technical Reports Server (NTRS)

Nicol, David M.; Heidelberger, Philip

1992-01-01

We have previously shown that the mathematical technique of uniformization can serve as the basis of synchronization for the parallel simulation of continuous-time Markov chains. This paper reviews the basic method and compares five different methods based on uniformization, evaluating their strengths and weaknesses as a function of problem characteristics. The methods vary in their use of optimism, logical aggregation, communication management, and adaptivity. Performance evaluation is conducted on the Intel Touchstone Delta multiprocessor, using up to 256 processors.

Simulation And Forecasting of Daily Pm10 Concentrations Using Autoregressive Models In Kagithane Creek Valley, Istanbul

NASA Astrophysics Data System (ADS)

Ağaç, Kübra; Koçak, Kasım; Deniz, Ali

2015-04-01

A time series approach using autoregressive model (AR), moving average model (MA) and seasonal autoregressive integrated moving average model (SARIMA) were used in this study to simulate and forecast daily PM10 concentrations in Kagithane Creek Valley, Istanbul. Hourly PM10 concentrations have been measured in Kagithane Creek Valley between 2010 and 2014 periods. Bosphorus divides the city in two parts as European and Asian parts. The historical part of the city takes place in Golden Horn. Our study area Kagithane Creek Valley is connected with this historical part. The study area is highly polluted because of its topographical structure and industrial activities. Also population density is extremely high in this site. The dispersion conditions are highly poor in this creek valley so it is necessary to calculate PM10 levels for air quality and human health. For given period there were some missing PM10 concentration values so to make an accurate calculations and to obtain exact results gap filling method was applied by Singular Spectrum Analysis (SSA). SSA is a new and efficient method for gap filling and it is an state-of-art modeling. SSA-MTM Toolkit was used for our study. SSA is considered as a noise reduction algorithm because it decomposes an original time series to trend (if exists), oscillatory and noise components by way of a singular value decomposition. The basic SSA algorithm has stages of decomposition and reconstruction. For given period daily and monthly PM10 concentrations were calculated and episodic periods are determined. Long term and short term PM10 concentrations were analyzed according to European Union (EU) standards. For simulation and forecasting of high level PM10 concentrations, meteorological data (wind speed, pressure and temperature) were used to see the relationship between daily PM10 concentrations. Fast Fourier Transformation (FFT) was also applied to the data to see the periodicity and according to these periods models were built in MATLAB an Eviews programmes. Because of the seasonality of PM10 data SARIMA model was also used. The order of autoregression model was determined according to AIC and BIC criteria. The model performances were evaluated from Fractional Bias, Normalized Mean Square Error (NMSE) and Mean Absolute Percentage Error (MAPE). As expected, the results were encouraging. Keywords: PM10, Autoregression, Forecast Acknowledgement The authors would like to acknowledge the financial support by the Scientific and Technological Research Council of Turkey (TUBITAK, project no:112Y319).

A brief history of the introduction of generalized ensembles to Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Berg, Bernd A.

2017-03-01

The most efficient weights for Markov chain Monte Carlo calculations of physical observables are not necessarily those of the canonical ensemble. Generalized ensembles, which do not exist in nature but can be simulated on computers, lead often to a much faster convergence. In particular, they have been used for simulations of first order phase transitions and for simulations of complex systems in which conflicting constraints lead to a rugged free energy landscape. Starting off with the Metropolis algorithm and Hastings' extension, I present a minireview which focuses on the explosive use of generalized ensembles in the early 1990s. Illustrations are given, which range from spin models to peptides.

Improving Markov Chain Models for Road Profiles Simulation via Definition of States

DTIC Science & Technology

2012-04-01

wavelet transform in pavement profile analysis," Vehicle System Dynamics: International Journal of Vehicle Mechanics and Mobility, vol. 47, no. 4...34Estimating Markov Transition Probabilities from Micro -Unit Data," Journal of the Royal Statistical Society. Series C (Applied Statistics), pp. 355-371

Bringing consistency to simulation of population models--Poisson simulation as a bridge between micro and macro simulation.

PubMed

Gustafsson, Leif; Sternad, Mikael

2007-10-01

Population models concern collections of discrete entities such as atoms, cells, humans, animals, etc., where the focus is on the number of entities in a population. Because of the complexity of such models, simulation is usually needed to reproduce their complete dynamic and stochastic behaviour. Two main types of simulation models are used for different purposes, namely micro-simulation models, where each individual is described with its particular attributes and behaviour, and macro-simulation models based on stochastic differential equations, where the population is described in aggregated terms by the number of individuals in different states. Consistency between micro- and macro-models is a crucial but often neglected aspect. This paper demonstrates how the Poisson Simulation technique can be used to produce a population macro-model consistent with the corresponding micro-model. This is accomplished by defining Poisson Simulation in strictly mathematical terms as a series of Poisson processes that generate sequences of Poisson distributions with dynamically varying parameters. The method can be applied to any population model. It provides the unique stochastic and dynamic macro-model consistent with a correct micro-model. The paper also presents a general macro form for stochastic and dynamic population models. In an appendix Poisson Simulation is compared with Markov Simulation showing a number of advantages. Especially aggregation into state variables and aggregation of many events per time-step makes Poisson Simulation orders of magnitude faster than Markov Simulation. Furthermore, you can build and execute much larger and more complicated models with Poisson Simulation than is possible with the Markov approach.

Kepler AutoRegressive Planet Search: Motivation & Methodology

NASA Astrophysics Data System (ADS)

Caceres, Gabriel; Feigelson, Eric; Jogesh Babu, G.; Bahamonde, Natalia; Bertin, Karine; Christen, Alejandra; Curé, Michel; Meza, Cristian

2015-08-01

The Kepler AutoRegressive Planet Search (KARPS) project uses statistical methodology associated with autoregressive (AR) processes to model Kepler lightcurves in order to improve exoplanet transit detection in systems with high stellar variability. We also introduce a planet-search algorithm to detect transits in time-series residuals after application of the AR models. One of the main obstacles in detecting faint planetary transits is the intrinsic stellar variability of the host star. The variability displayed by many stars may have autoregressive properties, wherein later flux values are correlated with previous ones in some manner. Auto-Regressive Moving-Average (ARMA) models, Generalized Auto-Regressive Conditional Heteroskedasticity (GARCH), and related models are flexible, phenomenological methods used with great success to model stochastic temporal behaviors in many fields of study, particularly econometrics. Powerful statistical methods are implemented in the public statistical software environment R and its many packages. Modeling involves maximum likelihood fitting, model selection, and residual analysis. These techniques provide a useful framework to model stellar variability and are used in KARPS with the objective of reducing stellar noise to enhance opportunities to find as-yet-undiscovered planets. Our analysis procedure consisting of three steps: pre-processing of the data to remove discontinuities, gaps and outliers; ARMA-type model selection and fitting; and transit signal search of the residuals using a new Transit Comb Filter (TCF) that replaces traditional box-finding algorithms. We apply the procedures to simulated Kepler-like time series with known stellar and planetary signals to evaluate the effectiveness of the KARPS procedures. The ARMA-type modeling is effective at reducing stellar noise, but also reduces and transforms the transit signal into ingress/egress spikes. A periodogram based on the TCF is constructed to concentrate the signal of these periodic spikes. When a periodic transit is found, the model is displayed on a standard period-folded averaged light curve. We also illustrate the efficient coding in R.

Policy Transfer via Markov Logic Networks

NASA Astrophysics Data System (ADS)

Torrey, Lisa; Shavlik, Jude

We propose using a statistical-relational model, the Markov Logic Network, for knowledge transfer in reinforcement learning. Our goal is to extract relational knowledge from a source task and use it to speed up learning in a related target task. We show that Markov Logic Networks are effective models for capturing both source-task Q-functions and source-task policies. We apply them via demonstration, which involves using them for decision making in an initial stage of the target task before continuing to learn. Through experiments in the RoboCup simulated-soccer domain, we show that transfer via Markov Logic Networks can significantly improve early performance in complex tasks, and that transferring policies is more effective than transferring Q-functions.

Remembrance of phases past: An autoregressive method for generating realistic atmospheres in simulations

NASA Astrophysics Data System (ADS)

Srinath, Srikar; Poyneer, Lisa A.; Rudy, Alexander R.; Ammons, S. M.

2014-08-01

The advent of expensive, large-aperture telescopes and complex adaptive optics (AO) systems has strengthened the need for detailed simulation of such systems from the top of the atmosphere to control algorithms. The credibility of any simulation is underpinned by the quality of the atmosphere model used for introducing phase variations into the incident photons. Hitherto, simulations which incorporate wind layers have relied upon phase screen generation methods that tax the computation and memory capacities of the platforms on which they run. This places limits on parameters of a simulation, such as exposure time or resolution, thus compromising its utility. As aperture sizes and fields of view increase the problem will only get worse. We present an autoregressive method for evolving atmospheric phase that is efficient in its use of computation resources and allows for variability in the power contained in frozen flow or stochastic components of the atmosphere. Users have the flexibility of generating atmosphere datacubes in advance of runs where memory constraints allow to save on computation time or of computing the phase at each time step for long exposure times. Preliminary tests of model atmospheres generated using this method show power spectral density and rms phase in accordance with established metrics for Kolmogorov models.

Markov switching multinomial logit model: An application to accident-injury severities.

PubMed

Malyshkina, Nataliya V; Mannering, Fred L

2009-07-01

In this study, two-state Markov switching multinomial logit models are proposed for statistical modeling of accident-injury severities. These models assume Markov switching over time between two unobserved states of roadway safety as a means of accounting for potential unobserved heterogeneity. The states are distinct in the sense that in different states accident-severity outcomes are generated by separate multinomial logit processes. To demonstrate the applicability of the approach, two-state Markov switching multinomial logit models are estimated for severity outcomes of accidents occurring on Indiana roads over a four-year time period. Bayesian inference methods and Markov Chain Monte Carlo (MCMC) simulations are used for model estimation. The estimated Markov switching models result in a superior statistical fit relative to the standard (single-state) multinomial logit models for a number of roadway classes and accident types. It is found that the more frequent state of roadway safety is correlated with better weather conditions and that the less frequent state is correlated with adverse weather conditions.

Caliber Corrected Markov Modeling (C2M2): Correcting Equilibrium Markov Models.

PubMed

Dixit, Purushottam D; Dill, Ken A

2018-02-13

Rate processes are often modeled using Markov State Models (MSMs). Suppose you know a prior MSM and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example, molecular dynamics simulations of protein folding may sample many microstates, possibly giving correct pathways through them while also giving the wrong overall folding rate when compared to experiment. Here, we describe Caliber Corrected Markov Modeling (C 2 M 2 ), an approach based on the principle of maximum entropy for updating a Markov model by imposing state- and trajectory-based constraints. We show that such corrections are equivalent to asserting position-dependent diffusion coefficients in continuous-time continuous-space Markov processes modeled by a Smoluchowski equation. We derive the functional form of the diffusion coefficient explicitly in terms of the trajectory-based constraints. We illustrate with examples of 2D particle diffusion and an overdamped harmonic oscillator.

The introduction of hydrogen bond and hydrophobicity effects into the rotational isomeric states model for conformational analysis of unfolded peptides.

PubMed

Engin, Ozge; Sayar, Mehmet; Erman, Burak

2009-01-13

Relative contributions of local and non-local interactions to the unfolded conformations of peptides are examined by using the rotational isomeric states model which is a Markov model based on pairwise interactions of torsion angles. The isomeric states of a residue are well described by the Ramachandran map of backbone torsion angles. The statistical weight matrices for the states are determined by molecular dynamics simulations applied to monopeptides and dipeptides. Conformational properties of tripeptides formed from combinations of alanine, valine, tyrosine and tryptophan are investigated based on the Markov model. Comparison with molecular dynamics simulation results on these tripeptides identifies the sequence-distant long-range interactions that are missing in the Markov model. These are essentially the hydrogen bond and hydrophobic interactions that are obtained between the first and the third residue of a tripeptide. A systematic correction is proposed for incorporating these long-range interactions into the rotational isomeric states model. Preliminary results suggest that the Markov assumption can be improved significantly by renormalizing the statistical weight matrices to include the effects of the long-range correlations.

The introduction of hydrogen bond and hydrophobicity effects into the rotational isomeric states model for conformational analysis of unfolded peptides

NASA Astrophysics Data System (ADS)

Engin, Ozge; Sayar, Mehmet; Erman, Burak

2009-03-01

Relative contributions of local and non-local interactions to the unfolded conformations of peptides are examined by using the rotational isomeric states model which is a Markov model based on pairwise interactions of torsion angles. The isomeric states of a residue are well described by the Ramachandran map of backbone torsion angles. The statistical weight matrices for the states are determined by molecular dynamics simulations applied to monopeptides and dipeptides. Conformational properties of tripeptides formed from combinations of alanine, valine, tyrosine and tryptophan are investigated based on the Markov model. Comparison with molecular dynamics simulation results on these tripeptides identifies the sequence-distant long-range interactions that are missing in the Markov model. These are essentially the hydrogen bond and hydrophobic interactions that are obtained between the first and the third residue of a tripeptide. A systematic correction is proposed for incorporating these long-range interactions into the rotational isomeric states model. Preliminary results suggest that the Markov assumption can be improved significantly by renormalizing the statistical weight matrices to include the effects of the long-range correlations.

Statistical significance test for transition matrices of atmospheric Markov chains

NASA Technical Reports Server (NTRS)

Vautard, Robert; Mo, Kingtse C.; Ghil, Michael

1990-01-01

Low-frequency variability of large-scale atmospheric dynamics can be represented schematically by a Markov chain of multiple flow regimes. This Markov chain contains useful information for the long-range forecaster, provided that the statistical significance of the associated transition matrix can be reliably tested. Monte Carlo simulation yields a very reliable significance test for the elements of this matrix. The results of this test agree with previously used empirical formulae when each cluster of maps identified as a distinct flow regime is sufficiently large and when they all contain a comparable number of maps. Monte Carlo simulation provides a more reliable way to test the statistical significance of transitions to and from small clusters. It can determine the most likely transitions, as well as the most unlikely ones, with a prescribed level of statistical significance.

Using simulations and data to evaluate mean sensitivity (ζ) as a useful statistic in dendrochronology

Treesearch

Andrew G. Bunn; Esther Jansma; Mikko Korpela; Robert D. Westfall; James Baldwin

2013-01-01

Mean sensitivity (ζ) continues to be used in dendrochronology despite a literature that shows it to be of questionable value in describing the properties of a time series. We simulate first-order autoregressive models with known parameters and show that ζ is a function of variance and autocorrelation of a time series. We then use 500 random tree-ring...

Decoding and modelling of time series count data using Poisson hidden Markov model and Markov ordinal logistic regression models.

PubMed

Sebastian, Tunny; Jeyaseelan, Visalakshi; Jeyaseelan, Lakshmanan; Anandan, Shalini; George, Sebastian; Bangdiwala, Shrikant I

2018-01-01

Hidden Markov models are stochastic models in which the observations are assumed to follow a mixture distribution, but the parameters of the components are governed by a Markov chain which is unobservable. The issues related to the estimation of Poisson-hidden Markov models in which the observations are coming from mixture of Poisson distributions and the parameters of the component Poisson distributions are governed by an m-state Markov chain with an unknown transition probability matrix are explained here. These methods were applied to the data on Vibrio cholerae counts reported every month for 11-year span at Christian Medical College, Vellore, India. Using Viterbi algorithm, the best estimate of the state sequence was obtained and hence the transition probability matrix. The mean passage time between the states were estimated. The 95% confidence interval for the mean passage time was estimated via Monte Carlo simulation. The three hidden states of the estimated Markov chain are labelled as 'Low', 'Moderate' and 'High' with the mean counts of 1.4, 6.6 and 20.2 and the estimated average duration of stay of 3, 3 and 4 months, respectively. Environmental risk factors were studied using Markov ordinal logistic regression analysis. No significant association was found between disease severity levels and climate components.

Markov chains for testing redundant software

NASA Technical Reports Server (NTRS)

White, Allan L.; Sjogren, Jon A.

1988-01-01

A preliminary design for a validation experiment has been developed that addresses several problems unique to assuring the extremely high quality of multiple-version programs in process-control software. The procedure uses Markov chains to model the error states of the multiple version programs. The programs are observed during simulated process-control testing, and estimates are obtained for the transition probabilities between the states of the Markov chain. The experimental Markov chain model is then expanded into a reliability model that takes into account the inertia of the system being controlled. The reliability of the multiple version software is computed from this reliability model at a given confidence level using confidence intervals obtained for the transition probabilities during the experiment. An example demonstrating the method is provided.

Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

(Re)evaluating the Implications of the Autoregressive Latent Trajectory Model Through Likelihood Ratio Tests of Its Initial Conditions.

PubMed

Ou, Lu; Chow, Sy-Miin; Ji, Linying; Molenaar, Peter C M

2017-01-01

The autoregressive latent trajectory (ALT) model synthesizes the autoregressive model and the latent growth curve model. The ALT model is flexible enough to produce a variety of discrepant model-implied change trajectories. While some researchers consider this a virtue, others have cautioned that this may confound interpretations of the model's parameters. In this article, we show that some-but not all-of these interpretational difficulties may be clarified mathematically and tested explicitly via likelihood ratio tests (LRTs) imposed on the initial conditions of the model. We show analytically the nested relations among three variants of the ALT model and the constraints needed to establish equivalences. A Monte Carlo simulation study indicated that LRTs, particularly when used in combination with information criterion measures, can allow researchers to test targeted hypotheses about the functional forms of the change process under study. We further demonstrate when and how such tests may justifiably be used to facilitate our understanding of the underlying process of change using a subsample (N = 3,995) of longitudinal family income data from the National Longitudinal Survey of Youth.

Climate-informed stochastic hydrological modeling: Incorporating decadal-scale variability using paleoclimate data

NASA Astrophysics Data System (ADS)

Henley, B. J.; Thyer, M. A.; Kuczera, G. A.

2012-12-01

A hierarchical framework for incorporating modes of climate variability into stochastic simulations of hydrological data is developed, termed the climate-informed multi-time scale stochastic (CIMSS) framework. To characterize long-term variability for the first level of the hierarchy, paleoclimate and instrumental data describing the Interdecadal Pacific Oscillation (IPO) and the Pacific Decadal Oscillation (PDO) are analyzed. A new paleo IPO-PDO time series dating back 440 yrs is produced, combining seven IPO-PDO paleo sources using an objective smoothing procedure to fit low-pass filters to individual records. The paleo data analysis indicates that wet/dry IPO-PDO states have a broad range of run-lengths, with 90% between 3 and 33 yr and a mean of 15 yr. Model selection techniques were used to determine a suitable stochastic model to simulate these run-lengths. The Markov chain model, previously used to simulate oscillating wet/dry climate states, was found to underestimate the probability of wet/dry periods >5 yr, and was rejected in favor of a gamma distribution. For the second level of the hierarchy, a seasonal rainfall model is conditioned on the simulated IPO-PDO state. Application to two high-quality rainfall sites close to water supply reservoirs found that mean seasonal rainfall in the IPO-PDO dry state was 15%-28% lower than the wet state. The model was able to replicate observed statistics such as seasonal and multi-year accumulated rainfall distributions and interannual autocorrelations for the case study sites. In comparison, an annual lag-one autoregressive AR(1) model was unable to adequately capture the observed rainfall distribution within separate IPO-PDO states. Furthermore, analysis of the impact of the CIMSS framework on drought risk analysis found that short-term drought risks conditional on IPO/PDO state were considerably higher than the traditional AR(1) model.hort-term conditional water supply drought risks for the CIMSS and AR(1) models for the dry IPO-PDO scenario with a range of initial storage levels expressed as a proportion of the annual demand (yield).

Accelerating population balance-Monte Carlo simulation for coagulation dynamics from the Markov jump model, stochastic algorithm and GPU parallel computing

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xu, Zuwei; Zhao, Haibo, E-mail: klinsmannzhb@163.com; Zheng, Chuguang

2015-01-15

This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule providesmore » a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance–rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are demonstrated in a physically realistic Brownian coagulation case. The computational accuracy is validated with benchmark solution of discrete-sectional method. The simulation results show that the comprehensive approach can attain very favorable improvement in cost without sacrificing computational accuracy.« less

The use of Meteonorm weather generator for climate change studies

NASA Astrophysics Data System (ADS)

Remund, J.; Müller, S. C.; Schilter, C.; Rihm, B.

2010-09-01

The global climatological database Meteonorm (www.meteonorm.com) is widely used as meteorological input for simulation of solar applications and buildings. It's a combination of a climate database, a spatial interpolation tool and a stochastic weather generator. Like this typical years with hourly or minute time resolution can be calculated for any site. The input of Meteonorm for global radiation is the Global Energy Balance Archive (GEBA, http://proto-geba.ethz.ch). All other meteorological parameters are taken from databases of WMO and NCDC (periods 1961-90 and 1996-2005). The stochastic generation of global radiation is based on a Markov chain model for daily values and an autoregressive model for hourly and minute values (Aguiar and Collares-Pereira, 1988 and 1992). The generation of temperature is based on global radiation and measured distribution of daily temperature values of approx. 5000 sites. Meteonorm generates also additional parameters like precipitation, wind speed or radiation parameters like diffuse and direct normal irradiance. Meteonorm can also be used for climate change studies. Instead of climate values, the results of IPCC AR4 results are used as input. From all 18 public models an average has been made at a resolution of 1°. The anomalies of the parameters temperature, precipitation and global radiation and the three scenarios B1, A1B and A2 have been included. With the combination of Meteonorm's current database 1961-90, the interpolation algorithms and the stochastic generation typical years can be calculated for any site, for different scenarios and for any period between 2010 and 2200. From the analysis of variations of year to year and month to month variations of temperature, precipitation and global radiation of the past ten years as well of climate model forecasts (from project prudence, http://prudence.dmi.dk) a simple autoregressive model has been formed which is used to generate realistic monthly time series of future periods. Meteonorm can therefore be used as a relatively simple method to enhance the spatial and temporal resolution instead of using complicated and time consuming downscaling methods based on regional climate models. The combination of Meteonorm, gridded historical (based on work of Luterbach et al.) and IPCC results has been used for studies of vegetation simulation between 1660 and 2600 (publication of first version based on IS92a scenario and limited time period 1950 - 2100: http://www.pbl.nl/images/H5_Part2_van%20CCE_opmaak%28def%29_tcm61-46625.pdf). It's also applicable for other adaptation studies for e.g. road surfaces or building simulation. In Meteonorm 6.1 one scenario (IS92a) and one climate model has been included (Hadley CM3). In the new Meteonorm 7 (coming spring 2011) the model averages of the three above mentioned scenarios of the IPCC AR4 will be included.

Order-Constrained Reference Priors with Implications for Bayesian Isotonic Regression, Analysis of Covariance and Spatial Models

NASA Astrophysics Data System (ADS)

Gong, Maozhen

Selecting an appropriate prior distribution is a fundamental issue in Bayesian Statistics. In this dissertation, under the framework provided by Berger and Bernardo, I derive the reference priors for several models which include: Analysis of Variance (ANOVA)/Analysis of Covariance (ANCOVA) models with a categorical variable under common ordering constraints, the conditionally autoregressive (CAR) models and the simultaneous autoregressive (SAR) models with a spatial autoregression parameter rho considered. The performances of reference priors for ANOVA/ANCOVA models are evaluated by simulation studies with comparisons to Jeffreys' prior and Least Squares Estimation (LSE). The priors are then illustrated in a Bayesian model of the "Risk of Type 2 Diabetes in New Mexico" data, where the relationship between the type 2 diabetes risk (through Hemoglobin A1c) and different smoking levels is investigated. In both simulation studies and real data set modeling, the reference priors that incorporate internal order information show good performances and can be used as default priors. The reference priors for the CAR and SAR models are also illustrated in the "1999 SAT State Average Verbal Scores" data with a comparison to a Uniform prior distribution. Due to the complexity of the reference priors for both CAR and SAR models, only a portion (12 states in the Midwest) of the original data set is considered. The reference priors can give a different marginal posterior distribution compared to a Uniform prior, which provides an alternative for prior specifications for areal data in Spatial statistics.

Perspective: Markov models for long-timescale biomolecular dynamics.

PubMed

Schwantes, C R; McGibbon, R T; Pande, V S

2014-09-07

Molecular dynamics simulations have the potential to provide atomic-level detail and insight to important questions in chemical physics that cannot be observed in typical experiments. However, simply generating a long trajectory is insufficient, as researchers must be able to transform the data in a simulation trajectory into specific scientific insights. Although this analysis step has often been taken for granted, it deserves further attention as large-scale simulations become increasingly routine. In this perspective, we discuss the application of Markov models to the analysis of large-scale biomolecular simulations. We draw attention to recent improvements in the construction of these models as well as several important open issues. In addition, we highlight recent theoretical advances that pave the way for a new generation of models of molecular kinetics.

Simulation-based power calculation for designing interrupted time series analyses of health policy interventions.

PubMed

Zhang, Fang; Wagner, Anita K; Ross-Degnan, Dennis

2011-11-01

Interrupted time series is a strong quasi-experimental research design to evaluate the impacts of health policy interventions. Using simulation methods, we estimated the power requirements for interrupted time series studies under various scenarios. Simulations were conducted to estimate the power of segmented autoregressive (AR) error models when autocorrelation ranged from -0.9 to 0.9 and effect size was 0.5, 1.0, and 2.0, investigating balanced and unbalanced numbers of time periods before and after an intervention. Simple scenarios of autoregressive conditional heteroskedasticity (ARCH) models were also explored. For AR models, power increased when sample size or effect size increased, and tended to decrease when autocorrelation increased. Compared with a balanced number of study periods before and after an intervention, designs with unbalanced numbers of periods had less power, although that was not the case for ARCH models. The power to detect effect size 1.0 appeared to be reasonable for many practical applications with a moderate or large number of time points in the study equally divided around the intervention. Investigators should be cautious when the expected effect size is small or the number of time points is small. We recommend conducting various simulations before investigation. Copyright © 2011 Elsevier Inc. All rights reserved.

A Markov Chain-based quantitative study of angular distribution of photons through turbid slabs via isotropic light scattering

NASA Astrophysics Data System (ADS)

Li, Xuesong; Northrop, William F.

2016-04-01

This paper describes a quantitative approach to approximate multiple scattering through an isotropic turbid slab based on Markov Chain theorem. There is an increasing need to utilize multiple scattering for optical diagnostic purposes; however, existing methods are either inaccurate or computationally expensive. Here, we develop a novel Markov Chain approximation approach to solve multiple scattering angular distribution (AD) that can accurately calculate AD while significantly reducing computational cost compared to Monte Carlo simulation. We expect this work to stimulate ongoing multiple scattering research and deterministic reconstruction algorithm development with AD measurements.

ARMA-Based SEM When the Number of Time Points T Exceeds the Number of Cases N: Raw Data Maximum Likelihood.

ERIC Educational Resources Information Center

Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.

2003-01-01

Demonstrated, through simulation, that stationary autoregressive moving average (ARMA) models may be fitted readily when T>N, using normal theory raw maximum likelihood structural equation modeling. Also provides some illustrations based on real data. (SLD)

Simulated lumped-parameter system reduced-order adaptive control studies

NASA Technical Reports Server (NTRS)

Johnson, C. R., Jr.; Lawrence, D. A.; Taylor, T.; Malakooti, M. V.

1981-01-01

Two methods of interpreting the misbehavior of reduced order adaptive controllers are discussed. The first method is based on system input-output description and the second is based on state variable description. The implementation of the single input, single output, autoregressive, moving average system is considered.

An Evaluation of a Markov Chain Monte Carlo Method for the Two-Parameter Logistic Model.

ERIC Educational Resources Information Center

Kim, Seock-Ho; Cohen, Allan S.

The accuracy of the Markov Chain Monte Carlo (MCMC) procedure Gibbs sampling was considered for estimation of item parameters of the two-parameter logistic model. Data for the Law School Admission Test (LSAT) Section 6 were analyzed to illustrate the MCMC procedure. In addition, simulated data sets were analyzed using the MCMC, marginal Bayesian…

Recovery of Item Parameters in the Nominal Response Model: A Comparison of Marginal Maximum Likelihood Estimation and Markov Chain Monte Carlo Estimation.

ERIC Educational Resources Information Center

Wollack, James A.; Bolt, Daniel M.; Cohen, Allan S.; Lee, Young-Sun

2002-01-01

Compared the quality of item parameter estimates for marginal maximum likelihood (MML) and Markov Chain Monte Carlo (MCMC) with the nominal response model using simulation. The quality of item parameter recovery was nearly identical for MML and MCMC, and both methods tended to produce good estimates. (SLD)

Markov Chains For Testing Redundant Software

NASA Technical Reports Server (NTRS)

White, Allan L.; Sjogren, Jon A.

1990-01-01

Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.

ModFossa: A library for modeling ion channels using Python.

PubMed

Ferneyhough, Gareth B; Thibealut, Corey M; Dascalu, Sergiu M; Harris, Frederick C

2016-06-01

The creation and simulation of ion channel models using continuous-time Markov processes is a powerful and well-used tool in the field of electrophysiology and ion channel research. While several software packages exist for the purpose of ion channel modeling, most are GUI based, and none are available as a Python library. In an attempt to provide an easy-to-use, yet powerful Markov model-based ion channel simulator, we have developed ModFossa, a Python library supporting easy model creation and stimulus definition, complete with a fast numerical solver, and attractive vector graphics plotting.

A Computer Program for the Generation of ARIMA Data

ERIC Educational Resources Information Center

Green, Samuel B.; Noles, Keith O.

1977-01-01

The autoregressive integrated moving averages model (ARIMA) has been applied to time series data in psychological and educational research. A program is described that generates ARIMA data of a known order. The program enables researchers to explore statistical properties of ARIMA data and simulate systems producing time dependent observations.…

Markov-chain model of classified atomistic transition states for discrete kinetic Monte Carlo simulations.

PubMed

Numazawa, Satoshi; Smith, Roger

2011-10-01

Classical harmonic transition state theory is considered and applied in discrete lattice cells with hierarchical transition levels. The scheme is then used to determine transitions that can be applied in a lattice-based kinetic Monte Carlo (KMC) atomistic simulation model. The model results in an effective reduction of KMC simulation steps by utilizing a classification scheme of transition levels for thermally activated atomistic diffusion processes. Thermally activated atomistic movements are considered as local transition events constrained in potential energy wells over certain local time periods. These processes are represented by Markov chains of multidimensional Boolean valued functions in three-dimensional lattice space. The events inhibited by the barriers under a certain level are regarded as thermal fluctuations of the canonical ensemble and accepted freely. Consequently, the fluctuating system evolution process is implemented as a Markov chain of equivalence class objects. It is shown that the process can be characterized by the acceptance of metastable local transitions. The method is applied to a problem of Au and Ag cluster growth on a rippled surface. The simulation predicts the existence of a morphology-dependent transition time limit from a local metastable to stable state for subsequent cluster growth by accretion. Excellent agreement with observed experimental results is obtained.

Can discrete event simulation be of use in modelling major depression?

PubMed Central

Le Lay, Agathe; Despiegel, Nicolas; François, Clément; Duru, Gérard

2006-01-01

Background Depression is among the major contributors to worldwide disease burden and adequate modelling requires a framework designed to depict real world disease progression as well as its economic implications as closely as possible. Objectives In light of the specific characteristics associated with depression (multiple episodes at varying intervals, impact of disease history on course of illness, sociodemographic factors), our aim was to clarify to what extent "Discrete Event Simulation" (DES) models provide methodological benefits in depicting disease evolution. Methods We conducted a comprehensive review of published Markov models in depression and identified potential limits to their methodology. A model based on DES principles was developed to investigate the benefits and drawbacks of this simulation method compared with Markov modelling techniques. Results The major drawback to Markov models is that they may not be suitable to tracking patients' disease history properly, unless the analyst defines multiple health states, which may lead to intractable situations. They are also too rigid to take into consideration multiple patient-specific sociodemographic characteristics in a single model. To do so would also require defining multiple health states which would render the analysis entirely too complex. We show that DES resolve these weaknesses and that its flexibility allow patients with differing attributes to move from one event to another in sequential order while simultaneously taking into account important risk factors such as age, gender, disease history and patients attitude towards treatment, together with any disease-related events (adverse events, suicide attempt etc.). Conclusion DES modelling appears to be an accurate, flexible and comprehensive means of depicting disease progression compared with conventional simulation methodologies. Its use in analysing recurrent and chronic diseases appears particularly useful compared with Markov processes. PMID:17147790

Can discrete event simulation be of use in modelling major depression?

PubMed

Le Lay, Agathe; Despiegel, Nicolas; François, Clément; Duru, Gérard

2006-12-05

Depression is among the major contributors to worldwide disease burden and adequate modelling requires a framework designed to depict real world disease progression as well as its economic implications as closely as possible. In light of the specific characteristics associated with depression (multiple episodes at varying intervals, impact of disease history on course of illness, sociodemographic factors), our aim was to clarify to what extent "Discrete Event Simulation" (DES) models provide methodological benefits in depicting disease evolution. We conducted a comprehensive review of published Markov models in depression and identified potential limits to their methodology. A model based on DES principles was developed to investigate the benefits and drawbacks of this simulation method compared with Markov modelling techniques. The major drawback to Markov models is that they may not be suitable to tracking patients' disease history properly, unless the analyst defines multiple health states, which may lead to intractable situations. They are also too rigid to take into consideration multiple patient-specific sociodemographic characteristics in a single model. To do so would also require defining multiple health states which would render the analysis entirely too complex. We show that DES resolve these weaknesses and that its flexibility allow patients with differing attributes to move from one event to another in sequential order while simultaneously taking into account important risk factors such as age, gender, disease history and patients attitude towards treatment, together with any disease-related events (adverse events, suicide attempt etc.). DES modelling appears to be an accurate, flexible and comprehensive means of depicting disease progression compared with conventional simulation methodologies. Its use in analysing recurrent and chronic diseases appears particularly useful compared with Markov processes.

Relaxation mode analysis and Markov state relaxation mode analysis for chignolin in aqueous solution near a transition temperature

NASA Astrophysics Data System (ADS)

Mitsutake, Ayori; Takano, Hiroshi

2015-09-01

It is important to extract reaction coordinates or order parameters from protein simulations in order to investigate the local minimum-energy states and the transitions between them. The most popular method to obtain such data is principal component analysis, which extracts modes of large conformational fluctuations around an average structure. We recently applied relaxation mode analysis for protein systems, which approximately estimates the slow relaxation modes and times from a simulation and enables investigations of the dynamic properties underlying the structural fluctuations of proteins. In this study, we apply this relaxation mode analysis to extract reaction coordinates for a system in which there are large conformational changes such as those commonly observed in protein folding/unfolding. We performed a 750-ns simulation of chignolin protein near its folding transition temperature and observed many transitions between the most stable, misfolded, intermediate, and unfolded states. We then applied principal component analysis and relaxation mode analysis to the system. In the relaxation mode analysis, we could automatically extract good reaction coordinates. The free-energy surfaces provide a clearer understanding of the transitions not only between local minimum-energy states but also between the folded and unfolded states, even though the simulation involved large conformational changes. Moreover, we propose a new analysis method called Markov state relaxation mode analysis. We applied the new method to states with slow relaxation, which are defined by the free-energy surface obtained in the relaxation mode analysis. Finally, the relaxation times of the states obtained with a simple Markov state model and the proposed Markov state relaxation mode analysis are compared and discussed.

The application of Markov decision process with penalty function in restaurant delivery robot

NASA Astrophysics Data System (ADS)

Wang, Yong; Hu, Zhen; Wang, Ying

2017-05-01

As the restaurant delivery robot is often in a dynamic and complex environment, including the chairs inadvertently moved to the channel and customers coming and going. The traditional Markov decision process path planning algorithm is not save, the robot is very close to the table and chairs. To solve this problem, this paper proposes the Markov Decision Process with a penalty term called MDPPT path planning algorithm according to the traditional Markov decision process (MDP). For MDP, if the restaurant delivery robot bumps into an obstacle, the reward it receives is part of the current status reward. For the MDPPT, the reward it receives not only the part of the current status but also a negative constant term. Simulation results show that the MDPPT algorithm can plan a more secure path.

Detecting critical state before phase transition of complex systems by hidden Markov model

NASA Astrophysics Data System (ADS)

Liu, Rui; Chen, Pei; Li, Yongjun; Chen, Luonan

Identifying the critical state or pre-transition state just before the occurrence of a phase transition is a challenging task, because the state of the system may show little apparent change before this critical transition during the gradual parameter variations. Such dynamics of phase transition is generally composed of three stages, i.e., before-transition state, pre-transition state, and after-transition state, which can be considered as three different Markov processes. Thus, based on this dynamical feature, we present a novel computational method, i.e., hidden Markov model (HMM), to detect the switching point of the two Markov processes from the before-transition state (a stationary Markov process) to the pre-transition state (a time-varying Markov process), thereby identifying the pre-transition state or early-warning signals of the phase transition. To validate the effectiveness, we apply this method to detect the signals of the imminent phase transitions of complex systems based on the simulated datasets, and further identify the pre-transition states as well as their critical modules for three real datasets, i.e., the acute lung injury triggered by phosgene inhalation, MCF-7 human breast cancer caused by heregulin, and HCV-induced dysplasia and hepatocellular carcinoma.

Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.

PubMed

Carroll, Carlos; Johnson, Devin S; Dunk, Jeffrey R; Zielinski, William J

2010-12-01

Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence-absence data derived from regional monitoring programs to develop models with both landscape and site-level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence-absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad-scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km(2) hexagons), can increase the relevance of habitat models to multispecies conservation planning. Journal compilation © 2010 Society for Conservation Biology. No claim to original US government works.

Principal dynamic mode analysis of neural mass model for the identification of epileptic states

NASA Astrophysics Data System (ADS)

Cao, Yuzhen; Jin, Liu; Su, Fei; Wang, Jiang; Deng, Bin

2016-11-01

The detection of epileptic seizures in Electroencephalography (EEG) signals is significant for the diagnosis and treatment of epilepsy. In this paper, in order to obtain characteristics of various epileptiform EEGs that may differentiate different states of epilepsy, the concept of Principal Dynamic Modes (PDMs) was incorporated to an autoregressive model framework. First, the neural mass model was used to simulate the required intracerebral EEG signals of various epileptiform activities. Then, the PDMs estimated from the nonlinear autoregressive Volterra models, as well as the corresponding Associated Nonlinear Functions (ANFs), were used for the modeling of epileptic EEGs. The efficient PDM modeling approach provided physiological interpretation of the system. Results revealed that the ANFs of the 1st and 2nd PDMs for the auto-regressive input exhibited evident differences among different states of epilepsy, where the ANFs of the sustained spikes' activity encountered at seizure onset or during a seizure were the most differentiable from that of the normal state. Therefore, the ANFs may be characteristics for the classification of normal and seizure states in the clinical detection of seizures and thus provide assistance for the diagnosis of epilepsy.

A Novel Modeling Method for Aircraft Engine Using Nonlinear Autoregressive Exogenous (NARX) Models Based on Wavelet Neural Networks

NASA Astrophysics Data System (ADS)

Yu, Bing; Shu, Wenjun; Cao, Can

2018-05-01

A novel modeling method for aircraft engine using nonlinear autoregressive exogenous (NARX) models based on wavelet neural networks is proposed. The identification principle and process based on wavelet neural networks are studied, and the modeling scheme based on NARX is proposed. Then, the time series data sets from three types of aircraft engines are utilized to build the corresponding NARX models, and these NARX models are validated by the simulation. The results show that all the best NARX models can capture the original aircraft engine's dynamic characteristic well with the high accuracy. For every type of engine, the relative identification errors of its best NARX model and the component level model are no more than 3.5 % and most of them are within 1 %.

Getting It Right Matters: Climate Spectra and Their Estimation

NASA Astrophysics Data System (ADS)

Privalsky, Victor; Yushkov, Vladislav

2018-06-01

In many recent publications, climate spectra estimated with different methods from observed, GCM-simulated, and reconstructed time series contain many peaks at time scales from a few years to many decades and even centuries. However, respective spectral estimates obtained with the autoregressive (AR) and multitapering (MTM) methods showed that spectra of climate time series are smooth and contain no evidence of periodic or quasi-periodic behavior. Four order selection criteria for the autoregressive models were studied and proven sufficiently reliable for 25 time series of climate observations at individual locations or spatially averaged at local-to-global scales. As time series of climate observations are short, an alternative reliable nonparametric approach is Thomson's MTM. These results agree with both the earlier climate spectral analyses and the Markovian stochastic model of climate.

Daily Rainfall Simulation Using Climate Variables and Nonhomogeneous Hidden Markov Model

NASA Astrophysics Data System (ADS)

Jung, J.; Kim, H. S.; Joo, H. J.; Han, D.

2017-12-01

Markov chain is an easy method to handle when we compare it with other ones for the rainfall simulation. However, it also has limitations in reflecting seasonal variability of rainfall or change on rainfall patterns caused by climate change. This study applied a Nonhomogeneous Hidden Markov Model(NHMM) to consider these problems. The NHMM compared with a Hidden Markov Model(HMM) for the evaluation of a goodness of the model. First, we chose Gum river basin in Korea to apply the models and collected daily rainfall data from the stations. Also, the climate variables of geopotential height, temperature, zonal wind, and meridional wind date were collected from NCEP/NCAR reanalysis data to consider external factors affecting the rainfall event. We conducted a correlation analysis between rainfall and climate variables then developed a linear regression equation using the climate variables which have high correlation with rainfall. The monthly rainfall was obtained by the regression equation and it became input data of NHMM. Finally, the daily rainfall by NHMM was simulated and we evaluated the goodness of fit and prediction capability of NHMM by comparing with those of HMM. As a result of simulation by HMM, the correlation coefficient and root mean square error of daily/monthly rainfall were 0.2076 and 10.8243/131.1304mm each. In case of NHMM, the correlation coefficient and root mean square error of daily/monthly rainfall were 0.6652 and 10.5112/100.9865mm each. We could verify that the error of daily and monthly rainfall simulated by NHMM was improved by 2.89% and 22.99% compared with HMM. Therefore, it is expected that the results of the study could provide more accurate data for hydrologic analysis. Acknowledgements This research was supported by Basic Science Research Program through the National Research Foundation of Korea(NRF) funded by the Ministry of Science, ICT & Future Planning(2017R1A2B3005695)

Population Synthesis of Radio and Y-ray Millisecond Pulsars Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Gonthier, Peter L.; Billman, C.; Harding, A. K.

2013-04-01

We present preliminary results of a new population synthesis of millisecond pulsars (MSP) from the Galactic disk using Markov Chain Monte Carlo techniques to better understand the model parameter space. We include empirical radio and γ-ray luminosity models that are dependent on the pulsar period and period derivative with freely varying exponents. The magnitudes of the model luminosities are adjusted to reproduce the number of MSPs detected by a group of ten radio surveys and by Fermi, predicting the MSP birth rate in the Galaxy. We follow a similar set of assumptions that we have used in previous, more constrained Monte Carlo simulations. The parameters associated with the birth distributions such as those for the accretion rate, magnetic field and period distributions are also free to vary. With the large set of free parameters, we employ Markov Chain Monte Carlo simulations to explore the large and small worlds of the parameter space. We present preliminary comparisons of the simulated and detected distributions of radio and γ-ray pulsar characteristics. We express our gratitude for the generous support of the National Science Foundation (REU and RUI), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program.

An open Markov chain scheme model for a credit consumption portfolio fed by ARIMA and SARMA processes

NASA Astrophysics Data System (ADS)

Esquível, Manuel L.; Fernandes, José Moniz; Guerreiro, Gracinda R.

2016-06-01

We introduce a schematic formalism for the time evolution of a random population entering some set of classes and such that each member of the population evolves among these classes according to a scheme based on a Markov chain model. We consider that the flow of incoming members is modeled by a time series and we detail the time series structure of the elements in each of the classes. We present a practical application to data from a credit portfolio of a Cape Verdian bank; after modeling the entering population in two different ways - namely as an ARIMA process and as a deterministic sigmoid type trend plus a SARMA process for the residues - we simulate the behavior of the population and compare the results. We get that the second method is more accurate in describing the behavior of the populations when compared to the observed values in a direct simulation of the Markov chain.

Semi-Markov Approach to the Shipping Safety Modelling

NASA Astrophysics Data System (ADS)

Guze, Sambor; Smolarek, Leszek

2012-02-01

In the paper the navigational safety model of a ship on the open area has been studied under conditions of incomplete information. Moreover the structure of semi-Markov processes is used to analyse the stochastic ship safety according to the subjective acceptance of risk by the navigator. In addition, the navigator’s behaviour can be analysed by using the numerical simulation to estimate the probability of collision in the safety model.

Inferring animal densities from tracking data using Markov chains.

PubMed

Whitehead, Hal; Jonsen, Ian D

2013-01-01

The distributions and relative densities of species are keys to ecology. Large amounts of tracking data are being collected on a wide variety of animal species using several methods, especially electronic tags that record location. These tracking data are effectively used for many purposes, but generally provide biased measures of distribution, because the starts of the tracks are not randomly distributed among the locations used by the animals. We introduce a simple Markov-chain method that produces unbiased measures of relative density from tracking data. The density estimates can be over a geographical grid, and/or relative to environmental measures. The method assumes that the tracked animals are a random subset of the population in respect to how they move through the habitat cells, and that the movements of the animals among the habitat cells form a time-homogenous Markov chain. We illustrate the method using simulated data as well as real data on the movements of sperm whales. The simulations illustrate the bias introduced when the initial tracking locations are not randomly distributed, as well as the lack of bias when the Markov method is used. We believe that this method will be important in giving unbiased estimates of density from the growing corpus of animal tracking data.

Using Fit Indexes to Select a Covariance Model for Longitudinal Data

ERIC Educational Resources Information Center

Liu, Siwei; Rovine, Michael J.; Molenaar, Peter C. M.

2012-01-01

This study investigated the performance of fit indexes in selecting a covariance structure for longitudinal data. Data were simulated to follow a compound symmetry, first-order autoregressive, first-order moving average, or random-coefficients covariance structure. We examined the ability of the likelihood ratio test (LRT), root mean square error…

A Multilevel AR(1) Model: Allowing for Inter-Individual Differences in Trait-Scores, Inertia, and Innovation Variance.

PubMed

Jongerling, Joran; Laurenceau, Jean-Philippe; Hamaker, Ellen L

2015-01-01

In this article we consider a multilevel first-order autoregressive [AR(1)] model with random intercepts, random autoregression, and random innovation variance (i.e., the level 1 residual variance). Including random innovation variance is an important extension of the multilevel AR(1) model for two reasons. First, between-person differences in innovation variance are important from a substantive point of view, in that they capture differences in sensitivity and/or exposure to unmeasured internal and external factors that influence the process. Second, using simulation methods we show that modeling the innovation variance as fixed across individuals, when it should be modeled as a random effect, leads to biased parameter estimates. Additionally, we use simulation methods to compare maximum likelihood estimation to Bayesian estimation of the multilevel AR(1) model and investigate the trade-off between the number of individuals and the number of time points. We provide an empirical illustration by applying the extended multilevel AR(1) model to daily positive affect ratings from 89 married women over the course of 42 consecutive days.

Data flow modeling techniques

NASA Technical Reports Server (NTRS)

Kavi, K. M.

1984-01-01

There have been a number of simulation packages developed for the purpose of designing, testing and validating computer systems, digital systems and software systems. Complex analytical tools based on Markov and semi-Markov processes have been designed to estimate the reliability and performance of simulated systems. Petri nets have received wide acceptance for modeling complex and highly parallel computers. In this research data flow models for computer systems are investigated. Data flow models can be used to simulate both software and hardware in a uniform manner. Data flow simulation techniques provide the computer systems designer with a CAD environment which enables highly parallel complex systems to be defined, evaluated at all levels and finally implemented in either hardware or software. Inherent in data flow concept is the hierarchical handling of complex systems. In this paper we will describe how data flow can be used to model computer system.

Optimal choice of word length when comparing two Markov sequences using a χ 2-statistic.

PubMed

Bai, Xin; Tang, Kujin; Ren, Jie; Waterman, Michael; Sun, Fengzhu

2017-10-03

Alignment-free sequence comparison using counts of word patterns (grams, k-tuples) has become an active research topic due to the large amount of sequence data from the new sequencing technologies. Genome sequences are frequently modelled by Markov chains and the likelihood ratio test or the corresponding approximate χ 2 -statistic has been suggested to compare two sequences. However, it is not known how to best choose the word length k in such studies. We develop an optimal strategy to choose k by maximizing the statistical power of detecting differences between two sequences. Let the orders of the Markov chains for the two sequences be r 1 and r 2 , respectively. We show through both simulations and theoretical studies that the optimal k= max(r 1 ,r 2 )+1 for both long sequences and next generation sequencing (NGS) read data. The orders of the Markov chains may be unknown and several methods have been developed to estimate the orders of Markov chains based on both long sequences and NGS reads. We study the power loss of the statistics when the estimated orders are used. It is shown that the power loss is minimal for some of the estimators of the orders of Markov chains. Our studies provide guidelines on choosing the optimal word length for the comparison of Markov sequences.

A high-fidelity weather time series generator using the Markov Chain process on a piecewise level

NASA Astrophysics Data System (ADS)

Hersvik, K.; Endrerud, O.-E. V.

2017-12-01

A method is developed for generating a set of unique weather time-series based on an existing weather series. The method allows statistically valid weather variations to take place within repeated simulations of offshore operations. The numerous generated time series need to share the same statistical qualities as the original time series. Statistical qualities here refer mainly to the distribution of weather windows available for work, including durations and frequencies of such weather windows, and seasonal characteristics. The method is based on the Markov chain process. The core new development lies in how the Markov Process is used, specifically by joining small pieces of random length time series together rather than joining individual weather states, each from a single time step, which is a common solution found in the literature. This new Markov model shows favorable characteristics with respect to the requirements set forth and all aspects of the validation performed.

Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models

ERIC Educational Resources Information Center

Price, Larry R.

2012-01-01

The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…

Characteristics of the transmission of autoregressive sub-patterns in financial time series

NASA Astrophysics Data System (ADS)

Gao, Xiangyun; An, Haizhong; Fang, Wei; Huang, Xuan; Li, Huajiao; Zhong, Weiqiong

2014-09-01

There are many types of autoregressive patterns in financial time series, and they form a transmission process. Here, we define autoregressive patterns quantitatively through an econometrical regression model. We present a computational algorithm that sets the autoregressive patterns as nodes and transmissions between patterns as edges, and then converts the transmission process of autoregressive patterns in a time series into a network. We utilised daily Shanghai (securities) composite index time series to study the transmission characteristics of autoregressive patterns. We found statistically significant evidence that the financial market is not random and that there are similar characteristics between parts and whole time series. A few types of autoregressive sub-patterns and transmission patterns drive the oscillations of the financial market. A clustering effect on fluctuations appears in the transmission process, and certain non-major autoregressive sub-patterns have high media capabilities in the financial time series. Different stock indexes exhibit similar characteristics in the transmission of fluctuation information. This work not only proposes a distinctive perspective for analysing financial time series but also provides important information for investors.

Characteristics of the transmission of autoregressive sub-patterns in financial time series

PubMed Central

Gao, Xiangyun; An, Haizhong; Fang, Wei; Huang, Xuan; Li, Huajiao; Zhong, Weiqiong

2014-01-01

There are many types of autoregressive patterns in financial time series, and they form a transmission process. Here, we define autoregressive patterns quantitatively through an econometrical regression model. We present a computational algorithm that sets the autoregressive patterns as nodes and transmissions between patterns as edges, and then converts the transmission process of autoregressive patterns in a time series into a network. We utilised daily Shanghai (securities) composite index time series to study the transmission characteristics of autoregressive patterns. We found statistically significant evidence that the financial market is not random and that there are similar characteristics between parts and whole time series. A few types of autoregressive sub-patterns and transmission patterns drive the oscillations of the financial market. A clustering effect on fluctuations appears in the transmission process, and certain non-major autoregressive sub-patterns have high media capabilities in the financial time series. Different stock indexes exhibit similar characteristics in the transmission of fluctuation information. This work not only proposes a distinctive perspective for analysing financial time series but also provides important information for investors. PMID:25189200

A Markov Environment-dependent Hurricane Intensity Model and Its Comparison with Multiple Dynamic Models

NASA Astrophysics Data System (ADS)

Jing, R.; Lin, N.; Emanuel, K.; Vecchi, G. A.; Knutson, T. R.

2017-12-01

A Markov environment-dependent hurricane intensity model (MeHiM) is developed to simulate the climatology of hurricane intensity given the surrounding large-scale environment. The model considers three unobserved discrete states representing respectively storm's slow, moderate, and rapid intensification (and deintensification). Each state is associated with a probability distribution of intensity change. The storm's movement from one state to another, regarded as a Markov chain, is described by a transition probability matrix. The initial state is estimated with a Bayesian approach. All three model components (initial intensity, state transition, and intensity change) are dependent on environmental variables including potential intensity, vertical wind shear, midlevel relative humidity, and ocean mixing characteristics. This dependent Markov model of hurricane intensity shows a significant improvement over previous statistical models (e.g., linear, nonlinear, and finite mixture models) in estimating the distributions of 6-h and 24-h intensity change, lifetime maximum intensity, and landfall intensity, etc. Here we compare MeHiM with various dynamical models, including a global climate model [High-Resolution Forecast-Oriented Low Ocean Resolution model (HiFLOR)], a regional hurricane model (Geophysical Fluid Dynamics Laboratory (GFDL) hurricane model), and a simplified hurricane dynamic model [Coupled Hurricane Intensity Prediction System (CHIPS)] and its newly developed fast simulator. The MeHiM developed based on the reanalysis data is applied to estimate the intensity of simulated storms to compare with the dynamical-model predictions under the current climate. The dependences of hurricanes on the environment under current and future projected climates in the various models will also be compared statistically.

Joint coverage probability in a simulation study on Continuous-Time Markov Chain parameter estimation.

PubMed

Benoit, Julia S; Chan, Wenyaw; Doody, Rachelle S

2015-01-01

Parameter dependency within data sets in simulation studies is common, especially in models such as Continuous-Time Markov Chains (CTMC). Additionally, the literature lacks a comprehensive examination of estimation performance for the likelihood-based general multi-state CTMC. Among studies attempting to assess the estimation, none have accounted for dependency among parameter estimates. The purpose of this research is twofold: 1) to develop a multivariate approach for assessing accuracy and precision for simulation studies 2) to add to the literature a comprehensive examination of the estimation of a general 3-state CTMC model. Simulation studies are conducted to analyze longitudinal data with a trinomial outcome using a CTMC with and without covariates. Measures of performance including bias, component-wise coverage probabilities, and joint coverage probabilities are calculated. An application is presented using Alzheimer's disease caregiver stress levels. Comparisons of joint and component-wise parameter estimates yield conflicting inferential results in simulations from models with and without covariates. In conclusion, caution should be taken when conducting simulation studies aiming to assess performance and choice of inference should properly reflect the purpose of the simulation.

Variance-reduced simulation of lattice discrete-time Markov chains with applications in reaction networks

NASA Astrophysics Data System (ADS)

Maginnis, P. A.; West, M.; Dullerud, G. E.

2016-10-01

We propose an algorithm to accelerate Monte Carlo simulation for a broad class of stochastic processes. Specifically, the class of countable-state, discrete-time Markov chains driven by additive Poisson noise, or lattice discrete-time Markov chains. In particular, this class includes simulation of reaction networks via the tau-leaping algorithm. To produce the speedup, we simulate pairs of fair-draw trajectories that are negatively correlated. Thus, when averaged, these paths produce an unbiased Monte Carlo estimator that has reduced variance and, therefore, reduced error. Numerical results for three example systems included in this work demonstrate two to four orders of magnitude reduction of mean-square error. The numerical examples were chosen to illustrate different application areas and levels of system complexity. The areas are: gene expression (affine state-dependent rates), aerosol particle coagulation with emission and human immunodeficiency virus infection (both with nonlinear state-dependent rates). Our algorithm views the system dynamics as a ;black-box;, i.e., we only require control of pseudorandom number generator inputs. As a result, typical codes can be retrofitted with our algorithm using only minor changes. We prove several analytical results. Among these, we characterize the relationship of covariances between paths in the general nonlinear state-dependent intensity rates case, and we prove variance reduction of mean estimators in the special case of affine intensity rates.

Markov chains of infinite order and asymptotic satisfaction of balance: application to the adaptive integration method.

PubMed

Earl, David J; Deem, Michael W

2005-04-14

Adaptive Monte Carlo methods can be viewed as implementations of Markov chains with infinite memory. We derive a general condition for the convergence of a Monte Carlo method whose history dependence is contained within the simulated density distribution. In convergent cases, our result implies that the balance condition need only be satisfied asymptotically. As an example, we show that the adaptive integration method converges.

Operational Markov Condition for Quantum Processes

NASA Astrophysics Data System (ADS)

Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

2018-01-01

We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by accounting for all potentially detectable memory effects. We then derive a family of measures of non-Markovianity with clear operational interpretations, such as the size of the memory required to simulate a process or the experimental falsifiability of a Markovian hypothesis.

Master equation for She-Leveque scaling and its classification in terms of other Markov models of developed turbulence

NASA Astrophysics Data System (ADS)

Nickelsen, Daniel

2017-07-01

The statistics of velocity increments in homogeneous and isotropic turbulence exhibit universal features in the limit of infinite Reynolds numbers. After Kolmogorov’s scaling law from 1941, many turbulence models aim for capturing these universal features, some are known to have an equivalent formulation in terms of Markov processes. We derive the Markov process equivalent to the particularly successful scaling law postulated by She and Leveque. The Markov process is a jump process for velocity increments u(r) in scale r in which the jumps occur randomly but with deterministic width in u. From its master equation we establish a prescription to simulate the She-Leveque process and compare it with Kolmogorov scaling. To put the She-Leveque process into the context of other established turbulence models on the Markov level, we derive a diffusion process for u(r) using two properties of the Navier-Stokes equation. This diffusion process already includes Kolmogorov scaling, extended self-similarity and a class of random cascade models. The fluctuation theorem of this Markov process implies a ‘second law’ that puts a loose bound on the multipliers of the random cascade models. This bound explicitly allows for instances of inverse cascades, which are necessary to satisfy the fluctuation theorem. By adding a jump process to the diffusion process, we go beyond Kolmogorov scaling and formulate the most general scaling law for the class of Markov processes having both diffusion and jump parts. This Markov scaling law includes She-Leveque scaling and a scaling law derived by Yakhot.

Handling target obscuration through Markov chain observations

NASA Astrophysics Data System (ADS)

Kouritzin, Michael A.; Wu, Biao

2008-04-01

Target Obscuration, including foliage or building obscuration of ground targets and landscape or horizon obscuration of airborne targets, plagues many real world filtering problems. In particular, ground moving target identification Doppler radar, mounted on a surveillance aircraft or unattended airborne vehicle, is used to detect motion consistent with targets of interest. However, these targets try to obscure themselves (at least partially) by, for example, traveling along the edge of a forest or around buildings. This has the effect of creating random blockages in the Doppler radar image that move dynamically and somewhat randomly through this image. Herein, we address tracking problems with target obscuration by building memory into the observations, eschewing the usual corrupted, distorted partial measurement assumptions of filtering in favor of dynamic Markov chain assumptions. In particular, we assume the observations are a Markov chain whose transition probabilities depend upon the signal. The state of the observation Markov chain attempts to depict the current obscuration and the Markov chain dynamics are used to handle the evolution of the partially obscured radar image. Modifications of the classical filtering equations that allow observation memory (in the form of a Markov chain) are given. We use particle filters to estimate the position of the moving targets. Moreover, positive proof-of-concept simulations are included.

Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2004-04-01

Autoregressive conditional duration (ACD) processes, which have the potential to be applied to power law distributions of complex systems found in natural science, life science, and social science, are analyzed both numerically and theoretically. An ACD(1) process exhibits the singular second order moment, which suggests that its probability density function (PDF) has a power law tail. It is verified that the PDF of the ACD(1) has a power law tail with an arbitrary exponent depending on a model parameter. On the basis of theory of the random multiplicative process a relation between the model parameter and the power law exponent is theoretically derived. It is confirmed that the relation is valid from numerical simulations. An application of the ACD(1) to intervals between two successive transactions in a foreign currency market is shown.

Autoregressive-model-based missing value estimation for DNA microarray time series data.

PubMed

Choong, Miew Keen; Charbit, Maurice; Yan, Hong

2009-01-01

Missing value estimation is important in DNA microarray data analysis. A number of algorithms have been developed to solve this problem, but they have several limitations. Most existing algorithms are not able to deal with the situation where a particular time point (column) of the data is missing entirely. In this paper, we present an autoregressive-model-based missing value estimation method (ARLSimpute) that takes into account the dynamic property of microarray temporal data and the local similarity structures in the data. ARLSimpute is especially effective for the situation where a particular time point contains many missing values or where the entire time point is missing. Experiment results suggest that our proposed algorithm is an accurate missing value estimator in comparison with other imputation methods on simulated as well as real microarray time series datasets.

Order Selection for General Expression of Nonlinear Autoregressive Model Based on Multivariate Stepwise Regression

NASA Astrophysics Data System (ADS)

Shi, Jinfei; Zhu, Songqing; Chen, Ruwen

2017-12-01

An order selection method based on multiple stepwise regressions is proposed for General Expression of Nonlinear Autoregressive model which converts the model order problem into the variable selection of multiple linear regression equation. The partial autocorrelation function is adopted to define the linear term in GNAR model. The result is set as the initial model, and then the nonlinear terms are introduced gradually. Statistics are chosen to study the improvements of both the new introduced and originally existed variables for the model characteristics, which are adopted to determine the model variables to retain or eliminate. So the optimal model is obtained through data fitting effect measurement or significance test. The simulation and classic time-series data experiment results show that the method proposed is simple, reliable and can be applied to practical engineering.

Explanation of power law behavior of autoregressive conditional duration processes based on the random multiplicative process.

PubMed

Sato, Aki-Hiro

2004-04-01

Autoregressive conditional duration (ACD) processes, which have the potential to be applied to power law distributions of complex systems found in natural science, life science, and social science, are analyzed both numerically and theoretically. An ACD(1) process exhibits the singular second order moment, which suggests that its probability density function (PDF) has a power law tail. It is verified that the PDF of the ACD(1) has a power law tail with an arbitrary exponent depending on a model parameter. On the basis of theory of the random multiplicative process a relation between the model parameter and the power law exponent is theoretically derived. It is confirmed that the relation is valid from numerical simulations. An application of the ACD(1) to intervals between two successive transactions in a foreign currency market is shown.

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

PubMed

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

The Effects of Autocorrelation on the Curve-of-Factors Growth Model

ERIC Educational Resources Information Center

Murphy, Daniel L.; Beretvas, S. Natasha; Pituch, Keenan A.

2011-01-01

This simulation study examined the performance of the curve-of-factors model (COFM) when autocorrelation and growth processes were present in the first-level factor structure. In addition to the standard curve-of factors growth model, 2 new models were examined: one COFM that included a first-order autoregressive autocorrelation parameter, and a…

An Intelligent Decision Support System for Workforce Forecast

DTIC Science & Technology

2011-01-01

ARIMA ) model to forecast the demand for construction skills in Hong Kong. This model was based...Decision Trees ARIMA Rule Based Forecasting Segmentation Forecasting Regression Analysis Simulation Modeling Input-Output Models LP and NLP Markovian...data • When results are needed as a set of easily interpretable rules 4.1.4 ARIMA Auto-regressive, integrated, moving-average ( ARIMA ) models

Predicting landscape vegetation dynamics using state-and-transition simulation models

Treesearch

Colin J. Daniel; Leonardo Frid

2012-01-01

This paper outlines how state-and-transition simulation models (STSMs) can be used to project changes in vegetation over time across a landscape. STSMs are stochastic, empirical simulation models that use an adapted Markov chain approach to predict how vegetation will transition between states over time, typically in response to interactions between succession,...

Numerical simulations of piecewise deterministic Markov processes with an application to the stochastic Hodgkin-Huxley model.

PubMed

Ding, Shaojie; Qian, Min; Qian, Hong; Zhang, Xuejuan

2016-12-28

The stochastic Hodgkin-Huxley model is one of the best-known examples of piecewise deterministic Markov processes (PDMPs), in which the electrical potential across a cell membrane, V(t), is coupled with a mesoscopic Markov jump process representing the stochastic opening and closing of ion channels embedded in the membrane. The rates of the channel kinetics, in turn, are voltage-dependent. Due to this interdependence, an accurate and efficient sampling of the time evolution of the hybrid stochastic systems has been challenging. The current exact simulation methods require solving a voltage-dependent hitting time problem for multiple path-dependent intensity functions with random thresholds. This paper proposes a simulation algorithm that approximates an alternative representation of the exact solution by fitting the log-survival function of the inter-jump dwell time, H(t), with a piecewise linear one. The latter uses interpolation points that are chosen according to the time evolution of the H(t), as the numerical solution to the coupled ordinary differential equations of V(t) and H(t). This computational method can be applied to all PDMPs. Pathwise convergence of the approximated sample trajectories to the exact solution is proven, and error estimates are provided. Comparison with a previous algorithm that is based on piecewise constant approximation is also presented.

Combination of Markov state models and kinetic networks for the analysis of molecular dynamics simulations of peptide folding.

PubMed

Radford, Isolde H; Fersht, Alan R; Settanni, Giovanni

2011-06-09

Atomistic molecular dynamics simulations of the TZ1 beta-hairpin peptide have been carried out using an implicit model for the solvent. The trajectories have been analyzed using a Markov state model defined on the projections along two significant observables and a kinetic network approach. The Markov state model allowed for an unbiased identification of the metastable states of the system, and provided the basis for commitment probability calculations performed on the kinetic network. The kinetic network analysis served to extract the main transition state for folding of the peptide and to validate the results from the Markov state analysis. The combination of the two techniques allowed for a consistent and concise characterization of the dynamics of the peptide. The slowest relaxation process identified is the exchange between variably folded and denatured species, and the second slowest process is the exchange between two different subsets of the denatured state which could not be otherwise identified by simple inspection of the projected trajectory. The third slowest process is the exchange between a fully native and a partially folded intermediate state characterized by a native turn with a proximal backbone H-bond, and frayed side-chain packing and termini. The transition state for the main folding reaction is similar to the intermediate state, although a more native like side-chain packing is observed.

Network Security Risk Assessment System Based on Attack Graph and Markov Chain

NASA Astrophysics Data System (ADS)

Sun, Fuxiong; Pi, Juntao; Lv, Jin; Cao, Tian

2017-10-01

Network security risk assessment technology can be found in advance of the network problems and related vulnerabilities, it has become an important means to solve the problem of network security. Based on attack graph and Markov chain, this paper provides a Network Security Risk Assessment Model (NSRAM). Based on the network infiltration tests, NSRAM generates the attack graph by the breadth traversal algorithm. Combines with the international standard CVSS, the attack probability of atomic nodes are counted, and then the attack transition probabilities of ones are calculated by Markov chain. NSRAM selects the optimal attack path after comprehensive measurement to assessment network security risk. The simulation results show that NSRAM can reflect the actual situation of network security objectively.

A big-data model for multi-modal public transportation with application to macroscopic control and optimisation

NASA Astrophysics Data System (ADS)

Faizrahnemoon, Mahsa; Schlote, Arieh; Maggi, Lorenzo; Crisostomi, Emanuele; Shorten, Robert

2015-11-01

This paper describes a Markov-chain-based approach to modelling multi-modal transportation networks. An advantage of the model is the ability to accommodate complex dynamics and handle huge amounts of data. The transition matrix of the Markov chain is built and the model is validated using the data extracted from a traffic simulator. A realistic test-case using multi-modal data from the city of London is given to further support the ability of the proposed methodology to handle big quantities of data. Then, we use the Markov chain as a control tool to improve the overall efficiency of a transportation network, and some practical examples are described to illustrate the potentials of the approach.

Identifying effective connectivity parameters in simulated fMRI: a direct comparison of switching linear dynamic system, stochastic dynamic causal, and multivariate autoregressive models

PubMed Central

Smith, Jason F.; Chen, Kewei; Pillai, Ajay S.; Horwitz, Barry

2013-01-01

The number and variety of connectivity estimation methods is likely to continue to grow over the coming decade. Comparisons between methods are necessary to prune this growth to only the most accurate and robust methods. However, the nature of connectivity is elusive with different methods potentially attempting to identify different aspects of connectivity. Commonalities of connectivity definitions across methods upon which base direct comparisons can be difficult to derive. Here, we explicitly define “effective connectivity” using a common set of observation and state equations that are appropriate for three connectivity methods: dynamic causal modeling (DCM), multivariate autoregressive modeling (MAR), and switching linear dynamic systems for fMRI (sLDSf). In addition while deriving this set, we show how many other popular functional and effective connectivity methods are actually simplifications of these equations. We discuss implications of these connections for the practice of using one method to simulate data for another method. After mathematically connecting the three effective connectivity methods, simulated fMRI data with varying numbers of regions and task conditions is generated from the common equation. This simulated data explicitly contains the type of the connectivity that the three models were intended to identify. Each method is applied to the simulated data sets and the accuracy of parameter identification is analyzed. All methods perform above chance levels at identifying correct connectivity parameters. The sLDSf method was superior in parameter estimation accuracy to both DCM and MAR for all types of comparisons. PMID:23717258

Mori-Zwanzig theory for dissipative forces in coarse-grained dynamics in the Markov limit

NASA Astrophysics Data System (ADS)

Izvekov, Sergei

2017-01-01

We derive alternative Markov approximations for the projected (stochastic) force and memory function in the coarse-grained (CG) generalized Langevin equation, which describes the time evolution of the center-of-mass coordinates of clusters of particles in the microscopic ensemble. This is done with the aid of the Mori-Zwanzig projection operator method based on the recently introduced projection operator [S. Izvekov, J. Chem. Phys. 138, 134106 (2013), 10.1063/1.4795091]. The derivation exploits the "generalized additive fluctuating force" representation to which the projected force reduces in the adopted projection operator formalism. For the projected force, we present a first-order time expansion which correctly extends the static fluctuating force ansatz with the terms necessary to maintain the required orthogonality of the projected dynamics in the Markov limit to the space of CG phase variables. The approximant of the memory function correctly accounts for the momentum dependence in the lowest (second) order and indicates that such a dependence may be important in the CG dynamics approaching the Markov limit. In the case of CG dynamics with a weak dependence of the memory effects on the particle momenta, the expression for the memory function presented in this work is applicable to non-Markov systems. The approximations are formulated in a propagator-free form allowing their efficient evaluation from the microscopic data sampled by standard molecular dynamics simulations. A numerical application is presented for a molecular liquid (nitromethane). With our formalism we do not observe the "plateau-value problem" if the friction tensors for dissipative particle dynamics (DPD) are computed using the Green-Kubo relation. Our formalism provides a consistent bottom-up route for hierarchical parametrization of DPD models from atomistic simulations.

Modelisation de l'historique d'operation de groupes turbine-alternateur

NASA Astrophysics Data System (ADS)

Szczota, Mickael

Because of their ageing fleet, the utility managers are increasingly in needs of tools that can help them to plan efficiently maintenance operations. Hydro-Quebec started a project that aim to foresee the degradation of their hydroelectric runner, and use that information to classify the generating unit. That classification will help to know which generating unit is more at risk to undergo a major failure. Cracks linked to the fatigue phenomenon are a predominant degradation mode and the loading sequences applied to the runner is a parameter impacting the crack growth. So, the aim of this memoir is to create a generator able to generate synthetic loading sequences that are statistically equivalent to the observed history. Those simulated sequences will be used as input in a life assessment model. At first, we describe how the generating units are operated by Hydro-Quebec and analyse the available data, the analysis shows that the data are non-stationnary. Then, we review modelisation and validation methods. In the following chapter a particular attention is given to a precise description of the validation and comparison procedure. Then, we present the comparison of three kind of model : Discrete Time Markov Chains, Discrete Time Semi-Markov Chains and the Moving Block Bootstrap. For the first two models, we describe how to take account for the non-stationnarity. Finally, we show that the Markov Chain is not adapted for our case, and that the Semi-Markov chains are better when they include the non-stationnarity. The final choice between Semi-Markov Chains and the Moving Block Bootstrap depends of the user. But, with a long term vision we recommend the use of Semi-Markov chains for their flexibility. Keywords: Stochastic models, Models validation, Reliability, Semi-Markov Chains, Markov Chains, Bootstrap

Modified Exponential Weighted Moving Average (EWMA) Control Chart on Autocorrelation Data

NASA Astrophysics Data System (ADS)

Herdiani, Erna Tri; Fandrilla, Geysa; Sunusi, Nurtiti

2018-03-01

In general, observations of the statistical process control are assumed to be mutually independence. However, this assumption is often violated in practice. Consequently, statistical process controls were developed for interrelated processes, including Shewhart, Cumulative Sum (CUSUM), and exponentially weighted moving average (EWMA) control charts in the data that were autocorrelation. One researcher stated that this chart is not suitable if the same control limits are used in the case of independent variables. For this reason, it is necessary to apply the time series model in building the control chart. A classical control chart for independent variables is usually applied to residual processes. This procedure is permitted provided that residuals are independent. In 1978, Shewhart modification for the autoregressive process was introduced by using the distance between the sample mean and the target value compared to the standard deviation of the autocorrelation process. In this paper we will examine the mean of EWMA for autocorrelation process derived from Montgomery and Patel. Performance to be investigated was investigated by examining Average Run Length (ARL) based on the Markov Chain Method.

Seabed roughness parameters from joint backscatter and reflection inversion at the Malta Plateau.

PubMed

Steininger, Gavin; Holland, Charles W; Dosso, Stan E; Dettmer, Jan

2013-09-01

This paper presents estimates of seabed roughness and geoacoustic parameters and uncertainties on the Malta Plateau, Mediterranean Sea, by joint Bayesian inversion of mono-static backscatter and spherical wave reflection-coefficient data. The data are modeled using homogeneous fluid sediment layers overlying an elastic basement. The scattering model assumes a randomly rough water-sediment interface with a von Karman roughness power spectrum. Scattering and reflection data are inverted simultaneously using a population of interacting Markov chains to sample roughness and geoacoustic parameters as well as residual error parameters. Trans-dimensional sampling is applied to treat the number of sediment layers and the order (zeroth or first) of an autoregressive error model (to represent potential residual correlation) as unknowns. Results are considered in terms of marginal posterior probability profiles and distributions, which quantify the effective data information content to resolve scattering/geoacoustic structure. Results indicate well-defined scattering (roughness) parameters in good agreement with existing measurements, and a multi-layer sediment profile over a high-speed (elastic) basement, consistent with independent knowledge of sand layers over limestone.

Structured Spatial Modeling and Mapping of Domestic Violence Against Women of Reproductive Age in Rwanda.

PubMed

Habyarimana, Faustin; Zewotir, Temesgen; Ramroop, Shaun

2018-03-01

The main objective of this study was to assess the risk factors and spatial correlates of domestic violence against women of reproductive age in Rwanda. A structured spatial approach was used to account for the nonlinear nature of some covariates and the spatial variability on domestic violence. The nonlinear effect was modeled through second-order random walk, and the structured spatial effect was modeled through Gaussian Markov Random Fields specified as an intrinsic conditional autoregressive model. The data from the Rwanda Demographic and Health Survey 2014/2015 were used as an application. The findings of this study revealed that the risk factors of domestic violence against women are the wealth quintile of the household, the size of the household, the husband or partner's age, the husband or partner's level of education, ownership of the house, polygamy, the alcohol consumption status of the husband or partner, the woman's perception of wife-beating attitude, and the use of contraceptive methods. The study also highlighted the significant spatial variation of domestic violence against women at district level.

Combining experimental and simulation data of molecular processes via augmented Markov models.

PubMed

Olsson, Simon; Wu, Hao; Paul, Fabian; Clementi, Cecilia; Noé, Frank

2017-08-01

Accurate mechanistic description of structural changes in biomolecules is an increasingly important topic in structural and chemical biology. Markov models have emerged as a powerful way to approximate the molecular kinetics of large biomolecules while keeping full structural resolution in a divide-and-conquer fashion. However, the accuracy of these models is limited by that of the force fields used to generate the underlying molecular dynamics (MD) simulation data. Whereas the quality of classical MD force fields has improved significantly in recent years, remaining errors in the Boltzmann weights are still on the order of a few [Formula: see text], which may lead to significant discrepancies when comparing to experimentally measured rates or state populations. Here we take the view that simulations using a sufficiently good force-field sample conformations that are valid but have inaccurate weights, yet these weights may be made accurate by incorporating experimental data a posteriori. To do so, we propose augmented Markov models (AMMs), an approach that combines concepts from probability theory and information theory to consistently treat systematic force-field error and statistical errors in simulation and experiment. Our results demonstrate that AMMs can reconcile conflicting results for protein mechanisms obtained by different force fields and correct for a wide range of stationary and dynamical observables even when only equilibrium measurements are incorporated into the estimation process. This approach constitutes a unique avenue to combine experiment and computation into integrative models of biomolecular structure and dynamics.

Potential-based dynamical reweighting for Markov state models of protein dynamics.

PubMed

Weber, Jeffrey K; Pande, Vijay S

2015-06-09

As simulators attempt to replicate the dynamics of large cellular components in silico, problems related to sampling slow, glassy degrees of freedom in molecular systems will be amplified manyfold. It is tempting to augment simulation techniques with external biases to overcome such barriers with ease; biased simulations, however, offer little utility unless equilibrium properties of interest (both kinetic and thermodynamic) can be recovered from the data generated. In this Article, we present a general scheme that harnesses the power of Markov state models (MSMs) to extract equilibrium kinetic properties from molecular dynamics trajectories collected on biased potential energy surfaces. We first validate our reweighting protocol on a simple two-well potential, and we proceed to test our method on potential-biased simulations of the Trp-cage miniprotein. In both cases, we find that equilibrium populations, time scales, and dynamical processes are reliably reproduced as compared to gold standard, unbiased data sets. We go on to discuss the limitations of our dynamical reweighting approach, and we suggest auspicious target systems for further application.

Performance of a system of reservoirs on futuristic front

NASA Astrophysics Data System (ADS)

Saha, Satabdi; Roy, Debasri; Mazumdar, Asis

2017-10-01

Application of simulation model HEC-5 to analyze the performance of the DVC Reservoir System (a multipurpose system with a network of five reservoirs and one barrage) on the river Damodar in Eastern India in meeting projected future demand as well as controlling flood for synthetically generated future scenario is addressed here with a view to develop an appropriate strategy for its operation. Thomas-Fiering model (based on Markov autoregressive model) has been adopted for generation of synthetic scenario (monthly streamflow series) and subsequently downscaling of modeled monthly streamflow to daily values was carried out. The performance of the system (analysed on seasonal basis) in terms of `Performance Indices' (viz., both quantity based reliability and time based reliability, mean daily deficit, average failure period, resilience and maximum vulnerability indices) for the projected scenario with enhanced demand turned out to be poor compared to that for historical scenario. However, judicious adoption of resource enhancement (marginal reallocation of reservoir storage capacity) and demand management strategy (curtailment of projected high water requirements and trading off between demands) was found to be a viable option for improvement of the performance of the reservoir system appreciably [improvement being (1-51 %), (2-35 %), (16-96 %), (25-50 %), (8-36 %) and (12-30 %) for the indices viz., quantity based reliability, time based reliability, mean daily deficit, average failure period, resilience and maximum vulnerability, respectively] compared to that with normal storage and projected demand. Again, 100 % reliability for flood control for current as well as future synthetically generated scenarios was noted. The results from the study would assist concerned authority in successful operation of reservoirs in the context of growing demand and dwindling resource.

Spatial and temporal patterns of dengue infections in Timor-Leste, 2005-2013.

PubMed

Wangdi, Kinley; Clements, Archie C A; Du, Tai; Nery, Susana Vaz

2018-01-04

Dengue remains an important public health problem in Timor-Leste, with several major epidemics occurring over the last 10 years. The aim of this study was to identify dengue clusters at high geographical resolution and to determine the association between local environmental characteristics and the distribution and transmission of the disease. Notifications of dengue cases that occurred from January 2005 to December 2013 were obtained from the Ministry of Health, Timor-Leste. The population of each suco (the third-level administrative subdivision) was obtained from the Population and Housing Census 2010. Spatial autocorrelation in dengue incidence was explored using Moran's I statistic, Local Indicators of Spatial Association (LISA), and the Getis-Ord statistics. A multivariate, Zero-Inflated, Poisson (ZIP) regression model was developed with a conditional autoregressive (CAR) prior structure, and with posterior parameters estimated using Bayesian Markov chain Monte Carlo (MCMC) simulation with Gibbs sampling. The analysis used data from 3206 cases. Dengue incidence was highly seasonal with a large peak in January. Patients ≥ 14 years were found to be 74% [95% credible interval (CrI): 72-76%] less likely to be infected than those < 14 years, and females were 12% (95% CrI: 4-21%) more likely to suffer from dengue as compared to males. Dengue incidence increased by 0.7% (95% CrI: 0.6-0.8%) for a 1 °C increase in mean temperature; and 47% (95% CrI: 29-59%) for a 1 mm increase in precipitation. There was no significant residual spatial clustering after accounting for climate and demographic variables. Dengue incidence was highly seasonal and spatially clustered, with positive associations with temperature, precipitation and demographic factors. These factors explained the observed spatial heterogeneity of infection.

DM-BLD: differential methylation detection using a hierarchical Bayesian model exploiting local dependency.

PubMed

Wang, Xiao; Gu, Jinghua; Hilakivi-Clarke, Leena; Clarke, Robert; Xuan, Jianhua

2017-01-15

The advent of high-throughput DNA methylation profiling techniques has enabled the possibility of accurate identification of differentially methylated genes for cancer research. The large number of measured loci facilitates whole genome methylation study, yet posing great challenges for differential methylation detection due to the high variability in tumor samples. We have developed a novel probabilistic approach, D: ifferential M: ethylation detection using a hierarchical B: ayesian model exploiting L: ocal D: ependency (DM-BLD), to detect differentially methylated genes based on a Bayesian framework. The DM-BLD approach features a joint model to capture both the local dependency of measured loci and the dependency of methylation change in samples. Specifically, the local dependency is modeled by Leroux conditional autoregressive structure; the dependency of methylation changes is modeled by a discrete Markov random field. A hierarchical Bayesian model is developed to fully take into account the local dependency for differential analysis, in which differential states are embedded as hidden variables. Simulation studies demonstrate that DM-BLD outperforms existing methods for differential methylation detection, particularly when the methylation change is moderate and the variability of methylation in samples is high. DM-BLD has been applied to breast cancer data to identify important methylated genes (such as polycomb target genes and genes involved in transcription factor activity) associated with breast cancer recurrence. A Matlab package of DM-BLD is available at http://www.cbil.ece.vt.edu/software.htm CONTACT: Xuan@vt.eduSupplementary information: Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Complete protein-protein association kinetics in atomic detail revealed by molecular dynamics simulations and Markov modelling

NASA Astrophysics Data System (ADS)

Plattner, Nuria; Doerr, Stefan; de Fabritiis, Gianni; Noé, Frank

2017-10-01

Protein-protein association is fundamental to many life processes. However, a microscopic model describing the structures and kinetics during association and dissociation is lacking on account of the long lifetimes of associated states, which have prevented efficient sampling by direct molecular dynamics (MD) simulations. Here we demonstrate protein-protein association and dissociation in atomistic resolution for the ribonuclease barnase and its inhibitor barstar by combining adaptive high-throughput MD simulations and hidden Markov modelling. The model reveals experimentally consistent intermediate structures, energetics and kinetics on timescales from microseconds to hours. A variety of flexibly attached intermediates and misbound states funnel down to a transition state and a native basin consisting of the loosely bound near-native state and the tightly bound crystallographic state. These results offer a deeper level of insight into macromolecular recognition and our approach opens the door for understanding and manipulating a wide range of macromolecular association processes.

Autoregressive model in the Lp norm space for EEG analysis.

PubMed

Li, Peiyang; Wang, Xurui; Li, Fali; Zhang, Rui; Ma, Teng; Peng, Yueheng; Lei, Xu; Tian, Yin; Guo, Daqing; Liu, Tiejun; Yao, Dezhong; Xu, Peng

2015-01-30

The autoregressive (AR) model is widely used in electroencephalogram (EEG) analyses such as waveform fitting, spectrum estimation, and system identification. In real applications, EEGs are inevitably contaminated with unexpected outlier artifacts, and this must be overcome. However, most of the current AR models are based on the L2 norm structure, which exaggerates the outlier effect due to the square property of the L2 norm. In this paper, a novel AR object function is constructed in the Lp (p≤1) norm space with the aim to compress the outlier effects on EEG analysis, and a fast iteration procedure is developed to solve this new AR model. The quantitative evaluation using simulated EEGs with outliers proves that the proposed Lp (p≤1) AR can estimate the AR parameters more robustly than the Yule-Walker, Burg and LS methods, under various simulated outlier conditions. The actual application to the resting EEG recording with ocular artifacts also demonstrates that Lp (p≤1) AR can effectively address the outliers and recover a resting EEG power spectrum that is more consistent with its physiological basis. Copyright © 2014 Elsevier B.V. All rights reserved.

Accounting for respiration is necessary to reliably infer Granger causality from cardiovascular variability series.

PubMed

Porta, Alberto; Bassani, Tito; Bari, Vlasta; Pinna, Gian D; Maestri, Roberto; Guzzetti, Stefano

2012-03-01

This study was designed to demonstrate the need of accounting for respiration (R) when causality between heart period (HP) and systolic arterial pressure (SAP) is under scrutiny. Simulations generated according to a bivariate autoregressive closed-loop model were utilized to assess how causality changes as a function of the model parameters. An exogenous (X) signal was added to the bivariate autoregressive closed-loop model to evaluate the bias on causality induced when the X source was disregarded. Causality was assessed in the time domain according to a predictability improvement approach (i.e., Granger causality). HP and SAP variability series were recorded with R in 19 healthy subjects during spontaneous and controlled breathing at 10, 15, and 20 breaths/min. Simulations proved the importance of accounting for X signals. During spontaneous breathing, assessing causality without taking into consideration R leads to a significantly larger percentage of closed-loop interactions and a smaller fraction of unidirectional causality from HP to SAP. This finding was confirmed during paced breathing and it was independent of the breathing rate. These results suggest that the role of baroreflex cannot be correctly assessed without accounting for R.

Hydrologic Model Selection using Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Marshall, L.; Sharma, A.; Nott, D.

2002-12-01

Estimation of parameter uncertainty (and in turn model uncertainty) allows assessment of the risk in likely applications of hydrological models. Bayesian statistical inference provides an ideal means of assessing parameter uncertainty whereby prior knowledge about the parameter is combined with information from the available data to produce a probability distribution (the posterior distribution) that describes uncertainty about the parameter and serves as a basis for selecting appropriate values for use in modelling applications. Widespread use of Bayesian techniques in hydrology has been hindered by difficulties in summarizing and exploring the posterior distribution. These difficulties have been largely overcome by recent advances in Markov chain Monte Carlo (MCMC) methods that involve random sampling of the posterior distribution. This study presents an adaptive MCMC sampling algorithm which has characteristics that are well suited to model parameters with a high degree of correlation and interdependence, as is often evident in hydrological models. The MCMC sampling technique is used to compare six alternative configurations of a commonly used conceptual rainfall-runoff model, the Australian Water Balance Model (AWBM), using 11 years of daily rainfall runoff data from the Bass river catchment in Australia. The alternative configurations considered fall into two classes - those that consider model errors to be independent of prior values, and those that model the errors as an autoregressive process. Each such class consists of three formulations that represent increasing levels of complexity (and parameterisation) of the original model structure. The results from this study point both to the importance of using Bayesian approaches in evaluating model performance, as well as the simplicity of the MCMC sampling framework that has the ability to bring such approaches within the reach of the applied hydrological community.

Local Linear Regression for Data with AR Errors.

PubMed

Li, Runze; Li, Yan

2009-07-01

In many statistical applications, data are collected over time, and they are likely correlated. In this paper, we investigate how to incorporate the correlation information into the local linear regression. Under the assumption that the error process is an auto-regressive process, a new estimation procedure is proposed for the nonparametric regression by using local linear regression method and the profile least squares techniques. We further propose the SCAD penalized profile least squares method to determine the order of auto-regressive process. Extensive Monte Carlo simulation studies are conducted to examine the finite sample performance of the proposed procedure, and to compare the performance of the proposed procedures with the existing one. From our empirical studies, the newly proposed procedures can dramatically improve the accuracy of naive local linear regression with working-independent error structure. We illustrate the proposed methodology by an analysis of real data set.

Multivariate Autoregressive Modeling and Granger Causality Analysis of Multiple Spike Trains

PubMed Central

Krumin, Michael; Shoham, Shy

2010-01-01

Recent years have seen the emergence of microelectrode arrays and optical methods allowing simultaneous recording of spiking activity from populations of neurons in various parts of the nervous system. The analysis of multiple neural spike train data could benefit significantly from existing methods for multivariate time-series analysis which have proven to be very powerful in the modeling and analysis of continuous neural signals like EEG signals. However, those methods have not generally been well adapted to point processes. Here, we use our recent results on correlation distortions in multivariate Linear-Nonlinear-Poisson spiking neuron models to derive generalized Yule-Walker-type equations for fitting ‘‘hidden” Multivariate Autoregressive models. We use this new framework to perform Granger causality analysis in order to extract the directed information flow pattern in networks of simulated spiking neurons. We discuss the relative merits and limitations of the new method. PMID:20454705

Autoregressive statistical pattern recognition algorithms for damage detection in civil structures

NASA Astrophysics Data System (ADS)

Yao, Ruigen; Pakzad, Shamim N.

2012-08-01

Statistical pattern recognition has recently emerged as a promising set of complementary methods to system identification for automatic structural damage assessment. Its essence is to use well-known concepts in statistics for boundary definition of different pattern classes, such as those for damaged and undamaged structures. In this paper, several statistical pattern recognition algorithms using autoregressive models, including statistical control charts and hypothesis testing, are reviewed as potentially competitive damage detection techniques. To enhance the performance of statistical methods, new feature extraction techniques using model spectra and residual autocorrelation, together with resampling-based threshold construction methods, are proposed. Subsequently, simulated acceleration data from a multi degree-of-freedom system is generated to test and compare the efficiency of the existing and proposed algorithms. Data from laboratory experiments conducted on a truss and a large-scale bridge slab model are then used to further validate the damage detection methods and demonstrate the superior performance of proposed algorithms.

Indexed semi-Markov process for wind speed modeling.

NASA Astrophysics Data System (ADS)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. In a previous work we proposed different semi-Markov models, showing their ability to reproduce the autocorrelation structures of wind speed data. In that paper we showed also that the autocorrelation is higher with respect to the Markov model. Unfortunately this autocorrelation was still too small compared to the empirical one. In order to overcome the problem of low autocorrelation, in this paper we propose an indexed semi-Markov model. More precisely we assume that wind speed is described by a discrete time homogeneous semi-Markov process. We introduce a memory index which takes into account the periods of different wind activities. With this model the statistical characteristics of wind speed are faithfully reproduced. The wind is a very unstable phenomenon characterized by a sequence of lulls and sustained speeds, and a good wind generator must be able to reproduce such sequences. To check the validity of the predictive semi-Markovian model, the persistence of synthetic winds were calculated, then averaged and computed. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy 28 (2003) 1787-1802.

Using a generalized additive model with autoregressive terms to study the effects of daily temperature on mortality.

PubMed

Yang, Lei; Qin, Guoyou; Zhao, Naiqing; Wang, Chunfang; Song, Guixiang

2012-10-30

Generalized Additive Model (GAM) provides a flexible and effective technique for modelling nonlinear time-series in studies of the health effects of environmental factors. However, GAM assumes that errors are mutually independent, while time series can be correlated in adjacent time points. Here, a GAM with Autoregressive terms (GAMAR) is introduced to fill this gap. Parameters in GAMAR are estimated by maximum partial likelihood using modified Newton's method, and the difference between GAM and GAMAR is demonstrated using two simulation studies and a real data example. GAMM is also compared to GAMAR in simulation study 1. In the simulation studies, the bias of the mean estimates from GAM and GAMAR are similar but GAMAR has better coverage and smaller relative error. While the results from GAMM are similar to GAMAR, the estimation procedure of GAMM is much slower than GAMAR. In the case study, the Pearson residuals from the GAM are correlated, while those from GAMAR are quite close to white noise. In addition, the estimates of the temperature effects are different between GAM and GAMAR. GAMAR incorporates both explanatory variables and AR terms so it can quantify the nonlinear impact of environmental factors on health outcome as well as the serial correlation between the observations. It can be a useful tool in environmental epidemiological studies.

Using a generalized additive model with autoregressive terms to study the effects of daily temperature on mortality

PubMed Central

2012-01-01

Background Generalized Additive Model (GAM) provides a flexible and effective technique for modelling nonlinear time-series in studies of the health effects of environmental factors. However, GAM assumes that errors are mutually independent, while time series can be correlated in adjacent time points. Here, a GAM with Autoregressive terms (GAMAR) is introduced to fill this gap. Methods Parameters in GAMAR are estimated by maximum partial likelihood using modified Newton’s method, and the difference between GAM and GAMAR is demonstrated using two simulation studies and a real data example. GAMM is also compared to GAMAR in simulation study 1. Results In the simulation studies, the bias of the mean estimates from GAM and GAMAR are similar but GAMAR has better coverage and smaller relative error. While the results from GAMM are similar to GAMAR, the estimation procedure of GAMM is much slower than GAMAR. In the case study, the Pearson residuals from the GAM are correlated, while those from GAMAR are quite close to white noise. In addition, the estimates of the temperature effects are different between GAM and GAMAR. Conclusions GAMAR incorporates both explanatory variables and AR terms so it can quantify the nonlinear impact of environmental factors on health outcome as well as the serial correlation between the observations. It can be a useful tool in environmental epidemiological studies. PMID:23110601

A satellite-based radar wind sensor

NASA Technical Reports Server (NTRS)

Xin, Weizhuang

1991-01-01

The objective is to investigate the application of Doppler radar systems for global wind measurement. A model of the satellite-based radar wind sounder (RAWS) is discussed, and many critical problems in the designing process, such as the antenna scan pattern, tracking the Doppler shift caused by satellite motion, and backscattering of radar signals from different types of clouds, are discussed along with their computer simulations. In addition, algorithms for measuring mean frequency of radar echoes, such as the Fast Fourier Transform (FFT) estimator, the covariance estimator, and the estimators based on autoregressive models, are discussed. Monte Carlo computer simulations were used to compare the performance of these algorithms. Anti-alias methods are discussed for the FFT and the autoregressive methods. Several algorithms for reducing radar ambiguity were studied, such as random phase coding methods and staggered pulse repitition frequncy (PRF) methods. Computer simulations showed that these methods are not applicable to the RAWS because of the broad spectral widths of the radar echoes from clouds. A waveform modulation method using the concept of spread spectrum and correlation detection was developed to solve the radar ambiguity. Radar ambiguity functions were used to analyze the effective signal-to-noise ratios for the waveform modulation method. The results showed that, with suitable bandwidth product and modulation of the waveform, this method can achieve the desired maximum range and maximum frequency of the radar system.

Adaptive clutter rejection filters for airborne Doppler weather radar applied to the detection of low altitude windshear

NASA Technical Reports Server (NTRS)

Keel, Byron M.

1989-01-01

An optimum adaptive clutter rejection filter for use with airborne Doppler weather radar is presented. The radar system is being designed to operate at low-altitudes for the detection of windshear in an airport terminal area where ground clutter returns may mask the weather return. The coefficients of the adaptive clutter rejection filter are obtained using a complex form of a square root normalized recursive least squares lattice estimation algorithm which models the clutter return data as an autoregressive process. The normalized lattice structure implementation of the adaptive modeling process for determining the filter coefficients assures that the resulting coefficients will yield a stable filter and offers possible fixed point implementation. A 10th order FIR clutter rejection filter indexed by geographical location is designed through autoregressive modeling of simulated clutter data. Filtered data, containing simulated dry microburst and clutter return, are analyzed using pulse-pair estimation techniques. To measure the ability of the clutter rejection filters to remove the clutter, results are compared to pulse-pair estimates of windspeed within a simulated dry microburst without clutter. In the filter evaluation process, post-filtered pulse-pair width estimates and power levels are also used to measure the effectiveness of the filters. The results support the use of an adaptive clutter rejection filter for reducing the clutter induced bias in pulse-pair estimates of windspeed.

A mathematical approach for evaluating Markov models in continuous time without discrete-event simulation.

PubMed

van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F

2013-08-01

Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.

Two dynamic regimes in the human gut microbiome

PubMed Central

Smillie, Chris S.; Alm, Eric J.

2017-01-01

The gut microbiome is a dynamic system that changes with host development, health, behavior, diet, and microbe-microbe interactions. Prior work on gut microbial time series has largely focused on autoregressive models (e.g. Lotka-Volterra). However, we show that most of the variance in microbial time series is non-autoregressive. In addition, we show how community state-clustering is flawed when it comes to characterizing within-host dynamics and that more continuous methods are required. Most organisms exhibited stable, mean-reverting behavior suggestive of fixed carrying capacities and abundant taxa were largely shared across individuals. This mean-reverting behavior allowed us to apply sparse vector autoregression (sVAR)—a multivariate method developed for econometrics—to model the autoregressive component of gut community dynamics. We find a strong phylogenetic signal in the non-autoregressive co-variance from our sVAR model residuals, which suggests niche filtering. We show how changes in diet are also non-autoregressive and that Operational Taxonomic Units strongly correlated with dietary variables have much less of an autoregressive component to their variance, which suggests that diet is a major driver of microbial dynamics. Autoregressive variance appears to be driven by multi-day recovery from frequent facultative anaerobe blooms, which may be driven by fluctuations in luminal redox. Overall, we identify two dynamic regimes within the human gut microbiota: one likely driven by external environmental fluctuations, and the other by internal processes. PMID:28222117

Two dynamic regimes in the human gut microbiome.

PubMed

Gibbons, Sean M; Kearney, Sean M; Smillie, Chris S; Alm, Eric J

2017-02-01

The gut microbiome is a dynamic system that changes with host development, health, behavior, diet, and microbe-microbe interactions. Prior work on gut microbial time series has largely focused on autoregressive models (e.g. Lotka-Volterra). However, we show that most of the variance in microbial time series is non-autoregressive. In addition, we show how community state-clustering is flawed when it comes to characterizing within-host dynamics and that more continuous methods are required. Most organisms exhibited stable, mean-reverting behavior suggestive of fixed carrying capacities and abundant taxa were largely shared across individuals. This mean-reverting behavior allowed us to apply sparse vector autoregression (sVAR)-a multivariate method developed for econometrics-to model the autoregressive component of gut community dynamics. We find a strong phylogenetic signal in the non-autoregressive co-variance from our sVAR model residuals, which suggests niche filtering. We show how changes in diet are also non-autoregressive and that Operational Taxonomic Units strongly correlated with dietary variables have much less of an autoregressive component to their variance, which suggests that diet is a major driver of microbial dynamics. Autoregressive variance appears to be driven by multi-day recovery from frequent facultative anaerobe blooms, which may be driven by fluctuations in luminal redox. Overall, we identify two dynamic regimes within the human gut microbiota: one likely driven by external environmental fluctuations, and the other by internal processes.

Statistical description of turbulent transport for flux driven toroidal plasmas

NASA Astrophysics Data System (ADS)

Anderson, J.; Imadera, K.; Kishimoto, Y.; Li, J. Q.; Nordman, H.

2017-06-01

A novel methodology to analyze non-Gaussian probability distribution functions (PDFs) of intermittent turbulent transport in global full-f gyrokinetic simulations is presented. In this work, the auto-regressive integrated moving average (ARIMA) model is applied to time series data of intermittent turbulent heat transport to separate noise and oscillatory trends, allowing for the extraction of non-Gaussian features of the PDFs. It was shown that non-Gaussian tails of the PDFs from first principles based gyrokinetic simulations agree with an analytical estimation based on a two fluid model.

Discrete Event Simulation for Decision Modeling in Health Care: Lessons from Abdominal Aortic Aneurysm Screening

PubMed Central

Jones, Edmund; Masconi, Katya L.; Sweeting, Michael J.; Thompson, Simon G.; Powell, Janet T.

2018-01-01

Markov models are often used to evaluate the cost-effectiveness of new healthcare interventions but they are sometimes not flexible enough to allow accurate modeling or investigation of alternative scenarios and policies. A Markov model previously demonstrated that a one-off invitation to screening for abdominal aortic aneurysm (AAA) for men aged 65 y in the UK and subsequent follow-up of identified AAAs was likely to be highly cost-effective at thresholds commonly adopted in the UK (£20,000 to £30,000 per quality adjusted life-year). However, new evidence has emerged and the decision problem has evolved to include exploration of the circumstances under which AAA screening may be cost-effective, which the Markov model is not easily able to address. A new model to handle this more complex decision problem was needed, and the case of AAA screening thus provides an illustration of the relative merits of Markov models and discrete event simulation (DES) models. An individual-level DES model was built using the R programming language to reflect possible events and pathways of individuals invited to screening v. those not invited. The model was validated against key events and cost-effectiveness, as observed in a large, randomized trial. Different screening protocol scenarios were investigated to demonstrate the flexibility of the DES. The case of AAA screening highlights the benefits of DES, particularly in the context of screening studies.

The photochemical reflectance index from directional cornfield reflectances: Observations and simulations

USDA-ARS?s Scientific Manuscript database

The two-layer Markov chain Analytical Canopy Reflectance Model (ACRM) was linked with in situ hyperspectral leaf optical properties to simulate the Photochemical Reflectance Index (PRI) for a corn crop canopy at three different growth stages. This is an extended study after a successful demonstratio...

Nonlinear time series modeling and forecasting the seismic data of the Hindu Kush region

NASA Astrophysics Data System (ADS)

Khan, Muhammad Yousaf; Mittnik, Stefan

2018-01-01

In this study, we extended the application of linear and nonlinear time models in the field of earthquake seismology and examined the out-of-sample forecast accuracy of linear Autoregressive (AR), Autoregressive Conditional Duration (ACD), Self-Exciting Threshold Autoregressive (SETAR), Threshold Autoregressive (TAR), Logistic Smooth Transition Autoregressive (LSTAR), Additive Autoregressive (AAR), and Artificial Neural Network (ANN) models for seismic data of the Hindu Kush region. We also extended the previous studies by using Vector Autoregressive (VAR) and Threshold Vector Autoregressive (TVAR) models and compared their forecasting accuracy with linear AR model. Unlike previous studies that typically consider the threshold model specifications by using internal threshold variable, we specified these models with external transition variables and compared their out-of-sample forecasting performance with the linear benchmark AR model. The modeling results show that time series models used in the present study are capable of capturing the dynamic structure present in the seismic data. The point forecast results indicate that the AR model generally outperforms the nonlinear models. However, in some cases, threshold models with external threshold variables specification produce more accurate forecasts, indicating that specification of threshold time series models is of crucial importance. For raw seismic data, the ACD model does not show an improved out-of-sample forecasting performance over the linear AR model. The results indicate that the AR model is the best forecasting device to model and forecast the raw seismic data of the Hindu Kush region.

Using Markov state models to study self-assembly

NASA Astrophysics Data System (ADS)

Perkett, Matthew R.; Hagan, Michael F.

2014-06-01

Markov state models (MSMs) have been demonstrated to be a powerful method for computationally studying intramolecular processes such as protein folding and macromolecular conformational changes. In this article, we present a new approach to construct MSMs that is applicable to modeling a broad class of multi-molecular assembly reactions. Distinct structures formed during assembly are distinguished by their undirected graphs, which are defined by strong subunit interactions. Spatial inhomogeneities of free subunits are accounted for using a recently developed Gaussian-based signature. Simplifications to this state identification are also investigated. The feasibility of this approach is demonstrated on two different coarse-grained models for virus self-assembly. We find good agreement between the dynamics predicted by the MSMs and long, unbiased simulations, and that the MSMs can reduce overall simulation time by orders of magnitude.

Exact goodness-of-fit tests for Markov chains.

PubMed

Besag, J; Mondal, D

2013-06-01

Goodness-of-fit tests are useful in assessing whether a statistical model is consistent with available data. However, the usual χ² asymptotics often fail, either because of the paucity of the data or because a nonstandard test statistic is of interest. In this article, we describe exact goodness-of-fit tests for first- and higher order Markov chains, with particular attention given to time-reversible ones. The tests are obtained by conditioning on the sufficient statistics for the transition probabilities and are implemented by simple Monte Carlo sampling or by Markov chain Monte Carlo. They apply both to single and to multiple sequences and allow a free choice of test statistic. Three examples are given. The first concerns multiple sequences of dry and wet January days for the years 1948-1983 at Snoqualmie Falls, Washington State, and suggests that standard analysis may be misleading. The second one is for a four-state DNA sequence and lends support to the original conclusion that a second-order Markov chain provides an adequate fit to the data. The last one is six-state atomistic data arising in molecular conformational dynamics simulation of solvated alanine dipeptide and points to strong evidence against a first-order reversible Markov chain at 6 picosecond time steps. © 2013, The International Biometric Society.

Markov Jump-Linear Performance Models for Recoverable Flight Control Computers

NASA Technical Reports Server (NTRS)

Zhang, Hong; Gray, W. Steven; Gonzalez, Oscar R.

2004-01-01

Single event upsets in digital flight control hardware induced by atmospheric neutrons can reduce system performance and possibly introduce a safety hazard. One method currently under investigation to help mitigate the effects of these upsets is NASA Langley s Recoverable Computer System. In this paper, a Markov jump-linear model is developed for a recoverable flight control system, which will be validated using data from future experiments with simulated and real neutron environments. The method of tracking error analysis and the plan for the experiments are also described.

Persistence and ergodicity of plant disease model with markov conversion and impulsive toxicant input

NASA Astrophysics Data System (ADS)

Zhao, Wencai; Li, Juan; Zhang, Tongqian; Meng, Xinzhu; Zhang, Tonghua

2017-07-01

Taking into account of both white and colored noises, a stochastic mathematical model with impulsive toxicant input is formulated. Based on this model, we investigate dynamics, such as the persistence and ergodicity, of plant infectious disease model with Markov conversion in a polluted environment. The thresholds of extinction and persistence in mean are obtained. By using Lyapunov functions, we prove that the system is ergodic and has a stationary distribution under certain sufficient conditions. Finally, numerical simulations are employed to illustrate our theoretical analysis.

Predicting long-term catchment nutrient export: the use of nonlinear time series models

NASA Astrophysics Data System (ADS)

Valent, Peter; Howden, Nicholas J. K.; Szolgay, Jan; Komornikova, Magda

2010-05-01

After the Second World War the nitrate concentrations in European water bodies changed significantly as the result of increased nitrogen fertilizer use and changes in land use. However, in the last decades, as a consequence of the implementation of nitrate-reducing measures in Europe, the nitrate concentrations in water bodies slowly decrease. This causes that the mean and variance of the observed time series also changes with time (nonstationarity and heteroscedascity). In order to detect changes and properly describe the behaviour of such time series by time series analysis, linear models (such as autoregressive (AR), moving average (MA) and autoregressive moving average models (ARMA)), are no more suitable. Time series with sudden changes in statistical characteristics can cause various problems in the calibration of traditional water quality models and thus give biased predictions. Proper statistical analysis of these non-stationary and heteroscedastic time series with the aim of detecting and subsequently explaining the variations in their statistical characteristics requires the use of nonlinear time series models. This information can be then used to improve the model building and calibration of conceptual water quality model or to select right calibration periods in order to produce reliable predictions. The objective of this contribution is to analyze two long time series of nitrate concentrations of the rivers Ouse and Stour with advanced nonlinear statistical modelling techniques and compare their performance with traditional linear models of the ARMA class in order to identify changes in the time series characteristics. The time series were analysed with nonlinear models with multiple regimes represented by self-exciting threshold autoregressive (SETAR) and Markov-switching models (MSW). The analysis showed that, based on the value of residual sum of squares (RSS) in both datasets, SETAR and MSW models described the time-series better than models of the ARMA class. In most cases the relative improvement of SETAR models against AR models of first order was low ranging between 1% and 4% with the exception of the three-regime model for the River Stour time-series where the improvement was 48.9%. In comparison, the relative improvement of MSW models was between 44.6% and 52.5 for two-regime and from 60.4% to 75% for three-regime models. However, the visual assessment of models plotted against original datasets showed that despite a high value of RSS, some ARMA models could describe the analyzed time-series better than AR, MA and SETAR models with lower values of RSS. In both datasets MSW models provided a very good visual fit describing most of the extreme values.

A Markov game theoretic data fusion approach for cyber situational awareness

NASA Astrophysics Data System (ADS)

Shen, Dan; Chen, Genshe; Cruz, Jose B., Jr.; Haynes, Leonard; Kruger, Martin; Blasch, Erik

2007-04-01

This paper proposes an innovative data-fusion/ data-mining game theoretic situation awareness and impact assessment approach for cyber network defense. Alerts generated by Intrusion Detection Sensors (IDSs) or Intrusion Prevention Sensors (IPSs) are fed into the data refinement (Level 0) and object assessment (L1) data fusion components. High-level situation/threat assessment (L2/L3) data fusion based on Markov game model and Hierarchical Entity Aggregation (HEA) are proposed to refine the primitive prediction generated by adaptive feature/pattern recognition and capture new unknown features. A Markov (Stochastic) game method is used to estimate the belief of each possible cyber attack pattern. Game theory captures the nature of cyber conflicts: determination of the attacking-force strategies is tightly coupled to determination of the defense-force strategies and vice versa. Also, Markov game theory deals with uncertainty and incompleteness of available information. A software tool is developed to demonstrate the performance of the high level information fusion for cyber network defense situation and a simulation example shows the enhanced understating of cyber-network defense.

Metadynamics Enhanced Markov Modeling of Protein Dynamics.

PubMed

Biswas, Mithun; Lickert, Benjamin; Stock, Gerhard

2018-05-31

Enhanced sampling techniques represent a versatile approach to account for rare conformational transitions in biomolecules. A particularly promising strategy is to combine massive parallel computing of short molecular dynamics (MD) trajectories (to sample the free energy landscape of the system) with Markov state modeling (to rebuild the kinetics from the sampled data). To obtain well-distributed initial structures for the short trajectories, it is proposed to employ metadynamics MD, which quickly sweeps through the entire free energy landscape of interest. Being only used to generate initial conformations, the implementation of metadynamics can be simple and fast. The conformational dynamics of helical peptide Aib 9 is adopted to discuss various technical issues of the approach, including metadynamics settings, minimal number and length of short MD trajectories, and the validation of the resulting Markov models. Using metadynamics to launch some thousands of nanosecond trajectories, several Markov state models are constructed that reveal that previous unbiased MD simulations of in total 16 μs length cannot provide correct equilibrium populations or qualitative features of the pathway distribution of the short peptide.

Integration within the Felsenstein equation for improved Markov chain Monte Carlo methods in population genetics

PubMed Central

Hey, Jody; Nielsen, Rasmus

2007-01-01

In 1988, Felsenstein described a framework for assessing the likelihood of a genetic data set in which all of the possible genealogical histories of the data are considered, each in proportion to their probability. Although not analytically solvable, several approaches, including Markov chain Monte Carlo methods, have been developed to find approximate solutions. Here, we describe an approach in which Markov chain Monte Carlo simulations are used to integrate over the space of genealogies, whereas other parameters are integrated out analytically. The result is an approximation to the full joint posterior density of the model parameters. For many purposes, this function can be treated as a likelihood, thereby permitting likelihood-based analyses, including likelihood ratio tests of nested models. Several examples, including an application to the divergence of chimpanzee subspecies, are provided. PMID:17301231

Parallel Unstructured Grid Generation for Complex Real-World Aerodynamic Simulations

NASA Astrophysics Data System (ADS)

Zagaris, George

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

The Development of the CALIPSO LiDAR Simulator

NASA Astrophysics Data System (ADS)

Powell, Kathleen A.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Utilizing in situ Directional Hyperpectral Measurements to Validate Bio-Indicator Simulations for a Corn Crop Canaopy

USDA-ARS?s Scientific Manuscript database

Two radiative transfer canopy models, SAIL and the Markov-Chain Canopy Reflectance Model (MRCM), were coupled with in situ leaf optical properties to simulate canopy-level spectral band ratio vegetation indices with the focus on the Photochemical Reflectance Index (PRI) in a cornfield. In situ hyper...

Re'class'ification of 'quant'ified classical simulated annealing

NASA Astrophysics Data System (ADS)

Tanaka, Toshiyuki

2009-12-01

We discuss a classical reinterpretation of quantum-mechanics-based analysis of classical Markov chains with detailed balance, that is based on the quantum-classical correspondence. The classical reinterpretation is then used to demonstrate that it successfully reproduces a sufficient condition for cooling schedule in classical simulated annealing, which has the inverse-logarithmic scaling.

Simulation of Teacher Demand, Demographics, and Mobility: A Preliminary Report.

ERIC Educational Resources Information Center

Baugh, William H.; Stone, Joe A.

A Markov chain is used to construct a simulation model of the educator labor market in Oregon. The variables crucial to this study, drawn from the University of Southern California faculty planning model, include factors such as appointment rate; age; probability of attaining promotion; retirement, resignation and mortality rates; length of…

Integration of logistic regression, Markov chain and cellular automata models to simulate urban expansion

NASA Astrophysics Data System (ADS)

Jokar Arsanjani, Jamal; Helbich, Marco; Kainz, Wolfgang; Darvishi Boloorani, Ali

2013-04-01

This research analyses the suburban expansion in the metropolitan area of Tehran, Iran. A hybrid model consisting of logistic regression model, Markov chain (MC), and cellular automata (CA) was designed to improve the performance of the standard logistic regression model. Environmental and socio-economic variables dealing with urban sprawl were operationalised to create a probability surface of spatiotemporal states of built-up land use for the years 2006, 2016, and 2026. For validation, the model was evaluated by means of relative operating characteristic values for different sets of variables. The approach was calibrated for 2006 by cross comparing of actual and simulated land use maps. The achieved outcomes represent a match of 89% between simulated and actual maps of 2006, which was satisfactory to approve the calibration process. Thereafter, the calibrated hybrid approach was implemented for forthcoming years. Finally, future land use maps for 2016 and 2026 were predicted by means of this hybrid approach. The simulated maps illustrate a new wave of suburban development in the vicinity of Tehran at the western border of the metropolis during the next decades.

Set-free Markov state model building

NASA Astrophysics Data System (ADS)

Weber, Marcus; Fackeldey, Konstantin; Schütte, Christof

2017-03-01

Molecular dynamics (MD) simulations face challenging problems since the time scales of interest often are much longer than what is possible to simulate; and even if sufficiently long simulations are possible the complex nature of the resulting simulation data makes interpretation difficult. Markov State Models (MSMs) help to overcome these problems by making experimentally relevant time scales accessible via coarse grained representations that also allow for convenient interpretation. However, standard set-based MSMs exhibit some caveats limiting their approximation quality and statistical significance. One of the main caveats results from the fact that typical MD trajectories repeatedly re-cross the boundary between the sets used to build the MSM which causes statistical bias in estimating the transition probabilities between these sets. In this article, we present a set-free approach to MSM building utilizing smooth overlapping ansatz functions instead of sets and an adaptive refinement approach. This kind of meshless discretization helps to overcome the recrossing problem and yields an adaptive refinement procedure that allows us to improve the quality of the model while exploring state space and inserting new ansatz functions into the MSM.

Modeling Land Use/Cover Changes in an African Rural Landscape

NASA Astrophysics Data System (ADS)

Kamusoko, C.; Aniya, M.

2006-12-01

Land use/cover changes are analyzed in the Bindura district of Zimbabwe, Africa through the integration of data from a time series of Landsat imagery (1973, 1989 and 2000), a household survey and GIS coverages. We employed a hybrid supervised/unsupervised classification approach to generate land use/cover maps from which landscape metrics were calculated. Population and other household variables were derived from a sample of surveyed villages, while road accessibility and slope were obtained from topographic maps and digital elevation model, respectively. Markov-cellular automata modeling approach that incorporates Markov chain analysis, cellular automata and multi-criteria evaluation (MCE) / multi-objective allocation (MOLA) procedures was used to simulate land use/cover changes. A GIS-based MCE technique computed transition potential maps, whereas transition areas were derived from the 1973-2000 land use/cover maps using the Markov chain analysis. A 5 x 5 cellular automata filter was used to develop a spatially explicit contiguity- weighting factor to change the cells based on its previous state and those of its neighbors, while MOLA resolved land use/cover class allocation conflicts. The kappa index of agreement was used for model validation. Observed trends in land use/cover changes indicate that deforestation and the encroachment of cultivation in woodland areas is a continuous trend in the study area. This suggests that economic activities driven by agricultural expansion were the main causes of landscape fragmentation, leading to landscape degradation. Rigorous calibration of transition potential maps done by a MCE algorithm and Markovian transition probabilities produced accurate inputs for the simulation of land use/cover changes. Overall standard kappa index of agreement ranged from 0.73 to 0.83, which is sufficient for simulating land use/cover changes in the study area. Land use/cover simulations under the 1989 and 2000 scenario indicated further landscape degradation in the rural areas of the Bindura district. Keywords: Zimbabwe, land use/cover changes, landscape fragmentation, GIS, land use/cover change modeling, multi-criteria evaluation/multi-objective allocation procedures, Markov-cellular automata

MSM/RD: Coupling Markov state models of molecular kinetics with reaction-diffusion simulations

NASA Astrophysics Data System (ADS)

Dibak, Manuel; del Razo, Mauricio J.; De Sancho, David; Schütte, Christof; Noé, Frank

2018-06-01

Molecular dynamics (MD) simulations can model the interactions between macromolecules with high spatiotemporal resolution but at a high computational cost. By combining high-throughput MD with Markov state models (MSMs), it is now possible to obtain long time-scale behavior of small to intermediate biomolecules and complexes. To model the interactions of many molecules at large length scales, particle-based reaction-diffusion (RD) simulations are more suitable but lack molecular detail. Thus, coupling MSMs and RD simulations (MSM/RD) would be highly desirable, as they could efficiently produce simulations at large time and length scales, while still conserving the characteristic features of the interactions observed at atomic detail. While such a coupling seems straightforward, fundamental questions are still open: Which definition of MSM states is suitable? Which protocol to merge and split RD particles in an association/dissociation reaction will conserve the correct bimolecular kinetics and thermodynamics? In this paper, we make the first step toward MSM/RD by laying out a general theory of coupling and proposing a first implementation for association/dissociation of a protein with a small ligand (A + B ⇌ C). Applications on a toy model and CO diffusion into the heme cavity of myoglobin are reported.

Discrete event simulation: the preferred technique for health economic evaluations?

PubMed

Caro, Jaime J; Möller, Jörgen; Getsios, Denis

2010-12-01

To argue that discrete event simulation should be preferred to cohort Markov models for economic evaluations in health care. The basis for the modeling techniques is reviewed. For many health-care decisions, existing data are insufficient to fully inform them, necessitating the use of modeling to estimate the consequences that are relevant to decision-makers. These models must reflect what is known about the problem at a level of detail sufficient to inform the questions. Oversimplification will result in estimates that are not only inaccurate, but potentially misleading. Markov cohort models, though currently popular, have so many limitations and inherent assumptions that they are inadequate to inform most health-care decisions. An event-based individual simulation offers an alternative much better suited to the problem. A properly designed discrete event simulation provides more accurate, relevant estimates without being computationally prohibitive. It does require more data and may be a challenge to convey transparently, but these are necessary trade-offs to provide meaningful and valid results. In our opinion, discrete event simulation should be the preferred technique for health economic evaluations today. © 2010, International Society for Pharmacoeconomics and Outcomes Research (ISPOR).

Optimal clinical trial design based on a dichotomous Markov-chain mixed-effect sleep model.

PubMed

Steven Ernest, C; Nyberg, Joakim; Karlsson, Mats O; Hooker, Andrew C

2014-12-01

D-optimal designs for discrete-type responses have been derived using generalized linear mixed models, simulation based methods and analytical approximations for computing the fisher information matrix (FIM) of non-linear mixed effect models with homogeneous probabilities over time. In this work, D-optimal designs using an analytical approximation of the FIM for a dichotomous, non-homogeneous, Markov-chain phase advanced sleep non-linear mixed effect model was investigated. The non-linear mixed effect model consisted of transition probabilities of dichotomous sleep data estimated as logistic functions using piecewise linear functions. Theoretical linear and nonlinear dose effects were added to the transition probabilities to modify the probability of being in either sleep stage. D-optimal designs were computed by determining an analytical approximation the FIM for each Markov component (one where the previous state was awake and another where the previous state was asleep). Each Markov component FIM was weighted either equally or by the average probability of response being awake or asleep over the night and summed to derive the total FIM (FIM(total)). The reference designs were placebo, 0.1, 1-, 6-, 10- and 20-mg dosing for a 2- to 6-way crossover study in six dosing groups. Optimized design variables were dose and number of subjects in each dose group. The designs were validated using stochastic simulation/re-estimation (SSE). Contrary to expectations, the predicted parameter uncertainty obtained via FIM(total) was larger than the uncertainty in parameter estimates computed by SSE. Nevertheless, the D-optimal designs decreased the uncertainty of parameter estimates relative to the reference designs. Additionally, the improvement for the D-optimal designs were more pronounced using SSE than predicted via FIM(total). Through the use of an approximate analytic solution and weighting schemes, the FIM(total) for a non-homogeneous, dichotomous Markov-chain phase advanced sleep model was computed and provided more efficient trial designs and increased nonlinear mixed-effects modeling parameter precision.

Linking time-series of single-molecule experiments with molecular dynamics simulations by machine learning

PubMed Central

Matsunaga, Yasuhiro

2018-01-01

Single-molecule experiments and molecular dynamics (MD) simulations are indispensable tools for investigating protein conformational dynamics. The former provide time-series data, such as donor-acceptor distances, whereas the latter give atomistic information, although this information is often biased by model parameters. Here, we devise a machine-learning method to combine the complementary information from the two approaches and construct a consistent model of conformational dynamics. It is applied to the folding dynamics of the formin-binding protein WW domain. MD simulations over 400 μs led to an initial Markov state model (MSM), which was then "refined" using single-molecule Förster resonance energy transfer (FRET) data through hidden Markov modeling. The refined or data-assimilated MSM reproduces the FRET data and features hairpin one in the transition-state ensemble, consistent with mutation experiments. The folding pathway in the data-assimilated MSM suggests interplay between hydrophobic contacts and turn formation. Our method provides a general framework for investigating conformational transitions in other proteins. PMID:29723137

Linking time-series of single-molecule experiments with molecular dynamics simulations by machine learning.

PubMed

Matsunaga, Yasuhiro; Sugita, Yuji

2018-05-03

Single-molecule experiments and molecular dynamics (MD) simulations are indispensable tools for investigating protein conformational dynamics. The former provide time-series data, such as donor-acceptor distances, whereas the latter give atomistic information, although this information is often biased by model parameters. Here, we devise a machine-learning method to combine the complementary information from the two approaches and construct a consistent model of conformational dynamics. It is applied to the folding dynamics of the formin-binding protein WW domain. MD simulations over 400 μs led to an initial Markov state model (MSM), which was then "refined" using single-molecule Förster resonance energy transfer (FRET) data through hidden Markov modeling. The refined or data-assimilated MSM reproduces the FRET data and features hairpin one in the transition-state ensemble, consistent with mutation experiments. The folding pathway in the data-assimilated MSM suggests interplay between hydrophobic contacts and turn formation. Our method provides a general framework for investigating conformational transitions in other proteins. © 2018, Matsunaga et al.

Dealing with Multiple Solutions in Structural Vector Autoregressive Models.

PubMed

Beltz, Adriene M; Molenaar, Peter C M

2016-01-01

Structural vector autoregressive models (VARs) hold great potential for psychological science, particularly for time series data analysis. They capture the magnitude, direction of influence, and temporal (lagged and contemporaneous) nature of relations among variables. Unified structural equation modeling (uSEM) is an optimal structural VAR instantiation, according to large-scale simulation studies, and it is implemented within an SEM framework. However, little is known about the uniqueness of uSEM results. Thus, the goal of this study was to investigate whether multiple solutions result from uSEM analysis and, if so, to demonstrate ways to select an optimal solution. This was accomplished with two simulated data sets, an empirical data set concerning children's dyadic play, and modifications to the group iterative multiple model estimation (GIMME) program, which implements uSEMs with group- and individual-level relations in a data-driven manner. Results revealed multiple solutions when there were large contemporaneous relations among variables. Results also verified several ways to select the correct solution when the complete solution set was generated, such as the use of cross-validation, maximum standardized residuals, and information criteria. This work has immediate and direct implications for the analysis of time series data and for the inferences drawn from those data concerning human behavior.

Quantum Model of Emerging Grammars

NASA Technical Reports Server (NTRS)

Zak, M.

1999-01-01

A special class of quantum recurrent nets simulating Markov chains with absorbing states is introduced. The absorbing states are exploited for pattern recognition: each class of patterns, each combination of patterns acquires its own meaning.

Job-mix modeling and system analysis of an aerospace multiprocessor.

NASA Technical Reports Server (NTRS)

Mallach, E. G.

1972-01-01

An aerospace guidance computer organization, consisting of multiple processors and memory units attached to a central time-multiplexed data bus, is described. A job mix for this type of computer is obtained by analysis of Apollo mission programs. Multiprocessor performance is then analyzed using: 1) queuing theory, under certain 'limiting case' assumptions; 2) Markov process methods; and 3) system simulation. Results of the analyses indicate: 1) Markov process analysis is a useful and efficient predictor of simulation results; 2) efficient job execution is not seriously impaired even when the system is so overloaded that new jobs are inordinately delayed in starting; 3) job scheduling is significant in determining system performance; and 4) a system having many slow processors may or may not perform better than a system of equal power having few fast processors, but will not perform significantly worse.

Using Markov state models to study self-assembly

PubMed Central

Perkett, Matthew R.; Hagan, Michael F.

2014-01-01

Markov state models (MSMs) have been demonstrated to be a powerful method for computationally studying intramolecular processes such as protein folding and macromolecular conformational changes. In this article, we present a new approach to construct MSMs that is applicable to modeling a broad class of multi-molecular assembly reactions. Distinct structures formed during assembly are distinguished by their undirected graphs, which are defined by strong subunit interactions. Spatial inhomogeneities of free subunits are accounted for using a recently developed Gaussian-based signature. Simplifications to this state identification are also investigated. The feasibility of this approach is demonstrated on two different coarse-grained models for virus self-assembly. We find good agreement between the dynamics predicted by the MSMs and long, unbiased simulations, and that the MSMs can reduce overall simulation time by orders of magnitude. PMID:24907984

Markov state models of protein misfolding

NASA Astrophysics Data System (ADS)

Sirur, Anshul; De Sancho, David; Best, Robert B.

2016-02-01

Markov state models (MSMs) are an extremely useful tool for understanding the conformational dynamics of macromolecules and for analyzing MD simulations in a quantitative fashion. They have been extensively used for peptide and protein folding, for small molecule binding, and for the study of native ensemble dynamics. Here, we adapt the MSM methodology to gain insight into the dynamics of misfolded states. To overcome possible flaws in root-mean-square deviation (RMSD)-based metrics, we introduce a novel discretization approach, based on coarse-grained contact maps. In addition, we extend the MSM methodology to include "sink" states in order to account for the irreversibility (on simulation time scales) of processes like protein misfolding. We apply this method to analyze the mechanism of misfolding of tandem repeats of titin domains, and how it is influenced by confinement in a chaperonin-like cavity.

Effective degree Markov-chain approach for discrete-time epidemic processes on uncorrelated networks.

PubMed

Cai, Chao-Ran; Wu, Zhi-Xi; Guan, Jian-Yue

2014-11-01

Recently, Gómez et al. proposed a microscopic Markov-chain approach (MMCA) [S. Gómez, J. Gómez-Gardeñes, Y. Moreno, and A. Arenas, Phys. Rev. E 84, 036105 (2011)PLEEE81539-375510.1103/PhysRevE.84.036105] to the discrete-time susceptible-infected-susceptible (SIS) epidemic process and found that the epidemic prevalence obtained by this approach agrees well with that by simulations. However, we found that the approach cannot be straightforwardly extended to a susceptible-infected-recovered (SIR) epidemic process (due to its irreversible property), and the epidemic prevalences obtained by MMCA and Monte Carlo simulations do not match well when the infection probability is just slightly above the epidemic threshold. In this contribution we extend the effective degree Markov-chain approach, proposed for analyzing continuous-time epidemic processes [J. Lindquist, J. Ma, P. Driessche, and F. Willeboordse, J. Math. Biol. 62, 143 (2011)JMBLAJ0303-681210.1007/s00285-010-0331-2], to address discrete-time binary-state (SIS) or three-state (SIR) epidemic processes on uncorrelated complex networks. It is shown that the final epidemic size as well as the time series of infected individuals obtained from this approach agree very well with those by Monte Carlo simulations. Our results are robust to the change of different parameters, including the total population size, the infection probability, the recovery probability, the average degree, and the degree distribution of the underlying networks.

SPAGETTA: a Multi-Purpose Gridded Stochastic Weather Generator

NASA Astrophysics Data System (ADS)

Dubrovsky, M.; Huth, R.; Rotach, M. W.; Dabhi, H.

2017-12-01

SPAGETTA is a new multisite/gridded multivariate parametric stochastic weather generator (WG). Site-specific precipitation occurrence and amount are modelled by Markov chain and Gamma distribution, the non-precipitation variables are modelled by an autoregressive (AR) model conditioned on precipitation occurrence, and the spatial coherence of all variables is modelled following the Wilks' (2009) approach. SPAGETTA may be run in two modes. Mode 1: it is run as a classical WG, which is calibrated using weather series from multiple sites, and only then it may produce arbitrarily long synthetic series mimicking the spatial and temporal structure of the calibration data. To generate the weather series representing the future climate, the WG parameters are modified according to the climate change scenario, typically derived from GCM or RCM simulations. Mode 2: the user provides only basic information (not necessarily to be realistic) on the temporal and spatial auto-correlation structure of the weather variables and their mean annual cycle; the generator itself derives the parameters of the underlying AR model, which produces the multi-site weather series. Optionally, the user may add the spatially varying trend, which is superimposed to the synthetic series. The contribution consists of following parts: (a) Model of the WG. (b) Validation of WG in terms of the spatial temperature and precipitation characteristics, including characteristics of spatial hot/cold/dry/wet spells. (c) Results of the climate change impact experiment, in which the WG parameters representing the spatial and temporal variability are modified using the climate change scenarios and the effect on the above spatial validation indices is analysed. In this experiment, the WG is calibrated using the E-OBS gridded daily weather data for several European regions, and the climate change scenarios are derived from the selected RCM simulations (CORDEX database). (d) The second mode of operation will be demonstrated by results obtained while developing the methodology for assessing collective significance of trends in multi-site weather series. The performance of the proposed test statistics is assessed based on large number of realisations of synthetic series produced by WG assuming a given statistical structure and trend of the weather series.

Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment

NASA Technical Reports Server (NTRS)

English, Thomas

2005-01-01

A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.

Multivariate longitudinal data analysis with mixed effects hidden Markov models.

PubMed

Raffa, Jesse D; Dubin, Joel A

2015-09-01

Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. © 2015, The International Biometric Society.

Stability Analysis of Multi-Sensor Kalman Filtering over Lossy Networks

PubMed Central

Gao, Shouwan; Chen, Pengpeng; Huang, Dan; Niu, Qiang

2016-01-01

This paper studies the remote Kalman filtering problem for a distributed system setting with multiple sensors that are located at different physical locations. Each sensor encapsulates its own measurement data into one single packet and transmits the packet to the remote filter via a lossy distinct channel. For each communication channel, a time-homogeneous Markov chain is used to model the normal operating condition of packet delivery and losses. Based on the Markov model, a necessary and sufficient condition is obtained, which can guarantee the stability of the mean estimation error covariance. Especially, the stability condition is explicitly expressed as a simple inequality whose parameters are the spectral radius of the system state matrix and transition probabilities of the Markov chains. In contrast to the existing related results, our method imposes less restrictive conditions on systems. Finally, the results are illustrated by simulation examples. PMID:27104541

Pattern statistics on Markov chains and sensitivity to parameter estimation

PubMed Central

Nuel, Grégory

2006-01-01

Background: In order to compute pattern statistics in computational biology a Markov model is commonly used to take into account the sequence composition. Usually its parameter must be estimated. The aim of this paper is to determine how sensitive these statistics are to parameter estimation, and what are the consequences of this variability on pattern studies (finding the most over-represented words in a genome, the most significant common words to a set of sequences,...). Results: In the particular case where pattern statistics (overlap counting only) computed through binomial approximations we use the delta-method to give an explicit expression of σ, the standard deviation of a pattern statistic. This result is validated using simulations and a simple pattern study is also considered. Conclusion: We establish that the use of high order Markov model could easily lead to major mistakes due to the high sensitivity of pattern statistics to parameter estimation. PMID:17044916

Pattern statistics on Markov chains and sensitivity to parameter estimation.

PubMed

Nuel, Grégory

2006-10-17

In order to compute pattern statistics in computational biology a Markov model is commonly used to take into account the sequence composition. Usually its parameter must be estimated. The aim of this paper is to determine how sensitive these statistics are to parameter estimation, and what are the consequences of this variability on pattern studies (finding the most over-represented words in a genome, the most significant common words to a set of sequences,...). In the particular case where pattern statistics (overlap counting only) computed through binomial approximations we use the delta-method to give an explicit expression of sigma, the standard deviation of a pattern statistic. This result is validated using simulations and a simple pattern study is also considered. We establish that the use of high order Markov model could easily lead to major mistakes due to the high sensitivity of pattern statistics to parameter estimation.

A reward semi-Markov process with memory for wind speed modeling

NASA Astrophysics Data System (ADS)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. The primary goal of this analysis is the study of the time history of the wind in order to assess its reliability as a source of power and to determine the associated storage levels required. In order to assess this issue we use a probabilistic model based on indexed semi-Markov process [4] to which a reward structure is attached. Our model is used to calculate the expected energy produced by a given turbine and its variability expressed by the variance of the process. Our results can be used to compare different wind farms based on their reward and also on the risk of missed production due to the intrinsic variability of the wind speed process. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and backtesting procedure is used to compare results on first and second oder moments of rewards between real and synthetic data. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic gen- eration of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Re- newable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribu- tion, Renewable Energy 28 (2003) 1787-1802. [4]F. Petroni, G. D'Amico, F. Prattico, Indexed semi-Markov process for wind speed modeling. To be submitted.

Markov Decision Process Measurement Model.

PubMed

LaMar, Michelle M

2018-03-01

Within-task actions can provide additional information on student competencies but are challenging to model. This paper explores the potential of using a cognitive model for decision making, the Markov decision process, to provide a mapping between within-task actions and latent traits of interest. Psychometric properties of the model are explored, and simulation studies report on parameter recovery within the context of a simple strategy game. The model is then applied to empirical data from an educational game. Estimates from the model are found to correlate more strongly with posttest results than a partial-credit IRT model based on outcome data alone.

Robust Semi-Active Ride Control under Stochastic Excitation

DTIC Science & Technology

2014-01-01

broad classes of time-series models which are of practical importance; the Auto-Regressive (AR) models, the Integrated (I) models, and the Moving...Average (MA) models [12]. Combinations of these models result in autoregressive moving average (ARMA) and autoregressive integrated moving average...Down Up 4) Down Down These four cases can be written in compact form as: (20) Where is the Heaviside

What's in a Day? A Guide to Decomposing the Variance in Intensive Longitudinal Data

PubMed Central

de Haan-Rietdijk, Silvia; Kuppens, Peter; Hamaker, Ellen L.

2016-01-01

In recent years there has been a growing interest in the use of intensive longitudinal research designs to study within-person processes. Examples are studies that use experience sampling data and autoregressive modeling to investigate emotion dynamics and between-person differences therein. Such designs often involve multiple measurements per day and multiple days per person, and it is not clear how this nesting of the data should be accounted for: That is, should such data be considered as two-level data (which is common practice at this point), with occasions nested in persons, or as three-level data with beeps nested in days which are nested in persons. We show that a significance test of the day-level variance in an empty three-level model is not reliable when there is autocorrelation. Furthermore, we show that misspecifying the number of levels can lead to spurious or misleading findings, such as inflated variance or autoregression estimates. Throughout the paper we present instructions and R code for the implementation of the proposed models, which includes a novel three-level AR(1) model that estimates moment-to-moment inertia and day-to-day inertia. Based on our simulations we recommend model selection using autoregressive multilevel models in combination with the AIC. We illustrate this method using empirical emotion data from two independent samples, and discuss the implications and the relevance of the existence of a day level for the field. PMID:27378986

What's in a Day? A Guide to Decomposing the Variance in Intensive Longitudinal Data.

PubMed

de Haan-Rietdijk, Silvia; Kuppens, Peter; Hamaker, Ellen L

2016-01-01

In recent years there has been a growing interest in the use of intensive longitudinal research designs to study within-person processes. Examples are studies that use experience sampling data and autoregressive modeling to investigate emotion dynamics and between-person differences therein. Such designs often involve multiple measurements per day and multiple days per person, and it is not clear how this nesting of the data should be accounted for: That is, should such data be considered as two-level data (which is common practice at this point), with occasions nested in persons, or as three-level data with beeps nested in days which are nested in persons. We show that a significance test of the day-level variance in an empty three-level model is not reliable when there is autocorrelation. Furthermore, we show that misspecifying the number of levels can lead to spurious or misleading findings, such as inflated variance or autoregression estimates. Throughout the paper we present instructions and R code for the implementation of the proposed models, which includes a novel three-level AR(1) model that estimates moment-to-moment inertia and day-to-day inertia. Based on our simulations we recommend model selection using autoregressive multilevel models in combination with the AIC. We illustrate this method using empirical emotion data from two independent samples, and discuss the implications and the relevance of the existence of a day level for the field.

Highly Efficient Compression Algorithms for Multichannel EEG.

PubMed

Shaw, Laxmi; Rahman, Daleef; Routray, Aurobinda

2018-05-01

The difficulty associated with processing and understanding the high dimensionality of electroencephalogram (EEG) data requires developing efficient and robust compression algorithms. In this paper, different lossless compression techniques of single and multichannel EEG data, including Huffman coding, arithmetic coding, Markov predictor, linear predictor, context-based error modeling, multivariate autoregression (MVAR), and a low complexity bivariate model have been examined and their performances have been compared. Furthermore, a high compression algorithm named general MVAR and a modified context-based error modeling for multichannel EEG have been proposed. The resulting compression algorithm produces a higher relative compression ratio of 70.64% on average compared with the existing methods, and in some cases, it goes up to 83.06%. The proposed methods are designed to compress a large amount of multichannel EEG data efficiently so that the data storage and transmission bandwidth can be effectively used. These methods have been validated using several experimental multichannel EEG recordings of different subjects and publicly available standard databases. The satisfactory parametric measures of these methods, namely percent-root-mean square distortion, peak signal-to-noise ratio, root-mean-square error, and cross correlation, show their superiority over the state-of-the-art compression methods.

Autoregressive Modeling of Drift and Random Error to Characterize a Continuous Intravascular Glucose Monitoring Sensor.

PubMed

Zhou, Tony; Dickson, Jennifer L; Geoffrey Chase, J

2018-01-01

Continuous glucose monitoring (CGM) devices have been effective in managing diabetes and offer potential benefits for use in the intensive care unit (ICU). Use of CGM devices in the ICU has been limited, primarily due to the higher point accuracy errors over currently used traditional intermittent blood glucose (BG) measures. General models of CGM errors, including drift and random errors, are lacking, but would enable better design of protocols to utilize these devices. This article presents an autoregressive (AR) based modeling method that separately characterizes the drift and random noise of the GlySure CGM sensor (GlySure Limited, Oxfordshire, UK). Clinical sensor data (n = 33) and reference measurements were used to generate 2 AR models to describe sensor drift and noise. These models were used to generate 100 Monte Carlo simulations based on reference blood glucose measurements. These were then compared to the original CGM clinical data using mean absolute relative difference (MARD) and a Trend Compass. The point accuracy MARD was very similar between simulated and clinical data (9.6% vs 9.9%). A Trend Compass was used to assess trend accuracy, and found simulated and clinical sensor profiles were similar (simulated trend index 11.4° vs clinical trend index 10.9°). The model and method accurately represents cohort sensor behavior over patients, providing a general modeling approach to any such sensor by separately characterizing each type of error that can arise in the data. Overall, it enables better protocol design based on accurate expected CGM sensor behavior, as well as enabling the analysis of what level of each type of sensor error would be necessary to obtain desired glycemic control safety and performance with a given protocol.

Patchwork sampling of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kürsten, Rüdiger; Behn, Ulrich

2016-03-01

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.

Synchronization of discrete-time neural networks with delays and Markov jump topologies based on tracker information.

PubMed

Yang, Xinsong; Feng, Zhiguo; Feng, Jianwen; Cao, Jinde

2017-01-01

In this paper, synchronization in an array of discrete-time neural networks (DTNNs) with time-varying delays coupled by Markov jump topologies is considered. It is assumed that the switching information can be collected by a tracker with a certain probability and transmitted from the tracker to controller precisely. Then the controller selects suitable control gains based on the received switching information to synchronize the network. This new control scheme makes full use of received information and overcomes the shortcomings of mode-dependent and mode-independent control schemes. Moreover, the proposed control method includes both the mode-dependent and mode-independent control techniques as special cases. By using linear matrix inequality (LMI) method and designing new Lyapunov functionals, delay-dependent conditions are derived to guarantee that the DTNNs with Markov jump topologies to be asymptotically synchronized. Compared with existing results on Markov systems which are obtained by separately using mode-dependent and mode-independent methods, our result has great flexibility in practical applications. Numerical simulations are finally given to demonstrate the effectiveness of the theoretical results. Copyright © 2016 Elsevier Ltd. All rights reserved.

A Bivariate Mixed Distribution with a Heavy-tailed Component and its Application to Single-site Daily Rainfall Simulation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Li, Chao ..; Singh, Vijay P.; Mishra, Ashok K.

2013-02-06

This paper presents an improved brivariate mixed distribution, which is capable of modeling the dependence of daily rainfall from two distinct sources (e.g., rainfall from two stations, two consecutive days, or two instruments such as satellite and rain gauge). The distribution couples an existing framework for building a bivariate mixed distribution, the theory of copulae and a hybrid marginal distribution. Contributions of the improved distribution are twofold. One is the appropriate selection of the bivariate dependence structure from a wider admissible choice (10 candidate copula families). The other is the introduction of a marginal distribution capable of better representing lowmore » to moderate values as well as extremes of daily rainfall. Among several applications of the improved distribution, particularly presented here is its utility for single-site daily rainfall simulation. Rather than simulating rainfall occurrences and amounts separately, the developed generator unifies the two processes by generalizing daily rainfall as a Markov process with autocorrelation described by the improved bivariate mixed distribution. The generator is first tested on a sample station in Texas. Results reveal that the simulated and observed sequences are in good agreement with respect to essential characteristics. Then, extensive simulation experiments are carried out to compare the developed generator with three other alternative models: the conventional two-state Markov chain generator, the transition probability matrix model and the semi-parametric Markov chain model with kernel density estimation for rainfall amounts. Analyses establish that overall the developed generator is capable of reproducing characteristics of historical extreme rainfall events and is apt at extrapolating rare values beyond the upper range of available observed data. Moreover, it automatically captures the persistence of rainfall amounts on consecutive wet days in a relatively natural and easy way. Another interesting observation is that the recognized ‘overdispersion’ problem in daily rainfall simulation ascribes more to the loss of rainfall extremes than the under-representation of first-order persistence. The developed generator appears to be a sound option for daily rainfall simulation, especially in particular hydrologic planning situations when rare rainfall events are of great importance.« less

Hybrid simulated annealing and its application to optimization of hidden Markov models for visual speech recognition.

PubMed

Lee, Jong-Seok; Park, Cheol Hoon

2010-08-01

We propose a novel stochastic optimization algorithm, hybrid simulated annealing (SA), to train hidden Markov models (HMMs) for visual speech recognition. In our algorithm, SA is combined with a local optimization operator that substitutes a better solution for the current one to improve the convergence speed and the quality of solutions. We mathematically prove that the sequence of the objective values converges in probability to the global optimum in the algorithm. The algorithm is applied to train HMMs that are used as visual speech recognizers. While the popular training method of HMMs, the expectation-maximization algorithm, achieves only local optima in the parameter space, the proposed method can perform global optimization of the parameters of HMMs and thereby obtain solutions yielding improved recognition performance. The superiority of the proposed algorithm to the conventional ones is demonstrated via isolated word recognition experiments.

Statistical Inference in Hidden Markov Models Using k-Segment Constraints

PubMed Central

Titsias, Michalis K.; Holmes, Christopher C.; Yau, Christopher

2016-01-01

Hidden Markov models (HMMs) are one of the most widely used statistical methods for analyzing sequence data. However, the reporting of output from HMMs has largely been restricted to the presentation of the most-probable (MAP) hidden state sequence, found via the Viterbi algorithm, or the sequence of most probable marginals using the forward–backward algorithm. In this article, we expand the amount of information we could obtain from the posterior distribution of an HMM by introducing linear-time dynamic programming recursions that, conditional on a user-specified constraint in the number of segments, allow us to (i) find MAP sequences, (ii) compute posterior probabilities, and (iii) simulate sample paths. We collectively call these recursions k-segment algorithms and illustrate their utility using simulated and real examples. We also highlight the prospective and retrospective use of k-segment constraints for fitting HMMs or exploring existing model fits. Supplementary materials for this article are available online. PMID:27226674

Rice crop mapping and change prediction using multi-temporal satellite images in the Mekong Delta, Vietnam

NASA Astrophysics Data System (ADS)

Chen, C. R.; Chen, C. F.; Nguyen, S. T.

2014-12-01

The rice cropping systems in the Vietnamese Mekong Delta (VMD) has been undergoing major changes to cope with developing agro-economics, increasing population and changing climate. Information on rice cropping practices and changes in cropping systems is critical for policymakers to devise successful strategies to ensure food security and rice grain exports for the country. The primary objective of this research is to map rice cropping systems and predict future dynamics of rice cropping systems using the MODIS time-series data of 2002, 2006, and 2010. First, a phenology-based classification approach was applied for the classification and assessment of rice cropping systems in study region. Second, the Cellular Automata-Markov (CA-Markov) models was used to simulate the rice-cropping system map of VMD for 2010. The comparisons between the classification maps and the ground reference data indicated satisfactory results with overall accuracies and Kappa coefficients, respectively, of 81.4% and 0.75 for 2002, 80.6% and 0.74 for 2006 and 85.5% and 0.81 for 2010. The simulated map of rice cropping system for 2010 was extrapolated by CA-Markov model based on the trend of rice cropping systems during 2002~2006. The comparison between predicted scenario and classification map for 2010 presents a reasonably closer agreement. In conclusion, the CA-Markov model performs a powerful tool for the dynamic modeling of changes in rice cropping systems, and the results obtained demonstrate that the approach produces satisfactory results in terms of accuracy, quantitative forecast and spatial pattern changes. Meanwhile, the projections of the future changes would provide useful inputs to the agricultural policy for effective management of the rice cropping practices in VMD.

Theoretical restrictions on longest implicit time scales in Markov state models of biomolecular dynamics

NASA Astrophysics Data System (ADS)

Sinitskiy, Anton V.; Pande, Vijay S.

2018-01-01

Markov state models (MSMs) have been widely used to analyze computer simulations of various biomolecular systems. They can capture conformational transitions much slower than an average or maximal length of a single molecular dynamics (MD) trajectory from the set of trajectories used to build the MSM. A rule of thumb claiming that the slowest implicit time scale captured by an MSM should be comparable by the order of magnitude to the aggregate duration of all MD trajectories used to build this MSM has been known in the field. However, this rule has never been formally proved. In this work, we present analytical results for the slowest time scale in several types of MSMs, supporting the above rule. We conclude that the slowest implicit time scale equals the product of the aggregate sampling and four factors that quantify: (1) how much statistics on the conformational transitions corresponding to the longest implicit time scale is available, (2) how good the sampling of the destination Markov state is, (3) the gain in statistics from using a sliding window for counting transitions between Markov states, and (4) a bias in the estimate of the implicit time scale arising from finite sampling of the conformational transitions. We demonstrate that in many practically important cases all these four factors are on the order of unity, and we analyze possible scenarios that could lead to their significant deviation from unity. Overall, we provide for the first time analytical results on the slowest time scales captured by MSMs. These results can guide further practical applications of MSMs to biomolecular dynamics and allow for higher computational efficiency of simulations.

[Development of Markov models for economics evaluation of strategies on hepatitis B vaccination and population-based antiviral treatment in China].

PubMed

Yang, P C; Zhang, S X; Sun, P P; Cai, Y L; Lin, Y; Zou, Y H

2017-07-10

Objective: To construct the Markov models to reflect the reality of prevention and treatment interventions against hepatitis B virus (HBV) infection, simulate the natural history of HBV infection in different age groups and provide evidence for the economics evaluations of hepatitis B vaccination and population-based antiviral treatment in China. Methods: According to the theory and techniques of Markov chain, the Markov models of Chinese HBV epidemic were developed based on the national data and related literature both at home and abroad, including the settings of Markov model states, allowable transitions and initial and transition probabilities. The model construction, operation and verification were conducted by using software TreeAge Pro 2015. Results: Several types of Markov models were constructed to describe the disease progression of HBV infection in neonatal period, perinatal period or adulthood, the progression of chronic hepatitis B after antiviral therapy, hepatitis B prevention and control in adults, chronic hepatitis B antiviral treatment and the natural progression of chronic hepatitis B in general population. The model for the newborn was fundamental which included ten states, i.e . susceptiblity to HBV, HBsAg clearance, immune tolerance, immune clearance, low replication, HBeAg negative CHB, compensated cirrhosis, decompensated cirrhosis, hepatocellular carcinoma (HCC) and death. The susceptible state to HBV was excluded in the perinatal period model, and the immune tolerance state was excluded in the adulthood model. The model for general population only included two states, survive and death. Among the 5 types of models, there were 9 initial states assigned with initial probabilities, and 27 states for transition probabilities. The results of model verifications showed that the probability curves were basically consistent with the situation of HBV epidemic in China. Conclusion: The Markov models developed can be used in economics evaluation of hepatitis B vaccination and treatment for the elimination of HBV infection in China though the structures and parameters in the model have uncertainty with dynamic natures.

Developing a statistically powerful measure for quartet tree inference using phylogenetic identities and Markov invariants.

PubMed

Sumner, Jeremy G; Taylor, Amelia; Holland, Barbara R; Jarvis, Peter D

2017-12-01

Recently there has been renewed interest in phylogenetic inference methods based on phylogenetic invariants, alongside the related Markov invariants. Broadly speaking, both these approaches give rise to polynomial functions of sequence site patterns that, in expectation value, either vanish for particular evolutionary trees (in the case of phylogenetic invariants) or have well understood transformation properties (in the case of Markov invariants). While both approaches have been valued for their intrinsic mathematical interest, it is not clear how they relate to each other, and to what extent they can be used as practical tools for inference of phylogenetic trees. In this paper, by focusing on the special case of binary sequence data and quartets of taxa, we are able to view these two different polynomial-based approaches within a common framework. To motivate the discussion, we present three desirable statistical properties that we argue any invariant-based phylogenetic method should satisfy: (1) sensible behaviour under reordering of input sequences; (2) stability as the taxa evolve independently according to a Markov process; and (3) explicit dependence on the assumption of a continuous-time process. Motivated by these statistical properties, we develop and explore several new phylogenetic inference methods. In particular, we develop a statistically bias-corrected version of the Markov invariants approach which satisfies all three properties. We also extend previous work by showing that the phylogenetic invariants can be implemented in such a way as to satisfy property (3). A simulation study shows that, in comparison to other methods, our new proposed approach based on bias-corrected Markov invariants is extremely powerful for phylogenetic inference. The binary case is of particular theoretical interest as-in this case only-the Markov invariants can be expressed as linear combinations of the phylogenetic invariants. A wider implication of this is that, for models with more than two states-for example DNA sequence alignments with four-state models-we find that methods which rely on phylogenetic invariants are incapable of satisfying all three of the stated statistical properties. This is because in these cases the relevant Markov invariants belong to a class of polynomials independent from the phylogenetic invariants.

Fully Bayesian inference for structural MRI: application to segmentation and statistical analysis of T2-hypointensities.

PubMed

Schmidt, Paul; Schmid, Volker J; Gaser, Christian; Buck, Dorothea; Bührlen, Susanne; Förschler, Annette; Mühlau, Mark

2013-01-01

Aiming at iron-related T2-hypointensity, which is related to normal aging and neurodegenerative processes, we here present two practicable approaches, based on Bayesian inference, for preprocessing and statistical analysis of a complex set of structural MRI data. In particular, Markov Chain Monte Carlo methods were used to simulate posterior distributions. First, we rendered a segmentation algorithm that uses outlier detection based on model checking techniques within a Bayesian mixture model. Second, we rendered an analytical tool comprising a Bayesian regression model with smoothness priors (in the form of Gaussian Markov random fields) mitigating the necessity to smooth data prior to statistical analysis. For validation, we used simulated data and MRI data of 27 healthy controls (age: [Formula: see text]; range, [Formula: see text]). We first observed robust segmentation of both simulated T2-hypointensities and gray-matter regions known to be T2-hypointense. Second, simulated data and images of segmented T2-hypointensity were analyzed. We found not only robust identification of simulated effects but also a biologically plausible age-related increase of T2-hypointensity primarily within the dentate nucleus but also within the globus pallidus, substantia nigra, and red nucleus. Our results indicate that fully Bayesian inference can successfully be applied for preprocessing and statistical analysis of structural MRI data.

DIM SUM: demography and individual migration simulated using a Markov chain.

PubMed

Brown, Jeremy M; Savidge, Kevin; McTavish, Emily Jane B

2011-03-01

An increasing number of studies seek to infer demographic history, often jointly with genetic relationships. Despite numerous analytical methods for such data, few simulations have investigated the methods' power and robustness, especially when underlying assumptions have been violated. DIM SUM (Demography and Individual Migration Simulated Using a Markov chain) is a stand-alone Java program for the simulation of population demography and individual migration while recording ancestor-descendant relationships. It does not employ coalescent assumptions or discrete population boundaries. It is extremely flexible, allowing the user to specify border positions, reactions of organisms to borders, local and global carrying capacities, individual dispersal kernels, rates of reproduction and strategies for sampling individuals. Spatial variables may be specified using image files (e.g., as exported from gis software) and may vary through time. In combination with software for genetic marker simulation, DIM SUM will be useful for testing phylogeographic (e.g., nested clade phylogeographic analysis, coalescent-based tests and continuous-landscape frameworks) and landscape-genetic methods, specifically regarding violations of coalescent assumptions. It can also be used to explore the qualitative features of proposed demographic scenarios (e.g. regarding biological invasions) and as a pedagogical tool. DIM SUM (with user's manual) can be downloaded from http://code.google.com/p/bio-dimsum. © 2010 Blackwell Publishing Ltd.

An empirical comparison of SPM preprocessing parameters to the analysis of fMRI data.

PubMed

Della-Maggiore, Valeria; Chau, Wilkin; Peres-Neto, Pedro R; McIntosh, Anthony R

2002-09-01

We present the results from two sets of Monte Carlo simulations aimed at evaluating the robustness of some preprocessing parameters of SPM99 for the analysis of functional magnetic resonance imaging (fMRI). Statistical robustness was estimated by implementing parametric and nonparametric simulation approaches based on the images obtained from an event-related fMRI experiment. Simulated datasets were tested for combinations of the following parameters: basis function, global scaling, low-pass filter, high-pass filter and autoregressive modeling of serial autocorrelation. Based on single-subject SPM analysis, we derived the following conclusions that may serve as a guide for initial analysis of fMRI data using SPM99: (1) The canonical hemodynamic response function is a more reliable basis function to model the fMRI time series than HRF with time derivative. (2) Global scaling should be avoided since it may significantly decrease the power depending on the experimental design. (3) The use of a high-pass filter may be beneficial for event-related designs with fixed interstimulus intervals. (4) When dealing with fMRI time series with short interstimulus intervals (<8 s), the use of first-order autoregressive model is recommended over a low-pass filter (HRF) because it reduces the risk of inferential bias while providing a relatively good power. For datasets with interstimulus intervals longer than 8 seconds, temporal smoothing is not recommended since it decreases power. While the generalizability of our results may be limited, the methods we employed can be easily implemented by other scientists to determine the best parameter combination to analyze their data.

First and second order semi-Markov chains for wind speed modeling

NASA Astrophysics Data System (ADS)

Prattico, F.; Petroni, F.; D'Amico, G.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [3] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [1], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. Semi-Markov processes (SMP) are a wide class of stochastic processes which generalize at the same time both Markov chains and renewal processes. Their main advantage is that of using whatever type of waiting time distribution for modeling the time to have a transition from one state to another one. This major flexibility has a price to pay: availability of data to estimate the parameters of the model which are more numerous. Data availability is not an issue in wind speed studies, therefore, semi-Markov models can be used in a statistical efficient way. In this work we present three different semi-Markov chain models: the first one is a first-order SMP where the transition probabilities from two speed states (at time Tn and Tn-1) depend on the initial state (the state at Tn-1), final state (the state at Tn) and on the waiting time (given by t=Tn-Tn-1), the second model is a second order SMP where we consider the transition probabilities as depending also on the state the wind speed was before the initial state (which is the state at Tn-2) and the last one is still a second order SMP where the transition probabilities depends on the three states at Tn-2,Tn-1 and Tn and on the waiting times t_1=Tn-1-Tn-2 and t_2=Tn-Tn-1. The three models are used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy, 28/2003 1787-1802. [2] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30/2005 693-708. [3] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29/2004, 1407-1418.

Kinetics of CO2 diffusion in human carbonic anhydrase: a study using molecular dynamics simulations and the Markov-state model.

PubMed

Chen, Gong; Kong, Xian; Lu, Diannan; Wu, Jianzhong; Liu, Zheng

2017-05-10

Molecular dynamics (MD) simulations, in combination with the Markov-state model (MSM), were applied to probe CO 2 diffusion from an aqueous solution into the active site of human carbonic anhydrase II (hCA-II), an enzyme useful for enhanced CO 2 capture and utilization. The diffusion process in the hydrophobic pocket of hCA-II was illustrated in terms of a two-dimensional free-energy landscape. We found that CO 2 diffusion in hCA-II is a rate-limiting step in the CO 2 diffusion-binding-reaction process. The equilibrium distribution of CO 2 shows its preferential accumulation within a hydrophobic domain in the protein core region. An analysis of the committors and reactive fluxes indicates that the main pathway for CO 2 diffusion into the active site of hCA-II is through a binding pocket where residue Gln 136 contributes to the maximal flux. The simulation results offer a new perspective on the CO 2 hydration kinetics and useful insights toward the development of novel biochemical processes for more efficient CO 2 sequestration and utilization.

Refining Markov state models for conformational dynamics using ensemble-averaged data and time-series trajectories

NASA Astrophysics Data System (ADS)

Matsunaga, Y.; Sugita, Y.

2018-06-01

A data-driven modeling scheme is proposed for conformational dynamics of biomolecules based on molecular dynamics (MD) simulations and experimental measurements. In this scheme, an initial Markov State Model (MSM) is constructed from MD simulation trajectories, and then, the MSM parameters are refined using experimental measurements through machine learning techniques. The second step can reduce the bias of MD simulation results due to inaccurate force-field parameters. Either time-series trajectories or ensemble-averaged data are available as a training data set in the scheme. Using a coarse-grained model of a dye-labeled polyproline-20, we compare the performance of machine learning estimations from the two types of training data sets. Machine learning from time-series data could provide the equilibrium populations of conformational states as well as their transition probabilities. It estimates hidden conformational states in more robust ways compared to that from ensemble-averaged data although there are limitations in estimating the transition probabilities between minor states. We discuss how to use the machine learning scheme for various experimental measurements including single-molecule time-series trajectories.

Comparison of RF spectrum prediction methods for dynamic spectrum access

NASA Astrophysics Data System (ADS)

Kovarskiy, Jacob A.; Martone, Anthony F.; Gallagher, Kyle A.; Sherbondy, Kelly D.; Narayanan, Ram M.

2017-05-01

Dynamic spectrum access (DSA) refers to the adaptive utilization of today's busy electromagnetic spectrum. Cognitive radio/radar technologies require DSA to intelligently transmit and receive information in changing environments. Predicting radio frequency (RF) activity reduces sensing time and energy consumption for identifying usable spectrum. Typical spectrum prediction methods involve modeling spectral statistics with Hidden Markov Models (HMM) or various neural network structures. HMMs describe the time-varying state probabilities of Markov processes as a dynamic Bayesian network. Neural Networks model biological brain neuron connections to perform a wide range of complex and often non-linear computations. This work compares HMM, Multilayer Perceptron (MLP), and Recurrent Neural Network (RNN) algorithms and their ability to perform RF channel state prediction. Monte Carlo simulations on both measured and simulated spectrum data evaluate the performance of these algorithms. Generalizing spectrum occupancy as an alternating renewal process allows Poisson random variables to generate simulated data while energy detection determines the occupancy state of measured RF spectrum data for testing. The results suggest that neural networks achieve better prediction accuracy and prove more adaptable to changing spectral statistics than HMMs given sufficient training data.

True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence

NASA Astrophysics Data System (ADS)

Liu, Ruipeng; Di Matteo, T.; Lux, Thomas

2007-09-01

In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov-switching multifractal (MSM) model. In order to see how well the estimated model captures the temporal dependence of the data, we estimate and compare the scaling exponents H(q) (for q=1,2) for both empirical data and simulated data of the MSM model. In most cases the multifractal model appears to generate ‘apparent’ long memory in agreement with the empirical scaling laws.

Geodesic Monte Carlo on Embedded Manifolds

PubMed Central

Byrne, Simon; Girolami, Mark

2013-01-01

Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton–Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. PMID:25309024

Lifting the Markov blankets of socio-cultural evolution. A comment on "Answering Schrödinger's question: A free-energy formulation" by Maxwell James Désormeau Ramstead et al.

NASA Astrophysics Data System (ADS)

Leydesdorff, Loet

2018-03-01

Ramstead et al. [8] claim an encompassing ontology which can be used as a heuristics for studying life, mind, and society both empirically and in terms of computer simulations. The systems levels are self-organizing into a hierarchy; "Markov blankets" close the various levels for one another. Homo sapiens sapiens is placed at the top of this hierarchy as "the world's most complex living systems." Humans are said to generate "(epi)genetically-specified expectations that have been shaped by selection to guide action-perception cycles toward adaptive or unsurprising states."

A High Performance Bayesian Computing Framework for Spatiotemporal Uncertainty Modeling

NASA Astrophysics Data System (ADS)

Cao, G.

2015-12-01

All types of spatiotemporal measurements are subject to uncertainty. With spatiotemporal data becomes increasingly involved in scientific research and decision making, it is important to appropriately model the impact of uncertainty. Quantitatively modeling spatiotemporal uncertainty, however, is a challenging problem considering the complex dependence and dataheterogeneities.State-space models provide a unifying and intuitive framework for dynamic systems modeling. In this paper, we aim to extend the conventional state-space models for uncertainty modeling in space-time contexts while accounting for spatiotemporal effects and data heterogeneities. Gaussian Markov Random Field (GMRF) models, also known as conditional autoregressive models, are arguably the most commonly used methods for modeling of spatially dependent data. GMRF models basically assume that a geo-referenced variable primarily depends on its neighborhood (Markov property), and the spatial dependence structure is described via a precision matrix. Recent study has shown that GMRFs are efficient approximation to the commonly used Gaussian fields (e.g., Kriging), and compared with Gaussian fields, GMRFs enjoy a series of appealing features, such as fast computation and easily accounting for heterogeneities in spatial data (e.g, point and areal). This paper represents each spatial dataset as a GMRF and integrates them into a state-space form to statistically model the temporal dynamics. Different types of spatial measurements (e.g., categorical, count or continuous), can be accounted for by according link functions. A fast alternative to MCMC framework, so-called Integrated Nested Laplace Approximation (INLA), was adopted for model inference.Preliminary case studies will be conducted to showcase the advantages of the described framework. In the first case, we apply the proposed method for modeling the water table elevation of Ogallala aquifer over the past decades. In the second case, we analyze the drought impacts in Texas counties in the past years, where the spatiotemporal dynamics are represented in areal data.

Population synthesis of radio and gamma-ray millisecond pulsars using Markov Chain Monte Carlo techniques

NASA Astrophysics Data System (ADS)

Gonthier, Peter L.; Koh, Yew-Meng; Kust Harding, Alice

2016-04-01

We present preliminary results of a new population synthesis of millisecond pulsars (MSP) from the Galactic disk using Markov Chain Monte Carlo techniques to better understand the model parameter space. We include empirical radio and gamma-ray luminosity models that are dependent on the pulsar period and period derivative with freely varying exponents. The magnitudes of the model luminosities are adjusted to reproduce the number of MSPs detected by a group of thirteen radio surveys as well as the MSP birth rate in the Galaxy and the number of MSPs detected by Fermi. We explore various high-energy emission geometries like the slot gap, outer gap, two pole caustic and pair starved polar cap models. The parameters associated with the birth distributions for the mass accretion rate, magnetic field, and period distributions are well constrained. With the set of four free parameters, we employ Markov Chain Monte Carlo simulations to explore the model parameter space. We present preliminary comparisons of the simulated and detected distributions of radio and gamma-ray pulsar characteristics. We estimate the contribution of MSPs to the diffuse gamma-ray background with a special focus on the Galactic Center.We express our gratitude for the generous support of the National Science Foundation (RUI: AST-1009731), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program (NNX09AQ71G).

Modeling long correlation times using additive binary Markov chains: Applications to wind generation time series.

PubMed

Weber, Juliane; Zachow, Christopher; Witthaut, Dirk

2018-03-01

Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial temporal fluctuations properly. We apply the concept of additive binary Markov chains to model a wind generation time series consisting of two states: periods of high and low wind generation. The only input parameter for this model is the empirical autocorrelation function. The two-state model is readily extended to stochastically reproduce the actual generation per period. To evaluate the additive binary Markov chain method, we introduce a coarse model of the electric power system to derive backup and storage needs. We find that the temporal correlations of wind power generation, the backup need as a function of the storage capacity, and the resting time distribution of high and low wind events for different shares of wind generation can be reconstructed.

Modeling long correlation times using additive binary Markov chains: Applications to wind generation time series

NASA Astrophysics Data System (ADS)

Weber, Juliane; Zachow, Christopher; Witthaut, Dirk

2018-03-01

Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial temporal fluctuations properly. We apply the concept of additive binary Markov chains to model a wind generation time series consisting of two states: periods of high and low wind generation. The only input parameter for this model is the empirical autocorrelation function. The two-state model is readily extended to stochastically reproduce the actual generation per period. To evaluate the additive binary Markov chain method, we introduce a coarse model of the electric power system to derive backup and storage needs. We find that the temporal correlations of wind power generation, the backup need as a function of the storage capacity, and the resting time distribution of high and low wind events for different shares of wind generation can be reconstructed.

Strong diffusion formulation of Markov chain ensembles and its optimal weaker reductions

NASA Astrophysics Data System (ADS)

Güler, Marifi

2017-10-01

Two self-contained diffusion formulations, in the form of coupled stochastic differential equations, are developed for the temporal evolution of state densities over an ensemble of Markov chains evolving independently under a common transition rate matrix. Our first formulation derives from Kurtz's strong approximation theorem of density-dependent Markov jump processes [Stoch. Process. Their Appl. 6, 223 (1978), 10.1016/0304-4149(78)90020-0] and, therefore, strongly converges with an error bound of the order of lnN /N for ensemble size N . The second formulation eliminates some fluctuation variables, and correspondingly some noise terms, within the governing equations of the strong formulation, with the objective of achieving a simpler analytic formulation and a faster computation algorithm when the transition rates are constant or slowly varying. There, the reduction of the structural complexity is optimal in the sense that the elimination of any given set of variables takes place with the lowest attainable increase in the error bound. The resultant formulations are supported by numerical simulations.

Multivariate generalized hidden Markov regression models with random covariates: Physical exercise in an elderly population.

PubMed

Punzo, Antonio; Ingrassia, Salvatore; Maruotti, Antonello

2018-04-22

A time-varying latent variable model is proposed to jointly analyze multivariate mixed-support longitudinal data. The proposal can be viewed as an extension of hidden Markov regression models with fixed covariates (HMRMFCs), which is the state of the art for modelling longitudinal data, with a special focus on the underlying clustering structure. HMRMFCs are inadequate for applications in which a clustering structure can be identified in the distribution of the covariates, as the clustering is independent from the covariates distribution. Here, hidden Markov regression models with random covariates are introduced by explicitly specifying state-specific distributions for the covariates, with the aim of improving the recovering of the clusters in the data with respect to a fixed covariates paradigm. The hidden Markov regression models with random covariates class is defined focusing on the exponential family, in a generalized linear model framework. Model identifiability conditions are sketched, an expectation-maximization algorithm is outlined for parameter estimation, and various implementation and operational issues are discussed. Properties of the estimators of the regression coefficients, as well as of the hidden path parameters, are evaluated through simulation experiments and compared with those of HMRMFCs. The method is applied to physical activity data. Copyright © 2018 John Wiley & Sons, Ltd.

Optimized mixed Markov models for motif identification

PubMed Central

Huang, Weichun; Umbach, David M; Ohler, Uwe; Li, Leping

2006-01-01

Background Identifying functional elements, such as transcriptional factor binding sites, is a fundamental step in reconstructing gene regulatory networks and remains a challenging issue, largely due to limited availability of training samples. Results We introduce a novel and flexible model, the Optimized Mixture Markov model (OMiMa), and related methods to allow adjustment of model complexity for different motifs. In comparison with other leading methods, OMiMa can incorporate more than the NNSplice's pairwise dependencies; OMiMa avoids model over-fitting better than the Permuted Variable Length Markov Model (PVLMM); and OMiMa requires smaller training samples than the Maximum Entropy Model (MEM). Testing on both simulated and actual data (regulatory cis-elements and splice sites), we found OMiMa's performance superior to the other leading methods in terms of prediction accuracy, required size of training data or computational time. Our OMiMa system, to our knowledge, is the only motif finding tool that incorporates automatic selection of the best model. OMiMa is freely available at [1]. Conclusion Our optimized mixture of Markov models represents an alternative to the existing methods for modeling dependent structures within a biological motif. Our model is conceptually simple and effective, and can improve prediction accuracy and/or computational speed over other leading methods. PMID:16749929

Intelligent classifier for dynamic fault patterns based on hidden Markov model

NASA Astrophysics Data System (ADS)

Xu, Bo; Feng, Yuguang; Yu, Jinsong

2006-11-01

It's difficult to build precise mathematical models for complex engineering systems because of the complexity of the structure and dynamics characteristics. Intelligent fault diagnosis introduces artificial intelligence and works in a different way without building the analytical mathematical model of a diagnostic object, so it's a practical approach to solve diagnostic problems of complex systems. This paper presents an intelligent fault diagnosis method, an integrated fault-pattern classifier based on Hidden Markov Model (HMM). This classifier consists of dynamic time warping (DTW) algorithm, self-organizing feature mapping (SOFM) network and Hidden Markov Model. First, after dynamic observation vector in measuring space is processed by DTW, the error vector including the fault feature of being tested system is obtained. Then a SOFM network is used as a feature extractor and vector quantization processor. Finally, fault diagnosis is realized by fault patterns classifying with the Hidden Markov Model classifier. The importing of dynamic time warping solves the problem of feature extracting from dynamic process vectors of complex system such as aeroengine, and makes it come true to diagnose complex system by utilizing dynamic process information. Simulating experiments show that the diagnosis model is easy to extend, and the fault pattern classifier is efficient and is convenient to the detecting and diagnosing of new faults.

State Space Modeling of Time-Varying Contemporaneous and Lagged Relations in Connectivity Maps

PubMed Central

Molenaar, Peter C. M.; Beltz, Adriene M.; Gates, Kathleen M.; Wilson, Stephen J.

2017-01-01

Most connectivity mapping techniques for neuroimaging data assume stationarity (i.e., network parameters are constant across time), but this assumption does not always hold true. The authors provide a description of a new approach for simultaneously detecting time-varying (or dynamic) contemporaneous and lagged relations in brain connectivity maps. Specifically, they use a novel raw data likelihood estimation technique (involving a second-order extended Kalman filter/smoother embedded in a nonlinear optimizer) to determine the variances of the random walks associated with state space model parameters and their autoregressive components. The authors illustrate their approach with simulated and blood oxygen level-dependent functional magnetic resonance imaging data from 30 daily cigarette smokers performing a verbal working memory task, focusing on seven regions of interest (ROIs). Twelve participants had dynamic directed functional connectivity maps: Eleven had one or more time-varying contemporaneous ROI state loadings, and one had a time-varying autoregressive parameter. Compared to smokers without dynamic maps, smokers with dynamic maps performed the task with greater accuracy. Thus, accurate detection of dynamic brain processes is meaningfully related to behavior in a clinical sample. PMID:26546863

New Insights into Signed Path Coefficient Granger Causality Analysis.

PubMed

Zhang, Jian; Li, Chong; Jiang, Tianzi

2016-01-01

Granger causality analysis, as a time series analysis technique derived from econometrics, has been applied in an ever-increasing number of publications in the field of neuroscience, including fMRI, EEG/MEG, and fNIRS. The present study mainly focuses on the validity of "signed path coefficient Granger causality," a Granger-causality-derived analysis method that has been adopted by many fMRI researches in the last few years. This method generally estimates the causality effect among the time series by an order-1 autoregression, and defines a positive or negative coefficient as an "excitatory" or "inhibitory" influence. In the current work we conducted a series of computations from resting-state fMRI data and simulation experiments to illustrate the signed path coefficient method was flawed and untenable, due to the fact that the autoregressive coefficients were not always consistent with the real causal relationships and this would inevitablely lead to erroneous conclusions. Overall our findings suggested that the applicability of this kind of causality analysis was rather limited, hence researchers should be more cautious in applying the signed path coefficient Granger causality to fMRI data to avoid misinterpretation.

Automatic Adviser on stationary devices status identification and anticipated change

NASA Astrophysics Data System (ADS)

Shabelnikov, A. N.; Liabakh, N. N.; Gibner, Ya M.; Pushkarev, E. A.

2018-05-01

A task is defined to synthesize an Automatic Adviser to identify the automation systems stationary devices status using an autoregressive model of changing their key parameters. An applied model type was rationalized and the research objects monitoring process algorithm was developed. A complex of mobile objects status operation simulation and prediction results analysis was proposed. Research results are commented using a specific example of a hump yard compressor station. The work was supported by the Russian Fundamental Research Fund, project No. 17-20-01040.

Study on homogenization of synthetic GNSS-retrieved IWV time series and its impact on trend estimates with autoregressive noise

NASA Astrophysics Data System (ADS)

Klos, Anna; Pottiaux, Eric; Van Malderen, Roeland; Bock, Olivier; Bogusz, Janusz

2017-04-01

A synthetic benchmark dataset of Integrated Water Vapour (IWV) was created within the activity of "Data homogenisation" of sub-working group WG3 of COST ES1206 Action. The benchmark dataset was created basing on the analysis of IWV differences retrieved by Global Positioning System (GPS) International GNSS Service (IGS) stations using European Centre for Medium-Range Weather Forecats (ECMWF) reanalysis data (ERA-Interim). Having analysed a set of 120 series of IWV differences (ERAI-GPS) derived for IGS stations, we delivered parameters of a number of gaps and breaks for every certain station. Moreover, we estimated values of trends, significant seasonalities and character of residuals when deterministic model was removed. We tested five different noise models and found that a combination of white and autoregressive processes of first order describes the stochastic part with a good accuracy. Basing on this analysis, we performed Monte Carlo simulations of 25 years long data with two different types of noise: white as well as combination of white and autoregressive processes. We also added few strictly defined offsets, creating three variants of synthetic dataset: easy, less-complicated and fully-complicated. The 'Easy' dataset included seasonal signals (annual, semi-annual, 3 and 4 months if present for a particular station), offsets and white noise. The 'Less-complicated' dataset included above-mentioned, as well as the combination of white and first order autoregressive processes (AR(1)+WH). The 'Fully-complicated' dataset included, beyond above, a trend and gaps. In this research, we show the impact of manual homogenisation on the estimates of trend and its error. We also cross-compare the results for three above-mentioned datasets, as the synthetized noise type might have a significant influence on manual homogenisation. Therefore, it might mostly affect the values of trend and their uncertainties when inappropriately handled. In a future, the synthetic dataset we present is going to be used as a benchmark to test various statistical tools in terms of homogenisation task.

Accelerating Monte Carlo molecular simulations by reweighting and reconstructing Markov chains: Extrapolation of canonical ensemble averages and second derivatives to different temperature and density conditions

NASA Astrophysics Data System (ADS)

Kadoura, Ahmad; Sun, Shuyu; Salama, Amgad

2014-08-01

Accurate determination of thermodynamic properties of petroleum reservoir fluids is of great interest to many applications, especially in petroleum engineering and chemical engineering. Molecular simulation has many appealing features, especially its requirement of fewer tuned parameters but yet better predicting capability; however it is well known that molecular simulation is very CPU expensive, as compared to equation of state approaches. We have recently introduced an efficient thermodynamically consistent technique to regenerate rapidly Monte Carlo Markov Chains (MCMCs) at different thermodynamic conditions from the existing data points that have been pre-computed with expensive classical simulation. This technique can speed up the simulation more than a million times, making the regenerated molecular simulation almost as fast as equation of state approaches. In this paper, this technique is first briefly reviewed and then numerically investigated in its capability of predicting ensemble averages of primary quantities at different neighboring thermodynamic conditions to the original simulated MCMCs. Moreover, this extrapolation technique is extended to predict second derivative properties (e.g. heat capacity and fluid compressibility). The method works by reweighting and reconstructing generated MCMCs in canonical ensemble for Lennard-Jones particles. In this paper, system's potential energy, pressure, isochoric heat capacity and isothermal compressibility along isochors, isotherms and paths of changing temperature and density from the original simulated points were extrapolated. Finally, an optimized set of Lennard-Jones parameters (ε, σ) for single site models were proposed for methane, nitrogen and carbon monoxide.

Ligand induced change of β2 adrenergic receptor from active to inactive conformation and its implication for the closed/open state of the water channel: insight from molecular dynamics simulation, free energy calculation and Markov state model analysis.

PubMed

Bai, Qifeng; Pérez-Sánchez, Horacio; Zhang, Yang; Shao, Yonghua; Shi, Danfeng; Liu, Huanxiang; Yao, Xiaojun

2014-08-14

The reported crystal structures of β2 adrenergic receptor (β2AR) reveal that the open and closed states of the water channel are correlated with the inactive and active conformations of β2AR. However, more details about the process by which the water channel states are affected by the active to inactive conformational change of β2AR remain illusive. In this work, molecular dynamics simulations are performed to study the dynamical inactive and active conformational change of β2AR induced by inverse agonist ICI 118,551. Markov state model analysis and free energy calculation are employed to explore the open and close states of the water channel. The simulation results show that inverse agonist ICI 118,551 can induce water channel opening during the conformational transition of β2AR. Markov state model (MSM) analysis proves that the energy contour can be divided into seven states. States S1, S2 and S5, which represent the active conformation of β2AR, show that the water channel is in the closed state, while states S4 and S6, which correspond to the intermediate state conformation of β2AR, indicate the water channel opens gradually. State S7, which represents the inactive structure of β2AR, corresponds to the full open state of the water channel. The opening mechanism of the water channel is involved in the ligand-induced conformational change of β2AR. These results can provide useful information for understanding the opening mechanism of the water channel and will be useful for the rational design of potent inverse agonists of β2AR.

SMURFLite: combining simplified Markov random fields with simulated evolution improves remote homology detection for beta-structural proteins into the twilight zone.

PubMed

Daniels, Noah M; Hosur, Raghavendra; Berger, Bonnie; Cowen, Lenore J

2012-05-01

One of the most successful methods to date for recognizing protein sequences that are evolutionarily related has been profile hidden Markov models (HMMs). However, these models do not capture pairwise statistical preferences of residues that are hydrogen bonded in beta sheets. These dependencies have been partially captured in the HMM setting by simulated evolution in the training phase and can be fully captured by Markov random fields (MRFs). However, the MRFs can be computationally prohibitive when beta strands are interleaved in complex topologies. We introduce SMURFLite, a method that combines both simplified MRFs and simulated evolution to substantially improve remote homology detection for beta structures. Unlike previous MRF-based methods, SMURFLite is computationally feasible on any beta-structural motif. We test SMURFLite on all propeller and barrel folds in the mainly-beta class of the SCOP hierarchy in stringent cross-validation experiments. We show a mean 26% (median 16%) improvement in area under curve (AUC) for beta-structural motif recognition as compared with HMMER (a well-known HMM method) and a mean 33% (median 19%) improvement as compared with RAPTOR (a well-known threading method) and even a mean 18% (median 10%) improvement in AUC over HHPred (a profile-profile HMM method), despite HHpred's use of extensive additional training data. We demonstrate SMURFLite's ability to scale to whole genomes by running a SMURFLite library of 207 beta-structural SCOP superfamilies against the entire genome of Thermotoga maritima, and make over a 100 new fold predictions. Availability and implementaion: A webserver that runs SMURFLite is available at: http://smurf.cs.tufts.edu/smurflite/

An agent-based simulation model for Clostridium difficile infection control.

PubMed

Codella, James; Safdar, Nasia; Heffernan, Rick; Alagoz, Oguzhan

2015-02-01

Control of Clostridium difficile infection (CDI) is an increasingly difficult problem for health care institutions. There are commonly recommended strategies to combat CDI transmission, such as oral vancomycin for CDI treatment, increased hand hygiene with soap and water for health care workers, daily environmental disinfection of infected patient rooms, and contact isolation of diseased patients. However, the efficacy of these strategies, particularly for endemic CDI, has not been well studied. The objective of this research is to develop a valid, agent-based simulation model (ABM) to study C. difficile transmission and control in a midsized hospital. We develop an ABM of a midsized hospital with agents such as patients, health care workers, and visitors. We model the natural progression of CDI in a patient using a Markov chain and the transmission of CDI through agent and environmental interactions. We derive input parameters from aggregate patient data from the 2007-2010 Wisconsin Hospital Association and published medical literature. We define a calibration process, which we use to estimate transition probabilities of the Markov model by comparing simulation results to benchmark values found in published literature. In a comparison of CDI control strategies implemented individually, routine bleach disinfection of CDI-positive patient rooms provides the largest reduction in nosocomial asymptomatic colonization (21.8%) and nosocomial CDIs (42.8%). Additionally, vancomycin treatment provides the largest reduction in relapse CDIs (41.9%), CDI-related mortalities (68.5%), and total patient length of stay (21.6%). We develop a generalized ABM for CDI control that can be customized and further expanded to specific institutions and/or scenarios. Additionally, we estimate transition probabilities for a Markov model of natural CDI progression in a patient through calibration. © The Author(s) 2014.

Probabilistic Swarm Guidance using Optimal Transport

DTIC Science & Technology

2014-10-10

controlled to collectively exhibit useful emergent behavior [2]–[5]. Similarly, swarms of hundreds to thousands of femtosatellites (100-gram-class...algorithm using inhomo- geneous Markov chains (PSG– IMC ), each agent chooses the tuning parameter (ξjk) based on the Hellinger distance (HD) between the...PGA and PSG– IMC in the next section. B. Simulation Results We now present the setup of this simulation example. The swarm containing m = 5000 agents is

Blackjack

DTIC Science & Technology

2012-05-01

astar (C++) path finding algorithms.  bwaves (Fortran) simulation of blast waves in 3D transonic transient laminar viscous flow.  bzip2 (C) in...search based on Profile Hidden Markov Models.  lbm (C) implementation of Lattice Boltzman Method for simulation of incompressible fluids in 3D...to comply with a collection of information if it does not display a currently valid OMB control number. PLEASE DO NOT RETURN YOUR FORM TO THE ABOVE

Multiscale models and stochastic simulation methods for computing rare but key binding events in cell biology

DOE Office of Scientific and Technical Information (OSTI.GOV)

Guerrier, C.; Holcman, D., E-mail: david.holcman@ens.fr; Mathematical Institute, Oxford OX2 6GG, Newton Institute

The main difficulty in simulating diffusion processes at a molecular level in cell microdomains is due to the multiple scales involving nano- to micrometers. Few to many particles have to be simulated and simultaneously tracked while there are exploring a large portion of the space for binding small targets, such as buffers or active sites. Bridging the small and large spatial scales is achieved by rare events representing Brownian particles finding small targets and characterized by long-time distribution. These rare events are the bottleneck of numerical simulations. A naive stochastic simulation requires running many Brownian particles together, which is computationallymore » greedy and inefficient. Solving the associated partial differential equations is also difficult due to the time dependent boundary conditions, narrow passages and mixed boundary conditions at small windows. We present here two reduced modeling approaches for a fast computation of diffusing fluxes in microdomains. The first approach is based on a Markov mass-action law equations coupled to a Markov chain. The second is a Gillespie's method based on the narrow escape theory for coarse-graining the geometry of the domain into Poissonian rates. The main application concerns diffusion in cellular biology, where we compute as an example the distribution of arrival times of calcium ions to small hidden targets to trigger vesicular release.« less

Parameterizing the Spatial Markov Model from Breakthrough Curve Data Alone

NASA Astrophysics Data System (ADS)

Sherman, T.; Bolster, D.; Fakhari, A.; Miller, S.; Singha, K.

2017-12-01

The spatial Markov model (SMM) uses a correlated random walk and has been shown to effectively capture anomalous transport in porous media systems; in the SMM, particles' future trajectories are correlated to their current velocity. It is common practice to use a priori Lagrangian velocity statistics obtained from high resolution simulations to determine a distribution of transition probabilities (correlation) between velocity classes that govern predicted transport behavior; however, this approach is computationally cumbersome. Here, we introduce a methodology to quantify velocity correlation from Breakthrough (BTC) curve data alone; discretizing two measured BTCs into a set of arrival times and reverse engineering the rules of the SMM allows for prediction of velocity correlation, thereby enabling parameterization of the SMM in studies where Lagrangian velocity statistics are not available. The introduced methodology is applied to estimate velocity correlation from BTCs measured in high resolution simulations, thus allowing for a comparison of estimated parameters with known simulated values. Results show 1) estimated transition probabilities agree with simulated values and 2) using the SMM with estimated parameterization accurately predicts BTCs downstream. Additionally, we include uncertainty measurements by calculating lower and upper estimates of velocity correlation, which allow for prediction of a range of BTCs. The simulated BTCs fall in the range of predicted BTCs. This research proposes a novel method to parameterize the SMM from BTC data alone, thereby reducing the SMM's computational costs and widening its applicability.

The ISI distribution of the stochastic Hodgkin-Huxley neuron.

PubMed

Rowat, Peter F; Greenwood, Priscilla E

2014-01-01

The simulation of ion-channel noise has an important role in computational neuroscience. In recent years several approximate methods of carrying out this simulation have been published, based on stochastic differential equations, and all giving slightly different results. The obvious, and essential, question is: which method is the most accurate and which is most computationally efficient? Here we make a contribution to the answer. We compare interspike interval histograms from simulated data using four different approximate stochastic differential equation (SDE) models of the stochastic Hodgkin-Huxley neuron, as well as the exact Markov chain model simulated by the Gillespie algorithm. One of the recent SDE models is the same as the Kurtz approximation first published in 1978. All the models considered give similar ISI histograms over a wide range of deterministic and stochastic input. Three features of these histograms are an initial peak, followed by one or more bumps, and then an exponential tail. We explore how these features depend on deterministic input and on level of channel noise, and explain the results using the stochastic dynamics of the model. We conclude with a rough ranking of the four SDE models with respect to the similarity of their ISI histograms to the histogram of the exact Markov chain model.

Replica exchange and expanded ensemble simulations as Gibbs sampling: simple improvements for enhanced mixing.

PubMed

Chodera, John D; Shirts, Michael R

2011-11-21

The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in discovering new ways to enhance the phase space mixing of these protocols in order to improve sampling of uncorrelated configurations. Here, we demonstrate how both of these classes of algorithms can be considered as special cases of Gibbs sampling within a Markov chain Monte Carlo framework. Gibbs sampling is a well-studied scheme in the field of statistical inference in which different random variables are alternately updated from conditional distributions. While the update of the conformational degrees of freedom by Metropolis Monte Carlo or molecular dynamics unavoidably generates correlated samples, we show how judicious updating of the thermodynamic state indices--corresponding to thermodynamic parameters such as temperature or alchemical coupling variables--can substantially increase mixing while still sampling from the desired distributions. We show how state update methods in common use can lead to suboptimal mixing, and present some simple, inexpensive alternatives that can increase mixing of the overall Markov chain, reducing simulation times necessary to obtain estimates of the desired precision. These improved schemes are demonstrated for several common applications, including an alchemical expanded ensemble simulation, parallel tempering, and multidimensional replica exchange umbrella sampling.

Simulation of trading strategies in the electricity market

NASA Astrophysics Data System (ADS)

Charkiewicz, Kamil; Nowak, Robert

2011-10-01

The main objective of the energy market existence is reduction of the total cost of production, transport and distribution of energy, and so the prices paid by terminal consumers. Energy market contains few markets that are varying on operational rules, the important segments: the Futures Contract Market and Next Day Market are analyzed in presented approach. The computer system was developed to simulate the Polish Energy Market. This system use the multi-agent approach, where each agent is the separate shared library with defined interface. The software was used to compare strategies for players in energy market, where the strategies uses auto-regression, k-nearest neighbours, neural network and mixed algorithm, to predict the next price.

The application of a Grey Markov Model to forecasting annual maximum water levels at hydrological stations

NASA Astrophysics Data System (ADS)

Dong, Sheng; Chi, Kun; Zhang, Qiyi; Zhang, Xiangdong

2012-03-01

Compared with traditional real-time forecasting, this paper proposes a Grey Markov Model (GMM) to forecast the maximum water levels at hydrological stations in the estuary area. The GMM combines the Grey System and Markov theory into a higher precision model. The GMM takes advantage of the Grey System to predict the trend values and uses the Markov theory to forecast fluctuation values, and thus gives forecast results involving two aspects of information. The procedure for forecasting annul maximum water levels with the GMM contains five main steps: 1) establish the GM (1, 1) model based on the data series; 2) estimate the trend values; 3) establish a Markov Model based on relative error series; 4) modify the relative errors caused in step 2, and then obtain the relative errors of the second order estimation; 5) compare the results with measured data and estimate the accuracy. The historical water level records (from 1960 to 1992) at Yuqiao Hydrological Station in the estuary area of the Haihe River near Tianjin, China are utilized to calibrate and verify the proposed model according to the above steps. Every 25 years' data are regarded as a hydro-sequence. Eight groups of simulated results show reasonable agreement between the predicted values and the measured data. The GMM is also applied to the 10 other hydrological stations in the same estuary. The forecast results for all of the hydrological stations are good or acceptable. The feasibility and effectiveness of this new forecasting model have been proved in this paper.

Joint Seasonal ARMA Approach for Modeling of Load Forecast Errors in Planning Studies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hafen, Ryan P.; Samaan, Nader A.; Makarov, Yuri V.

2014-04-14

To make informed and robust decisions in the probabilistic power system operation and planning process, it is critical to conduct multiple simulations of the generated combinations of wind and load parameters and their forecast errors to handle the variability and uncertainty of these time series. In order for the simulation results to be trustworthy, the simulated series must preserve the salient statistical characteristics of the real series. In this paper, we analyze day-ahead load forecast error data from multiple balancing authority locations and characterize statistical properties such as mean, standard deviation, autocorrelation, correlation between series, time-of-day bias, and time-of-day autocorrelation.more » We then construct and validate a seasonal autoregressive moving average (ARMA) model to model these characteristics, and use the model to jointly simulate day-ahead load forecast error series for all BAs.« less

An accurate computational method for an order parameter with a Markov state model constructed using a manifold-learning technique

NASA Astrophysics Data System (ADS)

Ito, Reika; Yoshidome, Takashi

2018-01-01

Markov state models (MSMs) are a powerful approach for analyzing the long-time behaviors of protein motion using molecular dynamics simulation data. However, their quantitative performance with respect to the physical quantities is poor. We believe that this poor performance is caused by the failure to appropriately classify protein conformations into states when constructing MSMs. Herein, we show that the quantitative performance of an order parameter is improved when a manifold-learning technique is employed for the classification in the MSM. The MSM construction using the K-center method, which has been previously used for classification, has a poor quantitative performance.

A variable-step-size robust delta modulator.

NASA Technical Reports Server (NTRS)

Song, C. L.; Garodnick, J.; Schilling, D. L.

1971-01-01

Description of an analytically obtained optimum adaptive delta modulator-demodulator configuration. The device utilizes two past samples to obtain a step size which minimizes the mean square error for a Markov-Gaussian source. The optimum system is compared, using computer simulations, with a linear delta modulator and an enhanced Abate delta modulator. In addition, the performance is compared to the rate distortion bound for a Markov source. It is shown that the optimum delta modulator is neither quantization nor slope-overload limited. The highly nonlinear equations obtained for the optimum transmitter and receiver are approximated by piecewise-linear equations in order to obtain system equations which can be transformed into hardware. The derivation of the experimental system is presented.

Recombination Processes and Nonlinear Markov Chains.

PubMed

Pirogov, Sergey; Rybko, Alexander; Kalinina, Anastasia; Gelfand, Mikhail

2016-09-01

Bacteria are known to exchange genetic information by horizontal gene transfer. Since the frequency of homologous recombination depends on the similarity between the recombining segments, several studies examined whether this could lead to the emergence of subspecies. Most of them simulated fixed-size Wright-Fisher populations, in which the genetic drift should be taken into account. Here, we use nonlinear Markov processes to describe a bacterial population evolving under mutation and recombination. We consider a population structure as a probability measure on the space of genomes. This approach implies the infinite population size limit, and thus, the genetic drift is not assumed. We prove that under these conditions, the emergence of subspecies is impossible.

Hidden Markov Models as a tool to measure pilot attention switching during simulated ILS approaches

DOT National Transportation Integrated Search

2003-04-14

The pilot's instrument scanning data contain information about not only the pilot's eye movements, but also the pilot's : cognitive process during flight. However, it is often difficult to interpret the scanning data at the cognitive level : because:...

State-space reduction and equivalence class sampling for a molecular self-assembly model.

PubMed

Packwood, Daniel M; Han, Patrick; Hitosugi, Taro

2016-07-01

Direct simulation of a model with a large state space will generate enormous volumes of data, much of which is not relevant to the questions under study. In this paper, we consider a molecular self-assembly model as a typical example of a large state-space model, and present a method for selectively retrieving 'target information' from this model. This method partitions the state space into equivalence classes, as identified by an appropriate equivalence relation. The set of equivalence classes H, which serves as a reduced state space, contains none of the superfluous information of the original model. After construction and characterization of a Markov chain with state space H, the target information is efficiently retrieved via Markov chain Monte Carlo sampling. This approach represents a new breed of simulation techniques which are highly optimized for studying molecular self-assembly and, moreover, serves as a valuable guideline for analysis of other large state-space models.

Upscaling of dilution and mixing using a trajectory based Spatial Markov random walk model in a periodic flow domain

NASA Astrophysics Data System (ADS)

Sund, Nicole L.; Porta, Giovanni M.; Bolster, Diogo

2017-05-01

The Spatial Markov Model (SMM) is an upscaled model that has been used successfully to predict effective mean transport across a broad range of hydrologic settings. Here we propose a novel variant of the SMM, applicable to spatially periodic systems. This SMM is built using particle trajectories, rather than travel times. By applying the proposed SMM to a simple benchmark problem we demonstrate that it can predict mean effective transport, when compared to data from fully resolved direct numerical simulations. Next we propose a methodology for using this SMM framework to predict measures of mixing and dilution, that do not just depend on mean concentrations, but are strongly impacted by pore-scale concentration fluctuations. We use information from trajectories of particles to downscale and reconstruct pore-scale approximate concentration fields from which mixing and dilution measures are then calculated. The comparison between measurements from fully resolved simulations and predictions with the SMM agree very favorably.

Searching for efficient Markov chain Monte Carlo proposal kernels

PubMed Central

Yang, Ziheng; Rodríguez, Carlos E.

2013-01-01

Markov chain Monte Carlo (MCMC) or the Metropolis–Hastings algorithm is a simulation algorithm that has made modern Bayesian statistical inference possible. Nevertheless, the efficiency of different Metropolis–Hastings proposal kernels has rarely been studied except for the Gaussian proposal. Here we propose a unique class of Bactrian kernels, which avoid proposing values that are very close to the current value, and compare their efficiency with a number of proposals for simulating different target distributions, with efficiency measured by the asymptotic variance of a parameter estimate. The uniform kernel is found to be more efficient than the Gaussian kernel, whereas the Bactrian kernel is even better. When optimal scales are used for both, the Bactrian kernel is at least 50% more efficient than the Gaussian. Implementation in a Bayesian program for molecular clock dating confirms the general applicability of our results to generic MCMC algorithms. Our results refute a previous claim that all proposals had nearly identical performance and will prompt further research into efficient MCMC proposals. PMID:24218600

Reconstruction of Exposure to m-Xylene from Human Biomonitoring Data Using PBPK Modelling, Bayesian Inference, and Markov Chain Monte Carlo Simulation

PubMed Central

McNally, Kevin; Cotton, Richard; Cocker, John; Jones, Kate; Bartels, Mike; Rick, David; Price, Paul; Loizou, George

2012-01-01

There are numerous biomonitoring programs, both recent and ongoing, to evaluate environmental exposure of humans to chemicals. Due to the lack of exposure and kinetic data, the correlation of biomarker levels with exposure concentrations leads to difficulty in utilizing biomonitoring data for biological guidance values. Exposure reconstruction or reverse dosimetry is the retrospective interpretation of external exposure consistent with biomonitoring data. We investigated the integration of physiologically based pharmacokinetic modelling, global sensitivity analysis, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of inhalation exposure to m-xylene. We used exhaled breath and venous blood m-xylene and urinary 3-methylhippuric acid measurements from a controlled human volunteer study in order to evaluate the ability of our computational framework to predict known inhalation exposures. We also investigated the importance of model structure and dimensionality with respect to its ability to reconstruct exposure. PMID:22719759

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

A stochastic approach to noise modeling for barometric altimeters.

PubMed

Sabatini, Angelo Maria; Genovese, Vincenzo

2013-11-18

The question whether barometric altimeters can be applied to accurately track human motions is still debated, since their measurement performance are rather poor due to either coarse resolution or drifting behavior problems. As a step toward accurate short-time tracking of changes in height (up to few minutes), we develop a stochastic model that attempts to capture some statistical properties of the barometric altimeter noise. The barometric altimeter noise is decomposed in three components with different physical origin and properties: a deterministic time-varying mean, mainly correlated with global environment changes, and a first-order Gauss-Markov (GM) random process, mainly accounting for short-term, local environment changes, the effects of which are prominent, respectively, for long-time and short-time motion tracking; an uncorrelated random process, mainly due to wideband electronic noise, including quantization noise. Autoregressive-moving average (ARMA) system identification techniques are used to capture the correlation structure of the piecewise stationary GM component, and to estimate its standard deviation, together with the standard deviation of the uncorrelated component. M-point moving average filters used alone or in combination with whitening filters learnt from ARMA model parameters are further tested in few dynamic motion experiments and discussed for their capability of short-time tracking small-amplitude, low-frequency motions.

A multivariate spatial mixture model for areal data: examining regional differences in standardized test scores

PubMed Central

Neelon, Brian; Gelfand, Alan E.; Miranda, Marie Lynn

2013-01-01

Summary Researchers in the health and social sciences often wish to examine joint spatial patterns for two or more related outcomes. Examples include infant birth weight and gestational length, psychosocial and behavioral indices, and educational test scores from different cognitive domains. We propose a multivariate spatial mixture model for the joint analysis of continuous individual-level outcomes that are referenced to areal units. The responses are modeled as a finite mixture of multivariate normals, which accommodates a wide range of marginal response distributions and allows investigators to examine covariate effects within subpopulations of interest. The model has a hierarchical structure built at the individual level (i.e., individuals are nested within areal units), and thus incorporates both individual- and areal-level predictors as well as spatial random effects for each mixture component. Conditional autoregressive (CAR) priors on the random effects provide spatial smoothing and allow the shape of the multivariate distribution to vary flexibly across geographic regions. We adopt a Bayesian modeling approach and develop an efficient Markov chain Monte Carlo model fitting algorithm that relies primarily on closed-form full conditionals. We use the model to explore geographic patterns in end-of-grade math and reading test scores among school-age children in North Carolina. PMID:26401059

Methodological development for selection of significant predictors explaining fatal road accidents.

PubMed

Dadashova, Bahar; Arenas-Ramírez, Blanca; Mira-McWilliams, José; Aparicio-Izquierdo, Francisco

2016-05-01

Identification of the most relevant factors for explaining road accident occurrence is an important issue in road safety research, particularly for future decision-making processes in transport policy. However model selection for this particular purpose is still an ongoing research. In this paper we propose a methodological development for model selection which addresses both explanatory variable and adequate model selection issues. A variable selection procedure, TIM (two-input model) method is carried out by combining neural network design and statistical approaches. The error structure of the fitted model is assumed to follow an autoregressive process. All models are estimated using Markov Chain Monte Carlo method where the model parameters are assigned non-informative prior distributions. The final model is built using the results of the variable selection. For the application of the proposed methodology the number of fatal accidents in Spain during 2000-2011 was used. This indicator has experienced the maximum reduction internationally during the indicated years thus making it an interesting time series from a road safety policy perspective. Hence the identification of the variables that have affected this reduction is of particular interest for future decision making. The results of the variable selection process show that the selected variables are main subjects of road safety policy measures. Published by Elsevier Ltd.

A kinetic Monte Carlo approach to diffusion-controlled thermal desorption spectroscopy

NASA Astrophysics Data System (ADS)

Schablitzki, T.; Rogal, J.; Drautz, R.

2017-06-01

Atomistic simulations of thermal desorption spectra for effusion from bulk materials to characterize binding or trapping sites are a challenging task as large system sizes as well as extended time scales are required. Here, we introduce an approach where we combine kinetic Monte Carlo with an analytic approximation of the superbasins within the framework of absorbing Markov chains. We apply our approach to the effusion of hydrogen from BCC iron, where the diffusion within bulk grains is coarse grained using absorbing Markov chains, which provide an exact solution of the dynamics within a superbasin. Our analytic approximation to the superbasin is transferable with respect to grain size and elliptical shapes and can be applied in simulations with constant temperature as well as constant heating rate. The resulting thermal desorption spectra are in close agreement with direct kinetic Monte Carlo simulations, but the calculations are computationally much more efficient. Our approach is thus applicable to much larger system sizes and provides a first step towards an atomistic understanding of the influence of structural features on the position and shape of peaks in thermal desorption spectra. This article is part of the themed issue 'The challenges of hydrogen and metals'.

MOSES: A Matlab-based open-source stochastic epidemic simulator.

PubMed

Varol, Huseyin Atakan

2016-08-01

This paper presents an open-source stochastic epidemic simulator. Discrete Time Markov Chain based simulator is implemented in Matlab. The simulator capable of simulating SEQIJR (susceptible, exposed, quarantined, infected, isolated and recovered) model can be reduced to simpler models by setting some of the parameters (transition probabilities) to zero. Similarly, it can be extended to more complicated models by editing the source code. It is designed to be used for testing different control algorithms to contain epidemics. The simulator is also designed to be compatible with a network based epidemic simulator and can be used in the network based scheme for the simulation of a node. Simulations show the capability of reproducing different epidemic model behaviors successfully in a computationally efficient manner.

Quantifying the effects of pesticide exposure on annual reproductive success of birds (presentation)

EPA Science Inventory

The Markov chain nest productivity model (MCnest) was developed for quantifying the effects of specific pesticide‐use scenarios on the annual reproductive success of simulated populations of birds. Each nesting attempt is divided into a series of discrete phases (e.g., egg ...

Quantifying the effects of pesticide exposure on annual reproductive success of birds

EPA Science Inventory

The Markov chain nest productivity model (MCnest) was developed for quantifying the effects of specific pesticide-use scenarios on the annual reproductive success of simulated populations of birds. Each nesting attempt is divided into a series of discrete phases (e.g., egg layin...

Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model

ERIC Educational Resources Information Center

Lamsal, Sunil

2015-01-01

Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…

UAV Swarm Tactics: An Agent-Based Simulation and Markov Process Analysis

DTIC Science & Technology

2013-06-01

CRN Common Random Numbers CSV Comma Separated Values DoE Design of Experiment GLM Generalized Linear Model HVT High Value Target JAR Java ARchive JMF... Java Media Framework JRE Java runtime environment Mason Multi-Agent Simulator Of Networks MOE Measure Of Effectiveness MOP Measures Of Performance...with every set several times, and to write a CSV file with the results. Rather than scripting the agent behavior deterministically, the agents should

Adaptive spline autoregression threshold method in forecasting Mitsubishi car sales volume at PT Srikandi Diamond Motors

NASA Astrophysics Data System (ADS)

Susanti, D.; Hartini, E.; Permana, A.

2017-01-01

Sale and purchase of the growing competition between companies in Indonesian, make every company should have a proper planning in order to win the competition with other companies. One of the things that can be done to design the plan is to make car sales forecast for the next few periods, it’s required that the amount of inventory of cars that will be sold in proportion to the number of cars needed. While to get the correct forecasting, on of the methods that can be used is the method of Adaptive Spline Threshold Autoregression (ASTAR). Therefore, this time the discussion will focus on the use of Adaptive Spline Threshold Autoregression (ASTAR) method in forecasting the volume of car sales in PT.Srikandi Diamond Motors using time series data.In the discussion of this research, forecasting using the method of forecasting value Adaptive Spline Threshold Autoregression (ASTAR) produce approximately correct.

Studies of regional-scale climate variability and change. Hidden Markov models and coupled ocean-atmosphere modes

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ghil, M.; Kravtsov, S.; Robertson, A. W.

2008-10-14

This project was a continuation of previous work under DOE CCPP funding, in which we had developed a twin approach of probabilistic network (PN) models (sometimes called dynamic Bayesian networks) and intermediate-complexity coupled ocean-atmosphere models (ICMs) to identify the predictable modes of climate variability and to investigate their impacts on the regional scale. We had developed a family of PNs (similar to Hidden Markov Models) to simulate historical records of daily rainfall, and used them to downscale GCM seasonal predictions. Using an idealized atmospheric model, we had established a novel mechanism through which ocean-induced sea-surface temperature (SST) anomalies might influencemore » large-scale atmospheric circulation patterns on interannual and longer time scales; we had found similar patterns in a hybrid coupled ocean-atmosphere-sea-ice model. The goal of the this continuation project was to build on these ICM results and PN model development to address prediction of rainfall and temperature statistics at the local scale, associated with global climate variability and change, and to investigate the impact of the latter on coupled ocean-atmosphere modes. Our main results from the grant consist of extensive further development of the hidden Markov models for rainfall simulation and downscaling together with the development of associated software; new intermediate coupled models; a new methodology of inverse modeling for linking ICMs with observations and GCM results; and, observational studies of decadal and multi-decadal natural climate results, informed by ICM results.« less

Advanced Models and Algorithms for Self-Similar IP Network Traffic Simulation and Performance Analysis

NASA Astrophysics Data System (ADS)

Radev, Dimitar; Lokshina, Izabella

2010-11-01

The paper examines self-similar (or fractal) properties of real communication network traffic data over a wide range of time scales. These self-similar properties are very different from the properties of traditional models based on Poisson and Markov-modulated Poisson processes. Advanced fractal models of sequentional generators and fixed-length sequence generators, and efficient algorithms that are used to simulate self-similar behavior of IP network traffic data are developed and applied. Numerical examples are provided; and simulation results are obtained and analyzed.

Direct simulation Monte Carlo method for the Uehling-Uhlenbeck-Boltzmann equation.

PubMed

Garcia, Alejandro L; Wagner, Wolfgang

2003-11-01

In this paper we describe a direct simulation Monte Carlo algorithm for the Uehling-Uhlenbeck-Boltzmann equation in terms of Markov processes. This provides a unifying framework for both the classical Boltzmann case as well as the Fermi-Dirac and Bose-Einstein cases. We establish the foundation of the algorithm by demonstrating its link to the kinetic equation. By numerical experiments we study its sensitivity to the number of simulation particles and to the discretization of the velocity space, when approximating the steady-state distribution.

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

NASA Astrophysics Data System (ADS)

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

2014-09-01

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G., E-mail: yannis@princeton.edu, E-mail: gerhard.hummer@biophys.mpg.de

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlapmore » with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.« less

STDP Installs in Winner-Take-All Circuits an Online Approximation to Hidden Markov Model Learning

PubMed Central

Kappel, David; Nessler, Bernhard; Maass, Wolfgang

2014-01-01

In order to cross a street without being run over, we need to be able to extract very fast hidden causes of dynamically changing multi-modal sensory stimuli, and to predict their future evolution. We show here that a generic cortical microcircuit motif, pyramidal cells with lateral excitation and inhibition, provides the basis for this difficult but all-important information processing capability. This capability emerges in the presence of noise automatically through effects of STDP on connections between pyramidal cells in Winner-Take-All circuits with lateral excitation. In fact, one can show that these motifs endow cortical microcircuits with functional properties of a hidden Markov model, a generic model for solving such tasks through probabilistic inference. Whereas in engineering applications this model is adapted to specific tasks through offline learning, we show here that a major portion of the functionality of hidden Markov models arises already from online applications of STDP, without any supervision or rewards. We demonstrate the emergent computing capabilities of the model through several computer simulations. The full power of hidden Markov model learning can be attained through reward-gated STDP. This is due to the fact that these mechanisms enable a rejection sampling approximation to theoretically optimal learning. We investigate the possible performance gain that can be achieved with this more accurate learning method for an artificial grammar task. PMID:24675787

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

PubMed Central

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

2014-01-01

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space. PMID:25240340

Global CO2 flux inversions from remote-sensing data with systematic errors using hierarchical statistical models

NASA Astrophysics Data System (ADS)

Zammit-Mangion, Andrew; Stavert, Ann; Rigby, Matthew; Ganesan, Anita; Rayner, Peter; Cressie, Noel

2017-04-01

The Orbiting Carbon Observatory-2 (OCO-2) satellite was launched on 2 July 2014, and it has been a source of atmospheric CO2 data since September 2014. The OCO-2 dataset contains a number of variables, but the one of most interest for flux inversion has been the column-averaged dry-air mole fraction (in units of ppm). These global level-2 data offer the possibility of inferring CO2 fluxes at Earth's surface and tracking those fluxes over time. However, as well as having a component of random error, the OCO-2 data have a component of systematic error that is dependent on the instrument's mode, namely land nadir, land glint, and ocean glint. Our statistical approach to CO2-flux inversion starts with constructing a statistical model for the random and systematic errors with parameters that can be estimated from the OCO-2 data and possibly in situ sources from flasks, towers, and the Total Column Carbon Observing Network (TCCON). Dimension reduction of the flux field is achieved through the use of physical basis functions, while temporal evolution of the flux is captured by modelling the basis-function coefficients as a vector autoregressive process. For computational efficiency, flux inversion uses only three months of sensitivities of mole fraction to changes in flux, computed using MOZART; any residual variation is captured through the modelling of a stochastic process that varies smoothly as a function of latitude. The second stage of our statistical approach is to simulate from the posterior distribution of the basis-function coefficients and all unknown parameters given the data using a fully Bayesian Markov chain Monte Carlo (MCMC) algorithm. Estimates and posterior variances of the flux field can then be obtained straightforwardly from this distribution. Our statistical approach is different than others, as it simultaneously makes inference (and quantifies uncertainty) on both the error components' parameters and the CO2 fluxes. We compare it to more classical approaches through an Observing System Simulation Experiment (OSSE) on a global scale. By changing the size of the random and systematic errors in the OSSE, we can determine the corresponding spatial and temporal resolutions at which useful flux signals could be detected from the OCO-2 data.

Quantum Graphical Models and Belief Propagation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Leifer, M.S.; Perimeter Institute for Theoretical Physics, 31 Caroline Street North, Waterloo Ont., N2L 2Y5; Poulin, D.

Belief Propagation algorithms acting on Graphical Models of classical probability distributions, such as Markov Networks, Factor Graphs and Bayesian Networks, are amongst the most powerful known methods for deriving probabilistic inferences amongst large numbers of random variables. This paper presents a generalization of these concepts and methods to the quantum case, based on the idea that quantum theory can be thought of as a noncommutative, operator-valued, generalization of classical probability theory. Some novel characterizations of quantum conditional independence are derived, and definitions of Quantum n-Bifactor Networks, Markov Networks, Factor Graphs and Bayesian Networks are proposed. The structure of Quantum Markovmore » Networks is investigated and some partial characterization results are obtained, along the lines of the Hammersley-Clifford theorem. A Quantum Belief Propagation algorithm is presented and is shown to converge on 1-Bifactor Networks and Markov Networks when the underlying graph is a tree. The use of Quantum Belief Propagation as a heuristic algorithm in cases where it is not known to converge is discussed. Applications to decoding quantum error correcting codes and to the simulation of many-body quantum systems are described.« less

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models

PubMed Central

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful. PMID:28626348

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models.

PubMed

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful.

Risk assessment by dynamic representation of vulnerability, exploitation, and impact

NASA Astrophysics Data System (ADS)

Cam, Hasan

2015-05-01

Assessing and quantifying cyber risk accurately in real-time is essential to providing security and mission assurance in any system and network. This paper presents a modeling and dynamic analysis approach to assessing cyber risk of a network in real-time by representing dynamically its vulnerabilities, exploitations, and impact using integrated Bayesian network and Markov models. Given the set of vulnerabilities detected by a vulnerability scanner in a network, this paper addresses how its risk can be assessed by estimating in real-time the exploit likelihood and impact of vulnerability exploitation on the network, based on real-time observations and measurements over the network. The dynamic representation of the network in terms of its vulnerabilities, sensor measurements, and observations is constructed dynamically using the integrated Bayesian network and Markov models. The transition rates of outgoing and incoming links of states in hidden Markov models are used in determining exploit likelihood and impact of attacks, whereas emission rates help quantify the attack states of vulnerabilities. Simulation results show the quantification and evolving risk scores over time for individual and aggregated vulnerabilities of a network.

The application of Markov decision process in restaurant delivery robot

NASA Astrophysics Data System (ADS)

Wang, Yong; Hu, Zhen; Wang, Ying

2017-05-01

As the restaurant delivery robot is often in a dynamic and complex environment, including the chairs inadvertently moved to the channel and customers coming and going. The traditional path planning algorithm is not very ideal. To solve this problem, this paper proposes the Markov dynamic state immediate reward (MDR) path planning algorithm according to the traditional Markov decision process. First of all, it uses MDR to plan a global path, then navigates along this path. When the sensor detects there is no obstructions in front state, increase its immediate state reward value; when the sensor detects there is an obstacle in front, plan a global path that can avoid obstacle with the current position as the new starting point and reduce its state immediate reward value. This continues until the target is reached. When the robot learns for a period of time, it can avoid those places where obstacles are often present when planning the path. By analyzing the simulation experiment, the algorithm has achieved good results in the global path planning under the dynamic environment.

Extreme event statistics in a drifting Markov chain

NASA Astrophysics Data System (ADS)

Kindermann, Farina; Hohmann, Michael; Lausch, Tobias; Mayer, Daniel; Schmidt, Felix; Widera, Artur

2017-07-01

We analyze extreme event statistics of experimentally realized Markov chains with various drifts. Our Markov chains are individual trajectories of a single atom diffusing in a one-dimensional periodic potential. Based on more than 500 individual atomic traces we verify the applicability of the Sparre Andersen theorem to our system despite the presence of a drift. We present detailed analysis of four different rare-event statistics for our system: the distributions of extreme values, of record values, of extreme value occurrence in the chain, and of the number of records in the chain. We observe that, for our data, the shape of the extreme event distributions is dominated by the underlying exponential distance distribution extracted from the atomic traces. Furthermore, we find that even small drifts influence the statistics of extreme events and record values, which is supported by numerical simulations, and we identify cases in which the drift can be determined without information about the underlying random variable distributions. Our results facilitate the use of extreme event statistics as a signal for small drifts in correlated trajectories.

Dynamic neutron scattering from conformational dynamics. I. Theory and Markov models

NASA Astrophysics Data System (ADS)

Lindner, Benjamin; Yi, Zheng; Prinz, Jan-Hendrik; Smith, Jeremy C.; Noé, Frank

2013-11-01

The dynamics of complex molecules can be directly probed by inelastic neutron scattering experiments. However, many of the underlying dynamical processes may exist on similar timescales, which makes it difficult to assign processes seen experimentally to specific structural rearrangements. Here, we show how Markov models can be used to connect structural changes observed in molecular dynamics simulation directly to the relaxation processes probed by scattering experiments. For this, a conformational dynamics theory of dynamical neutron and X-ray scattering is developed, following our previous approach for computing dynamical fingerprints of time-correlation functions [F. Noé, S. Doose, I. Daidone, M. Löllmann, J. Chodera, M. Sauer, and J. Smith, Proc. Natl. Acad. Sci. U.S.A. 108, 4822 (2011)]. Markov modeling is used to approximate the relaxation processes and timescales of the molecule via the eigenvectors and eigenvalues of a transition matrix between conformational substates. This procedure allows the establishment of a complete set of exponential decay functions and a full decomposition into the individual contributions, i.e., the contribution of every atom and dynamical process to each experimental relaxation process.

Dynamic Modeling Using MCSim and R (SOT 2016 Biological Modeling Webinar Series)

EPA Science Inventory

MCSim is a stand-alone software package for simulating and analyzing dynamic models, with a focus on Bayesian analysis using Markov Chain Monte Carlo. While it is an extremely powerful package, it is somewhat inflexible, and offers only a limited range of analysis options, with n...

A Markov Model Analysis of Problem-Solving Progress.

ERIC Educational Resources Information Center

Vendlinski, Terry

This study used a computerized simulation and problem-solving tool along with artificial neural networks (ANN) as pattern recognizers to identify the common types of strategies high school and college undergraduate chemistry students would use to solve qualitative chemistry problems. Participants were 134 high school chemistry students who used…

An Application of Markov Chains and a Monte-Carlo Simulation to Decision-Making Behavior of an Educational Administrator

ERIC Educational Resources Information Center

Yoda, Koji

1973-01-01

Develops models to systematically forecast the tendency of an educational administrator in charge of personnel selection processes to shift from one decision strategy to another under generally stable environmental conditions. Urges further research on these processes by educational planners. (JF)

Markov Chain Ontology Analysis (MCOA)

PubMed Central

2012-01-01

Background Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. Results In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. Conclusion A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches. PMID:22300537

Markov Chain Ontology Analysis (MCOA).

PubMed

Frost, H Robert; McCray, Alexa T

2012-02-03

Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches.

Markov Mixed Effects Modeling Using Electronic Adherence Monitoring Records Identifies Influential Covariates to HIV Preexposure Prophylaxis.

PubMed

Madrasi, Kumpal; Chaturvedula, Ayyappa; Haberer, Jessica E; Sale, Mark; Fossler, Michael J; Bangsberg, David; Baeten, Jared M; Celum, Connie; Hendrix, Craig W

2017-05-01

Adherence is a major factor in the effectiveness of preexposure prophylaxis (PrEP) for HIV prevention. Modeling patterns of adherence helps to identify influential covariates of different types of adherence as well as to enable clinical trial simulation so that appropriate interventions can be developed. We developed a Markov mixed-effects model to understand the covariates influencing adherence patterns to daily oral PrEP. Electronic adherence records (date and time of medication bottle cap opening) from the Partners PrEP ancillary adherence study with a total of 1147 subjects were used. This study included once-daily dosing regimens of placebo, oral tenofovir disoproxil fumarate (TDF), and TDF in combination with emtricitabine (FTC), administered to HIV-uninfected members of serodiscordant couples. One-coin and first- to third-order Markov models were fit to the data using NONMEM ® 7.2. Model selection criteria included objective function value (OFV), Akaike information criterion (AIC), visual predictive checks, and posterior predictive checks. Covariates were included based on forward addition (α = 0.05) and backward elimination (α = 0.001). Markov models better described the data than 1-coin models. A third-order Markov model gave the lowest OFV and AIC, but the simpler first-order model was used for covariate model building because no additional benefit on prediction of target measures was observed for higher-order models. Female sex and older age had a positive impact on adherence, whereas Sundays, sexual abstinence, and sex with a partner other than the study partner had a negative impact on adherence. Our findings suggest adherence interventions should consider the role of these factors. © 2016, The American College of Clinical Pharmacology.

Distance between configurations in Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Fukuma, Masafumi; Matsumoto, Nobuyuki; Umeda, Naoya

2017-12-01

For a given Markov chain Monte Carlo algorithm we introduce a distance between two configurations that quantifies the difficulty of transition from one configuration to the other configuration. We argue that the distance takes a universal form for the class of algorithms which generate local moves in the configuration space. We explicitly calculate the distance for the Langevin algorithm, and show that it certainly has desired and expected properties as distance. We further show that the distance for a multimodal distribution gets dramatically reduced from a large value by the introduction of a tempering method. We also argue that, when the original distribution is highly multimodal with large number of degenerate vacua, an anti-de Sitter-like geometry naturally emerges in the extended configuration space.

A Unified Framework for Complex Networks with Degree Trichotomy Based on Markov Chains.

PubMed

Hui, David Shui Wing; Chen, Yi-Chao; Zhang, Gong; Wu, Weijie; Chen, Guanrong; Lui, John C S; Li, Yingtao

2017-06-16

This paper establishes a Markov chain model as a unified framework for describing the evolution processes in complex networks. The unique feature of the proposed model is its capability in addressing the formation mechanism that can reflect the "trichotomy" observed in degree distributions, based on which closed-form solutions can be derived. Important special cases of the proposed unified framework are those classical models, including Poisson, Exponential, Power-law distributed networks. Both simulation and experimental results demonstrate a good match of the proposed model with real datasets, showing its superiority over the classical models. Implications of the model to various applications including citation analysis, online social networks, and vehicular networks design, are also discussed in the paper.

Model-Averaged ℓ1 Regularization using Markov Chain Monte Carlo Model Composition

PubMed Central

Fraley, Chris; Percival, Daniel

2014-01-01

Bayesian Model Averaging (BMA) is an effective technique for addressing model uncertainty in variable selection problems. However, current BMA approaches have computational difficulty dealing with data in which there are many more measurements (variables) than samples. This paper presents a method for combining ℓ1 regularization and Markov chain Monte Carlo model composition techniques for BMA. By treating the ℓ1 regularization path as a model space, we propose a method to resolve the model uncertainty issues arising in model averaging from solution path point selection. We show that this method is computationally and empirically effective for regression and classification in high-dimensional datasets. We apply our technique in simulations, as well as to some applications that arise in genomics. PMID:25642001

Multi-level methods and approximating distribution functions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wilson, D., E-mail: daniel.wilson@dtc.ox.ac.uk; Baker, R. E.

2016-07-15

Biochemical reaction networks are often modelled using discrete-state, continuous-time Markov chains. System statistics of these Markov chains usually cannot be calculated analytically and therefore estimates must be generated via simulation techniques. There is a well documented class of simulation techniques known as exact stochastic simulation algorithms, an example of which is Gillespie’s direct method. These algorithms often come with high computational costs, therefore approximate stochastic simulation algorithms such as the tau-leap method are used. However, in order to minimise the bias in the estimates generated using them, a relatively small value of tau is needed, rendering the computational costs comparablemore » to Gillespie’s direct method. The multi-level Monte Carlo method (Anderson and Higham, Multiscale Model. Simul. 10:146–179, 2012) provides a reduction in computational costs whilst minimising or even eliminating the bias in the estimates of system statistics. This is achieved by first crudely approximating required statistics with many sample paths of low accuracy. Then correction terms are added until a required level of accuracy is reached. Recent literature has primarily focussed on implementing the multi-level method efficiently to estimate a single system statistic. However, it is clearly also of interest to be able to approximate entire probability distributions of species counts. We present two novel methods that combine known techniques for distribution reconstruction with the multi-level method. We demonstrate the potential of our methods using a number of examples.« less

Nonlinear System Identification for Aeroelastic Systems with Application to Experimental Data

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.

2008-01-01

Representation and identification of a nonlinear aeroelastic pitch-plunge system as a model of the Nonlinear AutoRegressive, Moving Average eXogenous (NARMAX) class is considered. A nonlinear difference equation describing this aircraft model is derived theoretically and shown to be of the NARMAX form. Identification methods for NARMAX models are applied to aeroelastic dynamics and its properties demonstrated via continuous-time simulations of experimental conditions. Simulation results show that (1) the outputs of the NARMAX model closely match those generated using continuous-time methods, and (2) NARMAX identification methods applied to aeroelastic dynamics provide accurate discrete-time parameter estimates. Application of NARMAX identification to experimental pitch-plunge dynamics data gives a high percent fit for cross-validated data.

Beyond long memory in heart rate variability: An approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity

NASA Astrophysics Data System (ADS)

Leite, Argentina; Paula Rocha, Ana; Eduarda Silva, Maria

2013-06-01

Heart Rate Variability (HRV) series exhibit long memory and time-varying conditional variance. This work considers the Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors. ARFIMA-GARCH models may be used to capture and remove long memory and estimate the conditional volatility in 24 h HRV recordings. The ARFIMA-GARCH approach is applied to fifteen long term HRV series available at Physionet, leading to the discrimination among normal individuals, heart failure patients, and patients with atrial fibrillation.

Forecasting coconut production in the Philippines with ARIMA model

NASA Astrophysics Data System (ADS)

Lim, Cristina Teresa

2015-02-01

The study aimed to depict the situation of the coconut industry in the Philippines for the future years applying Autoregressive Integrated Moving Average (ARIMA) method. Data on coconut production, one of the major industrial crops of the country, for the period of 1990 to 2012 were analyzed using time-series methods. Autocorrelation (ACF) and partial autocorrelation functions (PACF) were calculated for the data. Appropriate Box-Jenkins autoregressive moving average model was fitted. Validity of the model was tested using standard statistical techniques. The forecasting power of autoregressive moving average (ARMA) model was used to forecast coconut production for the eight leading years.

How to compare cross-lagged associations in a multilevel autoregressive model.

PubMed

Schuurman, Noémi K; Ferrer, Emilio; de Boer-Sonnenschein, Mieke; Hamaker, Ellen L

2016-06-01

By modeling variables over time it is possible to investigate the Granger-causal cross-lagged associations between variables. By comparing the standardized cross-lagged coefficients, the relative strength of these associations can be evaluated in order to determine important driving forces in the dynamic system. The aim of this study was twofold: first, to illustrate the added value of a multilevel multivariate autoregressive modeling approach for investigating these associations over more traditional techniques; and second, to discuss how the coefficients of the multilevel autoregressive model should be standardized for comparing the strength of the cross-lagged associations. The hierarchical structure of multilevel multivariate autoregressive models complicates standardization, because subject-based statistics or group-based statistics can be used to standardize the coefficients, and each method may result in different conclusions. We argue that in order to make a meaningful comparison of the strength of the cross-lagged associations, the coefficients should be standardized within persons. We further illustrate the bivariate multilevel autoregressive model and the standardization of the coefficients, and we show that disregarding individual differences in dynamics can prove misleading, by means of an empirical example on experienced competence and exhaustion in persons diagnosed with burnout. (PsycINFO Database Record (c) 2016 APA, all rights reserved).

Unsteady Aerodynamic Force Sensing from Strain Data

NASA Technical Reports Server (NTRS)

Pak, Chan-Gi

2017-01-01

A simple approach for computing unsteady aerodynamic forces from simulated measured strain data is proposed in this study. First, the deflection and slope of the structure are computed from the unsteady strain using the two-step approach. Velocities and accelerations of the structure are computed using the autoregressive moving average model, on-line parameter estimator, low-pass filter, and a least-squares curve fitting method together with analytical derivatives with respect to time. Finally, aerodynamic forces over the wing are computed using modal aerodynamic influence coefficient matrices, a rational function approximation, and a time-marching algorithm.

Spectral analysis for nonstationary and nonlinear systems: a discrete-time-model-based approach.

PubMed

He, Fei; Billings, Stephen A; Wei, Hua-Liang; Sarrigiannis, Ptolemaios G; Zhao, Yifan

2013-08-01

A new frequency-domain analysis framework for nonlinear time-varying systems is introduced based on parametric time-varying nonlinear autoregressive with exogenous input models. It is shown how the time-varying effects can be mapped to the generalized frequency response functions (FRFs) to track nonlinear features in frequency, such as intermodulation and energy transfer effects. A new mapping to the nonlinear output FRF is also introduced. A simulated example and the application to intracranial electroencephalogram data are used to illustrate the theoretical results.

Controlling protein molecular dynamics: How to accelerate folding while preserving the native state

NASA Astrophysics Data System (ADS)

Jensen, Christian H.; Nerukh, Dmitry; Glen, Robert C.

2008-12-01

The dynamics of peptides and proteins generated by classical molecular dynamics (MD) is described by using a Markov model. The model is built by clustering the trajectory into conformational states and estimating transition probabilities between the states. Assuming that it is possible to influence the dynamics of the system by varying simulation parameters, we show how to use the Markov model to determine the parameter values that preserve the folded state of the protein and at the same time, reduce the folding time in the simulation. We investigate this by applying the method to two systems. The first system is an imaginary peptide described by given transition probabilities with a total folding time of 1μs. We find that only small changes in the transition probabilities are needed to accelerate (or decelerate) the folding. This implies that folding times for slowly folding peptides and proteins calculated using MD cannot be meaningfully compared to experimental results. The second system is a four residue peptide valine-proline-alanine-leucine in water. We control the dynamics of the transitions by varying the temperature and the atom masses. The simulation results show that it is possible to find the combinations of parameter values that accelerate the dynamics and at the same time preserve the native state of the peptide. A method for accelerating larger systems without performing simulations for the whole folding process is outlined.

Simulating reservoir lithologies by an actively conditioned Markov chain model

NASA Astrophysics Data System (ADS)

Feng, Runhai; Luthi, Stefan M.; Gisolf, Dries

2018-06-01

The coupled Markov chain model can be used to simulate reservoir lithologies between wells, by conditioning them on the observed data in the cored wells. However, with this method, only the state at the same depth as the current cell is going to be used for conditioning, which may be a problem if the geological layers are dipping. This will cause the simulated lithological layers to be broken or to become discontinuous across the reservoir. In order to address this problem, an actively conditioned process is proposed here, in which a tolerance angle is predefined. The states contained in the region constrained by the tolerance angle will be employed for conditioning in the horizontal chain first, after which a coupling concept with the vertical chain is implemented. In order to use the same horizontal transition matrix for different future states, the tolerance angle has to be small. This allows the method to work in reservoirs without complex structures caused by depositional processes or tectonic deformations. Directional artefacts in the modeling process are avoided through a careful choice of the simulation path. The tolerance angle and dipping direction of the strata can be obtained from a correlation between wells, or from seismic data, which are available in most hydrocarbon reservoirs, either by interpretation or by inversion that can also assist the construction of a horizontal probability matrix.

The Communication Link and Error ANalysis (CLEAN) simulator

NASA Technical Reports Server (NTRS)

Ebel, William J.; Ingels, Frank M.; Crowe, Shane

1993-01-01

During the period July 1, 1993 through December 30, 1993, significant developments to the Communication Link and Error ANalysis (CLEAN) simulator were completed and include: (1) Soft decision Viterbi decoding; (2) node synchronization for the Soft decision Viterbi decoder; (3) insertion/deletion error programs; (4) convolutional encoder; (5) programs to investigate new convolutional codes; (6) pseudo-noise sequence generator; (7) soft decision data generator; (8) RICE compression/decompression (integration of RICE code generated by Pen-Shu Yeh at Goddard Space Flight Center); (9) Markov Chain channel modeling; (10) percent complete indicator when a program is executed; (11) header documentation; and (12) help utility. The CLEAN simulation tool is now capable of simulating a very wide variety of satellite communication links including the TDRSS downlink with RFI. The RICE compression/decompression schemes allow studies to be performed on error effects on RICE decompressed data. The Markov Chain modeling programs allow channels with memory to be simulated. Memory results from filtering, forward error correction encoding/decoding, differential encoding/decoding, channel RFI, nonlinear transponders and from many other satellite system processes. Besides the development of the simulation, a study was performed to determine whether the PCI provides a performance improvement for the TDRSS downlink. There exist RFI with several duty cycles for the TDRSS downlink. We conclude that the PCI does not improve performance for any of these interferers except possibly one which occurs for the TDRS East. Therefore, the usefulness of the PCI is a function of the time spent transmitting data to the WSGT through the TDRS East transponder.

Nonlinear information fusion algorithms for data-efficient multi-fidelity modelling.

PubMed

Perdikaris, P; Raissi, M; Damianou, A; Lawrence, N D; Karniadakis, G E

2017-02-01

Multi-fidelity modelling enables accurate inference of quantities of interest by synergistically combining realizations of low-cost/low-fidelity models with a small set of high-fidelity observations. This is particularly effective when the low- and high-fidelity models exhibit strong correlations, and can lead to significant computational gains over approaches that solely rely on high-fidelity models. However, in many cases of practical interest, low-fidelity models can only be well correlated to their high-fidelity counterparts for a specific range of input parameters, and potentially return wrong trends and erroneous predictions if probed outside of their validity regime. Here we put forth a probabilistic framework based on Gaussian process regression and nonlinear autoregressive schemes that is capable of learning complex nonlinear and space-dependent cross-correlations between models of variable fidelity, and can effectively safeguard against low-fidelity models that provide wrong trends. This introduces a new class of multi-fidelity information fusion algorithms that provide a fundamental extension to the existing linear autoregressive methodologies, while still maintaining the same algorithmic complexity and overall computational cost. The performance of the proposed methods is tested in several benchmark problems involving both synthetic and real multi-fidelity datasets from computational fluid dynamics simulations.

Modeling time-series count data: the unique challenges facing political communication studies.

PubMed

Fogarty, Brian J; Monogan, James E

2014-05-01

This paper demonstrates the importance of proper model specification when analyzing time-series count data in political communication studies. It is common for scholars of media and politics to investigate counts of coverage of an issue as it evolves over time. Many scholars rightly consider the issues of time dependence and dynamic causality to be the most important when crafting a model. However, to ignore the count features of the outcome variable overlooks an important feature of the data. This is particularly the case when modeling data with a low number of counts. In this paper, we argue that the Poisson autoregressive model (Brandt and Williams, 2001) accurately meets the needs of many media studies. We replicate the analyses of Flemming et al. (1997), Peake and Eshbaugh-Soha (2008), and Ura (2009) and demonstrate that models missing some of the assumptions of the Poisson autoregressive model often yield invalid inferences. We also demonstrate that the effect of any of these models can be illustrated dynamically with estimates of uncertainty through a simulation procedure. The paper concludes with implications of these findings for the practical researcher. Copyright © 2013 Elsevier Inc. All rights reserved.

Estimating linear temporal trends from aggregated environmental monitoring data

USGS Publications Warehouse

Erickson, Richard A.; Gray, Brian R.; Eager, Eric A.

2017-01-01

Trend estimates are often used as part of environmental monitoring programs. These trends inform managers (e.g., are desired species increasing or undesired species decreasing?). Data collected from environmental monitoring programs is often aggregated (i.e., averaged), which confounds sampling and process variation. State-space models allow sampling variation and process variations to be separated. We used simulated time-series to compare linear trend estimations from three state-space models, a simple linear regression model, and an auto-regressive model. We also compared the performance of these five models to estimate trends from a long term monitoring program. We specifically estimated trends for two species of fish and four species of aquatic vegetation from the Upper Mississippi River system. We found that the simple linear regression had the best performance of all the given models because it was best able to recover parameters and had consistent numerical convergence. Conversely, the simple linear regression did the worst job estimating populations in a given year. The state-space models did not estimate trends well, but estimated population sizes best when the models converged. We found that a simple linear regression performed better than more complex autoregression and state-space models when used to analyze aggregated environmental monitoring data.

State space modeling of time-varying contemporaneous and lagged relations in connectivity maps.

PubMed

Molenaar, Peter C M; Beltz, Adriene M; Gates, Kathleen M; Wilson, Stephen J

2016-01-15

Most connectivity mapping techniques for neuroimaging data assume stationarity (i.e., network parameters are constant across time), but this assumption does not always hold true. The authors provide a description of a new approach for simultaneously detecting time-varying (or dynamic) contemporaneous and lagged relations in brain connectivity maps. Specifically, they use a novel raw data likelihood estimation technique (involving a second-order extended Kalman filter/smoother embedded in a nonlinear optimizer) to determine the variances of the random walks associated with state space model parameters and their autoregressive components. The authors illustrate their approach with simulated and blood oxygen level-dependent functional magnetic resonance imaging data from 30 daily cigarette smokers performing a verbal working memory task, focusing on seven regions of interest (ROIs). Twelve participants had dynamic directed functional connectivity maps: Eleven had one or more time-varying contemporaneous ROI state loadings, and one had a time-varying autoregressive parameter. Compared to smokers without dynamic maps, smokers with dynamic maps performed the task with greater accuracy. Thus, accurate detection of dynamic brain processes is meaningfully related to behavior in a clinical sample. Published by Elsevier Inc.

Fault detection using a two-model test for changes in the parameters of an autoregressive time series

NASA Technical Reports Server (NTRS)

Scholtz, P.; Smyth, P.

1992-01-01

This article describes an investigation of a statistical hypothesis testing method for detecting changes in the characteristics of an observed time series. The work is motivated by the need for practical automated methods for on-line monitoring of Deep Space Network (DSN) equipment to detect failures and changes in behavior. In particular, on-line monitoring of the motor current in a DSN 34-m beam waveguide (BWG) antenna is used as an example. The algorithm is based on a measure of the information theoretic distance between two autoregressive models: one estimated with data from a dynamic reference window and one estimated with data from a sliding reference window. The Hinkley cumulative sum stopping rule is utilized to detect a change in the mean of this distance measure, corresponding to the detection of a change in the underlying process. The basic theory behind this two-model test is presented, and the problem of practical implementation is addressed, examining windowing methods, model estimation, and detection parameter assignment. Results from the five fault-transition simulations are presented to show the possible limitations of the detection method, and suggestions for future implementation are given.

Damage localization of marine risers using time series of vibration signals

NASA Astrophysics Data System (ADS)

Liu, Hao; Yang, Hezhen; Liu, Fushun

2014-10-01

Based on dynamic response signals a damage detection algorithm is developed for marine risers. Damage detection methods based on numerous modal properties have encountered issues in the researches in offshore oil community. For example, significant increase in structure mass due to marine plant/animal growth and changes in modal properties by equipment noise are not the result of damage for riser structures. In an attempt to eliminate the need to determine modal parameters, a data-based method is developed. The implementation of the method requires that vibration data are first standardized to remove the influence of different loading conditions and the autoregressive moving average (ARMA) model is used to fit vibration response signals. In addition, a damage feature factor is introduced based on the autoregressive (AR) parameters. After that, the Euclidean distance between ARMA models is subtracted as a damage indicator for damage detection and localization and a top tensioned riser simulation model with different damage scenarios is analyzed using the proposed method with dynamic acceleration responses of a marine riser as sensor data. Finally, the influence of measured noise is analyzed. According to the damage localization results, the proposed method provides accurate damage locations of risers and is robust to overcome noise effect.

New Insights into Signed Path Coefficient Granger Causality Analysis

PubMed Central

Zhang, Jian; Li, Chong; Jiang, Tianzi

2016-01-01

Granger causality analysis, as a time series analysis technique derived from econometrics, has been applied in an ever-increasing number of publications in the field of neuroscience, including fMRI, EEG/MEG, and fNIRS. The present study mainly focuses on the validity of “signed path coefficient Granger causality,” a Granger-causality-derived analysis method that has been adopted by many fMRI researches in the last few years. This method generally estimates the causality effect among the time series by an order-1 autoregression, and defines a positive or negative coefficient as an “excitatory” or “inhibitory” influence. In the current work we conducted a series of computations from resting-state fMRI data and simulation experiments to illustrate the signed path coefficient method was flawed and untenable, due to the fact that the autoregressive coefficients were not always consistent with the real causal relationships and this would inevitablely lead to erroneous conclusions. Overall our findings suggested that the applicability of this kind of causality analysis was rather limited, hence researchers should be more cautious in applying the signed path coefficient Granger causality to fMRI data to avoid misinterpretation. PMID:27833547

Comparison of estimators of standard deviation for hydrologic time series

USGS Publications Warehouse

Tasker, Gary D.; Gilroy, Edward J.

1982-01-01

Unbiasing factors as a function of serial correlation, ρ, and sample size, n for the sample standard deviation of a lag one autoregressive model were generated by random number simulation. Monte Carlo experiments were used to compare the performance of several alternative methods for estimating the standard deviation σ of a lag one autoregressive model in terms of bias, root mean square error, probability of underestimation, and expected opportunity design loss. Three methods provided estimates of σ which were much less biased but had greater mean square errors than the usual estimate of σ: s = (1/(n - 1) ∑ (xi −x¯)2)½. The three methods may be briefly characterized as (1) a method using a maximum likelihood estimate of the unbiasing factor, (2) a method using an empirical Bayes estimate of the unbiasing factor, and (3) a robust nonparametric estimate of σ suggested by Quenouille. Because s tends to underestimate σ, its use as an estimate of a model parameter results in a tendency to underdesign. If underdesign losses are considered more serious than overdesign losses, then the choice of one of the less biased methods may be wise.

Markov state models from short non-equilibrium simulations—Analysis and correction of estimation bias

NASA Astrophysics Data System (ADS)

Nüske, Feliks; Wu, Hao; Prinz, Jan-Hendrik; Wehmeyer, Christoph; Clementi, Cecilia; Noé, Frank

2017-03-01

Many state-of-the-art methods for the thermodynamic and kinetic characterization of large and complex biomolecular systems by simulation rely on ensemble approaches, where data from large numbers of relatively short trajectories are integrated. In this context, Markov state models (MSMs) are extremely popular because they can be used to compute stationary quantities and long-time kinetics from ensembles of short simulations, provided that these short simulations are in "local equilibrium" within the MSM states. However, over the last 15 years since the inception of MSMs, it has been controversially discussed and not yet been answered how deviations from local equilibrium can be detected, whether these deviations induce a practical bias in MSM estimation, and how to correct for them. In this paper, we address these issues: We systematically analyze the estimation of MSMs from short non-equilibrium simulations, and we provide an expression for the error between unbiased transition probabilities and the expected estimate from many short simulations. We show that the unbiased MSM estimate can be obtained even from relatively short non-equilibrium simulations in the limit of long lag times and good discretization. Further, we exploit observable operator model (OOM) theory to derive an unbiased estimator for the MSM transition matrix that corrects for the effect of starting out of equilibrium, even when short lag times are used. Finally, we show how the OOM framework can be used to estimate the exact eigenvalues or relaxation time scales of the system without estimating an MSM transition matrix, which allows us to practically assess the discretization quality of the MSM. Applications to model systems and molecular dynamics simulation data of alanine dipeptide are included for illustration. The improved MSM estimator is implemented in PyEMMA of version 2.3.

Optimization of autoregressive, exogenous inputs-based typhoon inundation forecasting models using a multi-objective genetic algorithm

NASA Astrophysics Data System (ADS)

Ouyang, Huei-Tau

2017-07-01

Three types of model for forecasting inundation levels during typhoons were optimized: the linear autoregressive model with exogenous inputs (LARX), the nonlinear autoregressive model with exogenous inputs with wavelet function (NLARX-W) and the nonlinear autoregressive model with exogenous inputs with sigmoid function (NLARX-S). The forecast performance was evaluated by three indices: coefficient of efficiency, error in peak water level and relative time shift. Historical typhoon data were used to establish water-level forecasting models that satisfy all three objectives. A multi-objective genetic algorithm was employed to search for the Pareto-optimal model set that satisfies all three objectives and select the ideal models for the three indices. Findings showed that the optimized nonlinear models (NLARX-W and NLARX-S) outperformed the linear model (LARX). Among the nonlinear models, the optimized NLARX-W model achieved a more balanced performance on the three indices than the NLARX-S models and is recommended for inundation forecasting during typhoons.

Simulation of high-energy radiation belt electron fluxes using NARMAX-VERB coupled codes

PubMed Central

Pakhotin, I P; Drozdov, A Y; Shprits, Y Y; Boynton, R J; Subbotin, D A; Balikhin, M A

2014-01-01

This study presents a fusion of data-driven and physics-driven methodologies of energetic electron flux forecasting in the outer radiation belt. Data-driven NARMAX (Nonlinear AutoRegressive Moving Averages with eXogenous inputs) model predictions for geosynchronous orbit fluxes have been used as an outer boundary condition to drive the physics-based Versatile Electron Radiation Belt (VERB) code, to simulate energetic electron fluxes in the outer radiation belt environment. The coupled system has been tested for three extended time periods totalling several weeks of observations. The time periods involved periods of quiet, moderate, and strong geomagnetic activity and captured a range of dynamics typical of the radiation belts. The model has successfully simulated energetic electron fluxes for various magnetospheric conditions. Physical mechanisms that may be responsible for the discrepancies between the model results and observations are discussed. PMID:26167432

Analysis of a first order phase locked loop in the presence of Gaussian noise

NASA Technical Reports Server (NTRS)

Blasche, P. R.

1977-01-01

A first-order digital phase locked loop is analyzed by application of a Markov chain model. Steady state loop error probabilities, phase standard deviation, and mean loop transient times are determined for various input signal to noise ratios. Results for direct loop simulation are presented for comparison.

A network of conformational transitions in an unfolding process of HP-35 revealed by high-temperature MD simulation and a Markov state model

NASA Astrophysics Data System (ADS)

Shao, Dandan; Gao, Kaifu

2018-01-01

Not Available Project supported by the National Natural Science Foundation of China (Grant Nos. 11175068 and 11474117) and the Self-determined Research Funds of CCNU from the Colleges Basic Research and Operation of MOE, China (Grant No. 230-20205170054).

Markov chain Monte Carlo linkage analysis: effect of bin width on the probability of linkage.

PubMed

Slager, S L; Juo, S H; Durner, M; Hodge, S E

2001-01-01

We analyzed part of the Genetic Analysis Workshop (GAW) 12 simulated data using Monte Carlo Markov chain (MCMC) methods that are implemented in the computer program Loki. The MCMC method reports the "probability of linkage" (PL) across the chromosomal regions of interest. The point of maximum PL can then be taken as a "location estimate" for the location of the quantitative trait locus (QTL). However, Loki does not provide a formal statistical test of linkage. In this paper, we explore how the bin width used in the calculations affects the max PL and the location estimate. We analyzed age at onset (AO) and quantitative trait number 5, Q5, from 26 replicates of the general simulated data in one region where we knew a major gene, MG5, is located. For each trait, we found the max PL and the corresponding location estimate, using four different bin widths. We found that bin width, as expected, does affect the max PL and the location estimate, and we recommend that users of Loki explore how their results vary with different bin widths.

Markov random field model-based edge-directed image interpolation.

PubMed

Li, Min; Nguyen, Truong Q

2008-07-01

This paper presents an edge-directed image interpolation algorithm. In the proposed algorithm, the edge directions are implicitly estimated with a statistical-based approach. In opposite to explicit edge directions, the local edge directions are indicated by length-16 weighting vectors. Implicitly, the weighting vectors are used to formulate geometric regularity (GR) constraint (smoothness along edges and sharpness across edges) and the GR constraint is imposed on the interpolated image through the Markov random field (MRF) model. Furthermore, under the maximum a posteriori-MRF framework, the desired interpolated image corresponds to the minimal energy state of a 2-D random field given the low-resolution image. Simulated annealing methods are used to search for the minimal energy state from the state space. To lower the computational complexity of MRF, a single-pass implementation is designed, which performs nearly as well as the iterative optimization. Simulation results show that the proposed MRF model-based edge-directed interpolation method produces edges with strong geometric regularity. Compared to traditional methods and other edge-directed interpolation methods, the proposed method improves the subjective quality of the interpolated edges while maintaining a high PSNR level.

Markov-state model for CO2 binding with carbonic anhydrase under confinement

NASA Astrophysics Data System (ADS)

Chen, Gong; Xu, Weina; Lu, Diannan; Wu, Jianzhong; Liu, Zheng

2018-01-01

Enzyme immobilization with a nanostructure material can enhance its stability and facilitate reusability. However, the apparent activity is often compromised due to additional diffusion barriers and complex interactions with the substrates and solvent molecules. The present study elucidates the effects of the surface hydrophobicity of nano-confinement on CO2 diffusion to the active site of human carbonic anhydrase II (CA), an enzyme that is able to catalyze CO2 hydration at extremely high turnover rates. Using the Markov-state model in combination with coarse-grained molecular dynamics simulations, we demonstrate that a hydrophobic cage increases CO2 local density but hinders its diffusion towards the active site of CA under confinement. By contrast, a hydrophilic cage hinders CO2 adsorption but promotes its binding with CA. An optimal surface hydrophobicity can be identified to maximize both the CO2 occupation probability and the diffusion rate. The simulation results offer insight into understanding enzyme performance under nano-confinement and help us to advance broader applications of CA for CO2 absorption and recovery.

IEEE 802.15.4 MAC with GTS transmission for heterogeneous devices with application to wheelchair body-area sensor networks.

PubMed

Shrestha, Bharat; Hossain, Ekram; Camorlinga, Sergio

2011-09-01

In wireless personal area networks, such as wireless body-area sensor networks, stations or devices have different bandwidth requirements and, thus, create heterogeneous traffics. For such networks, the IEEE 802.15.4 medium access control (MAC) can be used in the beacon-enabled mode, which supports guaranteed time slot (GTS) allocation for time-critical data transmissions. This paper presents a general discrete-time Markov chain model for the IEEE 802.15.4-based networks taking into account the slotted carrier sense multiple access with collision avoidance and GTS transmission phenomena together in the heterogeneous traffic scenario and under nonsaturated condition. For this purpose, the standard GTS allocation scheme is modified. For each non-identical device, the Markov model is solved and the average service time and the service utilization factor are analyzed in the non-saturated mode. The analysis is validated by simulations using network simulator version 2.33. Also, the model is enhanced with a wireless propagation model and the performance of the MAC is evaluated in a wheelchair body-area sensor network scenario.

Markov state modeling of sliding friction

NASA Astrophysics Data System (ADS)

Pellegrini, F.; Landes, François P.; Laio, A.; Prestipino, S.; Tosatti, E.

2016-11-01

Markov state modeling (MSM) has recently emerged as one of the key techniques for the discovery of collective variables and the analysis of rare events in molecular simulations. In particular in biochemistry this approach is successfully exploited to find the metastable states of complex systems and their evolution in thermal equilibrium, including rare events, such as a protein undergoing folding. The physics of sliding friction and its atomistic simulations under external forces constitute a nonequilibrium field where relevant variables are in principle unknown and where a proper theory describing violent and rare events such as stick slip is still lacking. Here we show that MSM can be extended to the study of nonequilibrium phenomena and in particular friction. The approach is benchmarked on the Frenkel-Kontorova model, used here as a test system whose properties are well established. We demonstrate that the method allows the least prejudiced identification of a minimal basis of natural microscopic variables necessary for the description of the forced dynamics of sliding, through their probabilistic evolution. The steps necessary for the application to realistic frictional systems are highlighted.

Urban change analysis and future growth of Istanbul.

PubMed

Akın, Anıl; Sunar, Filiz; Berberoğlu, Süha

2015-08-01

This study is aimed at analyzing urban change within Istanbul and assessing the city's future growth potential using appropriate approach modeling for the year 2040. Urban growth is a major driving force of land-use change, and spatial and temporal components of urbanization can be identified through accurate spatial modeling. In this context, widely used urban modeling approaches, such as the Markov chain and logistic regression based on cellular automata (CA), were used to simulate urban growth within Istanbul. The distance from each pixel to the urban and road classes, elevation, and slope, together with municipality and land use maps (as an excluded layer), were identified as factors. Calibration data were obtained from remotely sensed data recorded in 1972, 1986, and 2013. Validation was performed by overlaying the simulated and actual 2013 urban maps, and a kappa index of agreement was derived. The results indicate that urban expansion will influence mainly forest areas during the time period of 2013-2040. The urban expansion was predicted as 429 and 327 km(2) with the Markov chain and logistic regression models, respectively.

A Monte Carlo simulation study of associated liquid crystals

NASA Astrophysics Data System (ADS)

Berardi, R.; Fehervari, M.; Zannoni, C.

We have performed a Monte Carlo simulation study of a system of ellipsoidal particles with donor-acceptor sites modelling complementary hydrogen-bonding groups in real molecules. We have considered elongated Gay-Berne particles with terminal interaction sites allowing particles to associate and form dimers. The changes in the phase transitions and in the molecular organization and the interplay between orientational ordering and dimer formation are discussed. Particle flip and dimer moves have been used to increase the convergency rate of the Monte Carlo (MC) Markov chain.

On Markov modelling of near-wall turbulent shear flow

NASA Astrophysics Data System (ADS)

Reynolds, A. M.

1999-11-01

The role of Reynolds number in determining particle trajectories in near-wall turbulent shear flow is investigated in numerical simulations using a second-order Lagrangian stochastic (LS) model (Reynolds, A.M. 1999: A second-order Lagrangian stochastic model for particle trajectories in inhomogeneous turbulence. Quart. J. Roy. Meteorol. Soc. (In Press)). In such models, it is the acceleration, velocity and position of a particle rather than just its velocity and position which are assumed to evolve jointly as a continuous Markov process. It is found that Reynolds number effects are significant in determining simulated particle trajectories in the viscous sub-layer and the buffer zone. These effects are due almost entirely to the change in the Lagrangian integral timescale and are shown to be well represented in a first-order LS model by Sawford's correction footnote Sawford, B.L. 1991: Reynolds number effects in Lagrangian stochastic models of turbulent dispersion. Phys Fluids, 3, 1577-1586). This is found to remain true even when the Taylor-Reynolds number R_λ ~ O(0.1). This is somewhat surprising because the assumption of a Markovian evolution for velocity and position is strictly applicable only in the large Reynolds number limit because then the Lagrangian acceleration autocorrelation function approaches a delta function at the origin, corresponding to an uncorrelated component in the acceleration, and hence a Markov process footnote Borgas, M.S. and Sawford, B.L. 1991: The small-scale structure of acceleration correlations and its role in the statistical theory of turbulent dispersion. J. Fluid Mech. 288, 295-320.

Application and Evaluation of a Snowmelt Runoff Model in the Tamor River Basin, Eastern Himalaya Using a Markov Chain Monte Carlo (MCMC) Data Assimilation Approach

NASA Technical Reports Server (NTRS)

Panday, Prajjwal K.; Williams, Christopher A.; Frey, Karen E.; Brown, Molly E.

2013-01-01

Previous studies have drawn attention to substantial hydrological changes taking place in mountainous watersheds where hydrology is dominated by cryospheric processes. Modelling is an important tool for understanding these changes but is particularly challenging in mountainous terrain owing to scarcity of ground observations and uncertainty of model parameters across space and time. This study utilizes a Markov Chain Monte Carlo data assimilation approach to examine and evaluate the performance of a conceptual, degree-day snowmelt runoff model applied in the Tamor River basin in the eastern Nepalese Himalaya. The snowmelt runoff model is calibrated using daily streamflow from 2002 to 2006 with fairly high accuracy (average Nash-Sutcliffe metric approx. 0.84, annual volume bias <3%). The Markov Chain Monte Carlo approach constrains the parameters to which the model is most sensitive (e.g. lapse rate and recession coefficient) and maximizes model fit and performance. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall compared with simulations using observed station precipitation. The average snowmelt contribution to total runoff in the Tamor River basin for the 2002-2006 period is estimated to be 29.7+/-2.9% (which includes 4.2+/-0.9% from snowfall that promptly melts), whereas 70.3+/-2.6% is attributed to contributions from rainfall. On average, the elevation zone in the 4000-5500m range contributes the most to basin runoff, averaging 56.9+/-3.6% of all snowmelt input and 28.9+/-1.1% of all rainfall input to runoff. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall versus snowmelt compared with simulations using observed station precipitation. Model experiments indicate that the hydrograph itself does not constrain estimates of snowmelt versus rainfall contributions to total outflow but that this derives from the degree-day melting model. Lastly, we demonstrate that the data assimilation approach is useful for quantifying and reducing uncertainty related to model parameters and thus provides uncertainty bounds on snowmelt and rainfall contributions in such mountainous watersheds.

GIS-based analysis and modelling with empirical and remotely-sensed data on coastline advance and retreat

NASA Astrophysics Data System (ADS)

Ahmad, Sajid Rashid

With the understanding that far more research remains to be done on the development and use of innovative and functional geospatial techniques and procedures to investigate coastline changes this thesis focussed on the integration of remote sensing, geographical information systems (GIS) and modelling techniques to provide meaningful insights on the spatial and temporal dynamics of coastline changes. One of the unique strengths of this research was the parameterization of the GIS with long-term empirical and remote sensing data. Annual empirical data from 1941--2007 were analyzed by the GIS, and then modelled with statistical techniques. Data were also extracted from Landsat TM and ETM+ images. The band ratio method was used to extract the coastlines. Topographic maps were also used to extract digital map data. All data incorporated into ArcGIS 9.2 were analyzed with various modules, including Spatial Analyst, 3D Analyst, and Triangulated Irregular Networks. The Digital Shoreline Analysis System was used to analyze and predict rates of coastline change. GIS results showed the spatial locations along the coast that will either advance or retreat over time. The linear regression results highlighted temporal changes which are likely to occur along the coastline. Box-Jenkins modelling procedures were utilized to determine statistical models which best described the time series (1941--2007) of coastline change data. After several iterations and goodness-of-fit tests, second-order spatial cyclic autoregressive models, first-order autoregressive models and autoregressive moving average models were identified as being appropriate for describing the deterministic and random processes operating in Guyana's coastal system. The models highlighted not only cyclical patterns in advance and retreat of the coastline, but also the existence of short and long-term memory processes. Long-term memory processes could be associated with mudshoal propagation and stabilization while short-term memory processes were indicative of transitory hydrodynamic and other processes. An innovative framework for a spatio-temporal information-based system (STIBS) was developed. STIBS incorporated diverse datasets within a GIS, dynamic computer-based simulation models, and a spatial information query and graphical subsystem. Tests of the STIBS proved that it could be used to simulate and visualize temporal variability in shifting morphological states of the coastline.

Application of Bayesian Approach to Cost-Effectiveness Analysis of Antiviral Treatments in Chronic Hepatitis B.

PubMed

Zhang, Hua; Huo, Mingdong; Chao, Jianqian; Liu, Pei

2016-01-01

Hepatitis B virus (HBV) infection is a major problem for public health; timely antiviral treatment can significantly prevent the progression of liver damage from HBV by slowing down or stopping the virus from reproducing. In the study we applied Bayesian approach to cost-effectiveness analysis, using Markov Chain Monte Carlo (MCMC) simulation methods for the relevant evidence input into the model to evaluate cost-effectiveness of entecavir (ETV) and lamivudine (LVD) therapy for chronic hepatitis B (CHB) in Jiangsu, China, thus providing information to the public health system in the CHB therapy. Eight-stage Markov model was developed, a hypothetical cohort of 35-year-old HBeAg-positive patients with CHB was entered into the model. Treatment regimens were LVD100mg daily and ETV 0.5 mg daily. The transition parameters were derived either from systematic reviews of the literature or from previous economic studies. The outcome measures were life-years, quality-adjusted lifeyears (QALYs), and expected costs associated with the treatments and disease progression. For the Bayesian models all the analysis was implemented by using WinBUGS version 1.4. Expected cost, life expectancy, QALYs decreased with age. Cost-effectiveness increased with age. Expected cost of ETV was less than LVD, while life expectancy and QALYs were higher than that of LVD, ETV strategy was more cost-effective. Costs and benefits of the Monte Carlo simulation were very close to the results of exact form among the group, but standard deviation of each group indicated there was a big difference between individual patients. Compared with lamivudine, entecavir is the more cost-effective option. CHB patients should accept antiviral treatment as soon as possible as the lower age the more cost-effective. Monte Carlo simulation obtained costs and effectiveness distribution, indicate our Markov model is of good robustness.

Multi-site Stochastic Simulation of Daily Streamflow with Markov Chain and KNN Algorithm

NASA Astrophysics Data System (ADS)

Mathai, J.; Mujumdar, P.

2017-12-01

A key focus of this study is to develop a method which is physically consistent with the hydrologic processes that can capture short-term characteristics of daily hydrograph as well as the correlation of streamflow in temporal and spatial domains. In complex water resource systems, flow fluctuations at small time intervals require that discretisation be done at small time scales such as daily scales. Also, simultaneous generation of synthetic flows at different sites in the same basin are required. We propose a method to equip water managers with a streamflow generator within a stochastic streamflow simulation framework. The motivation for the proposed method is to generate sequences that extend beyond the variability represented in the historical record of streamflow time series. The method has two steps: In step 1, daily flow is generated independently at each station by a two-state Markov chain, with rising limb increments randomly sampled from a Gamma distribution and the falling limb modelled as exponential recession and in step 2, the streamflow generated in step 1 is input to a nonparametric K-nearest neighbor (KNN) time series bootstrap resampler. The KNN model, being data driven, does not require assumptions on the dependence structure of the time series. A major limitation of KNN based streamflow generators is that they do not produce new values, but merely reshuffle the historical data to generate realistic streamflow sequences. However, daily flow generated using the Markov chain approach is capable of generating a rich variety of streamflow sequences. Furthermore, the rising and falling limbs of daily hydrograph represent different physical processes, and hence they need to be modelled individually. Thus, our method combines the strengths of the two approaches. We show the utility of the method and improvement over the traditional KNN by simulating daily streamflow sequences at 7 locations in the Godavari River basin in India.

Fuzzy hidden Markov chains segmentation for volume determination and quantitation in PET.

PubMed

Hatt, M; Lamare, F; Boussion, N; Turzo, A; Collet, C; Salzenstein, F; Roux, C; Jarritt, P; Carson, K; Cheze-Le Rest, C; Visvikis, D

2007-06-21

Accurate volume of interest (VOI) estimation in PET is crucial in different oncology applications such as response to therapy evaluation and radiotherapy treatment planning. The objective of our study was to evaluate the performance of the proposed algorithm for automatic lesion volume delineation; namely the fuzzy hidden Markov chains (FHMC), with that of current state of the art in clinical practice threshold based techniques. As the classical hidden Markov chain (HMC) algorithm, FHMC takes into account noise, voxel intensity and spatial correlation, in order to classify a voxel as background or functional VOI. However the novelty of the fuzzy model consists of the inclusion of an estimation of imprecision, which should subsequently lead to a better modelling of the 'fuzzy' nature of the object of interest boundaries in emission tomography data. The performance of the algorithms has been assessed on both simulated and acquired datasets of the IEC phantom, covering a large range of spherical lesion sizes (from 10 to 37 mm), contrast ratios (4:1 and 8:1) and image noise levels. Both lesion activity recovery and VOI determination tasks were assessed in reconstructed images using two different voxel sizes (8 mm3 and 64 mm3). In order to account for both the functional volume location and its size, the concept of % classification errors was introduced in the evaluation of volume segmentation using the simulated datasets. Results reveal that FHMC performs substantially better than the threshold based methodology for functional volume determination or activity concentration recovery considering a contrast ratio of 4:1 and lesion sizes of <28 mm. Furthermore differences between classification and volume estimation errors evaluated were smaller for the segmented volumes provided by the FHMC algorithm. Finally, the performance of the automatic algorithms was less susceptible to image noise levels in comparison to the threshold based techniques. The analysis of both simulated and acquired datasets led to similar results and conclusions as far as the performance of segmentation algorithms under evaluation is concerned.

Bayesian spatial transformation models with applications in neuroimaging data

PubMed Central

Miranda, Michelle F.; Zhu, Hongtu; Ibrahim, Joseph G.

2013-01-01

Summary The aim of this paper is to develop a class of spatial transformation models (STM) to spatially model the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) and a set of covariates. Our STMs include a varying Box-Cox transformation model for dealing with the issue of non-Gaussian distributed imaging data and a Gaussian Markov Random Field model for incorporating spatial smoothness of the imaging data. Posterior computation proceeds via an efficient Markov chain Monte Carlo algorithm. Simulations and real data analysis demonstrate that the STM significantly outperforms the voxel-wise linear model with Gaussian noise in recovering meaningful geometric patterns. Our STM is able to reveal important brain regions with morphological changes in children with attention deficit hyperactivity disorder. PMID:24128143

Observer-based sliding mode control of Markov jump systems with random sensor delays and partly unknown transition rates

NASA Astrophysics Data System (ADS)

Yao, Deyin; Lu, Renquan; Xu, Yong; Ren, Hongru

2017-10-01

In this paper, the sliding mode control problem of Markov jump systems (MJSs) with unmeasured state, partly unknown transition rates and random sensor delays is probed. In the practical engineering control, the exact information of transition rates is hard to obtain and the measurement channel is supposed to subject to random sensor delay. Design a Luenberger observer to estimate the unmeasured system state, and an integral sliding mode surface is constructed to ensure the exponential stability of MJSs. A sliding mode controller based on estimator is proposed to drive the system state onto the sliding mode surface and render the sliding mode dynamics exponentially mean-square stable with H∞ performance index. Finally, simulation results are provided to illustrate the effectiveness of the proposed results.

Bayesian experimental design for models with intractable likelihoods.

PubMed

Drovandi, Christopher C; Pettitt, Anthony N

2013-12-01

In this paper we present a methodology for designing experiments for efficiently estimating the parameters of models with computationally intractable likelihoods. The approach combines a commonly used methodology for robust experimental design, based on Markov chain Monte Carlo sampling, with approximate Bayesian computation (ABC) to ensure that no likelihood evaluations are required. The utility function considered for precise parameter estimation is based upon the precision of the ABC posterior distribution, which we form efficiently via the ABC rejection algorithm based on pre-computed model simulations. Our focus is on stochastic models and, in particular, we investigate the methodology for Markov process models of epidemics and macroparasite population evolution. The macroparasite example involves a multivariate process and we assess the loss of information from not observing all variables. © 2013, The International Biometric Society.

Spatial Dynamics and Determinants of County-Level Education Expenditure in China

ERIC Educational Resources Information Center

Gu, Jiafeng

2012-01-01

In this paper, a multivariate spatial autoregressive model of local public education expenditure determination with autoregressive disturbance is developed and estimated. The existence of spatial interdependence is tested using Moran's I statistic and Lagrange multiplier test statistics for both the spatial error and spatial lag models. The full…

The Disparate Labor Market Impacts of Monetary Policy

ERIC Educational Resources Information Center

Carpenter, Seth B.; Rodgers, William M., III

2004-01-01

Employing two widely used approaches to identify the effects of monetary policy, this paper explores the differential impact of policy on the labor market outcomes of teenagers, minorities, out-of-school youth, and less-skilled individuals. Evidence from recursive vector autoregressions and autoregressive distributed lag models that use…

Spatial Autocorrelation And Autoregressive Models In Ecology

Treesearch

Jeremy W. Lichstein; Theodore R. Simons; Susan A. Shriner; Kathleen E. Franzreb

2003-01-01

Abstract. Recognition and analysis of spatial autocorrelation has defined a new paradigm in ecology. Attention to spatial pattern can lead to insights that would have been otherwise overlooked, while ignoring space may lead to false conclusions about ecological relationships. We used Gaussian spatial autoregressive models, fit with widely available...

Hybrid stochastic simplifications for multiscale gene networks.

PubMed

Crudu, Alina; Debussche, Arnaud; Radulescu, Ovidiu

2009-09-07

Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion [1-3] which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach.

Population Synthesis of Radio & Gamma-Ray Millisecond Pulsars

NASA Astrophysics Data System (ADS)

Frederick, Sara; Gonthier, P. L.; Harding, A. K.

2014-01-01

In recent years, the number of known gamma-ray millisecond pulsars (MSPs) in the Galactic disk has risen substantially thanks to confirmed detections by Fermi Gamma-ray Space Telescope (Fermi). We have developed a new population synthesis of gamma-ray and radio MSPs in the galaxy which uses Markov Chain Monte Carlo techniques to explore the large and small worlds of the model parameter space and allows for comparisons of the simulated and detected MSP distributions. The simulation employs empirical radio and gamma-ray luminosity models that are dependent upon the pulsar period and period derivative with freely varying exponents. Parameters associated with the birth distributions are also free to vary. The computer code adjusts the magnitudes of the model luminosities to reproduce the number of MSPs detected by a group of ten radio surveys, thus normalizing the simulation and predicting the MSP birth rates in the Galaxy. Computing many Markov chains leads to preferred sets of model parameters that are further explored through two statistical methods. Marginalized plots define confidence regions in the model parameter space using maximum likelihood methods. A secondary set of confidence regions is determined in parallel using Kuiper statistics calculated from comparisons of cumulative distributions. These two techniques provide feedback to affirm the results and to check for consistency. Radio flux and dispersion measure constraints have been imposed on the simulated gamma-ray distributions in order to reproduce realistic detection conditions. The simulated and detected distributions agree well for both sets of radio and gamma-ray pulsar characteristics, as evidenced by our various comparisons.

A health economic model to determine the long-term costs and clinical outcomes of raising low HDL-cholesterol in the prevention of coronary heart disease.

PubMed

Roze, S; Liens, D; Palmer, A; Berger, W; Tucker, D; Renaudin, C

2006-12-01

The aim of this study was to describe a health economic model developed to project lifetime clinical and cost outcomes of lipid-modifying interventions in patients not reaching target lipid levels and to assess the validity of the model. The internet-based, computer simulation model is made up of two decision analytic sub-models, the first utilizing Monte Carlo simulation, and the second applying Markov modeling techniques. Monte Carlo simulation generates a baseline cohort for long-term simulation by assigning an individual lipid profile to each patient, and applying the treatment effects of interventions under investigation. The Markov model then estimates the long-term clinical (coronary heart disease events, life expectancy, and quality-adjusted life expectancy) and cost outcomes up to a lifetime horizon, based on risk equations from the Framingham study. Internal and external validation analyses were performed. The results of the model validation analyses, plotted against corresponding real-life values from Framingham, 4S, AFCAPS/TexCAPS, and a meta-analysis by Gordon et al., showed that the majority of values were close to the y = x line, which indicates a perfect fit. The R2 value was 0.9575 and the gradient of the regression line was 0.9329, both very close to the perfect fit (= 1). Validation analyses of the computer simulation model suggest the model is able to recreate the outcomes from published clinical studies and would be a valuable tool for the evaluation of new and existing therapy options for patients with persistent dyslipidemia.

A new test statistic for climate models that includes field and spatial dependencies using Gaussian Markov random fields

DOE PAGES

Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel

2016-07-20

A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less

Protein sequences clustering of herpes virus by using Tribe Markov clustering (Tribe-MCL)

NASA Astrophysics Data System (ADS)

Bustamam, A.; Siswantining, T.; Febriyani, N. L.; Novitasari, I. D.; Cahyaningrum, R. D.

2017-07-01

The herpes virus can be found anywhere and one of the important characteristics is its ability to cause acute and chronic infection at certain times so as a result of the infection allows severe complications occurred. The herpes virus is composed of DNA containing protein and wrapped by glycoproteins. In this work, the Herpes viruses family is classified and analyzed by clustering their protein-sequence using Tribe Markov Clustering (Tribe-MCL) algorithm. Tribe-MCL is an efficient clustering method based on the theory of Markov chains, to classify protein families from protein sequences using pre-computed sequence similarity information. We implement the Tribe-MCL algorithm using an open source program of R. We select 24 protein sequences of Herpes virus obtained from NCBI database. The dataset consists of three types of glycoprotein B, F, and H. Each type has eight herpes virus that infected humans. Based on our simulation using different inflation factor r=1.5, 2, 3 we find a various number of the clusters results. The greater the inflation factor the greater the number of their clusters. Each protein will grouped together in the same type of protein.

Reciprocal Markov Modeling of Feedback Mechanisms Between Emotion and Dietary Choice Using Experience-Sampling Data.

PubMed

Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H

2015-01-01

With intensively collected longitudinal data, recent advances in the experience-sampling method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal the relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet, & Dube, 2011) that observed 160 participants' food consumption and momentary emotions 6 times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal-healthiness decision, the proposed reciprocal Markov model (RMM) can accommodate both hidden ("general" emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent with the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters.

Advanced techniques in reliability model representation and solution

NASA Technical Reports Server (NTRS)

Palumbo, Daniel L.; Nicol, David M.

1992-01-01

The current tendency of flight control system designs is towards increased integration of applications and increased distribution of computational elements. The reliability analysis of such systems is difficult because subsystem interactions are increasingly interdependent. Researchers at NASA Langley Research Center have been working for several years to extend the capability of Markov modeling techniques to address these problems. This effort has been focused in the areas of increased model abstraction and increased computational capability. The reliability model generator (RMG) is a software tool that uses as input a graphical object-oriented block diagram of the system. RMG uses a failure-effects algorithm to produce the reliability model from the graphical description. The ASSURE software tool is a parallel processing program that uses the semi-Markov unreliability range evaluator (SURE) solution technique and the abstract semi-Markov specification interface to the SURE tool (ASSIST) modeling language. A failure modes-effects simulation is used by ASSURE. These tools were used to analyze a significant portion of a complex flight control system. The successful combination of the power of graphical representation, automated model generation, and parallel computation leads to the conclusion that distributed fault-tolerant system architectures can now be analyzed.

Multiframe video coding for improved performance over wireless channels.

PubMed

Budagavi, M; Gibson, J D

2001-01-01

We propose and evaluate a multi-frame extension to block motion compensation (BMC) coding of videoconferencing-type video signals for wireless channels. The multi-frame BMC (MF-BMC) coder makes use of the redundancy that exists across multiple frames in typical videoconferencing sequences to achieve additional compression over that obtained by using the single frame BMC (SF-BMC) approach, such as in the base-level H.263 codec. The MF-BMC approach also has an inherent ability of overcoming some transmission errors and is thus more robust when compared to the SF-BMC approach. We model the error propagation process in MF-BMC coding as a multiple Markov chain and use Markov chain analysis to infer that the use of multiple frames in motion compensation increases robustness. The Markov chain analysis is also used to devise a simple scheme which randomizes the selection of the frame (amongst the multiple previous frames) used in BMC to achieve additional robustness. The MF-BMC coders proposed are a multi-frame extension of the base level H.263 coder and are found to be more robust than the base level H.263 coder when subjected to simulated errors commonly encountered on wireless channels.

Poisson-Gaussian Noise Reduction Using the Hidden Markov Model in Contourlet Domain for Fluorescence Microscopy Images

PubMed Central

Yang, Sejung; Lee, Byung-Uk

2015-01-01

In certain image acquisitions processes, like in fluorescence microscopy or astronomy, only a limited number of photons can be collected due to various physical constraints. The resulting images suffer from signal dependent noise, which can be modeled as a Poisson distribution, and a low signal-to-noise ratio. However, the majority of research on noise reduction algorithms focuses on signal independent Gaussian noise. In this paper, we model noise as a combination of Poisson and Gaussian probability distributions to construct a more accurate model and adopt the contourlet transform which provides a sparse representation of the directional components in images. We also apply hidden Markov models with a framework that neatly describes the spatial and interscale dependencies which are the properties of transformation coefficients of natural images. In this paper, an effective denoising algorithm for Poisson-Gaussian noise is proposed using the contourlet transform, hidden Markov models and noise estimation in the transform domain. We supplement the algorithm by cycle spinning and Wiener filtering for further improvements. We finally show experimental results with simulations and fluorescence microscopy images which demonstrate the improved performance of the proposed approach. PMID:26352138

A new test statistic for climate models that includes field and spatial dependencies using Gaussian Markov random fields

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel

A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less

Improving the capability of an integrated CA-Markov model to simulate spatio-temporal urban growth trends using an Analytical Hierarchy Process and Frequency Ratio

NASA Astrophysics Data System (ADS)

Aburas, Maher Milad; Ho, Yuek Ming; Ramli, Mohammad Firuz; Ash'aari, Zulfa Hanan

2017-07-01

The creation of an accurate simulation of future urban growth is considered one of the most important challenges in urban studies that involve spatial modeling. The purpose of this study is to improve the simulation capability of an integrated CA-Markov Chain (CA-MC) model using CA-MC based on the Analytical Hierarchy Process (AHP) and CA-MC based on Frequency Ratio (FR), both applied in Seremban, Malaysia, as well as to compare the performance and accuracy between the traditional and hybrid models. Various physical, socio-economic, utilities, and environmental criteria were used as predictors, including elevation, slope, soil texture, population density, distance to commercial area, distance to educational area, distance to residential area, distance to industrial area, distance to roads, distance to highway, distance to railway, distance to power line, distance to stream, and land cover. For calibration, three models were applied to simulate urban growth trends in 2010; the actual data of 2010 were used for model validation utilizing the Relative Operating Characteristic (ROC) and Kappa coefficient methods Consequently, future urban growth maps of 2020 and 2030 were created. The validation findings confirm that the integration of the CA-MC model with the FR model and employing the significant driving force of urban growth in the simulation process have resulted in the improved simulation capability of the CA-MC model. This study has provided a novel approach for improving the CA-MC model based on FR, which will provide powerful support to planners and decision-makers in the development of future sustainable urban planning.

Mathematical model with autoregressive process for electrocardiogram signals

NASA Astrophysics Data System (ADS)

Evaristo, Ronaldo M.; Batista, Antonio M.; Viana, Ricardo L.; Iarosz, Kelly C.; Szezech, José D., Jr.; Godoy, Moacir F. de

2018-04-01

The cardiovascular system is composed of the heart, blood and blood vessels. Regarding the heart, cardiac conditions are determined by the electrocardiogram, that is a noninvasive medical procedure. In this work, we propose autoregressive process in a mathematical model based on coupled differential equations in order to obtain the tachograms and the electrocardiogram signals of young adults with normal heartbeats. Our results are compared with experimental tachogram by means of Poincaré plot and dentrended fluctuation analysis. We verify that the results from the model with autoregressive process show good agreement with experimental measures from tachogram generated by electrical activity of the heartbeat. With the tachogram we build the electrocardiogram by means of coupled differential equations.

Application of multivariate autoregressive spectrum estimation to ULF waves

NASA Technical Reports Server (NTRS)

Ioannidis, G. A.

1975-01-01

The estimation of the power spectrum of a time series by fitting a finite autoregressive model to the data has recently found widespread application in the physical sciences. The extension of this method to the analysis of vector time series is presented here through its application to ULF waves observed in the magnetosphere by the ATS 6 synchronous satellite. Autoregressive spectral estimates of the power and cross-power spectra of these waves are computed with computer programs developed by the author and are compared with the corresponding Blackman-Tukey spectral estimates. The resulting spectral density matrices are then analyzed to determine the direction of propagation and polarization of the observed waves.

Vector Autoregression, Structural Equation Modeling, and Their Synthesis in Neuroimaging Data Analysis

PubMed Central

Chen, Gang; Glen, Daniel R.; Saad, Ziad S.; Hamilton, J. Paul; Thomason, Moriah E.; Gotlib, Ian H.; Cox, Robert W.

2011-01-01

Vector autoregression (VAR) and structural equation modeling (SEM) are two popular brain-network modeling tools. VAR, which is a data-driven approach, assumes that connected regions exert time-lagged influences on one another. In contrast, the hypothesis-driven SEM is used to validate an existing connectivity model where connected regions have contemporaneous interactions among them. We present the two models in detail and discuss their applicability to FMRI data, and interpretational limits. We also propose a unified approach that models both lagged and contemporaneous effects. The unifying model, structural vector autoregression (SVAR), may improve statistical and explanatory power, and avoids some prevalent pitfalls that can occur when VAR and SEM are utilized separately. PMID:21975109

Reinforcement learning for partially observable dynamic processes: adaptive dynamic programming using measured output data.

PubMed

Lewis, F L; Vamvoudakis, Kyriakos G

2011-02-01

Approximate dynamic programming (ADP) is a class of reinforcement learning methods that have shown their importance in a variety of applications, including feedback control of dynamical systems. ADP generally requires full information about the system internal states, which is usually not available in practical situations. In this paper, we show how to implement ADP methods using only measured input/output data from the system. Linear dynamical systems with deterministic behavior are considered herein, which are systems of great interest in the control system community. In control system theory, these types of methods are referred to as output feedback (OPFB). The stochastic equivalent of the systems dealt with in this paper is a class of partially observable Markov decision processes. We develop both policy iteration and value iteration algorithms that converge to an optimal controller that requires only OPFB. It is shown that, similar to Q -learning, the new methods have the important advantage that knowledge of the system dynamics is not needed for the implementation of these learning algorithms or for the OPFB control. Only the order of the system, as well as an upper bound on its "observability index," must be known. The learned OPFB controller is in the form of a polynomial autoregressive moving-average controller that has equivalent performance with the optimal state variable feedback gain.

Parameterizing the Spatial Markov Model From Breakthrough Curve Data Alone

NASA Astrophysics Data System (ADS)

Sherman, Thomas; Fakhari, Abbas; Miller, Savannah; Singha, Kamini; Bolster, Diogo

2017-12-01

The spatial Markov model (SMM) is an upscaled Lagrangian model that effectively captures anomalous transport across a diverse range of hydrologic systems. The distinct feature of the SMM relative to other random walk models is that successive steps are correlated. To date, with some notable exceptions, the model has primarily been applied to data from high-resolution numerical simulations and correlation effects have been measured from simulated particle trajectories. In real systems such knowledge is practically unattainable and the best one might hope for is breakthrough curves (BTCs) at successive downstream locations. We introduce a novel methodology to quantify velocity correlation from BTC data alone. By discretizing two measured BTCs into a set of arrival times and developing an inverse model, we estimate velocity correlation, thereby enabling parameterization of the SMM in studies where detailed Lagrangian velocity statistics are unavailable. The proposed methodology is applied to two synthetic numerical problems, where we measure all details and thus test the veracity of the approach by comparison of estimated parameters with known simulated values. Our results suggest that our estimated transition probabilities agree with simulated values and using the SMM with this estimated parameterization accurately predicts BTCs downstream. Our methodology naturally allows for estimates of uncertainty by calculating lower and upper bounds of velocity correlation, enabling prediction of a range of BTCs. The measured BTCs fall within the range of predicted BTCs. This novel method to parameterize the SMM from BTC data alone is quite parsimonious, thereby widening the SMM's practical applicability.

Estimating the Societal Benefits of THA After Accounting for Work Status and Productivity: A Markov Model Approach.

PubMed

Koenig, Lane; Zhang, Qian; Austin, Matthew S; Demiralp, Berna; Fehring, Thomas K; Feng, Chaoling; Mather, Richard C; Nguyen, Jennifer T; Saavoss, Asha; Springer, Bryan D; Yates, Adolph J

2016-12-01

Demand for total hip arthroplasty (THA) is high and expected to continue to grow during the next decade. Although much of this growth includes working-aged patients, cost-effectiveness studies on THA have not fully incorporated the productivity effects from surgery. We asked: (1) What is the expected effect of THA on patients' employment and earnings? (2) How does accounting for these effects influence the cost-effectiveness of THA relative to nonsurgical treatment? Taking a societal perspective, we used a Markov model to assess the overall cost-effectiveness of THA compared with nonsurgical treatment. We estimated direct medical costs using Medicare claims data and indirect costs (employment status and worker earnings) using regression models and nonparametric simulations. For direct costs, we estimated average spending 1 year before and after surgery. Spending estimates included physician and related services, hospital inpatient and outpatient care, and postacute care. For indirect costs, we estimated the relationship between functional status and productivity, using data from the National Health Interview Survey and regression analysis. Using regression coefficients and patient survey data, we ran a nonparametric simulation to estimate productivity (probability of working multiplied by earnings if working minus the value of missed work days) before and after THA. We used the Australian Orthopaedic Association National Joint Replacement Registry to obtain revision rates because it contained osteoarthritis-specific THA revision rates by age and gender, which were unavailable in other registry reports. Other model assumptions were extracted from a previously published cost-effectiveness analysis that included a comprehensive literature review. We incorporated all parameter estimates into Markov models to assess THA effects on quality-adjusted life years and lifetime costs. We conducted threshold and sensitivity analyses on direct costs, indirect costs, and revision rates to assess the robustness of our Markov model results. Compared with nonsurgical treatments, THA increased average annual productivity of patients by USD 9503 (95% CI, USD 1446-USD 17,812). We found that THA increases average lifetime direct costs by USD 30,365, which were offset by USD 63,314 in lifetime savings from increased productivity. With net societal savings of USD 32,948 per patient, total lifetime societal savings were estimated at almost USD 10 billion from more than 300,000 THAs performed in the United States each year. Using a Markov model approach, we show that THA produces societal benefits that can offset the costs of THA. When comparing THA with other nonsurgical treatments, policymakers should consider the long-term benefits associated with increased productivity from surgery. Level III, economic and decision analysis.

Standard Error Estimation of 3PL IRT True Score Equating with an MCMC Method

ERIC Educational Resources Information Center

Liu, Yuming; Schulz, E. Matthew; Yu, Lei

2008-01-01

A Markov chain Monte Carlo (MCMC) method and a bootstrap method were compared in the estimation of standard errors of item response theory (IRT) true score equating. Three test form relationships were examined: parallel, tau-equivalent, and congeneric. Data were simulated based on Reading Comprehension and Vocabulary tests of the Iowa Tests of…

Modeling the Hyperdistribution of Item Parameters To Improve the Accuracy of Recovery in Estimation Procedures.

ERIC Educational Resources Information Center

Matthews-Lopez, Joy L.; Hombo, Catherine M.

The purpose of this study was to examine the recovery of item parameters in simulated Automatic Item Generation (AIG) conditions, using Markov chain Monte Carlo (MCMC) estimation methods to attempt to recover the generating distributions. To do this, variability in item and ability parameters was manipulated. Realistic AIG conditions were…

Marginal Maximum A Posteriori Item Parameter Estimation for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

Roberts, James S.; Thompson, Vanessa M.

2011-01-01

A marginal maximum a posteriori (MMAP) procedure was implemented to estimate item parameters in the generalized graded unfolding model (GGUM). Estimates from the MMAP method were compared with those derived from marginal maximum likelihood (MML) and Markov chain Monte Carlo (MCMC) procedures in a recovery simulation that varied sample size,…

A Mixture Rasch Model with a Covariate: A Simulation Study via Bayesian Markov Chain Monte Carlo Estimation

ERIC Educational Resources Information Center

Dai, Yunyun

2013-01-01

Mixtures of item response theory (IRT) models have been proposed as a technique to explore response patterns in test data related to cognitive strategies, instructional sensitivity, and differential item functioning (DIF). Estimation proves challenging due to difficulties in identification and questions of effect size needed to recover underlying…

Bayesian Estimation of Multidimensional Item Response Models. A Comparison of Analytic and Simulation Algorithms

ERIC Educational Resources Information Center

Martin-Fernandez, Manuel; Revuelta, Javier

2017-01-01

This study compares the performance of two estimation algorithms of new usage, the Metropolis-Hastings Robins-Monro (MHRM) and the Hamiltonian MCMC (HMC), with two consolidated algorithms in the psychometric literature, the marginal likelihood via EM algorithm (MML-EM) and the Markov chain Monte Carlo (MCMC), in the estimation of multidimensional…

Validating the Modeling and Simulation of a Generic Tracking Radar

DTIC Science & Technology

2009-07-28

order Gauss-Markov time series with CTGM = 250 units and rGM = 10 s is shown in the top panel of Figure 1. The time series, ifr , can represent any...are shared among the sensors. The total position and velocity estimation errors valid at time index k are given by < fr *|fc = rk\\k - rk and

Nonparametric Transfer Function Models

PubMed Central

Liu, Jun M.; Chen, Rong; Yao, Qiwei

2009-01-01

In this paper a class of nonparametric transfer function models is proposed to model nonlinear relationships between ‘input’ and ‘output’ time series. The transfer function is smooth with unknown functional forms, and the noise is assumed to be a stationary autoregressive-moving average (ARMA) process. The nonparametric transfer function is estimated jointly with the ARMA parameters. By modeling the correlation in the noise, the transfer function can be estimated more efficiently. The parsimonious ARMA structure improves the estimation efficiency in finite samples. The asymptotic properties of the estimators are investigated. The finite-sample properties are illustrated through simulations and one empirical example. PMID:20628584

An improved portmanteau test for autocorrelated errors in interrupted time-series regression models.

PubMed

Huitema, Bradley E; McKean, Joseph W

2007-08-01

A new portmanteau test for autocorrelation among the errors of interrupted time-series regression models is proposed. Simulation results demonstrate that the inferential properties of the proposed Q(H-M) test statistic are considerably more satisfactory than those of the well known Ljung-Box test and moderately better than those of the Box-Pierce test. These conclusions generally hold for a wide variety of autoregressive (AR), moving averages (MA), and ARMA error processes that are associated with time-series regression models of the form described in Huitema and McKean (2000a, 2000b).

Kernel canonical-correlation Granger causality for multiple time series

NASA Astrophysics Data System (ADS)

Wu, Guorong; Duan, Xujun; Liao, Wei; Gao, Qing; Chen, Huafu

2011-04-01

Canonical-correlation analysis as a multivariate statistical technique has been applied to multivariate Granger causality analysis to infer information flow in complex systems. It shows unique appeal and great superiority over the traditional vector autoregressive method, due to the simplified procedure that detects causal interaction between multiple time series, and the avoidance of potential model estimation problems. However, it is limited to the linear case. Here, we extend the framework of canonical correlation to include the estimation of multivariate nonlinear Granger causality for drawing inference about directed interaction. Its feasibility and effectiveness are verified on simulated data.

Projecting county pulpwood production with historical production and macro-economic variables

Treesearch

Consuelo Brandeis; Dayton M. Lambert

2014-01-01

We explored forecasting of county roundwood pulpwood produc-tion with county-vector autoregressive (CVAR) and spatial panelvector autoregressive (SPVAR) methods. The analysis used timberproducts output data for the state of Florida, together with a set ofmacro-economic variables. Overall, we found the SPVAR specifica-tion produced forecasts with lower error rates...

Volatility in GARCH Models of Business Tendency Index

NASA Astrophysics Data System (ADS)

Wahyuni, Dwi A. S.; Wage, Sutarman; Hartono, Ateng

2018-01-01

This paper aims to obtain a model of business tendency index by considering volatility factor. Volatility factor detected by ARCH (Autoregressive Conditional Heteroscedasticity). The ARCH checking was performed using the Lagrange multiplier test. The modeling is Generalized Autoregressive Conditional Heteroscedasticity (GARCH) are able to overcome volatility problems by incorporating past residual elements and residual variants.

Functional MRI and Multivariate Autoregressive Models

PubMed Central

Rogers, Baxter P.; Katwal, Santosh B.; Morgan, Victoria L.; Asplund, Christopher L.; Gore, John C.

2010-01-01

Connectivity refers to the relationships that exist between different regions of the brain. In the context of functional magnetic resonance imaging (fMRI), it implies a quantifiable relationship between hemodynamic signals from different regions. One aspect of this relationship is the existence of small timing differences in the signals in different regions. Delays of 100 ms or less may be measured with fMRI, and these may reflect important aspects of the manner in which brain circuits respond as well as the overall functional organization of the brain. The multivariate autoregressive time series model has features to recommend it for measuring these delays, and is straightforward to apply to hemodynamic data. In this review, we describe the current usage of the multivariate autoregressive model for fMRI, discuss the issues that arise when it is applied to hemodynamic time series, and consider several extensions. Connectivity measures like Granger causality that are based on the autoregressive model do not always reflect true neuronal connectivity; however, we conclude that careful experimental design could make this methodology quite useful in extending the information obtainable using fMRI. PMID:20444566

Evaluating the performance of infectious disease forecasts: A comparison of climate-driven and seasonal dengue forecasts for Mexico.

PubMed

Johansson, Michael A; Reich, Nicholas G; Hota, Aditi; Brownstein, John S; Santillana, Mauricio

2016-09-26

Dengue viruses, which infect millions of people per year worldwide, cause large epidemics that strain healthcare systems. Despite diverse efforts to develop forecasting tools including autoregressive time series, climate-driven statistical, and mechanistic biological models, little work has been done to understand the contribution of different components to improved prediction. We developed a framework to assess and compare dengue forecasts produced from different types of models and evaluated the performance of seasonal autoregressive models with and without climate variables for forecasting dengue incidence in Mexico. Climate data did not significantly improve the predictive power of seasonal autoregressive models. Short-term and seasonal autocorrelation were key to improving short-term and long-term forecasts, respectively. Seasonal autoregressive models captured a substantial amount of dengue variability, but better models are needed to improve dengue forecasting. This framework contributes to the sparse literature of infectious disease prediction model evaluation, using state-of-the-art validation techniques such as out-of-sample testing and comparison to an appropriate reference model.

Evaluating the performance of infectious disease forecasts: A comparison of climate-driven and seasonal dengue forecasts for Mexico

PubMed Central

Johansson, Michael A.; Reich, Nicholas G.; Hota, Aditi; Brownstein, John S.; Santillana, Mauricio

2016-01-01

Dengue viruses, which infect millions of people per year worldwide, cause large epidemics that strain healthcare systems. Despite diverse efforts to develop forecasting tools including autoregressive time series, climate-driven statistical, and mechanistic biological models, little work has been done to understand the contribution of different components to improved prediction. We developed a framework to assess and compare dengue forecasts produced from different types of models and evaluated the performance of seasonal autoregressive models with and without climate variables for forecasting dengue incidence in Mexico. Climate data did not significantly improve the predictive power of seasonal autoregressive models. Short-term and seasonal autocorrelation were key to improving short-term and long-term forecasts, respectively. Seasonal autoregressive models captured a substantial amount of dengue variability, but better models are needed to improve dengue forecasting. This framework contributes to the sparse literature of infectious disease prediction model evaluation, using state-of-the-art validation techniques such as out-of-sample testing and comparison to an appropriate reference model. PMID:27665707

On Markov parameters in system identification

NASA Technical Reports Server (NTRS)

Phan, Minh; Juang, Jer-Nan; Longman, Richard W.

1991-01-01

A detailed discussion of Markov parameters in system identification is given. Different forms of input-output representation of linear discrete-time systems are reviewed and discussed. Interpretation of sampled response data as Markov parameters is presented. Relations between the state-space model and particular linear difference models via the Markov parameters are formulated. A generalization of Markov parameters to observer and Kalman filter Markov parameters for system identification is explained. These extended Markov parameters play an important role in providing not only a state-space realization, but also an observer/Kalman filter for the system of interest.

Modeling Nonstationary Emotion Dynamics in Dyads using a Time-Varying Vector-Autoregressive Model.

PubMed

Bringmann, Laura F; Ferrer, Emilio; Hamaker, Ellen L; Borsboom, Denny; Tuerlinckx, Francis

2018-01-01

Emotion dynamics are likely to arise in an interpersonal context. Standard methods to study emotions in interpersonal interaction are limited because stationarity is assumed. This means that the dynamics, for example, time-lagged relations, are invariant across time periods. However, this is generally an unrealistic assumption. Whether caused by an external (e.g., divorce) or an internal (e.g., rumination) event, emotion dynamics are prone to change. The semi-parametric time-varying vector-autoregressive (TV-VAR) model is based on well-studied generalized additive models, implemented in the software R. The TV-VAR can explicitly model changes in temporal dependency without pre-existing knowledge about the nature of change. A simulation study is presented, showing that the TV-VAR model is superior to the standard time-invariant VAR model when the dynamics change over time. The TV-VAR model is applied to empirical data on daily feelings of positive affect (PA) from a single couple. Our analyses indicate reliable changes in the male's emotion dynamics over time, but not in the female's-which were not predicted by her own affect or that of her partner. This application illustrates the usefulness of using a TV-VAR model to detect changes in the dynamics in a system.

The comparison study among several data transformations in autoregressive modeling

NASA Astrophysics Data System (ADS)

Setiyowati, Susi; Waluyo, Ramdhani Try

2015-12-01

In finance, the adjusted close of stocks are used to observe the performance of a company. The extreme prices, which may increase or decrease drastically, are often become particular concerned since it can impact to bankruptcy. As preventing action, the investors have to observe the future (forecasting) stock prices comprehensively. For that purpose, time series analysis could be one of statistical methods that can be implemented, for both stationary and non-stationary processes. Since the variability process of stocks prices tend to large and also most of time the extreme values are always exist, then it is necessary to do data transformation so that the time series models, i.e. autoregressive model, could be applied appropriately. One of popular data transformation in finance is return model, in addition to ratio of logarithm and some others Tukey ladder transformation. In this paper these transformations are applied to AR stationary models and non-stationary ARCH and GARCH models through some simulations with varying parameters. As results, this work present the suggestion table that shows transformations behavior for some condition of parameters and models. It is confirmed that the better transformation is obtained, depends on type of data distributions. In other hands, the parameter conditions term give significant influence either.

Multilevel Models for Intensive Longitudinal Data with Heterogeneous Autoregressive Errors: The Effect of Misspecification and Correction with Cholesky Transformation

PubMed Central

Jahng, Seungmin; Wood, Phillip K.

2017-01-01

Intensive longitudinal studies, such as ecological momentary assessment studies using electronic diaries, are gaining popularity across many areas of psychology. Multilevel models (MLMs) are most widely used analytical tools for intensive longitudinal data (ILD). Although ILD often have individually distinct patterns of serial correlation of measures over time, inferences of the fixed effects, and random components in MLMs are made under the assumption that all variance and autocovariance components are homogenous across individuals. In the present study, we introduced a multilevel model with Cholesky transformation to model ILD with individually heterogeneous covariance structure. In addition, the performance of the transformation method and the effects of misspecification of heterogeneous covariance structure were investigated through a Monte Carlo simulation. We found that, if individually heterogeneous covariances are incorrectly assumed as homogenous independent or homogenous autoregressive, MLMs produce highly biased estimates of the variance of random intercepts and the standard errors of the fixed intercept and the fixed effect of a level 2 covariate when the average autocorrelation is high. For intensive longitudinal data with individual specific residual covariance, the suggested transformation method showed lower bias in those estimates than the misspecified models when the number of repeated observations within individuals is 50 or more. PMID:28286490

Non-linear auto-regressive models for cross-frequency coupling in neural time series

PubMed Central

Tallot, Lucille; Grabot, Laetitia; Doyère, Valérie; Grenier, Yves; Gramfort, Alexandre

2017-01-01

We address the issue of reliably detecting and quantifying cross-frequency coupling (CFC) in neural time series. Based on non-linear auto-regressive models, the proposed method provides a generative and parametric model of the time-varying spectral content of the signals. As this method models the entire spectrum simultaneously, it avoids the pitfalls related to incorrect filtering or the use of the Hilbert transform on wide-band signals. As the model is probabilistic, it also provides a score of the model “goodness of fit” via the likelihood, enabling easy and legitimate model selection and parameter comparison; this data-driven feature is unique to our model-based approach. Using three datasets obtained with invasive neurophysiological recordings in humans and rodents, we demonstrate that these models are able to replicate previous results obtained with other metrics, but also reveal new insights such as the influence of the amplitude of the slow oscillation. Using simulations, we demonstrate that our parametric method can reveal neural couplings with shorter signals than non-parametric methods. We also show how the likelihood can be used to find optimal filtering parameters, suggesting new properties on the spectrum of the driving signal, but also to estimate the optimal delay between the coupled signals, enabling a directionality estimation in the coupling. PMID:29227989

Increased performance in the short-term water demand forecasting through the use of a parallel adaptive weighting strategy

NASA Astrophysics Data System (ADS)

Sardinha-Lourenço, A.; Andrade-Campos, A.; Antunes, A.; Oliveira, M. S.

2018-03-01

Recent research on water demand short-term forecasting has shown that models using univariate time series based on historical data are useful and can be combined with other prediction methods to reduce errors. The behavior of water demands in drinking water distribution networks focuses on their repetitive nature and, under meteorological conditions and similar consumers, allows the development of a heuristic forecast model that, in turn, combined with other autoregressive models, can provide reliable forecasts. In this study, a parallel adaptive weighting strategy of water consumption forecast for the next 24-48 h, using univariate time series of potable water consumption, is proposed. Two Portuguese potable water distribution networks are used as case studies where the only input data are the consumption of water and the national calendar. For the development of the strategy, the Autoregressive Integrated Moving Average (ARIMA) method and a short-term forecast heuristic algorithm are used. Simulations with the model showed that, when using a parallel adaptive weighting strategy, the prediction error can be reduced by 15.96% and the average error by 9.20%. This reduction is important in the control and management of water supply systems. The proposed methodology can be extended to other forecast methods, especially when it comes to the availability of multiple forecast models.

Genetic risk prediction using a spatial autoregressive model with adaptive lasso.

PubMed

Wen, Yalu; Shen, Xiaoxi; Lu, Qing

2018-05-31

With rapidly evolving high-throughput technologies, studies are being initiated to accelerate the process toward precision medicine. The collection of the vast amounts of sequencing data provides us with great opportunities to systematically study the role of a deep catalog of sequencing variants in risk prediction. Nevertheless, the massive amount of noise signals and low frequencies of rare variants in sequencing data pose great analytical challenges on risk prediction modeling. Motivated by the development in spatial statistics, we propose a spatial autoregressive model with adaptive lasso (SARAL) for risk prediction modeling using high-dimensional sequencing data. The SARAL is a set-based approach, and thus, it reduces the data dimension and accumulates genetic effects within a single-nucleotide variant (SNV) set. Moreover, it allows different SNV sets having various magnitudes and directions of effect sizes, which reflects the nature of complex diseases. With the adaptive lasso implemented, SARAL can shrink the effects of noise SNV sets to be zero and, thus, further improve prediction accuracy. Through simulation studies, we demonstrate that, overall, SARAL is comparable to, if not better than, the genomic best linear unbiased prediction method. The method is further illustrated by an application to the sequencing data from the Alzheimer's Disease Neuroimaging Initiative. Copyright © 2018 John Wiley & Sons, Ltd.

Sinusoidal synthesis based adaptive tracking for rotating machinery fault detection

NASA Astrophysics Data System (ADS)

Li, Gang; McDonald, Geoff L.; Zhao, Qing

2017-01-01

This paper presents a novel Sinusoidal Synthesis Based Adaptive Tracking (SSBAT) technique for vibration-based rotating machinery fault detection. The proposed SSBAT algorithm is an adaptive time series technique that makes use of both frequency and time domain information of vibration signals. Such information is incorporated in a time varying dynamic model. Signal tracking is then realized by applying adaptive sinusoidal synthesis to the vibration signal. A modified Least-Squares (LS) method is adopted to estimate the model parameters. In addition to tracking, the proposed vibration synthesis model is mainly used as a linear time-varying predictor. The health condition of the rotating machine is monitored by checking the residual between the predicted and measured signal. The SSBAT method takes advantage of the sinusoidal nature of vibration signals and transfers the nonlinear problem into a linear adaptive problem in the time domain based on a state-space realization. It has low computation burden and does not need a priori knowledge of the machine under the no-fault condition which makes the algorithm ideal for on-line fault detection. The method is validated using both numerical simulation and practical application data. Meanwhile, the fault detection results are compared with the commonly adopted autoregressive (AR) and autoregressive Minimum Entropy Deconvolution (ARMED) method to verify the feasibility and performance of the SSBAT method.

Simultaneous Estimation of Electromechanical Modes and Forced Oscillations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Follum, Jim; Pierre, John W.; Martin, Russell

Over the past several years, great strides have been made in the effort to monitor the small-signal stability of power systems. These efforts focus on estimating electromechanical modes, which are a property of the system that dictate how generators in different parts of the system exchange energy. Though the algorithms designed for this task are powerful and important for reliable operation of the power system, they are susceptible to severe bias when forced oscillations are present in the system. Forced oscillations are fundamentally different from electromechanical oscillations in that they are the result of a rogue input to the system,more » rather than a property of the system itself. To address the presence of forced oscillations, the frequently used AutoRegressive Moving Average (ARMA) model is adapted to include sinusoidal inputs, resulting in the AutoRegressive Moving Average plus Sinusoid (ARMA+S) model. From this model, a new Two-Stage Least Squares algorithm is derived to incorporate the forced oscillations, thereby enabling the simultaneous estimation of the electromechanical modes and the amplitude and phase of the forced oscillations. The method is validated using simulated power system data as well as data obtained from the western North American power system (wNAPS) and Eastern Interconnection (EI).« less

Identifying differentially expressed genes in cancer patients using a non-parameter Ising model.

PubMed

Li, Xumeng; Feltus, Frank A; Sun, Xiaoqian; Wang, James Z; Luo, Feng

2011-10-01

Identification of genes and pathways involved in diseases and physiological conditions is a major task in systems biology. In this study, we developed a novel non-parameter Ising model to integrate protein-protein interaction network and microarray data for identifying differentially expressed (DE) genes. We also proposed a simulated annealing algorithm to find the optimal configuration of the Ising model. The Ising model was applied to two breast cancer microarray data sets. The results showed that more cancer-related DE sub-networks and genes were identified by the Ising model than those by the Markov random field model. Furthermore, cross-validation experiments showed that DE genes identified by Ising model can improve classification performance compared with DE genes identified by Markov random field model. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Unifying Model-Based and Reactive Programming within a Model-Based Executive

NASA Technical Reports Server (NTRS)

Williams, Brian C.; Gupta, Vineet; Norvig, Peter (Technical Monitor)

1999-01-01

Real-time, model-based, deduction has recently emerged as a vital component in AI's tool box for developing highly autonomous reactive systems. Yet one of the current hurdles towards developing model-based reactive systems is the number of methods simultaneously employed, and their corresponding melange of programming and modeling languages. This paper offers an important step towards unification. We introduce RMPL, a rich modeling language that combines probabilistic, constraint-based modeling with reactive programming constructs, while offering a simple semantics in terms of hidden state Markov processes. We introduce probabilistic, hierarchical constraint automata (PHCA), which allow Markov processes to be expressed in a compact representation that preserves the modularity of RMPL programs. Finally, a model-based executive, called Reactive Burton is described that exploits this compact encoding to perform efficIent simulation, belief state update and control sequence generation.

Chaotic itinerancy and power-law residence time distribution in stochastic dynamical systems.

PubMed

Namikawa, Jun

2005-08-01

Chaotic itinerant motion among varieties of ordered states is described by a stochastic model based on the mechanism of chaotic itinerancy. The model consists of a random walk on a half-line and a Markov chain with a transition probability matrix. The stability of attractor ruin in the model is investigated by analyzing the residence time distribution of orbits at attractor ruins. It is shown that the residence time distribution averaged over all attractor ruins can be described by the superposition of (truncated) power-law distributions if the basin of attraction for each attractor ruin has a zero measure. This result is confirmed by simulation of models exhibiting chaotic itinerancy. Chaotic itinerancy is also shown to be absent in coupled Milnor attractor systems if the transition probability among attractor ruins can be represented as a Markov chain.

Final Technical Report for Collaborative Research: Regional climate-change projections through next-generation empirical and dynamical models, DE-FG02-07ER64429

DOE Office of Scientific and Technical Information (OSTI.GOV)

Smyth, Padhraic

2013-07-22

This is the final report for a DOE-funded research project describing the outcome of research on non-homogeneous hidden Markov models (NHMMs) and coupled ocean-atmosphere (O-A) intermediate-complexity models (ICMs) to identify the potentially predictable modes of climate variability, and to investigate their impacts on the regional-scale. The main results consist of extensive development of the hidden Markov models for rainfall simulation and downscaling specifically within the non-stationary climate change context together with the development of parallelized software; application of NHMMs to downscaling of rainfall projections over India; identification and analysis of decadal climate signals in data and models; and, studies ofmore » climate variability in terms of the dynamics of atmospheric flow regimes.« less

Markov modulated Poisson process models incorporating covariates for rainfall intensity.

PubMed

Thayakaran, R; Ramesh, N I

2013-01-01

Time series of rainfall bucket tip times at the Beaufort Park station, Bracknell, in the UK are modelled by a class of Markov modulated Poisson processes (MMPP) which may be thought of as a generalization of the Poisson process. Our main focus in this paper is to investigate the effects of including covariate information into the MMPP model framework on statistical properties. In particular, we look at three types of time-varying covariates namely temperature, sea level pressure, and relative humidity that are thought to be affecting the rainfall arrival process. Maximum likelihood estimation is used to obtain the parameter estimates, and likelihood ratio tests are employed in model comparison. Simulated data from the fitted model are used to make statistical inferences about the accumulated rainfall in the discrete time interval. Variability of the daily Poisson arrival rates is studied.

Bayesian spatial transformation models with applications in neuroimaging data.

PubMed

Miranda, Michelle F; Zhu, Hongtu; Ibrahim, Joseph G

2013-12-01

The aim of this article is to develop a class of spatial transformation models (STM) to spatially model the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) and a set of covariates. The proposed STM include a varying Box-Cox transformation model for dealing with the issue of non-Gaussian distributed imaging data and a Gaussian Markov random field model for incorporating spatial smoothness of the imaging data. Posterior computation proceeds via an efficient Markov chain Monte Carlo algorithm. Simulations and real data analysis demonstrate that the STM significantly outperforms the voxel-wise linear model with Gaussian noise in recovering meaningful geometric patterns. Our STM is able to reveal important brain regions with morphological changes in children with attention deficit hyperactivity disorder. © 2013, The International Biometric Society.

Fitting mechanistic epidemic models to data: A comparison of simple Markov chain Monte Carlo approaches.

PubMed

Li, Michael; Dushoff, Jonathan; Bolker, Benjamin M

2018-07-01

Simple mechanistic epidemic models are widely used for forecasting and parameter estimation of infectious diseases based on noisy case reporting data. Despite the widespread application of models to emerging infectious diseases, we know little about the comparative performance of standard computational-statistical frameworks in these contexts. Here we build a simple stochastic, discrete-time, discrete-state epidemic model with both process and observation error and use it to characterize the effectiveness of different flavours of Bayesian Markov chain Monte Carlo (MCMC) techniques. We use fits to simulated data, where parameters (and future behaviour) are known, to explore the limitations of different platforms and quantify parameter estimation accuracy, forecasting accuracy, and computational efficiency across combinations of modeling decisions (e.g. discrete vs. continuous latent states, levels of stochasticity) and computational platforms (JAGS, NIMBLE, Stan).

Scaling properties of multiscale equilibration

NASA Astrophysics Data System (ADS)

Detmold, W.; Endres, M. G.

2018-04-01

We investigate the lattice spacing dependence of the equilibration time for a recently proposed multiscale thermalization algorithm for Markov chain Monte Carlo simulations. The algorithm uses a renormalization-group matched coarse lattice action and prolongation operation to rapidly thermalize decorrelated initial configurations for evolution using a corresponding target lattice action defined at a finer scale. Focusing on nontopological long-distance observables in pure S U (3 ) gauge theory, we provide quantitative evidence that the slow modes of the Markov process, which provide the dominant contribution to the rethermalization time, have a suppressed contribution toward the continuum limit, despite their associated timescales increasing. Based on these numerical investigations, we conjecture that the prolongation operation used herein will produce ensembles that are indistinguishable from the target fine-action distribution for a sufficiently fine coupling at a given level of statistical precision, thereby eliminating the cost of rethermalization.

Inference for finite-sample trajectories in dynamic multi-state site-occupancy models using hidden Markov model smoothing

USGS Publications Warehouse

Fiske, Ian J.; Royle, J. Andrew; Gross, Kevin

2014-01-01

Ecologists and wildlife biologists increasingly use latent variable models to study patterns of species occurrence when detection is imperfect. These models have recently been generalized to accommodate both a more expansive description of state than simple presence or absence, and Markovian dynamics in the latent state over successive sampling seasons. In this paper, we write these multi-season, multi-state models as hidden Markov models to find both maximum likelihood estimates of model parameters and finite-sample estimators of the trajectory of the latent state over time. These estimators are especially useful for characterizing population trends in species of conservation concern. We also develop parametric bootstrap procedures that allow formal inference about latent trend. We examine model behavior through simulation, and we apply the model to data from the North American Amphibian Monitoring Program.

Supervised self-organization of homogeneous swarms using ergodic projections of Markov chains.

PubMed

Chattopadhyay, Ishanu; Ray, Asok

2009-12-01

This paper formulates a self-organization algorithm to address the problem of global behavior supervision in engineered swarms of arbitrarily large population sizes. The swarms considered in this paper are assumed to be homogeneous collections of independent identical finite-state agents, each of which is modeled by an irreducible finite Markov chain. The proposed algorithm computes the necessary perturbations in the local agents' behavior, which guarantees convergence to the desired observed state of the swarm. The ergodicity property of the swarm, which is induced as a result of the irreducibility of the agent models, implies that while the local behavior of the agents converges to the desired behavior only in the time average, the overall swarm behavior converges to the specification and stays there at all times. A simulation example illustrates the underlying concept.

Using Markov Chains and Multi-Objective Optimization for Energy-Efficient Context Recognition.

PubMed

Janko, Vito; Luštrek, Mitja

2017-12-29

The recognition of the user's context with wearable sensing systems is a common problem in ubiquitous computing. However, the typically small battery of such systems often makes continuous recognition impractical. The strain on the battery can be reduced if the sensor setting is adapted to each context. We propose a method that efficiently finds near-optimal sensor settings for each context. It uses Markov chains to simulate the behavior of the system in different configurations and the multi-objective genetic algorithm to find a set of good non-dominated configurations. The method was evaluated on three real-life datasets and found good trade-offs between the system's energy expenditure and the system's accuracy. One of the solutions, for example, consumed five-times less energy than the default one, while sacrificing only two percentage points of accuracy.

Phase unwrapping using region-based markov random field model.

PubMed

Dong, Ying; Ji, Jim

2010-01-01

Phase unwrapping is a classical problem in Magnetic Resonance Imaging (MRI), Interferometric Synthetic Aperture Radar and Sonar (InSAR/InSAS), fringe pattern analysis, and spectroscopy. Although many methods have been proposed to address this problem, robust and effective phase unwrapping remains a challenge. This paper presents a novel phase unwrapping method using a region-based Markov Random Field (MRF) model. Specifically, the phase image is segmented into regions within which the phase is not wrapped. Then, the phase image is unwrapped between different regions using an improved Highest Confidence First (HCF) algorithm to optimize the MRF model. The proposed method has desirable theoretical properties as well as an efficient implementation. Simulations and experimental results on MRI images show that the proposed method provides similar or improved phase unwrapping than Phase Unwrapping MAx-flow/min-cut (PUMA) method and ZpM method.

Computer modeling of lung cancer diagnosis-to-treatment process

PubMed Central

Ju, Feng; Lee, Hyo Kyung; Osarogiagbon, Raymond U.; Yu, Xinhua; Faris, Nick

2015-01-01

We introduce an example of a rigorous, quantitative method for quality improvement in lung cancer care-delivery. Computer process modeling methods are introduced for lung cancer diagnosis, staging and treatment selection process. Two types of process modeling techniques, discrete event simulation (DES) and analytical models, are briefly reviewed. Recent developments in DES are outlined and the necessary data and procedures to develop a DES model for lung cancer diagnosis, leading up to surgical treatment process are summarized. The analytical models include both Markov chain model and closed formulas. The Markov chain models with its application in healthcare are introduced and the approach to derive a lung cancer diagnosis process model is presented. Similarly, the procedure to derive closed formulas evaluating the diagnosis process performance is outlined. Finally, the pros and cons of these methods are discussed. PMID:26380181

An estimator of the survival function based on the semi-Markov model under dependent censorship.

PubMed

Lee, Seung-Yeoun; Tsai, Wei-Yann

2005-06-01

Lee and Wolfe (Biometrics vol. 54 pp. 1176-1178, 1998) proposed the two-stage sampling design for testing the assumption of independent censoring, which involves further follow-up of a subset of lost-to-follow-up censored subjects. They also proposed an adjusted estimator for the survivor function for a proportional hazards model under the dependent censoring model. In this paper, a new estimator for the survivor function is proposed for the semi-Markov model under the dependent censorship on the basis of the two-stage sampling data. The consistency and the asymptotic distribution of the proposed estimator are derived. The estimation procedure is illustrated with an example of lung cancer clinical trial and simulation results are reported of the mean squared errors of estimators under a proportional hazards and two different nonproportional hazards models.

Sieve estimation in a Markov illness-death process under dual censoring.

PubMed

Boruvka, Audrey; Cook, Richard J

2016-04-01

Semiparametric methods are well established for the analysis of a progressive Markov illness-death process observed up to a noninformative right censoring time. However, often the intermediate and terminal events are censored in different ways, leading to a dual censoring scheme. In such settings, unbiased estimation of the cumulative transition intensity functions cannot be achieved without some degree of smoothing. To overcome this problem, we develop a sieve maximum likelihood approach for inference on the hazard ratio. A simulation study shows that the sieve estimator offers improved finite-sample performance over common imputation-based alternatives and is robust to some forms of dependent censoring. The proposed method is illustrated using data from cancer trials. © The Author 2015. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Annealed Importance Sampling Reversible Jump MCMC algorithms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karagiannis, Georgios; Andrieu, Christophe

2013-03-20

It will soon be 20 years since reversible jump Markov chain Monte Carlo (RJ-MCMC) algorithms have been proposed. They have significantly extended the scope of Markov chain Monte Carlo simulation methods, offering the promise to be able to routinely tackle transdimensional sampling problems, as encountered in Bayesian model selection problems for example, in a principled and flexible fashion. Their practical efficient implementation, however, still remains a challenge. A particular difficulty encountered in practice is in the choice of the dimension matching variables (both their nature and their distribution) and the reversible transformations which allow one to define the one-to-one mappingsmore » underpinning the design of these algorithms. Indeed, even seemingly sensible choices can lead to algorithms with very poor performance. The focus of this paper is the development and performance evaluation of a method, annealed importance sampling RJ-MCMC (aisRJ), which addresses this problem by mitigating the sensitivity of RJ-MCMC algorithms to the aforementioned poor design. As we shall see the algorithm can be understood as being an “exact approximation” of an idealized MCMC algorithm that would sample from the model probabilities directly in a model selection set-up. Such an idealized algorithm may have good theoretical convergence properties, but typically cannot be implemented, and our algorithms can approximate the performance of such idealized algorithms to an arbitrary degree while not introducing any bias for any degree of approximation. Our approach combines the dimension matching ideas of RJ-MCMC with annealed importance sampling and its Markov chain Monte Carlo implementation. We illustrate the performance of the algorithm with numerical simulations which indicate that, although the approach may at first appear computationally involved, it is in fact competitive.« less

No Magic Bullet: A Theory-Based Meta-Analysis of Markov Transition Probabilities in Studies of Service Systems for Persons With Mental Disabilities.

PubMed

Leff, Hugh Stephen; Chow, Clifton M; Graves, Stephen C

2017-03-01

A random-effects meta-analysis of studies that used Markov transition probabilities (TPs) to describe outcomes for mental health service systems of differing quality for persons with serious mental illness was implemented to improve the scientific understanding of systems performance, to use in planning simulations to project service system costs and outcomes over time, and to test a theory of how outcomes for systems varying in quality differ. Nineteen systems described in 12 studies were coded as basic (B), maintenance (M), and recovery oriented (R) on the basis of descriptions of services provided. TPs for studies were aligned with a common functional-level framework, converted to a one-month time period, synthesized, and compared with theory-based expectations. Meta-regression was employed to explore associations between TPs and characteristics of service recipients and studies. R systems performed better than M and B systems. However, M systems did not perform better than B systems. All systems showed negative as well as positive TPs. For approximately one-third of synthesized TPs, substantial interstudy heterogeneity was noted. Associations were found between TPs and service recipient and study variables Conclusions: Conceptualizing systems as B, M, and R has potential for improving scientific understanding and systems planning. R systems appear more effective than B and M systems, although there is no "magic bullet" system for all service recipients. Interstudy heterogeneity indicates need for common approaches to reporting service recipient states, time periods for TPs, service recipient attributes, and service system characteristics. TPs found should be used in Markov simulations to project system effectiveness and costs of over time.

Prediction of future urban growth using CA-Markov for urban sustainability planning of Banda Aceh, Indonesia

NASA Astrophysics Data System (ADS)

Achmad, A.; Irwansyah, M.; Ramli, I.

2018-03-01

Banda Aceh experienced rapid growth, both physically, socially, and economically, after the Tsunami that devastated it the end of December in 2004. Hence policy controls are needed to direct the pattern of urban growth to achieve sustainable development for the future. The purpose of this paper is to generate a growth model for Banda Aceh using the CA-Markov process. By knowing the changes in land use between 2005 and 2009 from the results of previous research, simulations for 2013, 2019 and 2029 using the application of Idrisi@Selva. CA-Markov models were prepared to determine the quantity of changes. The simulation results showed that, after the Tsunami, the City of Banda Aceh tended to grow towards the coast. For the control of the LUC, the Banda Aceh City government needs to prepare comprehensive and detailed maps and inventory of LUC for the city to provide basic data and information needed for monitoring and evaluation that can be done effectively and efficiently. An institution for monitoring and evaluation of the urban landscape and the LUC should be formed immediately. This institution could consist of representatives from government, academia, community leaders, the private sector and other experts. The findings from this study can be used to start the monitoring and evaluation of future urban growth. Especially for the coastal areas, the local government should immediately prepare special spatial coastal area plans to control growth in those areas and to ensure that the economic benefits from disaster mitigation and coastal protection are preserved. For the development of the city in the future, it is necessary to achieve a balance between economic development, and social welfare with environmental protection and disaster mitigation. iIt will become a big challenge to achieve sustainable development for the future.

A novel Markov Blanket-based repeated-fishing strategy for capturing phenotype-related biomarkers in big omics data.

PubMed

Li, Hongkai; Yuan, Zhongshang; Ji, Jiadong; Xu, Jing; Zhang, Tao; Zhang, Xiaoshuai; Xue, Fuzhong

2016-03-09

We propose a novel Markov Blanket-based repeated-fishing strategy (MBRFS) in attempt to increase the power of existing Markov Blanket method (DASSO-MB) and maintain its advantages in omic data analysis. Both simulation and real data analysis were conducted to assess its performances by comparing with other methods including χ(2) test with Bonferroni and B-H adjustment, least absolute shrinkage and selection operator (LASSO) and DASSO-MB. A serious of simulation studies showed that the true discovery rate (TDR) of proposed MBRFS was always close to zero under null hypothesis (odds ratio = 1 for each SNPs) with excellent stability in all three scenarios of independent phenotype-related SNPs without linkage disequilibrium (LD) around them, correlated phenotype-related SNPs without LD around them, and phenotype-related SNPs with strong LD around them. As expected, under different odds ratio and minor allel frequency (MAFs), MBRFS always had the best performances in capturing the true phenotype-related biomarkers with higher matthews correlation coefficience (MCC) for all three scenarios above. More importantly, since proposed MBRFS using the repeated fishing strategy, it still captures more phenotype-related SNPs with minor effects when non-significant phenotype-related SNPs emerged under χ(2) test after Bonferroni multiple correction. The various real omics data analysis, including GWAS data, DNA methylation data, gene expression data and metabolites data, indicated that the proposed MBRFS always detected relatively reasonable biomarkers. Our proposed MBRFS can exactly capture the true phenotype-related biomarkers with the reduction of false negative rate when the phenotype-related biomarkers are independent or correlated, as well as the circumstance that phenotype-related biomarkers are associated with non-phenotype-related ones.

Bayesian tomography by interacting Markov chains

NASA Astrophysics Data System (ADS)

Romary, T.

2017-12-01

In seismic tomography, we seek to determine the velocity of the undergound from noisy first arrival travel time observations. In most situations, this is an ill posed inverse problem that admits several unperfect solutions. Given an a priori distribution over the parameters of the velocity model, the Bayesian formulation allows to state this problem as a probabilistic one, with a solution under the form of a posterior distribution. The posterior distribution is generally high dimensional and may exhibit multimodality. Moreover, as it is known only up to a constant, the only sensible way to addressthis problem is to try to generate simulations from the posterior. The natural tools to perform these simulations are Monte Carlo Markov chains (MCMC). Classical implementations of MCMC algorithms generally suffer from slow mixing: the generated states are slow to enter the stationary regime, that is to fit the observations, and when one mode of the posterior is eventually identified, it may become difficult to visit others. Using a varying temperature parameter relaxing the constraint on the data may help to enter the stationary regime. Besides, the sequential nature of MCMC makes them ill fitted toparallel implementation. Running a large number of chains in parallel may be suboptimal as the information gathered by each chain is not mutualized. Parallel tempering (PT) can be seen as a first attempt to make parallel chains at different temperatures communicate but only exchange information between current states. In this talk, I will show that PT actually belongs to a general class of interacting Markov chains algorithm. I will also show that this class enables to design interacting schemes that can take advantage of the whole history of the chain, by authorizing exchanges toward already visited states. The algorithms will be illustrated with toy examples and an application to first arrival traveltime tomography.

Hidden Markov models for evolution and comparative genomics analysis.

PubMed

Bykova, Nadezda A; Favorov, Alexander V; Mironov, Andrey A

2013-01-01

The problem of reconstruction of ancestral states given a phylogeny and data from extant species arises in a wide range of biological studies. The continuous-time Markov model for the discrete states evolution is generally used for the reconstruction of ancestral states. We modify this model to account for a case when the states of the extant species are uncertain. This situation appears, for example, if the states for extant species are predicted by some program and thus are known only with some level of reliability; it is common for bioinformatics field. The main idea is formulation of the problem as a hidden Markov model on a tree (tree HMM, tHMM), where the basic continuous-time Markov model is expanded with the introduction of emission probabilities of observed data (e.g. prediction scores) for each underlying discrete state. Our tHMM decoding algorithm allows us to predict states at the ancestral nodes as well as to refine states at the leaves on the basis of quantitative comparative genomics. The test on the simulated data shows that the tHMM approach applied to the continuous variable reflecting the probabilities of the states (i.e. prediction score) appears to be more accurate then the reconstruction from the discrete states assignment defined by the best score threshold. We provide examples of applying our model to the evolutionary analysis of N-terminal signal peptides and transcription factor binding sites in bacteria. The program is freely available at http://bioinf.fbb.msu.ru/~nadya/tHMM and via web-service at http://bioinf.fbb.msu.ru/treehmmweb.

DNA motif alignment by evolving a population of Markov chains.

PubMed

Bi, Chengpeng

2009-01-30

Deciphering cis-regulatory elements or de novo motif-finding in genomes still remains elusive although much algorithmic effort has been expended. The Markov chain Monte Carlo (MCMC) method such as Gibbs motif samplers has been widely employed to solve the de novo motif-finding problem through sequence local alignment. Nonetheless, the MCMC-based motif samplers still suffer from local maxima like EM. Therefore, as a prerequisite for finding good local alignments, these motif algorithms are often independently run a multitude of times, but without information exchange between different chains. Hence it would be worth a new algorithm design enabling such information exchange. This paper presents a novel motif-finding algorithm by evolving a population of Markov chains with information exchange (PMC), each of which is initialized as a random alignment and run by the Metropolis-Hastings sampler (MHS). It is progressively updated through a series of local alignments stochastically sampled. Explicitly, the PMC motif algorithm performs stochastic sampling as specified by a population-based proposal distribution rather than individual ones, and adaptively evolves the population as a whole towards a global maximum. The alignment information exchange is accomplished by taking advantage of the pooled motif site distributions. A distinct method for running multiple independent Markov chains (IMC) without information exchange, or dubbed as the IMC motif algorithm, is also devised to compare with its PMC counterpart. Experimental studies demonstrate that the performance could be improved if pooled information were used to run a population of motif samplers. The new PMC algorithm was able to improve the convergence and outperformed other popular algorithms tested using simulated and biological motif sequences.

Utah State University Global Assimilation of Ionospheric Measurements Gauss-Markov Kalman filter model of the ionosphere: Model description and validation

NASA Astrophysics Data System (ADS)

Scherliess, L.; Schunk, R. W.; Sojka, J. J.; Thompson, D. C.; Zhu, L.

2006-11-01

The Utah State University Gauss-Markov Kalman Filter (GMKF) was developed as part of the Global Assimilation of Ionospheric Measurements (GAIM) program. The GMKF uses a physics-based model of the ionosphere and a Gauss-Markov Kalman filter as a basis for assimilating a diverse set of real-time (or near real-time) observations. The physics-based model is the Ionospheric Forecast Model (IFM), which accounts for five ion species and covers the E region, F region, and the topside from 90 to 1400 km altitude. Within the GMKF, the IFM derived ionospheric densities constitute a background density field on which perturbations are superimposed based on the available data and their errors. In the current configuration, the GMKF assimilates slant total electron content (TEC) from a variable number of global positioning satellite (GPS) ground sites, bottomside electron density (Ne) profiles from a variable number of ionosondes, in situ Ne from four Defense Meteorological Satellite Program (DMSP) satellites, and nighttime line-of-sight ultraviolet (UV) radiances measured by satellites. To test the GMKF for real-time operations and to validate its ionospheric density specifications, we have tested the model performance for a variety of geophysical conditions. During these model runs various combination of data types and data quantities were assimilated. To simulate real-time operations, the model ran continuously and automatically and produced three-dimensional global electron density distributions in 15 min increments. In this paper we will describe the Gauss-Markov Kalman filter model and present results of our validation study, with an emphasis on comparisons with independent observations.

Seasonality and Trend Forecasting of Tuberculosis Prevalence Data in Eastern Cape, South Africa, Using a Hybrid Model.

PubMed

Azeez, Adeboye; Obaromi, Davies; Odeyemi, Akinwumi; Ndege, James; Muntabayi, Ruffin

2016-07-26

Tuberculosis (TB) is a deadly infectious disease caused by Mycobacteria tuberculosis. Tuberculosis as a chronic and highly infectious disease is prevalent in almost every part of the globe. More than 95% of TB mortality occurs in low/middle income countries. In 2014, approximately 10 million people were diagnosed with active TB and two million died from the disease. In this study, our aim is to compare the predictive powers of the seasonal autoregressive integrated moving average (SARIMA) and neural network auto-regression (SARIMA-NNAR) models of TB incidence and analyse its seasonality in South Africa. TB incidence cases data from January 2010 to December 2015 were extracted from the Eastern Cape Health facility report of the electronic Tuberculosis Register (ERT.Net). A SARIMA model and a combined model of SARIMA model and a neural network auto-regression (SARIMA-NNAR) model were used in analysing and predicting the TB data from 2010 to 2015. Simulation performance parameters of mean square error (MSE), root mean square error (RMSE), mean absolute error (MAE), mean percent error (MPE), mean absolute scaled error (MASE) and mean absolute percentage error (MAPE) were applied to assess the better performance of prediction between the models. Though practically, both models could predict TB incidence, the combined model displayed better performance. For the combined model, the Akaike information criterion (AIC), second-order AIC (AICc) and Bayesian information criterion (BIC) are 288.56, 308.31 and 299.09 respectively, which were lower than the SARIMA model with corresponding values of 329.02, 327.20 and 341.99, respectively. The seasonality trend of TB incidence was forecast to have a slightly increased seasonal TB incidence trend from the SARIMA-NNAR model compared to the single model. The combined model indicated a better TB incidence forecasting with a lower AICc. The model also indicates the need for resolute intervention to reduce infectious disease transmission with co-infection with HIV and other concomitant diseases, and also at festival peak periods.

Equivalent Dynamic Models.

PubMed

Molenaar, Peter C M

2017-01-01

Equivalences of two classes of dynamic models for weakly stationary multivariate time series are discussed: dynamic factor models and autoregressive models. It is shown that exploratory dynamic factor models can be rotated, yielding an infinite set of equivalent solutions for any observed series. It also is shown that dynamic factor models with lagged factor loadings are not equivalent to the currently popular state-space models, and that restriction of attention to the latter type of models may yield invalid results. The known equivalent vector autoregressive model types, standard and structural, are given a new interpretation in which they are conceived of as the extremes of an innovating type of hybrid vector autoregressive models. It is shown that consideration of hybrid models solves many problems, in particular with Granger causality testing.

Investigating Soil Moisture Feedbacks on Precipitation With Tests of Granger Causality

NASA Astrophysics Data System (ADS)

Salvucci, G. D.; Saleem, J. A.; Kaufmann, R.

2002-05-01

Granger causality (GC) is used in the econometrics literature to identify the presence of one- and two-way coupling between terms in noisy multivariate dynamical systems. Here we test for the presence of GC to identify a soil moisture (S) feedback on precipitation (P) using data from Illinois. In this framework S is said to Granger cause P if F(Pt;At-dt)does not equal F(P;(A-S)t-dt) where F denotes the conditional distribution of P at time t, At-dt represents the set of all knowledge available at time t-dt, and (A-S)t-dt represents all knowledge available at t-dt except S. Critical for land-atmosphere interaction research is that At-dt includes all past information on P as well as S. Therefore that part of the relation between past soil moisture and current precipitation which results from precipitation autocorrelation and soil water balance will be accounted for and not attributed to causality. Tests for GC usually specify all relevant variables in a coupled vector autoregressive (VAR) model and then calculate the significance level of decreased predictability as various coupling coefficients are omitted. But because the data (daily precipitation and soil moisture) are distinctly non-Gaussian, we avoid using a VAR and instead express the daily precipitation events as a Markov model. We then test whether the probability of storm occurrence, conditioned on past information on precipitation, changes with information on soil moisture. Past information on precipitation is expressed both as the occurrence of previous day precipitation (to account for storm-scale persistence) and as a simple soil moisture-like precipitation-wetness index derived solely from precipitation (to account for seasonal-scale persistence). In this way only those fluctuations in moisture not attributable to past fluctuations in precipitation (e.g., those due to temperature) can influence the outcome of the test. The null hypothesis (no moisture influence) is evaluated by comparing observed changes in storm probability to Monte-Carlo simulated differences generated with unconditional occurrence probabilities. The null hypothesis is not rejected (p>0.5) suggesting that contrary to recently published results, insufficient evidence exists to support an influence of soil moisture on precipitation in Illinois.

Spatial patterns of multidrug resistant tuberculosis and relationships to socio-economic, demographic and household factors in northwest Ethiopia.

PubMed

Alene, Kefyalew Addis; Viney, Kerri; McBryde, Emma S; Clements, Archie C A

2017-01-01

Understanding the geographical distribution of multidrug-resistant tuberculosis (MDR-TB) in high TB burden countries such as Ethiopia is crucial for effective control of TB epidemics in these countries, and thus globally. We present the first spatial analysis of multidrug resistant tuberculosis, and its relationship to socio-economic, demographic and household factors in northwest Ethiopia. An ecological study was conducted using data on patients diagnosed with MDR-TB at the University of Gondar Hospital MDR-TB treatment centre, for the period 2010 to 2015. District level population data were extracted from the Ethiopia National and Regional Census Report. Spatial autocorrelation was explored using Moran's I statistic, Local Indicators of Spatial Association (LISA), and the Getis-Ord statistics. A multivariate Poisson regression model was developed with a conditional autoregressive (CAR) prior structure, and with posterior parameters estimated using a Bayesian Markov chain Monte Carlo (MCMC) simulation approach with Gibbs sampling, in WinBUGS. A total of 264 MDR-TB patients were included in the analysis. The overall crude incidence rate of MDR-TB for the six-year period was 3.0 cases per 100,000 population. The highest incidence rate was observed in Metema (21 cases per 100,000 population) and Humera (18 cases per 100,000 population) districts; whereas nine districts had zero cases. Spatial clustering of MDR-TB was observed in districts located in the Ethiopia-Sudan and Ethiopia-Eritrea border regions, where large numbers of seasonal migrants live. Spatial clustering of MDR-TB was positively associated with urbanization (RR: 1.02; 95%CI: 1.01, 1.04) and the percentage of men (RR: 1.58; 95% CI: 1.26, 1.99) in the districts; after accounting for these factors there was no residual spatial clustering. Spatial clustering of MDR-TB, fully explained by demographic factors (urbanization and percent male), was detected in the border regions of northwest Ethiopia, in locations where seasonal migrants live and work. Cross-border initiatives including options for mobile TB treatment and follow up are important for the effective control of MDR-TB in the region.

Nonlinear Markov Control Processes and Games

DTIC Science & Technology

2012-11-15

the analysis of a new class of stochastic games , nonlinear Markov games , as they arise as a ( competitive ) controlled version of nonlinear Markov... competitive interests) a nonlinear Markov game that we are investigating. I 0. :::tUt::JJt:.l.. I I t:t11VI;:, nonlinear Markov game , nonlinear Markov...corresponding stochastic game Γ+(T, h). In a slightly different setting one can assume that changes in a competitive control process occur as a

Zipf exponent of trajectory distribution in the hidden Markov model

NASA Astrophysics Data System (ADS)

Bochkarev, V. V.; Lerner, E. Yu

2014-03-01

This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

Performance Analyses and Improvements for the IEEE 802.15.4 CSMA/CA Scheme with Heterogeneous Buffered Conditions

PubMed Central

Zhu, Jianping; Tao, Zhengsu; Lv, Chunfeng

2012-01-01

Studies of the IEEE 802.15.4 Carrier Sense Multiple Access with Collision Avoidance (CSMA/CA) scheme have been received considerable attention recently, with most of these studies focusing on homogeneous or saturated traffic. Two novel transmission schemes—OSTS/BSTS (One Service a Time Scheme/Bulk Service a Time Scheme)—are proposed in this paper to improve the behaviors of time-critical buffered networks with heterogeneous unsaturated traffic. First, we propose a model which contains two modified semi-Markov chains and a macro-Markov chain combined with the theory of M/G/1/K queues to evaluate the characteristics of these two improved CSMA/CA schemes, in which traffic arrivals and accessing packets are bestowed with non-preemptive priority over each other, instead of prioritization. Then, throughput, packet delay and energy consumption of unsaturated, unacknowledged IEEE 802.15.4 beacon-enabled networks are predicted based on the overall point of view which takes the dependent interactions of different types of nodes into account. Moreover, performance comparisons of these two schemes with other non-priority schemes are also proposed. Analysis and simulation results show that delay and fairness of our schemes are superior to those of other schemes, while throughput and energy efficiency are superior to others in more heterogeneous situations. Comprehensive simulations demonstrate that the analysis results of these models match well with the simulation results. PMID:22666076

A probabilistic model for analysing the effect of performance levels on visual behaviour patterns of young sailors in simulated navigation.

PubMed

Manzanares, Aarón; Menayo, Ruperto; Segado, Francisco; Salmerón, Diego; Cano, Juan Antonio

2015-01-01

The visual behaviour is a determining factor in sailing due to the influence of the environmental conditions. The aim of this research was to determine the visual behaviour pattern in sailors with different practice time in one star race, applying a probabilistic model based on Markov chains. The sample of this study consisted of 20 sailors, distributed in two groups, top ranking (n = 10) and bottom ranking (n = 10), all of them competed in the Optimist Class. An automated system of measurement, which integrates the VSail-Trainer sail simulator and the Eye Tracking System(TM) was used. The variables under consideration were the sequence of fixations and the fixation recurrence time performed on each location by the sailors. The event consisted of one of simulated regatta start, with stable conditions of wind, competitor and sea. Results show that top ranking sailors perform a low recurrence time on relevant locations and higher on irrelevant locations while bottom ranking sailors make a low recurrence time in most of the locations. The visual pattern performed by bottom ranking sailors is focused around two visual pivots, which does not happen in the top ranking sailor's pattern. In conclusion, the Markov chains analysis has allowed knowing the visual behaviour pattern of the top and bottom ranking sailors and its comparison.

Performance analyses and improvements for the IEEE 802.15.4 CSMA/CA scheme with heterogeneous buffered conditions.

PubMed

Zhu, Jianping; Tao, Zhengsu; Lv, Chunfeng

2012-01-01

Studies of the IEEE 802.15.4 Carrier Sense Multiple Access with Collision Avoidance (CSMA/CA) scheme have been received considerable attention recently, with most of these studies focusing on homogeneous or saturated traffic. Two novel transmission schemes-OSTS/BSTS (One Service a Time Scheme/Bulk Service a Time Scheme)-are proposed in this paper to improve the behaviors of time-critical buffered networks with heterogeneous unsaturated traffic. First, we propose a model which contains two modified semi-Markov chains and a macro-Markov chain combined with the theory of M/G/1/K queues to evaluate the characteristics of these two improved CSMA/CA schemes, in which traffic arrivals and accessing packets are bestowed with non-preemptive priority over each other, instead of prioritization. Then, throughput, packet delay and energy consumption of unsaturated, unacknowledged IEEE 802.15.4 beacon-enabled networks are predicted based on the overall point of view which takes the dependent interactions of different types of nodes into account. Moreover, performance comparisons of these two schemes with other non-priority schemes are also proposed. Analysis and simulation results show that delay and fairness of our schemes are superior to those of other schemes, while throughput and energy efficiency are superior to others in more heterogeneous situations. Comprehensive simulations demonstrate that the analysis results of these models match well with the simulation results.

Density Control of Multi-Agent Systems with Safety Constraints: A Markov Chain Approach

NASA Astrophysics Data System (ADS)

Demirer, Nazli

The control of systems with autonomous mobile agents has been a point of interest recently, with many applications like surveillance, coverage, searching over an area with probabilistic target locations or exploring an area. In all of these applications, the main goal of the swarm is to distribute itself over an operational space to achieve mission objectives specified by the density of swarm. This research focuses on the problem of controlling the distribution of multi-agent systems considering a hierarchical control structure where the whole swarm coordination is achieved at the high-level and individual vehicle/agent control is managed at the low-level. High-level coordination algorithms uses macroscopic models that describes the collective behavior of the whole swarm and specify the agent motion commands, whose execution will lead to the desired swarm behavior. The low-level control laws execute the motion to follow these commands at the agent level. The main objective of this research is to develop high-level decision control policies and algorithms to achieve physically realizable commanding of the agents by imposing mission constraints on the distribution. We also make some connections with decentralized low-level motion control. This dissertation proposes a Markov chain based method to control the density distribution of the whole system where the implementation can be achieved in a decentralized manner with no communication between agents since establishing communication with large number of agents is highly challenging. The ultimate goal is to guide the overall density distribution of the system to a prescribed steady-state desired distribution while satisfying desired transition and safety constraints. Here, the desired distribution is determined based on the mission requirements, for example in the application of area search, the desired distribution should match closely with the probabilistic target locations. The proposed method is applicable for both systems with a single agent and systems with large number of agents due to the probabilistic nature, where the probability distribution of each agent's state evolves according to a finite-state and discrete-time Markov chain (MC). Hence, designing proper decision control policies requires numerically tractable solution methods for the synthesis of Markov chains. The synthesis problem has the form of a Linear Matrix Inequality Problem (LMI), with LMI formulation of the constraints. To this end, we propose convex necessary and sufficient conditions for safety constraints in Markov chains, which is a novel result in the Markov chain literature. In addition to LMI-based, offline, Markov matrix synthesis method, we also propose a QP-based, online, method to compute a time-varying Markov matrix based on the real-time density feedback. Both problems are convex optimization problems that can be solved in a reliable and tractable way, utilizing existing tools in the literature. A Low Earth Orbit (LEO) swarm simulations are presented to validate the effectiveness of the proposed algorithms. Another problem tackled as a part of this research is the generalization of the density control problem to autonomous mobile agents with two control modes: ON and OFF. Here, each mode consists of a (possibly overlapping) finite set of actions, that is, there exist a set of actions for the ON mode and another set for the OFF mode. We give formulation for a new Markov chain synthesis problem, with additional measurements for the state transitions, where a policy is designed to ensure desired safety and convergence properties for the underlying Markov chain.

Spatial Models for Prediction and Early Warning of Aedes aegypti Proliferation from Data on Climate Change and Variability in Cuba.

PubMed

Ortiz, Paulo L; Rivero, Alina; Linares, Yzenia; Pérez, Alina; Vázquez, Juan R

2015-04-01

Climate variability, the primary expression of climate change, is one of the most important environmental problems affecting human health, particularly vector-borne diseases. Despite research efforts worldwide, there are few studies addressing the use of information on climate variability for prevention and early warning of vector-borne infectious diseases. Show the utility of climate information for vector surveillance by developing spatial models using an entomological indicator and information on predicted climate variability in Cuba to provide early warning of danger of increased risk of dengue transmission. An ecological study was carried out using retrospective and prospective analyses of time series combined with spatial statistics. Several entomological and climatic indicators were considered using complex Bultó indices -1 and -2. Moran's I spatial autocorrelation coefficient specified for a matrix of neighbors with a radius of 20 km, was used to identify the spatial structure. Spatial structure simulation was based on simultaneous autoregressive and conditional autoregressive models; agreement between predicted and observed values for number of Aedes aegypti foci was determined by the concordance index Di and skill factor Bi. Spatial and temporal distributions of populations of Aedes aegypti were obtained. Models for describing, simulating and predicting spatial patterns of Aedes aegypti populations associated with climate variability patterns were put forward. The ranges of climate variability affecting Aedes aegypti populations were identified. Forecast maps were generated for the municipal level. Using the Bultó indices of climate variability, it is possible to construct spatial models for predicting increased Aedes aegypti populations in Cuba. At 20 x 20 km resolution, the models are able to provide warning of potential changes in vector populations in rainy and dry seasons and by month, thus demonstrating the usefulness of climate information for epidemiological surveillance.

Research on Learning Strategies and Hands-On Training in CAI. Final Report, 1 January 1975 to 30 September 1978.

ERIC Educational Resources Information Center

Towne, Douglas M.; And Others

This final report reviews research performed in two major areas--instructional theory, and development of a generalized maintenance trainer simulator. Five related research projects were carried out in the domain of instructional theory: (1) the effects of visual analogies of abstract concepts, (2) Markov decision models for instructional sequence…

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bertholon, François; Harant, Olivier; Bourlon, Bertrand

This article introduces a joined Bayesian estimation of gas samples issued from a gas chromatography column (GC) coupled with a NEMS sensor based on Giddings Eyring microscopic molecular stochastic model. The posterior distribution is sampled using a Monte Carlo Markov Chain and Gibbs sampling. Parameters are estimated using the posterior mean. This estimation scheme is finally applied on simulated and real datasets using this molecular stochastic forward model.

Unfolding mechanism of thrombin-binding aptamer revealed by molecular dynamics simulation and Markov State Model

NASA Astrophysics Data System (ADS)

Zeng, Xiaojun; Zhang, Liyun; Xiao, Xiuchan; Jiang, Yuanyuan; Guo, Yanzhi; Yu, Xinyan; Pu, Xuemei; Li, Menglong

2016-04-01

Thrombin-binding aptamer (TBA) with the sequence 5‧GGTTGGTGTGGTTGG3‧ could fold into G-quadruplex, which correlates with functionally important genomic regionsis. However, unfolding mechanism involved in the structural stability of G-quadruplex has not been satisfactorily elucidated on experiments so far. Herein, we studied the unfolding pathway of TBA by a combination of molecular dynamics simulation (MD) and Markov State Model (MSM). Our results revealed that the unfolding of TBA is not a simple two-state process but proceeds along multiple pathways with multistate intermediates. One high flux confirms some observations from NMR experiment. Another high flux exhibits a different and simpler unfolding pathway with less intermediates. Two important intermediate states were identified. One is similar to the G-triplex reported in the folding of G-quadruplex, but lack of H-bonding between guanines in the upper plane. More importantly, another intermediate state acting as a connector to link the folding region and the unfolding one, was the first time identified, which exhibits higher population and stability than the G-triplex-like intermediate. These results will provide valuable information for extending our understanding the folding landscape of G-quadruplex formation.

Combined state and parameter identification of nonlinear structural dynamical systems based on Rao-Blackwellization and Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Abhinav, S.; Manohar, C. S.

2018-03-01

The problem of combined state and parameter estimation in nonlinear state space models, based on Bayesian filtering methods, is considered. A novel approach, which combines Rao-Blackwellized particle filters for state estimation with Markov chain Monte Carlo (MCMC) simulations for parameter identification, is proposed. In order to ensure successful performance of the MCMC samplers, in situations involving large amount of dynamic measurement data and (or) low measurement noise, the study employs a modified measurement model combined with an importance sampling based correction. The parameters of the process noise covariance matrix are also included as quantities to be identified. The study employs the Rao-Blackwellization step at two stages: one, associated with the state estimation problem in the particle filtering step, and, secondly, in the evaluation of the ratio of likelihoods in the MCMC run. The satisfactory performance of the proposed method is illustrated on three dynamical systems: (a) a computational model of a nonlinear beam-moving oscillator system, (b) a laboratory scale beam traversed by a loaded trolley, and (c) an earthquake shake table study on a bending-torsion coupled nonlinear frame subjected to uniaxial support motion.

Girsanov reweighting for path ensembles and Markov state models

NASA Astrophysics Data System (ADS)

Donati, L.; Hartmann, C.; Keller, B. G.

2017-06-01

The sensitivity of molecular dynamics on changes in the potential energy function plays an important role in understanding the dynamics and function of complex molecules. We present a method to obtain path ensemble averages of a perturbed dynamics from a set of paths generated by a reference dynamics. It is based on the concept of path probability measure and the Girsanov theorem, a result from stochastic analysis to estimate a change of measure of a path ensemble. Since Markov state models (MSMs) of the molecular dynamics can be formulated as a combined phase-space and path ensemble average, the method can be extended to reweight MSMs by combining it with a reweighting of the Boltzmann distribution. We demonstrate how to efficiently implement the Girsanov reweighting in a molecular dynamics simulation program by calculating parts of the reweighting factor "on the fly" during the simulation, and we benchmark the method on test systems ranging from a two-dimensional diffusion process and an artificial many-body system to alanine dipeptide and valine dipeptide in implicit and explicit water. The method can be used to study the sensitivity of molecular dynamics on external perturbations as well as to reweight trajectories generated by enhanced sampling schemes to the original dynamics.

Robust path planning for flexible needle insertion using Markov decision processes.

PubMed

Tan, Xiaoyu; Yu, Pengqian; Lim, Kah-Bin; Chui, Chee-Kong

2018-05-11

Flexible needle has the potential to accurately navigate to a treatment region in the least invasive manner. We propose a new planning method using Markov decision processes (MDPs) for flexible needle navigation that can perform robust path planning and steering under the circumstance of complex tissue-needle interactions. This method enhances the robustness of flexible needle steering from three different perspectives. First, the method considers the problem caused by soft tissue deformation. The method then resolves the common needle penetration failure caused by patterns of targets, while the last solution addresses the uncertainty issues in flexible needle motion due to complex and unpredictable tissue-needle interaction. Computer simulation and phantom experimental results show that the proposed method can perform robust planning and generate a secure control policy for flexible needle steering. Compared with a traditional method using MDPs, the proposed method achieves higher accuracy and probability of success in avoiding obstacles under complicated and uncertain tissue-needle interactions. Future work will involve experiment with biological tissue in vivo. The proposed robust path planning method can securely steer flexible needle within soft phantom tissues and achieve high adaptability in computer simulation.

Video event classification and image segmentation based on noncausal multidimensional hidden Markov models.

PubMed

Ma, Xiang; Schonfeld, Dan; Khokhar, Ashfaq A

2009-06-01

In this paper, we propose a novel solution to an arbitrary noncausal, multidimensional hidden Markov model (HMM) for image and video classification. First, we show that the noncausal model can be solved by splitting it into multiple causal HMMs and simultaneously solving each causal HMM using a fully synchronous distributed computing framework, therefore referred to as distributed HMMs. Next we present an approximate solution to the multiple causal HMMs that is based on an alternating updating scheme and assumes a realistic sequential computing framework. The parameters of the distributed causal HMMs are estimated by extending the classical 1-D training and classification algorithms to multiple dimensions. The proposed extension to arbitrary causal, multidimensional HMMs allows state transitions that are dependent on all causal neighbors. We, thus, extend three fundamental algorithms to multidimensional causal systems, i.e., 1) expectation-maximization (EM), 2) general forward-backward (GFB), and 3) Viterbi algorithms. In the simulations, we choose to limit ourselves to a noncausal 2-D model whose noncausality is along a single dimension, in order to significantly reduce the computational complexity. Simulation results demonstrate the superior performance, higher accuracy rate, and applicability of the proposed noncausal HMM framework to image and video classification.

A symmetric multivariate leakage correction for MEG connectomes

PubMed Central

Colclough, G.L.; Brookes, M.J.; Smith, S.M.; Woolrich, M.W.

2015-01-01

Ambiguities in the source reconstruction of magnetoencephalographic (MEG) measurements can cause spurious correlations between estimated source time-courses. In this paper, we propose a symmetric orthogonalisation method to correct for these artificial correlations between a set of multiple regions of interest (ROIs). This process enables the straightforward application of network modelling methods, including partial correlation or multivariate autoregressive modelling, to infer connectomes, or functional networks, from the corrected ROIs. Here, we apply the correction to simulated MEG recordings of simple networks and to a resting-state dataset collected from eight subjects, before computing the partial correlations between power envelopes of the corrected ROItime-courses. We show accurate reconstruction of our simulated networks, and in the analysis of real MEGresting-state connectivity, we find dense bilateral connections within the motor and visual networks, together with longer-range direct fronto-parietal connections. PMID:25862259

Optimization of seasonal ARIMA models using differential evolution - simulated annealing (DESA) algorithm in forecasting dengue cases in Baguio City

NASA Astrophysics Data System (ADS)

Addawe, Rizavel C.; Addawe, Joel M.; Magadia, Joselito C.

2016-10-01

Accurate forecasting of dengue cases would significantly improve epidemic prevention and control capabilities. This paper attempts to provide useful models in forecasting dengue epidemic specific to the young and adult population of Baguio City. To capture the seasonal variations in dengue incidence, this paper develops a robust modeling approach to identify and estimate seasonal autoregressive integrated moving average (SARIMA) models in the presence of additive outliers. Since the least squares estimators are not robust in the presence of outliers, we suggest a robust estimation based on winsorized and reweighted least squares estimators. A hybrid algorithm, Differential Evolution - Simulated Annealing (DESA), is used to identify and estimate the parameters of the optimal SARIMA model. The method is applied to the monthly reported dengue cases in Baguio City, Philippines.

Autoregressive moving average modeling for spectral parameter estimation from a multigradient echo chemical shift acquisition

PubMed Central

Taylor, Brian A.; Hwang, Ken-Pin; Hazle, John D.; Stafford, R. Jason

2009-01-01

The authors investigated the performance of the iterative Steiglitz–McBride (SM) algorithm on an autoregressive moving average (ARMA) model of signals from a fast, sparsely sampled, multiecho, chemical shift imaging (CSI) acquisition using simulation, phantom, ex vivo, and in vivo experiments with a focus on its potential usage in magnetic resonance (MR)-guided interventions. The ARMA signal model facilitated a rapid calculation of the chemical shift, apparent spin-spin relaxation time (T2*), and complex amplitudes of a multipeak system from a limited number of echoes (≤16). Numerical simulations of one- and two-peak systems were used to assess the accuracy and uncertainty in the calculated spectral parameters as a function of acquisition and tissue parameters. The measured uncertainties from simulation were compared to the theoretical Cramer–Rao lower bound (CRLB) for the acquisition. Measurements made in phantoms were used to validate the T2* estimates and to validate uncertainty estimates made from the CRLB. We demonstrated application to real-time MR-guided interventions ex vivo by using the technique to monitor a percutaneous ethanol injection into a bovine liver and in vivo to monitor a laser-induced thermal therapy treatment in a canine brain. Simulation results showed that the chemical shift and amplitude uncertainties reached their respective CRLB at a signal-to-noise ratio (SNR)≥5 for echo train lengths (ETLs)≥4 using a fixed echo spacing of 3.3 ms. T2* estimates from the signal model possessed higher uncertainties but reached the CRLB at larger SNRs and∕or ETLs. Highly accurate estimates for the chemical shift (<0.01 ppm) and amplitude (<1.0%) were obtained with ≥4 echoes and for T2* (<1.0%) with ≥7 echoes. We conclude that, over a reasonable range of SNR, the SM algorithm is a robust estimator of spectral parameters from fast CSI acquisitions that acquire ≤16 echoes for one- and two-peak systems. Preliminary ex vivo and in vivo experiments corroborated the results from simulation experiments and further indicate the potential of this technique for MR-guided interventional procedures with high spatiotemporal resolution ∼1.6×1.6×4 mm3 in ≤5 s. PMID:19378736

Hybrid stochastic simplifications for multiscale gene networks

PubMed Central

Crudu, Alina; Debussche, Arnaud; Radulescu, Ovidiu

2009-01-01

Background Stochastic simulation of gene networks by Markov processes has important applications in molecular biology. The complexity of exact simulation algorithms scales with the number of discrete jumps to be performed. Approximate schemes reduce the computational time by reducing the number of simulated discrete events. Also, answering important questions about the relation between network topology and intrinsic noise generation and propagation should be based on general mathematical results. These general results are difficult to obtain for exact models. Results We propose a unified framework for hybrid simplifications of Markov models of multiscale stochastic gene networks dynamics. We discuss several possible hybrid simplifications, and provide algorithms to obtain them from pure jump processes. In hybrid simplifications, some components are discrete and evolve by jumps, while other components are continuous. Hybrid simplifications are obtained by partial Kramers-Moyal expansion [1-3] which is equivalent to the application of the central limit theorem to a sub-model. By averaging and variable aggregation we drastically reduce simulation time and eliminate non-critical reactions. Hybrid and averaged simplifications can be used for more effective simulation algorithms and for obtaining general design principles relating noise to topology and time scales. The simplified models reproduce with good accuracy the stochastic properties of the gene networks, including waiting times in intermittence phenomena, fluctuation amplitudes and stationary distributions. The methods are illustrated on several gene network examples. Conclusion Hybrid simplifications can be used for onion-like (multi-layered) approaches to multi-scale biochemical systems, in which various descriptions are used at various scales. Sets of discrete and continuous variables are treated with different methods and are coupled together in a physically justified approach. PMID:19735554

Modeling the Land Use/Cover Change in an Arid Region Oasis City Constrained by Water Resource and Environmental Policy Change using Cellular Automata Model

NASA Astrophysics Data System (ADS)

Hu, X.; Li, X.; Lu, L.

2017-12-01

Land use/cover change (LUCC) is an important subject in the research of global environmental change and sustainable development, while spatial simulation on land use/cover change is one of the key content of LUCC and is also difficult due to the complexity of the system. The cellular automata (CA) model had an irreplaceable role in simulating of land use/cover change process due to the powerful spatial computing power. However, the majority of current CA land use/cover models were binary-state model that could not provide more general information about the overall spatial pattern of land use/cover change. Here, a multi-state logistic-regression-based Markov cellular automata (MLRMCA) model and a multi-state artificial-neural-network-based Markov cellular automata (MANNMCA) model were developed and were used to simulate complex land use/cover evolutionary process in an arid region oasis city constrained by water resource and environmental policy change, the Zhangye city during the period of 1990-2010. The results indicated that the MANNMCA model was superior to MLRMCA model in simulated accuracy. These indicated that by combining the artificial neural network with CA could more effectively capture the complex relationships between the land use/cover change and a set of spatial variables. Although the MLRMCA model were also some advantages, the MANNMCA model was more appropriate for simulating complex land use/cover dynamics. The two proposed models were effective and reliable, and could reflect the spatial evolution of regional land use/cover changes. These have also potential implications for the impact assessment of water resources, ecological restoration, and the sustainable urban development in arid areas.

A new class of accelerated kinetic Monte Carlo algorithms

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bulatov, V V; Oppelstrup, T; Athenes, M

2011-11-30

Kinetic (aka dynamic) Monte Carlo (KMC) is a powerful method for numerical simulations of time dependent evolution applied in a wide range of contexts including biology, chemistry, physics, nuclear sciences, financial engineering, etc. Generally, in a KMC the time evolution takes place one event at a time, where the sequence of events and the time intervals between them are selected (or sampled) using random numbers. While details of the method implementation vary depending on the model and context, there exist certain common issues that limit KMC applicability in almost all applications. Among such is the notorious 'flicker problem' where themore » same states of the systems are repeatedly visited but otherwise no essential evolution is observed. In its simplest form the flicker problem arises when two states are connected to each other by transitions whose rates far exceed the rates of all other transitions out of the same two states. In such cases, the model will endlessly hop between the two states otherwise producing no meaningful evolution. In most situation of practical interest, the trapping cluster includes more than two states making the flicker somewhat more difficult to detect and to deal with. Several methods have been proposed to overcome or mitigate the flicker problem, exactly [1-3] or approximately [4,5]. Of the exact methods, the one proposed by Novotny [1] is perhaps most relevant to our research. Novotny formulates the problem of escaping from a trapping cluster as a Markov system with absorbing states. Given an initial state inside the cluster, it is in principle possible to solve the Master Equation for the time dependent probabilities to find the walker in a given state (transient or absorbing) of the cluster at any time in the future. Novotny then proceeds to demonstrate implementation of his general method to trapping clusters containing the initial state plus one or two transient states and all of their absorbing states. Similar methods have been subsequently proposed in [refs] but applied in a different context. The most serious deficiency of the earlier methods is that size of the trapping cluster size is fixed and often too small to bring substantial simulation speedup. Furthermore, the overhead associated with solving for the probability distribution on the trapping cluster sometimes makes such simulations less efficient than the standard KMC. Here we report on a general and exact accelerated kinetic Monte Carlo algorithm generally applicable to arbitrary Markov models1. Two different implementations are attempted both based on incremental expansion of trapping sub-set of Markov states: (1) numerical solution of the Master Equation with absorbing states and (2) incremental graph reduction followed by randomization. Of the two implementations, the 2nd one performs better allowing, for the first time, to overcome trapping basins spanning several million Markov states. The new method is used for simulations of anomalous diffusion on a 2D substrate and of the kinetics of diffusive 1st order phase transformations in binary alloys. Depending on temperature and (alloy) super-saturation conditions, speedups of 3 to 7 orders of magnitude are demonstrated, with no compromise of simulation accuracy.« less

The Performance of Multilevel Growth Curve Models under an Autoregressive Moving Average Process

ERIC Educational Resources Information Center

Murphy, Daniel L.; Pituch, Keenan A.

2009-01-01

The authors examined the robustness of multilevel linear growth curve modeling to misspecification of an autoregressive moving average process. As previous research has shown (J. Ferron, R. Dailey, & Q. Yi, 2002; O. Kwok, S. G. West, & S. B. Green, 2007; S. Sivo, X. Fan, & L. Witta, 2005), estimates of the fixed effects were unbiased, and Type I…

Testing the Causal Links between School Climate, School Violence, and School Academic Performance: A Cross-Lagged Panel Autoregressive Model

ERIC Educational Resources Information Center

Benbenishty, Rami; Astor, Ron Avi; Roziner, Ilan; Wrabel, Stephani L.

2016-01-01

The present study explores the causal link between school climate, school violence, and a school's general academic performance over time using a school-level, cross-lagged panel autoregressive modeling design. We hypothesized that reductions in school violence and climate improvement would lead to schools' overall improved academic performance.…

Time to burn: Modeling wildland arson as an autoregressive crime function

Treesearch

Jeffrey P. Prestemon; David T. Butry

2005-01-01

Six Poisson autoregressive models of order p [PAR(p)] of daily wildland arson ignition counts are estimated for five locations in Florida (1994-2001). In addition, a fixed effects time-series Poisson model of annual arson counts is estimated for all Florida counties (1995-2001). PAR(p) model estimates reveal highly significant arson ignition autocorrelation, lasting up...

An Overview of Markov Chain Methods for the Study of Stage-Sequential Developmental Processes

ERIC Educational Resources Information Center

Kapland, David

2008-01-01

This article presents an overview of quantitative methodologies for the study of stage-sequential development based on extensions of Markov chain modeling. Four methods are presented that exemplify the flexibility of this approach: the manifest Markov model, the latent Markov model, latent transition analysis, and the mixture latent Markov model.…

Linear and nonlinear ARMA model parameter estimation using an artificial neural network

NASA Technical Reports Server (NTRS)

Chon, K. H.; Cohen, R. J.

1997-01-01

This paper addresses parametric system identification of linear and nonlinear dynamic systems by analysis of the input and output signals. Specifically, we investigate the relationship between estimation of the system using a feedforward neural network model and estimation of the system by use of linear and nonlinear autoregressive moving-average (ARMA) models. By utilizing a neural network model incorporating a polynomial activation function, we show the equivalence of the artificial neural network to the linear and nonlinear ARMA models. We compare the parameterization of the estimated system using the neural network and ARMA approaches by utilizing data generated by means of computer simulations. Specifically, we show that the parameters of a simulated ARMA system can be obtained from the neural network analysis of the simulated data or by conventional least squares ARMA analysis. The feasibility of applying neural networks with polynomial activation functions to the analysis of experimental data is explored by application to measurements of heart rate (HR) and instantaneous lung volume (ILV) fluctuations.

Population Synthesis of Radio and Y-ray Normal, Isolated Pulsars Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Billman, Caleb; Gonthier, P. L.; Harding, A. K.

2013-04-01

We present preliminary results of a population statistics study of normal pulsars (NP) from the Galactic disk using Markov Chain Monte Carlo techniques optimized according to two different methods. The first method compares the detected and simulated cumulative distributions of series of pulsar characteristics, varying the model parameters to maximize the overall agreement. The advantage of this method is that the distributions do not have to be binned. The other method varies the model parameters to maximize the log of the maximum likelihood obtained from the comparisons of four-two dimensional distributions of radio and γ-ray pulsar characteristics. The advantage of this method is that it provides a confidence region of the model parameter space. The computer code simulates neutron stars at birth using Monte Carlo procedures and evolves them to the present assuming initial spatial, kick velocity, magnetic field, and period distributions. Pulsars are spun down to the present and given radio and γ-ray emission characteristics, implementing an empirical γ-ray luminosity model. A comparison group of radio NPs detected in ten-radio surveys is used to normalize the simulation, adjusting the model radio luminosity to match a birth rate. We include the Fermi pulsars in the forthcoming second pulsar catalog. We present preliminary results comparing the simulated and detected distributions of radio and γ-ray NPs along with a confidence region in the parameter space of the assumed models. We express our gratitude for the generous support of the National Science Foundation (REU and RUI), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program.

Medium- and Long-term Prediction of LOD Change with the Leap-step Autoregressive Model

NASA Astrophysics Data System (ADS)

Liu, Q. B.; Wang, Q. J.; Lei, M. F.

2015-09-01

It is known that the accuracies of medium- and long-term prediction of changes of length of day (LOD) based on the combined least-square and autoregressive (LS+AR) decrease gradually. The leap-step autoregressive (LSAR) model is more accurate and stable in medium- and long-term prediction, therefore it is used to forecast the LOD changes in this work. Then the LOD series from EOP 08 C04 provided by IERS (International Earth Rotation and Reference Systems Service) is used to compare the effectiveness of the LSAR and traditional AR methods. The predicted series resulted from the two models show that the prediction accuracy with the LSAR model is better than that from AR model in medium- and long-term prediction.

Trans-dimensional joint inversion of seabed scattering and reflection data.

PubMed

Steininger, Gavin; Dettmer, Jan; Dosso, Stan E; Holland, Charles W

2013-03-01

This paper examines joint inversion of acoustic scattering and reflection data to resolve seabed interface roughness parameters (spectral strength, exponent, and cutoff) and geoacoustic profiles. Trans-dimensional (trans-D) Bayesian sampling is applied with both the number of sediment layers and the order (zeroth or first) of auto-regressive parameters in the error model treated as unknowns. A prior distribution that allows fluid sediment layers over an elastic basement in a trans-D inversion is derived and implemented. Three cases are considered: Scattering-only inversion, joint scattering and reflection inversion, and joint inversion with the trans-D auto-regressive error model. Including reflection data improves the resolution of scattering and geoacoustic parameters. The trans-D auto-regressive model further improves scattering resolution and correctly differentiates between strongly and weakly correlated residual errors.

Background Adjusted Alignment-Free Dissimilarity Measures Improve the Detection of Horizontal Gene Transfer.

PubMed

Tang, Kujin; Lu, Yang Young; Sun, Fengzhu

2018-01-01

Horizontal gene transfer (HGT) plays an important role in the evolution of microbial organisms including bacteria. Alignment-free methods based on single genome compositional information have been used to detect HGT. Currently, Manhattan and Euclidean distances based on tetranucleotide frequencies are the most commonly used alignment-free dissimilarity measures to detect HGT. By testing on simulated bacterial sequences and real data sets with known horizontal transferred genomic regions, we found that more advanced alignment-free dissimilarity measures such as CVTree and [Formula: see text] that take into account the background Markov sequences can solve HGT detection problems with significantly improved performance. We also studied the influence of different factors such as evolutionary distance between host and donor sequences, size of sliding window, and host genome composition on the performances of alignment-free methods to detect HGT. Our study showed that alignment-free methods can predict HGT accurately when host and donor genomes are in different order levels. Among all methods, CVTree with word length of 3, [Formula: see text] with word length 3, Markov order 1 and [Formula: see text] with word length 4, Markov order 1 outperform others in terms of their highest F 1 -score and their robustness under the influence of different factors.

Reciprocal Markov modeling of feedback mechanisms between emotion and dietary choice using experience sampling data

PubMed Central

Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H.

2015-01-01

With intensively collected longitudinal data, recent advances in Experience Sampling Method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well-equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet & Dube, 2011) that observed 160 participants’ food consumption and momentary emotions six times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal healthiness decision, the proposed Reciprocal Markov Model (RMM) can accommodate both hidden (“general” emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent to the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters. PMID:26717120

Detection of protein complex from protein-protein interaction network using Markov clustering

NASA Astrophysics Data System (ADS)

Ochieng, P. J.; Kusuma, W. A.; Haryanto, T.

2017-05-01

Detection of complexes, or groups of functionally related proteins, is an important challenge while analysing biological networks. However, existing algorithms to identify protein complexes are insufficient when applied to dense networks of experimentally derived interaction data. Therefore, we introduced a graph clustering method based on Markov clustering algorithm to identify protein complex within highly interconnected protein-protein interaction networks. Protein-protein interaction network was first constructed to develop geometrical network, the network was then partitioned using Markov clustering to detect protein complexes. The interest of the proposed method was illustrated by its application to Human Proteins associated to type II diabetes mellitus. Flow simulation of MCL algorithm was initially performed and topological properties of the resultant network were analysed for detection of the protein complex. The results indicated the proposed method successfully detect an overall of 34 complexes with 11 complexes consisting of overlapping modules and 20 non-overlapping modules. The major complex consisted of 102 proteins and 521 interactions with cluster modularity and density of 0.745 and 0.101 respectively. The comparison analysis revealed MCL out perform AP, MCODE and SCPS algorithms with high clustering coefficient (0.751) network density and modularity index (0.630). This demonstrated MCL was the most reliable and efficient graph clustering algorithm for detection of protein complexes from PPI networks.

How Kinetics within the Unfolded State Affects Protein Folding: an Analysis Based on Markov State Models and an Ultra-Long MD Trajectory

PubMed Central

Deng, Nan-jie; Dai, Wei

2013-01-01

Understanding how kinetics in the unfolded state affects protein folding is a fundamentally important yet less well-understood issue. Here we employ three different models to analyze the unfolded landscape and folding kinetics of the miniprotein Trp-cage. The first is a 208 μs explicit solvent molecular dynamics (MD) simulation from D. E. Shaw Research containing tens of folding events. The second is a Markov state model (MSM-MD) constructed from the same ultra-long MD simulation; MSM-MD can be used to generate thousands of folding events. The third is a Markov state model built from temperature replica exchange MD simulations in implicit solvent (MSM-REMD). All the models exhibit multiple folding pathways, and there is a good correspondence between the folding pathways from direct MD and those computed from the MSMs. The unfolded populations interconvert rapidly between extended and collapsed conformations on time scales ≤ 40 ns, compared with the folding time of ≈ 5 μs. The folding rates are independent of where the folding is initiated from within the unfolded ensemble. About 90 % of the unfolded states are sampled within the first 40 μs of the ultra-long MD trajectory, which on average explores ~27 % of the unfolded state ensemble between consecutive folding events. We clustered the folding pathways according to structural similarity into “tubes”, and kinetically partitioned the unfolded state into populations that fold along different tubes. From our analysis of the simulations and a simple kinetic model, we find that when the mixing within the unfolded state is comparable to or faster than folding, the folding waiting times for all the folding tubes are similar and the folding kinetics is essentially single exponential despite the presence of heterogeneous folding paths with non-uniform barriers. When the mixing is much slower than folding, different unfolded populations fold independently leading to non-exponential kinetics. A kinetic partition of the Trp-cage unfolded state is constructed which reveals that different unfolded populations have almost the same probability to fold along any of the multiple folding paths. We are investigating whether the results for the kinetics in the unfolded state of the twenty-residue Trp-cage is representative of larger single domain proteins. PMID:23705683

Markov stochasticity coordinates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

A Bayesian Approach for Summarizing and Modeling Time-Series Exposure Data with Left Censoring.

PubMed

Houseman, E Andres; Virji, M Abbas

2017-08-01

Direct reading instruments are valuable tools for measuring exposure as they provide real-time measurements for rapid decision making. However, their use is limited to general survey applications in part due to issues related to their performance. Moreover, statistical analysis of real-time data is complicated by autocorrelation among successive measurements, non-stationary time series, and the presence of left-censoring due to limit-of-detection (LOD). A Bayesian framework is proposed that accounts for non-stationary autocorrelation and LOD issues in exposure time-series data in order to model workplace factors that affect exposure and estimate summary statistics for tasks or other covariates of interest. A spline-based approach is used to model non-stationary autocorrelation with relatively few assumptions about autocorrelation structure. Left-censoring is addressed by integrating over the left tail of the distribution. The model is fit using Markov-Chain Monte Carlo within a Bayesian paradigm. The method can flexibly account for hierarchical relationships, random effects and fixed effects of covariates. The method is implemented using the rjags package in R, and is illustrated by applying it to real-time exposure data. Estimates for task means and covariates from the Bayesian model are compared to those from conventional frequentist models including linear regression, mixed-effects, and time-series models with different autocorrelation structures. Simulations studies are also conducted to evaluate method performance. Simulation studies with percent of measurements below the LOD ranging from 0 to 50% showed lowest root mean squared errors for task means and the least biased standard deviations from the Bayesian model compared to the frequentist models across all levels of LOD. In the application, task means from the Bayesian model were similar to means from the frequentist models, while the standard deviations were different. Parameter estimates for covariates were significant in some frequentist models, but in the Bayesian model their credible intervals contained zero; such discrepancies were observed in multiple datasets. Variance components from the Bayesian model reflected substantial autocorrelation, consistent with the frequentist models, except for the auto-regressive moving average model. Plots of means from the Bayesian model showed good fit to the observed data. The proposed Bayesian model provides an approach for modeling non-stationary autocorrelation in a hierarchical modeling framework to estimate task means, standard deviations, quantiles, and parameter estimates for covariates that are less biased and have better performance characteristics than some of the contemporary methods. Published by Oxford University Press on behalf of the British Occupational Hygiene Society 2017.

Rainfall Stochastic models

NASA Astrophysics Data System (ADS)

Campo, M. A.; Lopez, J. J.; Rebole, J. P.

2012-04-01

This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series were recorded every ten minutes and hourly, aggregated. Preliminary results show adequate simulation of the main features of rain. Main variables are well simulated for time series of ten minutes, also over one hour precipitation time series, which are those that generate higher rainfall hydrologic design. For coarse scales, less than one hour, rainfall durations are not appropriate under the simulation. A hypothesis may be an excessive number of simulated events, which causes further fragmentation of storms, resulting in an excess of rain "short" (less than 1 hour), and therefore also among rain events, compared with the ones that occur in the actual series.

Wheat forecast economics effect study. [value of improved information on crop inventories, production, imports and exports

NASA Technical Reports Server (NTRS)

Mehra, R. K.; Rouhani, R.; Jones, S.; Schick, I.

1980-01-01

A model to assess the value of improved information regarding the inventories, productions, exports, and imports of crop on a worldwide basis is discussed. A previously proposed model is interpreted in a stochastic control setting and the underlying assumptions of the model are revealed. In solving the stochastic optimization problem, the Markov programming approach is much more powerful and exact as compared to the dynamic programming-simulation approach of the original model. The convergence of a dual variable Markov programming algorithm is shown to be fast and efficient. A computer program for the general model of multicountry-multiperiod is developed. As an example, the case of one country-two periods is treated and the results are presented in detail. A comparison with the original model results reveals certain interesting aspects of the algorithms and the dependence of the value of information on the incremental cost function.

[Prediction method of rural landscape pattern evolution based on life cycle: a case study of Jinjing Town, Hunan Province, China].

PubMed

Ji, Xiang; Liu, Li-Ming; Li, Hong-Qing

2014-11-01

Taking Jinjing Town in Dongting Lake area as a case, this paper analyzed the evolution of rural landscape patterns by means of life cycle theory, simulated the evolution cycle curve, and calculated its evolution period, then combining CA-Markov model, a complete prediction model was built based on the rule of rural landscape change. The results showed that rural settlement and paddy landscapes of Jinjing Town would change most in 2020, with the rural settlement landscape increased to 1194.01 hm2 and paddy landscape greatly reduced to 3090.24 hm2. The quantitative and spatial prediction accuracies of the model were up to 99.3% and 96.4%, respectively, being more explicit than single CA-Markov model. The prediction model of rural landscape patterns change proposed in this paper would be helpful for rural landscape planning in future.

Hidden Markov Item Response Theory Models for Responses and Response Times.

PubMed

Molenaar, Dylan; Oberski, Daniel; Vermunt, Jeroen; De Boeck, Paul

2016-01-01

Current approaches to model responses and response times to psychometric tests solely focus on between-subject differences in speed and ability. Within subjects, speed and ability are assumed to be constants. Violations of this assumption are generally absorbed in the residual of the model. As a result, within-subject departures from the between-subject speed and ability level remain undetected. These departures may be of interest to the researcher as they reflect differences in the response processes adopted on the items of a test. In this article, we propose a dynamic approach for responses and response times based on hidden Markov modeling to account for within-subject differences in responses and response times. A simulation study is conducted to demonstrate acceptable parameter recovery and acceptable performance of various fit indices in distinguishing between different models. In addition, both a confirmatory and an exploratory application are presented to demonstrate the practical value of the modeling approach.

Markov state models and molecular alchemy

NASA Astrophysics Data System (ADS)

Schütte, Christof; Nielsen, Adam; Weber, Marcus

2015-01-01

In recent years, Markov state models (MSMs) have attracted a considerable amount of attention with regard to modelling conformation changes and associated function of biomolecular systems. They have been used successfully, e.g. for peptides including time-resolved spectroscopic experiments, protein function and protein folding , DNA and RNA, and ligand-receptor interaction in drug design and more complicated multivalent scenarios. In this article, a novel reweighting scheme is introduced that allows to construct an MSM for certain molecular system out of an MSM for a similar system. This permits studying how molecular properties on long timescales differ between similar molecular systems without performing full molecular dynamics simulations for each system under consideration. The performance of the reweighting scheme is illustrated for simple test cases, including one where the main wells of the respective energy landscapes are located differently and an alchemical transformation of butane to pentane where the dimension of the state space is changed.

Microscopic theory of energy dissipation and decoherence in open systems: A quantum Fermi's golden rule

NASA Astrophysics Data System (ADS)

Taj, D.; Iotti, R. C.; Rossi, F.

2009-11-01

We shall revisit the conventional adiabatic or Markov approximation, which — contrary to the semiclassical case- does not preserve the positive-definite character of the corresponding density matrix, thus leading to highly non-physical results. To overcome this serious limitation, originally addressed by Davies and co-workers almost three decades ago, we shall propose an alternative more general adiabatic procedure, able to provide a reliable/robust treatment of energy-dissipation and dephasing processes in electronic quantum devices. Unlike standard master-equation formulations, our procedure guarantees a positive evolution for a variety of physical subsystem (including the common partial trace), and quantum scattering rates are well defined even for subsystems with internal structure/ continuous energy spectrum. We shall compare the proposed Markov dissipation model with the conventional one also through basic simulations of energy-relaxation versus decoherence channels in prototypical semiconductor nanodevices.

Using Markov Chains and Multi-Objective Optimization for Energy-Efficient Context Recognition †

PubMed Central

Janko, Vito

2017-01-01

The recognition of the user’s context with wearable sensing systems is a common problem in ubiquitous computing. However, the typically small battery of such systems often makes continuous recognition impractical. The strain on the battery can be reduced if the sensor setting is adapted to each context. We propose a method that efficiently finds near-optimal sensor settings for each context. It uses Markov chains to simulate the behavior of the system in different configurations and the multi-objective genetic algorithm to find a set of good non-dominated configurations. The method was evaluated on three real-life datasets and found good trade-offs between the system’s energy expenditure and the system’s accuracy. One of the solutions, for example, consumed five-times less energy than the default one, while sacrificing only two percentage points of accuracy. PMID:29286301

Auxiliary Parameter MCMC for Exponential Random Graph Models

NASA Astrophysics Data System (ADS)

Byshkin, Maksym; Stivala, Alex; Mira, Antonietta; Krause, Rolf; Robins, Garry; Lomi, Alessandro

2016-11-01

Exponential random graph models (ERGMs) are a well-established family of statistical models for analyzing social networks. Computational complexity has so far limited the appeal of ERGMs for the analysis of large social networks. Efficient computational methods are highly desirable in order to extend the empirical scope of ERGMs. In this paper we report results of a research project on the development of snowball sampling methods for ERGMs. We propose an auxiliary parameter Markov chain Monte Carlo (MCMC) algorithm for sampling from the relevant probability distributions. The method is designed to decrease the number of allowed network states without worsening the mixing of the Markov chains, and suggests a new approach for the developments of MCMC samplers for ERGMs. We demonstrate the method on both simulated and actual (empirical) network data and show that it reduces CPU time for parameter estimation by an order of magnitude compared to current MCMC methods.

Monitoring Farmland Loss Caused by Urbanization in Beijing from Modis Time Series Using Hierarchical Hidden Markov Model

NASA Astrophysics Data System (ADS)

Yuan, Y.; Meng, Y.; Chen, Y. X.; Jiang, C.; Yue, A. Z.

2018-04-01

In this study, we proposed a method to map urban encroachment onto farmland using satellite image time series (SITS) based on the hierarchical hidden Markov model (HHMM). In this method, the farmland change process is decomposed into three hierarchical levels, i.e., the land cover level, the vegetation phenology level, and the SITS level. Then a three-level HHMM is constructed to model the multi-level semantic structure of farmland change process. Once the HHMM is established, a change from farmland to built-up could be detected by inferring the underlying state sequence that is most likely to generate the input time series. The performance of the method is evaluated on MODIS time series in Beijing. Results on both simulated and real datasets demonstrate that our method improves the change detection accuracy compared with the HMM-based method.

Cardiac sodium channel Markov model with temperature dependence and recovery from inactivation.

PubMed Central

Irvine, L A; Jafri, M S; Winslow, R L

1999-01-01

A Markov model of the cardiac sodium channel is presented. The model is similar to the CA1 hippocampal neuron sodium channel model developed by Kuo and Bean (1994. Neuron. 12:819-829) with the following modifications: 1) an additional open state is added; 2) open-inactivated transitions are made voltage-dependent; and 3) channel rate constants are exponential functions of enthalpy, entropy, and voltage and have explicit temperature dependence. Model parameters are determined using a simulated annealing algorithm to minimize the error between model responses and various experimental data sets. The model reproduces a wide range of experimental data including ionic currents, gating currents, tail currents, steady-state inactivation, recovery from inactivation, and open time distributions over a temperature range of 10 degrees C to 25 degrees C. The model also predicts measures of single channel activity such as first latency, probability of a null sweep, and probability of reopening. PMID:10096885

Characterization of autoregressive processes using entropic quantifiers

NASA Astrophysics Data System (ADS)

Traversaro, Francisco; Redelico, Francisco O.

2018-01-01

The aim of the contribution is to introduce a novel information plane, the causal-amplitude informational plane. As previous works seems to indicate, Bandt and Pompe methodology for estimating entropy does not allow to distinguish between probability distributions which could be fundamental for simulation or for probability analysis purposes. Once a time series is identified as stochastic by the causal complexity-entropy informational plane, the novel causal-amplitude gives a deeper understanding of the time series, quantifying both, the autocorrelation strength and the probability distribution of the data extracted from the generating processes. Two examples are presented, one from climate change model and the other from financial markets.

Streakline-based closed-loop control of a bluff body flow

NASA Astrophysics Data System (ADS)

Roca, Pablo; Cammilleri, Ada; Duriez, Thomas; Mathelin, Lionel; Artana, Guillermo

2014-04-01

A novel closed-loop control methodology is introduced to stabilize a cylinder wake flow based on images of streaklines. Passive scalar tracers are injected upstream the cylinder and their concentration is monitored downstream at certain image sectors of the wake. An AutoRegressive with eXogenous inputs mathematical model is built from these images and a Generalized Predictive Controller algorithm is used to compute the actuation required to stabilize the wake by adding momentum tangentially to the cylinder wall through plasma actuators. The methodology is new and has real-world applications. It is demonstrated on a numerical simulation and the provided results show that good performances are achieved.

Efficiency reduction and pseudo-convergence in replica exchange sampling of peptide folding unfolding equilibria

NASA Astrophysics Data System (ADS)

Denschlag, Robert; Lingenheil, Martin; Tavan, Paul

2008-06-01

Replica exchange (RE) molecular dynamics (MD) simulations are frequently applied to sample the folding-unfolding equilibria of β-hairpin peptides in solution, because efficiency gains are expected from this technique. Using a three-state Markov model featuring key aspects of β-hairpin folding we show that RE simulations can be less efficient than conventional techniques. Furthermore we demonstrate that one is easily seduced to erroneously assign convergence to the RE sampling, because RE ensembles can rapidly reach long-lived stationary states. We conclude that typical REMD simulations covering a few tens of nanoseconds are by far too short for sufficient sampling of β-hairpin folding-unfolding equilibria.

Texture classification using autoregressive filtering

NASA Technical Reports Server (NTRS)

Lawton, W. M.; Lee, M.

1984-01-01

A general theory of image texture models is proposed and its applicability to the problem of scene segmentation using texture classification is discussed. An algorithm, based on half-plane autoregressive filtering, which optimally utilizes second order statistics to discriminate between texture classes represented by arbitrary wide sense stationary random fields is described. Empirical results of applying this algorithm to natural and sysnthesized scenes are presented and future research is outlined.

Bootstrap simulation, Markov decision process models, and role of discounting in the valuation of ecological criteria in uneven-aged forest management

Treesearch

Mo Zhou; Joseph Buongiorno; Jingjing Liang

2012-01-01

Besides the market value of timber, forests provide substantial nonmarket benefits, especially with continuous-cover silviculture, which have long been acknowledged by forest managers. They include wildlife habitat (e.g. Bevers and Hof 1999), carbon sequestration (e.g. Dewar and Cannell 1992), biodiversity (e.g. Kangas and Kuusipalo 1993; Austin and Meyers 1999),...

An example of complex modelling in dentistry using Markov chain Monte Carlo (MCMC) simulation.

PubMed

Helfenstein, Ulrich; Menghini, Giorgio; Steiner, Marcel; Murati, Francesca

2002-09-01

In the usual regression setting one regression line is computed for a whole data set. In a more complex situation, each person may be observed for example at several points in time and thus a regression line might be calculated for each person. Additional complexities, such as various forms of errors in covariables may make a straightforward statistical evaluation difficult or even impossible. During recent years methods have been developed allowing convenient analysis of problems where the data and the corresponding models show these and many other forms of complexity. The methodology makes use of a Bayesian approach and Markov chain Monte Carlo (MCMC) simulations. The methods allow the construction of increasingly elaborate models by building them up from local sub-models. The essential structure of the models can be represented visually by directed acyclic graphs (DAG). This attractive property allows communication and discussion of the essential structure and the substantial meaning of a complex model without needing algebra. After presentation of the statistical methods an example from dentistry is presented in order to demonstrate their application and use. The dataset of the example had a complex structure; each of a set of children was followed up over several years. The number of new fillings in permanent teeth had been recorded at several ages. The dependent variables were markedly different from the normal distribution and could not be transformed to normality. In addition, explanatory variables were assumed to be measured with different forms of error. Illustration of how the corresponding models can be estimated conveniently via MCMC simulation, in particular, 'Gibbs sampling', using the freely available software BUGS is presented. In addition, how the measurement error may influence the estimates of the corresponding coefficients is explored. It is demonstrated that the effect of the independent variable on the dependent variable may be markedly underestimated if the measurement error is not taken into account ('regression dilution bias'). Markov chain Monte Carlo methods may be of great value to dentists in allowing analysis of data sets which exhibit a wide range of different forms of complexity.

Medical imaging feasibility in body fluids using Markov chains

NASA Astrophysics Data System (ADS)

Kavehrad, M.; Armstrong, A. D.

2017-02-01

A relatively wide field-of-view and high resolution imaging is necessary for navigating the scope within the body, inspecting tissue, diagnosing disease, and guiding surgical interventions. As the large number of modes available in the multimode fibers (MMF) provides higher resolution, MMFs could replace the millimeters-thick bundles of fibers and lenses currently used in endoscopes. However, attributes of body fluids and obscurants such as blood, impose perennial limitations on resolution and reliability of optical imaging inside human body. To design and evaluate optimum imaging techniques that operate under realistic body fluids conditions, a good understanding of the channel (medium) behavior is necessary. In most prior works, Monte-Carlo Ray Tracing (MCRT) algorithm has been used to analyze the channel behavior. This task is quite numerically intensive. The focus of this paper is on investigating the possibility of simplifying this task by a direct extraction of state transition matrices associated with standard Markov modeling from the MCRT computer simulations programs. We show that by tracing a photon's trajectory in the body fluids via a Markov chain model, the angular distribution can be calculated by simple matrix multiplications. We also demonstrate that the new approach produces result that are close to those obtained by MCRT and other known methods. Furthermore, considering the fact that angular, spatial, and temporal distributions of energy are inter-related, mixing time of Monte- Carlo Markov Chain (MCMC) for different types of liquid concentrations is calculated based on Eigen-analysis of the state transition matrix and possibility of imaging in scattering media are investigated. To this end, we have started to characterize the body fluids that reduce the resolution of imaging [1].

Thermodynamically accurate modeling of the catalytic cycle of photosynthetic oxygen evolution: a mathematical solution to asymmetric Markov chains.

PubMed

Vinyard, David J; Zachary, Chase E; Ananyev, Gennady; Dismukes, G Charles

2013-07-01

Forty-three years ago, Kok and coworkers introduced a phenomenological model describing period-four oscillations in O2 flash yields during photosynthetic water oxidation (WOC), which had been first reported by Joliot and coworkers. The original two-parameter Kok model was subsequently extended in its level of complexity to better simulate diverse data sets, including intact cells and isolated PSII-WOCs, but at the expense of introducing physically unrealistic assumptions necessary to enable numerical solutions. To date, analytical solutions have been found only for symmetric Kok models (inefficiencies are equally probable for all intermediates, called "S-states"). However, it is widely accepted that S-state reaction steps are not identical and some are not reversible (by thermodynamic restraints) thereby causing asymmetric cycles. We have developed a mathematically more rigorous foundation that eliminates unphysical assumptions known to be in conflict with experiments and adopts a new experimental constraint on solutions. This new algorithm termed STEAMM for S-state Transition Eigenvalues of Asymmetric Markov Models enables solutions to models having fewer adjustable parameters and uses automated fitting to experimental data sets, yielding higher accuracy and precision than the classic Kok or extended Kok models. This new tool provides a general mathematical framework for analyzing damped oscillations arising from any cycle period using any appropriate Markov model, regardless of symmetry. We illustrate applications of STEAMM that better describe the intrinsic inefficiencies for photon-to-charge conversion within PSII-WOCs that are responsible for damped period-four and period-two oscillations of flash O2 yields across diverse species, while using simpler Markov models free from unrealistic assumptions. Copyright © 2013 Elsevier B.V. All rights reserved.

Conventional and advanced time series estimation: application to the Australian and New Zealand Intensive Care Society (ANZICS) adult patient database, 1993-2006.

PubMed

Moran, John L; Solomon, Patricia J

2011-02-01

Time series analysis has seen limited application in the biomedical Literature. The utility of conventional and advanced time series estimators was explored for intensive care unit (ICU) outcome series. Monthly mean time series, 1993-2006, for hospital mortality, severity-of-illness score (APACHE III), ventilation fraction and patient type (medical and surgical), were generated from the Australia and New Zealand Intensive Care Society adult patient database. Analyses encompassed geographical seasonal mortality patterns, series structural time changes, mortality series volatility using autoregressive moving average and Generalized Autoregressive Conditional Heteroscedasticity models in which predicted variances are updated adaptively, and bivariate and multivariate (vector error correction models) cointegrating relationships between series. The mortality series exhibited marked seasonality, declining mortality trend and substantial autocorrelation beyond 24 lags. Mortality increased in winter months (July-August); the medical series featured annual cycling, whereas the surgical demonstrated long and short (3-4 months) cycling. Series structural breaks were apparent in January 1995 and December 2002. The covariance stationary first-differenced mortality series was consistent with a seasonal autoregressive moving average process; the observed conditional-variance volatility (1993-1995) and residual Autoregressive Conditional Heteroscedasticity effects entailed a Generalized Autoregressive Conditional Heteroscedasticity model, preferred by information criterion and mean model forecast performance. Bivariate cointegration, indicating long-term equilibrium relationships, was established between mortality and severity-of-illness scores at the database level and for categories of ICUs. Multivariate cointegration was demonstrated for {log APACHE III score, log ICU length of stay, ICU mortality and ventilation fraction}. A system approach to understanding series time-dependence may be established using conventional and advanced econometric time series estimators. © 2010 Blackwell Publishing Ltd.

A compositional framework for Markov processes

NASA Astrophysics Data System (ADS)

Baez, John C.; Fong, Brendan; Pollard, Blake S.

2016-03-01

We define the concept of an "open" Markov process, or more precisely, continuous-time Markov chain, which is one where probability can flow in or out of certain states called "inputs" and "outputs." One can build up a Markov process from smaller open pieces. This process is formalized by making open Markov processes into the morphisms of a dagger compact category. We show that the behavior of a detailed balanced open Markov process is determined by a principle of minimum dissipation, closely related to Prigogine's principle of minimum entropy production. Using this fact, we set up a functor mapping open detailed balanced Markov processes to open circuits made of linear resistors. We also describe how to "black box" an open Markov process, obtaining the linear relation between input and output data that holds in any steady state, including nonequilibrium steady states with a nonzero flow of probability through the system. We prove that black boxing gives a symmetric monoidal dagger functor sending open detailed balanced Markov processes to Lagrangian relations between symplectic vector spaces. This allows us to compute the steady state behavior of an open detailed balanced Markov process from the behaviors of smaller pieces from which it is built. We relate this black box functor to a previously constructed black box functor for circuits.

Computer simulation of the activity of the elderly person living independently in a Health Smart Home.

PubMed

Noury, N; Hadidi, T

2012-12-01

We propose a simulator of human activities collected with presence sensors in our experimental Health Smart Home "Habitat Intelligent pour la Sante (HIS)". We recorded 1492 days of data on several experimental HIS during the French national project "AILISA". On these real data, we built a mathematical model of the behavior of the data series, based on "Hidden Markov Models" (HMM). The model is then played on a computer to produce simulated data series with added flexibility to adjust the parameters in various scenarios. We also tested several methods to measure the similarity between our real and simulated data. Our simulator can produce large data base which can be further used to evaluate the algorithms to raise an alarm in case of loss in autonomy. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

Parallel stochastic simulation of macroscopic calcium currents.

PubMed

González-Vélez, Virginia; González-Vélez, Horacio

2007-06-01

This work introduces MACACO, a macroscopic calcium currents simulator. It provides a parameter-sweep framework which computes macroscopic Ca(2+) currents from the individual aggregation of unitary currents, using a stochastic model for L-type Ca(2+) channels. MACACO uses a simplified 3-state Markov model to simulate the response of each Ca(2+) channel to different voltage inputs to the cell. In order to provide an accurate systematic view for the stochastic nature of the calcium channels, MACACO is composed of an experiment generator, a central simulation engine and a post-processing script component. Due to the computational complexity of the problem and the dimensions of the parameter space, the MACACO simulation engine employs a grid-enabled task farm. Having been designed as a computational biology tool, MACACO heavily borrows from the way cell physiologists conduct and report their experimental work.

Origins of the rings of Uranus and Neptune. I - Statistics of satellite disruptions

NASA Technical Reports Server (NTRS)

Colwell, Joshua E.; Esposito, Larry W.

1992-01-01

The origin of the rings of Uranus and Neptune is considered by performing two types of stochastic simulations of the collisional history of small moons: Monte Carlo simulations in which only the largest surviving fragments from each disruption is followed, and a Markov chain approach which makes it possible to follow the size distribution from each disruption to arbitrarily small sizes. Results indicate that the population of small satellites around Uranus and Neptune have evolved through catastrophic fragmentation since the end of planet and satellite formation 3 to 4 billion years ago.

Massively parallel multicanonical simulations

NASA Astrophysics Data System (ADS)

Gross, Jonathan; Zierenberg, Johannes; Weigel, Martin; Janke, Wolfhard

2018-03-01

Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free-energy landscapes. As Markov chain methods, they are inherently serial computationally. It was demonstrated recently, however, that a combination of independent simulations that communicate weight updates at variable intervals allows for the efficient utilization of parallel computational resources for multicanonical simulations. Implementing this approach for the many-thread architecture provided by current generations of graphics processing units (GPUs), we show how it can be efficiently employed with of the order of 104 parallel walkers and beyond, thus constituting a versatile tool for Monte Carlo simulations in the era of massively parallel computing. We provide the fully documented source code for the approach applied to the paradigmatic example of the two-dimensional Ising model as starting point and reference for practitioners in the field.

Kumaraswamy autoregressive moving average models for double bounded environmental data

NASA Astrophysics Data System (ADS)

Bayer, Fábio Mariano; Bayer, Débora Missio; Pumi, Guilherme

2017-12-01

In this paper we introduce the Kumaraswamy autoregressive moving average models (KARMA), which is a dynamic class of models for time series taking values in the double bounded interval (a,b) following the Kumaraswamy distribution. The Kumaraswamy family of distribution is widely applied in many areas, especially hydrology and related fields. Classical examples are time series representing rates and proportions observed over time. In the proposed KARMA model, the median is modeled by a dynamic structure containing autoregressive and moving average terms, time-varying regressors, unknown parameters and a link function. We introduce the new class of models and discuss conditional maximum likelihood estimation, hypothesis testing inference, diagnostic analysis and forecasting. In particular, we provide closed-form expressions for the conditional score vector and conditional Fisher information matrix. An application to environmental real data is presented and discussed.

Fractal and chaotic laws on seismic dissipated energy in an energy system of engineering structures

NASA Astrophysics Data System (ADS)

Cui, Yu-Hong; Nie, Yong-An; Yan, Zong-Da; Wu, Guo-You

1998-09-01

Fractal and chaotic laws of engineering structures are discussed in this paper, it means that the intrinsic essences and laws on dynamic systems which are made from seismic dissipated energy intensity E d and intensity of seismic dissipated energy moment I e are analyzed. Based on the intrinsic characters of chaotic and fractal dynamic system of E d and I e, three kinds of approximate dynamic models are rebuilt one by one: index autoregressive model, threshold autoregressive model and local-approximate autoregressive model. The innate laws, essences and systematic error of evolutional behavior I e are explained over all, the short-term behavior predictability and long-term behavior probability of which are analyzed in the end. That may be valuable for earthquake-resistant theory and analysis method in practical engineering structures.

Pyvolve: A Flexible Python Module for Simulating Sequences along Phylogenies.

PubMed

Spielman, Stephanie J; Wilke, Claus O

2015-01-01

We introduce Pyvolve, a flexible Python module for simulating genetic data along a phylogeny using continuous-time Markov models of sequence evolution. Easily incorporated into Python bioinformatics pipelines, Pyvolve can simulate sequences according to most standard models of nucleotide, amino-acid, and codon sequence evolution. All model parameters are fully customizable. Users can additionally specify custom evolutionary models, with custom rate matrices and/or states to evolve. This flexibility makes Pyvolve a convenient framework not only for simulating sequences under a wide variety of conditions, but also for developing and testing new evolutionary models. Pyvolve is an open-source project under a FreeBSD license, and it is available for download, along with a detailed user-manual and example scripts, from http://github.com/sjspielman/pyvolve.

Cloud-based simulations on Google Exacycle reveal ligand modulation of GPCR activation pathways

NASA Astrophysics Data System (ADS)

Kohlhoff, Kai J.; Shukla, Diwakar; Lawrenz, Morgan; Bowman, Gregory R.; Konerding, David E.; Belov, Dan; Altman, Russ B.; Pande, Vijay S.

2014-01-01

Simulations can provide tremendous insight into the atomistic details of biological mechanisms, but micro- to millisecond timescales are historically only accessible on dedicated supercomputers. We demonstrate that cloud computing is a viable alternative that brings long-timescale processes within reach of a broader community. We used Google's Exacycle cloud-computing platform to simulate two milliseconds of dynamics of a major drug target, the G-protein-coupled receptor β2AR. Markov state models aggregate independent simulations into a single statistical model that is validated by previous computational and experimental results. Moreover, our models provide an atomistic description of the activation of a G-protein-coupled receptor and reveal multiple activation pathways. Agonists and inverse agonists interact differentially with these pathways, with profound implications for drug design.

Stochastic parameterization of shallow cumulus convection estimated from high-resolution model data

NASA Astrophysics Data System (ADS)

Dorrestijn, Jesse; Crommelin, Daan T.; Siebesma, A. Pier.; Jonker, Harm J. J.

2013-02-01

In this paper, we report on the development of a methodology for stochastic parameterization of convective transport by shallow cumulus convection in weather and climate models. We construct a parameterization based on Large-Eddy Simulation (LES) data. These simulations resolve the turbulent fluxes of heat and moisture and are based on a typical case of non-precipitating shallow cumulus convection above sea in the trade-wind region. Using clustering, we determine a finite number of turbulent flux pairs for heat and moisture that are representative for the pairs of flux profiles observed in these simulations. In the stochastic parameterization scheme proposed here, the convection scheme jumps randomly between these pre-computed pairs of turbulent flux profiles. The transition probabilities are estimated from the LES data, and they are conditioned on the resolved-scale state in the model column. Hence, the stochastic parameterization is formulated as a data-inferred conditional Markov chain (CMC), where each state of the Markov chain corresponds to a pair of turbulent heat and moisture fluxes. The CMC parameterization is designed to emulate, in a statistical sense, the convective behaviour observed in the LES data. The CMC is tested in single-column model (SCM) experiments. The SCM is able to reproduce the ensemble spread of the temperature and humidity that was observed in the LES data. Furthermore, there is a good similarity between time series of the fractions of the discretized fluxes produced by SCM and observed in LES.

Singular Spectrum Analysis for Astronomical Time Series: Constructing a Parsimonious Hypothesis Test

NASA Astrophysics Data System (ADS)

Greco, G.; Kondrashov, D.; Kobayashi, S.; Ghil, M.; Branchesi, M.; Guidorzi, C.; Stratta, G.; Ciszak, M.; Marino, F.; Ortolan, A.

We present a data-adaptive spectral method - Monte Carlo Singular Spectrum Analysis (MC-SSA) - and its modification to tackle astrophysical problems. Through numerical simulations we show the ability of the MC-SSA in dealing with 1/f β power-law noise affected by photon counting statistics. Such noise process is simulated by a first-order autoregressive, AR(1) process corrupted by intrinsic Poisson noise. In doing so, we statistically estimate a basic stochastic variation of the source and the corresponding fluctuations due to the quantum nature of light. In addition, MC-SSA test retains its effectiveness even when a significant percentage of the signal falls below a certain level of detection, e.g., caused by the instrument sensitivity. The parsimonious approach presented here may be broadly applied, from the search for extrasolar planets to the extraction of low-intensity coherent phenomena probably hidden in high energy transients.

Brillouin Scattering Spectrum Analysis Based on Auto-Regressive Spectral Estimation

NASA Astrophysics Data System (ADS)

Huang, Mengyun; Li, Wei; Liu, Zhangyun; Cheng, Linghao; Guan, Bai-Ou

2018-06-01

Auto-regressive (AR) spectral estimation technology is proposed to analyze the Brillouin scattering spectrum in Brillouin optical time-domain refelectometry. It shows that AR based method can reliably estimate the Brillouin frequency shift with an accuracy much better than fast Fourier transform (FFT) based methods provided the data length is not too short. It enables about 3 times improvement over FFT at a moderate spatial resolution.

Irreversible Local Markov Chains with Rapid Convergence towards Equilibrium.

PubMed

Kapfer, Sebastian C; Krauth, Werner

2017-12-15

We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heat bath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric SEP (TASEP), and by a faster variant (lifted TASEP) that we propose here. We discuss how our irreversible hard-sphere Markov chains generalize to arbitrary repulsive pair interactions and carry over to higher dimensions through the concept of lifted Markov chains and the recently introduced factorized Metropolis acceptance rule.

Irreversible Local Markov Chains with Rapid Convergence towards Equilibrium

NASA Astrophysics Data System (ADS)

Kapfer, Sebastian C.; Krauth, Werner

2017-12-01

We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heat bath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric SEP (TASEP), and by a faster variant (lifted TASEP) that we propose here. We discuss how our irreversible hard-sphere Markov chains generalize to arbitrary repulsive pair interactions and carry over to higher dimensions through the concept of lifted Markov chains and the recently introduced factorized Metropolis acceptance rule.

Spatial analysis of paediatric swimming pool submersions by housing type.

PubMed

Shenoi, Rohit P; Levine, Ned; Jones, Jennifer L; Frost, Mary H; Koerner, Christine E; Fraser, John J

2015-08-01

Drowning is a major cause of unintentional childhood death. The relationship between childhood swimming pool submersions, neighbourhood sociodemographics, housing type and swimming pool location was examined in Harris County, Texas. Childhood pool submersion incidents were examined for spatial clustering using the Nearest Neighbor Hierarchical Cluster (Nnh) algorithm. To relate submersions to predictive factors, an Markov Chain Monte Carlo (MCMC) Poisson-Lognormal-Conditional Autoregressive (CAR) spatial regression model was tested at the census tract level. There were 260 submersions; 49 were fatal. Forty-two per cent occurred at single-family residences and 36% at multifamily residential buildings. The risk of a submersion was 2.7 times higher for a child at a multifamily than a single-family residence and 28 times more likely in a multifamily swimming pool than a single family pool. However, multifamily submersions were clustered because of the concentration of such buildings with pools. Spatial clustering did not occur in single-family residences. At the tract level, submersions in single-family and multifamily residences were best predicted by the number of pools by housing type and the number of children aged 0-17 by housing type. Paediatric swimming pool submersions in multifamily buildings are spatially clustered. The likelihood of submersions is higher for children who live in multifamily buildings with pools than those who live in single-family homes with pools. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://group.bmj.com/group/rights-licensing/permissions.

Bayesian Analysis of Non-Gaussian Long-Range Dependent Processes

NASA Astrophysics Data System (ADS)

Graves, T.; Franzke, C.; Gramacy, R. B.; Watkins, N. W.

2012-12-01

Recent studies have strongly suggested that surface temperatures exhibit long-range dependence (LRD). The presence of LRD would hamper the identification of deterministic trends and the quantification of their significance. It is well established that LRD processes exhibit stochastic trends over rather long periods of time. Thus, accurate methods for discriminating between physical processes that possess long memory and those that do not are an important adjunct to climate modeling. We have used Markov Chain Monte Carlo algorithms to perform a Bayesian analysis of Auto-Regressive Fractionally-Integrated Moving-Average (ARFIMA) processes, which are capable of modeling LRD. Our principal aim is to obtain inference about the long memory parameter, d,with secondary interest in the scale and location parameters. We have developed a reversible-jump method enabling us to integrate over different model forms for the short memory component. We initially assume Gaussianity, and have tested the method on both synthetic and physical time series such as the Central England Temperature. Many physical processes, for example the Faraday time series from Antarctica, are highly non-Gaussian. We have therefore extended this work by weakening the Gaussianity assumption. Specifically, we assume a symmetric α -stable distribution for the innovations. Such processes provide good, flexible, initial models for non-Gaussian processes with long memory. We will present a study of the dependence of the posterior variance σ d of the memory parameter d on the length of the time series considered. This will be compared with equivalent error diagnostics for other measures of d.

A Comparison of Forecast Error Generators for Modeling Wind and Load Uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lu, Ning; Diao, Ruisheng; Hafen, Ryan P.

2013-07-25

This paper presents four algorithms to generate random forecast error time series. The performance of four algorithms is compared. The error time series are used to create real-time (RT), hour-ahead (HA), and day-ahead (DA) wind and load forecast time series that statistically match historically observed forecasting data sets used in power grid operation to study the net load balancing need in variable generation integration studies. The four algorithms are truncated-normal distribution models, state-space based Markov models, seasonal autoregressive moving average (ARMA) models, and a stochastic-optimization based approach. The comparison is made using historical DA load forecast and actual load valuesmore » to generate new sets of DA forecasts with similar stoical forecast error characteristics (i.e., mean, standard deviation, autocorrelation, and cross-correlation). The results show that all methods generate satisfactory results. One method may preserve one or two required statistical characteristics better the other methods, but may not preserve other statistical characteristics as well compared with the other methods. Because the wind and load forecast error generators are used in wind integration studies to produce wind and load forecasts time series for stochastic planning processes, it is sometimes critical to use multiple methods to generate the error time series to obtain a statistically robust result. Therefore, this paper discusses and compares the capabilities of each algorithm to preserve the characteristics of the historical forecast data sets.« less

Modeling and mapping abundance of American Woodcock across the Midwestern and Northeastern United States

USGS Publications Warehouse

Thogmartin, W.E.; Sauer, J.R.; Knutson, M.G.

2007-01-01

We used an over-dispersed Poisson regression with fixed and random effects, fitted by Markov chain Monte Carlo methods, to model population spatial patterns of relative abundance of American woodcock (Scolopax minor) across its breeding range in the United States. We predicted North American woodcock Singing Ground Survey counts with a log-linear function of explanatory variables describing habitat, year effects, and observer effects. The model also included a conditional autoregressive term representing potential correlation between adjacent route counts. Categories of explanatory habitat variables in the model included land-cover composition, climate, terrain heterogeneity, and human influence. Woodcock counts were higher in landscapes with more forest, especially aspen (Populus tremuloides) and birch (Betula spp.) forest, and in locations with a high degree of interspersion among forest, shrubs, and grasslands. Woodcock counts were lower in landscapes with a high degree of human development. The most noteworthy practical application of this spatial modeling approach was the ability to map predicted relative abundance. Based on a map of predicted relative abundance derived from the posterior parameter estimates, we identified major concentrations of woodcock abundance in east-central Minnesota, USA, the intersection of Vermont, USA, New York, USA, and Ontario, Canada, the upper peninsula of Michigan, USA, and St. Lawrence County, New York. The functional relations we elucidated for the American woodcock provide a basis for the development of management programs and the model and map may serve to focus management and monitoring on areas and habitat features important to American woodcock.

An accurate nonlinear stochastic model for MEMS-based inertial sensor error with wavelet networks

NASA Astrophysics Data System (ADS)

El-Diasty, Mohammed; El-Rabbany, Ahmed; Pagiatakis, Spiros

2007-12-01

The integration of Global Positioning System (GPS) with Inertial Navigation System (INS) has been widely used in many applications for positioning and orientation purposes. Traditionally, random walk (RW), Gauss-Markov (GM), and autoregressive (AR) processes have been used to develop the stochastic model in classical Kalman filters. The main disadvantage of classical Kalman filter is the potentially unstable linearization of the nonlinear dynamic system. Consequently, a nonlinear stochastic model is not optimal in derivative-based filters due to the expected linearization error. With a derivativeless-based filter such as the unscented Kalman filter or the divided difference filter, the filtering process of a complicated highly nonlinear dynamic system is possible without linearization error. This paper develops a novel nonlinear stochastic model for inertial sensor error using a wavelet network (WN). A wavelet network is a highly nonlinear model, which has recently been introduced as a powerful tool for modelling and prediction. Static and kinematic data sets are collected using a MEMS-based IMU (DQI-100) to develop the stochastic model in the static mode and then implement it in the kinematic mode. The derivativeless-based filtering method using GM, AR, and the proposed WN-based processes are used to validate the new model. It is shown that the first-order WN-based nonlinear stochastic model gives superior positioning results to the first-order GM and AR models with an overall improvement of 30% when 30 and 60 seconds GPS outages are introduced.

Hedonic price models with omitted variables and measurement errors: a constrained autoregression-structural equation modeling approach with application to urban Indonesia

NASA Astrophysics Data System (ADS)

Suparman, Yusep; Folmer, Henk; Oud, Johan H. L.

2014-01-01

Omitted variables and measurement errors in explanatory variables frequently occur in hedonic price models. Ignoring these problems leads to biased estimators. In this paper, we develop a constrained autoregression-structural equation model (ASEM) to handle both types of problems. Standard panel data models to handle omitted variables bias are based on the assumption that the omitted variables are time-invariant. ASEM allows handling of both time-varying and time-invariant omitted variables by constrained autoregression. In the case of measurement error, standard approaches require additional external information which is usually difficult to obtain. ASEM exploits the fact that panel data are repeatedly measured which allows decomposing the variance of a variable into the true variance and the variance due to measurement error. We apply ASEM to estimate a hedonic housing model for urban Indonesia. To get insight into the consequences of measurement error and omitted variables, we compare the ASEM estimates with the outcomes of (1) a standard SEM, which does not account for omitted variables, (2) a constrained autoregression model, which does not account for measurement error, and (3) a fixed effects hedonic model, which ignores measurement error and time-varying omitted variables. The differences between the ASEM estimates and the outcomes of the three alternative approaches are substantial.

An adaptive multi-level simulation algorithm for stochastic biological systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lester, C., E-mail: lesterc@maths.ox.ac.uk; Giles, M. B.; Baker, R. E.

2015-01-14

Discrete-state, continuous-time Markov models are widely used in the modeling of biochemical reaction networks. Their complexity often precludes analytic solution, and we rely on stochastic simulation algorithms (SSA) to estimate system statistics. The Gillespie algorithm is exact, but computationally costly as it simulates every single reaction. As such, approximate stochastic simulation algorithms such as the tau-leap algorithm are often used. Potentially computationally more efficient, the system statistics generated suffer from significant bias unless tau is relatively small, in which case the computational time can be comparable to that of the Gillespie algorithm. The multi-level method [Anderson and Higham, “Multi-level Montemore » Carlo for continuous time Markov chains, with applications in biochemical kinetics,” SIAM Multiscale Model. Simul. 10(1), 146–179 (2012)] tackles this problem. A base estimator is computed using many (cheap) sample paths at low accuracy. The bias inherent in this estimator is then reduced using a number of corrections. Each correction term is estimated using a collection of paired sample paths where one path of each pair is generated at a higher accuracy compared to the other (and so more expensive). By sharing random variables between these paired paths, the variance of each correction estimator can be reduced. This renders the multi-level method very efficient as only a relatively small number of paired paths are required to calculate each correction term. In the original multi-level method, each sample path is simulated using the tau-leap algorithm with a fixed value of τ. This approach can result in poor performance when the reaction activity of a system changes substantially over the timescale of interest. By introducing a novel adaptive time-stepping approach where τ is chosen according to the stochastic behaviour of each sample path, we extend the applicability of the multi-level method to such cases. We demonstrate the efficiency of our method using a number of examples.« less

An iteratively reweighted least-squares approach to adaptive robust adjustment of parameters in linear regression models with autoregressive and t-distributed deviations

NASA Astrophysics Data System (ADS)

Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza

2018-03-01

In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.

Granger causality for state-space models

NASA Astrophysics Data System (ADS)

Barnett, Lionel; Seth, Anil K.

2015-04-01

Granger causality has long been a prominent method for inferring causal interactions between stochastic variables for a broad range of complex physical systems. However, it has been recognized that a moving average (MA) component in the data presents a serious confound to Granger causal analysis, as routinely performed via autoregressive (AR) modeling. We solve this problem by demonstrating that Granger causality may be calculated simply and efficiently from the parameters of a state-space (SS) model. Since SS models are equivalent to autoregressive moving average models, Granger causality estimated in this fashion is not degraded by the presence of a MA component. This is of particular significance when the data has been filtered, downsampled, observed with noise, or is a subprocess of a higher dimensional process, since all of these operations—commonplace in application domains as diverse as climate science, econometrics, and the neurosciences—induce a MA component. We show how Granger causality, conditional and unconditional, in both time and frequency domains, may be calculated directly from SS model parameters via solution of a discrete algebraic Riccati equation. Numerical simulations demonstrate that Granger causality estimators thus derived have greater statistical power and smaller bias than AR estimators. We also discuss how the SS approach facilitates relaxation of the assumptions of linearity, stationarity, and homoscedasticity underlying current AR methods, thus opening up potentially significant new areas of research in Granger causal analysis.

An adaptive ARX model to estimate the RUL of aluminum plates based on its crack growth

NASA Astrophysics Data System (ADS)

Barraza-Barraza, Diana; Tercero-Gómez, Víctor G.; Beruvides, Mario G.; Limón-Robles, Jorge

2017-01-01

A wide variety of Condition-Based Maintenance (CBM) techniques deal with the problem of predicting the time for an asset fault. Most statistical approaches rely on historical failure data that might not be available in several practical situations. To address this issue, practitioners might require the use of self-starting approaches that consider only the available knowledge about the current degradation process and the asset operating context to update the prognostic model. Some authors use Autoregressive (AR) models for this purpose that are adequate when the asset operating context is constant, however, if it is variable, the accuracy of the models can be affected. In this paper, three autoregressive models with exogenous variables (ARX) were constructed, and their capability to estimate the remaining useful life (RUL) of a process was evaluated following the case of the aluminum crack growth problem. An existing stochastic model of aluminum crack growth was implemented and used to assess RUL estimation performance of the proposed ARX models through extensive Monte Carlo simulations. Point and interval estimations were made based only on individual history, behavior, operating conditions and failure thresholds. Both analytic and bootstrapping techniques were used in the estimation process. Finally, by including recursive parameter estimation and a forgetting factor, the ARX methodology adapts to changing operating conditions and maintain the focus on the current degradation level of an asset.

Stochastic Parametrization for the Impact of Neglected Variability Patterns

NASA Astrophysics Data System (ADS)

Kaiser, Olga; Hien, Steffen; Achatz, Ulrich; Horenko, Illia

2017-04-01

An efficient description of the gravity wave variability and the related spontaneous emission processes requires an empirical stochastic closure for the impact of neglected variability patterns (subgridscales or SGS). In particular, we focus on the analysis of the IGW emission within a tangent linear model which requires a stochastic SGS parameterization for taking the self interaction of the ageostrophic flow components into account. For this purpose, we identify the best SGS model in terms of exactness and simplicity by deploying a wide range of different data-driven model classes, including standard stationary regression models, autoregression and artificial neuronal networks models - as well as the family of nonstationary models like FEM-BV-VARX model class (Finite Element based vector autoregressive time series analysis with bounded variation of the model parameters). The models are used to investigate the main characteristics of the underlying dynamics and to explore the significant spatial and temporal neighbourhood dependencies. The best SGS model in terms of exactness and simplicity is obtained for the nonstationary FEM-BV-VARX setting, determining only direct spatial and temporal neighbourhood as significant - and allowing to drastically reduce the number of informations that are required for the optimal SGS. Additionally, the models are characterized by sets of vector- and matrix-valued parameters that must be inferred from big data sets provided by simulations - making it a task that can not be solved without deploying high-performance computing facilities (HPC).

Honest Importance Sampling with Multiple Markov Chains

PubMed Central

Tan, Aixin; Doss, Hani; Hobert, James P.

2017-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π1, is used to estimate an expectation with respect to another, π. The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π1 is replaced by a Harris ergodic Markov chain with invariant density π1, then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π1, …, πk, are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection. PMID:28701855

Honest Importance Sampling with Multiple Markov Chains.

PubMed

Tan, Aixin; Doss, Hani; Hobert, James P

2015-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection.

Semi-Markov adjunction to the Computer-Aided Markov Evaluator (CAME)

NASA Technical Reports Server (NTRS)

Rosch, Gene; Hutchins, Monica A.; Leong, Frank J.; Babcock, Philip S., IV

1988-01-01

The rule-based Computer-Aided Markov Evaluator (CAME) program was expanded in its ability to incorporate the effect of fault-handling processes into the construction of a reliability model. The fault-handling processes are modeled as semi-Markov events and CAME constructs and appropriate semi-Markov model. To solve the model, the program outputs it in a form which can be directly solved with the Semi-Markov Unreliability Range Evaluator (SURE) program. As a means of evaluating the alterations made to the CAME program, the program is used to model the reliability of portions of the Integrated Airframe/Propulsion Control System Architecture (IAPSA 2) reference configuration. The reliability predictions are compared with a previous analysis. The results bear out the feasibility of utilizing CAME to generate appropriate semi-Markov models to model fault-handling processes.

Open Markov Processes and Reaction Networks

ERIC Educational Resources Information Center

Swistock Pollard, Blake Stephen

2017-01-01

We begin by defining the concept of "open" Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain "boundary" states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow…

A Bayesian Approach to a Multiple-Group Latent Class-Profile Analysis: The Timing of Drinking Onset and Subsequent Drinking Behaviors among U.S. Adolescents

ERIC Educational Resources Information Center

Chung, Hwan; Anthony, James C.

2013-01-01

This article presents a multiple-group latent class-profile analysis (LCPA) by taking a Bayesian approach in which a Markov chain Monte Carlo simulation is employed to achieve more robust estimates for latent growth patterns. This article describes and addresses a label-switching problem that involves the LCPA likelihood function, which has…

Modelling land use/cover changes with markov-cellular automata in Komering Watershed, South Sumatera

NASA Astrophysics Data System (ADS)

Kusratmoko, E.; Albertus, S. D. Y.; Supriatna

2017-01-01

This research has a purpose to study and develop a model that can representing and simulating spatial distribution pattern of land use change in Komering watershed. The Komering watershed is one of nine sub Musi river basin and is located in the southern part of Sumatra island that has an area of 8060,62 km2. Land use change simulations, achieved through Markov-cellular automata (CA) methodologies. Slope, elevation, distance from road, distance from river, distance from capital sub-district, distance from settlement area area were driving factors that used in this research. Land use prediction result in 2030 also shows decrease of forest acreage up to -3.37%, agricultural land decreased up to -2.13%, and open land decreased up to -0.13%. On the other hand settlement area increased up to 0.07%, and plantation land increased up to 5.56%. Based on the predictive result, land use unconformity percentage to RTRW in Komering watershed is 18.62 % and land use conformity is 58.27%. Based on the results of the scenario, where forest in protected areas and agriculture land are maintained, shows increase the land use conformity amounted to 60.41 % and reduce unconformity that occur in Komering watershed to 17.23 %.