Circular Conditional Autoregressive Modeling of Vector Fields*

PubMed Central

Modlin, Danny; Fuentes, Montse; Reich, Brian

2013-01-01

As hurricanes approach landfall, there are several hazards for which coastal populations must be prepared. Damaging winds, torrential rains, and tornadoes play havoc with both the coast and inland areas; but, the biggest seaside menace to life and property is the storm surge. Wind fields are used as the primary forcing for the numerical forecasts of the coastal ocean response to hurricane force winds, such as the height of the storm surge and the degree of coastal flooding. Unfortunately, developments in deterministic modeling of these forcings have been hindered by computational expenses. In this paper, we present a multivariate spatial model for vector fields, that we apply to hurricane winds. We parameterize the wind vector at each site in polar coordinates and specify a circular conditional autoregressive (CCAR) model for the vector direction, and a spatial CAR model for speed. We apply our framework for vector fields to hurricane surface wind fields for Hurricane Floyd of 1999 and compare our CCAR model to prior methods that decompose wind speed and direction into its N-S and W-E cardinal components. PMID:24353452

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.

Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets

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

Lu, Fengbin, E-mail: fblu@amss.ac.cn

This paper proposes a new time-varying coefficient vector autoregressions (VAR) model, in which the coefficient is a linear function of dynamic lagged correlation. The proposed model allows for flexibility in choices of dynamic correlation models (e.g. dynamic conditional correlation generalized autoregressive conditional heteroskedasticity (GARCH) models, Markov-switching GARCH models and multivariate stochastic volatility models), which indicates that it can describe many types of time-varying causal effects. Time-varying causal relations between West Texas Intermediate (WTI) crude oil and the US Standard and Poor’s 500 (S&P 500) stock markets are examined by the proposed model. The empirical results show that their causal relationsmore » evolve with time and display complex characters. Both positive and negative causal effects of the WTI on the S&P 500 in the subperiods have been found and confirmed by the traditional VAR models. Similar results have been obtained in the causal effects of S&P 500 on WTI. In addition, the proposed model outperforms the traditional VAR model.« less

Time-varying coefficient vector autoregressions model based on dynamic correlation with an application to crude oil and stock markets.

PubMed

Lu, Fengbin; Qiao, Han; Wang, Shouyang; Lai, Kin Keung; Li, Yuze

2017-01-01

This paper proposes a new time-varying coefficient vector autoregressions (VAR) model, in which the coefficient is a linear function of dynamic lagged correlation. The proposed model allows for flexibility in choices of dynamic correlation models (e.g. dynamic conditional correlation generalized autoregressive conditional heteroskedasticity (GARCH) models, Markov-switching GARCH models and multivariate stochastic volatility models), which indicates that it can describe many types of time-varying causal effects. Time-varying causal relations between West Texas Intermediate (WTI) crude oil and the US Standard and Poor's 500 (S&P 500) stock markets are examined by the proposed model. The empirical results show that their causal relations evolve with time and display complex characters. Both positive and negative causal effects of the WTI on the S&P 500 in the subperiods have been found and confirmed by the traditional VAR models. Similar results have been obtained in the causal effects of S&P 500 on WTI. In addition, the proposed model outperforms the traditional VAR model. Copyright © 2016 Elsevier Ltd. All rights reserved.

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.

The dynamic correlation between policy uncertainty and stock market returns in China

NASA Astrophysics Data System (ADS)

Yang, Miao; Jiang, Zhi-Qiang

2016-11-01

The dynamic correlation is examined between government's policy uncertainty and Chinese stock market returns in the period from January 1995 to December 2014. We find that the stock market is significantly correlated to policy uncertainty based on the results of the Vector Auto Regression (VAR) and Structural Vector Auto Regression (SVAR) models. In contrast, the results of the Dynamic Conditional Correlation Generalized Multivariate Autoregressive Conditional Heteroscedasticity (DCC-MGARCH) model surprisingly show a low dynamic correlation coefficient between policy uncertainty and market returns, suggesting that the fluctuations of each variable are greatly influenced by their values in the preceding period. Our analysis highlights the understanding of the dynamical relationship between stock market and fiscal and monetary policy.

Hydrological time series modeling: A comparison between adaptive neuro-fuzzy, neural network and autoregressive techniques

NASA Astrophysics Data System (ADS)

Lohani, A. K.; Kumar, Rakesh; Singh, R. D.

2012-06-01

SummaryTime series modeling is necessary for the planning and management of reservoirs. More recently, the soft computing techniques have been used in hydrological modeling and forecasting. In this study, the potential of artificial neural networks and neuro-fuzzy system in monthly reservoir inflow forecasting are examined by developing and comparing monthly reservoir inflow prediction models, based on autoregressive (AR), artificial neural networks (ANNs) and adaptive neural-based fuzzy inference system (ANFIS). To take care the effect of monthly periodicity in the flow data, cyclic terms are also included in the ANN and ANFIS models. Working with time series flow data of the Sutlej River at Bhakra Dam, India, several ANN and adaptive neuro-fuzzy models are trained with different input vectors. To evaluate the performance of the selected ANN and adaptive neural fuzzy inference system (ANFIS) models, comparison is made with the autoregressive (AR) models. The ANFIS model trained with the input data vector including previous inflows and cyclic terms of monthly periodicity has shown a significant improvement in the forecast accuracy in comparison with the ANFIS models trained with the input vectors considering only previous inflows. In all cases ANFIS gives more accurate forecast than the AR and ANN models. The proposed ANFIS model coupled with the cyclic terms is shown to provide better representation of the monthly inflow forecasting for planning and operation of reservoir.

The impact of media campaigns on smoking cessation activity: a structural vector autoregression analysis.

PubMed

Langley, Tessa E; McNeill, Ann; Lewis, Sarah; Szatkowski, Lisa; Quinn, Casey

2012-11-01

To evaluate the effect of tobacco control media campaigns and pharmaceutical company-funded advertising for nicotine replacement therapy (NRT) on smoking cessation activity. Multiple time series analysis using structural vector autoregression, January 2002-May 2010. England and Wales. Tobacco control campaign data from the Central Office of Information; commercial NRT campaign data; data on calls to the National Health Service (NHS) stop smoking helpline from the Department of Health; point-of-sale data on over-the-counter (OTC) sales of NRT; and prescribing data from The Health Improvement Network (THIN), a database of UK primary care records. Monthly calls to the NHS stop smoking helpline and monthly rates of OTC sales and prescribing of NRT. A 1% increase in tobacco control television ratings (TVRs), a standard measure of advertising exposure, was associated with a statistically significant 0.085% increase in calls in the same month (P = 0.007), and no statistically significant effect in subsequent months. Tobacco control TVRs were not associated with OTC NRT sales or prescribed NRT. NRT advertising TVRs had a significant effect on NRT sales which became non-significant in the seasonally adjusted model, and no significant effect on prescribing or calls. Tobacco control campaigns appear to be more effective at triggering quitting behaviour than pharmaceutical company NRT campaigns. Any effect of such campaigns on quitting behaviour seems to be restricted to the month of the campaign, suggesting that such campaigns need to be sustained over time. © 2012 The Authors, Addiction © 2012 Society for the Study of Addiction.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

A vector auto-regressive model for onshore and offshore wind synthesis incorporating meteorological model information

NASA Astrophysics Data System (ADS)

Hill, D.; Bell, K. R. W.; McMillan, D.; Infield, D.

2014-05-01

The growth of wind power production in the electricity portfolio is striving to meet ambitious targets set, for example by the EU, to reduce greenhouse gas emissions by 20% by 2020. Huge investments are now being made in new offshore wind farms around UK coastal waters that will have a major impact on the GB electrical supply. Representations of the UK wind field in syntheses which capture the inherent structure and correlations between different locations including offshore sites are required. Here, Vector Auto-Regressive (VAR) models are presented and extended in a novel way to incorporate offshore time series from a pan-European meteorological model called COSMO, with onshore wind speeds from the MIDAS dataset provided by the British Atmospheric Data Centre. Forecasting ability onshore is shown to be improved with the inclusion of the offshore sites with improvements of up to 25% in RMS error at 6 h ahead. In addition, the VAR model is used to synthesise time series of wind at each offshore site, which are then used to estimate wind farm capacity factors at the sites in question. These are then compared with estimates of capacity factors derived from the work of Hawkins et al. (2011). A good degree of agreement is established indicating that this synthesis tool should be useful in power system impact studies.

Identification of multivariable nonlinear systems in the presence of colored noises using iterative hierarchical least squares algorithm.

PubMed

Jafari, Masoumeh; Salimifard, Maryam; Dehghani, Maryam

2014-07-01

This paper presents an efficient method for identification of nonlinear Multi-Input Multi-Output (MIMO) systems in the presence of colored noises. The method studies the multivariable nonlinear Hammerstein and Wiener models, in which, the nonlinear memory-less block is approximated based on arbitrary vector-based basis functions. The linear time-invariant (LTI) block is modeled by an autoregressive moving average with exogenous (ARMAX) model which can effectively describe the moving average noises as well as the autoregressive and the exogenous dynamics. According to the multivariable nature of the system, a pseudo-linear-in-the-parameter model is obtained which includes two different kinds of unknown parameters, a vector and a matrix. Therefore, the standard least squares algorithm cannot be applied directly. To overcome this problem, a Hierarchical Least Squares Iterative (HLSI) algorithm is used to simultaneously estimate the vector and the matrix of unknown parameters as well as the noises. The efficiency of the proposed identification approaches are investigated through three nonlinear MIMO case studies. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.

Multifractal detrended cross-correlations between crude oil market and Chinese ten sector stock markets

NASA Astrophysics Data System (ADS)

Yang, Liansheng; Zhu, Yingming; Wang, Yudong; Wang, Yiqi

2016-11-01

Based on the daily price data of spot prices of West Texas Intermediate (WTI) crude oil and ten CSI300 sector indices in China, we apply multifractal detrended cross-correlation analysis (MF-DCCA) method to investigate the cross-correlations between crude oil and Chinese sector stock markets. We find that the strength of multifractality between WTI crude oil and energy sector stock market is the highest, followed by the strength of multifractality between WTI crude oil and financial sector market, which reflects a close connection between energy and financial market. Then we do vector autoregression (VAR) analysis to capture the interdependencies among the multiple time series. By comparing the strength of multifractality for original data and residual errors of VAR model, we get a conclusion that vector auto-regression (VAR) model could not be used to describe the dynamics of the cross-correlations between WTI crude oil and the ten sector stock markets.

Novel SHM method to locate damages in substructures based on VARX models

NASA Astrophysics Data System (ADS)

Ugalde, U.; Anduaga, J.; Martínez, F.; Iturrospe, A.

2015-07-01

A novel damage localization method is proposed, which is based on a substructuring approach and makes use of Vector Auto-Regressive with eXogenous input (VARX) models. The substructuring approach aims to divide the monitored structure into several multi-DOF isolated substructures. Later, each individual substructure is modelled as a VARX model, and the health of each substructure is determined analyzing the variation of the VARX model. The method allows to detect whether the isolated substructure is damaged, and besides allows to locate and quantify the damage within the substructure. It is not necessary to have a theoretical model of the structure and only the measured displacement data is required to estimate the isolated substructure's VARX model. The proposed method is validated by simulations of a two-dimensional lattice structure.

Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables

NASA Astrophysics Data System (ADS)

Barnett, Lionel; Barrett, Adam B.; Seth, Anil K.

2009-12-01

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. Developed originally in the field of econometrics, it has since found application in a broader arena, particularly in neuroscience. More recently transfer entropy, an information-theoretic measure of time-directed information transfer between jointly dependent processes, has gained traction in a similarly wide field. While it has been recognized that the two concepts must be related, the exact relationship has until now not been formally described. Here we show that for Gaussian variables, Granger causality and transfer entropy are entirely equivalent, thus bridging autoregressive and information-theoretic approaches to data-driven causal inference.

Riemannian multi-manifold modeling and clustering in brain networks

NASA Astrophysics Data System (ADS)

Slavakis, Konstantinos; Salsabilian, Shiva; Wack, David S.; Muldoon, Sarah F.; Baidoo-Williams, Henry E.; Vettel, Jean M.; Cieslak, Matthew; Grafton, Scott T.

2017-08-01

This paper introduces Riemannian multi-manifold modeling in the context of brain-network analytics: Brainnetwork time-series yield features which are modeled as points lying in or close to a union of a finite number of submanifolds within a known Riemannian manifold. Distinguishing disparate time series amounts thus to clustering multiple Riemannian submanifolds. To this end, two feature-generation schemes for brain-network time series are put forth. The first one is motivated by Granger-causality arguments and uses an auto-regressive moving average model to map low-rank linear vector subspaces, spanned by column vectors of appropriately defined observability matrices, to points into the Grassmann manifold. The second one utilizes (non-linear) dependencies among network nodes by introducing kernel-based partial correlations to generate points in the manifold of positivedefinite matrices. Based on recently developed research on clustering Riemannian submanifolds, an algorithm is provided for distinguishing time series based on their Riemannian-geometry properties. Numerical tests on time series, synthetically generated from real brain-network structural connectivity matrices, reveal that the proposed scheme outperforms classical and state-of-the-art techniques in clustering brain-network states/structures.

Ensemble Nonlinear Autoregressive Exogenous Artificial Neural Networks for Short-Term Wind Speed and Power Forecasting.

PubMed

Men, Zhongxian; Yee, Eugene; Lien, Fue-Sang; Yang, Zhiling; Liu, Yongqian

2014-01-01

Short-term wind speed and wind power forecasts (for a 72 h period) are obtained using a nonlinear autoregressive exogenous artificial neural network (ANN) methodology which incorporates either numerical weather prediction or high-resolution computational fluid dynamics wind field information as an exogenous input. An ensemble approach is used to combine the predictions from many candidate ANNs in order to provide improved forecasts for wind speed and power, along with the associated uncertainties in these forecasts. More specifically, the ensemble ANN is used to quantify the uncertainties arising from the network weight initialization and from the unknown structure of the ANN. All members forming the ensemble of neural networks were trained using an efficient particle swarm optimization algorithm. The results of the proposed methodology are validated using wind speed and wind power data obtained from an operational wind farm located in Northern China. The assessment demonstrates that this methodology for wind speed and power forecasting generally provides an improvement in predictive skills when compared to the practice of using an "optimal" weight vector from a single ANN while providing additional information in the form of prediction uncertainty bounds.

Ensemble Nonlinear Autoregressive Exogenous Artificial Neural Networks for Short-Term Wind Speed and Power Forecasting

PubMed Central

Lien, Fue-Sang; Yang, Zhiling; Liu, Yongqian

2014-01-01

Short-term wind speed and wind power forecasts (for a 72 h period) are obtained using a nonlinear autoregressive exogenous artificial neural network (ANN) methodology which incorporates either numerical weather prediction or high-resolution computational fluid dynamics wind field information as an exogenous input. An ensemble approach is used to combine the predictions from many candidate ANNs in order to provide improved forecasts for wind speed and power, along with the associated uncertainties in these forecasts. More specifically, the ensemble ANN is used to quantify the uncertainties arising from the network weight initialization and from the unknown structure of the ANN. All members forming the ensemble of neural networks were trained using an efficient particle swarm optimization algorithm. The results of the proposed methodology are validated using wind speed and wind power data obtained from an operational wind farm located in Northern China. The assessment demonstrates that this methodology for wind speed and power forecasting generally provides an improvement in predictive skills when compared to the practice of using an “optimal” weight vector from a single ANN while providing additional information in the form of prediction uncertainty bounds. PMID:27382627

Non-linear models for the detection of impaired cerebral blood flow autoregulation.

PubMed

Chacón, Max; Jara, José Luis; Miranda, Rodrigo; Katsogridakis, Emmanuel; Panerai, Ronney B

2018-01-01

The ability to discriminate between normal and impaired dynamic cerebral autoregulation (CA), based on measurements of spontaneous fluctuations in arterial blood pressure (BP) and cerebral blood flow (CBF), has considerable clinical relevance. We studied 45 normal subjects at rest and under hypercapnia induced by breathing a mixture of carbon dioxide and air. Non-linear models with BP as input and CBF velocity (CBFV) as output, were implemented with support vector machines (SVM) using separate recordings for learning and validation. Dynamic SVM implementations used either moving average or autoregressive structures. The efficiency of dynamic CA was estimated from the model's derived CBFV response to a step change in BP as an autoregulation index for both linear and non-linear models. Non-linear models with recurrences (autoregressive) showed the best results, with CA indexes of 5.9 ± 1.5 in normocapnia, and 2.5 ± 1.2 for hypercapnia with an area under the receiver-operator curve of 0.955. The high performance achieved by non-linear SVM models to detect deterioration of dynamic CA should encourage further assessment of its applicability to clinical conditions where CA might be impaired.

Non-linear models for the detection of impaired cerebral blood flow autoregulation

PubMed Central

Miranda, Rodrigo; Katsogridakis, Emmanuel

2018-01-01

The ability to discriminate between normal and impaired dynamic cerebral autoregulation (CA), based on measurements of spontaneous fluctuations in arterial blood pressure (BP) and cerebral blood flow (CBF), has considerable clinical relevance. We studied 45 normal subjects at rest and under hypercapnia induced by breathing a mixture of carbon dioxide and air. Non-linear models with BP as input and CBF velocity (CBFV) as output, were implemented with support vector machines (SVM) using separate recordings for learning and validation. Dynamic SVM implementations used either moving average or autoregressive structures. The efficiency of dynamic CA was estimated from the model’s derived CBFV response to a step change in BP as an autoregulation index for both linear and non-linear models. Non-linear models with recurrences (autoregressive) showed the best results, with CA indexes of 5.9 ± 1.5 in normocapnia, and 2.5 ± 1.2 for hypercapnia with an area under the receiver-operator curve of 0.955. The high performance achieved by non-linear SVM models to detect deterioration of dynamic CA should encourage further assessment of its applicability to clinical conditions where CA might be impaired. PMID:29381724

Forecasting Daily Patient Outflow From a Ward Having No Real-Time Clinical Data

PubMed Central

Tran, Truyen; Luo, Wei; Phung, Dinh; Venkatesh, Svetha

2016-01-01

Background: Modeling patient flow is crucial in understanding resource demand and prioritization. We study patient outflow from an open ward in an Australian hospital, where currently bed allocation is carried out by a manager relying on past experiences and looking at demand. Automatic methods that provide a reasonable estimate of total next-day discharges can aid in efficient bed management. The challenges in building such methods lie in dealing with large amounts of discharge noise introduced by the nonlinear nature of hospital procedures, and the nonavailability of real-time clinical information in wards. Objective Our study investigates different models to forecast the total number of next-day discharges from an open ward having no real-time clinical data. Methods We compared 5 popular regression algorithms to model total next-day discharges: (1) autoregressive integrated moving average (ARIMA), (2) the autoregressive moving average with exogenous variables (ARMAX), (3) k-nearest neighbor regression, (4) random forest regression, and (5) support vector regression. Although the autoregressive integrated moving average model relied on past 3-month discharges, nearest neighbor forecasting used median of similar discharges in the past in estimating next-day discharge. In addition, the ARMAX model used the day of the week and number of patients currently in ward as exogenous variables. For the random forest and support vector regression models, we designed a predictor set of 20 patient features and 88 ward-level features. Results Our data consisted of 12,141 patient visits over 1826 days. Forecasting quality was measured using mean forecast error, mean absolute error, symmetric mean absolute percentage error, and root mean square error. When compared with a moving average prediction model, all 5 models demonstrated superior performance with the random forests achieving 22.7% improvement in mean absolute error, for all days in the year 2014. Conclusions In the absence of clinical information, our study recommends using patient-level and ward-level data in predicting next-day discharges. Random forest and support vector regression models are able to use all available features from such data, resulting in superior performance over traditional autoregressive methods. An intelligent estimate of available beds in wards plays a crucial role in relieving access block in emergency departments. PMID:27444059

The Response of US College Enrollment to Unexpected Changes in Macroeconomic Activity

ERIC Educational Resources Information Center

Ewing, Kris M.; Beckert, Kim A.; Ewing, Bradley T.

2010-01-01

This paper estimates the extent and magnitude of US college and university enrollment responses to unanticipated changes in macroeconomic activity. In particular, we consider the relationship between enrollment, economic growth, and inflation. A time series analysis known as a vector autoregression is estimated and impulse response functions are…

Vector autoregressive model approach for forecasting outflow cash in Central Java

NASA Astrophysics Data System (ADS)

hoyyi, Abdul; Tarno; Maruddani, Di Asih I.; Rahmawati, Rita

2018-05-01

Multivariate time series model is more applied in economic and business problems as well as in other fields. Applications in economic problems one of them is the forecasting of outflow cash. This problem can be viewed globally in the sense that there is no spatial effect between regions, so the model used is the Vector Autoregressive (VAR) model. The data used in this research is data on the money supply in Bank Indonesia Semarang, Solo, Purwokerto and Tegal. The model used in this research is VAR (1), VAR (2) and VAR (3) models. Ordinary Least Square (OLS) is used to estimate parameters. The best model selection criteria use the smallest Akaike Information Criterion (AIC). The result of data analysis shows that the AIC value of VAR (1) model is equal to 42.72292, VAR (2) equals 42.69119 and VAR (3) equals 42.87662. The difference in AIC values is not significant. Based on the smallest AIC value criteria, the best model is the VAR (2) model. This model has satisfied the white noise assumption.

Dynamic RSA: Examining parasympathetic regulatory dynamics via vector-autoregressive modeling of time-varying RSA and heart period.

PubMed

Fisher, Aaron J; Reeves, Jonathan W; Chi, Cyrus

2016-07-01

Expanding on recently published methods, the current study presents an approach to estimating the dynamic, regulatory effect of the parasympathetic nervous system on heart period on a moment-to-moment basis. We estimated second-to-second variation in respiratory sinus arrhythmia (RSA) in order to estimate the contemporaneous and time-lagged relationships among RSA, interbeat interval (IBI), and respiration rate via vector autoregression. Moreover, we modeled these relationships at lags of 1 s to 10 s, in order to evaluate the optimal latency for estimating dynamic RSA effects. The IBI (t) on RSA (t-n) regression parameter was extracted from individual models as an operationalization of the regulatory effect of RSA on IBI-referred to as dynamic RSA (dRSA). Dynamic RSA positively correlated with standard averages of heart rate and negatively correlated with standard averages of RSA. We propose that dRSA reflects the active downregulation of heart period by the parasympathetic nervous system and thus represents a novel metric that provides incremental validity in the measurement of autonomic cardiac control-specifically, a method by which parasympathetic regulatory effects can be measured in process. © 2016 Society for Psychophysiological Research.

Sensor network based solar forecasting using a local vector autoregressive ridge framework

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

Xu, J.; Yoo, S.; Heiser, J.

2016-04-04

The significant improvements and falling costs of photovoltaic (PV) technology make solar energy a promising resource, yet the cloud induced variability of surface solar irradiance inhibits its effective use in grid-tied PV generation. Short-term irradiance forecasting, especially on the minute scale, is critically important for grid system stability and auxiliary power source management. Compared to the trending sky imaging devices, irradiance sensors are inexpensive and easy to deploy but related forecasting methods have not been well researched. The prominent challenge of applying classic time series models on a network of irradiance sensors is to address their varying spatio-temporal correlations duemore » to local changes in cloud conditions. We propose a local vector autoregressive framework with ridge regularization to forecast irradiance without explicitly determining the wind field or cloud movement. By using local training data, our learned forecast model is adaptive to local cloud conditions and by using regularization, we overcome the risk of overfitting from the limited training data. Our systematic experimental results showed an average of 19.7% RMSE and 20.2% MAE improvement over the benchmark Persistent Model for 1-5 minute forecasts on a comprehensive 25-day dataset.« less

Hybrid wavelet-support vector machine approach for modelling rainfall-runoff process.

PubMed

Komasi, Mehdi; Sharghi, Soroush

2016-01-01

Because of the importance of water resources management, the need for accurate modeling of the rainfall-runoff process has rapidly grown in the past decades. Recently, the support vector machine (SVM) approach has been used by hydrologists for rainfall-runoff modeling and the other fields of hydrology. Similar to the other artificial intelligence models, such as artificial neural network (ANN) and adaptive neural fuzzy inference system, the SVM model is based on the autoregressive properties. In this paper, the wavelet analysis was linked to the SVM model concept for modeling the rainfall-runoff process of Aghchai and Eel River watersheds. In this way, the main time series of two variables, rainfall and runoff, were decomposed to multiple frequent time series by wavelet theory; then, these time series were imposed as input data on the SVM model in order to predict the runoff discharge one day ahead. The obtained results show that the wavelet SVM model can predict both short- and long-term runoff discharges by considering the seasonality effects. Also, the proposed hybrid model is relatively more appropriate than classical autoregressive ones such as ANN and SVM because it uses the multi-scale time series of rainfall and runoff data in the modeling process.

The relationship between carbon dioxide and agriculture in Ghana: a comparison of VECM and ARDL model.

PubMed

Asumadu-Sarkodie, Samuel; Owusu, Phebe Asantewaa

2016-06-01

In this paper, the relationship between carbon dioxide and agriculture in Ghana was investigated by comparing a Vector Error Correction Model (VECM) and Autoregressive Distributed Lag (ARDL) Model. Ten study variables spanning from 1961 to 2012 were employed from the Food Agricultural Organization. Results from the study show that carbon dioxide emissions affect the percentage annual change of agricultural area, coarse grain production, cocoa bean production, fruit production, vegetable production, and the total livestock per hectare of the agricultural area. The vector error correction model and the autoregressive distributed lag model show evidence of a causal relationship between carbon dioxide emissions and agriculture; however, the relationship decreases periodically which may die over-time. All the endogenous variables except total primary vegetable production lead to carbon dioxide emissions, which may be due to poor agricultural practices to meet the growing food demand in Ghana. The autoregressive distributed lag bounds test shows evidence of a long-run equilibrium relationship between the percentage annual change of agricultural area, cocoa bean production, total livestock per hectare of agricultural area, total pulses production, total primary vegetable production, and carbon dioxide emissions. It is important to end hunger and ensure people have access to safe and nutritious food, especially the poor, orphans, pregnant women, and children under-5 years in order to reduce maternal and infant mortalities. Nevertheless, it is also important that the Government of Ghana institutes agricultural policies that focus on promoting a sustainable agriculture using environmental friendly agricultural practices. The study recommends an integration of climate change measures into Ghana's national strategies, policies and planning in order to strengthen the country's effort to achieving a sustainable environment.

Primed for death: Law enforcement-citizen homicides, social media, and retaliatory violence.

PubMed

Bejan, Vladimir; Hickman, Matthew; Parkin, William S; Pozo, Veronica F

2018-01-01

We examine whether retaliatory violence exists between law enforcement and citizens while controlling for any social media contagion effect related to prior fatal encounters. Analyzed using a trivariate dynamic structural vector-autoregressive model, daily time-series data over a 21-month period captured the frequencies of police killed in the line of duty, police deadly use of force incidents, and social media coverage. The results support a significant retaliatory violence effect against minorities by police, yet there is no evidence of retaliatory violence against law enforcement officers by minorities. Also, social media coverage of the Black Lives Matter movement increases the risk of fatal victimization to both law enforcement officers and minorities. Possible explanations for these results are based in rational choice and terror management theories.

Primed for death: Law enforcement-citizen homicides, social media, and retaliatory violence

PubMed Central

Bejan, Vladimir; Hickman, Matthew; Pozo, Veronica F.

2018-01-01

We examine whether retaliatory violence exists between law enforcement and citizens while controlling for any social media contagion effect related to prior fatal encounters. Analyzed using a trivariate dynamic structural vector-autoregressive model, daily time-series data over a 21-month period captured the frequencies of police killed in the line of duty, police deadly use of force incidents, and social media coverage. The results support a significant retaliatory violence effect against minorities by police, yet there is no evidence of retaliatory violence against law enforcement officers by minorities. Also, social media coverage of the Black Lives Matter movement increases the risk of fatal victimization to both law enforcement officers and minorities. Possible explanations for these results are based in rational choice and terror management theories. PMID:29320548

Comparison of six methods for the detection of causality in a bivariate time series

NASA Astrophysics Data System (ADS)

Krakovská, Anna; Jakubík, Jozef; Chvosteková, Martina; Coufal, David; Jajcay, Nikola; Paluš, Milan

2018-04-01

In this comparative study, six causality detection methods were compared, namely, the Granger vector autoregressive test, the extended Granger test, the kernel version of the Granger test, the conditional mutual information (transfer entropy), the evaluation of cross mappings between state spaces, and an assessment of predictability improvement due to the use of mixed predictions. Seven test data sets were analyzed: linear coupling of autoregressive models, a unidirectional connection of two Hénon systems, a unidirectional connection of chaotic systems of Rössler and Lorenz type and of two different Rössler systems, an example of bidirectionally connected two-species systems, a fishery model as an example of two correlated observables without a causal relationship, and an example of mediated causality. We tested not only 20 000 points long clean time series but also noisy and short variants of the data. The standard and the extended Granger tests worked only for the autoregressive models. The remaining methods were more successful with the more complex test examples, although they differed considerably in their capability to reveal the presence and the direction of coupling and to distinguish causality from mere correlation.

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.

Acceleration and Velocity Sensing from Measured Strain

NASA Technical Reports Server (NTRS)

Pak, Chan-Gi; Truax, Roger

2015-01-01

A simple approach for computing acceleration and velocity of a structure from the strain is proposed in this study. First, deflection and slope of the structure are computed from the strain using a two-step theory. Frequencies of the structure are computed from the time histories of strain using a parameter estimation technique together with an autoregressive moving average model. From deflection, slope, and frequencies of the structure, acceleration and velocity of the structure can be obtained using the proposed approach. Simple harmonic motion is assumed for the acceleration computations, and the central difference equation with a linear autoregressive model is used for the computations of velocity. A cantilevered rectangular wing model is used to validate the simple approach. Quality of the computed deflection, acceleration, and velocity values are independent of the number of fibers. The central difference equation with a linear autoregressive model proposed in this study follows the target response with reasonable accuracy. Therefore, the handicap of the backward difference equation, phase shift, is successfully overcome.

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.

Hybrid Support Vector Regression and Autoregressive Integrated Moving Average Models Improved by Particle Swarm Optimization for Property Crime Rates Forecasting with Economic Indicators

PubMed Central

Alwee, Razana; Hj Shamsuddin, Siti Mariyam; Sallehuddin, Roselina

2013-01-01

Crimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not be sufficient to identify all the characteristics of the data. The purpose of this study is to introduce a hybrid model that combines support vector regression (SVR) and autoregressive integrated moving average (ARIMA) to be applied in crime rates forecasting. SVR is very robust with small training data and high-dimensional problem. Meanwhile, ARIMA has the ability to model several types of time series. However, the accuracy of the SVR model depends on values of its parameters, while ARIMA is not robust to be applied to small data sets. Therefore, to overcome this problem, particle swarm optimization is used to estimate the parameters of the SVR and ARIMA models. The proposed hybrid model is used to forecast the property crime rates of the United State based on economic indicators. The experimental results show that the proposed hybrid model is able to produce more accurate forecasting results as compared to the individual models. PMID:23766729

Two Different Points of View through Artificial Intelligence and Vector Autoregressive Models for Ex Post and Ex Ante Forecasting

PubMed Central

Aydin, Alev Dilek; Caliskan Cavdar, Seyma

2015-01-01

The ANN method has been applied by means of multilayered feedforward neural networks (MLFNs) by using different macroeconomic variables such as the exchange rate of USD/TRY, gold prices, and the Borsa Istanbul (BIST) 100 index based on monthly data over the period of January 2000 and September 2014 for Turkey. Vector autoregressive (VAR) method has also been applied with the same variables for the same period of time. In this study, different from other studies conducted up to the present, ENCOG machine learning framework has been used along with JAVA programming language in order to constitute the ANN. The training of network has been done by resilient propagation method. The ex post and ex ante estimates obtained by the ANN method have been compared with the results obtained by the econometric forecasting method of VAR. Strikingly, our findings based on the ANN method reveal that there is a possibility of financial distress or a financial crisis in Turkey starting from October 2017. The results which were obtained with the method of VAR also support the results of ANN method. Additionally, our results indicate that the ANN approach has more superior prediction performance than the VAR method. PMID:26550010

Hybrid support vector regression and autoregressive integrated moving average models improved by particle swarm optimization for property crime rates forecasting with economic indicators.

PubMed

Alwee, Razana; Shamsuddin, Siti Mariyam Hj; Sallehuddin, Roselina

2013-01-01

Crimes forecasting is an important area in the field of criminology. Linear models, such as regression and econometric models, are commonly applied in crime forecasting. However, in real crimes data, it is common that the data consists of both linear and nonlinear components. A single model may not be sufficient to identify all the characteristics of the data. The purpose of this study is to introduce a hybrid model that combines support vector regression (SVR) and autoregressive integrated moving average (ARIMA) to be applied in crime rates forecasting. SVR is very robust with small training data and high-dimensional problem. Meanwhile, ARIMA has the ability to model several types of time series. However, the accuracy of the SVR model depends on values of its parameters, while ARIMA is not robust to be applied to small data sets. Therefore, to overcome this problem, particle swarm optimization is used to estimate the parameters of the SVR and ARIMA models. The proposed hybrid model is used to forecast the property crime rates of the United State based on economic indicators. The experimental results show that the proposed hybrid model is able to produce more accurate forecasting results as compared to the individual models.

Two Different Points of View through Artificial Intelligence and Vector Autoregressive Models for Ex Post and Ex Ante Forecasting.

PubMed

Aydin, Alev Dilek; Caliskan Cavdar, Seyma

2015-01-01

The ANN method has been applied by means of multilayered feedforward neural networks (MLFNs) by using different macroeconomic variables such as the exchange rate of USD/TRY, gold prices, and the Borsa Istanbul (BIST) 100 index based on monthly data over the period of January 2000 and September 2014 for Turkey. Vector autoregressive (VAR) method has also been applied with the same variables for the same period of time. In this study, different from other studies conducted up to the present, ENCOG machine learning framework has been used along with JAVA programming language in order to constitute the ANN. The training of network has been done by resilient propagation method. The ex post and ex ante estimates obtained by the ANN method have been compared with the results obtained by the econometric forecasting method of VAR. Strikingly, our findings based on the ANN method reveal that there is a possibility of financial distress or a financial crisis in Turkey starting from October 2017. The results which were obtained with the method of VAR also support the results of ANN method. Additionally, our results indicate that the ANN approach has more superior prediction performance than the VAR method.

Detection and classification of subject-generated artifacts in EEG signals using autoregressive models.

PubMed

Lawhern, Vernon; Hairston, W David; McDowell, Kaleb; Westerfield, Marissa; Robbins, Kay

2012-07-15

We examine the problem of accurate detection and classification of artifacts in continuous EEG recordings. Manual identification of artifacts, by means of an expert or panel of experts, can be tedious, time-consuming and infeasible for large datasets. We use autoregressive (AR) models for feature extraction and characterization of EEG signals containing several kinds of subject-generated artifacts. AR model parameters are scale-invariant features that can be used to develop models of artifacts across a population. We use a support vector machine (SVM) classifier to discriminate among artifact conditions using the AR model parameters as features. Results indicate reliable classification among several different artifact conditions across subjects (approximately 94%). These results suggest that AR modeling can be a useful tool for discriminating among artifact signals both within and across individuals. Copyright © 2012 Elsevier B.V. All rights reserved.

Vibration-based damage detection in a concrete beam under temperature variations using AR models and state-space approaches

NASA Astrophysics Data System (ADS)

Clément, A.; Laurens, S.

2011-07-01

The Structural Health Monitoring of civil structures subjected to ambient vibrations is very challenging. Indeed, the variations of environmental conditions and the difficulty to characterize the excitation make the damage detection a hard task. Auto-regressive (AR) models coefficients are often used as damage sensitive feature. The presented work proposes a comparison of the AR approach with a state-space feature formed by the Jacobian matrix of the dynamical process. Since the detection of damage can be formulated as a novelty detection problem, Mahalanobis distance is applied to track new points from an undamaged reference collection of feature vectors. Data from a concrete beam subjected to temperature variations and damaged by several static loading are analyzed. It is observed that the damage sensitive features are effectively sensitive to temperature variations. However, the use of the Mahalanobis distance makes possible the detection of cracking with both of them. Early damage (before cracking) is only revealed by the AR coefficients with a good sensibility.

Understanding the Role of Deterrence in Counterterrorism Security

DTIC Science & Technology

2009-11-01

30, No. 5, pp. 429–443. Enders, W., Sandler, T. (1993). “The Effectiveness of Anti-Terrorism Policies: Vector Autoregression Intervention Analysis ...occasional paper series . RAND occasional papers may include an informed perspective on a timely policy issue, a discussion of new research...United States safe? Are better means available for evaluating what may work or not and why? This series is designed to focus on a small set of

Classification of damage in structural systems using time series analysis and supervised and unsupervised pattern recognition techniques

NASA Astrophysics Data System (ADS)

Omenzetter, Piotr; de Lautour, Oliver R.

2010-04-01

Developed for studying long, periodic records of various measured quantities, time series analysis methods are inherently suited and offer interesting possibilities for Structural Health Monitoring (SHM) applications. However, their use in SHM can still be regarded as an emerging application and deserves more studies. In this research, Autoregressive (AR) models were used to fit experimental acceleration time histories from two experimental structural systems, a 3- storey bookshelf-type laboratory structure and the ASCE Phase II SHM Benchmark Structure, in healthy and several damaged states. The coefficients of the AR models were chosen as damage sensitive features. Preliminary visual inspection of the large, multidimensional sets of AR coefficients to check the presence of clusters corresponding to different damage severities was achieved using Sammon mapping - an efficient nonlinear data compression technique. Systematic classification of damage into states based on the analysis of the AR coefficients was achieved using two supervised classification techniques: Nearest Neighbor Classification (NNC) and Learning Vector Quantization (LVQ), and one unsupervised technique: Self-organizing Maps (SOM). This paper discusses the performance of AR coefficients as damage sensitive features and compares the efficiency of the three classification techniques using experimental data.

A Novel Signal Modeling Approach for Classification of Seizure and Seizure-Free EEG Signals.

PubMed

Gupta, Anubha; Singh, Pushpendra; Karlekar, Mandar

2018-05-01

This paper presents a signal modeling-based new methodology of automatic seizure detection in EEG signals. The proposed method consists of three stages. First, a multirate filterbank structure is proposed that is constructed using the basis vectors of discrete cosine transform. The proposed filterbank decomposes EEG signals into its respective brain rhythms: delta, theta, alpha, beta, and gamma. Second, these brain rhythms are statistically modeled with the class of self-similar Gaussian random processes, namely, fractional Brownian motion and fractional Gaussian noises. The statistics of these processes are modeled using a single parameter called the Hurst exponent. In the last stage, the value of Hurst exponent and autoregressive moving average parameters are used as features to design a binary support vector machine classifier to classify pre-ictal, inter-ictal (epileptic with seizure free interval), and ictal (seizure) EEG segments. The performance of the classifier is assessed via extensive analysis on two widely used data set and is observed to provide good accuracy on both the data set. Thus, this paper proposes a novel signal model for EEG data that best captures the attributes of these signals and hence, allows to boost the classification accuracy of seizure and seizure-free epochs.

A two-model hydrologic ensemble prediction of hydrograph: case study from the upper Nysa Klodzka river basin (SW Poland)

NASA Astrophysics Data System (ADS)

Niedzielski, Tomasz; Mizinski, Bartlomiej

2016-04-01

The HydroProg system has been elaborated in frame of the research project no. 2011/01/D/ST10/04171 of the National Science Centre of Poland and is steadily producing multimodel ensemble predictions of hydrograph in real time. Although there are six ensemble members available at present, the longest record of predictions and their statistics is available for two data-based models (uni- and multivariate autoregressive models). Thus, we consider 3-hour predictions of water levels, with lead times ranging from 15 to 180 minutes, computed every 15 minutes since August 2013 for the Nysa Klodzka basin (SW Poland) using the two approaches and their two-model ensemble. Since the launch of the HydroProg system there have been 12 high flow episodes, and the objective of this work is to present the performance of the two-model ensemble in the process of forecasting these events. For a sake of brevity, we limit our investigation to a single gauge located at the Nysa Klodzka river in the town of Klodzko, which is centrally located in the studied basin. We identified certain regular scenarios of how the models perform in predicting the high flows in Klodzko. At the initial phase of the high flow, well before the rising limb of hydrograph, the two-model ensemble is found to provide the most skilful prognoses of water levels. However, while forecasting the rising limb of hydrograph, either the two-model solution or the vector autoregressive model offers the best predictive performance. In addition, it is hypothesized that along with the development of the rising limb phase, the vector autoregression becomes the most skilful approach amongst the scrutinized ones. Our simple two-model exercise confirms that multimodel hydrologic ensemble predictions cannot be treated as universal solutions suitable for forecasting the entire high flow event, but their superior performance may hold only for certain phases of a high flow.

Multispectral code excited linear prediction coding and its application in magnetic resonance images.

PubMed

Hu, J H; Wang, Y; Cahill, P T

1997-01-01

This paper reports a multispectral code excited linear prediction (MCELP) method for the compression of multispectral images. Different linear prediction models and adaptation schemes have been compared. The method that uses a forward adaptive autoregressive (AR) model has been proven to achieve a good compromise between performance, complexity, and robustness. This approach is referred to as the MFCELP method. Given a set of multispectral images, the linear predictive coefficients are updated over nonoverlapping three-dimensional (3-D) macroblocks. Each macroblock is further divided into several 3-D micro-blocks, and the best excitation signal for each microblock is determined through an analysis-by-synthesis procedure. The MFCELP method has been applied to multispectral magnetic resonance (MR) images. To satisfy the high quality requirement for medical images, the error between the original image set and the synthesized one is further specified using a vector quantizer. This method has been applied to images from 26 clinical MR neuro studies (20 slices/study, three spectral bands/slice, 256x256 pixels/band, 12 b/pixel). The MFCELP method provides a significant visual improvement over the discrete cosine transform (DCT) based Joint Photographers Expert Group (JPEG) method, the wavelet transform based embedded zero-tree wavelet (EZW) coding method, and the vector tree (VT) coding method, as well as the multispectral segmented autoregressive moving average (MSARMA) method we developed previously.

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).

Granger Causality Testing with Intensive Longitudinal Data.

PubMed

Molenaar, Peter C M

2018-06-01

The availability of intensive longitudinal data obtained by means of ambulatory assessment opens up new prospects for prevention research in that it allows the derivation of subject-specific dynamic networks of interacting variables by means of vector autoregressive (VAR) modeling. The dynamic networks thus obtained can be subjected to Granger causality testing in order to identify causal relations among the observed time-dependent variables. VARs have two equivalent representations: standard and structural. Results obtained with Granger causality testing depend upon which representation is chosen, yet no criteria exist on which this important choice can be based. A new equivalent representation is introduced called hybrid VARs with which the best representation can be chosen in a data-driven way. Partial directed coherence, a frequency-domain statistic for Granger causality testing, is shown to perform optimally when based on hybrid VARs. An application to real data is provided.

Intra- and Interseasonal Autoregressive Prediction of Dengue Outbreaks Using Local Weather and Regional Climate for a Tropical Environment in Colombia

PubMed Central

Eastin, Matthew D.; Delmelle, Eric; Casas, Irene; Wexler, Joshua; Self, Cameron

2014-01-01

Dengue fever transmission results from complex interactions between the virus, human hosts, and mosquito vectors—all of which are influenced by environmental factors. Predictive models of dengue incidence rate, based on local weather and regional climate parameters, could benefit disease mitigation efforts. Time series of epidemiological and meteorological data for the urban environment of Cali, Colombia are analyzed from January of 2000 to December of 2011. Significant dengue outbreaks generally occur during warm-dry periods with extreme daily temperatures confined between 18°C and 32°C—the optimal range for mosquito survival and viral transmission. Two environment-based, multivariate, autoregressive forecast models are developed that allow dengue outbreaks to be anticipated from 2 weeks to 6 months in advance. These models have the potential to enhance existing dengue early warning systems, ultimately supporting public health decisions on the timing and scale of vector control efforts. PMID:24957546

Comparing lagged linear correlation, lagged regression, Granger causality, and vector autoregression for uncovering associations in EHR data.

PubMed

Levine, Matthew E; Albers, David J; Hripcsak, George

2016-01-01

Time series analysis methods have been shown to reveal clinical and biological associations in data collected in the electronic health record. We wish to develop reliable high-throughput methods for identifying adverse drug effects that are easy to implement and produce readily interpretable results. To move toward this goal, we used univariate and multivariate lagged regression models to investigate associations between twenty pairs of drug orders and laboratory measurements. Multivariate lagged regression models exhibited higher sensitivity and specificity than univariate lagged regression in the 20 examples, and incorporating autoregressive terms for labs and drugs produced more robust signals in cases of known associations among the 20 example pairings. Moreover, including inpatient admission terms in the model attenuated the signals for some cases of unlikely associations, demonstrating how multivariate lagged regression models' explicit handling of context-based variables can provide a simple way to probe for health-care processes that confound analyses of EHR data.

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.

Gaussian Process Autoregression for Simultaneous Proportional Multi-Modal Prosthetic Control With Natural Hand Kinematics.

PubMed

Xiloyannis, Michele; Gavriel, Constantinos; Thomik, Andreas A C; Faisal, A Aldo

2017-10-01

Matching the dexterity, versatility, and robustness of the human hand is still an unachieved goal in bionics, robotics, and neural engineering. A major limitation for hand prosthetics lies in the challenges of reliably decoding user intention from muscle signals when controlling complex robotic hands. Most of the commercially available prosthetic hands use muscle-related signals to decode a finite number of predefined motions and some offer proportional control of open/close movements of the whole hand. Here, in contrast, we aim to offer users flexible control of individual joints of their artificial hand. We propose a novel framework for decoding neural information that enables a user to independently control 11 joints of the hand in a continuous manner-much like we control our natural hands. Toward this end, we instructed six able-bodied subjects to perform everyday object manipulation tasks combining both dynamic, free movements (e.g., grasping) and isometric force tasks (e.g., squeezing). We recorded the electromyographic and mechanomyographic activities of five extrinsic muscles of the hand in the forearm, while simultaneously monitoring 11 joints of hand and fingers using a sensorized data glove that tracked the joints of the hand. Instead of learning just a direct mapping from current muscle activity to intended hand movement, we formulated a novel autoregressive approach that combines the context of previous hand movements with instantaneous muscle activity to predict future hand movements. Specifically, we evaluated a linear vector autoregressive moving average model with exogenous inputs and a novel Gaussian process ( ) autoregressive framework to learn the continuous mapping from hand joint dynamics and muscle activity to decode intended hand movement. Our approach achieves high levels of performance (RMSE of 8°/s and ). Crucially, we use a small set of sensors that allows us to control a larger set of independently actuated degrees of freedom of a hand. This novel undersensored control is enabled through the combination of nonlinear autoregressive continuous mapping between muscle activity and joint angles. The system evaluates the muscle signals in the context of previous natural hand movements. This enables us to resolve ambiguities in situations, where muscle signals alone cannot determine the correct action as we evaluate the muscle signals in their context of natural hand movements. autoregression is a particularly powerful approach which makes not only a prediction based on the context but also represents the associated uncertainty of its predictions, thus enabling the novel notion of risk-based control in neuroprosthetics. Our results suggest that autoregressive approaches with exogenous inputs lend themselves for natural, intuitive, and continuous control in neurotechnology, with the particular focus on prosthetic restoration of natural limb function, where high dexterity is required for complex movements.

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

The Gaussian Graphical Model in Cross-Sectional and Time-Series Data.

PubMed

Epskamp, Sacha; Waldorp, Lourens J; Mõttus, René; Borsboom, Denny

2018-04-16

We discuss the Gaussian graphical model (GGM; an undirected network of partial correlation coefficients) and detail its utility as an exploratory data analysis tool. The GGM shows which variables predict one-another, allows for sparse modeling of covariance structures, and may highlight potential causal relationships between observed variables. We describe the utility in three kinds of psychological data sets: data sets in which consecutive cases are assumed independent (e.g., cross-sectional data), temporally ordered data sets (e.g., n = 1 time series), and a mixture of the 2 (e.g., n > 1 time series). In time-series analysis, the GGM can be used to model the residual structure of a vector-autoregression analysis (VAR), also termed graphical VAR. Two network models can then be obtained: a temporal network and a contemporaneous network. When analyzing data from multiple subjects, a GGM can also be formed on the covariance structure of stationary means-the between-subjects network. We discuss the interpretation of these models and propose estimation methods to obtain these networks, which we implement in the R packages graphicalVAR and mlVAR. The methods are showcased in two empirical examples, and simulation studies on these methods are included in the supplementary materials.

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).

Comparison of vector autoregressive (VAR) and vector error correction models (VECM) for index of ASEAN stock price

NASA Astrophysics Data System (ADS)

Suharsono, Agus; Aziza, Auliya; Pramesti, Wara

2017-12-01

Capital markets can be an indicator of the development of a country's economy. The presence of capital markets also encourages investors to trade; therefore investors need information and knowledge of which shares are better. One way of making decisions for short-term investments is the need for modeling to forecast stock prices in the period to come. Issue of stock market-stock integration ASEAN is very important. The problem is that ASEAN does not have much time to implement one market in the economy, so it would be very interesting if there is evidence whether the capital market in the ASEAN region, especially the countries of Indonesia, Malaysia, Philippines, Singapore and Thailand deserve to be integrated or still segmented. Furthermore, it should also be known and proven What kind of integration is happening: what A capital market affects only the market Other capital, or a capital market only Influenced by other capital markets, or a Capital market as well as affecting as well Influenced by other capital markets in one ASEAN region. In this study, it will compare forecasting of Indonesian share price (IHSG) with neighboring countries (ASEAN) including developed and developing countries such as Malaysia (KLSE), Singapore (SGE), Thailand (SETI), Philippines (PSE) to find out which stock country the most superior and influential. These countries are the founders of ASEAN and share price index owners who have close relations with Indonesia in terms of trade, especially exports and imports. Stock price modeling in this research is using multivariate time series analysis that is VAR (Vector Autoregressive) and VECM (Vector Error Correction Modeling). VAR and VECM models not only predict more than one variable but also can see the interrelations between variables with each other. If the assumption of white noise is not met in the VAR modeling, then the cause can be assumed that there is an outlier. With this modeling will be able to know the pattern of relationship or linkage of share prices of each country in ASEAN. The best modeling comparison result of the ASEAN stock price index is VAR.

Autoregressive modelling of species richness in the Brazilian Cerrado.

PubMed

Vieira, C M; Blamires, D; Diniz-Filho, J A F; Bini, L M; Rangel, T F L V B

2008-05-01

Spatial autocorrelation is the lack of independence between pairs of observations at given distances within a geographical space, a phenomenon commonly found in ecological data. Taking into account spatial autocorrelation when evaluating problems in geographical ecology, including gradients in species richness, is important to describe both the spatial structure in data and to correct the bias in Type I errors of standard statistical analyses. However, to effectively solve these problems it is necessary to establish the best way to incorporate the spatial structure to be used in the models. In this paper, we applied autoregressive models based on different types of connections and distances between 181 cells covering the Cerrado region of Central Brazil to study the spatial variation in mammal and bird species richness across the biome. Spatial structure was stronger for birds than for mammals, with R(2) values ranging from 0.77 to 0.94 for mammals and from 0.77 to 0.97 for birds, for models based on different definitions of spatial structures. According to the Akaike Information Criterion (AIC), the best autoregressive model was obtained by using the rook connection. In general, these results furnish guidelines for future modelling of species richness patterns in relation to environmental predictors and other variables expressing human occupation in the biome.

Vector autoregressive models: A Gini approach

NASA Astrophysics Data System (ADS)

Mussard, Stéphane; Ndiaye, Oumar Hamady

2018-02-01

In this paper, it is proven that the usual VAR models may be performed in the Gini sense, that is, on a ℓ1 metric space. The Gini regression is robust to outliers. As a consequence, when data are contaminated by extreme values, we show that semi-parametric VAR-Gini regressions may be used to obtain robust estimators. The inference about the estimators is made with the ℓ1 norm. Also, impulse response functions and Gini decompositions for prevision errors are introduced. Finally, Granger's causality tests are properly derived based on U-statistics.

Reconstruction of late Holocene climate based on tree growth and mechanistic hierarchical models

USGS Publications Warehouse

Tipton, John; Hooten, Mevin B.; Pederson, Neil; Tingley, Martin; Bishop, Daniel

2016-01-01

Reconstruction of pre-instrumental, late Holocene climate is important for understanding how climate has changed in the past and how climate might change in the future. Statistical prediction of paleoclimate from tree ring widths is challenging because tree ring widths are a one-dimensional summary of annual growth that represents a multi-dimensional set of climatic and biotic influences. We develop a Bayesian hierarchical framework using a nonlinear, biologically motivated tree ring growth model to jointly reconstruct temperature and precipitation in the Hudson Valley, New York. Using a common growth function to describe the response of a tree to climate, we allow for species-specific parameterizations of the growth response. To enable predictive backcasts, we model the climate variables with a vector autoregressive process on an annual timescale coupled with a multivariate conditional autoregressive process that accounts for temporal correlation and cross-correlation between temperature and precipitation on a monthly scale. Our multi-scale temporal model allows for flexibility in the climate response through time at different temporal scales and predicts reasonable climate scenarios given tree ring width data.

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.

Nonrandom variability in respiratory cycle parameters of humans during stage 2 sleep.

PubMed

Modarreszadeh, M; Bruce, E N; Gothe, B

1990-08-01

We analyzed breath-to-breath inspiratory time (TI), expiratory time (TE), inspiratory volume (VI), and minute ventilation (Vm) from 11 normal subjects during stage 2 sleep. The analysis consisted of 1) fitting first- and second-order autoregressive models (AR1 and AR2) and 2) obtaining the power spectra of the data by fast-Fourier transform. For the AR2 model, the only coefficients that were statistically different from zero were the average alpha 1 (a1) for TI, VI, and Vm (a1 = 0.19, 0.29, and 0.15, respectively). However, the power spectra of all parameters often exhibited peaks at low frequency (less than 0.2 cycles/breath) and/or at high frequency (greater than 0.2 cycles/breath), indicative of periodic oscillations. After accounting for the corrupting effects of added oscillations on the a1 estimates, we conclude that 1) breath-to-breath fluctuations of VI, and to a lesser extent TI and Vm, exhibit a first-order autoregressive structure such that fluctuations of each breath are positively correlated with those of immediately preceding breaths and 2) the correlated components of variability in TE are mostly due to discrete high- and/or low-frequency oscillations with no underlying autoregressive structure. We propose that the autoregressive structure of VI, TI, and Vm during spontaneous breathing in stage 2 sleep may reflect either a central neural mechanism or the effects of noise in respiratory chemical feedback loops; the presence of low-frequency oscillations, seen more often in Vm, suggests possible instability in the chemical feedback loops. Mechanisms of high-frequency periodicities, seen more often in TE, are unknown.

Multifractality and autoregressive processes of dry spell lengths in Europe: an approach to their complexity and predictability

NASA Astrophysics Data System (ADS)

Lana, X.; Burgueño, A.; Serra, C.; Martínez, M. D.

2017-01-01

Dry spell lengths, DSL, defined as the number of consecutive days with daily rain amounts below a given threshold, may provide relevant information about drought regimes. Taking advantage of a daily pluviometric database covering a great extension of Europe, a detailed analysis of the multifractality of the dry spell regimes is achieved. At the same time, an autoregressive process is applied with the aim of predicting DSL. A set of parameters, namely Hurst exponent, H, estimated from multifractal spectrum, f( α), critical Hölder exponent, α 0, for which f( α) reaches its maximum value, spectral width, W, and spectral asymmetry, B, permits a first clustering of European rain gauges in terms of the complexity of their DSL series. This set of parameters also allows distinguishing between time series describing fine- or smooth-structure of the DSL regime by using the complexity index, CI. Results of previous monofractal analyses also permits establishing comparisons between smooth-structures, relatively low correlation dimensions, notable predictive instability and anti-persistence of DSL for European areas, sometimes submitted to long droughts. Relationships are also found between the CI and the mean absolute deviation, MAD, and the optimum autoregressive order, OAO, of an ARIMA( p, d,0) autoregressive process applied to the DSL series. The detailed analysis of the discrepancies between empiric and predicted DSL underlines the uncertainty over predictability of long DSL, particularly for the Mediterranean region.

Stochastic-Constraints Method in Nonstationary Hot-Clutter Cancellation Part I: Fundamentals and Supervised Training Applications

DTIC Science & Technology

2003-04-01

any of the P interfering sources, and Hkt i (1) (P)] T is defined below. The P-variate vector = t kt , • t J consists of complex waveforms radiated by...line. More precisely, the (i, j ) t element of the matrix Hke is a complex 4-4 coefficient which is practically constant over the kth PRI, and is a...multivariate auto-regressive (AR) model of order n: Ykt + Z Bj Yk- j , t = tkt (25) j =l In the above equation, Bj are the M-variate matrices which are the

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.

[Exploration of influencing factors of price of herbal based on VAR model].

PubMed

Wang, Nuo; Liu, Shu-Zhen; Yang, Guang

2014-10-01

Based on vector auto-regression (VAR) model, this paper takes advantage of Granger causality test, variance decomposition and impulse response analysis techniques to carry out a comprehensive study of the factors influencing the price of Chinese herbal, including herbal cultivation costs, acreage, natural disasters, the residents' needs and inflation. The study found that there is Granger causality relationship between inflation and herbal prices, cultivation costs and herbal prices. And in the total variance analysis of Chinese herbal and medicine price index, the largest contribution to it is from its own fluctuations, followed by the cultivation costs and inflation.

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.

Utilization of Model Predictive Control to Balance Power Absorption Against Load Accumulation

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

Abbas, Nikhar; Tom, Nathan M

2017-06-03

Wave energy converter (WEC) control strategies have been primarily focused on maximizing power absorption. The use of model predictive control strategies allows for a finite-horizon, multiterm objective function to be solved. This work utilizes a multiterm objective function to maximize power absorption while minimizing the structural loads on the WEC system. Furthermore, a Kalman filter and autoregressive model were used to estimate and forecast the wave exciting force and predict the future dynamics of the WEC. The WEC's power-take-off time-averaged power and structural loads under a perfect forecast assumption in irregular waves were compared against results obtained from the Kalmanmore » filter and autoregressive model to evaluate model predictive control performance.« less

Utilization of Model Predictive Control to Balance Power Absorption Against Load Accumulation: Preprint

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

Abbas, Nikhar; Tom, Nathan

Wave energy converter (WEC) control strategies have been primarily focused on maximizing power absorption. The use of model predictive control strategies allows for a finite-horizon, multiterm objective function to be solved. This work utilizes a multiterm objective function to maximize power absorption while minimizing the structural loads on the WEC system. Furthermore, a Kalman filter and autoregressive model were used to estimate and forecast the wave exciting force and predict the future dynamics of the WEC. The WEC's power-take-off time-averaged power and structural loads under a perfect forecast assumption in irregular waves were compared against results obtained from the Kalmanmore » filter and autoregressive model to evaluate model predictive control performance.« less

A Stimulus-Locked Vector Autoregressive Model for Slow Event-Related fMRI Designs

PubMed Central

Siegle, Greg

2009-01-01

Summary Neuroscientists have become increasingly interested in exploring dynamic relationships among brain regions. Such a relationship, when directed from one region toward another, is denoted by “effective connectivity.” An fMRI experimental paradigm which is well-suited for examination of effective connectivity is the slow event-related design. This design presents stimuli at sufficient temporal spacing for determining within-trial trajectories of BOLD activation, allowing for the analysis of stimulus-locked temporal covariation of brain responses in multiple regions. This may be especially important for emotional stimuli processing, which can evolve over the course of several seconds, if not longer. However, while several methods have been devised for determining fMRI effective connectivity, few are adapted to event-related designs, which include non-stationary BOLD responses and multiple levels of nesting. We propose a model tailored for exploring effective connectivity of multiple brain regions in event-related fMRI designs - a semi-parametric adaptation of vector autoregressive (VAR) models, termed “stimulus-locked VAR” (SloVAR). Connectivity coefficients vary as a function of time relative to stimulus onset, are regularized via basis expansions, and vary randomly across subjects. SloVAR obtains flexible, data-driven estimates of effective connectivity and hence is useful for building connectivity models when prior information on dynamic regional relationships is sparse. Indices derived from the coefficient estimates can also be used to relate effective connectivity estimates to behavioral or clinical measures. We demonstrate the SloVAR model on a sample of clinically depressed and normal controls, showing that early but not late cortico-amygdala connectivity appears crucial to emotional control and early but not late cortico-cortico connectivity predicts depression severity in the depressed group, relationships that would have been missed in a more traditional VAR analysis. PMID:19236927

Is First-Order Vector Autoregressive Model Optimal for fMRI Data?

PubMed

Ting, Chee-Ming; Seghouane, Abd-Krim; Khalid, Muhammad Usman; Salleh, Sh-Hussain

2015-09-01

We consider the problem of selecting the optimal orders of vector autoregressive (VAR) models for fMRI data. Many previous studies used model order of one and ignored that it may vary considerably across data sets depending on different data dimensions, subjects, tasks, and experimental designs. In addition, the classical information criteria (IC) used (e.g., the Akaike IC (AIC)) are biased and inappropriate for the high-dimensional fMRI data typically with a small sample size. We examine the mixed results on the optimal VAR orders for fMRI, especially the validity of the order-one hypothesis, by a comprehensive evaluation using different model selection criteria over three typical data types--a resting state, an event-related design, and a block design data set--with varying time series dimensions obtained from distinct functional brain networks. We use a more balanced criterion, Kullback's IC (KIC) based on Kullback's symmetric divergence combining two directed divergences. We also consider the bias-corrected versions (AICc and KICc) to improve VAR model selection in small samples. Simulation results show better small-sample selection performance of the proposed criteria over the classical ones. Both bias-corrected ICs provide more accurate and consistent model order choices than their biased counterparts, which suffer from overfitting, with KICc performing the best. Results on real data show that orders greater than one were selected by all criteria across all data sets for the small to moderate dimensions, particularly from small, specific networks such as the resting-state default mode network and the task-related motor networks, whereas low orders close to one but not necessarily one were chosen for the large dimensions of full-brain networks.

Detection of tripping gait patterns in the elderly using autoregressive features and support vector machines.

PubMed

Lai, Daniel T H; Begg, Rezaul K; Taylor, Simon; Palaniswami, Marimuthu

2008-01-01

Elderly tripping falls cost billions annually in medical funds and result in high mortality rates often perpetrated by pulmonary embolism (internal bleeding) and infected fractures that do not heal well. In this paper, we propose an intelligent gait detection system (AR-SVM) for screening elderly individuals at risk of suffering tripping falls. The motivation of this system is to provide early detection of elderly gait reminiscent of tripping characteristics so that preventive measures could be administered. Our system is composed of two stages, a predictor model estimated by an autoregressive (AR) process and a support vector machine (SVM) classifier. The system input is a digital signal constructed from consecutive measurements of minimum toe clearance (MTC) representative of steady-state walking. The AR-SVM system was tested on 23 individuals (13 healthy and 10 having suffered at least one tripping fall in the past year) who each completed a minimum of 10 min of walking on a treadmill at a self-selected pace. In the first stage, a fourth order AR model required at least 64 MTC values to correctly detect all fallers and non-fallers. Detection was further improved to less than 1 min of walking when the model coefficients were used as input features to the SVM classifier. The system achieved a detection accuracy of 95.65% with the leave one out method using only 16 MTC samples, but was reduced to 69.57% when eight MTC samples were used. These results demonstrate a fast and efficient system requiring a small number of strides and only MTC measurements for accurate detection of tripping gait characteristics.

Fuzzy neural network technique for system state forecasting.

PubMed

Li, Dezhi; Wang, Wilson; Ismail, Fathy

2013-10-01

In many system state forecasting applications, the prediction is performed based on multiple datasets, each corresponding to a distinct system condition. The traditional methods dealing with multiple datasets (e.g., vector autoregressive moving average models and neural networks) have some shortcomings, such as limited modeling capability and opaque reasoning operations. To tackle these problems, a novel fuzzy neural network (FNN) is proposed in this paper to effectively extract information from multiple datasets, so as to improve forecasting accuracy. The proposed predictor consists of both autoregressive (AR) nodes modeling and nonlinear nodes modeling; AR models/nodes are used to capture the linear correlation of the datasets, and the nonlinear correlation of the datasets are modeled with nonlinear neuron nodes. A novel particle swarm technique [i.e., Laplace particle swarm (LPS) method] is proposed to facilitate parameters estimation of the predictor and improve modeling accuracy. The effectiveness of the developed FNN predictor and the associated LPS method is verified by a series of tests related to Mackey-Glass data forecast, exchange rate data prediction, and gear system prognosis. Test results show that the developed FNN predictor and the LPS method can capture the dynamics of multiple datasets effectively and track system characteristics accurately.

Detection of shallow buried objects using an autoregressive model on the ground penetrating radar signal

NASA Astrophysics Data System (ADS)

Nabelek, Daniel P.; Ho, K. C.

2013-06-01

The detection of shallow buried low-metal content objects using ground penetrating radar (GPR) is a challenging task. This is because these targets are right underneath the ground and the ground bounce reflection interferes with their detections. They do not create distinctive hyperbolic signatures as required by most existing GPR detection algorithms due to their special geometric shapes and low metal content. This paper proposes the use of the Autoregressive (AR) modeling method for the detection of these targets. We fit an A-scan of the GPR data to an AR model. It is found that the fitting error will be small when such a target is present and large when it is absent. The ratio of the energy in an Ascan before and after AR model fitting is used as the confidence value for detection. We also apply AR model fitting over scans and utilize the fitting residual energies over several scans to form a feature vector for improving the detections. Using the data collected from a government test site, the proposed method can improve the detection of this kind of targets by 30% compared to the pre-screener, at a false alarm rate of 0.002/m2.

Estimating long-run equilibrium real exchange rates: short-lived shocks with long-lived impacts on Pakistan.

PubMed

Zardad, Asma; Mohsin, Asma; Zaman, Khalid

2013-12-01

The purpose of this study is to investigate the factors that affect real exchange rate volatility for Pakistan through the co-integration and error correction model over a 30-year time period, i.e. between 1980 and 2010. The study employed the autoregressive conditional heteroskedasticity (ARCH), generalized autoregressive conditional heteroskedasticity (GARCH) and Vector Error Correction model (VECM) to estimate the changes in the volatility of real exchange rate series, while an error correction model was used to determine the short-run dynamics of the system. The study is limited to a few variables i.e., productivity differential (i.e., real GDP per capita relative to main trading partner); terms of trade; trade openness and government expenditures in order to manage robust data. The result indicates that real effective exchange rate (REER) has been volatile around its equilibrium level; while, the speed of adjustment is relatively slow. VECM results confirm long run convergence of real exchange rate towards its equilibrium level. Results from ARCH and GARCH estimation shows that real shocks volatility persists, so that shocks die out rather slowly, and lasting misalignment seems to have occurred.

Predictability of Malaria Transmission Intensity in the Mpumalanga Province, South Africa, Using Land Surface Climatology and Autoregressive Analysis

NASA Technical Reports Server (NTRS)

Grass, David; Jasinski, Michael F.; Govere, John

2003-01-01

There has been increasing effort in recent years to employ satellite remotely sensed data to identify and map vector habitat and malaria transmission risk in data sparse environments. In the current investigation, available satellite and other land surface climatology data products are employed in short-term forecasting of infection rates in the Mpumalanga Province of South Africa, using a multivariate autoregressive approach. The climatology variables include precipitation, air temperature and other land surface states computed by the Off-line Land-Surface Global Assimilation System (OLGA) including soil moisture and surface evaporation. Satellite data products include the Normalized Difference Vegetation Index (NDVI) and other forcing data used in the Goddard Earth Observing System (GEOS-1) model. Predictions are compared to long- term monthly records of clinical and microscopic diagnoses. The approach addresses the high degree of short-term autocorrelation in the disease and weather time series. The resulting model is able to predict 11 of the 13 months that were classified as high risk during the validation period, indicating the utility of applying antecedent climatic variables to the prediction of malaria incidence for the Mpumalanga Province.

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.

Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX.

PubMed

Chin, Wen Cheong; Lee, Min Cherng; Yap, Grace Lee Ching

2016-01-01

High frequency financial data modelling has become one of the important research areas in the field of financial econometrics. However, the possible structural break in volatile financial time series often trigger inconsistency issue in volatility estimation. In this study, we propose a structural break heavy-tailed heterogeneous autoregressive (HAR) volatility econometric model with the enhancement of jump-robust estimators. The breakpoints in the volatility are captured by dummy variables after the detection by Bai-Perron sequential multi breakpoints procedure. In order to further deal with possible abrupt jump in the volatility, the jump-robust volatility estimators are composed by using the nearest neighbor truncation approach, namely the minimum and median realized volatility. Under the structural break improvements in both the models and volatility estimators, the empirical findings show that the modified HAR model provides the best performing in-sample and out-of-sample forecast evaluations as compared with the standard HAR models. Accurate volatility forecasts have direct influential to the application of risk management and investment portfolio analysis.

Carbon financial markets: A time-frequency analysis of CO2 prices

NASA Astrophysics Data System (ADS)

Sousa, Rita; Aguiar-Conraria, Luís; Soares, Maria Joana

2014-11-01

We characterize the interrelation of CO2 prices with energy prices (electricity, gas and coal), and with economic activity. Previous studies have relied on time-domain techniques, such as Vector Auto-Regressions. In this study, we use multivariate wavelet analysis, which operates in the time-frequency domain. Wavelet analysis provides convenient tools to distinguish relations at particular frequencies and at particular time horizons. Our empirical approach has the potential to identify relations getting stronger and then disappearing over specific time intervals and frequencies. We are able to examine the coherency of these variables and lead-lag relations at different frequencies for the time periods in focus.

Non-Gaussian spatiotemporal simulation of multisite daily precipitation: downscaling framework

NASA Astrophysics Data System (ADS)

Ben Alaya, M. A.; Ouarda, T. B. M. J.; Chebana, F.

2018-01-01

Probabilistic regression approaches for downscaling daily precipitation are very useful. They provide the whole conditional distribution at each forecast step to better represent the temporal variability. The question addressed in this paper is: how to simulate spatiotemporal characteristics of multisite daily precipitation from probabilistic regression models? Recent publications point out the complexity of multisite properties of daily precipitation and highlight the need for using a non-Gaussian flexible tool. This work proposes a reasonable compromise between simplicity and flexibility avoiding model misspecification. A suitable nonparametric bootstrapping (NB) technique is adopted. A downscaling model which merges a vector generalized linear model (VGLM as a probabilistic regression tool) and the proposed bootstrapping technique is introduced to simulate realistic multisite precipitation series. The model is applied to data sets from the southern part of the province of Quebec, Canada. It is shown that the model is capable of reproducing both at-site properties and the spatial structure of daily precipitations. Results indicate the superiority of the proposed NB technique, over a multivariate autoregressive Gaussian framework (i.e. Gaussian copula).

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

Evidence of Large Fluctuations of Stock Return and Financial Crises from Turkey: Using Wavelet Coherency and Varma Modeling to Forecast Stock Return

NASA Astrophysics Data System (ADS)

Oygur, Tunc; Unal, Gazanfer

Shocks, jumps, booms and busts are typical large fluctuation markers which appear in crisis. Models and leading indicators vary according to crisis type in spite of the fact that there are a lot of different models and leading indicators in literature to determine structure of crisis. In this paper, we investigate structure of dynamic correlation of stock return, interest rate, exchange rate and trade balance differences in crisis periods in Turkey over the period between October 1990 and March 2015 by applying wavelet coherency methodologies to determine nature of crises. The time period includes the Turkeys currency and banking crises; US sub-prime mortgage crisis and the European sovereign debt crisis occurred in 1994, 2001, 2008 and 2009, respectively. Empirical results showed that stock return, interest rate, exchange rate and trade balance differences are significantly linked during the financial crises in Turkey. The cross wavelet power, the wavelet coherency, the multiple wavelet coherency and the quadruple wavelet coherency methodologies have been used to examine structure of dynamic correlation. Moreover, in consequence of quadruple and multiple wavelet coherence, strongly correlated large scales indicate linear behavior and, hence VARMA (vector autoregressive moving average) gives better fitting and forecasting performance. In addition, increasing the dimensions of the model for strongly correlated scales leads to more accurate results compared to scalar counterparts.

Modeling Bivariate Change in Individual Differences: Prospective Associations Between Personality and Life Satisfaction.

PubMed

Hounkpatin, Hilda Osafo; Boyce, Christopher J; Dunn, Graham; Wood, Alex M

2017-09-18

A number of structural equation models have been developed to examine change in 1 variable or the longitudinal association between 2 variables. The most common of these are the latent growth model, the autoregressive cross-lagged model, the autoregressive latent trajectory model, and the latent change score model. The authors first overview each of these models through evaluating their different assumptions surrounding the nature of change and how these assumptions may result in different data interpretations. They then, to elucidate these issues in an empirical example, examine the longitudinal association between personality traits and life satisfaction. In a representative Dutch sample (N = 8,320), with participants providing data on both personality and life satisfaction measures every 2 years over an 8-year period, the authors reproduce findings from previous research. However, some of the structural equation models overviewed have not previously been applied to the personality-life satisfaction relation. The extended empirical examination suggests intraindividual changes in life satisfaction predict subsequent intraindividual changes in personality traits. The availability of data sets with 3 or more assessment waves allows the application of more advanced structural equation models such as the autoregressive latent trajectory or the extended latent change score model, which accounts for the complex dynamic nature of change processes and allows stronger inferences on the nature of the association between variables. However, the choice of model should be determined by theories of change processes in the variables being studied. (PsycINFO Database Record (c) 2017 APA, all rights reserved).

A hybrid least squares support vector machines and GMDH approach for river flow forecasting

NASA Astrophysics Data System (ADS)

Samsudin, R.; Saad, P.; Shabri, A.

2010-06-01

This paper proposes a novel hybrid forecasting model, which combines the group method of data handling (GMDH) and the least squares support vector machine (LSSVM), known as GLSSVM. The GMDH is used to determine the useful input variables for LSSVM model and the LSSVM model which works as time series forecasting. In this study the application of GLSSVM for monthly river flow forecasting of Selangor and Bernam River are investigated. The results of the proposed GLSSVM approach are compared with the conventional artificial neural network (ANN) models, Autoregressive Integrated Moving Average (ARIMA) model, GMDH and LSSVM models using the long term observations of monthly river flow discharge. The standard statistical, the root mean square error (RMSE) and coefficient of correlation (R) are employed to evaluate the performance of various models developed. Experiment result indicates that the hybrid model was powerful tools to model discharge time series and can be applied successfully in complex hydrological modeling.

A triaxial accelerometer-based physical-activity recognition via augmented-signal features and a hierarchical recognizer.

PubMed

Khan, Adil Mehmood; Lee, Young-Koo; Lee, Sungyoung Y; Kim, Tae-Seong

2010-09-01

Physical-activity recognition via wearable sensors can provide valuable information regarding an individual's degree of functional ability and lifestyle. In this paper, we present an accelerometer sensor-based approach for human-activity recognition. Our proposed recognition method uses a hierarchical scheme. At the lower level, the state to which an activity belongs, i.e., static, transition, or dynamic, is recognized by means of statistical signal features and artificial-neural nets (ANNs). The upper level recognition uses the autoregressive (AR) modeling of the acceleration signals, thus, incorporating the derived AR-coefficients along with the signal-magnitude area and tilt angle to form an augmented-feature vector. The resulting feature vector is further processed by the linear-discriminant analysis and ANNs to recognize a particular human activity. Our proposed activity-recognition method recognizes three states and 15 activities with an average accuracy of 97.9% using only a single triaxial accelerometer attached to the subject's chest.

Non performing loans (NPLs) in a crisis economy: Long-run equilibrium analysis with a real time VEC model for Greece (2001-2015)

NASA Astrophysics Data System (ADS)

Konstantakis, Konstantinos N.; Michaelides, Panayotis G.; Vouldis, Angelos T.

2016-06-01

As a result of domestic and international factors, the Greek economy faced a severe crisis which is directly comparable only to the Great Recession. In this context, a prominent victim of this situation was the country's banking system. This paper attempts to shed light on the determining factors of non-performing loans in the Greek banking sector. The analysis presents empirical evidence from the Greek economy, using aggregate data on a quarterly basis, in the time period 2001-2015, fully capturing the recent recession. In this work, we use a relevant econometric framework based on a real time Vector Autoregressive (VAR)-Vector Error Correction (VEC) model, which captures the dynamic interdependencies among the variables used. Consistent with international evidence, the empirical findings show that both macroeconomic and financial factors have a significant impact on non-performing loans in the country. Meanwhile, the deteriorating credit quality feeds back into the economy leading to a self-reinforcing negative loop.

Linear models of coregionalization for multivariate lattice data: Order-dependent and order-free cMCARs.

PubMed

MacNab, Ying C

2016-08-01

This paper concerns with multivariate conditional autoregressive models defined by linear combination of independent or correlated underlying spatial processes. Known as linear models of coregionalization, the method offers a systematic and unified approach for formulating multivariate extensions to a broad range of univariate conditional autoregressive models. The resulting multivariate spatial models represent classes of coregionalized multivariate conditional autoregressive models that enable flexible modelling of multivariate spatial interactions, yielding coregionalization models with symmetric or asymmetric cross-covariances of different spatial variation and smoothness. In the context of multivariate disease mapping, for example, they facilitate borrowing strength both over space and cross variables, allowing for more flexible multivariate spatial smoothing. Specifically, we present a broadened coregionalization framework to include order-dependent, order-free, and order-robust multivariate models; a new class of order-free coregionalized multivariate conditional autoregressives is introduced. We tackle computational challenges and present solutions that are integral for Bayesian analysis of these models. We also discuss two ways of computing deviance information criterion for comparison among competing hierarchical models with or without unidentifiable prior parameters. The models and related methodology are developed in the broad context of modelling multivariate data on spatial lattice and illustrated in the context of multivariate disease mapping. The coregionalization framework and related methods also present a general approach for building spatially structured cross-covariance functions for multivariate geostatistics. © The Author(s) 2016.

Dynamic GSCA (Generalized Structured Component Analysis) with Applications to the Analysis of Effective Connectivity in Functional Neuroimaging Data

ERIC Educational Resources Information Center

Jung, Kwanghee; Takane, Yoshio; Hwang, Heungsun; Woodward, Todd S.

2012-01-01

We propose a new method of structural equation modeling (SEM) for longitudinal and time series data, named Dynamic GSCA (Generalized Structured Component Analysis). The proposed method extends the original GSCA by incorporating a multivariate autoregressive model to account for the dynamic nature of data taken over time. Dynamic GSCA also…

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…

Comparison of two non-convex mixed-integer nonlinear programming algorithms applied to autoregressive moving average model structure and parameter estimation

NASA Astrophysics Data System (ADS)

Uilhoorn, F. E.

2016-10-01

In this article, the stochastic modelling approach proposed by Box and Jenkins is treated as a mixed-integer nonlinear programming (MINLP) problem solved with a mesh adaptive direct search and a real-coded genetic class of algorithms. The aim is to estimate the real-valued parameters and non-negative integer, correlated structure of stationary autoregressive moving average (ARMA) processes. The maximum likelihood function of the stationary ARMA process is embedded in Akaike's information criterion and the Bayesian information criterion, whereas the estimation procedure is based on Kalman filter recursions. The constraints imposed on the objective function enforce stability and invertibility. The best ARMA model is regarded as the global minimum of the non-convex MINLP problem. The robustness and computational performance of the MINLP solvers are compared with brute-force enumeration. Numerical experiments are done for existing time series and one new data set.

Covariance hypotheses for LANDSAT data

NASA Technical Reports Server (NTRS)

Decell, H. P.; Peters, C.

1983-01-01

Two covariance hypotheses are considered for LANDSAT data acquired by sampling fields, one an autoregressive covariance structure and the other the hypothesis of exchangeability. A minimum entropy approximation of the first structure by the second is derived and shown to have desirable properties for incorporation into a mixture density estimation procedure. Results of a rough test of the exchangeability hypothesis are presented.

Turning points in nonlinear business cycle theories, financial crisis and the 2007-2008 downturn.

PubMed

Dore, Mohammed H I; Singh, Ragiv G

2009-10-01

This paper reviews three nonlinear dynamical business cycle theories of which only one (The Goodwin model) reflects the stylized facts of observed business cycles and has a plausible turning point mechanism. The paper then examines the US (and now global) financial crisis of 2008 and the accompanying downturn in the US. The paper argues that a skewed income distribution could not sustain effective demand and that over the 2001-2006 expansion demand was maintained through massive amounts of credit, with more than 50 percent of sales in the US being maintained through credit. A vector autoregression model confirms the crucial role played by credit. However legislative changes that dismantled the restrictions placed on the financial sector after the crash of 1929 and the consequent structural changes in the financial sector after 1980 enabled the growth of new debt instruments and credit. But overexpansion of credit when profits and house prices were declining in 2005/06 led to a nonlinear shift due to a new realization of the poor quality of some of this debt, namely mortgage backed securities. Bankruptcies, followed by retrenchment at the banks, then led to the bursting of the credit bubble, with the possibility of a severe recession.

Promoting inclusive water governance and forecasting the structure of water consumption based on compositional data: A case study of Beijing.

PubMed

Wei, Yigang; Wang, Zhichao; Wang, Huiwen; Yao, Tang; Li, Yan

2018-09-01

Water is centrally important for agricultural security, environment, people's livelihoods, and socio-economic development, particularly in the face of extreme climate changes. Due to water shortages in many cities, the conflicts between various stakeholders and sectors over water use and allocation are becoming more common and intense. Effective inclusive governance of water use is critical for relieving water use conflicts. In addition, reliable forecasting of the structure of water usage among different sectors is a basic need for effective water governance planning. Although a large number of studies have attempted to forecast water use, little is known about the forecasted structure and trends of water use in the future. This paper aims to develop a forecasting model for the structure of water usage based on compositional data. Compositional data analysis is an effective approach for investigating the internal structure of a system. A host of data transformation methods and forecasting models were adopted and compared in order to derive the best-performing model. According to mean absolute percent error for compositional data (CoMAPE), a hyperspherical-transformation-based vector autoregression model for compositional data (VAR-DRHT) is the best-performing model. The proportions of the agricultural, industrial, domestic and environmental water will be 6.11%, 5.01%, 37.48% and 51.4% by 2020. Several recommendations for water inclusive development are provided to give a better account for the optimization of the water use structure, alleviation of water shortages, and improving stake holders' wellbeing. Overall, although we focus on groundwater, this study presents a powerful framework broadly applicable to resource management. Copyright © 2018 Elsevier B.V. All rights reserved.

Estimating time-varying conditional correlations between stock and foreign exchange markets

NASA Astrophysics Data System (ADS)

Tastan, Hüseyin

2006-02-01

This study explores the dynamic interaction between stock market returns and changes in nominal exchange rates. Many financial variables are known to exhibit fat tails and autoregressive variance structure. It is well-known that unconditional covariance and correlation coefficients also vary significantly over time and multivariate generalized autoregressive model (MGARCH) is able to capture the time-varying variance-covariance matrix for stock market returns and changes in exchange rates. The model is applied to daily Euro-Dollar exchange rates and two stock market indexes from the US economy: Dow-Jones Industrial Average Index and S&P500 Index. The news impact surfaces are also drawn based on the model estimates to see the effects of idiosyncratic shocks in respective markets.

Exploring the transformation and upgrading of China's economy using electricity consumption data: A VAR-VEC based model

NASA Astrophysics Data System (ADS)

Zhang, Chi; Zhou, Kaile; Yang, Shanlin; Shao, Zhen

2017-05-01

Since the reforming and opening up in 1978, China has experienced a miraculous development. To investigate the transformation and upgrading of China's economy, this study focuses on the relationship between economic growth and electricity consumption of the secondary and tertiary industry in China. This paper captures the dynamic interdependencies among the related variables using a theoretical framework based on a Vector Autoregressive (VAR)-Vector Error Correction (VEC) model. Using the macroeconomic and electricity consumption data, the results show that, for secondary industry, there is only a unidirectional Granger causality from electricity consumption to Gross Domestic Product (GDP) from 1980 to 2000. However, for the tertiary industry, it only occurs that GDP Granger causes electricity consumption from 2001 to 2014. All these conclusions are verified by the impulse response function and variance decomposition. This study has a great significance to reveal the relationship between industrial electricity consumption and the pattern of economic development. Meanwhile, it further suggests that, since China joined the World Trade Organization (WTO) in 2001, the trend of the economic transformation and upgrading has gradually appeared.

Comparison of causality analysis on simultaneously measured fMRI and NIRS signals during motor tasks.

PubMed

Anwar, Abdul Rauf; Muthalib, Makii; Perrey, Stephane; Galka, Andreas; Granert, Oliver; Wolff, Stephan; Deuschl, Guenther; Raethjen, Jan; Heute, Ulrich; Muthuraman, Muthuraman

2013-01-01

Brain activity can be measured using different modalities. Since most of the modalities tend to complement each other, it seems promising to measure them simultaneously. In to be presented research, the data recorded from Functional Magnetic Resonance Imaging (fMRI) and Near Infrared Spectroscopy (NIRS), simultaneously, are subjected to causality analysis using time-resolved partial directed coherence (tPDC). Time-resolved partial directed coherence uses the principle of state space modelling to estimate Multivariate Autoregressive (MVAR) coefficients. This method is useful to visualize both frequency and time dynamics of causality between the time series. Afterwards, causality results from different modalities are compared by estimating the Spearman correlation. In to be presented study, we used directionality vectors to analyze correlation, rather than actual signal vectors. Results show that causality analysis of the fMRI correlates more closely to causality results of oxy-NIRS as compared to deoxy-NIRS in case of a finger sequencing task. However, in case of simple finger tapping, no clear difference between oxy-fMRI and deoxy-fMRI correlation is identified.

Dedollarization in Turkey after decades of dollarization: A myth or reality?

NASA Astrophysics Data System (ADS)

Metin-Özcan, Kıvılcım; Us, Vuslat

2007-11-01

The paper analyzes dollarization in the Turkish economy given the evidence on dedollarization signals. On conducting a Vector Autoregression (VAR) model, the empirical evidence suggests that dollarization has mostly been shaped by macroeconomic imbalances as measured by exchange rate depreciation volatility, inflation volatility and expectations. Furthermore, the generalized impulse response function (IRF) analysis, in addition to the analysis of variance decomposition (VDC) gives support to the notion that dollarization seems to sustain its persistent nature, thus hysteresis still prevails. Hence, unfavorable macroeconomic conditions apparently contribute to dollarization while dollarization itself contains inertia. Furthermore, dedollarization that presumably started after 2001 has lost headway after May 2006. Thus, it seems too early to conclude that dollarization changed its route to dedollarization.

Relationships among Energy Price Shocks, Stock Market, and the Macroeconomy: Evidence from China

PubMed Central

Cong, Rong-Gang; Shen, Shaochuan

2013-01-01

This paper investigates the interactive relationships among China energy price shocks, stock market, and the macroeconomy using multivariate vector autoregression. The results indicate that there is a long cointegration among them. A 1% rise in the energy price index can depress the stock market index by 0.54% and the industrial value-adding growth by 0.037%. Energy price shocks also cause inflation and have a 5-month lag effect on stock market, which may result in the stock market “underreacting.” The energy price can explain stock market fluctuations better than the interest rate over a longer time period. Consequently, investors should pay greater attention to the long-term effect of energy on the stock market. PMID:23690737

Short-term forecasting of electric loads using nonlinear autoregressive artificial neural networks with exogenous vector inputs

DOE PAGES

Buitrago, Jaime; Asfour, Shihab

2017-01-01

Short-term load forecasting is crucial for the operations planning of an electrical grid. Forecasting the next 24 h of electrical load in a grid allows operators to plan and optimize their resources. The purpose of this study is to develop a more accurate short-term load forecasting method utilizing non-linear autoregressive artificial neural networks (ANN) with exogenous multi-variable input (NARX). The proposed implementation of the network is new: the neural network is trained in open-loop using actual load and weather data, and then, the network is placed in closed-loop to generate a forecast using the predicted load as the feedback input.more » Unlike the existing short-term load forecasting methods using ANNs, the proposed method uses its own output as the input in order to improve the accuracy, thus effectively implementing a feedback loop for the load, making it less dependent on external data. Using the proposed framework, mean absolute percent errors in the forecast in the order of 1% have been achieved, which is a 30% improvement on the average error using feedforward ANNs, ARMAX and state space methods, which can result in large savings by avoiding commissioning of unnecessary power plants. Finally, the New England electrical load data are used to train and validate the forecast prediction.« less

Short-term forecasting of electric loads using nonlinear autoregressive artificial neural networks with exogenous vector inputs

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

Buitrago, Jaime; Asfour, Shihab

Short-term load forecasting is crucial for the operations planning of an electrical grid. Forecasting the next 24 h of electrical load in a grid allows operators to plan and optimize their resources. The purpose of this study is to develop a more accurate short-term load forecasting method utilizing non-linear autoregressive artificial neural networks (ANN) with exogenous multi-variable input (NARX). The proposed implementation of the network is new: the neural network is trained in open-loop using actual load and weather data, and then, the network is placed in closed-loop to generate a forecast using the predicted load as the feedback input.more » Unlike the existing short-term load forecasting methods using ANNs, the proposed method uses its own output as the input in order to improve the accuracy, thus effectively implementing a feedback loop for the load, making it less dependent on external data. Using the proposed framework, mean absolute percent errors in the forecast in the order of 1% have been achieved, which is a 30% improvement on the average error using feedforward ANNs, ARMAX and state space methods, which can result in large savings by avoiding commissioning of unnecessary power plants. Finally, the New England electrical load data are used to train and validate the forecast prediction.« less

Spatial and temporal changes in the structure of groundwater nitrate concentration time series (1935 1999) as demonstrated by autoregressive modelling

NASA Astrophysics Data System (ADS)

Jones, A. L.; Smart, P. L.

2005-08-01

Autoregressive modelling is used to investigate the internal structure of long-term (1935-1999) records of nitrate concentration for five karst springs in the Mendip Hills. There is a significant short term (1-2 months) positive autocorrelation at three of the five springs due to the availability of sufficient nitrate within the soil store to maintain concentrations in winter recharge for several months. The absence of short term (1-2 months) positive autocorrelation in the other two springs is due to the marked contrast in land use between the limestone and swallet parts of the catchment, rapid concentrated recharge from the latter causing short term switching in the dominant water source at the spring and thus fluctuating nitrate concentrations. Significant negative autocorrelation is evident at lags varying from 4 to 7 months through to 14-22 months for individual springs, with positive autocorrelation at 19-20 months at one site. This variable timing is explained by moderation of the exhaustion effect in the soil by groundwater storage, which gives longer residence times in large catchments and those with a dominance of diffuse flow. The lags derived from autoregressive modelling may therefore provide an indication of average groundwater residence times. Significant differences in the structure of the autocorrelation function for successive 10-year periods are evident at Cheddar Spring, and are explained by the effect the ploughing up of grasslands during the Second World War and increased fertiliser usage on available nitrogen in the soil store. This effect is moderated by the influence of summer temperatures on rates of mineralization, and of both summer and winter rainfall on the timing and magnitude of nitrate leaching. The pattern of nitrate leaching also appears to have been perturbed by the 1976 drought.

Image interpolation by adaptive 2-D autoregressive modeling and soft-decision estimation.

PubMed

Zhang, Xiangjun; Wu, Xiaolin

2008-06-01

The challenge of image interpolation is to preserve spatial details. We propose a soft-decision interpolation technique that estimates missing pixels in groups rather than one at a time. The new technique learns and adapts to varying scene structures using a 2-D piecewise autoregressive model. The model parameters are estimated in a moving window in the input low-resolution image. The pixel structure dictated by the learnt model is enforced by the soft-decision estimation process onto a block of pixels, including both observed and estimated. The result is equivalent to that of a high-order adaptive nonseparable 2-D interpolation filter. This new image interpolation approach preserves spatial coherence of interpolated images better than the existing methods, and it produces the best results so far over a wide range of scenes in both PSNR measure and subjective visual quality. Edges and textures are well preserved, and common interpolation artifacts (blurring, ringing, jaggies, zippering, etc.) are greatly reduced.

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.

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)

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.

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

Random Process Simulation for stochastic fatigue analysis. Ph.D. Thesis - Rice Univ., Houston, Tex.

NASA Technical Reports Server (NTRS)

Larsen, Curtis E.

1988-01-01

A simulation technique is described which directly synthesizes the extrema of a random process and is more efficient than the Gaussian simulation method. Such a technique is particularly useful in stochastic fatigue analysis because the required stress range moment E(R sup m), is a function only of the extrema of the random stress process. The family of autoregressive moving average (ARMA) models is reviewed and an autoregressive model is presented for modeling the extrema of any random process which has a unimodal power spectral density (psd). The proposed autoregressive technique is found to produce rainflow stress range moments which compare favorably with those computed by the Gaussian technique and to average 11.7 times faster than the Gaussian technique. The autoregressive technique is also adapted for processes having bimodal psd's. The adaptation involves using two autoregressive processes to simulate the extrema due to each mode and the superposition of these two extrema sequences. The proposed autoregressive superposition technique is 9 to 13 times faster than the Gaussian technique and produces comparable values for E(R sup m) for bimodal psd's having the frequency of one mode at least 2.5 times that of the other mode.

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

Nonlinear and Quasi-Simplex Patterns in Latent Growth Models

ERIC Educational Resources Information Center

Bianconcini, Silvia

2012-01-01

In the SEM literature, simplex and latent growth models have always been considered competing approaches for the analysis of longitudinal data, even if they are strongly connected and both of specific importance. General dynamic models, which simultaneously estimate autoregressive structures and latent curves, have been recently proposed in the…

Spatio-temporal wildland arson crime functions

Treesearch

David T. Butry; Jeffrey P. Prestemon

2005-01-01

Wildland arson creates damages to structures and timber and affects the health and safety of people living in rural and wildland urban interface areas. We develop a model that incorporates temporal autocorrelations and spatial correlations in wildland arson ignitions in Florida. A Poisson autoregressive model of order p, or PAR(p)...

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…

Acceleration and Velocity Sensing from Measured Strain

NASA Technical Reports Server (NTRS)

Pak, Chan-Gi; Truax, Roger

2016-01-01

A simple approach for computing acceleration and velocity of a structure from the strain is proposed in this study. First, deflection and slope of the structure are computed from the strain using a two-step theory. Frequencies of the structure are computed from the time histories of strain using a parameter estimation technique together with an Autoregressive Moving Average model. From deflection, slope, and frequencies of the structure, acceleration and velocity of the structure can be obtained using the proposed approach. shape sensing, fiber optic strain sensor, system equivalent reduction and expansion process.

Cutaneous Leishmaniasis and Sand Fly Fluctuations Are Associated with El Niño in Panamá

PubMed Central

Chaves, Luis Fernando; Calzada, José E.; Valderrama, Anayansí; Saldaña, Azael

2014-01-01

Background Cutaneous Leishmaniasis (CL) is a neglected tropical vector-borne disease. Sand fly vectors (SF) and Leishmania spp parasites are sensitive to changes in weather conditions, rendering disease transmission susceptible to changes in local and global scale climatic patterns. Nevertheless, it is unclear how SF abundance is impacted by El Niño Southern Oscillation (ENSO) and how these changes might relate to changes in CL transmission. Methodology and Findings We studied association patterns between monthly time series, from January 2000 to December 2010, of: CL cases, rainfall and temperature from Panamá, and an ENSO index. We employed autoregressive models and cross wavelet coherence, to quantify the seasonal and interannual impact of local climate and ENSO on CL dynamics. We employed Poisson Rate Generalized Linear Mixed Models to study SF abundance patterns across ENSO phases, seasons and eco-epidemiological settings, employing records from 640 night-trap sampling collections spanning 2000–2011. We found that ENSO, rainfall and temperature were associated with CL cycles at interannual scales, while seasonal patterns were mainly associated with rainfall and temperature. Sand fly (SF) vector abundance, on average, decreased during the hot and cold ENSO phases, when compared with the normal ENSO phase, yet variability in vector abundance was largest during the cold ENSO phase. Our results showed a three month lagged association between SF vector abundance and CL cases. Conclusion Association patterns of CL with ENSO and local climatic factors in Panamá indicate that interannual CL cycles might be driven by ENSO, while the CL seasonality was mainly associated with temperature and rainfall variability. CL cases and SF abundance were associated in a fashion suggesting that sudden extraordinary changes in vector abundance might increase the potential for CL epidemic outbreaks, given that CL epidemics occur during the cold ENSO phase, a time when SF abundance shows its highest fluctuations. PMID:25275503

Forecasting electric vehicles sales with univariate and multivariate time series models: The case of China.

PubMed

Zhang, Yong; Zhong, Miner; Geng, Nana; Jiang, Yunjian

2017-01-01

The market demand for electric vehicles (EVs) has increased in recent years. Suitable models are necessary to understand and forecast EV sales. This study presents a singular spectrum analysis (SSA) as a univariate time-series model and vector autoregressive model (VAR) as a multivariate model. Empirical results suggest that SSA satisfactorily indicates the evolving trend and provides reasonable results. The VAR model, which comprised exogenous parameters related to the market on a monthly basis, can significantly improve the prediction accuracy. The EV sales in China, which are categorized into battery and plug-in EVs, are predicted in both short term (up to December 2017) and long term (up to 2020), as statistical proofs of the growth of the Chinese EV industry.

Forecasting electric vehicles sales with univariate and multivariate time series models: The case of China

PubMed Central

Zhang, Yong; Zhong, Miner; Geng, Nana; Jiang, Yunjian

2017-01-01

The market demand for electric vehicles (EVs) has increased in recent years. Suitable models are necessary to understand and forecast EV sales. This study presents a singular spectrum analysis (SSA) as a univariate time-series model and vector autoregressive model (VAR) as a multivariate model. Empirical results suggest that SSA satisfactorily indicates the evolving trend and provides reasonable results. The VAR model, which comprised exogenous parameters related to the market on a monthly basis, can significantly improve the prediction accuracy. The EV sales in China, which are categorized into battery and plug-in EVs, are predicted in both short term (up to December 2017) and long term (up to 2020), as statistical proofs of the growth of the Chinese EV industry. PMID:28459872

Causal Relationships among Technology Acquisition, Absorptive Capacity, and Innovation Performance: Evidence from the Pharmaceutical Industry.

PubMed

Jeon, Jieun; Hong, Suckchul; Ohm, Jay; Yang, Taeyong

2015-01-01

This paper discusses the importance of absorptive capacity in improving a firm's innovation performance. Specifically, we examine firm interaction with the knowledge and capabilities of outside organizations and the effect on the firm's bottom line. We use the impulse-response function of the vector auto-regressive model to gain insight into this relationship by estimating the time required for the effect of each activity level to reach outputs, the spillover effects. We apply this methodology to pharmaceutical firms, which we classify into two sub-groups--large firms and medium and small firms--based on sales. Our results show that the impact of an activity on any other activity is delayed by three years for large firms and by one to two years for small and medium firms.

The Empirical Relationship between Mining Industry Development and Environmental Pollution in China.

PubMed

Li, Gerui; Lei, Yalin; Ge, Jianping; Wu, Sanmang

2017-03-02

This study uses a vector autoregression (VAR) model to analyze changes in pollutants among different mining industries and related policy in China from 2001 to 2014. The results show that: (1) because the pertinence of standards for mining waste water and waste gas emissions are not strong and because the maximum permissible discharge pollutant concentrations in these standards are too high, ammonia nitrogen and industrial sulfur dioxide discharges increased in most mining industries; (2) chemical oxygen demand was taken as an indicator of sewage treatment in environmental protection plans; hence, the chemical oxygen demand discharge decreased in all mining industries; (3) tax reduction policies, which are only implemented in coal mining and washing and extraction of petroleum and natural gas, decreased the industrial solid waste discharge in these two mining industries.

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.

The effect of case management and vector-control interventions on space-time patterns of malaria incidence in Uganda.

PubMed

Ssempiira, Julius; Kissa, John; Nambuusi, Betty; Kyozira, Carol; Rutazaana, Damian; Mukooyo, Eddie; Opigo, Jimmy; Makumbi, Fredrick; Kasasa, Simon; Vounatsou, Penelope

2018-04-12

Electronic reporting of routine health facility data in Uganda began with the adoption of the District Health Information Software System version 2 (DHIS2) in 2011. This has improved health facility reporting and overall data quality. In this study, the effects of case management with artemisinin-based combination therapy (ACT) and vector control interventions on space-time patterns of disease incidence were determined using DHIS2 data reported during 2013-2016. Bayesian spatio-temporal negative binomial models were fitted on district-aggregated monthly malaria cases, reported by two age groups, defined by a cut-off age of 5 years. The effects of interventions were adjusted for socio-economic and climatic factors. Spatial and temporal correlations were taken into account by assuming a conditional autoregressive and a first-order autoregressive AR(1) process on district and monthly specific random effects, respectively. Fourier trigonometric functions were incorporated in the models to take into account seasonal fluctuations in malaria transmission. The temporal variation in incidence was similar in both age groups and depicted a steady decline up to February 2014, followed by an increase from March 2015 onwards. The trends were characterized by a strong bi-annual seasonal pattern with two peaks during May-July and September-December. Average monthly incidence in children < 5 years declined from 74.7 cases (95% CI 72.4-77.1) in 2013 to 49.4 (95% CI 42.9-55.8) per 1000 in 2015 and followed by an increase in 2016 of up to 51.3 (95% CI 42.9-55.8). In individuals ≥ 5 years, a decline in incidence from 2013 to 2015 was followed by an increase in 2016. A 100% increase in insecticide-treated nets (ITN) coverage was associated with a decline in incidence by 44% (95% BCI 28-59%). Similarly, a 100% increase in ACT coverage reduces incidence by 28% (95% BCI 11-45%) and 25% (95% BCI 20-28%) in children < 5 years and individuals ≥ 5 years, respectively. The ITN effect was not statistically important in older individuals. The space-time patterns of malaria incidence in children < 5 are similar to those of parasitaemia risk predicted from the malaria indicator survey of 2014-15. The decline in malaria incidence highlights the effectiveness of vector-control interventions and case management with ACT in Uganda. This calls for optimizing and sustaining interventions to achieve universal coverage and curb reverses in malaria decline.

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

Quasi-Likelihood Techniques in a Logistic Regression Equation for Identifying Simulium damnosum s.l. Larval Habitats Intra-cluster Covariates in Togo.

PubMed

Jacob, Benjamin G; Novak, Robert J; Toe, Laurent; Sanfo, Moussa S; Afriyie, Abena N; Ibrahim, Mohammed A; Griffith, Daniel A; Unnasch, Thomas R

2012-01-01

The standard methods for regression analyses of clustered riverine larval habitat data of Simulium damnosum s.l. a major black-fly vector of Onchoceriasis, postulate models relating observational ecological-sampled parameter estimators to prolific habitats without accounting for residual intra-cluster error correlation effects. Generally, this correlation comes from two sources: (1) the design of the random effects and their assumed covariance from the multiple levels within the regression model; and, (2) the correlation structure of the residuals. Unfortunately, inconspicuous errors in residual intra-cluster correlation estimates can overstate precision in forecasted S.damnosum s.l. riverine larval habitat explanatory attributes regardless how they are treated (e.g., independent, autoregressive, Toeplitz, etc). In this research, the geographical locations for multiple riverine-based S. damnosum s.l. larval ecosystem habitats sampled from 2 pre-established epidemiological sites in Togo were identified and recorded from July 2009 to June 2010. Initially the data was aggregated into proc genmod. An agglomerative hierarchical residual cluster-based analysis was then performed. The sampled clustered study site data was then analyzed for statistical correlations using Monthly Biting Rates (MBR). Euclidean distance measurements and terrain-related geomorphological statistics were then generated in ArcGIS. A digital overlay was then performed also in ArcGIS using the georeferenced ground coordinates of high and low density clusters stratified by Annual Biting Rates (ABR). This data was overlain onto multitemporal sub-meter pixel resolution satellite data (i.e., QuickBird 0.61m wavbands ). Orthogonal spatial filter eigenvectors were then generated in SAS/GIS. Univariate and non-linear regression-based models (i.e., Logistic, Poisson and Negative Binomial) were also employed to determine probability distributions and to identify statistically significant parameter estimators from the sampled data. Thereafter, Durbin-Watson test statistics were used to test the null hypothesis that the regression residuals were not autocorrelated against the alternative that the residuals followed an autoregressive process in AUTOREG. Bayesian uncertainty matrices were also constructed employing normal priors for each of the sampled estimators in PROC MCMC. The residuals revealed both spatially structured and unstructured error effects in the high and low ABR-stratified clusters. The analyses also revealed that the estimators, levels of turbidity and presence of rocks were statistically significant for the high-ABR-stratified clusters, while the estimators distance between habitats and floating vegetation were important for the low-ABR-stratified cluster. Varying and constant coefficient regression models, ABR- stratified GIS-generated clusters, sub-meter resolution satellite imagery, a robust residual intra-cluster diagnostic test, MBR-based histograms, eigendecomposition spatial filter algorithms and Bayesian matrices can enable accurate autoregressive estimation of latent uncertainity affects and other residual error probabilities (i.e., heteroskedasticity) for testing correlations between georeferenced S. damnosum s.l. riverine larval habitat estimators. The asymptotic distribution of the resulting residual adjusted intra-cluster predictor error autocovariate coefficients can thereafter be established while estimates of the asymptotic variance can lead to the construction of approximate confidence intervals for accurately targeting productive S. damnosum s.l habitats based on spatiotemporal field-sampled count data.

On the relationship between health, education and economic growth: Time series evidence from Malaysia

NASA Astrophysics Data System (ADS)

Khan, Habib Nawaz; Razali, Radzuan B.; Shafei, Afza Bt.

2016-11-01

The objectives of this paper is two-fold: First, to empirically investigate the effects of an enlarged number of healthy and well-educated people on economic growth in Malaysia within the Endogeneous Growth Model framework. Second, to examine the causal links between education, health and economic growth using annual time series data from 1981 to 2014 for Malaysia. Data series were checked for the time series properties by using ADF and KPSS tests. Long run co-integration relationship was investigated with the help of vector autoregressive (VAR) method. For short and long run dynamic relationship investigation vector error correction model (VECM) was applied. Causality analysis was performed through Engle-Granger technique. The study results showed long run co-integration relation and positively significant effects of education and health on economic growth in Malaysia. The reported results also confirmed a feedback hypothesis between the variables in the case of Malaysia. The study results have policy relevance of the importance of human capital (health and education) to the growth process of the Malaysia. Thus, it is suggested that policy makers focus on education and health sectors for sustainable economic growth in Malaysia.

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

Santini, Danilo J.; Poyer, David A.

Vector error correction (VEC) was used to test the importance of a theoretical causal chain from transportation fuel cost to vehicle sales to macroeconomic activity. Real transportation fuel cost was broken into two cost components: real gasoline price (rpgas) and real personal consumption of gasoline and other goods (gas). Real personal consumption expenditure on vehicles (RMVE) represented vehicle sales. Real gross domestic product (rGDP) was used as the measure of macroeconomic activity. The VEC estimates used quarterly data from the third quarter of 1952 to the first quarter of 2014. Controlling for the financial causes of the recent Great Recession,more » real homeowners’ equity (equity) and real credit market instruments liability (real consumer debt, rcmdebt) were included. Results supported the primary hypothesis of the research, but also introduced evidence that another financial path through equity is important, and that use of the existing fleet of vehicles (not just sales of vehicles) is an important transport-related contributor to macroeconomic activity. Consumer debt reduction is estimated to be a powerful short-run force reducing vehicle sales. Findings are interpreted in the context of the recent Greene, Lee, and Hopson (2012) (hereafter GLH) estimation of the magnitude of three distinct macroeconomic damage effects that result from dependence on imported oil, the price of which is manipulated by the Organization of Petroleum Exporting Countries (OPEC). The three negative macroeconomic impacts are due to (1) dislocation (positive oil price shock), (2) high oil price levels, and (3) a high value of the quantity of oil imports times an oil price delta (cartel price less competitive price). The third of these is the wealth effect. The VEC model addresses the first two, but the software output from the model (impulse response plots) does not isolate them. Nearly all prior statistical tests in the literature have used vector autoregression (VAR) and autoregressive distributed lag models that considered effects of oil price changes, but did not account for effects of oil price levels. Gasoline prices were rarely examined. The tests conducted in this report evaluate gasoline instead of oil.« less

How are you feeling?: A personalized methodology for predicting mental states from temporally observable physical and behavioral information.

PubMed

Tuarob, Suppawong; Tucker, Conrad S; Kumara, Soundar; Giles, C Lee; Pincus, Aaron L; Conroy, David E; Ram, Nilam

2017-04-01

It is believed that anomalous mental states such as stress and anxiety not only cause suffering for the individuals, but also lead to tragedies in some extreme cases. The ability to predict the mental state of an individual at both current and future time periods could prove critical to healthcare practitioners. Currently, the practical way to predict an individual's mental state is through mental examinations that involve psychological experts performing the evaluations. However, such methods can be time and resource consuming, mitigating their broad applicability to a wide population. Furthermore, some individuals may also be unaware of their mental states or may feel uncomfortable to express themselves during the evaluations. Hence, their anomalous mental states could remain undetected for a prolonged period of time. The objective of this work is to demonstrate the ability of using advanced machine learning based approaches to generate mathematical models that predict current and future mental states of an individual. The problem of mental state prediction is transformed into the time series forecasting problem, where an individual is represented as a multivariate time series stream of monitored physical and behavioral attributes. A personalized mathematical model is then automatically generated to capture the dependencies among these attributes, which is used for prediction of mental states for each individual. In particular, we first illustrate the drawbacks of traditional multivariate time series forecasting methodologies such as vector autoregression. Then, we show that such issues could be mitigated by using machine learning regression techniques which are modified for capturing temporal dependencies in time series data. A case study using the data from 150 human participants illustrates that the proposed machine learning based forecasting methods are more suitable for high-dimensional psychological data than the traditional vector autoregressive model in terms of both magnitude of error and directional accuracy. These results not only present a successful usage of machine learning techniques in psychological studies, but also serve as a building block for multiple medical applications that could rely on an automated system to gauge individuals' mental states. Copyright © 2017 Elsevier Inc. All rights reserved.

A conditional Granger causality model approach for group analysis in functional MRI

PubMed Central

Zhou, Zhenyu; Wang, Xunheng; Klahr, Nelson J.; Liu, Wei; Arias, Diana; Liu, Hongzhi; von Deneen, Karen M.; Wen, Ying; Lu, Zuhong; Xu, Dongrong; Liu, Yijun

2011-01-01

Granger causality model (GCM) derived from multivariate vector autoregressive models of data has been employed for identifying effective connectivity in the human brain with functional MR imaging (fMRI) and to reveal complex temporal and spatial dynamics underlying a variety of cognitive processes. In the most recent fMRI effective connectivity measures, pairwise GCM has commonly been applied based on single voxel values or average values from special brain areas at the group level. Although a few novel conditional GCM methods have been proposed to quantify the connections between brain areas, our study is the first to propose a viable standardized approach for group analysis of an fMRI data with GCM. To compare the effectiveness of our approach with traditional pairwise GCM models, we applied a well-established conditional GCM to pre-selected time series of brain regions resulting from general linear model (GLM) and group spatial kernel independent component analysis (ICA) of an fMRI dataset in the temporal domain. Datasets consisting of one task-related and one resting-state fMRI were used to investigate connections among brain areas with the conditional GCM method. With the GLM detected brain activation regions in the emotion related cortex during the block design paradigm, the conditional GCM method was proposed to study the causality of the habituation between the left amygdala and pregenual cingulate cortex during emotion processing. For the resting-state dataset, it is possible to calculate not only the effective connectivity between networks but also the heterogeneity within a single network. Our results have further shown a particular interacting pattern of default mode network (DMN) that can be characterized as both afferent and efferent influences on the medial prefrontal cortex (mPFC) and posterior cingulate cortex (PCC). These results suggest that the conditional GCM approach based on a linear multivariate vector autoregressive (MVAR) model can achieve greater accuracy in detecting network connectivity than the widely used pairwise GCM, and this group analysis methodology can be quite useful to extend the information obtainable in fMRI. PMID:21232892

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.

Real Time Data Management for Estimating Probabilities of Incidents and Near Misses

NASA Astrophysics Data System (ADS)

Stanitsas, P. D.; Stephanedes, Y. J.

2011-08-01

Advances in real-time data collection, data storage and computational systems have led to development of algorithms for transport administrators and engineers that improve traffic safety and reduce cost of road operations. Despite these advances, problems in effectively integrating real-time data acquisition, processing, modelling and road-use strategies at complex intersections and motorways remain. These are related to increasing system performance in identification, analysis, detection and prediction of traffic state in real time. This research develops dynamic models to estimate the probability of road incidents, such as crashes and conflicts, and incident-prone conditions based on real-time data. The models support integration of anticipatory information and fee-based road use strategies in traveller information and management. Development includes macroscopic/microscopic probabilistic models, neural networks, and vector autoregressions tested via machine vision at EU and US sites.

The Impact of United States Monetary Policy in the Crude Oil futures market

NASA Astrophysics Data System (ADS)

Padilla-Padilla, Fernando M.

This research examines the empirical impact the United States monetary policy, through the federal fund interest rate, has on the volatility in the crude oil price in the futures market. Prior research has shown how macroeconomic events and variables have impacted different financial markets within short and long--term movements. After testing and decomposing the variables, the two stationary time series were analyzed using a Vector Autoregressive Model (VAR). The empirical evidence shows, with statistical significance, a direct relationship when explaining crude oil prices as function of fed fund rates (t-1) and an indirect relationship when explained as a function of fed fund rates (t-2). These results partially address the literature review lacunas within the topic of the existing implication monetary policy has within the crude oil futures market.

Retrieving Tract Variables From Acoustics: A Comparison of Different Machine Learning Strategies.

PubMed

Mitra, Vikramjit; Nam, Hosung; Espy-Wilson, Carol Y; Saltzman, Elliot; Goldstein, Louis

2010-09-13

Many different studies have claimed that articulatory information can be used to improve the performance of automatic speech recognition systems. Unfortunately, such articulatory information is not readily available in typical speaker-listener situations. Consequently, such information has to be estimated from the acoustic signal in a process which is usually termed "speech-inversion." This study aims to propose and compare various machine learning strategies for speech inversion: Trajectory mixture density networks (TMDNs), feedforward artificial neural networks (FF-ANN), support vector regression (SVR), autoregressive artificial neural network (AR-ANN), and distal supervised learning (DSL). Further, using a database generated by the Haskins Laboratories speech production model, we test the claim that information regarding constrictions produced by the distinct organs of the vocal tract (vocal tract variables) is superior to flesh-point information (articulatory pellet trajectories) for the inversion process.

International Trade, Pollution Accumulation and Sustainable Growth: A VAR Estimation from the Pearl River Delta Region

NASA Astrophysics Data System (ADS)

Zuo, Hui; Tian, Lu

2018-03-01

In order to investigate international trade influence in the regional environment. This paper constructs a vector auto-regression (VAR) model and estimates the equations with the environment and trade data of the Pearl River Delta Region. The major mechanisms to the lag are discussed and the fit simulation of the environmental change by the international impulse is given. The result shows that impulse of pollution-intensive export deteriorates the environment continuously and impulse of such import improves it. These effects on the environment are insignificantly correlated with contemporary regional income but significantly correlative to early-stage trade feature. To a typical trade-dependent economy, both export and import have hysteresis influence in the regional environment. The lagged impulse will change environmental development in the turning point, maximal pollution level and convergence.

Comparison of ANN and SVM for classification of eye movements in EOG signals

NASA Astrophysics Data System (ADS)

Qi, Lim Jia; Alias, Norma

2018-03-01

Nowadays, electrooculogram is regarded as one of the most important biomedical signal in measuring and analyzing eye movement patterns. Thus, it is helpful in designing EOG-based Human Computer Interface (HCI). In this research, electrooculography (EOG) data was obtained from five volunteers. The (EOG) data was then preprocessed before feature extraction methods were employed to further reduce the dimensionality of data. Three feature extraction approaches were put forward, namely statistical parameters, autoregressive (AR) coefficients using Burg method, and power spectral density (PSD) using Yule-Walker method. These features would then become input to both artificial neural network (ANN) and support vector machine (SVM). The performance of the combination of different feature extraction methods and classifiers was presented and analyzed. It was found that statistical parameters + SVM achieved the highest classification accuracy of 69.75%.

Analysis of the Westland Data Set

NASA Technical Reports Server (NTRS)

Wen, Fang; Willett, Peter; Deb, Somnath

2001-01-01

The "Westland" set of empirical accelerometer helicopter data with seeded and labeled faults is analyzed with the aim of condition monitoring. The autoregressive (AR) coefficients from a simple linear model encapsulate a great deal of information in a relatively few measurements; and it has also been found that augmentation of these by harmonic and other parameters call improve classification significantly. Several techniques have been explored, among these restricted Coulomb energy (RCE) networks, learning vector quantization (LVQ), Gaussian mixture classifiers and decision trees. A problem with these approaches, and in common with many classification paradigms, is that augmentation of the feature dimension can degrade classification ability. Thus, we also introduce the Bayesian data reduction algorithm (BDRA), which imposes a Dirichlet prior oil training data and is thus able to quantify probability of error in all exact manner, such that features may be discarded or coarsened appropriately.

Causal Relationships among Technology Acquisition, Absorptive Capacity, and Innovation Performance: Evidence from the Pharmaceutical Industry

PubMed Central

Jeon, Jieun; Hong, Suckchul; Ohm, Jay; Yang, Taeyong

2015-01-01

This paper discusses the importance of absorptive capacity in improving a firm’s innovation performance. Specifically, we examine firm interaction with the knowledge and capabilities of outside organizations and the effect on the firm’s bottom line. We use the impulse-response function of the vector auto-regressive model to gain insight into this relationship by estimating the time required for the effect of each activity level to reach outputs, the spillover effects. We apply this methodology to pharmaceutical firms, which we classify into two sub-groups – large firms and medium and small firms – based on sales. Our results show that the impact of an activity on any other activity is delayed by three years for large firms and by one to two years for small and medium firms. PMID:26181440

The Empirical Relationship between Mining Industry Development and Environmental Pollution in China

PubMed Central

Li, Gerui; Lei, Yalin; Ge, Jianping; Wu, Sanmang

2017-01-01

This study uses a vector autoregression (VAR) model to analyze changes in pollutants among different mining industries and related policy in China from 2001 to 2014. The results show that: (1) because the pertinence of standards for mining waste water and waste gas emissions are not strong and because the maximum permissible discharge pollutant concentrations in these standards are too high, ammonia nitrogen and industrial sulfur dioxide discharges increased in most mining industries; (2) chemical oxygen demand was taken as an indicator of sewage treatment in environmental protection plans; hence, the chemical oxygen demand discharge decreased in all mining industries; (3) tax reduction policies, which are only implemented in coal mining and washing and extraction of petroleum and natural gas, decreased the industrial solid waste discharge in these two mining industries. PMID:28257126

Thermal signature identification system (TheSIS): a spread spectrum temperature cycling method

NASA Astrophysics Data System (ADS)

Merritt, Scott

2015-03-01

NASA GSFC's Thermal Signature Identification System (TheSIS) 1) measures the high order dynamic responses of optoelectronic components to direct sequence spread-spectrum temperature cycling, 2) estimates the parameters of multiple autoregressive moving average (ARMA) or other models the of the responses, 3) and selects the most appropriate model using the Akaike Information Criterion (AIC). Using the AIC-tested model and parameter vectors from TheSIS, one can 1) select high-performing components on a multivariate basis, i.e., with multivariate Figures of Merit (FOMs), 2) detect subtle reversible shifts in performance, and 3) investigate irreversible changes in component or subsystem performance, e.g. aging. We show examples of the TheSIS methodology for passive and active components and systems, e.g. fiber Bragg gratings (FBGs) and DFB lasers with coupled temperature control loops, respectively.

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.

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

Clustering of financial time series

NASA Astrophysics Data System (ADS)

D'Urso, Pierpaolo; Cappelli, Carmela; Di Lallo, Dario; Massari, Riccardo

2013-05-01

This paper addresses the topic of classifying financial time series in a fuzzy framework proposing two fuzzy clustering models both based on GARCH models. In general clustering of financial time series, due to their peculiar features, needs the definition of suitable distance measures. At this aim, the first fuzzy clustering model exploits the autoregressive representation of GARCH models and employs, in the framework of a partitioning around medoids algorithm, the classical autoregressive metric. The second fuzzy clustering model, also based on partitioning around medoids algorithm, uses the Caiado distance, a Mahalanobis-like distance, based on estimated GARCH parameters and covariances that takes into account the information about the volatility structure of time series. In order to illustrate the merits of the proposed fuzzy approaches an application to the problem of classifying 29 time series of Euro exchange rates against international currencies is presented and discussed, also comparing the fuzzy models with their crisp version.

Representation of high frequency Space Shuttle data by ARMA algorithms and random response spectra

NASA Technical Reports Server (NTRS)

Spanos, P. D.; Mushung, L. J.

1990-01-01

High frequency Space Shuttle lift-off data are treated by autoregressive (AR) and autoregressive-moving-average (ARMA) digital algorithms. These algorithms provide useful information on the spectral densities of the data. Further, they yield spectral models which lend themselves to incorporation to the concept of the random response spectrum. This concept yields a reasonably smooth power spectrum for the design of structural and mechanical systems when the available data bank is limited. Due to the non-stationarity of the lift-off event, the pertinent data are split into three slices. Each of the slices is associated with a rather distinguishable phase of the lift-off event, where stationarity can be expected. The presented results are rather preliminary in nature; it is aimed to call attention to the availability of the discussed digital algorithms and to the need to augment the Space Shuttle data bank as more flights are completed.

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…

Maximum Likelihood Dynamic Factor Modeling for Arbitrary "N" and "T" Using SEM

ERIC Educational Resources Information Center

Voelkle, Manuel C.; Oud, Johan H. L.; von Oertzen, Timo; Lindenberger, Ulman

2012-01-01

This article has 3 objectives that build on each other. First, we demonstrate how to obtain maximum likelihood estimates for dynamic factor models (the direct autoregressive factor score model) with arbitrary "T" and "N" by means of structural equation modeling (SEM) and compare the approach to existing methods. Second, we go beyond standard time…

Sparse representation based image interpolation with nonlocal autoregressive modeling.

PubMed

Dong, Weisheng; Zhang, Lei; Lukac, Rastislav; Shi, Guangming

2013-04-01

Sparse representation is proven to be a promising approach to image super-resolution, where the low-resolution (LR) image is usually modeled as the down-sampled version of its high-resolution (HR) counterpart after blurring. When the blurring kernel is the Dirac delta function, i.e., the LR image is directly down-sampled from its HR counterpart without blurring, the super-resolution problem becomes an image interpolation problem. In such cases, however, the conventional sparse representation models (SRM) become less effective, because the data fidelity term fails to constrain the image local structures. In natural images, fortunately, many nonlocal similar patches to a given patch could provide nonlocal constraint to the local structure. In this paper, we incorporate the image nonlocal self-similarity into SRM for image interpolation. More specifically, a nonlocal autoregressive model (NARM) is proposed and taken as the data fidelity term in SRM. We show that the NARM-induced sampling matrix is less coherent with the representation dictionary, and consequently makes SRM more effective for image interpolation. Our extensive experimental results demonstrate that the proposed NARM-based image interpolation method can effectively reconstruct the edge structures and suppress the jaggy/ringing artifacts, achieving the best image interpolation results so far in terms of PSNR as well as perceptual quality metrics such as SSIM and FSIM.

Essays on Commodity Prices and Macroeconomic Performance of Developing and Resources Rich Economies: Evidence from Kazakhstan

NASA Astrophysics Data System (ADS)

Bilgin, Ferhat I.

My dissertation consists of three essays in empirical macroeconomics. The objective of this research is to use rigorous time-series econometric analysis to investigate the impact of commodity prices on macroeconomic performance of a small, developing and resource-rich country, which is in the process of transition from a purely command and control economy to a market oriented one. Essay 1 studies the relationship between Kazakhstan's GDP, total government expenditure, real effective exchange rate and the world oil price. Specifically, I use the cointegrated vector autoregression (CVAR) and error correction modeling (ECM) approach to identify the long and short-run relations that may exist among these macroeconomic variables. I found a long-run relationship for Kazakhstan's GDP, which depends on government spending and the oil price positively, and on the real effective exchange rate negatively. In the short run, the growth rate of GDP depends on the growth rates of the oil price, investment and the magnitude of the deviation from the long-run equilibrium. Essay 2 studies the inflation process in Kazakhstan based on the analysis of price formation in the following sectors: monetary, external, labor and goods and services. The modeling is conducted from two different perspectives: the first is the monetary model of inflation framework and the second is the mark-up modeling framework. Encompassing test results show that the mark-up model performs better than the monetary model in explaining inflation in Kazakhstan. According to the mark-up inflation model, in the long run, the price level is positively related to unit labor costs, import prices and government administered prices as well the world oil prices. In the short run, the inflation is positively influenced by the previous quarter's inflation, the contemporaneous changes in the government administered prices, oil prices and by the changes of contemporaneous and lagged unit labor costs, and negatively affected by the previous quarter's mark-up. Essay 3 empirically examines the determinants of the trade balance for a small oil exporting country within the context of Kazakhstan. The dominant theory by Harberger-Lauren-Metzler (HML) predicts that positive terms of trade shocks will improve the trade balance in the short run, but will fade away in the long run. I estimate cointegrated vector autoregression (CVAR) and vector error correction model (VECM) to study the long-run and short-run impacts on the trade balance. The results suggest that, in the long run, an increase in the terms of trade has a positive effect on the trade balance, an increase in GDP and appreciation of the real effective exchange rate have negative effect on the trade balance. In the short run, the terms of trade has a direct positive impact on the trade balance, real income and real exchange rate. On the other hand, appreciation of the currency has a negative impact on the trade balance. The error correction term, which represents the deviation from the long- run equilibrium between the trade balance, real income, terms of trade and real exchange rate, has a negative effect on the growth rate of the trade balance. These results provide further evidence to the idea that, in the long run, the HML effect not only depends on the duration of the shock, but also depends on the structure of the economy.

Time-series panel analysis (TSPA): multivariate modeling of temporal associations in psychotherapy process.

PubMed

Ramseyer, Fabian; Kupper, Zeno; Caspar, Franz; Znoj, Hansjörg; Tschacher, Wolfgang

2014-10-01

Processes occurring in the course of psychotherapy are characterized by the simple fact that they unfold in time and that the multiple factors engaged in change processes vary highly between individuals (idiographic phenomena). Previous research, however, has neglected the temporal perspective by its traditional focus on static phenomena, which were mainly assessed at the group level (nomothetic phenomena). To support a temporal approach, the authors introduce time-series panel analysis (TSPA), a statistical methodology explicitly focusing on the quantification of temporal, session-to-session aspects of change in psychotherapy. TSPA-models are initially built at the level of individuals and are subsequently aggregated at the group level, thus allowing the exploration of prototypical models. TSPA is based on vector auto-regression (VAR), an extension of univariate auto-regression models to multivariate time-series data. The application of TSPA is demonstrated in a sample of 87 outpatient psychotherapy patients who were monitored by postsession questionnaires. Prototypical mechanisms of change were derived from the aggregation of individual multivariate models of psychotherapy process. In a 2nd step, the associations between mechanisms of change (TSPA) and pre- to postsymptom change were explored. TSPA allowed a prototypical process pattern to be identified, where patient's alliance and self-efficacy were linked by a temporal feedback-loop. Furthermore, therapist's stability over time in both mastery and clarification interventions was positively associated with better outcomes. TSPA is a statistical tool that sheds new light on temporal mechanisms of change. Through this approach, clinicians may gain insight into prototypical patterns of change in psychotherapy. PsycINFO Database Record (c) 2014 APA, all rights reserved.

Automatic Information Processing and High Performance Skills: Individual Differences and Mechanisms of Performance Improvement in Search-Detection and Complex Task

DTIC Science & Technology

1992-09-01

abilities is fit along with the autoregressive process. Initially, the influences on search performance of within-group age and sex were included as control...Results: PerformanceLAbility Structure Measurement Model: Ability Structure The correlations between all the ability measures, age, and sex are...subsequent analyses for young adults. Age and sex were included as control variables. There was an age range of 15 years; this range is sufficiently large that

[Primary branch size of Pinus koraiensis plantation: a prediction based on linear mixed effect model].

PubMed

Dong, Ling-Bo; Liu, Zhao-Gang; Li, Feng-Ri; Jiang, Li-Chun

2013-09-01

By using the branch analysis data of 955 standard branches from 60 sampled trees in 12 sampling plots of Pinus koraiensis plantation in Mengjiagang Forest Farm in Heilongjiang Province of Northeast China, and based on the linear mixed-effect model theory and methods, the models for predicting branch variables, including primary branch diameter, length, and angle, were developed. Considering tree effect, the MIXED module of SAS software was used to fit the prediction models. The results indicated that the fitting precision of the models could be improved by choosing appropriate random-effect parameters and variance-covariance structure. Then, the correlation structures including complex symmetry structure (CS), first-order autoregressive structure [AR(1)], and first-order autoregressive and moving average structure [ARMA(1,1)] were added to the optimal branch size mixed-effect model. The AR(1) improved the fitting precision of branch diameter and length mixed-effect model significantly, but all the three structures didn't improve the precision of branch angle mixed-effect model. In order to describe the heteroscedasticity during building mixed-effect model, the CF1 and CF2 functions were added to the branch mixed-effect model. CF1 function improved the fitting effect of branch angle mixed model significantly, whereas CF2 function improved the fitting effect of branch diameter and length mixed model significantly. Model validation confirmed that the mixed-effect model could improve the precision of prediction, as compare to the traditional regression model for the branch size prediction of Pinus koraiensis plantation.

Assessment of variability in the hydrological cycle of the Loess Plateau, China: examining dependence structures of hydrological processes

NASA Astrophysics Data System (ADS)

Guo, A.; Wang, Y.

2017-12-01

Investigating variability in dependence structures of hydrological processes is of critical importance for developing an understanding of mechanisms of hydrological cycles in changing environments. In focusing on this topic, present work involves the following: (1) identifying and eliminating serial correlation and conditional heteroscedasticity in monthly streamflow (Q), precipitation (P) and potential evapotranspiration (PE) series using the ARMA-GARCH model (ARMA: autoregressive moving average; GARCH: generalized autoregressive conditional heteroscedasticity); (2) describing dependence structures of hydrological processes using partial copula coupled with the ARMA-GARCH model and identifying their variability via copula-based likelihood-ratio test method; and (3) determining conditional probability of annual Q under different climate scenarios on account of above results. This framework enables us to depict hydrological variables in the presence of conditional heteroscedasticity and to examine dependence structures of hydrological processes while excluding the influence of covariates by using partial copula-based ARMA-GARCH model. Eight major catchments across the Loess Plateau (LP) are used as study regions. Results indicate that (1) The occurrence of change points in dependence structures of Q and P (PE) varies across the LP. Change points of P-PE dependence structures in all regions almost fully correspond to the initiation of global warming, i.e., the early 1980s. (3) Conditional probabilities of annual Q under various P and PE scenarios are estimated from the 3-dimensional joint distribution of (Q, P and PE) based on the above change points. These findings shed light on mechanisms of the hydrological cycle and can guide water supply planning and management, particularly in changing environments.

North American oriented strand board markets, arbitrage activity, and market price dynamics: A smooth transition approach

Treesearch

Barry Goodwin; Matthew Holt; Jeffrey P. Prestemon

2011-01-01

Price dynamics for North American oriented strand board markets are examined. The role of transactions costs are explored vis-à-vis the law of one price. Nonlinearities induced by unobservable transactions costs are modeled by estimating time-varying smooth transition autoregressions (TV-STARs). Results indicate that nonlinearity and structural change are important...

On the Trajectories of the Predetermined ALT Model: What Are We Really Modeling?

ERIC Educational Resources Information Center

Jongerling, Joran; Hamaker, Ellen L.

2011-01-01

This article shows that the mean and covariance structure of the predetermined autoregressive latent trajectory (ALT) model are very flexible. As a result, the shape of the modeled growth curve can be quite different from what one might expect at first glance. This is illustrated with several numerical examples that show that, for example, a…

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.

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.

Classification of EEG signals using a genetic-based machine learning classifier.

PubMed

Skinner, B T; Nguyen, H T; Liu, D K

2007-01-01

This paper investigates the efficacy of the genetic-based learning classifier system XCS, for the classification of noisy, artefact-inclusive human electroencephalogram (EEG) signals represented using large condition strings (108bits). EEG signals from three participants were recorded while they performed four mental tasks designed to elicit hemispheric responses. Autoregressive (AR) models and Fast Fourier Transform (FFT) methods were used to form feature vectors with which mental tasks can be discriminated. XCS achieved a maximum classification accuracy of 99.3% and a best average of 88.9%. The relative classification performance of XCS was then compared against four non-evolutionary classifier systems originating from different learning techniques. The experimental results will be used as part of our larger research effort investigating the feasibility of using EEG signals as an interface to allow paralysed persons to control a powered wheelchair or other devices.

Tourism demand in the Algarve region: Evolution and forecast using SVARMA models

NASA Astrophysics Data System (ADS)

Lopes, Isabel Cristina; Soares, Filomena; Silva, Eliana Costa e.

2017-06-01

Tourism is one of the Portuguese economy's key sectors, and its relative weight has grown over recent years. The Algarve region is particularly focused on attracting foreign tourists and has built over the years a large offer of diversified hotel units. In this paper we present multivariate time series approach to forecast the number of overnight stays in hotel units (hotels, guesthouses or hostels, and tourist apartments) in Algarve. We adjust a seasonal vector autoregressive and moving averages model (SVARMA) to monthly data between 2006 and 2016. The forecast values were compared with the actual values of the overnight stays in Algarve in 2016 and led to a MAPE of 15.1% and RMSE= 53847.28. The MAPE for the Hotel series was merely 4.56%. These forecast values can be used by a hotel manager to predict their occupancy and to determine the best pricing policy.

Plausibility assessment of a 2-state self-paced mental task-based BCI using the no-control performance analysis.

PubMed

Faradji, Farhad; Ward, Rabab K; Birch, Gary E

2009-06-15

The feasibility of having a self-paced brain-computer interface (BCI) based on mental tasks is investigated. The EEG signals of four subjects performing five mental tasks each are used in the design of a 2-state self-paced BCI. The output of the BCI should only be activated when the subject performs a specific mental task and should remain inactive otherwise. For each subject and each task, the feature coefficient and the classifier that yield the best performance are selected, using the autoregressive coefficients as the features. The classifier with a zero false positive rate and the highest true positive rate is selected as the best classifier. The classifiers tested include: linear discriminant analysis, quadratic discriminant analysis, Mahalanobis discriminant analysis, support vector machine, and radial basis function neural network. The results show that: (1) some classifiers obtained the desired zero false positive rate; (2) the linear discriminant analysis classifier does not yield acceptable performance; (3) the quadratic discriminant analysis classifier outperforms the Mahalanobis discriminant analysis classifier and performs almost as well as the radial basis function neural network; and (4) the support vector machine classifier has the highest true positive rates but unfortunately has nonzero false positive rates in most cases.

Linear mixed-effects models to describe individual tree crown width for China-fir in Fujian Province, southeast China.

PubMed

Hao, Xu; Yujun, Sun; Xinjie, Wang; Jin, Wang; Yao, Fu

2015-01-01

A multiple linear model was developed for individual tree crown width of Cunninghamia lanceolata (Lamb.) Hook in Fujian province, southeast China. Data were obtained from 55 sample plots of pure China-fir plantation stands. An Ordinary Linear Least Squares (OLS) regression was used to establish the crown width model. To adjust for correlations between observations from the same sample plots, we developed one level linear mixed-effects (LME) models based on the multiple linear model, which take into account the random effects of plots. The best random effects combinations for the LME models were determined by the Akaike's information criterion, the Bayesian information criterion and the -2logarithm likelihood. Heteroscedasticity was reduced by three residual variance functions: the power function, the exponential function and the constant plus power function. The spatial correlation was modeled by three correlation structures: the first-order autoregressive structure [AR(1)], a combination of first-order autoregressive and moving average structures [ARMA(1,1)], and the compound symmetry structure (CS). Then, the LME model was compared to the multiple linear model using the absolute mean residual (AMR), the root mean square error (RMSE), and the adjusted coefficient of determination (adj-R2). For individual tree crown width models, the one level LME model showed the best performance. An independent dataset was used to test the performance of the models and to demonstrate the advantage of calibrating LME models.

Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model

PubMed Central

Li, Xiaoqing; Wang, Yu

2018-01-01

Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mining and to accurately evaluate the time-varying characteristics of bridge structure performance evolution, this paper proposes a new method for bridge structure deformation prediction, which integrates the Kalman filter, autoregressive integrated moving average model (ARIMA), and generalized autoregressive conditional heteroskedasticity (GARCH). Firstly, the raw deformation data is directly pre-processed using the Kalman filter to reduce the noise. After that, the linear recursive ARIMA model is established to analyze and predict the structure deformation. Finally, the nonlinear recursive GARCH model is introduced to further improve the accuracy of the prediction. Simulation results based on measured sensor data from the Global Navigation Satellite System (GNSS) deformation monitoring system demonstrated that: (1) the Kalman filter is capable of denoising the bridge deformation monitoring data; (2) the prediction accuracy of the proposed Kalman-ARIMA-GARCH model is satisfactory, where the mean absolute error increases only from 3.402 mm to 5.847 mm with the increment of the prediction step; and (3) in comparision to the Kalman-ARIMA model, the Kalman-ARIMA-GARCH model results in superior prediction accuracy as it includes partial nonlinear characteristics (heteroscedasticity); the mean absolute error of five-step prediction using the proposed model is improved by 10.12%. This paper provides a new way for structural behavior prediction based on data processing, which can lay a foundation for the early warning of bridge health monitoring system based on sensor data using sensing technology. PMID:29351254

Bridge Structure Deformation Prediction Based on GNSS Data Using Kalman-ARIMA-GARCH Model.

PubMed

Xin, Jingzhou; Zhou, Jianting; Yang, Simon X; Li, Xiaoqing; Wang, Yu

2018-01-19

Bridges are an essential part of the ground transportation system. Health monitoring is fundamentally important for the safety and service life of bridges. A large amount of structural information is obtained from various sensors using sensing technology, and the data processing has become a challenging issue. To improve the prediction accuracy of bridge structure deformation based on data mining and to accurately evaluate the time-varying characteristics of bridge structure performance evolution, this paper proposes a new method for bridge structure deformation prediction, which integrates the Kalman filter, autoregressive integrated moving average model (ARIMA), and generalized autoregressive conditional heteroskedasticity (GARCH). Firstly, the raw deformation data is directly pre-processed using the Kalman filter to reduce the noise. After that, the linear recursive ARIMA model is established to analyze and predict the structure deformation. Finally, the nonlinear recursive GARCH model is introduced to further improve the accuracy of the prediction. Simulation results based on measured sensor data from the Global Navigation Satellite System (GNSS) deformation monitoring system demonstrated that: (1) the Kalman filter is capable of denoising the bridge deformation monitoring data; (2) the prediction accuracy of the proposed Kalman-ARIMA-GARCH model is satisfactory, where the mean absolute error increases only from 3.402 mm to 5.847 mm with the increment of the prediction step; and (3) in comparision to the Kalman-ARIMA model, the Kalman-ARIMA-GARCH model results in superior prediction accuracy as it includes partial nonlinear characteristics (heteroscedasticity); the mean absolute error of five-step prediction using the proposed model is improved by 10.12%. This paper provides a new way for structural behavior prediction based on data processing, which can lay a foundation for the early warning of bridge health monitoring system based on sensor data using sensing technology.

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.

Palm oil price forecasting model: An autoregressive distributed lag (ARDL) approach

NASA Astrophysics Data System (ADS)

Hamid, Mohd Fahmi Abdul; Shabri, Ani

2017-05-01

Palm oil price fluctuated without any clear trend or cyclical pattern in the last few decades. The instability of food commodities price causes it to change rapidly over time. This paper attempts to develop Autoregressive Distributed Lag (ARDL) model in modeling and forecasting the price of palm oil. In order to use ARDL as a forecasting model, this paper modifies the data structure where we only consider lagged explanatory variables to explain the variation in palm oil price. We then compare the performance of this ARDL model with a benchmark model namely ARIMA in term of their comparative forecasting accuracy. This paper also utilize ARDL bound testing approach to co-integration in examining the short run and long run relationship between palm oil price and its determinant; production, stock, and price of soybean as the substitute of palm oil and price of crude oil. The comparative forecasting accuracy suggests that ARDL model has a better forecasting accuracy compared to ARIMA.

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.

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.

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).

Analysing the accuracy of machine learning techniques to develop an integrated influent time series model: case study of a sewage treatment plant, Malaysia.

PubMed

Ansari, Mozafar; Othman, Faridah; Abunama, Taher; El-Shafie, Ahmed

2018-04-01

The function of a sewage treatment plant is to treat the sewage to acceptable standards before being discharged into the receiving waters. To design and operate such plants, it is necessary to measure and predict the influent flow rate. In this research, the influent flow rate of a sewage treatment plant (STP) was modelled and predicted by autoregressive integrated moving average (ARIMA), nonlinear autoregressive network (NAR) and support vector machine (SVM) regression time series algorithms. To evaluate the models' accuracy, the root mean square error (RMSE) and coefficient of determination (R 2 ) were calculated as initial assessment measures, while relative error (RE), peak flow criterion (PFC) and low flow criterion (LFC) were calculated as final evaluation measures to demonstrate the detailed accuracy of the selected models. An integrated model was developed based on the individual models' prediction ability for low, average and peak flow. An initial assessment of the results showed that the ARIMA model was the least accurate and the NAR model was the most accurate. The RE results also prove that the SVM model's frequency of errors above 10% or below - 10% was greater than the NAR model's. The influent was also forecasted up to 44 weeks ahead by both models. The graphical results indicate that the NAR model made better predictions than the SVM model. The final evaluation of NAR and SVM demonstrated that SVM made better predictions at peak flow and NAR fit well for low and average inflow ranges. The integrated model developed includes the NAR model for low and average influent and the SVM model for peak inflow.

On the measurement of stability in over-time data.

PubMed

Kenny, D A; Campbell, D T

1989-06-01

In this article, autoregressive models and growth curve models are compared. Autoregressive models are useful because they allow for random change, permit scores to increase or decrease, and do not require strong assumptions about the level of measurement. Three previously presented designs for estimating stability are described: (a) time-series, (b) simplex, and (c) two-wave, one-factor methods. A two-wave, multiple-factor model also is presented, in which the variables are assumed to be caused by a set of latent variables. The factor structure does not change over time and so the synchronous relationships are temporally invariant. The factors do not cause each other and have the same stability. The parameters of the model are the factor loading structure, each variable's reliability, and the stability of the factors. We apply the model to two data sets. For eight cognitive skill variables measured at four times, the 2-year stability is estimated to be .92 and the 6-year stability is .83. For nine personality variables, the 3-year stability is .68. We speculate that for many variables there are two components: one component that changes very slowly (the trait component) and another that changes very rapidly (the state component); thus each variable is a mixture of trait and state. Circumstantial evidence supporting this view is presented.

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

Exploring the Specifications of Spatial Adjacencies and Weights in Bayesian Spatial Modeling with Intrinsic Conditional Autoregressive Priors in a Small-area Study of Fall Injuries

PubMed Central

Law, Jane

2016-01-01

Intrinsic conditional autoregressive modeling in a Bayeisan hierarchical framework has been increasingly applied in small-area ecological studies. This study explores the specifications of spatial structure in this Bayesian framework in two aspects: adjacency, i.e., the set of neighbor(s) for each area; and (spatial) weight for each pair of neighbors. Our analysis was based on a small-area study of falling injuries among people age 65 and older in Ontario, Canada, that was aimed to estimate risks and identify risk factors of such falls. In the case study, we observed incorrect adjacencies information caused by deficiencies in the digital map itself. Further, when equal weights was replaced by weights based on a variable of expected count, the range of estimated risks increased, the number of areas with probability of estimated risk greater than one at different probability thresholds increased, and model fit improved. More importantly, significance of a risk factor diminished. Further research to thoroughly investigate different methods of variable weights; quantify the influence of specifications of spatial weights; and develop strategies for better defining spatial structure of a map in small-area analysis in Bayesian hierarchical spatial modeling is recommended. PMID:29546147

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…

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...

Parametric and Non-Parametric Vibration-Based Structural Identification Under Earthquake Excitation

NASA Astrophysics Data System (ADS)

Pentaris, Fragkiskos P.; Fouskitakis, George N.

2014-05-01

The problem of modal identification in civil structures is of crucial importance, and thus has been receiving increasing attention in recent years. Vibration-based methods are quite promising as they are capable of identifying the structure's global characteristics, they are relatively easy to implement and they tend to be time effective and less expensive than most alternatives [1]. This paper focuses on the off-line structural/modal identification of civil (concrete) structures subjected to low-level earthquake excitations, under which, they remain within their linear operating regime. Earthquakes and their details are recorded and provided by the seismological network of Crete [2], which 'monitors' the broad region of south Hellenic arc, an active seismic region which functions as a natural laboratory for earthquake engineering of this kind. A sufficient number of seismic events are analyzed in order to reveal the modal characteristics of the structures under study, that consist of the two concrete buildings of the School of Applied Sciences, Technological Education Institute of Crete, located in Chania, Crete, Hellas. Both buildings are equipped with high-sensitivity and accuracy seismographs - providing acceleration measurements - established at the basement (structure's foundation) presently considered as the ground's acceleration (excitation) and at all levels (ground floor, 1st floor, 2nd floor and terrace). Further details regarding the instrumentation setup and data acquisition may be found in [3]. The present study invokes stochastic, both non-parametric (frequency-based) and parametric methods for structural/modal identification (natural frequencies and/or damping ratios). Non-parametric methods include Welch-based spectrum and Frequency response Function (FrF) estimation, while parametric methods, include AutoRegressive (AR), AutoRegressive with eXogeneous input (ARX) and Autoregressive Moving-Average with eXogeneous input (ARMAX) models[4, 5]. Preliminary results indicate that parametric methods are capable of sufficiently providing the structural/modal characteristics such as natural frequencies and damping ratios. The study also aims - at a further level of investigation - to provide a reliable statistically-based methodology for structural health monitoring after major seismic events which potentially cause harming consequences in structures. Acknowledgments This work was supported by the State Scholarships Foundation of Hellas. References [1] J. S. Sakellariou and S. D. Fassois, "Stochastic output error vibration-based damage detection and assessment in structures under earthquake excitation," Journal of Sound and Vibration, vol. 297, pp. 1048-1067, 2006. [2] G. Hloupis, I. Papadopoulos, J. P. Makris, and F. Vallianatos, "The South Aegean seismological network - HSNC," Adv. Geosci., vol. 34, pp. 15-21, 2013. [3] F. P. Pentaris, J. Stonham, and J. P. Makris, "A review of the state-of-the-art of wireless SHM systems and an experimental set-up towards an improved design," presented at the EUROCON, 2013 IEEE, Zagreb, 2013. [4] S. D. Fassois, "Parametric Identification of Vibrating Structures," in Encyclopedia of Vibration, S. G. Braun, D. J. Ewins, and S. S. Rao, Eds., ed London: Academic Press, London, 2001. [5] S. D. Fassois and J. S. Sakellariou, "Time-series methods for fault detection and identification in vibrating structures," Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences, vol. 365, pp. 411-448, February 15 2007.

Drought Patterns Forecasting using an Auto-Regressive Logistic Model

NASA Astrophysics Data System (ADS)

del Jesus, M.; Sheffield, J.; Méndez Incera, F. J.; Losada, I. J.; Espejo, A.

2014-12-01

Drought is characterized by a water deficit that may manifest across a large range of spatial and temporal scales. Drought may create important socio-economic consequences, many times of catastrophic dimensions. A quantifiable definition of drought is elusive because depending on its impacts, consequences and generation mechanism, different water deficit periods may be identified as a drought by virtue of some definitions but not by others. Droughts are linked to the water cycle and, although a climate change signal may not have emerged yet, they are also intimately linked to climate.In this work we develop an auto-regressive logistic model for drought prediction at different temporal scales that makes use of a spatially explicit framework. Our model allows to include covariates, continuous or categorical, to improve the performance of the auto-regressive component.Our approach makes use of dimensionality reduction (principal component analysis) and classification techniques (K-Means and maximum dissimilarity) to simplify the representation of complex climatic patterns, such as sea surface temperature (SST) and sea level pressure (SLP), while including information on their spatial structure, i.e. considering their spatial patterns. This procedure allows us to include in the analysis multivariate representation of complex climatic phenomena, as the El Niño-Southern Oscillation. We also explore the impact of other climate-related variables such as sun spots. The model allows to quantify the uncertainty of the forecasts and can be easily adapted to make predictions under future climatic scenarios. The framework herein presented may be extended to other applications such as flash flood analysis, or risk assessment of natural hazards.

Principal Dynamic Mode Analysis of the Hodgkin–Huxley Equations

PubMed Central

Eikenberry, Steffen E.; Marmarelis, Vasilis Z.

2015-01-01

We develop an autoregressive model framework based on the concept of Principal Dynamic Modes (PDMs) for the process of action potential (AP) generation in the excitable neuronal membrane described by the Hodgkin–Huxley (H–H) equations. The model's exogenous input is injected current, and whenever the membrane potential output exceeds a specified threshold, it is fed back as a second input. The PDMs are estimated from the previously developed Nonlinear Autoregressive Volterra (NARV) model, and represent an efficient functional basis for Volterra kernel expansion. The PDM-based model admits a modular representation, consisting of the forward and feedback PDM bases as linear filterbanks for the exogenous and autoregressive inputs, respectively, whose outputs are then fed to a static nonlinearity composed of polynomials operating on the PDM outputs and cross-terms of pair-products of PDM outputs. A two-step procedure for model reduction is performed: first, influential subsets of the forward and feedback PDM bases are identified and selected as the reduced PDM bases. Second, the terms of the static nonlinearity are pruned. The first step reduces model complexity from a total of 65 coefficients to 27, while the second further reduces the model coefficients to only eight. It is demonstrated that the performance cost of model reduction in terms of out-of-sample prediction accuracy is minimal. Unlike the full model, the eight coefficient pruned model can be easily visualized to reveal the essential system components, and thus the data-derived PDM model can yield insight into the underlying system structure and function. PMID:25630480

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.

Optimization of the time series NDVI-rainfall relationship using linear mixed-effects modeling for the anti-desertification area in the Beijing and Tianjin sandstorm source region

NASA Astrophysics Data System (ADS)

Wang, Jin; Sun, Tao; Fu, Anmin; Xu, Hao; Wang, Xinjie

2018-05-01

Degradation in drylands is a critically important global issue that threatens ecosystem and environmental in many ways. Researchers have tried to use remote sensing data and meteorological data to perform residual trend analysis and identify human-induced vegetation changes. However, complex interactions between vegetation and climate, soil units and topography have not yet been considered. Data used in the study included annual accumulated Moderate Resolution Imaging Spectroradiometer (MODIS) 250 m normalized difference vegetation index (NDVI) from 2002 to 2013, accumulated rainfall from September to August, digital elevation model (DEM) and soil units. This paper presents linear mixed-effect (LME) modeling methods for the NDVI-rainfall relationship. We developed linear mixed-effects models that considered the random effects of sample points nested in soil units for nested two-level modeling and single-level modeling of soil units and sample points, respectively. Additionally, three functions, including the exponential function (exp), the power function (power), and the constant plus power function (CPP), were tested to remove heterogeneity, and an additional three correlation structures, including the first-order autoregressive structure [AR(1)], a combination of first-order autoregressive and moving average structures [ARMA(1,1)] and the compound symmetry structure (CS), were used to address the spatiotemporal correlations. It was concluded that the nested two-level model considering both heteroscedasticity with (CPP) and spatiotemporal correlation with [ARMA(1,1)] showed the best performance (AMR = 0.1881, RMSE = 0.2576, adj- R 2 = 0.9593). Variations between soil units and sample points that may have an effect on the NDVI-rainfall relationship should be included in model structures, and linear mixed-effects modeling achieves this in an effective and accurate way.

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

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.

Current Advances and Future Challenges in Adenoviral Vector Biology and Targeting

PubMed Central

Campos, Samuel K.; Barry, Michael A.

2008-01-01

Gene delivery vectors based on Adenoviral (Ad) vectors have enormous potential for the treatment of both hereditary and acquired disease. Detailed structural analysis of the Ad virion, combined with functional studies has broadened our knowledge of the structure/function relationships between Ad vectors and host cells/tissues and substantial achievement has been made towards a thorough understanding of the biology of Ad vectors. The widespread use of Ad vectors for clinical gene therapy is compromised by their inherent immunogenicity. The generation of safer and more effective Ad vectors, targeted to the site of disease, has therefore become a great ambition in the field of Ad vector development. This review provides a synopsis of the structure/function relationships between Ad vectors and host systems and summarizes the many innovative approaches towards achieving Ad vector targeting. PMID:17584037

Dimension reduction of frequency-based direct Granger causality measures on short time series.

PubMed

Siggiridou, Elsa; Kimiskidis, Vasilios K; Kugiumtzis, Dimitris

2017-09-01

The mainstream in the estimation of effective brain connectivity relies on Granger causality measures in the frequency domain. If the measure is meant to capture direct causal effects accounting for the presence of other observed variables, as in multi-channel electroencephalograms (EEG), typically the fit of a vector autoregressive (VAR) model on the multivariate time series is required. For short time series of many variables, the estimation of VAR may not be stable requiring dimension reduction resulting in restricted or sparse VAR models. The restricted VAR obtained by the modified backward-in-time selection method (mBTS) is adapted to the generalized partial directed coherence (GPDC), termed restricted GPDC (RGPDC). Dimension reduction on other frequency based measures, such the direct directed transfer function (dDTF), is straightforward. First, a simulation study using linear stochastic multivariate systems is conducted and RGPDC is favorably compared to GPDC on short time series in terms of sensitivity and specificity. Then the two measures are tested for their ability to detect changes in brain connectivity during an epileptiform discharge (ED) from multi-channel scalp EEG. It is shown that RGPDC identifies better than GPDC the connectivity structure of the simulated systems, as well as changes in the brain connectivity, and is less dependent on the free parameter of VAR order. The proposed dimension reduction in frequency measures based on VAR constitutes an appropriate strategy to estimate reliably brain networks within short-time windows. Copyright © 2017 Elsevier B.V. All rights reserved.

Molecular analysis of vector genome structures after liver transduction by conventional and self-complementary adeno-associated viral serotype vectors in murine and nonhuman primate models.

PubMed

Sun, Xun; Lu, You; Bish, Lawrence T; Calcedo, Roberto; Wilson, James M; Gao, Guangping

2010-06-01

Vectors based on several new adeno-associated viral (AAV) serotypes demonstrated strong hepatocyte tropism and transduction efficiency in both small- and large-animal models for liver-directed gene transfer. Efficiency of liver transduction by AAV vectors can be further improved in both murine and nonhuman primate (NHP) animals when the vector genomes are packaged in a self-complementary (sc) format. In an attempt to understand potential molecular mechanism(s) responsible for enhanced transduction efficiency of the sc vector in liver, we performed extensive molecular studies of genome structures of conventional single-stranded (ss) and sc AAV vectors from liver after AAV gene transfer in both mice and NHPs. These included treatment with exonucleases with specific substrate preferences, single-cutter restriction enzyme digestion and polarity-specific hybridization-based vector genome mapping, and bacteriophage phi29 DNA polymerase-mediated and double-stranded circular template-specific rescue of persisted circular genomes. In mouse liver, vector genomes of both genome formats seemed to persist primarily as episomal circular forms, but sc vectors converted into circular forms more rapidly and efficiently. However, the overall differences in vector genome abundance and structure in the liver between ss and sc vectors could not account for the remarkable differences in transduction. Molecular structures of persistent genomes of both ss and sc vectors were significantly more heterogeneous in macaque liver, with noticeable structural rearrangements that warrant further characterizations.

Molecular Analysis of Vector Genome Structures After Liver Transduction by Conventional and Self-Complementary Adeno-Associated Viral Serotype Vectors in Murine and Nonhuman Primate Models

PubMed Central

Sun, Xun; Lu, You; Bish, Lawrence T.; Calcedo, Roberto; Wilson, James M.

2010-01-01

Abstract Vectors based on several new adeno-associated viral (AAV) serotypes demonstrated strong hepatocyte tropism and transduction efficiency in both small- and large-animal models for liver-directed gene transfer. Efficiency of liver transduction by AAV vectors can be further improved in both murine and nonhuman primate (NHP) animals when the vector genomes are packaged in a self-complementary (sc) format. In an attempt to understand potential molecular mechanism(s) responsible for enhanced transduction efficiency of the sc vector in liver, we performed extensive molecular studies of genome structures of conventional single-stranded (ss) and sc AAV vectors from liver after AAV gene transfer in both mice and NHPs. These included treatment with exonucleases with specific substrate preferences, single-cutter restriction enzyme digestion and polarity-specific hybridization-based vector genome mapping, and bacteriophage ϕ29 DNA polymerase-mediated and double-stranded circular template-specific rescue of persisted circular genomes. In mouse liver, vector genomes of both genome formats seemed to persist primarily as episomal circular forms, but sc vectors converted into circular forms more rapidly and efficiently. However, the overall differences in vector genome abundance and structure in the liver between ss and sc vectors could not account for the remarkable differences in transduction. Molecular structures of persistent genomes of both ss and sc vectors were significantly more heterogeneous in macaque liver, with noticeable structural rearrangements that warrant further characterizations. PMID:20113166

Self-organising mixture autoregressive model for non-stationary time series modelling.

PubMed

Ni, He; Yin, Hujun

2008-12-01

Modelling non-stationary time series has been a difficult task for both parametric and nonparametric methods. One promising solution is to combine the flexibility of nonparametric models with the simplicity of parametric models. In this paper, the self-organising mixture autoregressive (SOMAR) network is adopted as a such mixture model. It breaks time series into underlying segments and at the same time fits local linear regressive models to the clusters of segments. In such a way, a global non-stationary time series is represented by a dynamic set of local linear regressive models. Neural gas is used for a more flexible structure of the mixture model. Furthermore, a new similarity measure has been introduced in the self-organising network to better quantify the similarity of time series segments. The network can be used naturally in modelling and forecasting non-stationary time series. Experiments on artificial, benchmark time series (e.g. Mackey-Glass) and real-world data (e.g. numbers of sunspots and Forex rates) are presented and the results show that the proposed SOMAR network is effective and superior to other similar approaches.

Male and female development of delinquency during adolescence and early adulthood: a differential autoregressive model of delinquency using an overlapping cohort design.

PubMed

Landsheer, Johannes A; Oud, Johan H L; van Dijkum, Cor

2008-01-01

Although it is well known that during adolescence the delinquent involvement of females is consistently less when compared to male involvement, it remains an important question whether the development of delinquency has a similar trajectory for both sexes. The main hypothesis tested is whether sex differences in delinquency, specifically growth, peak age, and decline, are constant. An autoregression model in continuous time, implemented as a structural equation model, is used for the description of the development of delinquency in males and females. The data are collected in an overlapping cohort design, and both within-person and between-persons data are integrated into a single model. The result shows that the involvement with delinquency over time is different for males and females. The main difference increases up to the age of 16, and decreases thereafter. The model indicates that both sexes reach the maximum in delinquency at the same age. It is concluded that males and females differ both in their start level at age 12 and in the amount of change with age.

Medical Mondays: ED Utilization for Medicaid Recipients Depends on the Day of the Week, Season, and Holidays.

PubMed

Castner, Jessica; Yin, Yong; Loomis, Dianne; Hewner, Sharon

2016-07-01

The purpose of this study is to describe and explain the temporal and seasonal trends in ED utilization for a low-income population. A retrospective analysis of 66,487 ED Medicaid-insured health care claims in 2009 was conducted for 2 Western New York Counties using time-series analysis with autoregressive moving average (ARMA) models. The final ARMA (2,0) model indicated an autoregressive structure with up to a 2-day lag. ED volume is lower on weekends than on weekdays, and the highest volumes are on Mondays. Summer and fall seasons demonstrated higher volumes, whereas lower volume outliers were associated with holidays. Day of the week was an influential predictor of ED utilization in low-income persons. Season and holidays are also predictors of ED utilization. These calendar-based patterns support the need for ongoing and future emergency leaders' collaborations in community-based care system redesign to meet the health care access needs of low-income persons. Copyright © 2016 Emergency Nurses Association. Published by Elsevier Inc. All rights reserved.

Does health promote economic growth? Portuguese case study: from dictatorship to full democracy.

PubMed

Morgado, Sónia Maria Aniceto

2014-07-01

This paper revisits the debate on health and economic growth (Deaton in J Econ Lit 51:113-158, 2003) focusing on the Portuguese case by testing the relationship between growth and health. We test Portuguese insights, using time series data from 1960 to 2005, taking into account different variables (life expectancy, labour, capital, infant mortality) and considering the years that included major events on the political scene, such as the dictatorship and a closed economy (1960-1974), a revolution (1974) and full democracy and an open economy (1975-2005), factors that influence major economic, cultural, social and politic indicators. Therefore the analysis is carried out adopting Lucas' (J Monet Econ 22(1):3-42, 1988) endogenous growth model that considers human capital as one factor of production, it adopts a VAR (vector autoregressive) model to test the causality between growth and health. Estimates based on the VAR seem to confirm that economic growth influences the health process, but health does not promote growth, during the period under study.

Diffusion of Lexical Change in Social Media

PubMed Central

Eisenstein, Jacob; O'Connor, Brendan; Smith, Noah A.; Xing, Eric P.

2014-01-01

Computer-mediated communication is driving fundamental changes in the nature of written language. We investigate these changes by statistical analysis of a dataset comprising 107 million Twitter messages (authored by 2.7 million unique user accounts). Using a latent vector autoregressive model to aggregate across thousands of words, we identify high-level patterns in diffusion of linguistic change over the United States. Our model is robust to unpredictable changes in Twitter's sampling rate, and provides a probabilistic characterization of the relationship of macro-scale linguistic influence to a set of demographic and geographic predictors. The results of this analysis offer support for prior arguments that focus on geographical proximity and population size. However, demographic similarity – especially with regard to race – plays an even more central role, as cities with similar racial demographics are far more likely to share linguistic influence. Rather than moving towards a single unified “netspeak” dialect, language evolution in computer-mediated communication reproduces existing fault lines in spoken American English. PMID:25409166

Coupling detrended fluctuation analysis of Asian stock markets

NASA Astrophysics Data System (ADS)

Wang, Qizhen; Zhu, Yingming; Yang, Liansheng; Mul, Remco A. H.

2017-04-01

This paper uses the coupling detrended fluctuation analysis (CDFA) method to investigate the multifractal characteristics of four Asian stock markets using three stock indices: stock price returns, trading volumes and the composite index. The results show that coupled correlations exist among the four stock markets and the coupled correlations have multifractal characteristics. We then use the chi square (χ2) test to identify the sources of multifractality. For the different stock indices, the contributions of a single series to multifractality are different. In other words, the contributions of each country to coupled correlations are different. The comparative analysis shows that the research on the combine effect of stock price returns and trading volumes may be more comprehensive than on an individual index. By comparing the strength of multifractality for original data with the residual errors of the vector autoregression (VAR) model, we find that the VAR model could not be used to describe the dynamics of the coupled correlations among four financial time series.

Artificial bee colony algorithm for single-trial electroencephalogram analysis.

PubMed

Hsu, Wei-Yen; Hu, Ya-Ping

2015-04-01

In this study, we propose an analysis system combined with feature selection to further improve the classification accuracy of single-trial electroencephalogram (EEG) data. Acquiring event-related brain potential data from the sensorimotor cortices, the system comprises artifact and background noise removal, feature extraction, feature selection, and feature classification. First, the artifacts and background noise are removed automatically by means of independent component analysis and surface Laplacian filter, respectively. Several potential features, such as band power, autoregressive model, and coherence and phase-locking value, are then extracted for subsequent classification. Next, artificial bee colony (ABC) algorithm is used to select features from the aforementioned feature combination. Finally, selected subfeatures are classified by support vector machine. Comparing with and without artifact removal and feature selection, using a genetic algorithm on single-trial EEG data for 6 subjects, the results indicate that the proposed system is promising and suitable for brain-computer interface applications. © EEG and Clinical Neuroscience Society (ECNS) 2014.

Shape classification of malignant lymphomas and leukemia by morphological watersheds and ARMA modeling

NASA Astrophysics Data System (ADS)

Celenk, Mehmet; Song, Yinglei; Ma, Limin; Zhou, Min

2003-05-01

A new algorithm that can be used to automatically recognize and classify malignant lymphomas and lukemia is proposed in this paper. The algorithm utilizes the morphological watershed to extract boundaries of cells from their grey-level images. It generates a sequence of Euclidean distances by selecting pixels in clockwise direction on the boundary of the cell and calculating the Euclidean distances of the selected pixels from the centroid of the cell. A feature vector associated with each cell is then obtained by applying the auto-regressive moving-average (ARMA) model to the generated sequence of Euclidean distances. The clustering measure J3=trace{inverse(Sw-1)Sm} involving the within (Sw) and mixed (Sm) class-scattering matrices is computed for both cell classes to provide an insight into the extent to which different cell classes in the training data are separated. Our test results suggest that the algorithm is highly accurate for the development of an interactive, computer-assisted diagnosis (CAD) tool.

Applications and Comparisons of Four Time Series Models in Epidemiological Surveillance Data

PubMed Central

Young, Alistair A.; Li, Xiaosong

2014-01-01

Public health surveillance systems provide valuable data for reliable predication of future epidemic events. This paper describes a study that used nine types of infectious disease data collected through a national public health surveillance system in mainland China to evaluate and compare the performances of four time series methods, namely, two decomposition methods (regression and exponential smoothing), autoregressive integrated moving average (ARIMA) and support vector machine (SVM). The data obtained from 2005 to 2011 and in 2012 were used as modeling and forecasting samples, respectively. The performances were evaluated based on three metrics: mean absolute error (MAE), mean absolute percentage error (MAPE), and mean square error (MSE). The accuracy of the statistical models in forecasting future epidemic disease proved their effectiveness in epidemiological surveillance. Although the comparisons found that no single method is completely superior to the others, the present study indeed highlighted that the SVMs outperforms the ARIMA model and decomposition methods in most cases. PMID:24505382

State space model approach for forecasting the use of electrical energy (a case study on: PT. PLN (Persero) district of Kroya)

NASA Astrophysics Data System (ADS)

Kurniati, Devi; Hoyyi, Abdul; Widiharih, Tatik

2018-05-01

Time series data is a series of data taken or measured based on observations at the same time interval. Time series data analysis is used to perform data analysis considering the effect of time. The purpose of time series analysis is to know the characteristics and patterns of a data and predict a data value in some future period based on data in the past. One of the forecasting methods used for time series data is the state space model. This study discusses the modeling and forecasting of electric energy consumption using the state space model for univariate data. The modeling stage is began with optimal Autoregressive (AR) order selection, determination of state vector through canonical correlation analysis, estimation of parameter, and forecasting. The result of this research shows that modeling of electric energy consumption using state space model of order 4 with Mean Absolute Percentage Error (MAPE) value 3.655%, so the model is very good forecasting category.

Software sensors for biomass concentration in a SSC process using artificial neural networks and support vector machine.

PubMed

Acuña, Gonzalo; Ramirez, Cristian; Curilem, Millaray

2014-01-01

The lack of sensors for some relevant state variables in fermentation processes can be coped by developing appropriate software sensors. In this work, NARX-ANN, NARMAX-ANN, NARX-SVM and NARMAX-SVM models are compared when acting as software sensors of biomass concentration for a solid substrate cultivation (SSC) process. Results show that NARMAX-SVM outperforms the other models with an SMAPE index under 9 for a 20 % amplitude noise. In addition, NARMAX models perform better than NARX models under the same noise conditions because of their better predictive capabilities as they include prediction errors as inputs. In the case of perturbation of initial conditions of the autoregressive variable, NARX models exhibited better convergence capabilities. This work also confirms that a difficult to measure variable, like biomass concentration, can be estimated on-line from easy to measure variables like CO₂ and O₂ using an adequate software sensor based on computational intelligence techniques.

Principal fiber bundle description of number scaling for scalars and vectors: application to gauge theory

NASA Astrophysics Data System (ADS)

Benioff, Paul

2015-05-01

The purpose of this paper is to put the description of number scaling and its effects on physics and geometry on a firmer foundation, and to make it more understandable. A main point is that two different concepts, number and number value are combined in the usual representations of number structures. This is valid as long as just one structure of each number type is being considered. It is not valid when different structures of each number type are being considered. Elements of base sets of number structures, considered by themselves, have no meaning. They acquire meaning or value as elements of a number structure. Fiber bundles over a space or space time manifold, M, are described. The fiber consists of a collection of many real or complex number structures and vector space structures. The structures are parameterized by a real or complex scaling factor, s. A vector space at a fiber level, s, has, as scalars, real or complex number structures at the same level. Connections are described that relate scalar and vector space structures at both neighbor M locations and at neighbor scaling levels. Scalar and vector structure valued fields are described and covariant derivatives of these fields are obtained. Two complex vector fields, each with one real and one imaginary field, appear, with one complex field associated with positions in M and the other with position dependent scaling factors. A derivation of the covariant derivative for scalar and vector valued fields gives the same vector fields. The derivation shows that the complex vector field associated with scaling fiber levels is the gradient of a complex scalar field. Use of these results in gauge theory shows that the imaginary part of the vector field associated with M positions acts like the electromagnetic field. The physical relevance of the other three fields, if any, is not known.

Graph-based structural change detection for rotating machinery monitoring

NASA Astrophysics Data System (ADS)

Lu, Guoliang; Liu, Jie; Yan, Peng

2018-01-01

Detection of structural changes is critically important in operational monitoring of a rotating machine. This paper presents a novel framework for this purpose, where a graph model for data modeling is adopted to represent/capture statistical dynamics in machine operations. Meanwhile we develop a numerical method for computing temporal anomalies in the constructed graphs. The martingale-test method is employed for the change detection when making decisions on possible structural changes, where excellent performance is demonstrated outperforming exciting results such as the autoregressive-integrated-moving average (ARIMA) model. Comprehensive experimental results indicate good potentials of the proposed algorithm in various engineering applications. This work is an extension of a recent result (Lu et al., 2017).

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...

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.

Vector Autoregressive Models and Granger Causality in Time Series Analysis in Nursing Research: Dynamic Changes Among Vital Signs Prior to Cardiorespiratory Instability Events as an Example.

PubMed

Bose, Eliezer; Hravnak, Marilyn; Sereika, Susan M

Patients undergoing continuous vital sign monitoring (heart rate [HR], respiratory rate [RR], pulse oximetry [SpO2]) in real time display interrelated vital sign changes during situations of physiological stress. Patterns in this physiological cross-talk could portend impending cardiorespiratory instability (CRI). Vector autoregressive (VAR) modeling with Granger causality tests is one of the most flexible ways to elucidate underlying causal mechanisms in time series data. The purpose of this article is to illustrate the development of patient-specific VAR models using vital sign time series data in a sample of acutely ill, monitored, step-down unit patients and determine their Granger causal dynamics prior to onset of an incident CRI. CRI was defined as vital signs beyond stipulated normality thresholds (HR = 40-140/minute, RR = 8-36/minute, SpO2 < 85%) and persisting for 3 minutes within a 5-minute moving window (60% of the duration of the window). A 6-hour time segment prior to onset of first CRI was chosen for time series modeling in 20 patients using a six-step procedure: (a) the uniform time series for each vital sign was assessed for stationarity, (b) appropriate lag was determined using a lag-length selection criteria, (c) the VAR model was constructed, (d) residual autocorrelation was assessed with the Lagrange Multiplier test, (e) stability of the VAR system was checked, and (f) Granger causality was evaluated in the final stable model. The primary cause of incident CRI was low SpO2 (60% of cases), followed by out-of-range RR (30%) and HR (10%). Granger causality testing revealed that change in RR caused change in HR (21%; i.e., RR changed before HR changed) more often than change in HR causing change in RR (15%). Similarly, changes in RR caused changes in SpO2 (15%) more often than changes in SpO2 caused changes in RR (9%). For HR and SpO2, changes in HR causing changes in SpO2 and changes in SpO2 causing changes in HR occurred with equal frequency (18%). Within this sample of acutely ill patients who experienced a CRI event, VAR modeling indicated that RR changes tend to occur before changes in HR and SpO2. These findings suggest that contextual assessment of RR changes as the earliest sign of CRI is warranted. Use of VAR modeling may be helpful in other nursing research applications based on time series data.

Damage classification and estimation in experimental structures using time series analysis and pattern recognition

NASA Astrophysics Data System (ADS)

de Lautour, Oliver R.; Omenzetter, Piotr

2010-07-01

Developed for studying long sequences of regularly sampled data, time series analysis methods are being increasingly investigated for the use of Structural Health Monitoring (SHM). In this research, Autoregressive (AR) models were used to fit the acceleration time histories obtained from two experimental structures: a 3-storey bookshelf structure and the ASCE Phase II Experimental SHM Benchmark Structure, in undamaged and limited number of damaged states. The coefficients of the AR models were considered to be damage-sensitive features and used as input into an Artificial Neural Network (ANN). The ANN was trained to classify damage cases or estimate remaining structural stiffness. The results showed that the combination of AR models and ANNs are efficient tools for damage classification and estimation, and perform well using small number of damage-sensitive features and limited sensors.

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.

Process for structural geologic analysis of topography and point data

DOEpatents

Eliason, Jay R.; Eliason, Valerie L. C.

1987-01-01

A quantitative method of geologic structural analysis of digital terrain data is described for implementation on a computer. Assuming selected valley segments are controlled by the underlying geologic structure, topographic lows in the terrain data, defining valley bottoms, are detected, filtered and accumulated into a series line segments defining contiguous valleys. The line segments are then vectorized to produce vector segments, defining valley segments, which may be indicative of the underlying geologic structure. Coplanar analysis is performed on vector segment pairs to determine which vectors produce planes which represent underlying geologic structure. Point data such as fracture phenomena which can be related to fracture planes in 3-dimensional space can be analyzed to define common plane orientation and locations. The vectors, points, and planes are displayed in various formats for interpretation.

Study on Wind-induced Vibration and Fatigue Life of Cable-stayed Flexible Antenna

NASA Astrophysics Data System (ADS)

He, Kongde; He, Xuehui; Fang, Zifan; Zheng, Xiaowei; Yu, Hongchang

2018-03-01

The cable-stayed flexible antenna is a large-span space structure composed of flexible multibody, with low frequency of vibration, vortex-induced resonance can occur under the action of Stochastic wind, and a larger amplitude is generated when resonance occurs. To solve this problem, based on the theory of vortex-induced vibration, this paper analyzes the vortex-induced vibration of a cable-stayed flexible antenna under the action of Wind. Based on the sinusoidal force model and Autoregressive Model (AR) method, the vortex-induced force is simulated, then the fatigue analysis of the structure is based on the linear fatigue cumulative damage principle and the rain-flow method. The minimum fatigue life of the structure is calculated to verify the vibration fatigue performance of the structure.

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.

A hybrid structure for the storage and manipulation of very large spatial data sets

USGS Publications Warehouse

Peuquet, Donna J.

1982-01-01

The map data input and output problem for geographic information systems is rapidly diminishing with the increasing availability of mass digitizing, direct spatial data capture and graphics hardware based on raster technology. Although a large number of efficient raster-based algorithms exist for performing a wide variety of common tasks on these data, there are a number of procedures which are more efficiently performed in vector mode or for which raster mode equivalents of current vector-based techniques have not yet been developed. This paper presents a hybrid spatial data structure, named the ?vaster' structure, which can utilize the advantages of both raster and vector structures while potentially eliminating, or greatly reducing, the need for raster-to-vector and vector-to-raster conversion. Other advantages of the vaster structure are also discussed.

Tailored optical vector fields for ultrashort-pulse laser induced complex surface plasmon structuring.

PubMed

Ouyang, J; Perrie, W; Allegre, O J; Heil, T; Jin, Y; Fearon, E; Eckford, D; Edwardson, S P; Dearden, G

2015-05-18

Precise tailoring of optical vector beams is demonstrated, shaping their focal electric fields and used to create complex laser micro-patterning on a metal surface. A Spatial Light Modulator (SLM) and a micro-structured S-waveplate were integrated with a picosecond laser system and employed to structure the vector fields into radial and azimuthal polarizations with and without a vortex phase wavefront as well as superposition states. Imprinting Laser Induced Periodic Surface Structures (LIPSS) elucidates the detailed vector fields around the focal region. In addition to clear azimuthal and radial plasmon surface structures, unique, variable logarithmic spiral micro-structures with a pitch Λ ∼1μm, not observed previously, were imprinted on the surface, confirming unambiguously the complex 2D focal electric fields. We show clearly also how the Orbital Angular Momentum(OAM) associated with a helical wavefront induces rotation of vector fields along the optic axis of a focusing lens and confirmed by the observed surface micro-structures.

Three-dimensional study of the vector potential of magnetic structures.

PubMed

Phatak, Charudatta; Petford-Long, Amanda K; De Graef, Marc

2010-06-25

The vector potential is central to a number of areas of condensed matter physics, such as superconductivity and magnetism. We have used a combination of electron wave phase reconstruction and electron tomographic reconstruction to experimentally measure and visualize the three-dimensional vector potential in and around a magnetic Permalloy structure. The method can probe the vector potential of the patterned structures with a resolution of about 13 nm. A transmission electron microscope operated in the Lorentz mode is used to record four tomographic tilt series. Measurements for a square Permalloy structure with an internal closure domain configuration are presented.

The Emotion Recognition System Based on Autoregressive Model and Sequential Forward Feature Selection of Electroencephalogram Signals

PubMed Central

Hatamikia, Sepideh; Maghooli, Keivan; Nasrabadi, Ali Motie

2014-01-01

Electroencephalogram (EEG) is one of the useful biological signals to distinguish different brain diseases and mental states. In recent years, detecting different emotional states from biological signals has been merged more attention by researchers and several feature extraction methods and classifiers are suggested to recognize emotions from EEG signals. In this research, we introduce an emotion recognition system using autoregressive (AR) model, sequential forward feature selection (SFS) and K-nearest neighbor (KNN) classifier using EEG signals during emotional audio-visual inductions. The main purpose of this paper is to investigate the performance of AR features in the classification of emotional states. To achieve this goal, a distinguished AR method (Burg's method) based on Levinson-Durbin's recursive algorithm is used and AR coefficients are extracted as feature vectors. In the next step, two different feature selection methods based on SFS algorithm and Davies–Bouldin index are used in order to decrease the complexity of computing and redundancy of features; then, three different classifiers include KNN, quadratic discriminant analysis and linear discriminant analysis are used to discriminate two and three different classes of valence and arousal levels. The proposed method is evaluated with EEG signals of available database for emotion analysis using physiological signals, which are recorded from 32 participants during 40 1 min audio visual inductions. According to the results, AR features are efficient to recognize emotional states from EEG signals, and KNN performs better than two other classifiers in discriminating of both two and three valence/arousal classes. The results also show that SFS method improves accuracies by almost 10-15% as compared to Davies–Bouldin based feature selection. The best accuracies are %72.33 and %74.20 for two classes of valence and arousal and %61.10 and %65.16 for three classes, respectively. PMID:25298928

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.

Probabilistic estimation of splitting coefficients of normal modes of the Earth, and their uncertainties, using an autoregressive technique

NASA Astrophysics Data System (ADS)

Pachhai, S.; Masters, G.; Laske, G.

2017-12-01

Earth's normal-mode spectra are crucial to studying the long wavelength structure of the Earth. Such observations have been used extensively to estimate "splitting coefficients" which, in turn, can be used to determine the three-dimensional velocity and density structure. Most past studies apply a non-linear iterative inversion to estimate the splitting coefficients which requires that the earthquake source is known. However, it is challenging to know the source details, particularly for big events as used in normal-mode analyses. Additionally, the final solution of the non-linear inversion can depend on the choice of damping parameter and starting model. To circumvent the need to know the source, a two-step linear inversion has been developed and successfully applied to many mantle and core sensitive modes. The first step takes combinations of the data from a single event to produce spectra known as "receiver strips". The autoregressive nature of the receiver strips can then be used to estimate the structure coefficients without the need to know the source. Based on this approach, we recently employed a neighborhood algorithm to measure the splitting coefficients for an isolated inner-core sensitive mode (13S2). This approach explores the parameter space efficiently without any need of regularization and finds the structure coefficients which best fit the observed strips. Here, we implement a Bayesian approach to data collected for earthquakes from early 2000 and more recent. This approach combines the data (through likelihood) and prior information to provide rigorous parameter values and their uncertainties for both isolated and coupled modes. The likelihood function is derived from the inferred errors of the receiver strips which allows us to retrieve proper uncertainties. Finally, we apply model selection criteria that balance the trade-offs between fit (likelihood) and model complexity to investigate the degree and type of structure (elastic and anelastic) required to explain the data.

Estimation of splitting functions from Earth's normal mode spectra using the neighbourhood algorithm

NASA Astrophysics Data System (ADS)

Pachhai, Surya; Tkalčić, Hrvoje; Masters, Guy

2016-01-01

The inverse problem for Earth structure from normal mode data is strongly non-linear and can be inherently non-unique. Traditionally, the inversion is linearized by taking partial derivatives of the complex spectra with respect to the model parameters (i.e. structure coefficients), and solved in an iterative fashion. This method requires that the earthquake source model is known. However, the release of energy in large earthquakes used for the analysis of Earth's normal modes is not simple. A point source approximation is often inadequate, and a more complete account of energy release at the source is required. In addition, many earthquakes are required for the solution to be insensitive to the initial constraints and regularization. In contrast to an iterative approach, the autoregressive linear inversion technique conveniently avoids the need for earthquake source parameters, but it also requires a number of events to achieve full convergence when a single event does not excite all singlets well. To build on previous improvements, we develop a technique to estimate structure coefficients (and consequently, the splitting functions) using a derivative-free parameter search, known as neighbourhood algorithm (NA). We implement an efficient forward method derived using the autoregresssion of receiver strips, and this allows us to search over a multiplicity of structure coefficients in a relatively short time. After demonstrating feasibility of the use of NA in synthetic cases, we apply it to observations of the inner core sensitive mode 13S2. The splitting function of this mode is dominated by spherical harmonic degree 2 axisymmetric structure and is consistent with the results obtained from the autoregressive linear inversion. The sensitivity analysis of multiple events confirms the importance of the Bolivia, 1994 earthquake. When this event is used in the analysis, as little as two events are sufficient to constrain the splitting functions of 13S2 mode. Apart from not requiring the knowledge of earthquake source, the newly developed technique provides an approximate uncertainty measure of the structure coefficients and allows us to control the type of structure solved for, for example to establish if elastic structure is sufficient.

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

Autoregressive Methods for Spectral Estimation from Interferograms.

DTIC Science & Technology

1986-09-19

RL83 6?6 AUTOREGRESSIVE METHODS FOR SPECTRAL. ESTIMTION FROM / SPACE ENGINEERING E N RICHARDS ET AL. 19 SEPINEFRGAS.()UA TT NV GNCNE O C: 31SSF...was AUG1085 performed under subcontract to . Center for Space Engineering Utah State University Logan, UT 84322-4140 4 4 Scientific Report No. 17 AFGL...MONITORING ORGANIZATION Center for Space Engineering (iapplicable) Air Force Geophysics Laboratory e. AORESS (City. State and ZIP Code) 7b. AOORESS (City

Detecting P and S-wave of Mt. Rinjani seismic based on a locally stationary autoregressive (LSAR) model

NASA Astrophysics Data System (ADS)

Nurhaida, Subanar, Abdurakhman, Abadi, Agus Maman

2017-08-01

Seismic data is usually modelled using autoregressive processes. The aim of this paper is to find the arrival times of the seismic waves of Mt. Rinjani in Indonesia. Kitagawa algorithm's is used to detect the seismic P and S-wave. Householder transformation used in the algorithm made it effectively finding the number of change points and parameters of the autoregressive models. The results show that the use of Box-Cox transformation on the variable selection level makes the algorithm works well in detecting the change points. Furthermore, when the basic span of the subinterval is set 200 seconds and the maximum AR order is 20, there are 8 change points which occur at 1601, 2001, 7401, 7601,7801, 8001, 8201 and 9601. Finally, The P and S-wave arrival times are detected at time 1671 and 2045 respectively using a precise detection algorithm.

Landscape genetic structure of coastal tailed frogs (Ascaphus truei) in protected vs. managed forests.

PubMed

Spear, Stephen F; Storfer, Andrew

2008-11-01

Habitat loss and fragmentation are the leading causes of species' declines and extinctions. A key component of studying population response to habitat alteration is to understand how fragmentation affects population connectivity in disturbed landscapes. We used landscape genetic analyses to determine how habitat fragmentation due to timber harvest affects genetic population connectivity of the coastal tailed frog (Ascaphus truei), a forest-dwelling, stream-breeding amphibian. We compared rates of gene flow across old-growth (Olympic National Park) and logged landscapes (Olympic National Forest) and used spatial autoregression to estimate the effect of landscape variables on genetic structure. We detected higher overall genetic connectivity across the managed forest, although this was likely a historical signature of continuous forest before timber harvest began. Gene flow also occurred terrestrially, as connectivity was high across unconnected river basins. Autoregressive models demonstrated that closed forest and low solar radiation were correlated with increased gene flow. In addition, there was evidence for a temporal lag in the correlation of decreased gene flow with harvest, suggesting that the full genetic impact may not appear for several generations. Furthermore, we detected genetic evidence of population bottlenecks across the Olympic National Forest, including at sites that were within old-growth forest but surrounded by harvested patches. Collectively, this research suggests that absence of forest (whether due to natural or anthropogenic changes) is a key restrictor of genetic connectivity and that intact forested patches in the surrounding environment are necessary for continued gene flow and population connectivity.

Frequency aspects of information transmission in a network of three western equity markets

NASA Astrophysics Data System (ADS)

Schmidbauer, Harald; Rösch, Angi; Uluceviz, Erhan

2017-11-01

Cycles in the behavior of stock markets have been widely documented. There is an increasing body of literature on whether stock markets anticipate business cycles or its turning points. Several recent studies assert that financial integration impacts positively on business cycle comovements of economies. We consider three western equity markets, represented by their respective stock indices: DJIA (USA), FTSE 100 (UK), and Euro Stoxx 50 (euro area). Connecting these three markets together via vector autoregressive processes in index returns, we construct ;propagation values; to measure and trace, on a daily basis, the relative importance of a market as a volatility creator within the network, where volatility is due to a return shock in a market. A cross-wavelet analysis reveals the joint frequency structure of pairs of the propagation value series, in particular whether or not two series tend to move in the same direction at a given frequency. Our main findings are: (i) From 2001 onwards, the daily propagation values of markets have been fluctuating much less than before, and high frequencies have become less pronounced; (ii) the European markets are in phase at business cycle frequency, while the US market is not in phase with either European market; (iii) in 2008, the euro area has taken over the leading role. This approach not only provides new insight into the time-dependent interplay of equity markets, but it can also replicate certain findings of traditional business cycle research, and it has the advantage of using only readily available stock market data.

Forecasting the evolution in the mixing regime of a deep subalpine lake under climate change scenarios through numerical modelling (Lake Maggiore, Northern Italy/Southern Switzerland)

NASA Astrophysics Data System (ADS)

Fenocchi, Andrea; Rogora, Michela; Sibilla, Stefano; Ciampittiello, Marzia; Dresti, Claudia

2018-01-01

The impact of air temperature rise is eminent for the large deep lakes in the Italian subalpine district, climate change being caused there by both natural phenomena and anthropogenic greenhouse-gases (GHG) emissions. These oligomictic lakes are experiencing a decrease in the frequency of winter full turnover and an intensification of stability. As a result, hypolimnetic oxygen concentrations are decreasing and nutrients are accumulating in bottom water, with effects on the whole ecosystem functioning. Forecasting the future evolution of the mixing pattern is relevant to assess if a reduction in GHG releases would be able to revert such processes. The study focuses on Lake Maggiore, for which the thermal structure evolution under climate change in the 2016-2085 period was assessed through numerical simulations, performed with the General Lake Model (GLM). Different prospects of regional air temperature rise were considered, given by the Swiss Climate Change Scenarios CH2011. Multiple realisations were performed for each scenario to obtain robust statistical predictions, adopting random series of meteorological data produced with the Vector-Autoregressive Weather Generator (VG). Results show that a reversion in the increasing thermal stability would be possible only if global GHG emissions started to be reduced by 2020, allowing an equilibrium mixing regime to be restored by the end of the twenty-first century. Otherwise, persistent lack of complete-mixing, severe water warming and extensive effects on water quality are to be expected for the centuries to come. These projections can be extended to the other lakes in the subalpine district.

Yangtze River, an insignificant genetic boundary in tufted deer (Elaphodus cephalophus): the evidence from a first population genetics study.

PubMed

Sun, Zhonglou; Pan, Tao; Wang, Hui; Pang, Mujia; Zhang, Baowei

2016-01-01

Great rivers were generally looked at as the geographical barrier to gene flow for many taxonomic groups. The Yangtze River is the third largest river in the world, and flows across South China and into the East China Sea. Up until now, few studies have been carried out to evaluate its effect as a geographical barrier. In this study, we attempted to determine the barrier effect of the Yangtze River on the tufted deer ( Elaphodus cephalophus ) using the molecular ecology approach. Using mitochondrial DNA control region (CR) sequences and 13 nuclear microsatellite loci, we explored the genetic structure and gene flow in two adjacent tufted deer populations (Dabashan and Wulingshan populations), which are separated by the Yangtze River. Results indicated that there are high genetic diversity levels in the two populations, but no distinguishable haplotype group or potential genetic cluster was detected which corresponded to specific geographical population. At the same time, high gene flow was observed between Wulingshan and Dabashan populations. The tufted deer populations experienced population decrease from 0.3 to 0.09 Ma BP, then followed by a distinct population increase. A strong signal of recent population decline ( T = 4,396 years) was detected in the Wulingshan population by a Markov-Switching Vector Autoregressions(MSVAR) process population demography analysis. The results indicated that the Yangtze River may not act as an effective barrier to gene flow in the tufted deer. Finally, we surmised that the population demography of the tufted deer was likely affected by Pleistocene climate fluctuations and ancient human activities.

How a haemosporidian parasite of bats gets around: the genetic structure of a parasite, vector and host compared.

PubMed

Witsenburg, F; Clément, L; López-Baucells, A; Palmeirim, J; Pavlinić, I; Scaravelli, D; Ševčík, M; Dutoit, L; Salamin, N; Goudet, J; Christe, P

2015-02-01

Parasite population structure is often thought to be largely shaped by that of its host. In the case of a parasite with a complex life cycle, two host species, each with their own patterns of demography and migration, spread the parasite. However, the population structure of the parasite is predicted to resemble only that of the most vagile host species. In this study, we tested this prediction in the context of a vector-transmitted parasite. We sampled the haemosporidian parasite Polychromophilus melanipherus across its European range, together with its bat fly vector Nycteribia schmidlii and its host, the bent-winged bat Miniopterus schreibersii. Based on microsatellite analyses, the wingless vector, and not the bat host, was identified as the least structured population and should therefore be considered the most vagile host. Genetic distance matrices were compared for all three species based on a mitochondrial DNA fragment. Both host and vector populations followed an isolation-by-distance pattern across the Mediterranean, but not the parasite. Mantel tests found no correlation between the parasite and either the host or vector populations. We therefore found no support for our hypothesis; the parasite population structure matched neither vector nor host. Instead, we propose a model where the parasite's gene flow is represented by the added effects of host and vector dispersal patterns. © 2015 John Wiley & Sons Ltd.

Inability of the entropy vector method to certify nonclassicality in linelike causal structures

NASA Astrophysics Data System (ADS)

Weilenmann, Mirjam; Colbeck, Roger

2016-10-01

Bell's theorem shows that our intuitive understanding of causation must be overturned in light of quantum correlations. Nevertheless, quantum mechanics does not permit signaling and hence a notion of cause remains. Understanding this notion is not only important at a fundamental level, but also for technological applications such as key distribution and randomness expansion. It has recently been shown that a useful way to decide which classical causal structures could give rise to a given set of correlations is to use entropy vectors. These are vectors whose components are the entropies of all subsets of the observed variables in the causal structure. The entropy vector method employs causal relationships among the variables to restrict the set of possible entropy vectors. Here, we consider whether the same approach can lead to useful certificates of nonclassicality within a given causal structure. Surprisingly, we find that for a family of causal structures that includes the usual bipartite Bell structure they do not. For all members of this family, no function of the entropies of the observed variables gives such a certificate, in spite of the existence of nonclassical correlations. It is therefore necessary to look beyond entropy vectors to understand cause from a quantum perspective.

Anomalous Fluctuations in Autoregressive Models with Long-Term Memory

NASA Astrophysics Data System (ADS)

Sakaguchi, Hidetsugu; Honjo, Haruo

2015-10-01

An autoregressive model with a power-law type memory kernel is studied as a stochastic process that exhibits a self-affine-fractal-like behavior for a small time scale. We find numerically that the root-mean-square displacement Δ(m) for the time interval m increases with a power law as mα with α < 1/2 for small m but saturates at sufficiently large m. The exponent α changes with the power exponent of the memory kernel.

On the Stationarity of Multiple Autoregressive Approximants: Theory and Algorithms

DTIC Science & Technology

1976-08-01

a I (3.4) Hannan and Terrell (1972) consider problems of a similar nature. Efficient estimates A(1),... , A(p) , and i of A(1)... ,A(p) and...34Autoregressive model fitting for control, Ann . Inst. Statist. Math., 23, 163-180. Hannan, E. J. (1970), Multiple Time Series, New York, John Wiley...Hannan, E. J. and Terrell , R. D. (1972), "Time series regression with linear constraints, " International Economic Review, 13, 189-200. Masani, P

Forecasting Instability Indicators in the Horn of Africa

DTIC Science & Technology

2008-03-01

further than 2 (Makridakis, et al, 1983, 359). 2-32 Autoregressive Integrated Moving Average ( ARIMA ) Model . Similar to the ARMA model except for...stationary process. ARIMA models are described as ARIMA (p,d,q), where p is the order of the autoregressive process, d is the degree of the...differential process, and q is the order of the moving average process. The ARMA (1,1) model shown above is equivalent to an ARIMA (1,0,1) model . An ARIMA

Equilibrium Policy Proposals with Abstentions.

DTIC Science & Technology

1981-05-01

David M. Kreps. 262. ’Autoregressive Modelling and Money Income (ajusality Detection." by (heng lisiao. 263. "Measurement IError in a Dynamiic...34Autoregressive Modeling of"Canadian Money and Income Data," by Cheng Ilsjao. 277. "We Can’t Disagree IForever," by John 1). Geanakoplos and Heraklis...34*Optimal & Voluntary Income Distribution," by K. J. Arrow. 289. "’Asymptotic Values mif Mixed Gaime,.," by Abraham Neymnan. 290. "Tinie Series Modelling

Time series models on analysing mortality rates and acute childhood lymphoid leukaemia.

PubMed

Kis, Maria

2005-01-01

In this paper we demonstrate applying time series models on medical research. The Hungarian mortality rates were analysed by autoregressive integrated moving average models and seasonal time series models examined the data of acute childhood lymphoid leukaemia.The mortality data may be analysed by time series methods such as autoregressive integrated moving average (ARIMA) modelling. This method is demonstrated by two examples: analysis of the mortality rates of ischemic heart diseases and analysis of the mortality rates of cancer of digestive system. Mathematical expressions are given for the results of analysis. The relationships between time series of mortality rates were studied with ARIMA models. Calculations of confidence intervals for autoregressive parameters by tree methods: standard normal distribution as estimation and estimation of the White's theory and the continuous time case estimation. Analysing the confidence intervals of the first order autoregressive parameters we may conclude that the confidence intervals were much smaller than other estimations by applying the continuous time estimation model.We present a new approach to analysing the occurrence of acute childhood lymphoid leukaemia. We decompose time series into components. The periodicity of acute childhood lymphoid leukaemia in Hungary was examined using seasonal decomposition time series method. The cyclic trend of the dates of diagnosis revealed that a higher percent of the peaks fell within the winter months than in the other seasons. This proves the seasonal occurrence of the childhood leukaemia in Hungary.

EEG data reduction by means of autoregressive representation and discriminant analysis procedures.

PubMed

Blinowska, K J; Czerwosz, L T; Drabik, W; Franaszczuk, P J; Ekiert, H

1981-06-01

A program for automatic evaluation of EEG spectra, providing considerable reduction of data, was devised. Artefacts were eliminated in two steps: first, the longer duration eye movement artefacts were removed by a fast and simple 'moving integral' methods, then occasional spikes were identified by means of a detection function defined in the formalism of the autoregressive (AR) model. The evaluation of power spectra was performed by means of an FFT and autoregressive representation, which made possible the comparison of both methods. The spectra obtained by means of the AR model had much smaller statistical fluctuations and better resolution, enabling us to follow the time changes of the EEG pattern. Another advantage of the autoregressive approach was the parametric description of the signal. This last property appeared to be essential in distinguishing the changes in the EEG pattern. In a drug study the application of the coefficients of the AR model as input parameters in the discriminant analysis, instead of arbitrary chosen frequency bands, brought a significant improvement in distinguishing the effects of the medication. The favourable properties of the AR model are connected with the fact that the above approach fulfils the maximum entropy principle. This means that the method describes in a maximally consistent way the available information and is free from additional assumptions, which is not the case for the FFT estimate.

Prediction of global ionospheric VTEC maps using an adaptive autoregressive model

NASA Astrophysics Data System (ADS)

Wang, Cheng; Xin, Shaoming; Liu, Xiaolu; Shi, Chuang; Fan, Lei

2018-02-01

In this contribution, an adaptive autoregressive model is proposed and developed to predict global ionospheric vertical total electron content maps (VTEC). Specifically, the spherical harmonic (SH) coefficients are predicted based on the autoregressive model, and the order of the autoregressive model is determined adaptively using the F-test method. To test our method, final CODE and IGS global ionospheric map (GIM) products, as well as altimeter TEC data during low and mid-to-high solar activity period collected by JASON, are used to evaluate the precision of our forecasting products. Results indicate that the predicted products derived from the model proposed in this paper have good consistency with the final GIMs in low solar activity, where the annual mean of the root-mean-square value is approximately 1.5 TECU. However, the performance of predicted vertical TEC in periods of mid-to-high solar activity has less accuracy than that during low solar activity periods, especially in the equatorial ionization anomaly region and the Southern Hemisphere. Additionally, in comparison with forecasting products, the final IGS GIMs have the best consistency with altimeter TEC data. Future work is needed to investigate the performance of forecasting products using the proposed method in an operational environment, rather than using the SH coefficients from the final CODE products, to understand the real-time applicability of the method.

Parallel-vector computation for linear structural analysis and non-linear unconstrained optimization problems

NASA Technical Reports Server (NTRS)

Nguyen, D. T.; Al-Nasra, M.; Zhang, Y.; Baddourah, M. A.; Agarwal, T. K.; Storaasli, O. O.; Carmona, E. A.

1991-01-01

Several parallel-vector computational improvements to the unconstrained optimization procedure are described which speed up the structural analysis-synthesis process. A fast parallel-vector Choleski-based equation solver, pvsolve, is incorporated into the well-known SAP-4 general-purpose finite-element code. The new code, denoted PV-SAP, is tested for static structural analysis. Initial results on a four processor CRAY 2 show that using pvsolve reduces the equation solution time by a factor of 14-16 over the original SAP-4 code. In addition, parallel-vector procedures for the Golden Block Search technique and the BFGS method are developed and tested for nonlinear unconstrained optimization. A parallel version of an iterative solver and the pvsolve direct solver are incorporated into the BFGS method. Preliminary results on nonlinear unconstrained optimization test problems, using pvsolve in the analysis, show excellent parallel-vector performance indicating that these parallel-vector algorithms can be used in a new generation of finite-element based structural design/analysis-synthesis codes.

A new method for reconstruction of solar irradiance

NASA Astrophysics Data System (ADS)

Privalsky, Victor

2018-07-01

The purpose of this research is to show how time series should be reconstructed using an example with the data on total solar irradiation (TSI) of the Earth and on sunspot numbers (SSN) since 1749. The traditional approach through regression equation(s) is designed for time-invariant vectors of random variables and is not applicable to time series, which present random functions of time. The autoregressive reconstruction (ARR) method suggested here requires fitting a multivariate stochastic difference equation to the target/proxy time series. The reconstruction is done through the scalar equation for the target time series with the white noise term excluded. The time series approach is shown to provide a better reconstruction of TSI than the correlation/regression method. A reconstruction criterion is introduced which allows one to define in advance the achievable level of success in the reconstruction. The conclusion is that time series, including the total solar irradiance, cannot be reconstructed properly if the data are not treated as sample records of random processes and analyzed in both time and frequency domains.

A Robust State Estimation Framework Considering Measurement Correlations and Imperfect Synchronization

DOE PAGES

Zhao, Junbo; Wang, Shaobu; Mili, Lamine; ...

2018-01-08

Here, this paper develops a robust power system state estimation framework with the consideration of measurement correlations and imperfect synchronization. In the framework, correlations of SCADA and Phasor Measurements (PMUs) are calculated separately through unscented transformation and a Vector Auto-Regression (VAR) model. In particular, PMU measurements during the waiting period of two SCADA measurement scans are buffered to develop the VAR model with robustly estimated parameters using projection statistics approach. The latter takes into account the temporal and spatial correlations of PMU measurements and provides redundant measurements to suppress bad data and mitigate imperfect synchronization. In case where the SCADAmore » and PMU measurements are not time synchronized, either the forecasted PMU measurements or the prior SCADA measurements from the last estimation run are leveraged to restore system observability. Then, a robust generalized maximum-likelihood (GM)-estimator is extended to integrate measurement error correlations and to handle the outliers in the SCADA and PMU measurements. Simulation results that stem from a comprehensive comparison with other alternatives under various conditions demonstrate the benefits of the proposed framework.« less

Modeling the impact of transport energy consumption on CO2 emission in Pakistan: Evidence from ARDL approach.

PubMed

Danish; Baloch, Muhammad Awais; Suad, Shah

2018-04-01

The objective of this research is to examine the relationship between transport energy consumption, economic growth, and carbon dioxide emission (CO 2 ) from transport sector incorporating foreign direct investment and urbanization. This study is carried out in Pakistan by applying autoregressive distributive lag (ARDL) and vector error correction model (VECM) over 1990-2015. The empirical results indicate a strong significant impact of transport energy consumption on CO 2 emissions from the transportation sector. Furthermore, foreign direct investment also contributes to CO 2 emission. Interestingly, the impact of economic growth and urbanization on transport CO 2 emission is statistically insignificant. Overall, transport energy consumption and foreign direct investment are not environmentally friendly. The new empirical evidence from this study provides a complete picture of the determinants of emissions from the transport sector and these novel findings not only help to advance the existing literature but also can be of special interest to the country's policymakers. So, we urge that government needs to focus on promoting the energy efficient means of transportation to improve environmental quality with less adverse influence on economic growth.

The role of energy in economic growth.

PubMed

Stern, David I

2011-02-01

This paper reviews the mainstream, resource economics, and ecological economics models of growth. A possible synthesis of energy-based and mainstream models is presented. This shows that when energy is scarce it imposes a strong constraint on the growth of the economy; however, when energy is abundant, its effect on economic growth is much reduced. The industrial revolution released the constraints on economic growth by the development of new methods of using coal and the discovery of new fossil fuel resources. Time-series analysis shows that energy and GDP cointegrate, and energy use Granger causes GDP when capital and other production inputs are included in the vector autoregression model. However, various mechanisms can weaken the links between energy and growth. Energy used per unit of economic output has declined in developed and some developing countries, owing to both technological change and a shift from poorer quality fuels, such as coal, to the use of higher quality fuels, especially electricity. Substitution of other inputs for energy and sectoral shifts in economic activity play smaller roles. © 2011 New York Academy of Sciences.

Condition Monitoring for Helicopter Data. Appendix A

NASA Technical Reports Server (NTRS)

Wen, Fang; Willett, Peter; Deb, Somnath

2000-01-01

In this paper the classical "Westland" set of empirical accelerometer helicopter data is analyzed with the aim of condition monitoring for diagnostic purposes. The goal is to determine features for failure events from these data, via a proprietary signal processing toolbox, and to weigh these according to a variety of classification algorithms. As regards signal processing, it appears that the autoregressive (AR) coefficients from a simple linear model encapsulate a great deal of information in a relatively few measurements; it has also been found that augmentation of these by harmonic and other parameters can improve classification significantly. As regards classification, several techniques have been explored, among these restricted Coulomb energy (RCE) networks, learning vector quantization (LVQ), Gaussian mixture classifiers and decision trees. A problem with these approaches, and in common with many classification paradigms, is that augmentation of the feature dimension can degrade classification ability. Thus, we also introduce the Bayesian data reduction algorithm (BDRA), which imposes a Dirichlet prior on training data and is thus able to quantify probability of error in an exact manner, such that features may be discarded or coarsened appropriately.

A Robust State Estimation Framework Considering Measurement Correlations and Imperfect Synchronization

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

Zhao, Junbo; Wang, Shaobu; Mili, Lamine

Here, this paper develops a robust power system state estimation framework with the consideration of measurement correlations and imperfect synchronization. In the framework, correlations of SCADA and Phasor Measurements (PMUs) are calculated separately through unscented transformation and a Vector Auto-Regression (VAR) model. In particular, PMU measurements during the waiting period of two SCADA measurement scans are buffered to develop the VAR model with robustly estimated parameters using projection statistics approach. The latter takes into account the temporal and spatial correlations of PMU measurements and provides redundant measurements to suppress bad data and mitigate imperfect synchronization. In case where the SCADAmore » and PMU measurements are not time synchronized, either the forecasted PMU measurements or the prior SCADA measurements from the last estimation run are leveraged to restore system observability. Then, a robust generalized maximum-likelihood (GM)-estimator is extended to integrate measurement error correlations and to handle the outliers in the SCADA and PMU measurements. Simulation results that stem from a comprehensive comparison with other alternatives under various conditions demonstrate the benefits of the proposed framework.« less

Short-term climate change impacts on Mara basin hydrology

NASA Astrophysics Data System (ADS)

Demaria, E. M.; Roy, T.; Valdés, J. B.; Lyon, B.; Valdés-Pineda, R.; Serrat-Capdevila, A.; Durcik, M.; Gupta, H.

2017-12-01

The predictability of climate diminishes significantly at shorter time scales (e.g. decadal). Both natural variability as well as sampling variability of climate can obscure or enhance climate change signals in these shorter scales. Therefore, in order to assess the impacts of climate change on basin hydrology, it is important to design climate projections with exhaustive climate scenarios. In this study, we first create seasonal climate scenarios by combining (1) synthetic precipitation projections generated from a Vector Auto-Regressive (VAR) model using the University of East Anglia Climate Research Unit (UEA-CRU) data with (2) seasonal trends calculated from 31 models in the Coupled Model Intercomparison Project Phase 5 (CMIP). The seasonal climate projections are then disaggregated to daily level using the Agricultural Modern-Era Retrospective Analysis for Research and Applications (AgMERRA) data. The daily climate data are then bias-corrected and used as forcings to the land-surface model, Variable Infiltration Capacity (VIC), to generate different hydrological projections for the Mara River basin in East Africa, which are then evaluated to study the hydrologic changes in the basin in the next three decades (2020-2050).

Sign: large-scale gene network estimation environment for high performance computing.

PubMed

Tamada, Yoshinori; Shimamura, Teppei; Yamaguchi, Rui; Imoto, Seiya; Nagasaki, Masao; Miyano, Satoru

2011-01-01

Our research group is currently developing software for estimating large-scale gene networks from gene expression data. The software, called SiGN, is specifically designed for the Japanese flagship supercomputer "K computer" which is planned to achieve 10 petaflops in 2012, and other high performance computing environments including Human Genome Center (HGC) supercomputer system. SiGN is a collection of gene network estimation software with three different sub-programs: SiGN-BN, SiGN-SSM and SiGN-L1. In these three programs, five different models are available: static and dynamic nonparametric Bayesian networks, state space models, graphical Gaussian models, and vector autoregressive models. All these models require a huge amount of computational resources for estimating large-scale gene networks and therefore are designed to be able to exploit the speed of 10 petaflops. The software will be available freely for "K computer" and HGC supercomputer system users. The estimated networks can be viewed and analyzed by Cell Illustrator Online and SBiP (Systems Biology integrative Pipeline). The software project web site is available at http://sign.hgc.jp/ .

Multiscale analysis of information dynamics for linear multivariate processes.

PubMed

Faes, Luca; Montalto, Alessandro; Stramaglia, Sebastiano; Nollo, Giandomenico; Marinazzo, Daniele

2016-08-01

In the study of complex physical and physiological systems represented by multivariate time series, an issue of great interest is the description of the system dynamics over a range of different temporal scales. While information-theoretic approaches to the multiscale analysis of complex dynamics are being increasingly used, the theoretical properties of the applied measures are poorly understood. This study introduces for the first time a framework for the analytical computation of information dynamics for linear multivariate stochastic processes explored at different time scales. After showing that the multiscale processing of a vector autoregressive (VAR) process introduces a moving average (MA) component, we describe how to represent the resulting VARMA process using statespace (SS) models and how to exploit the SS model parameters to compute analytical measures of information storage and information transfer for the original and rescaled processes. The framework is then used to quantify multiscale information dynamics for simulated unidirectionally and bidirectionally coupled VAR processes, showing that rescaling may lead to insightful patterns of information storage and transfer but also to potentially misleading behaviors.

Predicting groundwater level fluctuations with meteorological effect implications—A comparative study among soft computing techniques

NASA Astrophysics Data System (ADS)

Shiri, Jalal; Kisi, Ozgur; Yoon, Heesung; Lee, Kang-Kun; Hossein Nazemi, Amir

2013-07-01

The knowledge of groundwater table fluctuations is important in agricultural lands as well as in the studies related to groundwater utilization and management levels. This paper investigates the abilities of Gene Expression Programming (GEP), Adaptive Neuro-Fuzzy Inference System (ANFIS), Artificial Neural Networks (ANN) and Support Vector Machine (SVM) techniques for groundwater level forecasting in following day up to 7-day prediction intervals. Several input combinations comprising water table level, rainfall and evapotranspiration values from Hongcheon Well station (South Korea), covering a period of eight years (2001-2008) were used to develop and test the applied models. The data from the first six years were used for developing (training) the applied models and the last two years data were reserved for testing. A comparison was also made between the forecasts provided by these models and the Auto-Regressive Moving Average (ARMA) technique. Based on the comparisons, it was found that the GEP models could be employed successfully in forecasting water table level fluctuations up to 7 days beyond data records.

Longitudinal relationship between economic development and occupational accidents in China.

PubMed

Song, Li; He, Xueqiu; Li, Chengwu

2011-01-01

The relativity between economic development and occupational accidents is a debated topic. Compared with the development courses of both economic development and occupational accidents in China during 1953-2008, this paper used statistic methods such as Granger causality test, cointegration test and impulse response function based on the vector autoregression model to investigate the relativity between economic development and occupational accidents in China from 1953 to 2008. Owing to fluctuation and growth scale characteristics of economic development, two dimensions including economic cycle and economic scale were divided. Results showed that there was no relationship between occupational accidents and economic scale during 1953-1978. Fatality rate per 10(5) workers was a conductive variable to gross domestic product per capita during 1979-2008. And economic cycle was an indicator to occupational accidents during 1979-2008. Variation of economic speed had important influence on occupational accidents in short term. Thus it is necessary to adjust Chinese occupational safety policy according to tempo variation of economic growth. Crown Copyright © 2010. Published by Elsevier Ltd. All rights reserved.

Attention and the evolution of Hollywood film.

PubMed

Cutting, James E; DeLong, Jordan E; Nothelfer, Christine E

2010-03-01

Reaction times exhibit a spectral patterning known as 1/f, and these patterns can be thought of as reflecting time-varying changes in attention. We investigated the shot structure of Hollywood films to determine if these same patterns are found. We parsed 150 films with release dates from 1935 to 2005 into their sequences of shots and then analyzed the pattern of shot lengths in each film. Autoregressive and power analyses showed that, across that span of 70 years, shots became increasingly more correlated in length with their neighbors and created power spectra approaching 1/f. We suggest, as have others, that 1/f patterns reflect world structure and mental process. Moreover, a 1/f temporal shot structure may help harness observers' attention to the narrative of a film.

Age- and bite-structured models for vector-borne diseases.

PubMed

Rock, K S; Wood, D A; Keeling, M J

2015-09-01

The biology and behaviour of biting insects is a vitally important aspect in the spread of vector-borne diseases. This paper aims to determine, through the use of mathematical models, what effect incorporating vector senescence and realistic feeding patterns has on disease. A novel model is developed to enable the effects of age- and bite-structure to be examined in detail. This original PDE framework extends previous age-structured models into a further dimension to give a new insight into the role of vector biting and its interaction with vector mortality and spread of disease. Through the PDE model, the roles of the vector death and bite rates are examined in a way which is impossible under the traditional ODE formulation. It is demonstrated that incorporating more realistic functions for vector biting and mortality in a model may give rise to different dynamics than those seen under a more simple ODE formulation. The numerical results indicate that the efficacy of control methods that increase vector mortality may not be as great as predicted under a standard host-vector model, whereas other controls including treatment of humans may be more effective than previously thought. Copyright © 2015 The Authors. Published by Elsevier B.V. All rights reserved.

[Construction, identification and expression of three kinds of shuttle plasmids of adenovirus expression vector of hepatitis C virus structure gene].

PubMed

Cao, Yi-zhan; Hao, Chun-qiu; Feng, Zhi-hua; Zhou, Yong-xing; Li, Jin-ge; Jia, Zhan-sheng; Wang, Ping-zhong

2003-02-01

To construct three recombinant shuttle plasmids of adenovirus expression vector which can express hepatitis C virus(HCV) different structure genes(C, C+E1, C+E1+E2) in order to pack adenovirus expression vectors which can express HCV different structure gene effectively. The different HCV structure genes derived from the plasmid pBRTM/HCV1-3011 by using polymerase chain reaction (PCR) were inserted into the backward position of cytomegalovirus(CMV) immediate early promotor element of shuttle plasmid(pAd.CMV-Link.1) of adenovirus expression vector respectively, then the three recombinant plasmids (pAd.HCV-C, pAd.HCV-CE1, pAd.HCV-S) were obtained. The recombinant plasmids were identified by endonuclease, PCR and sequencing. HCV structure genes were expressed transiently with Lipofectamine 2000 coated in HepG2 cells which were confirmed by immunofluorescence and Western-Blot. Insert DNAs of the three recombinant plasmids' were confirmed to be HCV different structure genes by endonuclease, PCR and sequencing. The three recombinant plasmids can express HCV structure gene (C, C+E1, C+E1+E2) transiently in HepG2 cells which were confirmed by immunofluorescence and Western-Blot. The three recombinant shuttle plasmids of adenovirus expression vector can express HCV structure gene(C, C+E1, C+E1+E2) transiently. This should be useful to pack adenovirus expression vector which can express HCV structure genes.

Processing on weak electric signals by the autoregressive model

NASA Astrophysics Data System (ADS)

Ding, Jinli; Zhao, Jiayin; Wang, Lanzhou; Li, Qiao

2008-10-01

A model of the autoregressive model of weak electric signals in two plants was set up for the first time. The result of the AR model to forecast 10 values of the weak electric signals is well. It will construct a standard set of the AR model coefficient of the plant electric signal and the environmental factor, and can be used as the preferences for the intelligent autocontrol system based on the adaptive characteristic of plants to achieve the energy saving on agricultural productions.

Fisher Consistency of AM-Estimates of the Autoregression Parameter Using Hard Rejection Filter Cleaners

DTIC Science & Technology

1987-02-04

U5tr,)! P(U 5-t Since U - F with F RS, we get (3.1). Case b: 0 S 5 k -a Now P([U~t]riM) = P(UZk-a) and P([ Ugt ]rM) = P(US-k-a) S P(US-(k-a)) which again...robustness for autoregressive processes." The Annals of Statistics, 12, 843-863. Mallows, C.L. (1980). "Some theory of nonlinear smoothen." The Annals of

Higher-order vector beams produced by photonic-crystal lasers.

PubMed

Iwahashi, Seita; Kurosaka, Yoshitaka; Sakai, Kyosuke; Kitamura, Kyoko; Takayama, Naoki; Noda, Susumu

2011-06-20

We have successfully generated vector beams with higher-order polarization states using photonic-crystal lasers. We have analyzed and designed lattice structures that provide cavity modes with different symmetries. Fabricated devices based on these lattice structures produced doughnut-shaped vector beams, with symmetries corresponding to the cavity modes. Our study enables the systematic analysis of vector beams, which we expect will lead to applications such as high-resolution microscopy, laser processing, and optical trapping.

Random vectors and spatial analysis by geostatistics for geotechnical applications

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

Young, D.S.

1987-08-01

Geostatistics is extended to the spatial analysis of vector variables by defining the estimation variance and vector variogram in terms of the magnitude of difference vectors. Many random variables in geotechnology are in vectorial terms rather than scalars, and its structural analysis requires those sample variable interpolations to construct and characterize structural models. A better local estimator will result in greater quality of input models; geostatistics can provide such estimators; kriging estimators. The efficiency of geostatistics for vector variables is demonstrated in a case study of rock joint orientations in geological formations. The positive cross-validation encourages application of geostatistics tomore » spatial analysis of random vectors in geoscience as well as various geotechnical fields including optimum site characterization, rock mechanics for mining and civil structures, cavability analysis of block cavings, petroleum engineering, and hydrologic and hydraulic modelings.« less

Determination of low-frequency normal modes and structure coefficients using optimal sequence stacking method and autoregressive method in frequency domain

NASA Astrophysics Data System (ADS)

Majstorovic, J.; Rosat, S.; Lambotte, S.; Rogister, Y. J. G.

2017-12-01

Although there are numerous studies about 3D density Earth model, building an accurate one is still an engaging challenge. One procedure to refine global 3D Earth density models is based on unambiguous measurements of Earth's normal mode eigenfrequencies. To have unbiased eigenfrequency measurements one needs to deal with a variety of time records quality and especially different noise sources, while standard approaches usually include signal processing methods such as Fourier transform. Here we present estimate of complex eigenfrequencies and structure coefficients for several modes below 1 mHz (0S2, 2S1, etc.). Our analysis is performed in three steps. The first step includes the use of stacking methods to enhance specific modes of interest above the observed noise level. Out of three trials the optimal sequence estimation turned out to be the foremost compared to the spherical harmonic stacking method and receiver strip method. In the second step we apply an autoregressive method in the frequency domain to estimate complex eigenfrequencies of target modes. In the third step we apply the phasor walkout method to test and confirm our eigenfrequencies. Before conducting an analysis of time records, we evaluate how the station distribution and noise levels impact the estimate of eigenfrequencies and structure coefficients by using synthetic seismograms calculated for a 3D realistic Earth model, which includes Earth's ellipticity and lateral heterogeneity. Synthetic seismograms are computed by means of normal mode summation using self-coupling and cross-coupling of modes up to 1 mHz. Eventually, the methods tested on synthetic data are applied to long-period seismometer and superconducting gravimeter data recorded after six mega-earthquakes of magnitude greater than 8.3. Hence, we propose new estimates of structure coefficients dependent on the density variations.

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.

Why did bluetongue spread the way it did? Environmental factors influencing the velocity of bluetongue virus serotype 8 epizootic wave in France.

PubMed

Pioz, Maryline; Guis, Hélène; Crespin, Laurent; Gay, Emilie; Calavas, Didier; Durand, Benoît; Abrial, David; Ducrot, Christian

2012-01-01

Understanding where and how fast an infectious disease will spread during an epidemic is critical for its control. However, the task is a challenging one as numerous factors may interact and drive the spread of a disease, specifically when vector-borne diseases are involved. We advocate the use of simultaneous autoregressive models to identify environmental features that significantly impact the velocity of disease spread. We illustrate this approach by exploring several environmental factors influencing the velocity of bluetongue (BT) spread in France during the 2007-2008 epizootic wave to determine which ones were the most important drivers. We used velocities of BT spread estimated in 4,495 municipalities and tested sixteen covariates defining five thematic groups of related variables: elevation, meteorological-related variables, landscape-related variables, host availability, and vaccination. We found that ecological factors associated with vector abundance and activity (elevation and meteorological-related variables), as well as with host availability, were important drivers of the spread of the disease. Specifically, the disease spread more slowly in areas with high elevation and when heavy rainfall associated with extreme temperature events occurred one or two months prior to the first clinical case. Moreover, the density of dairy cattle was correlated negatively with the velocity of BT spread. These findings add substantially to our understanding of BT spread in a temperate climate. Finally, the approach presented in this paper can be used with other infectious diseases, and provides a powerful tool to identify environmental features driving the velocity of disease spread.

Support vector machine in crash prediction at the level of traffic analysis zones: Assessing the spatial proximity effects.

PubMed

Dong, Ni; Huang, Helai; Zheng, Liang

2015-09-01

In zone-level crash prediction, accounting for spatial dependence has become an extensively studied topic. This study proposes Support Vector Machine (SVM) model to address complex, large and multi-dimensional spatial data in crash prediction. Correlation-based Feature Selector (CFS) was applied to evaluate candidate factors possibly related to zonal crash frequency in handling high-dimension spatial data. To demonstrate the proposed approaches and to compare them with the Bayesian spatial model with conditional autoregressive prior (i.e., CAR), a dataset in Hillsborough county of Florida was employed. The results showed that SVM models accounting for spatial proximity outperform the non-spatial model in terms of model fitting and predictive performance, which indicates the reasonableness of considering cross-zonal spatial correlations. The best model predictive capability, relatively, is associated with the model considering proximity of the centroid distance by choosing the RBF kernel and setting the 10% of the whole dataset as the testing data, which further exhibits SVM models' capacity for addressing comparatively complex spatial data in regional crash prediction modeling. Moreover, SVM models exhibit the better goodness-of-fit compared with CAR models when utilizing the whole dataset as the samples. A sensitivity analysis of the centroid-distance-based spatial SVM models was conducted to capture the impacts of explanatory variables on the mean predicted probabilities for crash occurrence. While the results conform to the coefficient estimation in the CAR models, which supports the employment of the SVM model as an alternative in regional safety modeling. Copyright © 2015 Elsevier Ltd. All rights reserved.

Why Did Bluetongue Spread the Way It Did? Environmental Factors Influencing the Velocity of Bluetongue Virus Serotype 8 Epizootic Wave in France

PubMed Central

Pioz, Maryline; Guis, Hélène; Crespin, Laurent; Gay, Emilie; Calavas, Didier; Durand, Benoît; Abrial, David; Ducrot, Christian

2012-01-01

Understanding where and how fast an infectious disease will spread during an epidemic is critical for its control. However, the task is a challenging one as numerous factors may interact and drive the spread of a disease, specifically when vector-borne diseases are involved. We advocate the use of simultaneous autoregressive models to identify environmental features that significantly impact the velocity of disease spread. We illustrate this approach by exploring several environmental factors influencing the velocity of bluetongue (BT) spread in France during the 2007–2008 epizootic wave to determine which ones were the most important drivers. We used velocities of BT spread estimated in 4,495 municipalities and tested sixteen covariates defining five thematic groups of related variables: elevation, meteorological-related variables, landscape-related variables, host availability, and vaccination. We found that ecological factors associated with vector abundance and activity (elevation and meteorological-related variables), as well as with host availability, were important drivers of the spread of the disease. Specifically, the disease spread more slowly in areas with high elevation and when heavy rainfall associated with extreme temperature events occurred one or two months prior to the first clinical case. Moreover, the density of dairy cattle was correlated negatively with the velocity of BT spread. These findings add substantially to our understanding of BT spread in a temperate climate. Finally, the approach presented in this paper can be used with other infectious diseases, and provides a powerful tool to identify environmental features driving the velocity of disease spread. PMID:22916249

Vector Autoregressive (VAR) Models and Granger Causality in Time Series Analysis in Nursing Research: Dynamic Changes Among Vital Signs Prior to Cardiorespiratory Instability Events as an Example

PubMed Central

Bose, Eliezer; Hravnak, Marilyn; Sereika, Susan M.

2016-01-01

Background Patients undergoing continuous vital sign monitoring (heart rate [HR], respiratory rate [RR], pulse oximetry [SpO2]) in real time display inter-related vital sign changes during situations of physiologic stress. Patterns in this physiological cross-talk could portend impending cardiorespiratory instability (CRI). Vector autoregressive (VAR) modeling with Granger causality tests is one of the most flexible ways to elucidate underlying causal mechanisms in time series data. Purpose The purpose of this article is to illustrate development of patient-specific VAR models using vital sign time series (VSTS) data in a sample of acutely ill, monitored, step-down unit (SDU) patients, and determine their Granger causal dynamics prior to onset of an incident CRI. Approach CRI was defined as vital signs beyond stipulated normality thresholds (HR = 40–140/minute, RR = 8–36/minute, SpO2 < 85%) and persisting for 3 minutes within a 5-minute moving window (60% of the duration of the window). A 6-hour time segment prior to onset of first CRI was chosen for time series modeling in 20 patients using a six-step procedure: (a) the uniform time series for each vital sign was assessed for stationarity; (b) appropriate lag was determined using a lag-length selection criteria; (c) the VAR model was constructed; (d) residual autocorrelation was assessed with the Lagrange Multiplier test; (e) stability of the VAR system was checked; and (f) Granger causality was evaluated in the final stable model. Results The primary cause of incident CRI was low SpO2 (60% of cases), followed by out-of-range RR (30%) and HR (10%). Granger causality testing revealed that change in RR caused change in HR (21%) (i.e., RR changed before HR changed) more often than change in HR causing change in RR (15%). Similarly, changes in RR caused changes in SpO2 (15%) more often than changes in SpO2 caused changes in RR (9%). For HR and SpO2, changes in HR causing changes in SpO2 and changes in SpO2 causing changes in HR occurred with equal frequency (18%). Discussion Within this sample of acutely ill patients who experienced a CRI event, VAR modeling indicated that RR changes tend to occur before changes in HR and SpO2. These findings suggest that contextual assessment of RR changes as the earliest sign of CRI is warranted. Use of VAR modeling may be helpful in other nursing research applications based on time series data. PMID:27977564

Medium- and Long-term Prediction of LOD Change by the Leap-step Autoregressive Model

NASA Astrophysics Data System (ADS)

Wang, Qijie

2015-08-01

The accuracy of medium- and long-term prediction of length of day (LOD) change base on combined least-square and autoregressive (LS+AR) deteriorates gradually. Leap-step autoregressive (LSAR) model can significantly reduce the edge effect of the observation sequence. Especially, LSAR model greatly improves the resolution of signals’ low-frequency components. Therefore, it can improve the efficiency of prediction. In this work, LSAR is used to forecast the LOD change. The LOD series from EOP 08 C04 provided by IERS is modeled by both the LSAR and AR models. The results of the two models are analyzed and compared. When the prediction length is between 10-30 days, the accuracy improvement is less than 10%. When the prediction length amounts to above 30 day, the accuracy improved obviously, with the maximum being around 19%. The results show that the LSAR model has higher prediction accuracy and stability in medium- and long-term prediction.

Sleep analysis for wearable devices applying autoregressive parametric models.

PubMed

Mendez, M O; Villantieri, O; Bianchi, A; Cerutti, S

2005-01-01

We applied time-variant and time-invariant parametric models in both healthy subjects and patients with sleep disorder recordings in order to assess the skills of those approaches to sleep disorders diagnosis in wearable devices. The recordings present the Obstructive Sleep Apnea (OSA) pathology which is characterized by fluctuations in the heart rate, bradycardia in apneonic phase and tachycardia at the recovery of ventilation. Data come from a web database in www.physionet.org. During OSA the spectral indexes obtained by time-variant lattice filters presented oscillations that correspond to the changes brady-tachycardia of the RR intervals and greater values than healthy ones. Multivariate autoregressive models showed an increment in very low frequency component (PVLF) at each apneic event. Also a rise in high frequency component (PHF) occurred over the breathing restore in the spectrum of both quadratic coherence and cross-spectrum in OSA. These autoregressive parametric approaches could help in the diagnosis of Sleep Disorder inside of the wearable devices.

Water balance models in one-month-ahead streamflow forecasting

USGS Publications Warehouse

Alley, William M.

1985-01-01

Techniques are tested that incorporate information from water balance models in making 1-month-ahead streamflow forecasts in New Jersey. The results are compared to those based on simple autoregressive time series models. The relative performance of the models is dependent on the month of the year in question. The water balance models are most useful for forecasts of April and May flows. For the stations in northern New Jersey, the April and May forecasts were made in order of decreasing reliability using the water-balance-based approaches, using the historical monthly means, and using simple autoregressive models. The water balance models were useful to a lesser extent for forecasts during the fall months. For the rest of the year the improvements in forecasts over those obtained using the simpler autoregressive models were either very small or the simpler models provided better forecasts. When using the water balance models, monthly corrections for bias are found to improve minimum mean-square-error forecasts as well as to improve estimates of the forecast conditional distributions.

[A novel method of multi-channel feature extraction combining multivariate autoregression and multiple-linear principal component analysis].

PubMed

Wang, Jinjia; Zhang, Yanna

2015-02-01

Brain-computer interface (BCI) systems identify brain signals through extracting features from them. In view of the limitations of the autoregressive model feature extraction method and the traditional principal component analysis to deal with the multichannel signals, this paper presents a multichannel feature extraction method that multivariate autoregressive (MVAR) model combined with the multiple-linear principal component analysis (MPCA), and used for magnetoencephalography (MEG) signals and electroencephalograph (EEG) signals recognition. Firstly, we calculated the MVAR model coefficient matrix of the MEG/EEG signals using this method, and then reduced the dimensions to a lower one, using MPCA. Finally, we recognized brain signals by Bayes Classifier. The key innovation we introduced in our investigation showed that we extended the traditional single-channel feature extraction method to the case of multi-channel one. We then carried out the experiments using the data groups of IV-III and IV - I. The experimental results proved that the method proposed in this paper was feasible.

Iso-vector form factors of the delta and nucleon in QCD sum rules

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

Ozpineci, A.

Form factors are important non-perturbative properties of hadrons. They give information about the internal structure of the hadrons. In this work, iso-vector axial-vector and iso-vector tensor form factors of the nucleon and the iso-vector axial-vector {Delta}{yields}N transition form factor calculations in QCD Sum Rules are presented.

Reciprocal Associations between Negative Affect, Binge Eating, and Purging in the Natural Environment in Women with Bulimia Nervosa

PubMed Central

Lavender, Jason M.; Utzinger, Linsey M.; Cao, Li; Wonderlich, Stephen A.; Engel, Scott G.; Mitchell, James E.; Crosby, Ross D.

2016-01-01

Although negative affect (NA) has been identified as a common trigger for bulimic behaviors, findings regarding NA following such behaviors have been mixed. This study examined reciprocal associations between NA and bulimic behaviors using real-time, naturalistic data. Participants were 133 women with DSM-IV bulimia nervosa (BN) who completed a two-week ecological momentary assessment (EMA) protocol in which they recorded bulimic behaviors and provided multiple daily ratings of NA. A multilevel autoregressive cross-lagged analysis was conducted to examine concurrent, first-order autoregressive, and prospective associations between NA, binge eating, and purging across the day. Results revealed positive concurrent associations between all variables across all time points, as well as numerous autoregressive associations. For prospective associations, higher NA predicted subsequent bulimic symptoms at multiple time points; conversely, binge eating predicted lower NA at multiple time points, and purging predicted higher NA at one time point. Several autoregressive and prospective associations were also found between binge eating and purging. This study used a novel approach to examine NA in relation to bulimic symptoms, contributing to the existing literature by directly examining the magnitude of the associations, examining differences in the associations across the day, and controlling for other associations in testing each effect in the model. These findings may have relevance for understanding the etiology and/or maintenance of bulimic symptoms, as well as potentially informing psychological interventions for BN. PMID:26692122

Economic growth and CO2 emissions: an investigation with smooth transition autoregressive distributed lag models for the 1800-2014 period in the USA.

PubMed

Bildirici, Melike; Ersin, Özgür Ömer

2018-01-01

The study aims to combine the autoregressive distributed lag (ARDL) cointegration framework with smooth transition autoregressive (STAR)-type nonlinear econometric models for causal inference. Further, the proposed STAR distributed lag (STARDL) models offer new insights in terms of modeling nonlinearity in the long- and short-run relations between analyzed variables. The STARDL method allows modeling and testing nonlinearity in the short-run and long-run parameters or both in the short- and long-run relations. To this aim, the relation between CO 2 emissions and economic growth rates in the USA is investigated for the 1800-2014 period, which is one of the largest data sets available. The proposed hybrid models are the logistic, exponential, and second-order logistic smooth transition autoregressive distributed lag (LSTARDL, ESTARDL, and LSTAR2DL) models combine the STAR framework with nonlinear ARDL-type cointegration to augment the linear ARDL approach with smooth transitional nonlinearity. The proposed models provide a new approach to the relevant econometrics and environmental economics literature. Our results indicated the presence of asymmetric long-run and short-run relations between the analyzed variables that are from the GDP towards CO 2 emissions. By the use of newly proposed STARDL models, the results are in favor of important differences in terms of the response of CO 2 emissions in regimes 1 and 2 for the estimated LSTAR2DL and LSTARDL models.

A probabilistic framework to infer brain functional connectivity from anatomical connections.

PubMed

Deligianni, Fani; Varoquaux, Gael; Thirion, Bertrand; Robinson, Emma; Sharp, David J; Edwards, A David; Rueckert, Daniel

2011-01-01

We present a novel probabilistic framework to learn across several subjects a mapping from brain anatomical connectivity to functional connectivity, i.e. the covariance structure of brain activity. This prediction problem must be formulated as a structured-output learning task, as the predicted parameters are strongly correlated. We introduce a model selection framework based on cross-validation with a parametrization-independent loss function suitable to the manifold of covariance matrices. Our model is based on constraining the conditional independence structure of functional activity by the anatomical connectivity. Subsequently, we learn a linear predictor of a stationary multivariate autoregressive model. This natural parameterization of functional connectivity also enforces the positive-definiteness of the predicted covariance and thus matches the structure of the output space. Our results show that functional connectivity can be explained by anatomical connectivity on a rigorous statistical basis, and that a proper model of functional connectivity is essential to assess this link.

Host structural carbohydrate induces vector transmission of a bacterial plant pathogen.

PubMed

Killiny, Nabil; Almeida, Rodrigo P P

2009-12-29

Many insect-borne pathogens have complex life histories because they must colonize both hosts and vectors for successful dissemination. In addition, the transition from host to vector environments may require changes in gene expression before the pathogen's departure from the host. Xylella fastidiosa is a xylem-limited plant-pathogenic bacterium transmitted by leafhopper vectors that causes diseases in a number of economically important plants. We hypothesized that factors of host origin, such as plant structural polysaccharides, are important in regulating X. fastidiosa gene expression and mediating vector transmission of this pathogen. The addition of pectin and glucan to a simple defined medium resulted in dramatic changes in X. fastidiosa's phenotype and gene-expression profile. Cells grown in the presence of pectin became more adhesive than in other media tested. In addition, the presence of pectin and glucan in media resulted in significant changes in the expression of several genes previously identified as important for X. fastidiosa's pathogenicity in plants. Furthermore, vector transmission of X. fastidiosa was induced in the presence of both polysaccharides. Our data show that host structural polysaccharides mediate gene regulation in X. fastidiosa, which results in phenotypic changes required for vector transmission. A better understanding of how vector-borne pathogens transition from host to vector, and vice versa, may lead to previously undiscovered disease-control strategies.

Fouling resistance prediction using artificial neural network nonlinear auto-regressive with exogenous input model based on operating conditions and fluid properties correlations

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

Biyanto, Totok R.

Fouling in a heat exchanger in Crude Preheat Train (CPT) refinery is an unsolved problem that reduces the plant efficiency, increases fuel consumption and CO{sub 2} emission. The fouling resistance behavior is very complex. It is difficult to develop a model using first principle equation to predict the fouling resistance due to different operating conditions and different crude blends. In this paper, Artificial Neural Networks (ANN) MultiLayer Perceptron (MLP) with input structure using Nonlinear Auto-Regressive with eXogenous (NARX) is utilized to build the fouling resistance model in shell and tube heat exchanger (STHX). The input data of the model aremore » flow rates and temperatures of the streams of the heat exchanger, physical properties of product and crude blend data. This model serves as a predicting tool to optimize operating conditions and preventive maintenance of STHX. The results show that the model can capture the complexity of fouling characteristics in heat exchanger due to thermodynamic conditions and variations in crude oil properties (blends). It was found that the Root Mean Square Error (RMSE) are suitable to capture the nonlinearity and complexity of the STHX fouling resistance during phases of training and validation.« less

A multistage motion vector processing method for motion-compensated frame interpolation.

PubMed

Huang, Ai- Mei; Nguyen, Truong Q

2008-05-01

In this paper, a novel, low-complexity motion vector processing algorithm at the decoder is proposed for motion-compensated frame interpolation or frame rate up-conversion. We address the problems of having broken edges and deformed structures in an interpolated frame by hierarchically refining motion vectors on different block sizes. Our method explicitly considers the reliability of each received motion vector and has the capability of preserving the structure information. This is achieved by analyzing the distribution of residual energies and effectively merging blocks that have unreliable motion vectors. The motion vector reliability information is also used as a prior knowledge in motion vector refinement using a constrained vector median filter to avoid choosing identical unreliable one. We also propose using chrominance information in our method. Experimental results show that the proposed scheme has better visual quality and is also robust, even in video sequences with complex scenes and fast motion.

Multiscale vector fields for image pattern recognition

NASA Technical Reports Server (NTRS)

Low, Kah-Chan; Coggins, James M.

1990-01-01

A uniform processing framework for low-level vision computing in which a bank of spatial filters maps the image intensity structure at each pixel into an abstract feature space is proposed. Some properties of the filters and the feature space are described. Local orientation is measured by a vector sum in the feature space as follows: each filter's preferred orientation along with the strength of the filter's output determine the orientation and the length of a vector in the feature space; the vectors for all filters are summed to yield a resultant vector for a particular pixel and scale. The orientation of the resultant vector indicates the local orientation, and the magnitude of the vector indicates the strength of the local orientation preference. Limitations of the vector sum method are discussed. Investigations show that the processing framework provides a useful, redundant representation of image structure across orientation and scale.

Hyperbolic-symmetry vector fields.

PubMed

Gao, Xu-Zhen; Pan, Yue; Cai, Meng-Qiang; Li, Yongnan; Tu, Chenghou; Wang, Hui-Tian

2015-12-14

We present and construct a new kind of orthogonal coordinate system, hyperbolic coordinate system. We present and design a new kind of local linearly polarized vector fields, which is defined as the hyperbolic-symmetry vector fields because the points with the same polarization form a series of hyperbolae. We experimentally demonstrate the generation of such a kind of hyperbolic-symmetry vector optical fields. In particular, we also study the modified hyperbolic-symmetry vector optical fields with the twofold and fourfold symmetric states of polarization when introducing the mirror symmetry. The tight focusing behaviors of these vector fields are also investigated. In addition, we also fabricate micro-structures on the K9 glass surfaces by several tightly focused (modified) hyperbolic-symmetry vector fields patterns, which demonstrate that the simulated tightly focused fields are in good agreement with the fabricated micro-structures.

Genetic Testing Registry

MedlinePlus

... Splign Vector Alignment Search Tool (VAST) All Data & Software Resources... Domains & Structures BioSystems Cn3D Conserved Domain Database (CDD) Conserved Domain Search Service (CD Search) Structure (Molecular Modeling Database) Vector Alignment ...

AR(p) -based detrended fluctuation analysis

NASA Astrophysics Data System (ADS)

Alvarez-Ramirez, J.; Rodriguez, E.

2018-07-01

Autoregressive models are commonly used for modeling time-series from nature, economics and finance. This work explored simple autoregressive AR(p) models to remove long-term trends in detrended fluctuation analysis (DFA). Crude oil prices and bitcoin exchange rate were considered, with the former corresponding to a mature market and the latter to an emergent market. Results showed that AR(p) -based DFA performs similar to traditional DFA. However, the former DFA provides information on stability of long-term trends, which is valuable for understanding and quantifying the dynamics of complex time series from financial systems.

The effect of transverse wave vector and magnetic fields on resonant tunneling times in double-barrier structures

NASA Astrophysics Data System (ADS)

Wang, Hongmei; Zhang, Yafei; Xu, Huaizhe

2007-01-01

The effect of transverse wave vector and magnetic fields on resonant tunneling times in double-barrier structures, which is significant but has been frequently omitted in previous theoretical methods, has been reported in this paper. The analytical expressions of the longitudinal energies of quasibound levels (LEQBL) and the lifetimes of quasibound levels (LQBL) in symmetrical double-barrier (SDB) structures have been derived as a function of transverse wave vector and longitudinal magnetic fields perpendicular to interfaces. Based on our derived analytical expressions, the LEQBL and LQBL dependence upon transverse wave vector and longitudinal magnetic fields has been explored numerically for a SDB structure. Model calculations show that the LEQBL decrease monotonically and the LQBL shorten with increasing transverse wave vector, and each original LEQBL splits to a series of sub-LEQBL which shift nearly linearly toward the well bottom and the lifetimes of quasibound level series (LQBLS) shorten with increasing Landau-level indices and magnetic fields.

Oil price fluctuations and the Gulf Cooperation Council (GCC) countries, 1960--2004

NASA Astrophysics Data System (ADS)

Alotaibi, Bader

The dissertation examines the effect of oil price fluctuations on GCC economies for the period 1960-2004. The objective of chapter two is to investigate whether oil price fluctuations have asymmetric effects on GDP growth. Does a negative oil price shock have merely an opposite effect as does a positive price shock or are there differences in degrees? Many past studies have examined asymmetries between oil prices and output growth in oil importing countries. A fixed effect model is used. We find that negative oil price shocks dominate positive shocks. The objective of chapter three is to investigate the impact of oil price shocks on real exchange rates and price levels. A structural Vector Autoregression (VAR) model for each country is used containing three and four variables in the first and second specifications, respectively. Oil price shocks are found to be not only important but persistent. In most countries, supply shocks play larger roles than do demand shocks. Nominal shocks have only short-run effects on the real exchange rate and the price level. The objective of chapter four is to investigate fluctuations in budget and trade deficits. Do agents smooth over income shocks due to fluctuations in oil prices or do oil price shocks have large effects? Also, are the budget and trade deficits causally related? If so, what direction does this causal relation take? Many studies have considered links between budget and trade deficits but most have been conducted for countries where oil is not a major concern. A VAR model containing three variables for each country is used. Oil price shocks are found to be persistent. Also, the results support the twin deficits hypothesis. Budget deficit shocks cause deterioration in the trade deficits in GCC countries.

National Center for Biotechnology Information

MedlinePlus

... Splign Vector Alignment Search Tool (VAST) All Data & Software Resources... Domains & Structures BioSystems Cn3D Conserved Domain Database (CDD) Conserved Domain Search Service (CD Search) Structure (Molecular Modeling Database) Vector Alignment ...

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

A Power-Law Growth and Decay Model with Autocorrelation for Posting Data to Social Networking Services.

PubMed

Fujiyama, Toshifumi; Matsui, Chihiro; Takemura, Akimichi

2016-01-01

We propose a power-law growth and decay model for posting data to social networking services before and after social events. We model the time series structure of deviations from the power-law growth and decay with a conditional Poisson autoregressive (AR) model. Online postings related to social events are described by five parameters in the power-law growth and decay model, each of which characterizes different aspects of interest in the event. We assess the validity of parameter estimates in terms of confidence intervals, and compare various submodels based on likelihoods and information criteria.

Malaria vector abundance is associated with house structures in Baringo County, Kenya.

PubMed

Ondiba, Isabella M; Oyieke, Florence A; Ong'amo, George O; Olumula, Macrae M; Nyamongo, Isaac K; Estambale, Benson B A

2018-01-01

Malaria, a major cause of morbidity and mortality, is the most prevalent vector borne disease in Baringo County; a region which has varied house designs in arid and semi-arid areas. This study investigated the association between house structures and indoor-malaria vector abundance in Baringo County. The density of malaria vectors in houses with open eaves was higher than that for houses with closed eaves. Grass thatched roof houses had higher density of malaria vectors than corrugated iron sheet roofs. Similarly, mud walled houses had higher vector density than other wall types. Houses in the riverine zone were significantly associated with malaria vector abundance (p<0.000) possibly due to more varied house structures. In Kamnarok village within riverine zone, a house made of grass thatched roof and mud wall but raised on stilts with domestic animals (sheep/goats) kept at the lower level had lower mosquito density (5.8 per collection) than ordinary houses made of same materials but at ground level (30.5 mosquitoes per collection), suggestive of a change in behavior of mosquito feeding and resting. House modifications such as screening of eaves, improvement of construction material and building stilted houses can be incorporated in the integrated vector management (IVM) strategy to complement insecticide treated bed nets and indoor residual spray to reduce indoor malaria vector density.

Reciprocal associations between negative affect, binge eating, and purging in the natural environment in women with bulimia nervosa.

PubMed

Lavender, Jason M; Utzinger, Linsey M; Cao, Li; Wonderlich, Stephen A; Engel, Scott G; Mitchell, James E; Crosby, Ross D

2016-04-01

Although negative affect (NA) has been identified as a common trigger for bulimic behaviors, findings regarding NA following such behaviors have been mixed. This study examined reciprocal associations between NA and bulimic behaviors using real-time, naturalistic data. Participants were 133 women with bulimia nervosa (BN) according to the 4th edition of the Diagnostic and Statistical Manual of Mental Disorders who completed a 2-week ecological momentary assessment protocol in which they recorded bulimic behaviors and provided multiple daily ratings of NA. A multilevel autoregressive cross-lagged analysis was conducted to examine concurrent, first-order autoregressive, and prospective associations between NA, binge eating, and purging across the day. Results revealed positive concurrent associations between all variables across all time points, as well as numerous autoregressive associations. For prospective associations, higher NA predicted subsequent bulimic symptoms at multiple time points; conversely, binge eating predicted lower NA at multiple time points, and purging predicted higher NA at 1 time point. Several autoregressive and prospective associations were also found between binge eating and purging. This study used a novel approach to examine NA in relation to bulimic symptoms, contributing to the existing literature by directly examining the magnitude of the associations, examining differences in the associations across the day, and controlling for other associations in testing each effect in the model. These findings may have relevance for understanding the etiology and/or maintenance of bulimic symptoms, as well as potentially informing psychological interventions for BN. (c) 2016 APA, all rights reserved).

Application of a new hybrid model with seasonal auto-regressive integrated moving average (ARIMA) and nonlinear auto-regressive neural network (NARNN) in forecasting incidence cases of HFMD in Shenzhen, China.

PubMed

Yu, Lijing; Zhou, Lingling; Tan, Li; Jiang, Hongbo; Wang, Ying; Wei, Sheng; Nie, Shaofa

2014-01-01

Outbreaks of hand-foot-mouth disease (HFMD) have been reported for many times in Asia during the last decades. This emerging disease has drawn worldwide attention and vigilance. Nowadays, the prevention and control of HFMD has become an imperative issue in China. Early detection and response will be helpful before it happening, using modern information technology during the epidemic. In this paper, a hybrid model combining seasonal auto-regressive integrated moving average (ARIMA) model and nonlinear auto-regressive neural network (NARNN) is proposed to predict the expected incidence cases from December 2012 to May 2013, using the retrospective observations obtained from China Information System for Disease Control and Prevention from January 2008 to November 2012. The best-fitted hybrid model was combined with seasonal ARIMA [Formula: see text] and NARNN with 15 hidden units and 5 delays. The hybrid model makes the good forecasting performance and estimates the expected incidence cases from December 2012 to May 2013, which are respectively -965.03, -1879.58, 4138.26, 1858.17, 4061.86 and 6163.16 with an obviously increasing trend. The model proposed in this paper can predict the incidence trend of HFMD effectively, which could be helpful to policy makers. The usefulness of expected cases of HFMD perform not only in detecting outbreaks or providing probability statements, but also in providing decision makers with a probable trend of the variability of future observations that contains both historical and recent information.

Methodology for the AutoRegressive Planet Search (ARPS) Project

NASA Astrophysics Data System (ADS)

Feigelson, Eric; Caceres, Gabriel; ARPS Collaboration

2018-01-01

The detection of periodic signals of transiting exoplanets is often impeded by the presence of aperiodic photometric variations. This variability is intrinsic to the host star in space-based observations (typically arising from magnetic activity) and from observational conditions in ground-based observations. The most common statistical procedures to remove stellar variations are nonparametric, such as wavelet decomposition or Gaussian Processes regression. However, many stars display variability with autoregressive properties, wherein later flux values are correlated with previous ones. Providing the time series is evenly spaced, parametric autoregressive models can prove very effective. Here we present the methodology of the Autoregessive Planet Search (ARPS) project which uses Autoregressive Integrated Moving Average (ARIMA) models to treat a wide variety of stochastic short-memory processes, as well as nonstationarity. Additionally, we introduce a planet-search algorithm to detect periodic transits in the time-series residuals after application of ARIMA models. Our matched-filter algorithm, the Transit Comb Filter (TCF), replaces the traditional box-fitting step. We construct a periodogram based on the TCF to concentrate the signal of these periodic spikes. Various features of the original light curves, the ARIMA fits, the TCF periodograms, and folded light curves at peaks of the TCF periodogram can then be collected to provide constraints for planet detection. These features provide input into a multivariate classifier when a training set is available. The ARPS procedure has been applied NASA's Kepler mission observations of ~200,000 stars (Caceres, Dissertation Talk, this meeting) and will be applied in the future to other datasets.

A new parallel-vector finite element analysis software on distributed-memory computers

NASA Technical Reports Server (NTRS)

Qin, Jiangning; Nguyen, Duc T.

1993-01-01

A new parallel-vector finite element analysis software package MPFEA (Massively Parallel-vector Finite Element Analysis) is developed for large-scale structural analysis on massively parallel computers with distributed-memory. MPFEA is designed for parallel generation and assembly of the global finite element stiffness matrices as well as parallel solution of the simultaneous linear equations, since these are often the major time-consuming parts of a finite element analysis. Block-skyline storage scheme along with vector-unrolling techniques are used to enhance the vector performance. Communications among processors are carried out concurrently with arithmetic operations to reduce the total execution time. Numerical results on the Intel iPSC/860 computers (such as the Intel Gamma with 128 processors and the Intel Touchstone Delta with 512 processors) are presented, including an aircraft structure and some very large truss structures, to demonstrate the efficiency and accuracy of MPFEA.

Combined fast multipole-QR compression technique for solving electrically small to large structures for broadband applications

NASA Technical Reports Server (NTRS)

Jandhyala, Vikram (Inventor); Chowdhury, Indranil (Inventor)

2011-01-01

An approach that efficiently solves for a desired parameter of a system or device that can include both electrically large fast multipole method (FMM) elements, and electrically small QR elements. The system or device is setup as an oct-tree structure that can include regions of both the FMM type and the QR type. An iterative solver is then used to determine a first matrix vector product for any electrically large elements, and a second matrix vector product for any electrically small elements that are included in the structure. These matrix vector products for the electrically large elements and the electrically small elements are combined, and a net delta for a combination of the matrix vector products is determined. The iteration continues until a net delta is obtained that is within predefined limits. The matrix vector products that were last obtained are used to solve for the desired parameter.

Tensor Sparse Coding for Positive Definite Matrices.

PubMed

Sivalingam, Ravishankar; Boley, Daniel; Morellas, Vassilios; Papanikolopoulos, Nikos

2013-08-02

In recent years, there has been extensive research on sparse representation of vector-valued signals. In the matrix case, the data points are merely vectorized and treated as vectors thereafter (for e.g., image patches). However, this approach cannot be used for all matrices, as it may destroy the inherent structure of the data. Symmetric positive definite (SPD) matrices constitute one such class of signals, where their implicit structure of positive eigenvalues is lost upon vectorization. This paper proposes a novel sparse coding technique for positive definite matrices, which respects the structure of the Riemannian manifold and preserves the positivity of their eigenvalues, without resorting to vectorization. Synthetic and real-world computer vision experiments with region covariance descriptors demonstrate the need for and the applicability of the new sparse coding model. This work serves to bridge the gap between the sparse modeling paradigm and the space of positive definite matrices.

Tensor sparse coding for positive definite matrices.

PubMed

Sivalingam, Ravishankar; Boley, Daniel; Morellas, Vassilios; Papanikolopoulos, Nikolaos

2014-03-01

In recent years, there has been extensive research on sparse representation of vector-valued signals. In the matrix case, the data points are merely vectorized and treated as vectors thereafter (for example, image patches). However, this approach cannot be used for all matrices, as it may destroy the inherent structure of the data. Symmetric positive definite (SPD) matrices constitute one such class of signals, where their implicit structure of positive eigenvalues is lost upon vectorization. This paper proposes a novel sparse coding technique for positive definite matrices, which respects the structure of the Riemannian manifold and preserves the positivity of their eigenvalues, without resorting to vectorization. Synthetic and real-world computer vision experiments with region covariance descriptors demonstrate the need for and the applicability of the new sparse coding model. This work serves to bridge the gap between the sparse modeling paradigm and the space of positive definite matrices.

Combinatorial vector fields and the valley structure of fitness landscapes.

PubMed

Stadler, Bärbel M R; Stadler, Peter F

2010-12-01

Adaptive (downhill) walks are a computationally convenient way of analyzing the geometric structure of fitness landscapes. Their inherently stochastic nature has limited their mathematical analysis, however. Here we develop a framework that interprets adaptive walks as deterministic trajectories in combinatorial vector fields and in return associate these combinatorial vector fields with weights that measure their steepness across the landscape. We show that the combinatorial vector fields and their weights have a product structure that is governed by the neutrality of the landscape. This product structure makes practical computations feasible. The framework presented here also provides an alternative, and mathematically more convenient, way of defining notions of valleys, saddle points, and barriers in landscape. As an application, we propose a refined approximation for transition rates between macrostates that are associated with the valleys of the landscape.

Warps, grids and curvature in triple vector bundles

NASA Astrophysics Data System (ADS)

Flari, Magdalini K.; Mackenzie, Kirill

2018-06-01

A triple vector bundle is a cube of vector bundle structures which commute in the (strict) categorical sense. A grid in a triple vector bundle is a collection of sections of each bundle structure with certain linearity properties. A grid provides two routes around each face of the triple vector bundle, and six routes from the base manifold to the total manifold; the warps measure the lack of commutativity of these routes. In this paper we first prove that the sum of the warps in a triple vector bundle is zero. The proof we give is intrinsic and, we believe, clearer than the proof using decompositions given earlier by one of us. We apply this result to the triple tangent bundle T^3M of a manifold and deduce (as earlier) the Jacobi identity. We further apply the result to the triple vector bundle T^2A for a vector bundle A using a connection in A to define a grid in T^2A . In this case the curvature emerges from the warp theorem.

An age-structured extension to the vectorial capacity model.

PubMed

Novoseltsev, Vasiliy N; Michalski, Anatoli I; Novoseltseva, Janna A; Yashin, Anatoliy I; Carey, James R; Ellis, Alicia M

2012-01-01

Vectorial capacity and the basic reproductive number (R(0)) have been instrumental in structuring thinking about vector-borne pathogen transmission and how best to prevent the diseases they cause. One of the more important simplifying assumptions of these models is age-independent vector mortality. A growing body of evidence indicates that insect vectors exhibit age-dependent mortality, which can have strong and varied affects on pathogen transmission dynamics and strategies for disease prevention. Based on survival analysis we derived new equations for vectorial capacity and R(0) that are valid for any pattern of age-dependent (or age-independent) vector mortality and explore the behavior of the models across various mortality patterns. The framework we present (1) lays the groundwork for an extension and refinement of the vectorial capacity paradigm by introducing an age-structured extension to the model, (2) encourages further research on the actuarial dynamics of vectors in particular and the relationship of vector mortality to pathogen transmission in general, and (3) provides a detailed quantitative basis for understanding the relative impact of reductions in vector longevity compared to other vector-borne disease prevention strategies. Accounting for age-dependent vector mortality in estimates of vectorial capacity and R(0) was most important when (1) vector densities are relatively low and the pattern of mortality can determine whether pathogen transmission will persist; i.e., determines whether R(0) is above or below 1, (2) vector population growth rate is relatively low and there are complex interactions between birth and death that differ fundamentally from birth-death relationships with age-independent mortality, and (3) the vector exhibits complex patterns of age-dependent mortality and R(0) ∼ 1. A limiting factor in the construction and evaluation of new age-dependent mortality models is the paucity of data characterizing vector mortality patterns, particularly for free ranging vectors in the field.

An Age-Structured Extension to the Vectorial Capacity Model

PubMed Central

Novoseltsev, Vasiliy N.; Michalski, Anatoli I.; Novoseltseva, Janna A.; Yashin, Anatoliy I.; Carey, James R.; Ellis, Alicia M.

2012-01-01

Background Vectorial capacity and the basic reproductive number (R0) have been instrumental in structuring thinking about vector-borne pathogen transmission and how best to prevent the diseases they cause. One of the more important simplifying assumptions of these models is age-independent vector mortality. A growing body of evidence indicates that insect vectors exhibit age-dependent mortality, which can have strong and varied affects on pathogen transmission dynamics and strategies for disease prevention. Methodology/Principal Findings Based on survival analysis we derived new equations for vectorial capacity and R0 that are valid for any pattern of age-dependent (or age–independent) vector mortality and explore the behavior of the models across various mortality patterns. The framework we present (1) lays the groundwork for an extension and refinement of the vectorial capacity paradigm by introducing an age-structured extension to the model, (2) encourages further research on the actuarial dynamics of vectors in particular and the relationship of vector mortality to pathogen transmission in general, and (3) provides a detailed quantitative basis for understanding the relative impact of reductions in vector longevity compared to other vector-borne disease prevention strategies. Conclusions/Significance Accounting for age-dependent vector mortality in estimates of vectorial capacity and R0 was most important when (1) vector densities are relatively low and the pattern of mortality can determine whether pathogen transmission will persist; i.e., determines whether R0 is above or below 1, (2) vector population growth rate is relatively low and there are complex interactions between birth and death that differ fundamentally from birth-death relationships with age-independent mortality, and (3) the vector exhibits complex patterns of age-dependent mortality and R0∼1. A limiting factor in the construction and evaluation of new age-dependent mortality models is the paucity of data characterizing vector mortality patterns, particularly for free ranging vectors in the field. PMID:22724022

Optimal HRF and smoothing parameters for fMRI time series within an autoregressive modeling framework.

PubMed

Galka, Andreas; Siniatchkin, Michael; Stephani, Ulrich; Groening, Kristina; Wolff, Stephan; Bosch-Bayard, Jorge; Ozaki, Tohru

2010-12-01

The analysis of time series obtained by functional magnetic resonance imaging (fMRI) may be approached by fitting predictive parametric models, such as nearest-neighbor autoregressive models with exogeneous input (NNARX). As a part of the modeling procedure, it is possible to apply instantaneous linear transformations to the data. Spatial smoothing, a common preprocessing step, may be interpreted as such a transformation. The autoregressive parameters may be constrained, such that they provide a response behavior that corresponds to the canonical haemodynamic response function (HRF). We present an algorithm for estimating the parameters of the linear transformations and of the HRF within a rigorous maximum-likelihood framework. Using this approach, an optimal amount of both the spatial smoothing and the HRF can be estimated simultaneously for a given fMRI data set. An example from a motor-task experiment is discussed. It is found that, for this data set, weak, but non-zero, spatial smoothing is optimal. Furthermore, it is demonstrated that activated regions can be estimated within the maximum-likelihood framework.

Spectral Analysis of Ultrasound Radiofrequency Backscatter for the Detection of Intercostal Blood Vessels.

PubMed

Klingensmith, Jon D; Haggard, Asher; Fedewa, Russell J; Qiang, Beidi; Cummings, Kenneth; DeGrande, Sean; Vince, D Geoffrey; Elsharkawy, Hesham

2018-04-19

Spectral analysis of ultrasound radiofrequency backscatter has the potential to identify intercostal blood vessels during ultrasound-guided placement of paravertebral nerve blocks and intercostal nerve blocks. Autoregressive models were used for spectral estimation, and bandwidth, autoregressive order and region-of-interest size were evaluated. Eight spectral parameters were calculated and used to create random forests. An autoregressive order of 10, bandwidth of 6 dB and region-of-interest size of 1.0 mm resulted in the minimum out-of-bag error. An additional random forest, using these chosen values, was created from 70% of the data and evaluated independently from the remaining 30% of data. The random forest achieved a predictive accuracy of 92% and Youden's index of 0.85. These results suggest that spectral analysis of ultrasound radiofrequency backscatter has the potential to identify intercostal blood vessels. (jokling@siue.edu) © 2018 World Federation for Ultrasound in Medicine and Biology. Copyright © 2018 World Federation for Ultrasound in Medicine and Biology. Published by Elsevier Inc. All rights reserved.

On The Value at Risk Using Bayesian Mixture Laplace Autoregressive Approach for Modelling the Islamic Stock Risk Investment

NASA Astrophysics Data System (ADS)

Miftahurrohmah, Brina; Iriawan, Nur; Fithriasari, Kartika

2017-06-01

Stocks are known as the financial instruments traded in the capital market which have a high level of risk. Their risks are indicated by their uncertainty of their return which have to be accepted by investors in the future. The higher the risk to be faced, the higher the return would be gained. Therefore, the measurements need to be made against the risk. Value at Risk (VaR) as the most popular risk measurement method, is frequently ignore when the pattern of return is not uni-modal Normal. The calculation of the risks using VaR method with the Normal Mixture Autoregressive (MNAR) approach has been considered. This paper proposes VaR method couple with the Mixture Laplace Autoregressive (MLAR) that would be implemented for analysing the first three biggest capitalization Islamic stock return in JII, namely PT. Astra International Tbk (ASII), PT. Telekomunikasi Indonesia Tbk (TLMK), and PT. Unilever Indonesia Tbk (UNVR). Parameter estimation is performed by employing Bayesian Markov Chain Monte Carlo (MCMC) approaches.

(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.

Kepler AutoRegressive Planet Search (KARPS)

NASA Astrophysics Data System (ADS)

Caceres, Gabriel

2018-01-01

One of the main obstacles in detecting faint planetary transits is the intrinsic stellar variability of the host star. The Kepler AutoRegressive Planet Search (KARPS) project implements statistical methodology associated with autoregressive processes (in particular, ARIMA and ARFIMA) to model stellar lightcurves in order to improve exoplanet transit detection. We also develop a novel Transit Comb Filter (TCF) applied to the AR residuals which provides a periodogram analogous to the standard Box-fitting Least Squares (BLS) periodogram. We train a random forest classifier on known Kepler Objects of Interest (KOIs) using select features from different stages of this analysis, and then use ROC curves to define and calibrate the criteria to recover the KOI planet candidates with high fidelity. These statistical methods are detailed in a contributed poster (Feigelson et al., this meeting).These procedures are applied to the full DR25 dataset of NASA’s Kepler mission. Using the classification criteria, a vast majority of known KOIs are recovered and dozens of new KARPS Candidate Planets (KCPs) discovered, including ultra-short period exoplanets. The KCPs will be briefly presented and discussed.

Time series modelling of increased soil temperature anomalies during long period

NASA Astrophysics Data System (ADS)

Shirvani, Amin; Moradi, Farzad; Moosavi, Ali Akbar

2015-10-01

Soil temperature just beneath the soil surface is highly dynamic and has a direct impact on plant seed germination and is probably the most distinct and recognisable factor governing emergence. Autoregressive integrated moving average as a stochastic model was developed to predict the weekly soil temperature anomalies at 10 cm depth, one of the most important soil parameters. The weekly soil temperature anomalies for the periods of January1986-December 2011 and January 2012-December 2013 were taken into consideration to construct and test autoregressive integrated moving average models. The proposed model autoregressive integrated moving average (2,1,1) had a minimum value of Akaike information criterion and its estimated coefficients were different from zero at 5% significance level. The prediction of the weekly soil temperature anomalies during the test period using this proposed model indicated a high correlation coefficient between the observed and predicted data - that was 0.99 for lead time 1 week. Linear trend analysis indicated that the soil temperature anomalies warmed up significantly by 1.8°C during the period of 1986-2011.

Monthly streamflow forecasting with auto-regressive integrated moving average

NASA Astrophysics Data System (ADS)

Nasir, Najah; Samsudin, Ruhaidah; Shabri, Ani

2017-09-01

Forecasting of streamflow is one of the many ways that can contribute to better decision making for water resource management. The auto-regressive integrated moving average (ARIMA) model was selected in this research for monthly streamflow forecasting with enhancement made by pre-processing the data using singular spectrum analysis (SSA). This study also proposed an extension of the SSA technique to include a step where clustering was performed on the eigenvector pairs before reconstruction of the time series. The monthly streamflow data of Sungai Muda at Jeniang, Sungai Muda at Jambatan Syed Omar and Sungai Ketil at Kuala Pegang was gathered from the Department of Irrigation and Drainage Malaysia. A ratio of 9:1 was used to divide the data into training and testing sets. The ARIMA, SSA-ARIMA and Clustered SSA-ARIMA models were all developed in R software. Results from the proposed model are then compared to a conventional auto-regressive integrated moving average model using the root-mean-square error and mean absolute error values. It was found that the proposed model can outperform the conventional model.

New Approach To Hour-By-Hour Weather Forecast

NASA Astrophysics Data System (ADS)

Liao, Q. Q.; Wang, B.

2017-12-01

Fine hourly forecast in single station weather forecast is required in many human production and life application situations. Most previous MOS (Model Output Statistics) which used a linear regression model are hard to solve nonlinear natures of the weather prediction and forecast accuracy has not been sufficient at high temporal resolution. This study is to predict the future meteorological elements including temperature, precipitation, relative humidity and wind speed in a local region over a relatively short period of time at hourly level. By means of hour-to-hour NWP (Numeral Weather Prediction)meteorological field from Forcastio (https://darksky.net/dev/docs/forecast) and real-time instrumental observation including 29 stations in Yunnan and 3 stations in Tianjin of China from June to October 2016, predictions are made of the 24-hour hour-by-hour ahead. This study presents an ensemble approach to combine the information of instrumental observation itself and NWP. Use autoregressive-moving-average (ARMA) model to predict future values of the observation time series. Put newest NWP products into the equations derived from the multiple linear regression MOS technique. Handle residual series of MOS outputs with autoregressive (AR) model for the linear property presented in time series. Due to the complexity of non-linear property of atmospheric flow, support vector machine (SVM) is also introduced . Therefore basic data quality control and cross validation makes it able to optimize the model function parameters , and do 24 hours ahead residual reduction with AR/SVM model. Results show that AR model technique is better than corresponding multi-variant MOS regression method especially at the early 4 hours when the predictor is temperature. MOS-AR combined model which is comparable to MOS-SVM model outperform than MOS. Both of their root mean square error and correlation coefficients for 2 m temperature are reduced to 1.6 degree Celsius and 0.91 respectively. The forecast accuracy of 24- hour forecast deviation no more than 2 degree Celsius is 78.75 % for MOS-AR model and 81.23 % for AR model.

Computational problems in autoregressive moving average (ARMA) models

NASA Technical Reports Server (NTRS)

Agarwal, G. C.; Goodarzi, S. M.; Oneill, W. D.; Gottlieb, G. L.

1981-01-01

The choice of the sampling interval and the selection of the order of the model in time series analysis are considered. Band limited (up to 15 Hz) random torque perturbations are applied to the human ankle joint. The applied torque input, the angular rotation output, and the electromyographic activity using surface electrodes from the extensor and flexor muscles of the ankle joint are recorded. Autoregressive moving average models are developed. A parameter constraining technique is applied to develop more reliable models. The asymptotic behavior of the system must be taken into account during parameter optimization to develop predictive models.

Structural Analysis of Biodiversity

PubMed Central

Sirovich, Lawrence; Stoeckle, Mark Y.; Zhang, Yu

2010-01-01

Large, recently-available genomic databases cover a wide range of life forms, suggesting opportunity for insights into genetic structure of biodiversity. In this study we refine our recently-described technique using indicator vectors to analyze and visualize nucleotide sequences. The indicator vector approach generates correlation matrices, dubbed Klee diagrams, which represent a novel way of assembling and viewing large genomic datasets. To explore its potential utility, here we apply the improved algorithm to a collection of almost 17000 DNA barcode sequences covering 12 widely-separated animal taxa, demonstrating that indicator vectors for classification gave correct assignment in all 11000 test cases. Indicator vector analysis revealed discontinuities corresponding to species- and higher-level taxonomic divisions, suggesting an efficient approach to classification of organisms from poorly-studied groups. As compared to standard distance metrics, indicator vectors preserve diagnostic character probabilities, enable automated classification of test sequences, and generate high-information density single-page displays. These results support application of indicator vectors for comparative analysis of large nucleotide data sets and raise prospect of gaining insight into broad-scale patterns in the genetic structure of biodiversity. PMID:20195371

Unsymmetric Lanczos model reduction and linear state function observer for flexible structures

NASA Technical Reports Server (NTRS)

Su, Tzu-Jeng; Craig, Roy R., Jr.

1991-01-01

This report summarizes part of the research work accomplished during the second year of a two-year grant. The research, entitled 'Application of Lanczos Vectors to Control Design of Flexible Structures' concerns various ways to use Lanczos vectors and Krylov vectors to obtain reduced-order mathematical models for use in the dynamic response analyses and in control design studies. This report presents a one-sided, unsymmetric block Lanczos algorithm for model reduction of structural dynamics systems with unsymmetric damping matrix, and a control design procedure based on the theory of linear state function observers to design low-order controllers for flexible structures.

Combined non-parametric and parametric approach for identification of time-variant systems

NASA Astrophysics Data System (ADS)

Dziedziech, Kajetan; Czop, Piotr; Staszewski, Wieslaw J.; Uhl, Tadeusz

2018-03-01

Identification of systems, structures and machines with variable physical parameters is a challenging task especially when time-varying vibration modes are involved. The paper proposes a new combined, two-step - i.e. non-parametric and parametric - modelling approach in order to determine time-varying vibration modes based on input-output measurements. Single-degree-of-freedom (SDOF) vibration modes from multi-degree-of-freedom (MDOF) non-parametric system representation are extracted in the first step with the use of time-frequency wavelet-based filters. The second step involves time-varying parametric representation of extracted modes with the use of recursive linear autoregressive-moving-average with exogenous inputs (ARMAX) models. The combined approach is demonstrated using system identification analysis based on the experimental mass-varying MDOF frame-like structure subjected to random excitation. The results show that the proposed combined method correctly captures the dynamics of the analysed structure, using minimum a priori information on the model.

Children's representations of multiple family relationships: organizational structure and development in early childhood.

PubMed

Schermerhorn, Alice C; Cummings, E Mark; Davies, Patrick T

2008-02-01

The authors examine mutual family influence processes at the level of children's representations of multiple family relationships, as well as the structure of those representations. From a community sample with 3 waves, each spaced 1 year apart, kindergarten-age children (105 boys and 127 girls) completed a story-stem completion task, tapping representations of multiple family relationships. Structural equation modeling with autoregressive controls indicated that representational processes involving different family relationships were interrelated over time, including links between children's representations of marital conflict and reactions to conflict, between representations of security about marital conflict and parent-child relationships, and between representations of security in father-child and mother-child relationships. Mixed support was found for notions of increasing stability in representations during this developmental period. Results are discussed in terms of notions of transactional family dynamics, including family-wide perspectives on mutual influence processes attributable to multiple family relationships.

ARMA Cholesky Factor Models for the Covariance Matrix of Linear Models.

PubMed

Lee, Keunbaik; Baek, Changryong; Daniels, Michael J

2017-11-01

In longitudinal studies, serial dependence of repeated outcomes must be taken into account to make correct inferences on covariate effects. As such, care must be taken in modeling the covariance matrix. However, estimation of the covariance matrix is challenging because there are many parameters in the matrix and the estimated covariance matrix should be positive definite. To overcomes these limitations, two Cholesky decomposition approaches have been proposed: modified Cholesky decomposition for autoregressive (AR) structure and moving average Cholesky decomposition for moving average (MA) structure, respectively. However, the correlations of repeated outcomes are often not captured parsimoniously using either approach separately. In this paper, we propose a class of flexible, nonstationary, heteroscedastic models that exploits the structure allowed by combining the AR and MA modeling of the covariance matrix that we denote as ARMACD. We analyze a recent lung cancer study to illustrate the power of our proposed methods.

A temporal and spatial analysis of ground-water levels for effective monitoring in Huron County, Michigan

USGS Publications Warehouse

Holtschlag, David J.; Sweat, M.J.

1999-01-01

Quarterly water-level measurements were analyzed to assess the effectiveness of a monitoring network of 26 wells in Huron County, Michigan. Trends were identified as constant levels and autoregressive components were computed at all wells on the basis of data collected from 1993 to 1997, using structural time series analysis. Fixed seasonal components were identified at 22 wells and outliers were identified at 23 wells. The 95- percent confidence intervals were forecast for water-levels during the first and second quarters of 1998. Intervals in the first quarter were consistent with 92.3 percent of the measured values. In the second quarter, measured values were within the forecast intervals only 65.4 percent of the time. Unusually low precipitation during the second quarter is thought to have contributed to the reduced reliability of the second-quarter forecasts. Spatial interrelations among wells were investigated on the basis of the autoregressive components, which were filtered to create a set of innovation sequences that were temporally uncorrelated. The empirical covariance among the innovation sequences indicated both positive and negative spatial interrelations. The negative covariance components are considered to be physically implausible and to have resulted from random sampling error. Graphical modeling, a form of multivariate analysis, was used to model the covariance structure. Results indicate that only 29 of the 325 possible partial correlations among the water-level innovations were statistically significant. The model covariance matrix, corresponding to the model partial correlation structure, contained only positive elements. This model covariance was sequentially partitioned to compute a set of partial covariance matrices that were used to rank the effectiveness of the 26 monitoring wells from greatest to least. Results, for example, indicate that about 50 percent of the uncertainty of the water-level innovations currently monitored by the 26- well network could be described by the 6 most effective wells.

On sufficient statistics of least-squares superposition of vector sets.

PubMed

Konagurthu, Arun S; Kasarapu, Parthan; Allison, Lloyd; Collier, James H; Lesk, Arthur M

2015-06-01

The problem of superposition of two corresponding vector sets by minimizing their sum-of-squares error under orthogonal transformation is a fundamental task in many areas of science, notably structural molecular biology. This problem can be solved exactly using an algorithm whose time complexity grows linearly with the number of correspondences. This efficient solution has facilitated the widespread use of the superposition task, particularly in studies involving macromolecular structures. This article formally derives a set of sufficient statistics for the least-squares superposition problem. These statistics are additive. This permits a highly efficient (constant time) computation of superpositions (and sufficient statistics) of vector sets that are composed from its constituent vector sets under addition or deletion operation, where the sufficient statistics of the constituent sets are already known (that is, the constituent vector sets have been previously superposed). This results in a drastic improvement in the run time of the methods that commonly superpose vector sets under addition or deletion operations, where previously these operations were carried out ab initio (ignoring the sufficient statistics). We experimentally demonstrate the improvement our work offers in the context of protein structural alignment programs that assemble a reliable structural alignment from well-fitting (substructural) fragment pairs. A C++ library for this task is available online under an open-source license.

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.

Ecology of West Nile virus across four European countries: empirical modelling of the Culex pipiens abundance dynamics as a function of weather.

PubMed

Groen, Thomas A; L'Ambert, Gregory; Bellini, Romeo; Chaskopoulou, Alexandra; Petric, Dusan; Zgomba, Marija; Marrama, Laurence; Bicout, Dominique J

2017-10-26

Culex pipiens is the major vector of West Nile virus in Europe, and is causing frequent outbreaks throughout the southern part of the continent. Proper empirical modelling of the population dynamics of this species can help in understanding West Nile virus epidemiology, optimizing vector surveillance and mosquito control efforts. But modelling results may differ from place to place. In this study we look at which type of models and weather variables can be consistently used across different locations. Weekly mosquito trap collections from eight functional units located in France, Greece, Italy and Serbia for several years were combined. Additionally, rainfall, relative humidity and temperature were recorded. Correlations between lagged weather conditions and Cx. pipiens dynamics were analysed. Also seasonal autoregressive integrated moving-average (SARIMA) models were fitted to describe the temporal dynamics of Cx. pipiens and to check whether the weather variables could improve these models. Correlations were strongest between mean temperatures at short time lags, followed by relative humidity, most likely due to collinearity. Precipitation alone had weak correlations and inconsistent patterns across sites. SARIMA models could also make reasonable predictions, especially when longer time series of Cx. pipiens observations are available. Average temperature was a consistently good predictor across sites. When only short time series (~ < 4 years) of observations are available, average temperature can therefore be used to model Cx. pipiens dynamics. When longer time series (~ > 4 years) are available, SARIMAs can provide better statistical descriptions of Cx. pipiens dynamics, without the need for further weather variables. This suggests that density dependence is also an important determinant of Cx. pipiens dynamics.

Renewable energy consumption and economic growth in nine OECD countries: bounds test approach and causality analysis.

PubMed

Hung-Pin, Lin

2014-01-01

The purpose of this paper is to investigate the short-run and long-run causality between renewable energy (RE) consumption and economic growth (EG) in nine OECD countries from the period between 1982 and 2011. To examine the linkage, this paper uses the autoregressive distributed lag (ARDL) bounds testing approach of cointegration test and vector error-correction models to test the causal relationship between variables. The co-integration and causal relationships are found in five countries-United States of America (USA), Japan, Germany, Italy, and United Kingdom (UK). The overall results indicate that (1) a short-run unidirectional causality runs from EG to RE in Italy and UK; (2) long-run unidirectional causalities run from RE to EG for Germany, Italy, and UK; (3) a long-run unidirectional causality runs from EG to RE in USA, and Japan; (4) both long-run and strong unidirectional causalities run from RE to EG for Germany and UK; and (5) Finally, both long-run and strong unidirectional causalities run from EG to RE in only USA. Further evidence reveals that policies for renewable energy conservation may have no impact on economic growth in France, Denmark, Portugal, and Spain.

Firm performance and the role of environmental management.

PubMed

Lundgren, Tommy; Zhou, Wenchao

2017-12-01

This paper analyzes the interactions between three dimensions of firm performance - productivity, energy efficiency, and environmental performance - and especially sheds light on the role of environmental management. In this context, environmental management is investments to reduce environmental impact, which may also affect firm competitiveness, in terms of change in productivity, and spur more (or less) efficient use of energy. We apply data envelopment analysis (DEA) technique to calculate the Malmquist firm performance indexes, and a panel vector auto-regression (VAR) methodology is utilized to investigate the dynamic and causal relationship between the three dimensions of firm performance and environmental investment. Main results show that energy efficiency and environmental performance are integrated, and energy efficiency and productivity positively reinforce each other, signifying the cost saving property of more efficient use of energy. Hence, increasing energy efficiency, as advocated in many of today's energy policies, could capture multiple benefits. The results also show that improved environmental performance and environmental investments constrain next period productivity, a result that would be in contrast with the Porter hypothesis and strategic corporate social responsibility; both concepts conveying the notion that pro-environmental management can boost productivity and competitiveness. Copyright © 2017 Elsevier Ltd. All rights reserved.

Does Specification Matter? Experiments with Simple Multiregional Probabilistic Population Projections

PubMed Central

Raymer, James; Abel, Guy J.; Rogers, Andrei

2012-01-01

Population projection models that introduce uncertainty are a growing subset of projection models in general. In this paper, we focus on the importance of decisions made with regard to the model specifications adopted. We compare the forecasts and prediction intervals associated with four simple regional population projection models: an overall growth rate model, a component model with net migration, a component model with in-migration and out-migration rates, and a multiregional model with destination-specific out-migration rates. Vector autoregressive models are used to forecast future rates of growth, birth, death, net migration, in-migration and out-migration, and destination-specific out-migration for the North, Midlands and South regions in England. They are also used to forecast different international migration measures. The base data represent a time series of annual data provided by the Office for National Statistics from 1976 to 2008. The results illustrate how both the forecasted subpopulation totals and the corresponding prediction intervals differ for the multiregional model in comparison to other simpler models, as well as for different assumptions about international migration. The paper ends end with a discussion of our results and possible directions for future research. PMID:23236221

Testing competing forms of the Milankovitch hypothesis: A multivariate approach

NASA Astrophysics Data System (ADS)

Kaufmann, Robert K.; Juselius, Katarina

2016-02-01

We test competing forms of the Milankovitch hypothesis by estimating the coefficients and diagnostic statistics for a cointegrated vector autoregressive model that includes 10 climate variables and four exogenous variables for solar insolation. The estimates are consistent with the physical mechanisms postulated to drive glacial cycles. They show that the climate variables are driven partly by solar insolation, determining the timing and magnitude of glaciations and terminations, and partly by internal feedback dynamics, pushing the climate variables away from equilibrium. We argue that the latter is consistent with a weak form of the Milankovitch hypothesis and that it should be restated as follows: internal climate dynamics impose perturbations on glacial cycles that are driven by solar insolation. Our results show that these perturbations are likely caused by slow adjustment between land ice volume and solar insolation. The estimated adjustment dynamics show that solar insolation affects an array of climate variables other than ice volume, each at a unique rate. This implies that previous efforts to test the strong form of the Milankovitch hypothesis by examining the relationship between solar insolation and a single climate variable are likely to suffer from omitted variable bias.

A comparison of performance of several artificial intelligence methods for forecasting monthly discharge time series

NASA Astrophysics Data System (ADS)

Wang, Wen-Chuan; Chau, Kwok-Wing; Cheng, Chun-Tian; Qiu, Lin

2009-08-01

SummaryDeveloping a hydrological forecasting model based on past records is crucial to effective hydropower reservoir management and scheduling. Traditionally, time series analysis and modeling is used for building mathematical models to generate hydrologic records in hydrology and water resources. Artificial intelligence (AI), as a branch of computer science, is capable of analyzing long-series and large-scale hydrological data. In recent years, it is one of front issues to apply AI technology to the hydrological forecasting modeling. In this paper, autoregressive moving-average (ARMA) models, artificial neural networks (ANNs) approaches, adaptive neural-based fuzzy inference system (ANFIS) techniques, genetic programming (GP) models and support vector machine (SVM) method are examined using the long-term observations of monthly river flow discharges. The four quantitative standard statistical performance evaluation measures, the coefficient of correlation ( R), Nash-Sutcliffe efficiency coefficient ( E), root mean squared error (RMSE), mean absolute percentage error (MAPE), are employed to evaluate the performances of various models developed. Two case study river sites are also provided to illustrate their respective performances. The results indicate that the best performance can be obtained by ANFIS, GP and SVM, in terms of different evaluation criteria during the training and validation phases.

Renewable Energy Consumption and Economic Growth in Nine OECD Countries: Bounds Test Approach and Causality Analysis

PubMed Central

Hung-Pin, Lin

2014-01-01

The purpose of this paper is to investigate the short-run and long-run causality between renewable energy (RE) consumption and economic growth (EG) in nine OECD countries from the period between 1982 and 2011. To examine the linkage, this paper uses the autoregressive distributed lag (ARDL) bounds testing approach of cointegration test and vector error-correction models to test the causal relationship between variables. The co-integration and causal relationships are found in five countries—United States of America (USA), Japan, Germany, Italy, and United Kingdom (UK). The overall results indicate that (1) a short-run unidirectional causality runs from EG to RE in Italy and UK; (2) long-run unidirectional causalities run from RE to EG for Germany, Italy, and UK; (3) a long-run unidirectional causality runs from EG to RE in USA, and Japan; (4) both long-run and strong unidirectional causalities run from RE to EG for Germany and UK; and (5) Finally, both long-run and strong unidirectional causalities run from EG to RE in only USA. Further evidence reveals that policies for renewable energy conservation may have no impact on economic growth in France, Denmark, Portugal, and Spain. PMID:24558343

Reconstruction of Complex Directional Networks with Group Lasso Nonlinear Conditional Granger Causality.

PubMed

Yang, Guanxue; Wang, Lin; Wang, Xiaofan

2017-06-07

Reconstruction of networks underlying complex systems is one of the most crucial problems in many areas of engineering and science. In this paper, rather than identifying parameters of complex systems governed by pre-defined models or taking some polynomial and rational functions as a prior information for subsequent model selection, we put forward a general framework for nonlinear causal network reconstruction from time-series with limited observations. With obtaining multi-source datasets based on the data-fusion strategy, we propose a novel method to handle nonlinearity and directionality of complex networked systems, namely group lasso nonlinear conditional granger causality. Specially, our method can exploit different sets of radial basis functions to approximate the nonlinear interactions between each pair of nodes and integrate sparsity into grouped variables selection. The performance characteristic of our approach is firstly assessed with two types of simulated datasets from nonlinear vector autoregressive model and nonlinear dynamic models, and then verified based on the benchmark datasets from DREAM3 Challenge4. Effects of data size and noise intensity are also discussed. All of the results demonstrate that the proposed method performs better in terms of higher area under precision-recall curve.

A comparison of multivariate and univariate time series approaches to modelling and forecasting emergency department demand in Western Australia.

PubMed

Aboagye-Sarfo, Patrick; Mai, Qun; Sanfilippo, Frank M; Preen, David B; Stewart, Louise M; Fatovich, Daniel M

2015-10-01

To develop multivariate vector-ARMA (VARMA) forecast models for predicting emergency department (ED) demand in Western Australia (WA) and compare them to the benchmark univariate autoregressive moving average (ARMA) and Winters' models. Seven-year monthly WA state-wide public hospital ED presentation data from 2006/07 to 2012/13 were modelled. Graphical and VARMA modelling methods were used for descriptive analysis and model fitting. The VARMA models were compared to the benchmark univariate ARMA and Winters' models to determine their accuracy to predict ED demand. The best models were evaluated by using error correction methods for accuracy. Descriptive analysis of all the dependent variables showed an increasing pattern of ED use with seasonal trends over time. The VARMA models provided a more precise and accurate forecast with smaller confidence intervals and better measures of accuracy in predicting ED demand in WA than the ARMA and Winters' method. VARMA models are a reliable forecasting method to predict ED demand for strategic planning and resource allocation. While the ARMA models are a closely competing alternative, they under-estimated future ED demand. Copyright © 2015 Elsevier Inc. All rights reserved.

Analyzing brain networks with PCA and conditional Granger causality.

PubMed

Zhou, Zhenyu; Chen, Yonghong; Ding, Mingzhou; Wright, Paul; Lu, Zuhong; Liu, Yijun

2009-07-01

Identifying directional influences in anatomical and functional circuits presents one of the greatest challenges for understanding neural computations in the brain. Granger causality mapping (GCM) derived from vector autoregressive models of data has been employed for this purpose, revealing complex temporal and spatial dynamics underlying cognitive processes. However, the traditional GCM methods are computationally expensive, as signals from thousands of voxels within selected regions of interest (ROIs) are individually processed, and being based on pairwise Granger causality, they lack the ability to distinguish direct from indirect connectivity among brain regions. In this work a new algorithm called PCA based conditional GCM is proposed to overcome these problems. The algorithm implements the following two procedures: (i) dimensionality reduction in ROIs of interest with principle component analysis (PCA), and (ii) estimation of the direct causal influences in local brain networks, using conditional Granger causality. Our results show that the proposed method achieves greater accuracy in detecting network connectivity than the commonly used pairwise Granger causality method. Furthermore, the use of PCA components in conjunction with conditional GCM greatly reduces the computational cost relative to the use of individual voxel time series. Copyright 2009 Wiley-Liss, Inc

Evidence for the role of the Atlantic multidecadal oscillation and the ocean heat uptake in hiatus prediction

NASA Astrophysics Data System (ADS)

Pasini, Antonello; Triacca, Umberto; Attanasio, Alessandro

2017-08-01

The recent hiatus in global temperature at the surface has been analysed by several studies, mainly using global climate models. The common accepted picture is that since the late 1990s, the increase in anthropogenic radiative forcings has been counterbalanced by other factors, e.g., a decrease in natural forcings, augmented ocean heat storage and negative phases of ocean-atmosphere-coupled oscillation patterns. Here, simple vector autoregressive models are used for forecasting the temperature hiatus in the period 2001-2014. This gives new insight into the problem of understanding the ocean contribution (in terms of heat uptake and atmosphere-ocean-coupled oscillations) to the appearance of this recent hiatus. In particular, considering data about the ocean heat content until a depth of 700 m and the Atlantic multidecadal oscillation is necessary for correctly forecasting the hiatus, so catching both trend and interannual variability. Our models also show that the ocean heat uptake is substantially driven by the natural component of the total radiative forcing at a decadal time scale, confining the importance of the anthropogenic influences to a longer range warming of the ocean.

Elliptic-symmetry vector optical fields.

PubMed

Pan, Yue; Li, Yongnan; Li, Si-Min; Ren, Zhi-Cheng; Kong, Ling-Jun; Tu, Chenghou; Wang, Hui-Tian

2014-08-11

We present in principle and demonstrate experimentally a new kind of vector fields: elliptic-symmetry vector optical fields. This is a significant development in vector fields, as this breaks the cylindrical symmetry and enriches the family of vector fields. Due to the presence of an additional degrees of freedom, which is the interval between the foci in the elliptic coordinate system, the elliptic-symmetry vector fields are more flexible than the cylindrical vector fields for controlling the spatial structure of polarization and for engineering the focusing fields. The elliptic-symmetry vector fields can find many specific applications from optical trapping to optical machining and so on.

Relative risk for HIV in India - An estimate using conditional auto-regressive models with Bayesian approach.

PubMed

Kandhasamy, Chandrasekaran; Ghosh, Kaushik

2017-02-01

Indian states are currently classified into HIV-risk categories based on the observed prevalence counts, percentage of infected attendees in antenatal clinics, and percentage of infected high-risk individuals. This method, however, does not account for the spatial dependence among the states nor does it provide any measure of statistical uncertainty. We provide an alternative model-based approach to address these issues. Our method uses Poisson log-normal models having various conditional autoregressive structures with neighborhood-based and distance-based weight matrices and incorporates all available covariate information. We use R and WinBugs software to fit these models to the 2011 HIV data. Based on the Deviance Information Criterion, the convolution model using distance-based weight matrix and covariate information on female sex workers, literacy rate and intravenous drug users is found to have the best fit. The relative risk of HIV for the various states is estimated using the best model and the states are then classified into the risk categories based on these estimated values. An HIV risk map of India is constructed based on these results. The choice of the final model suggests that an HIV control strategy which focuses on the female sex workers, intravenous drug users and literacy rate would be most effective. Copyright © 2017 Elsevier Ltd. All rights reserved.

A test-retest assessment of the effects of mental load on ratings of affect, arousal and perceived exertion during submaximal cycling.

PubMed

Vera, Jesús; Perales, José C; Jiménez, Raimundo; Cárdenas, David

2018-04-24

This study aimed to test the effects of mental (i.e. executive) load during a dual physical-mental task on ratings of perceived exertion (RPE), affective valence, and arousal. The protocol included two dual tasks with matched physical demands but different executive demands (2-back and oddball), carried out on different days. The procedure was run twice to assess the sensitivity and stability of RPE, valence and arousal across the two trials. Linear mixed-effects analyses showed less positive valence (-0.44 points on average in a 1-9 scale; R β 2  = 0.074 [CI90%, 0.052-0.098]), and heightened arousal (+0.13 points on average in a 1-9 scale; R β 2  = 0.006 [CI90%, 0.001-0.015]), for the high executive load condition, but showed no effect of mental load on RPE. Separated analyses for the two task trials yielded best-fitting models that were identical across trials for RPE and valence, but not for arousal. Model fitting was improved by assuming a 1-level autoregressive covariance structure for all analyses. In conclusion, executive load during a dual physical-mental task modulates the emotional response to effort, but not RPE. The autoregressive covariance suggests that people tend to anchor estimates on prior ones, which imposes certain limits on scales' usability.

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.

Correlation-based motion vector processing with adaptive interpolation scheme for motion-compensated frame interpolation.

PubMed

Huang, Ai-Mei; Nguyen, Truong

2009-04-01

In this paper, we address the problems of unreliable motion vectors that cause visual artifacts but cannot be detected by high residual energy or bidirectional prediction difference in motion-compensated frame interpolation. A correlation-based motion vector processing method is proposed to detect and correct those unreliable motion vectors by explicitly considering motion vector correlation in the motion vector reliability classification, motion vector correction, and frame interpolation stages. Since our method gradually corrects unreliable motion vectors based on their reliability, we can effectively discover the areas where no motion is reliable to be used, such as occlusions and deformed structures. We also propose an adaptive frame interpolation scheme for the occlusion areas based on the analysis of their surrounding motion distribution. As a result, the interpolated frames using the proposed scheme have clearer structure edges and ghost artifacts are also greatly reduced. Experimental results show that our interpolated results have better visual quality than other methods. In addition, the proposed scheme is robust even for those video sequences that contain multiple and fast motions.

Cationic liposome/DNA complexes: from structure to interactions with cellular membranes.

PubMed

Caracciolo, Giulio; Amenitsch, Heinz

2012-10-01

Gene-based therapeutic approaches are based upon the concept that, if a disease is caused by a mutation in a gene, then adding back the wild-type gene should restore regular function and attenuate the disease phenotype. To deliver the gene of interest, both viral and nonviral vectors are used. Viruses are efficient, but their application is impeded by detrimental side-effects. Among nonviral vectors, cationic liposomes are the most promising candidates for gene delivery. They form stable complexes with polyanionic DNA (lipoplexes). Despite several advantages over viral vectors, the transfection efficiency (TE) of lipoplexes is too low compared with those of engineered viral vectors. This is due to lack of knowledge about the interactions between complexes and cellular components. Rational design of efficient lipoplexes therefore requires deeper comprehension of the interactions between the vector and the DNA as well as the cellular pathways and mechanisms involved. The importance of the lipoplex structure in biological function is revealed in the application of synchrotron small-angle X-ray scattering in combination with functional TE measurements. According to current understanding, the structure of lipoplexes can change upon interaction with cellular membranes and such changes affect the delivery efficiency. Recently, a correlation between the mechanism of gene release from complexes, the structure, and the physical and chemical parameters of the complexes has been established. Studies aimed at correlating structure and activity of lipoplexes are reviewed herein. This is a fundamental step towards rational design of highly efficient lipid gene vectors.

Huygens' optical vector wave field synthesis via in-plane electric dipole metasurface.

PubMed

Park, Hyeonsoo; Yun, Hansik; Choi, Chulsoo; Hong, Jongwoo; Kim, Hwi; Lee, Byoungho

2018-04-16

We investigate Huygens' optical vector wave field synthesis scheme for electric dipole metasurfaces with the capability of modulating in-plane polarization and complex amplitude and discuss the practical issues involved in realizing multi-modulation metasurfaces. The proposed Huygens' vector wave field synthesis scheme identifies the vector Airy disk as a synthetic unit element and creates a designed vector optical field by integrating polarization-controlled and complex-modulated Airy disks. The metasurface structure for the proposed vector field synthesis is analyzed in terms of the signal-to-noise ratio of the synthesized field distribution. The design of practical metasurface structures with true vector modulation capability is possible through the analysis of the light field modulation characteristics of various complex modulated geometric phase metasurfaces. It is shown that the regularization of meta-atoms is a key factor that needs to be considered in field synthesis, given that it is essential for a wide range of optical field synthetic applications, including holographic displays, microscopy, and optical lithography.

Spatio-temporal evolution of perturbations in ensembles initialized by bred, Lyapunov and singular vectors

NASA Astrophysics Data System (ADS)

Pazó, Diego; Rodríguez, Miguel A.; López, Juan M.

2010-05-01

We study the evolution of finite perturbations in the Lorenz ‘96 model, a meteorological toy model of the atmosphere. The initial perturbations are chosen to be aligned along different dynamic vectors: bred, Lyapunov, and singular vectors. Using a particular vector determines not only the amplification rate of the perturbation but also the spatial structure of the perturbation and its stability under the evolution of the flow. The evolution of perturbations is systematically studied by means of the so-called mean-variance of logarithms diagram that provides in a very compact way the basic information to analyse the spatial structure. We discuss the corresponding advantages of using those different vectors for preparing initial perturbations to be used in ensemble prediction systems, focusing on key properties: dynamic adaptation to the flow, robustness, equivalence between members of the ensemble, etc. Among all the vectors considered here, the so-called characteristic Lyapunov vectors are possibly optimal, in the sense that they are both perfectly adapted to the flow and extremely robust.

Spatio-temporal evolution of perturbations in ensembles initialized by bred, Lyapunov and singular vectors

NASA Astrophysics Data System (ADS)

Pazó, Diego; Rodríguez, Miguel A.; López, Juan M.

2010-01-01

We study the evolution of finite perturbations in the Lorenz `96 model, a meteorological toy model of the atmosphere. The initial perturbations are chosen to be aligned along different dynamic vectors: bred, Lyapunov, and singular vectors. Using a particular vector determines not only the amplification rate of the perturbation but also the spatial structure of the perturbation and its stability under the evolution of the flow. The evolution of perturbations is systematically studied by means of the so-called mean-variance of logarithms diagram that provides in a very compact way the basic information to analyse the spatial structure. We discuss the corresponding advantages of using those different vectors for preparing initial perturbations to be used in ensemble prediction systems, focusing on key properties: dynamic adaptation to the flow, robustness, equivalence between members of the ensemble, etc. Among all the vectors considered here, the so-called characteristic Lyapunov vectors are possibly optimal, in the sense that they are both perfectly adapted to the flow and extremely robust.

Kepler AutoRegressive Planet Search

NASA Astrophysics Data System (ADS)

Feigelson, Eric

NASA's Kepler mission is the source of more exoplanets than any other instrument, but the discovery depends on complex statistical analysis procedures embedded in the Kepler pipeline. A particular challenge is mitigating irregular stellar variability without loss of sensitivity to faint periodic planetary transits. This proposal presents a two-stage alternative analysis procedure. First, parametric autoregressive ARFIMA models, commonly used in econometrics, remove most of the stellar variations. Second, a novel matched filter is used to create a periodogram from which transit-like periodicities are identified. This analysis procedure, the Kepler AutoRegressive Planet Search (KARPS), is confirming most of the Kepler Objects of Interest and is expected to identify additional planetary candidates. The proposed research will complete application of the KARPS methodology to the prime Kepler mission light curves of 200,000: stars, and compare the results with Kepler Objects of Interest obtained with the Kepler pipeline. We will then conduct a variety of astronomical studies based on the KARPS results. Important subsamples will be extracted including Habitable Zone planets, hot super-Earths, grazing-transit hot Jupiters, and multi-planet systems. Groundbased spectroscopy of poorly studied candidates will be performed to better characterize the host stars. Studies of stellar variability will then be pursued based on KARPS analysis. The autocorrelation function and nonstationarity measures will be used to identify spotted stars at different stages of autoregressive modeling. Periodic variables with folded light curves inconsistent with planetary transits will be identified; they may be eclipsing or mutually-illuminating binary star systems. Classification of stellar variables with KARPS-derived statistical properties will be attempted. KARPS procedures will then be applied to archived K2 data to identify planetary transits and characterize stellar variability.

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.

[Establishing and applying of autoregressive integrated moving average model to predict the incidence rate of dysentery in Shanghai].

PubMed

Li, Jian; Wu, Huan-Yu; Li, Yan-Ting; Jin, Hui-Ming; Gu, Bao-Ke; Yuan, Zheng-An

2010-01-01

To explore the feasibility of establishing and applying of autoregressive integrated moving average (ARIMA) model to predict the incidence rate of dysentery in Shanghai, so as to provide the theoretical basis for prevention and control of dysentery. ARIMA model was established based on the monthly incidence rate of dysentery of Shanghai from 1990 to 2007. The parameters of model were estimated through unconditional least squares method, the structure was determined according to criteria of residual un-correlation and conclusion, and the model goodness-of-fit was determined through Akaike information criterion (AIC) and Schwarz Bayesian criterion (SBC). The constructed optimal model was applied to predict the incidence rate of dysentery of Shanghai in 2008 and evaluate the validity of model through comparing the difference of predicted incidence rate and actual one. The incidence rate of dysentery in 2010 was predicted by ARIMA model based on the incidence rate from January 1990 to June 2009. The model ARIMA (1, 1, 1) (0, 1, 2)(12) had a good fitness to the incidence rate with both autoregressive coefficient (AR1 = 0.443) during the past time series, moving average coefficient (MA1 = 0.806) and seasonal moving average coefficient (SMA1 = 0.543, SMA2 = 0.321) being statistically significant (P < 0.01). AIC and SBC were 2.878 and 16.131 respectively and predicting error was white noise. The mathematic function was (1-0.443B) (1-B) (1-B(12))Z(t) = (1-0.806B) (1-0.543B(12)) (1-0.321B(2) x 12) micro(t). The predicted incidence rate in 2008 was consistent with the actual one, with the relative error of 6.78%. The predicted incidence rate of dysentery in 2010 based on the incidence rate from January 1990 to June 2009 would be 9.390 per 100 thousand. ARIMA model can be used to fit the changes of incidence rate of dysentery and to forecast the future incidence rate in Shanghai. It is a predicted model of high precision for short-time forecast.

The past, present, and future of the U.S. electric power sector: Examining regulatory changes using multivariate time series approaches

NASA Astrophysics Data System (ADS)

Binder, Kyle Edwin

The U.S. energy sector has undergone continuous change in the regulatory, technological, and market environments. These developments show no signs of slowing. Accordingly, it is imperative that energy market regulators and participants develop a strong comprehension of market dynamics and the potential implications of their actions. This dissertation contributes to a better understanding of the past, present, and future of U.S. energy market dynamics and interactions with policy. Advancements in multivariate time series analysis are employed in three related studies of the electric power sector. Overall, results suggest that regulatory changes have had and will continue to have important implications for the electric power sector. The sector, however, has exhibited adaptability to past regulatory changes and is projected to remain resilient in the future. Tests for constancy of the long run parameters in a vector error correction model are applied to determine whether relationships among coal inventories in the electric power sector, input prices, output prices, and opportunity costs have remained constant over the past 38 years. Two periods of instability are found, the first following railroad deregulation in the U.S. and the second corresponding to a number of major regulatory changes in the electric power and natural gas sectors. Relationships among Renewable Energy Credit prices, electricity prices, and natural gas prices are estimated using a vector error correction model. Results suggest that Renewable Energy Credit prices do not completely behave as previously theorized in the literature. Potential reasons for the divergence between theory and empirical evidence are the relative immaturity of current markets and continuous institutional intervention. Potential impacts of future CO2 emissions reductions under the Clean Power Plan on economic and energy sector activity are estimated. Conditional forecasts based on an outlined path for CO2 emissions are developed from a factor-augmented vector autoregressive model for a large dataset. Unconditional and conditional forecasts are compared for U.S. industrial production, real personal income, and estimated factors. Results suggest that economic growth will be slower under the Clean Power Plan than it would otherwise; however, CO2 emissions reductions and economic growth can be achieved simultaneously.

Design and simulation of MEMS vector hydrophone with reduced cross section based meander beams

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

Kumar, Manoj; Dutta, S.; Pal, Ramjay

MEMS based vector hydrophone is being one of the key device in the underwater communications. In this paper, we presented a bio-inspired MEMS vector hydrophone. The hydrophone structure consists of a proof mass suspended by four meander type beams with reduced cross-section. Modal patterns of the structure were studied. First three modal frequencies of the hydrophone structure were found to be 420 Hz, 420 Hz and 1646 Hz respectively. The deflection and stress of the hydrophone is found have linear behavior in the 1 µPa – 1Pa pressure range.

Applying the LANL Statistical Pattern Recognition Paradigm for Structural Health Monitoring to Data from a Surface-Effect Fast Patrol Boat

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

Hoon Sohn; Charles Farrar; Norman Hunter

2001-01-01

This report summarizes the analysis of fiber-optic strain gauge data obtained from a surface-effect fast patrol boat being studied by the staff at the Norwegian Defense Research Establishment (NDRE) in Norway and the Naval Research Laboratory (NRL) in Washington D.C. Data from two different structural conditions were provided to the staff at Los Alamos National Laboratory. The problem was then approached from a statistical pattern recognition paradigm. This paradigm can be described as a four-part process: (1) operational evaluation, (2) data acquisition & cleansing, (3) feature extraction and data reduction, and (4) statistical model development for feature discrimination. Given thatmore » the first two portions of this paradigm were mostly completed by the NDRE and NRL staff, this study focused on data normalization, feature extraction, and statistical modeling for feature discrimination. The feature extraction process began by looking at relatively simple statistics of the signals and progressed to using the residual errors from auto-regressive (AR) models fit to the measured data as the damage-sensitive features. Data normalization proved to be the most challenging portion of this investigation. A novel approach to data normalization, where the residual errors in the AR model are considered to be an unmeasured input and an auto-regressive model with exogenous inputs (ARX) is then fit to portions of the data exhibiting similar waveforms, was successfully applied to this problem. With this normalization procedure, a clear distinction between the two different structural conditions was obtained. A false-positive study was also run, and the procedure developed herein did not yield any false-positive indications of damage. Finally, the results must be qualified by the fact that this procedure has only been applied to very limited data samples. A more complete analysis of additional data taken under various operational and environmental conditions as well as other structural conditions is necessary before one can definitively state that the procedure is robust enough to be used in practice.« less

Studies in astronomical time series analysis. I - Modeling random processes in the time domain

NASA Technical Reports Server (NTRS)

Scargle, J. D.

1981-01-01

Several random process models in the time domain are defined and discussed. Attention is given to the moving average model, the autoregressive model, and relationships between and combinations of these models. Consideration is then given to methods for investigating pulse structure, procedures of model construction, computational methods, and numerical experiments. A FORTRAN algorithm of time series analysis has been developed which is relatively stable numerically. Results of test cases are given to study the effect of adding noise and of different distributions for the pulse amplitudes. A preliminary analysis of the light curve of the quasar 3C 272 is considered as an example.

NARMAX model identification of a palm oil biodiesel engine using multi-objective optimization differential evolution

NASA Astrophysics Data System (ADS)

Mansor, Zakwan; Zakaria, Mohd Zakimi; Nor, Azuwir Mohd; Saad, Mohd Sazli; Ahmad, Robiah; Jamaluddin, Hishamuddin

2017-09-01

This paper presents the black-box modelling of palm oil biodiesel engine (POB) using multi-objective optimization differential evolution (MOODE) algorithm. Two objective functions are considered in the algorithm for optimization; minimizing the number of term of a model structure and minimizing the mean square error between actual and predicted outputs. The mathematical model used in this study to represent the POB system is nonlinear auto-regressive moving average with exogenous input (NARMAX) model. Finally, model validity tests are applied in order to validate the possible models that was obtained from MOODE algorithm and lead to select an optimal model.

Does export product quality matter for CO2 emissions? Evidence from China.

PubMed

Gozgor, Giray; Can, Muhlis

2017-01-01

This paper re-estimates the environmental Kuznets curve (EKC) in China. To this end, it uses the unit root tests with structural breaks and the autoregressive-distributed lag (ARDL) estimations over the period 1971-2010. The special role is given to the impact of export product quality on CO 2 emissions in the empirical models. The paper finds that the EKC hypothesis is applicable in China. It also observes the positive effect from energy consumption to CO 2 emissions. In addition, it finds that the export product quality is negatively associated with CO 2 emissions. The paper also argues potential implications.

Invariance in the recurrence of large returns and the validation of models of price dynamics

NASA Astrophysics Data System (ADS)

Chang, Lo-Bin; Geman, Stuart; Hsieh, Fushing; Hwang, Chii-Ruey

2013-08-01

Starting from a robust, nonparametric definition of large returns (“excursions”), we study the statistics of their occurrences, focusing on the recurrence process. The empirical waiting-time distribution between excursions is remarkably invariant to year, stock, and scale (return interval). This invariance is related to self-similarity of the marginal distributions of returns, but the excursion waiting-time distribution is a function of the entire return process and not just its univariate probabilities. Generalized autoregressive conditional heteroskedasticity (GARCH) models, market-time transformations based on volume or trades, and generalized (Lévy) random-walk models all fail to fit the statistical structure of excursions.

A generalization of random matrix theory and its application to statistical physics.

PubMed

Wang, Duan; Zhang, Xin; Horvatic, Davor; Podobnik, Boris; Eugene Stanley, H

2017-02-01

To study the statistical structure of crosscorrelations in empirical data, we generalize random matrix theory and propose a new method of cross-correlation analysis, known as autoregressive random matrix theory (ARRMT). ARRMT takes into account the influence of auto-correlations in the study of cross-correlations in multiple time series. We first analytically and numerically determine how auto-correlations affect the eigenvalue distribution of the correlation matrix. Then we introduce ARRMT with a detailed procedure of how to implement the method. Finally, we illustrate the method using two examples taken from inflation rates for air pressure data for 95 US cities.

A Power-Law Growth and Decay Model with Autocorrelation for Posting Data to Social Networking Services

PubMed Central

Fujiyama, Toshifumi; Matsui, Chihiro; Takemura, Akimichi

2016-01-01

We propose a power-law growth and decay model for posting data to social networking services before and after social events. We model the time series structure of deviations from the power-law growth and decay with a conditional Poisson autoregressive (AR) model. Online postings related to social events are described by five parameters in the power-law growth and decay model, each of which characterizes different aspects of interest in the event. We assess the validity of parameter estimates in terms of confidence intervals, and compare various submodels based on likelihoods and information criteria. PMID:27505155

Contemporary ultrasonic signal processing approaches for nondestructive evaluation of multilayered structures

NASA Astrophysics Data System (ADS)

Zhang, Guang-Ming; Harvey, David M.

2012-03-01

Various signal processing techniques have been used for the enhancement of defect detection and defect characterisation. Cross-correlation, filtering, autoregressive analysis, deconvolution, neural network, wavelet transform and sparse signal representations have all been applied in attempts to analyse ultrasonic signals. In ultrasonic nondestructive evaluation (NDE) applications, a large number of materials have multilayered structures. NDE of multilayered structures leads to some specific problems, such as penetration, echo overlap, high attenuation and low signal-to-noise ratio. The signals recorded from a multilayered structure are a class of very special signals comprised of limited echoes. Such signals can be assumed to have a sparse representation in a proper signal dictionary. Recently, a number of digital signal processing techniques have been developed by exploiting the sparse constraint. This paper presents a review of research to date, showing the up-to-date developments of signal processing techniques made in ultrasonic NDE. A few typical ultrasonic signal processing techniques used for NDE of multilayered structures are elaborated. The practical applications and limitations of different signal processing methods in ultrasonic NDE of multilayered structures are analysed.

Integrated Design Analysis and Optimisation of Aircraft Structures (L’Analyse pour la Conception Integree et l’Optimisation des Structures d’Aeronefs)

DTIC Science & Technology

1992-02-01

Division (Code RM) ONERA Office of Aeronautics & Space Technology 29 ave de la Division Leclerc NASA Hq 92320 Chfitillon Washington DC 20546 France United...Vector of thickness variables. V’ = [ t2 ........ tN Vector of thickness changes. AV ’= [rt, 5t2 ......... tNJ TI 7-9 Vector of strain derivatives. F...ds, ds, I d, 1i’,= dt, dr2 ........ dt--N Vector of buckling derivatives. dX d). , dt1 dt2 dtN Then 5F= Vs’i . AV and SX V,’. AV The linearised

Critical Point Cancellation in 3D Vector Fields: Robustness and Discussion

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

Skraba, Primoz; Rosen, Paul; Wang, Bei

Vector field topology has been successfully applied to represent the structure of steady vector fields. Critical points, one of the essential components of vector field topology, play an important role in describing the complexity of the extracted structure. Simplifying vector fields via critical point cancellation has practical merit for interpreting the behaviors of complex vector fields such as turbulence. However, there is no effective technique that allows direct cancellation of critical points in 3D. This work fills this gap and introduces the first framework to directly cancel pairs or groups of 3D critical points in a hierarchical manner with amore » guaranteed minimum amount of perturbation based on their robustness, a quantitative measure of their stability. In addition, our framework does not require the extraction of the entire 3D topology, which contains non-trivial separation structures, and thus is computationally effective. Furthermore, our algorithm can remove critical points in any subregion of the domain whose degree is zero and handle complex boundary configurations, making it capable of addressing challenging scenarios that may not be resolved otherwise. Here, we apply our method to synthetic and simulation datasets to demonstrate its effectiveness.« less

Critical Point Cancellation in 3D Vector Fields: Robustness and Discussion.

PubMed

Skraba, Primoz; Rosen, Paul; Wang, Bei; Chen, Guoning; Bhatia, Harsh; Pascucci, Valerio

2016-02-29

Vector field topology has been successfully applied to represent the structure of steady vector fields. Critical points, one of the essential components of vector field topology, play an important role in describing the complexity of the extracted structure. Simplifying vector fields via critical point cancellation has practical merit for interpreting the behaviors of complex vector fields such as turbulence. However, there is no effective technique that allows direct cancellation of critical points in 3D. This work fills this gap and introduces the first framework to directly cancel pairs or groups of 3D critical points in a hierarchical manner with a guaranteed minimum amount of perturbation based on their robustness, a quantitative measure of their stability. In addition, our framework does not require the extraction of the entire 3D topology, which contains non-trivial separation structures, and thus is computationally effective. Furthermore, our algorithm can remove critical points in any subregion of the domain whose degree is zero and handle complex boundary configurations, making it capable of addressing challenging scenarios that may not be resolved otherwise. We apply our method to synthetic and simulation datasets to demonstrate its effectiveness.

Critical Point Cancellation in 3D Vector Fields: Robustness and Discussion

DOE PAGES

Skraba, Primoz; Rosen, Paul; Wang, Bei; ...

2016-02-29

Vector field topology has been successfully applied to represent the structure of steady vector fields. Critical points, one of the essential components of vector field topology, play an important role in describing the complexity of the extracted structure. Simplifying vector fields via critical point cancellation has practical merit for interpreting the behaviors of complex vector fields such as turbulence. However, there is no effective technique that allows direct cancellation of critical points in 3D. This work fills this gap and introduces the first framework to directly cancel pairs or groups of 3D critical points in a hierarchical manner with amore » guaranteed minimum amount of perturbation based on their robustness, a quantitative measure of their stability. In addition, our framework does not require the extraction of the entire 3D topology, which contains non-trivial separation structures, and thus is computationally effective. Furthermore, our algorithm can remove critical points in any subregion of the domain whose degree is zero and handle complex boundary configurations, making it capable of addressing challenging scenarios that may not be resolved otherwise. Here, we apply our method to synthetic and simulation datasets to demonstrate its effectiveness.« less

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.

TaiWan Ionospheric Model (TWIM) prediction based on time series autoregressive analysis

NASA Astrophysics Data System (ADS)

Tsai, L. C.; Macalalad, Ernest P.; Liu, C. H.

2014-10-01

As described in a previous paper, a three-dimensional ionospheric electron density (Ne) model has been constructed from vertical Ne profiles retrieved from the FormoSat3/Constellation Observing System for Meteorology, Ionosphere, and Climate GPS radio occultation measurements and worldwide ionosonde foF2 and foE data and named the TaiWan Ionospheric Model (TWIM). The TWIM exhibits vertically fitted α-Chapman-type layers with distinct F2, F1, E, and D layers, and surface spherical harmonic approaches for the fitted layer parameters including peak density, peak density height, and scale height. To improve the TWIM into a real-time model, we have developed a time series autoregressive model to forecast short-term TWIM coefficients. The time series of TWIM coefficients are considered as realizations of stationary stochastic processes within a processing window of 30 days. These autocorrelation coefficients are used to derive the autoregressive parameters and then forecast the TWIM coefficients, based on the least squares method and Lagrange multiplier technique. The forecast root-mean-square relative TWIM coefficient errors are generally <30% for 1 day predictions. The forecast TWIM values of foE and foF2 values are also compared and evaluated using worldwide ionosonde data.

Vibration based condition monitoring of a multistage epicyclic gearbox in lifting cranes

NASA Astrophysics Data System (ADS)

Assaad, Bassel; Eltabach, Mario; Antoni, Jérôme

2014-01-01

This paper proposes a model-based technique for detecting wear in a multistage planetary gearbox used by lifting cranes. The proposed method establishes a vibration signal model which deals with cyclostationary and autoregressive models. First-order cyclostationarity is addressed by the analysis of the time synchronous average (TSA) of the angular resampled vibration signal. Then an autoregressive model (AR) is applied to the TSA part in order to extract a residual signal containing pertinent fault signatures. The paper also explores a number of methods commonly used in vibration monitoring of planetary gearboxes, in order to make comparisons. In the experimental part of this study, these techniques are applied to accelerated lifetime test bench data for the lifting winch. After processing raw signals recorded with an accelerometer mounted on the outside of the gearbox, a number of condition indicators (CIs) are derived from the TSA signal, the residual autoregressive signal and other signals derived using standard signal processing methods. The goal is to check the evolution of the CIs during the accelerated lifetime test (ALT). Clarity and fluctuation level of the historical trends are finally considered as a criteria for comparing between the extracted CIs.

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.

Exploring the Mechanisms of Ecological Land Change Based on the Spatial Autoregressive Model: A Case Study of the Poyang Lake Eco-Economic Zone, China

PubMed Central

Xie, Hualin; Liu, Zhifei; Wang, Peng; Liu, Guiying; Lu, Fucai

2013-01-01

Ecological land is one of the key resources and conditions for the survival of humans because it can provide ecosystem services and is particularly important to public health and safety. It is extremely valuable for effective ecological management to explore the evolution mechanisms of ecological land. Based on spatial statistical analyses, we explored the spatial disparities and primary potential drivers of ecological land change in the Poyang Lake Eco-economic Zone of China. The results demonstrated that the global Moran’s I value is 0.1646 during the 1990 to 2005 time period and indicated significant positive spatial correlation (p < 0.05). The results also imply that the clustering trend of ecological land changes weakened in the study area. Some potential driving forces were identified by applying the spatial autoregressive model in this study. The results demonstrated that the higher economic development level and industrialization rate were the main drivers for the faster change of ecological land in the study area. This study also tested the superiority of the spatial autoregressive model to study the mechanisms of ecological land change by comparing it with the traditional linear regressive model. PMID:24384778

Modeling Polio Data Using the First Order Non-Negative Integer-Valued Autoregressive, INAR(1), Model

NASA Astrophysics Data System (ADS)

Vazifedan, Turaj; Shitan, Mahendran

Time series data may consists of counts, such as the number of road accidents, the number of patients in a certain hospital, the number of customers waiting for service at a certain time and etc. When the value of the observations are large it is usual to use Gaussian Autoregressive Moving Average (ARMA) process to model the time series. However if the observed counts are small, it is not appropriate to use ARMA process to model the observed phenomenon. In such cases we need to model the time series data by using Non-Negative Integer valued Autoregressive (INAR) process. The modeling of counts data is based on the binomial thinning operator. In this paper we illustrate the modeling of counts data using the monthly number of Poliomyelitis data in United States between January 1970 until December 1983. We applied the AR(1), Poisson regression model and INAR(1) model and the suitability of these models were assessed by using the Index of Agreement(I.A.). We found that INAR(1) model is more appropriate in the sense it had a better I.A. and it is natural since the data are counts.

Vaccination with Replication Deficient Adenovectors Encoding YF-17D Antigens Induces Long-Lasting Protection from Severe Yellow Fever Virus Infection in Mice.

PubMed

Bassi, Maria R; Larsen, Mads A B; Kongsgaard, Michael; Rasmussen, Michael; Buus, Søren; Stryhn, Anette; Thomsen, Allan R; Christensen, Jan P

2016-02-01

The live attenuated yellow fever vaccine (YF-17D) has been successfully used for more than 70 years. It is generally considered a safe vaccine, however, recent reports of serious adverse events following vaccination have raised concerns and led to suggestions that even safer YF vaccines should be developed. Replication deficient adenoviruses (Ad) have been widely evaluated as recombinant vectors, particularly in the context of prophylactic vaccination against viral infections in which induction of CD8+ T-cell mediated immunity is crucial, but potent antibody responses may also be elicited using these vectors. In this study, we present two adenobased vectors targeting non-structural and structural YF antigens and characterize their immunological properties. We report that a single immunization with an Ad-vector encoding the non-structural protein 3 from YF-17D could elicit a strong CD8+ T-cell response, which afforded a high degree of protection from subsequent intracranial challenge of vaccinated mice. However, full protection was only observed using a vector encoding the structural proteins from YF-17D. This vector elicited virus-specific CD8+ T cells as well as neutralizing antibodies, and both components were shown to be important for protection thus mimicking the situation recently uncovered in YF-17D vaccinated mice. Considering that Ad-vectors are very safe, easy to produce and highly immunogenic in humans, our data indicate that a replication deficient adenovector-based YF vaccine may represent a safe and efficient alternative to the classical live attenuated YF vaccine and should be further tested.

GENETIC STRUCTURE OF TRIATOMA INFESTANS POPULATIONS IN RURAL COMMUNITIES OF SANTIAGO DEL ESTERO, NORTHERN ARGENTINA

PubMed Central

Marcet, PL; Mora, MS; Cutrera, AP; Jones, L; Gürtler, RE; Kitron, U; Dotson, EM

2008-01-01

To gain an understanding of the genetic structure and dispersal dynamics of T. infestans populations, we analyzed the multilocus genotype of 10 microsatellite loci for 352 T. infestans collected in 21 houses of 11 rural communities in October 2002. Genetic structure was analyzed at the community and house compound levels. Analysis revealed that vector control actions affected the genetic structure of T. infestans populations. Bug populations from communities under sustained vector control (core area) were highly structured and genetic differentiation between neighboring house compounds was significant. In contrast, bug populations from communities with sporadic vector control actions were more homogeneous and lacked defined genetic clusters. Genetic differentiation between population pairs did not fit a model of isolation by distance at the microgeographical level. Evidence consistent with flight or walking bug dispersal was detected within and among communities, dispersal was more female-biased in the core area and results suggested that houses received immigrants from more than one source. Putative sources and mechanisms of re-infestation are described. These data may be use to design improved vector control strategies PMID:18773972

Resting and feeding preferences of Anopheles stephensi in an urban setting, perennial for malaria.

PubMed

Thomas, Shalu; Ravishankaran, Sangamithra; Justin, N A Johnson Amala; Asokan, Aswin; Mathai, Manu Thomas; Valecha, Neena; Montgomery, Jacqui; Thomas, Matthew B; Eapen, Alex

2017-03-10

The Indian city of Chennai is endemic for malaria and the known local malaria vector is Anopheles stephensi. Plasmodium vivax is the predominant malaria parasite species, though Plasmodium falciparum is present at low levels. The urban ecotype of malaria prevails in Chennai with perennial transmission despite vector surveillance by the Urban Malaria Scheme (UMS) of the National Vector Borne Disease Control Programme (NVBDCP). Understanding the feeding and resting preferences, together with the transmission potential of adult vectors in the area is essential in effective planning and execution of improved vector control measures. A yearlong survey was carried out in cattle sheds and human dwellings to check the resting, feeding preferences and transmission potential of An. stephensi. The gonotrophic status, age structure, resting and host seeking preferences were studied. The infection rate in An. stephensi and Anopheles subpictus were analysed by circumsporozoite ELISA (CS-ELISA). Adult vectors were found more frequently and at higher densities in cattle sheds than human dwellings. The overall Human Blood Index (HBI) was 0.009 indicating the vectors to be strongly zoophilic. Among the vectors collected from human dwellings, 94.2% were from thatched structures and the remaining 5.8% from tiled and asbestos structures. 57.75% of the dissected vectors were nulliparous whereas, 35.83% were monoparous and the rest 6.42% biparous. Sporozoite positivity rate was 0.55% (4/720) and 1.92% (1/52) for An. stephensi collected from cattle sheds and human dwellings, respectively. One adult An. subpictus (1/155) was also found to be infected with P. falciparum. Control of the adult vector populations can be successful only by understanding the resting and feeding preferences. The present study indicates that adult vectors predominantly feed on cattle and cattle sheds are the preferred resting place, possibly due to easy availability of blood meal source and lack of any insecticide or repellent pressure. Hence targeting these resting sites with cost effective, socially acceptable intervention tools, together with effective larval source management to reduce vector breeding, could provide an improved integrated vector management strategy to help drive down malaria transmission and assist in India's plan to eliminate malaria by 2030.

Parallel processors and nonlinear structural dynamics algorithms and software

NASA Technical Reports Server (NTRS)

Belytschko, Ted

1990-01-01

Techniques are discussed for the implementation and improvement of vectorization and concurrency in nonlinear explicit structural finite element codes. In explicit integration methods, the computation of the element internal force vector consumes the bulk of the computer time. The program can be efficiently vectorized by subdividing the elements into blocks and executing all computations in vector mode. The structuring of elements into blocks also provides a convenient way to implement concurrency by creating tasks which can be assigned to available processors for evaluation. The techniques were implemented in a 3-D nonlinear program with one-point quadrature shell elements. Concurrency and vectorization were first implemented in a single time step version of the program. Techniques were developed to minimize processor idle time and to select the optimal vector length. A comparison of run times between the program executed in scalar, serial mode and the fully vectorized code executed concurrently using eight processors shows speed-ups of over 25. Conjugate gradient methods for solving nonlinear algebraic equations are also readily adapted to a parallel environment. A new technique for improving convergence properties of conjugate gradients in nonlinear problems is developed in conjunction with other techniques such as diagonal scaling. A significant reduction in the number of iterations required for convergence is shown for a statically loaded rigid bar suspended by three equally spaced springs.

School Attendance Problems and Youth Psychopathology: Structural Cross-Lagged Regression Models in Three Longitudinal Datasets

PubMed Central

Wood, Jeffrey J.; Lynne, Sarah D.; Langer, David A.; Wood, Patricia A.; Clark, Shaunna L.; Eddy, J. Mark; Ialongo, Nicholas

2011-01-01

This study tests a model of reciprocal influences between absenteeism and youth psychopathology using three longitudinal datasets (Ns= 20745, 2311, and 671). Participants in 1st through 12th grades were interviewed annually or bi-annually. Measures of psychopathology include self-, parent-, and teacher-report questionnaires. Structural cross-lagged regression models were tested. In a nationally representative dataset (Add Health), middle school students with relatively greater absenteeism at study year 1 tended towards increased depression and conduct problems in study year 2, over and above the effects of autoregressive associations and demographic covariates. The opposite direction of effects was found for both middle and high school students. Analyses with two regionally representative datasets were also partially supportive. Longitudinal links were more evident in adolescence than in childhood. PMID:22188462

Prediction of protein structural classes by Chou's pseudo amino acid composition: approached using continuous wavelet transform and principal component analysis.

PubMed

Li, Zhan-Chao; Zhou, Xi-Bin; Dai, Zong; Zou, Xiao-Yong

2009-07-01

A prior knowledge of protein structural classes can provide useful information about its overall structure, so it is very important for quick and accurate determination of protein structural class with computation method in protein science. One of the key for computation method is accurate protein sample representation. Here, based on the concept of Chou's pseudo-amino acid composition (AAC, Chou, Proteins: structure, function, and genetics, 43:246-255, 2001), a novel method of feature extraction that combined continuous wavelet transform (CWT) with principal component analysis (PCA) was introduced for the prediction of protein structural classes. Firstly, the digital signal was obtained by mapping each amino acid according to various physicochemical properties. Secondly, CWT was utilized to extract new feature vector based on wavelet power spectrum (WPS), which contains more abundant information of sequence order in frequency domain and time domain, and PCA was then used to reorganize the feature vector to decrease information redundancy and computational complexity. Finally, a pseudo-amino acid composition feature vector was further formed to represent primary sequence by coupling AAC vector with a set of new feature vector of WPS in an orthogonal space by PCA. As a showcase, the rigorous jackknife cross-validation test was performed on the working datasets. The results indicated that prediction quality has been improved, and the current approach of protein representation may serve as a useful complementary vehicle in classifying other attributes of proteins, such as enzyme family class, subcellular localization, membrane protein types and protein secondary structure, etc.

Killing spinors are Killing vector fields in Riemannian supergeometry

NASA Astrophysics Data System (ADS)

Alekseevsky, D. V.; Cortés, V.; Devchand, C.; Semmelmann, U.

1998-06-01

A supermanifold M is canonically associated to any pseudo-Riemannian spin manifold ( M0, g0). Extending the metric g0 to a field g of bilinear forms g( p) on TpM, pɛM0, the pseudo-Riemannian supergeometry of ( M, g) is formulated as G-structure on M, where G is a supergroup with even part G 0 ≊ Spin(k, l); (k, l) the signature of ( M0, go). Killing vector fields on ( M, g) are, by definition, infinitesimal automorphisms of this G-structure. For every spinor field s there exists a corresponding odd vector field Xs on M. Our main result is that Xs is a Killing vector field on ( M, g) if and only if s is a twistor spinor. In particular, any Killing spinor s defines a Killing vector field Xs.

Structured caustic vector vortex optical field: manipulating optical angular momentum flux and polarization rotation.

PubMed

Chen, Rui-Pin; Chen, Zhaozhong; Chew, Khian-Hooi; Li, Pei-Gang; Yu, Zhongliang; Ding, Jianping; He, Sailing

2015-05-29

A caustic vector vortex optical field is experimentally generated and demonstrated by a caustic-based approach. The desired caustic with arbitrary acceleration trajectories, as well as the structured states of polarization (SoP) and vortex orders located in different positions in the field cross-section, is generated by imposing the corresponding spatial phase function in a vector vortex optical field. Our study reveals that different spin and orbital angular momentum flux distributions (including opposite directions) in different positions in the cross-section of a caustic vector vortex optical field can be dynamically managed during propagation by intentionally choosing the initial polarization and vortex topological charges, as a result of the modulation of the caustic phase. We find that the SoP in the field cross-section rotates during propagation due to the existence of the vortex. The unique structured feature of the caustic vector vortex optical field opens the possibility of multi-manipulation of optical angular momentum fluxes and SoP, leading to more complex manipulation of the optical field scenarios. Thus this approach further expands the functionality of an optical system.

From micro-correlations to macro-correlations

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

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

2016-11-15

Random vectors with a symmetric correlation structure share a common value of pair-wise correlation between their different components. The symmetric correlation structure appears in a multitude of settings, e.g. mixture models. In a mixture model the components of the random vector are drawn independently from a general probability distribution that is determined by an underlying parameter, and the parameter itself is randomized. In this paper we study the overall correlation of high-dimensional random vectors with a symmetric correlation structure. Considering such a random vector, and terming its pair-wise correlation “micro-correlation”, we use an asymptotic analysis to derive the random vector’smore » “macro-correlation” : a score that takes values in the unit interval, and that quantifies the random vector’s overall correlation. The method of obtaining macro-correlations from micro-correlations is then applied to a diverse collection of frameworks that demonstrate the method’s wide applicability.« less

Analysis of structural response data using discrete modal filters. M.S. Thesis

NASA Technical Reports Server (NTRS)

Freudinger, Lawrence C.

1991-01-01

The application of reciprocal modal vectors to the analysis of structural response data is described. Reciprocal modal vectors are constructed using an existing experimental modal model and an existing frequency response matrix of a structure, and can be assembled into a matrix that effectively transforms the data from the physical space to a modal space within a particular frequency range. In other words, the weighting matrix necessary for modal vector orthogonality (typically the mass matrix) is contained within the reciprocal model matrix. The underlying goal of this work is mostly directed toward observing the modal state responses in the presence of unknown, possibly closed loop forcing functions, thus having an impact on both operating data analysis techniques and independent modal space control techniques. This study investigates the behavior of reciprocol modal vectors as modal filters with respect to certain calculation parameters and their performance with perturbed system frequency response data.

A complementation assay for in vivo protein structure/function analysis in Physcomitrella patens (Funariaceae)

DOE PAGES

Scavuzzo-Duggan, Tess R.; Chaves, Arielle M.; Roberts, Alison W.

2015-07-14

Here, a method for rapid in vivo functional analysis of engineered proteins was developed using Physcomitrella patens. A complementation assay was designed for testing structure/function relationships in cellulose synthase (CESA) proteins. The components of the assay include (1) construction of test vectors that drive expression of epitope-tagged PpCESA5 carrying engineered mutations, (2) transformation of a ppcesa5 knockout line that fails to produce gametophores with test and control vectors, (3) scoring the stable transformants for gametophore production, (4) statistical analysis comparing complementation rates for test vectors to positive and negative control vectors, and (5) analysis of transgenic protein expression by Westernmore » blotting. The assay distinguished mutations that generate fully functional, nonfunctional, and partially functional proteins. In conclusion, compared with existing methods for in vivo testing of protein function, this complementation assay provides a rapid method for investigating protein structure/function relationships in plants.« less

Blazed vector grating liquid crystal cells with photocrosslinkable polymeric alignment films fabricated by one-step polarizer rotation method

NASA Astrophysics Data System (ADS)

Kawai, Kotaro; Kuzuwata, Mitsuru; Sasaki, Tomoyuki; Noda, Kohei; Kawatsuki, Nobuhiro; Ono, Hiroshi

2014-12-01

Blazed vector grating liquid crystal (LC) cells, in which the directors of low-molar-mass LCs are antisymmetrically distributed, were fabricated by one-step exposure of an empty glass cell inner-coated with a photocrosslinkable polymer LC (PCLC) to UV light. By adopting a LC cell structure, twisted nematic (TN) and homogeneous (HOMO) alignments were obtained in the blazed vector grating LC cells. Moreover, the diffraction efficiency of the blazed vector grating LC cells was greatly improved by increasing the thickness of the device in comparison with that of a blazed vector grating with a thin film structure obtained in our previous study. In addition, the diffraction efficiency and polarization states of ±1st-order diffracted beams from the resultant blazed vector grating LC cells were controlled by designing a blazed pattern in the alignment films, and these diffraction properties were well explained on the basis of Jones calculus and the elastic continuum theory of nematic LCs.

Vector Data Model: A New Model of HDF-EOS to Support GIS Applications in EOS

NASA Astrophysics Data System (ADS)

Chi, E.; Edmonds, R d

2001-05-01

NASA's Earth Science Data Information System (ESDIS) project has an active program of research and development of systems for the storage and management of Earth science data for Earth Observation System (EOS) mission, a key program of NASA Earth Science Enterprise. EOS has adopted an extension of the Hierarchical Data Format (HDF) as the format of choice for standard product distribution. Three new EOS specific datatypes - point, swath and grid - have been defined within the HDF framework. The enhanced data format is named HDF-EOS. Geographic Information Systems (GIS) are used by Earth scientists in EOS data product generation, visualization, and analysis. There are two major data types in GIS applications, raster and vector. The current HDF-EOS handles only raster type in the swath data model. The vector data model is identified and developed as a new HDFEOS format to meet the requirements of scientists working with EOS data products in vector format. The vector model is designed using a topological data structure, which defines the spatial relationships among points, lines, and polygons. The three major topological concepts that the vector model adopts are: a) lines connect to each other at nodes (connectivity), b) lines that connect to surround an area define a polygon (area definition), and c) lines have direction and left and right sides (contiguity). The vector model is implemented in HDF by mapping the conceptual model to HDF internal data models and structures, viz. Vdata, Vgroup, and their associated attribute structures. The point, line, and polygon geometry and attribute data are stored in similar tables. Further, the vector model utilizes the structure and product metadata, which characterize the HDF-EOS. Both types of metadata are stored as attributes in HDF-EOS files, and are encoded in text format by using Object Description Language (ODL) and stored as global attributes in HDF-EOS files. EOS has developed a series of routines for storing, retrieving, and manipulating vector data in category of access, definition, basic I/O, inquiry, and subsetting. The routines are tested and form a package, HDF-EOS/Vector. The alpha version of HDFEOS/Vector has been distributed through the HDF-EOS project web site at http://hdfeos.gsfc.nasa.gov. We are also developing translators between HDF-EOS vector format and variety of GIS formats, such as Shapefile. The HDF-EOS vector model enables EOS scientists to deliver EOS data in a way ready for Earth scientists to analyze using GIS software, and also provides EOS project a mechanism to store GIS data product in meaningful vector format with significant economy in storage.

Analysis of near infrared spectra for age-grading of wild populations of Anopheles gambiae

USDA-ARS?s Scientific Manuscript database

A greater understanding of the age-structure of mosquito populations, especially malaria vectors such as Anopheles gambiae, is important for assessing the risk of infectious mosquitoes, and how vector control interventions may affect this structure. The use of near-infrared spectroscopy (NIRS) for a...

Asymptotically stable phase synchronization revealed by autoregressive circle maps

NASA Astrophysics Data System (ADS)

Drepper, F. R.

2000-11-01

A specially designed of nonlinear time series analysis is introduced based on phases, which are defined as polar angles in spaces spanned by a finite number of delayed coordinates. A canonical choice of the polar axis and a related implicit estimation scheme for the potentially underlying autoregressive circle map (next phase map) guarantee the invertibility of reconstructed phase space trajectories to the original coordinates. The resulting Fourier approximated, invertibility enforcing phase space map allows us to detect conditional asymptotic stability of coupled phases. This comparatively general synchronization criterion unites two existing generalizations of the old concept and can successfully be applied, e.g., to phases obtained from electrocardiogram and airflow recordings characterizing cardiorespiratory interaction.

Vector representation of user's view using self-organizing map

NASA Astrophysics Data System (ADS)

Ae, Tadashi; Yamaguchi, Tomohisa; Monden, Eri; Kawabata, Shunji; Kamitani, Motoki

2004-05-01

There exist various objects, such as pictures, music, texts, etc., around our environment. We have a view for these objects by looking, reading or listening. Our view is concerned with our behaviors deeply, and is very important to understand our behaviors. Therefore, we propose a method which acquires a view as a vector, and apply the vector to sequence generation. We focus on sequences of the data of which a user selects from a multimedia database containing pictures, music, movie, etc.. These data cannot be stereotyped because user's view for them changes by each user. Therefore, we represent the structure of the multimedia database as the vector representing user's view and the stereotyped vector, and acquire sequences containing the structure as elements. We demonstrate a city-sequence generation system which reflects user's intension as an application of sequence generation containing user's view. We apply the self-organizing map to this system to represent user's view.

78 FR 14367 - Market Vectors ETF Trust, et al.; Notice of Application

Federal Register 2010, 2011, 2012, 2013, 2014

2013-03-05

...] Market Vectors ETF Trust, et al.; Notice of Application February 27, 2013. AGENCY: Securities and... companies and unit investment trusts outside of the same group of investment companies as the series to...-feeder structure. Applicants: Market Vectors ETF Trust (the ``Trust''), Van Eck Associates Corporation...

Receptor-mediated gene transfer vectors: progress towards genetic pharmaceuticals.

PubMed

Molas, M; Gómez-Valadés, A G; Vidal-Alabró, A; Miguel-Turu, M; Bermudez, J; Bartrons, R; Perales, J C

2003-10-01

Although specific delivery to tissues and unique cell types in vivo has been demonstrated for many non-viral vectors, current methods are still inadequate for human applications, mainly because of limitations on their efficiencies. All the steps required for an efficient receptor-mediated gene transfer process may in principle be exploited to enhance targeted gene delivery. These steps are: DNA/vector binding, internalization, subcellular trafficking, vesicular escape, nuclear import, and unpacking either for transcription or other functions (i.e., antisense, RNA interference, etc.). The large variety of vector designs that are currently available, usually aimed at improving the efficiency of these steps, has complicated the evaluation of data obtained from specific derivatives of such vectors. The importance of the structure of the final vector and the consequences of design decisions at specific steps on the overall efficiency of the vector will be discussed in detail. We emphasize in this review that stability in serum and thus, proper bioavailability of vectors to their specific receptors may be the single greatest limiting factor on the overall gene transfer efficiency in vivo. We discuss current approaches to overcome the intrinsic instability of synthetic vectors in the blood. In this regard, a summary of the structural features of the vectors obtained from current protocols will be presented and their functional characteristics evaluated. Dissecting information on molecular conjugates obtained by such methodologies, when carefully evaluated, should provide important guidelines for the creation of effective, targeted and safe DNA therapeutics.

Permutation entropy with vector embedding delays

NASA Astrophysics Data System (ADS)

Little, Douglas J.; Kane, Deb M.

2017-12-01

Permutation entropy (PE) is a statistic used widely for the detection of structure within a time series. Embedding delay times at which the PE is reduced are characteristic timescales for which such structure exists. Here, a generalized scheme is investigated where embedding delays are represented by vectors rather than scalars, permitting PE to be calculated over a (D -1 ) -dimensional space, where D is the embedding dimension. This scheme is applied to numerically generated noise, sine wave and logistic map series, and experimental data sets taken from a vertical-cavity surface emitting laser exhibiting temporally localized pulse structures within the round-trip time of the laser cavity. Results are visualized as PE maps as a function of embedding delay, with low PE values indicating combinations of embedding delays where correlation structure is present. It is demonstrated that vector embedding delays enable identification of structure that is ambiguous or masked, when the embedding delay is constrained to scalar form.

Computational mechanics analysis tools for parallel-vector supercomputers

NASA Technical Reports Server (NTRS)

Storaasli, Olaf O.; Nguyen, Duc T.; Baddourah, Majdi; Qin, Jiangning

1993-01-01

Computational algorithms for structural analysis on parallel-vector supercomputers are reviewed. These parallel algorithms, developed by the authors, are for the assembly of structural equations, 'out-of-core' strategies for linear equation solution, massively distributed-memory equation solution, unsymmetric equation solution, general eigensolution, geometrically nonlinear finite element analysis, design sensitivity analysis for structural dynamics, optimization search analysis and domain decomposition. The source code for many of these algorithms is available.

Large signal-to-noise ratio quantification in MLE for ARARMAX models

NASA Astrophysics Data System (ADS)

Zou, Yiqun; Tang, Xiafei

2014-06-01

It has been shown that closed-loop linear system identification by indirect method can be generally transferred to open-loop ARARMAX (AutoRegressive AutoRegressive Moving Average with eXogenous input) estimation. For such models, the gradient-related optimisation with large enough signal-to-noise ratio (SNR) can avoid the potential local convergence in maximum likelihood estimation. To ease the application of this condition, the threshold SNR needs to be quantified. In this paper, we build the amplitude coefficient which is an equivalence to the SNR and prove the finiteness of the threshold amplitude coefficient within the stability region. The quantification of threshold is achieved by the minimisation of an elaborately designed multi-variable cost function which unifies all the restrictions on the amplitude coefficient. The corresponding algorithm based on two sets of physically realisable system input-output data details the minimisation and also points out how to use the gradient-related method to estimate ARARMAX parameters when local minimum is present as the SNR is small. Then, the algorithm is tested on a theoretical AutoRegressive Moving Average with eXogenous input model for the derivation of the threshold and a gas turbine engine real system for model identification, respectively. Finally, the graphical validation of threshold on a two-dimensional plot is discussed.

[Correlation coefficient-based classification method of hydrological dependence variability: With auto-regression model as example].

PubMed

Zhao, Yu Xi; Xie, Ping; Sang, Yan Fang; Wu, Zi Yi

2018-04-01

Hydrological process evaluation is temporal dependent. Hydrological time series including dependence components do not meet the data consistency assumption for hydrological computation. Both of those factors cause great difficulty for water researches. Given the existence of hydrological dependence variability, we proposed a correlationcoefficient-based method for significance evaluation of hydrological dependence based on auto-regression model. By calculating the correlation coefficient between the original series and its dependence component and selecting reasonable thresholds of correlation coefficient, this method divided significance degree of dependence into no variability, weak variability, mid variability, strong variability, and drastic variability. By deducing the relationship between correlation coefficient and auto-correlation coefficient in each order of series, we found that the correlation coefficient was mainly determined by the magnitude of auto-correlation coefficient from the 1 order to p order, which clarified the theoretical basis of this method. With the first-order and second-order auto-regression models as examples, the reasonability of the deduced formula was verified through Monte-Carlo experiments to classify the relationship between correlation coefficient and auto-correlation coefficient. This method was used to analyze three observed hydrological time series. The results indicated the coexistence of stochastic and dependence characteristics in hydrological process.

Self-esteem Is Mostly Stable Across Young Adulthood: Evidence from Latent STARTS Models.

PubMed

Wagner, Jenny; Lüdtke, Oliver; Trautwein, Ulrich

2016-08-01

How stable is self-esteem? This long-standing debate has led to different conclusions across different areas of psychology. Longitudinal data and up-to-date statistical models have recently indicated that self-esteem has stable and autoregressive trait-like components and state-like components. We applied latent STARTS models with the goal of replicating previous findings in a longitudinal sample of young adults (N = 4,532; Mage  = 19.60, SD = 0.85; 55% female). In addition, we applied multigroup models to extend previous findings on different patterns of stability for men versus women and for people with high versus low levels of depressive symptoms. We found evidence for the general pattern of a major proportion of stable and autoregressive trait variance and a smaller yet substantial amount of state variance in self-esteem across 10 years. Furthermore, multigroup models suggested substantial differences in the variance components: Females showed more state variability than males. Individuals with higher levels of depressive symptoms showed more state and less autoregressive trait variance in self-esteem. Results are discussed with respect to the ongoing trait-state debate and possible implications of the group differences that we found in the stability of self-esteem. © 2015 Wiley Periodicals, Inc.

A MISO-ARX-Based Method for Single-Trial Evoked Potential Extraction.

PubMed

Yu, Nannan; Wu, Lingling; Zou, Dexuan; Chen, Ying; Lu, Hanbing

2017-01-01

In this paper, we propose a novel method for solving the single-trial evoked potential (EP) estimation problem. In this method, the single-trial EP is considered as a complex containing many components, which may originate from different functional brain sites; these components can be distinguished according to their respective latencies and amplitudes and are extracted simultaneously by multiple-input single-output autoregressive modeling with exogenous input (MISO-ARX). The extraction process is performed in three stages: first, we use a reference EP as a template and decompose it into a set of components, which serve as subtemplates for the remaining steps. Then, a dictionary is constructed with these subtemplates, and EPs are preliminarily extracted by sparse coding in order to roughly estimate the latency of each component. Finally, the single-trial measurement is parametrically modeled by MISO-ARX while characterizing spontaneous electroencephalographic activity as an autoregression model driven by white noise and with each component of the EP modeled by autoregressive-moving-average filtering of the subtemplates. Once optimized, all components of the EP can be extracted. Compared with ARX, our method has greater tracking capabilities of specific components of the EP complex as each component is modeled individually in MISO-ARX. We provide exhaustive experimental results to show the effectiveness and feasibility of our method.

Modeling and roles of meteorological factors in outbreaks of highly pathogenic avian influenza H5N1.

PubMed

Biswas, Paritosh K; Islam, Md Zohorul; Debnath, Nitish C; Yamage, Mat

2014-01-01

The highly pathogenic avian influenza A virus subtype H5N1 (HPAI H5N1) is a deadly zoonotic pathogen. Its persistence in poultry in several countries is a potential threat: a mutant or genetically reassorted progenitor might cause a human pandemic. Its world-wide eradication from poultry is important to protect public health. The global trend of outbreaks of influenza attributable to HPAI H5N1 shows a clear seasonality. Meteorological factors might be associated with such trend but have not been studied. For the first time, we analyze the role of meteorological factors in the occurrences of HPAI outbreaks in Bangladesh. We employed autoregressive integrated moving average (ARIMA) and multiplicative seasonal autoregressive integrated moving average (SARIMA) to assess the roles of different meteorological factors in outbreaks of HPAI. Outbreaks were modeled best when multiplicative seasonality was incorporated. Incorporation of any meteorological variable(s) as inputs did not improve the performance of any multivariable models, but relative humidity (RH) was a significant covariate in several ARIMA and SARIMA models with different autoregressive and moving average orders. The variable cloud cover was also a significant covariate in two SARIMA models, but air temperature along with RH might be a predictor when moving average (MA) order at lag 1 month is considered.

Vector-Borne Pathogen and Host Evolution in a Structured Immuno-Epidemiological System.

PubMed

Gulbudak, Hayriye; Cannataro, Vincent L; Tuncer, Necibe; Martcheva, Maia

2017-02-01

Vector-borne disease transmission is a common dissemination mode used by many pathogens to spread in a host population. Similar to directly transmitted diseases, the within-host interaction of a vector-borne pathogen and a host's immune system influences the pathogen's transmission potential between hosts via vectors. Yet there are few theoretical studies on virulence-transmission trade-offs and evolution in vector-borne pathogen-host systems. Here, we consider an immuno-epidemiological model that links the within-host dynamics to between-host circulation of a vector-borne disease. On the immunological scale, the model mimics antibody-pathogen dynamics for arbovirus diseases, such as Rift Valley fever and West Nile virus. The within-host dynamics govern transmission and host mortality and recovery in an age-since-infection structured host-vector-borne pathogen epidemic model. By considering multiple pathogen strains and multiple competing host populations differing in their within-host replication rate and immune response parameters, respectively, we derive evolutionary optimization principles for both pathogen and host. Invasion analysis shows that the [Formula: see text] maximization principle holds for the vector-borne pathogen. For the host, we prove that evolution favors minimizing case fatality ratio (CFR). These results are utilized to compute host and pathogen evolutionary trajectories and to determine how model parameters affect evolution outcomes. We find that increasing the vector inoculum size increases the pathogen [Formula: see text], but can either increase or decrease the pathogen virulence (the host CFR), suggesting that vector inoculum size can contribute to virulence of vector-borne diseases in distinct ways.

Manipulation of group-velocity-locked vector dissipative solitons and properties of the generated high-order vector soliton structure.

PubMed

Zhu, S N; Wu, Z C; Fu, S N; Zhao, L M

2018-03-20

Details of various composites of the projections originated from a fundamental group-velocity-locked vector dissipative soliton (GVLVDS) are both experimentally and numerically explored. By combining the projections from the orthogonal polarization components of the GVLVDS, a high-order vector soliton structure with a double-humped pulse profile along one polarization and a single-humped pulse profile along the orthogonal polarization can be observed. Moreover, by de-chirping the composite double-humped pulse, the time separation between the two humps is reduced from 15.36 ps to 1.28 ps, indicating that the frequency chirp of the GVLVDS contributes significantly to the shaping of the double-humped pulse profile.

Functional mapping of reaction norms to multiple environmental signals through nonparametric covariance estimation

PubMed Central

2011-01-01

Background The identification of genes or quantitative trait loci that are expressed in response to different environmental factors such as temperature and light, through functional mapping, critically relies on precise modeling of the covariance structure. Previous work used separable parametric covariance structures, such as a Kronecker product of autoregressive one [AR(1)] matrices, that do not account for interaction effects of different environmental factors. Results We implement a more robust nonparametric covariance estimator to model these interactions within the framework of functional mapping of reaction norms to two signals. Our results from Monte Carlo simulations show that this estimator can be useful in modeling interactions that exist between two environmental signals. The interactions are simulated using nonseparable covariance models with spatio-temporal structural forms that mimic interaction effects. Conclusions The nonparametric covariance estimator has an advantage over separable parametric covariance estimators in the detection of QTL location, thus extending the breadth of use of functional mapping in practical settings. PMID:21269481

Application of Lanczos vectors to control design of flexible structures, part 2

NASA Technical Reports Server (NTRS)

Craig, Roy R., Jr.; Su, Tzu-Jeng

1992-01-01

This report covers the period of the grant from January 1991 until its expiration in June 1992. Together with an Interim Report (Ref. 9), it summarizes the research conducted under NASA Grant NAG9-357 on the topic 'Application of Lanczos Vectors to Control Design of Flexible Structures.' The research concerns various ways to obtain reduced-order mathematical models of complex structures for use in dynamics analysis and in the design of control systems for these structures. This report summarizes the research.

Secular Stellar Dynamics near a Massive Black Hole

NASA Astrophysics Data System (ADS)

Madigan, Ann-Marie; Hopman, Clovis; Levin, Yuri

2011-09-01

The angular momentum evolution of stars close to massive black holes (MBHs) is driven by secular torques. In contrast to two-body relaxation, where interactions between stars are incoherent, the resulting resonant relaxation (RR) process is characterized by coherence times of hundreds of orbital periods. In this paper, we show that all the statistical properties of RR can be reproduced in an autoregressive moving average (ARMA) model. We use the ARMA model, calibrated with extensive N-body simulations, to analyze the long-term evolution of stellar systems around MBHs with Monte Carlo simulations. We show that for a single-mass system in steady state, a depression is carved out near an MBH as a result of tidal disruptions. Using Galactic center parameters, the extent of the depression is about 0.1 pc, of similar order to but less than the size of the observed "hole" in the distribution of bright late-type stars. We also find that the velocity vectors of stars around an MBH are locally not isotropic. In a second application, we evolve the highly eccentric orbits that result from the tidal disruption of binary stars, which are considered to be plausible precursors of the "S-stars" in the Galactic center. We find that RR predicts more highly eccentric (e > 0.9) S-star orbits than have been observed to date.

Revealing Real-Time Emotional Responses: a Personalized Assessment based on Heartbeat Dynamics

NASA Astrophysics Data System (ADS)

Valenza, Gaetano; Citi, Luca; Lanatá, Antonio; Scilingo, Enzo Pasquale; Barbieri, Riccardo

2014-05-01

Emotion recognition through computational modeling and analysis of physiological signals has been widely investigated in the last decade. Most of the proposed emotion recognition systems require relatively long-time series of multivariate records and do not provide accurate real-time characterizations using short-time series. To overcome these limitations, we propose a novel personalized probabilistic framework able to characterize the emotional state of a subject through the analysis of heartbeat dynamics exclusively. The study includes thirty subjects presented with a set of standardized images gathered from the international affective picture system, alternating levels of arousal and valence. Due to the intrinsic nonlinearity and nonstationarity of the RR interval series, a specific point-process model was devised for instantaneous identification considering autoregressive nonlinearities up to the third-order according to the Wiener-Volterra representation, thus tracking very fast stimulus-response changes. Features from the instantaneous spectrum and bispectrum, as well as the dominant Lyapunov exponent, were extracted and considered as input features to a support vector machine for classification. Results, estimating emotions each 10 seconds, achieve an overall accuracy in recognizing four emotional states based on the circumplex model of affect of 79.29%, with 79.15% on the valence axis, and 83.55% on the arousal axis.

Revealing real-time emotional responses: a personalized assessment based on heartbeat dynamics.

PubMed

Valenza, Gaetano; Citi, Luca; Lanatá, Antonio; Scilingo, Enzo Pasquale; Barbieri, Riccardo

2014-05-21

Emotion recognition through computational modeling and analysis of physiological signals has been widely investigated in the last decade. Most of the proposed emotion recognition systems require relatively long-time series of multivariate records and do not provide accurate real-time characterizations using short-time series. To overcome these limitations, we propose a novel personalized probabilistic framework able to characterize the emotional state of a subject through the analysis of heartbeat dynamics exclusively. The study includes thirty subjects presented with a set of standardized images gathered from the international affective picture system, alternating levels of arousal and valence. Due to the intrinsic nonlinearity and nonstationarity of the RR interval series, a specific point-process model was devised for instantaneous identification considering autoregressive nonlinearities up to the third-order according to the Wiener-Volterra representation, thus tracking very fast stimulus-response changes. Features from the instantaneous spectrum and bispectrum, as well as the dominant Lyapunov exponent, were extracted and considered as input features to a support vector machine for classification. Results, estimating emotions each 10 seconds, achieve an overall accuracy in recognizing four emotional states based on the circumplex model of affect of 79.29%, with 79.15% on the valence axis, and 83.55% on the arousal axis.

Analysis of Factors Influencing PM2.5 in Beijing: A Microcosmic and Dynamic Perspective for Sustainable Development

NASA Astrophysics Data System (ADS)

Wang, Yani; Wang, Jun; Tao, Guiping

2017-12-01

Haze pollution has become a hot issue concerned with the process of modernization and one serious problem requiring urgent solution, especially in Beijing. PM2.5 is the main reason causing haze and its harm. Although there has been research centering on factors affecting PM2.5, little attention has been devoted to the microcosmic and dynamic effects on it. Vector auto-regression (VAR) mode is applied in this study to explore the interaction between PM2.5, PM10, SO2, CO and NO2. Results of Granger causality tests tell that there exists causal relationship between PM10, SO2, CO, NO2 and PM2.5. Impulse response functions (IRFs) show that the response of PM2.5 to a shock in CO is positive and large in the short period, while the reaction of PM2.5 to a shock in SO2 increases over time. Meanwhile, variance decomposition indicate that PM2.5 is more closely related to CO in the short term while SO2’ influence accounts for a higher proportion in the long run. The findings provide a novel perspective to analyze the factors influencing PM2.5 dynamically and contribute to a better understanding of haze and its relationship with sustainable development.

Motion prediction in MRI-guided radiotherapy based on interleaved orthogonal cine-MRI

NASA Astrophysics Data System (ADS)

Seregni, M.; Paganelli, C.; Lee, D.; Greer, P. B.; Baroni, G.; Keall, P. J.; Riboldi, M.

2016-01-01

In-room cine-MRI guidance can provide non-invasive target localization during radiotherapy treatment. However, in order to cope with finite imaging frequency and system latencies between target localization and dose delivery, tumour motion prediction is required. This work proposes a framework for motion prediction dedicated to cine-MRI guidance, aiming at quantifying the geometric uncertainties introduced by this process for both tumour tracking and beam gating. The tumour position, identified through scale invariant features detected in cine-MRI slices, is estimated at high-frequency (25 Hz) using three independent predictors, one for each anatomical coordinate. Linear extrapolation, auto-regressive and support vector machine algorithms are compared against systems that use no prediction or surrogate-based motion estimation. Geometric uncertainties are reported as a function of image acquisition period and system latency. Average results show that the tracking error RMS can be decreased down to a [0.2; 1.2] mm range, for acquisition periods between 250 and 750 ms and system latencies between 50 and 300 ms. Except for the linear extrapolator, tracking and gating prediction errors were, on average, lower than those measured for surrogate-based motion estimation. This finding suggests that cine-MRI guidance, combined with appropriate prediction algorithms, could relevantly decrease geometric uncertainties in motion compensated treatments.

Age Differences in Day-To-Day Speed-Accuracy Tradeoffs: Results from the COGITO Study.

PubMed

Ghisletta, Paolo; Joly-Burra, Emilie; Aichele, Stephen; Lindenberger, Ulman; Schmiedek, Florian

2018-04-23

We examined adult age differences in day-to-day adjustments in speed-accuracy tradeoffs (SAT) on a figural comparison task. Data came from the COGITO study, with over 100 younger and 100 older adults, assessed for over 100 days. Participants were given explicit feedback about their completion time and accuracy each day after task completion. We applied a multivariate vector auto-regressive model of order 1 to the daily mean reaction time (RT) and daily accuracy scores together, within each age group. We expected that participants adjusted their SAT if the two cross-regressive parameters from RT (or accuracy) on day t-1 of accuracy (or RT) on day t were sizable and negative. We found that: (a) the temporal dependencies of both accuracy and RT were quite strong in both age groups; (b) younger adults showed an effect of their accuracy on day t-1 on their RT on day t, a pattern that was in accordance with adjustments of their SAT; (c) older adults did not appear to adjust their SAT; (d) these effects were partly associated with reliable individual differences within each age group. We discuss possible explanations for older adults' reluctance to recalibrate speed and accuracy on a day-to-day basis.

The relationship between CO2 emission, energy consumption and economic growth in Malaysia: a three-way linkage approach.

PubMed

Sulaiman, Chindo; Abdul-Rahim, A S

2017-11-01

This study examines the three-way linkage relationships between CO 2 emission, energy consumption and economic growth in Malaysia, covering the 1975-2015 period. An autoregressive distributed lag approach was employed to achieve the objective of the study and gauged by dynamic ordinary least squares. Additionally, vector error correction model, variance decompositions and impulse response functions were employed to further examine the relationship between the interest variables. The findings show that economic growth is neither influenced by energy consumption nor by CO 2 emission. Energy consumption is revealed to be an increasing function of CO 2 emission. Whereas, CO 2 emission positively and significantly depends on energy consumption and economic growth. This implies that CO 2 emission increases with an increase in both energy consumption and economic growth. Conclusively, the main drivers of CO 2 emission in Malaysia are proven to be energy consumption and economic growth. Therefore, renewable energy sources ought to be considered by policy makers to curb emission from the current non-renewable sources. Wind and biomass can be explored as they are viable sources. Energy efficiency and savings should equally be emphasised and encouraged by policy makers. Lastly, growth-related policies that target emission reduction are also recommended.

Multiscale Granger causality

NASA Astrophysics Data System (ADS)

Faes, Luca; Nollo, Giandomenico; Stramaglia, Sebastiano; Marinazzo, Daniele

2017-10-01

In the study of complex physical and biological systems represented by multivariate stochastic processes, an issue of great relevance is the description of the system dynamics spanning multiple temporal scales. While methods to assess the dynamic complexity of individual processes at different time scales are well established, multiscale analysis of directed interactions has never been formalized theoretically, and empirical evaluations are complicated by practical issues such as filtering and downsampling. Here we extend the very popular measure of Granger causality (GC), a prominent tool for assessing directed lagged interactions between joint processes, to quantify information transfer across multiple time scales. We show that the multiscale processing of a vector autoregressive (AR) process introduces a moving average (MA) component, and describe how to represent the resulting ARMA process using state space (SS) models and to combine the SS model parameters for computing exact GC values at arbitrarily large time scales. We exploit the theoretical formulation to identify peculiar features of multiscale GC in basic AR processes, and demonstrate with numerical simulations the much larger estimation accuracy of the SS approach compared to pure AR modeling of filtered and downsampled data. The improved computational reliability is exploited to disclose meaningful multiscale patterns of information transfer between global temperature and carbon dioxide concentration time series, both in paleoclimate and in recent years.

Correntropy-based partial directed coherence for testing multivariate Granger causality in nonlinear processes

NASA Astrophysics Data System (ADS)

Kannan, Rohit; Tangirala, Arun K.

2014-06-01

Identification of directional influences in multivariate systems is of prime importance in several applications of engineering and sciences such as plant topology reconstruction, fault detection and diagnosis, and neurosciences. A spectrum of related directionality measures, ranging from linear measures such as partial directed coherence (PDC) to nonlinear measures such as transfer entropy, have emerged over the past two decades. The PDC-based technique is simple and effective, but being a linear directionality measure has limited applicability. On the other hand, transfer entropy, despite being a robust nonlinear measure, is computationally intensive and practically implementable only for bivariate processes. The objective of this work is to develop a nonlinear directionality measure, termed as KPDC, that possesses the simplicity of PDC but is still applicable to nonlinear processes. The technique is founded on a nonlinear measure called correntropy, a recently proposed generalized correlation measure. The proposed method is equivalent to constructing PDC in a kernel space where the PDC is estimated using a vector autoregressive model built on correntropy. A consistent estimator of the KPDC is developed and important theoretical results are established. A permutation scheme combined with the sequential Bonferroni procedure is proposed for testing hypothesis on absence of causality. It is demonstrated through several case studies that the proposed methodology effectively detects Granger causality in nonlinear processes.

TIME-DOMAIN METHODS FOR DIFFUSIVE TRANSPORT IN SOFT MATTER

PubMed Central

Fricks, John; Yao, Lingxing; Elston, Timothy C.; Gregory Forest, And M.

2015-01-01

Passive microrheology [12] utilizes measurements of noisy, entropic fluctuations (i.e., diffusive properties) of micron-scale spheres in soft matter to infer bulk frequency-dependent loss and storage moduli. Here, we are concerned exclusively with diffusion of Brownian particles in viscoelastic media, for which the Mason-Weitz theoretical-experimental protocol is ideal, and the more challenging inference of bulk viscoelastic moduli is decoupled. The diffusive theory begins with a generalized Langevin equation (GLE) with a memory drag law specified by a kernel [7, 16, 22, 23]. We start with a discrete formulation of the GLE as an autoregressive stochastic process governing microbead paths measured by particle tracking. For the inverse problem (recovery of the memory kernel from experimental data) we apply time series analysis (maximum likelihood estimators via the Kalman filter) directly to bead position data, an alternative to formulas based on mean-squared displacement statistics in frequency space. For direct modeling, we present statistically exact GLE algorithms for individual particle paths as well as statistical correlations for displacement and velocity. Our time-domain methods rest upon a generalization of well-known results for a single-mode exponential kernel [1, 7, 22, 23] to an arbitrary M-mode exponential series, for which the GLE is transformed to a vector Ornstein-Uhlenbeck process. PMID:26412904

The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy.

PubMed

Garcia, David; Tessone, Claudio J; Mavrodiev, Pavlin; Perony, Nicolas

2014-10-06

What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique possibility to measure socio-economic signals from such digital traces. Here, we focus on Bitcoin, the most popular cryptocurrency. Bitcoin has experienced periods of rapid increase in exchange rates (price) followed by sharp decline; we hypothesize that these fluctuations are largely driven by the interplay between different social phenomena. We thus quantify four socio-economic signals about Bitcoin from large datasets: price on online exchanges, volume of word-of-mouth communication in online social media, volume of information search and user base growth. By using vector autoregression, we identify two positive feedback loops that lead to price bubbles in the absence of exogenous stimuli: one driven by word of mouth, and the other by new Bitcoin adopters. We also observe that spikes in information search, presumably linked to external events, precede drastic price declines. Understanding the interplay between the socio-economic signals we measured can lead to applications beyond cryptocurrencies to other phenomena that leave digital footprints, such as online social network usage. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy

PubMed Central

Garcia, David; Tessone, Claudio J.; Mavrodiev, Pavlin; Perony, Nicolas

2014-01-01

What is the role of social interactions in the creation of price bubbles? Answering this question requires obtaining collective behavioural traces generated by the activity of a large number of actors. Digital currencies offer a unique possibility to measure socio-economic signals from such digital traces. Here, we focus on Bitcoin, the most popular cryptocurrency. Bitcoin has experienced periods of rapid increase in exchange rates (price) followed by sharp decline; we hypothesize that these fluctuations are largely driven by the interplay between different social phenomena. We thus quantify four socio-economic signals about Bitcoin from large datasets: price on online exchanges, volume of word-of-mouth communication in online social media, volume of information search and user base growth. By using vector autoregression, we identify two positive feedback loops that lead to price bubbles in the absence of exogenous stimuli: one driven by word of mouth, and the other by new Bitcoin adopters. We also observe that spikes in information search, presumably linked to external events, precede drastic price declines. Understanding the interplay between the socio-economic signals we measured can lead to applications beyond cryptocurrencies to other phenomena that leave digital footprints, such as online social network usage. PMID:25100315

A statistical-textural-features based approach for classification of solid drugs using surface microscopic images.

PubMed

Tahir, Fahima; Fahiem, Muhammad Abuzar

2014-01-01

The quality of pharmaceutical products plays an important role in pharmaceutical industry as well as in our lives. Usage of defective tablets can be harmful for patients. In this research we proposed a nondestructive method to identify defective and nondefective tablets using their surface morphology. Three different environmental factors temperature, humidity and moisture are analyzed to evaluate the performance of the proposed method. Multiple textural features are extracted from the surface of the defective and nondefective tablets. These textural features are gray level cooccurrence matrix, run length matrix, histogram, autoregressive model and HAAR wavelet. Total textural features extracted from images are 281. We performed an analysis on all those 281, top 15, and top 2 features. Top 15 features are extracted using three different feature reduction techniques: chi-square, gain ratio and relief-F. In this research we have used three different classifiers: support vector machine, K-nearest neighbors and naïve Bayes to calculate the accuracies against proposed method using two experiments, that is, leave-one-out cross-validation technique and train test models. We tested each classifier against all selected features and then performed the comparison of their results. The experimental work resulted in that in most of the cases SVM performed better than the other two classifiers.

Longitudinal studies of anger and attention span: context and informant effects.

PubMed

Kim, Jungmeen; Mullineaux, Paula Y; Allen, Ben; Deater-Deckard, Kirby

2010-04-01

This study examined stabilities of informant and context (home vs. classroom) latent factors regarding anger and attention. Participants included children from the National Institute of Child Health and Development Study of Early Child Care and Youth Development who were measured at 54 months, first grade, and third grade. Latent factors of anger and attention span were structured using different indicators based on mothers', fathers', caregivers', teachers', and observers' reports. We used structural equation modeling to examine the autoregressive effects within a context (stability), the concurrent associations between home and classroom contexts, and informant effects. The results indicated that for both anger and attention (1) there were significant informant effects that influenced stability in a context, (2) there was higher stability in home context than nonhome context, and (3) stability within a context increased over time. The findings suggested that anger was more prone to context effects and informant effects than attention.

The compass rose pattern in electricity prices.

PubMed

Batten, Jonathan A; Hamada, Mahmoud

2009-12-01

The "compass rose pattern" is known to appear in the phase portraits, or scatter diagrams, of the high-frequency returns of financial series. We first show that this pattern is also present in the returns of spot electricity prices. Early researchers investigating these phenomena hoped that these patterns signaled the presence of rich dynamics, possibly chaotic or fractal in nature. Although there is a definite autoregressive and conditional heteroscedasticity structure in electricity returns, we find that after simple filtering no pattern remains. While the series is non-normal in terms of their distribution and statistical tests fail to identify significant chaos, there is evidence of fractal structures in periodic price returns when measured over the trading day. The phase diagram of the filtered returns provides a useful visual check on independence, a property necessary for pricing and trading derivatives and portfolio construction, as well as providing useful insights into the market dynamics.

Tsetse flies: genetics, evolution, and role as vectors.

PubMed

Krafsur, E S

2009-01-01

Tsetse flies (Diptera: Glossinidae) are an ancient taxon of one genus, Glossina, and limited species diversity. All are exclusively haematophagous and confined to sub-Saharan Africa. The Glossina are the principal vectors of African trypanosomes Trypanosoma sp. (Kinetoplastida: Trypanosomatidae) and as such, are of great medical and economic importance. Clearly tsetse flies and trypanosomes are coadapted and evolutionary interactions between them are manifest. Numerous clonally reproducing strains of Trypanosoma sp. exist and their genetic diversities and spatial distributions are inadequately known. Here I review the breeding structures of the principle trypanosome vectors, G. morsitans s.l., G. pallidipes, G. palpalis s.l. and G. fuscipes fuscipes. All show highly structured populations among which there is surprisingly little detectable gene flow. Rather less is known of the breeding structure of T. brucei sensu lato vis à vis their vector tsetse flies but many genetically differentiated strains exist in nature. Genetic recombination in Trypanosoma via meiosis has recently been demonstrated in the laboratory thereby furnishing a mechanism of strain differentiation in addition to that of simple mutation. Spatially and genetically representative sampling of both trypanosome species and strains and their Glossina vectors is a major barrier to a comprehensive understanding of their mutual relationships.

Tsetse flies: Genetics, evolution, and role as vectors

PubMed Central

Krafsur, E. S.

2009-01-01

Tsetse flies (Diptera: Glossinidae) are an ancient taxon of one genus, Glossina, and limited species diversity. All are exclusively haematophagous and confined to sub-Saharan Africa. The Glossina are the principal vectors of African trypanosomes Trypanosoma sp (Kinetoplastida: Trypanosomatidae) and as such, are of great medical and economic importance. Clearly tsetse flies and trypanosomes are coadapted and evolutionary interactions between them are manifest. Numerous clonally reproducing strains of Trypanosoma sp exist and their genetic diversities and spatial distributions are inadequately known. Here I review the breeding structures of the principle trypanosome vectors, G. morsitans s.l., G. pallidipes, G. palpalis s.l. and G. fuscipes fuscipes. All show highly structured populations among which there is surprisingly little detectable gene flow. Rather less is known of the breeding structure of T. brucei sensu lato vis à vis their vector tsetse flies but many genetically differentiated strains exist in nature. Genetic recombination in Trypanosoma via meiosis has recently been demonstrated in the laboratory thereby furnishing a mechanism of strain differentiation in addition to that of simple mutation. Spatially and genetically representative sampling of both trypanosome species and strains and their Glossina vectors is a major barrier to a comprehensive understanding of their mutual relationships. PMID:18992846

[Going into the 21st century: should one dream or act?].

PubMed

Coosemans, M

1991-01-01

A historical review of vector control is made. Despite the available tools, vector borne diseases are still a priority in Public Health. Magic tools, like DDT, were often misused. Adapted strategies and structures for vector control are now required. Progress will mainly result from research and evaluation done in the framework of vector control programmes. Discovery of new tools will find in these operational programmes a point of fall for their application.

System Theoretic Models for High Density VLSI Structures

DTIC Science & Technology

1989-01-01

vector is also called a stable We first present a simple example to help visualize how vector of the AMN. The set of all stable vectors is denoted these...New York: Springer- Verlag. 1978. 1980 [34] B. De Finetti. "Funtzione catatteristica di un fenomeno aleato- , [16] W A Little. "The existence of

Computational mechanics analysis tools for parallel-vector supercomputers

NASA Technical Reports Server (NTRS)

Storaasli, O. O.; Nguyen, D. T.; Baddourah, M. A.; Qin, J.

1993-01-01

Computational algorithms for structural analysis on parallel-vector supercomputers are reviewed. These parallel algorithms, developed by the authors, are for the assembly of structural equations, 'out-of-core' strategies for linear equation solution, massively distributed-memory equation solution, unsymmetric equation solution, general eigen-solution, geometrically nonlinear finite element analysis, design sensitivity analysis for structural dynamics, optimization algorithm and domain decomposition. The source code for many of these algorithms is available from NASA Langley.

The very good property for parabolic vector bundles over curves

NASA Astrophysics Data System (ADS)

Soibelman, Alexander

2018-06-01

The purpose of this note is to extend Beilinson and Drinfeld's "very good" property to moduli stacks of parabolic vector bundles on curves of genuses g = 0 and g = 1. Beilinson and Drinfeld show that for g > 1 a trivial parabolic structure is sufficient for the moduli stacks to be "very good." We give a sufficient condition on the parabolic structure for this property to hold in the case of nontrivial parabolic structure.

Automatic differentiation for design sensitivity analysis of structural systems using multiple processors

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.; Storaasli, Olaf O.; Qin, Jiangning; Qamar, Ramzi

1994-01-01

An automatic differentiation tool (ADIFOR) is incorporated into a finite element based structural analysis program for shape and non-shape design sensitivity analysis of structural systems. The entire analysis and sensitivity procedures are parallelized and vectorized for high performance computation. Small scale examples to verify the accuracy of the proposed program and a medium scale example to demonstrate the parallel vector performance on multiple CRAY C90 processors are included.

Real time damage detection using recursive principal components and time varying auto-regressive modeling

NASA Astrophysics Data System (ADS)

Krishnan, M.; Bhowmik, B.; Hazra, B.; Pakrashi, V.

2018-02-01

In this paper, a novel baseline free approach for continuous online damage detection of multi degree of freedom vibrating structures using Recursive Principal Component Analysis (RPCA) in conjunction with Time Varying Auto-Regressive Modeling (TVAR) is proposed. In this method, the acceleration data is used to obtain recursive proper orthogonal components online using rank-one perturbation method, followed by TVAR modeling of the first transformed response, to detect the change in the dynamic behavior of the vibrating system from its pristine state to contiguous linear/non-linear-states that indicate damage. Most of the works available in the literature deal with algorithms that require windowing of the gathered data owing to their data-driven nature which renders them ineffective for online implementation. Algorithms focussed on mathematically consistent recursive techniques in a rigorous theoretical framework of structural damage detection is missing, which motivates the development of the present framework that is amenable for online implementation which could be utilized along with suite experimental and numerical investigations. The RPCA algorithm iterates the eigenvector and eigenvalue estimates for sample covariance matrices and new data point at each successive time instants, using the rank-one perturbation method. TVAR modeling on the principal component explaining maximum variance is utilized and the damage is identified by tracking the TVAR coefficients. This eliminates the need for offline post processing and facilitates online damage detection especially when applied to streaming data without requiring any baseline data. Numerical simulations performed on a 5-dof nonlinear system under white noise excitation and El Centro (also known as 1940 Imperial Valley earthquake) excitation, for different damage scenarios, demonstrate the robustness of the proposed algorithm. The method is further validated on results obtained from case studies involving experiments performed on a cantilever beam subjected to earthquake excitation; a two-storey benchscale model with a TMD and, data from recorded responses of UCLA factor building demonstrate the efficacy of the proposed methodology as an ideal candidate for real time, reference free structural health monitoring.

Development and Application of Modern Optimal Controllers for a Membrane Structure Using Vector Second Order Form

NASA Astrophysics Data System (ADS)

Ferhat, Ipar

With increasing advancement in material science and computational power of current computers that allows us to analyze high dimensional systems, very light and large structures are being designed and built for aerospace applications. One example is a reflector of a space telescope that is made of membrane structures. These reflectors are light and foldable which makes the shipment easy and cheaper unlike traditional reflectors made of glass or other heavy materials. However, one of the disadvantages of membranes is that they are very sensitive to external changes, such as thermal load or maneuvering of the space telescope. These effects create vibrations that dramatically affect the performance of the reflector. To overcome vibrations in membranes, in this work, piezoelectric actuators are used to develop distributed controllers for membranes. These actuators generate bending effects to suppress the vibration. The actuators attached to a membrane are relatively thick which makes the system heterogeneous; thus, an analytical solution cannot be obtained to solve the partial differential equation of the system. Therefore, the Finite Element Model is applied to obtain an approximate solution for the membrane actuator system. Another difficulty that arises with very flexible large structures is the dimension of the discretized system. To obtain an accurate result, the system needs to be discretized using smaller segments which makes the dimension of the system very high. This issue will persist as long as the improving technology will allow increasingly complex and large systems to be designed and built. To deal with this difficulty, the analysis of the system and controller development to suppress the vibration are carried out using vector second order form as an alternative to vector first order form. In vector second order form, the number of equations that need to be solved are half of the number equations in vector first order form. Analyzing the system for control characteristics such as stability, controllability and observability is a key step that needs to be carried out before developing a controller. This analysis determines what kind of system is being modeled and the appropriate approach for controller development. Therefore, accuracy of the system analysis is very crucial. The results of the system analysis using vector second order form and vector first order form show the computational advantages of using vector second order form. Using similar concepts, LQR and LQG controllers, that are developed to suppress the vibration, are derived using vector second order form. To develop a controller using vector second order form, two different approaches are used. One is reducing the size of the Algebraic Riccati Equation to half by partitioning the solution matrix. The other approach is using the Hamiltonian method directly in vector second order form. Controllers are developed using both approaches and compared to each other. Some simple solutions for special cases are derived for vector second order form using the reduced Algebraic Riccati Equation. The advantages and drawbacks of both approaches are explained through examples. System analysis and controller applications are carried out for a square membrane system with four actuators. Two different systems with different actuator locations are analyzed. One system has the actuators at the corners of the membrane, the other has the actuators away from the corners. The structural and control effect of actuator locations are demonstrated with mode shapes and simulations. The results of the controller applications and the comparison of the vector first order form with the vector second order form demonstrate the efficacy of the controllers.

Parallel-vector solution of large-scale structural analysis problems on supercomputers

NASA Technical Reports Server (NTRS)

Storaasli, Olaf O.; Nguyen, Duc T.; Agarwal, Tarun K.

1989-01-01

A direct linear equation solution method based on the Choleski factorization procedure is presented which exploits both parallel and vector features of supercomputers. The new equation solver is described, and its performance is evaluated by solving structural analysis problems on three high-performance computers. The method has been implemented using Force, a generic parallel FORTRAN language.

Dual linear structured support vector machine tracking method via scale correlation filter

NASA Astrophysics Data System (ADS)

Li, Weisheng; Chen, Yanquan; Xiao, Bin; Feng, Chen

2018-01-01

Adaptive tracking-by-detection methods based on structured support vector machine (SVM) performed well on recent visual tracking benchmarks. However, these methods did not adopt an effective strategy of object scale estimation, which limits the overall tracking performance. We present a tracking method based on a dual linear structured support vector machine (DLSSVM) with a discriminative scale correlation filter. The collaborative tracker comprised of a DLSSVM model and a scale correlation filter obtains good results in tracking target position and scale estimation. The fast Fourier transform is applied for detection. Extensive experiments show that our tracking approach outperforms many popular top-ranking trackers. On a benchmark including 100 challenging video sequences, the average precision of the proposed method is 82.8%.

Discrete Data Transfer Technique for Fluid-Structure Interaction

NASA Technical Reports Server (NTRS)

Samareh, Jamshid A.

2007-01-01

This paper presents a general three-dimensional algorithm for data transfer between dissimilar meshes. The algorithm is suitable for applications of fluid-structure interaction and other high-fidelity multidisciplinary analysis and optimization. Because the algorithm is independent of the mesh topology, we can treat structured and unstructured meshes in the same manner. The algorithm is fast and accurate for transfer of scalar or vector fields between dissimilar surface meshes. The algorithm is also applicable for the integration of a scalar field (e.g., coefficients of pressure) on one mesh and injection of the resulting vectors (e.g., force vectors) onto another mesh. The author has implemented the algorithm in a C++ computer code. This paper contains a complete formulation of the algorithm with a few selected results.

Genetic variation in arthropod vectors of disease-causing organisms: obstacles and opportunities.

PubMed Central

Gooding, R H

1996-01-01

An overview of the genetic variation in arthropods that transmit pathogens to vertebrates is presented, emphasizing the genetics of vector-pathogen relationships and the biochemical genetics of vectors. Vector-pathogen interactions are reviewed briefly as a prelude to a discussion of the genetics of susceptibility and refractoriness in vectors. Susceptibility to pathogens is controlled by maternally inherited factors, sex-linked dominant alleles, and dominant and recessive autosomal genes. There is widespread interpopulation (including intercolony) and temporal variation in susceptibility to pathogens. The amount of biochemical genetic variation in vectors is similar to that found in other invertebrates. However, the amount varies widely among species, among populations within species, and temporally within populations. Biochemical genetic studies show that there is considerable genetic structuring of many vectors at the local, regional, and global levels. It is argued that genetic variation in vectors is critical in understanding vector-pathogen interactions and that genetic variation in vectors creates both obstacles to and opportunities for application of genetic techniques to the control of vectors. PMID:8809462

Level shift two-components autoregressive conditional heteroscedasticity modelling for WTI crude oil market

NASA Astrophysics Data System (ADS)

Sin, Kuek Jia; Cheong, Chin Wen; Hooi, Tan Siow

2017-04-01

This study aims to investigate the crude oil volatility using a two components autoregressive conditional heteroscedasticity (ARCH) model with the inclusion of abrupt jump feature. The model is able to capture abrupt jumps, news impact, clustering volatility, long persistence volatility and heavy-tailed distributed error which are commonly observed in the crude oil time series. For the empirical study, we have selected the WTI crude oil index from year 2000 to 2016. The results found that by including the multiple-abrupt jumps in ARCH model, there are significant improvements of estimation evaluations as compared with the standard ARCH models. The outcomes of this study can provide useful information for risk management and portfolio analysis in the crude oil markets.

Asymmetric impact of rainfall on India's food grain production: evidence from quantile autoregressive distributed lag model

NASA Astrophysics Data System (ADS)

Pal, Debdatta; Mitra, Subrata Kumar

2018-01-01

This study used a quantile autoregressive distributed lag (QARDL) model to capture asymmetric impact of rainfall on food production in India. It was found that the coefficient corresponding to the rainfall in the QARDL increased till the 75th quantile and started decreasing thereafter, though it remained in the positive territory. Another interesting finding is that at the 90th quantile and above the coefficients of rainfall though remained positive was not statistically significant and therefore, the benefit of high rainfall on crop production was not conclusive. However, the impact of other determinants, such as fertilizer and pesticide consumption, is quite uniform over the whole range of the distribution of food grain production.

On-line algorithms for forecasting hourly loads of an electric utility

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

Vemuri, S.; Huang, W.L.; Nelson, D.J.

A method that lends itself to on-line forecasting of hourly electric loads is presented, and the results of its use are compared to models developed using the Box-Jenkins method. The method consits of processing the historical hourly loads with a sequential least-squares estimator to identify a finite-order autoregressive model which, in turn, is used to obtain a parsimonious autoregressive-moving average model. The method presented has several advantages in comparison with the Box-Jenkins method including much-less human intervention, improved model identification, and better results. The method is also more robust in that greater confidence can be placed in the accuracy ofmore » models based upon the various measures available at the identification stage.« less

Decomposition of group-velocity-locked-vector-dissipative solitons and formation of the high-order soliton structure by the product of their recombination.

PubMed

Wang, Xuan; Li, Lei; Geng, Ying; Wang, Hanxiao; Su, Lei; Zhao, Luming

2018-02-01

By using a polarization manipulation and projection system, we numerically decomposed the group-velocity-locked-vector-dissipative solitons (GVLVDSs) from a normal dispersion fiber laser and studied the combination of the projections of the phase-modulated components of the GVLVDS through a polarization beam splitter. Pulses with a structure similar to a high-order vector soliton could be obtained, which could be considered as a pseudo-high-order GVLVDS. It is found that, although GVLVDSs are intrinsically different from group-velocity-locked-vector solitons generated in fiber lasers operated in the anomalous dispersion regime, similar characteristics for the generation of pseudo-high-order GVLVDS are obtained. However, pulse chirp plays a significant role on the generation of pseudo-high-order GVLVDS.

Influence of sequence and size of DNA on packaging efficiency of parvovirus MVM-based vectors.

PubMed

Brandenburger, A; Coessens, E; El Bakkouri, K; Velu, T

1999-05-01

We have derived a vector from the autonomous parvovirus MVM(p), which expresses human IL-2 specifically in transformed cells (Russell et al., J. Virol 1992;66:2821-2828). Testing the therapeutic potential of these vectors in vivo requires high-titer stocks. Stocks with a titer of 10(9) can be obtained after concentration and purification (Avalosse et al., J. Virol. Methods 1996;62:179-183), but this method requires large culture volumes and cannot easily be scaled up. We wanted to increase the production of recombinant virus at the initial transfection step. Poor vector titers could be due to inadequate genome amplification or to inefficient packaging. Here we show that intracellular amplification of MVM vector genomes is not the limiting factor for vector production. Several vector genomes of different size and/or structure were amplified to an equal extent. Their amplification was also equivalent to that of a cotransfected wild-type genome. We did not observe any interference between vector and wild-type genomes at the level of DNA amplification. Despite equivalent genome amplification, vector titers varied greatly between the different genomes, presumably owing to differences in packaging efficiency. Genomes with a size close to 100% that of wild type were packaged most efficiently with loss of efficiency at lower and higher sizes. However, certain genomes of identical size showed different packaging efficiencies, illustrating the importance of the DNA sequence, and probably its structure.

Estimation of relative order tensors, and reconstruction of vectors in space using unassigned RDC data and its application

NASA Astrophysics Data System (ADS)

Miao, Xijiang; Mukhopadhyay, Rishi; Valafar, Homayoun

2008-10-01

Advances in NMR instrumentation and pulse sequence design have resulted in easier acquisition of Residual Dipolar Coupling (RDC) data. However, computational and theoretical analysis of this type of data has continued to challenge the international community of investigators because of their complexity and rich information content. Contemporary use of RDC data has required a-priori assignment, which significantly increases the overall cost of structural analysis. This article introduces a novel algorithm that utilizes unassigned RDC data acquired from multiple alignment media ( nD-RDC, n ⩾ 3) for simultaneous extraction of the relative order tensor matrices and reconstruction of the interacting vectors in space. Estimation of the relative order tensors and reconstruction of the interacting vectors can be invaluable in a number of endeavors. An example application has been presented where the reconstructed vectors have been used to quantify the fitness of a template protein structure to the unknown protein structure. This work has other important direct applications such as verification of the novelty of an unknown protein and validation of the accuracy of an available protein structure model in drug design. More importantly, the presented work has the potential to bridge the gap between experimental and computational methods of structure determination.

The Vector Space as a Unifying Concept in School Mathematics.

ERIC Educational Resources Information Center

Riggle, Timothy Andrew

The purpose of this study was to show how the concept of vector space can serve as a unifying thread for mathematics programs--elementary school to pre-calculus college level mathematics. Indicated are a number of opportunities to demonstrate how emphasis upon the vector space structure can enhance the organization of the mathematics curriculum.…

Inference of Gene Regulatory Networks Incorporating Multi-Source Biological Knowledge via a State Space Model with L1 Regularization

PubMed Central

Hasegawa, Takanori; Yamaguchi, Rui; Nagasaki, Masao; Miyano, Satoru; Imoto, Seiya

2014-01-01

Comprehensive understanding of gene regulatory networks (GRNs) is a major challenge in the field of systems biology. Currently, there are two main approaches in GRN analysis using time-course observation data, namely an ordinary differential equation (ODE)-based approach and a statistical model-based approach. The ODE-based approach can generate complex dynamics of GRNs according to biologically validated nonlinear models. However, it cannot be applied to ten or more genes to simultaneously estimate system dynamics and regulatory relationships due to the computational difficulties. The statistical model-based approach uses highly abstract models to simply describe biological systems and to infer relationships among several hundreds of genes from the data. However, the high abstraction generates false regulations that are not permitted biologically. Thus, when dealing with several tens of genes of which the relationships are partially known, a method that can infer regulatory relationships based on a model with low abstraction and that can emulate the dynamics of ODE-based models while incorporating prior knowledge is urgently required. To accomplish this, we propose a method for inference of GRNs using a state space representation of a vector auto-regressive (VAR) model with L1 regularization. This method can estimate the dynamic behavior of genes based on linear time-series modeling constructed from an ODE-based model and can infer the regulatory structure among several tens of genes maximizing prediction ability for the observational data. Furthermore, the method is capable of incorporating various types of existing biological knowledge, e.g., drug kinetics and literature-recorded pathways. The effectiveness of the proposed method is shown through a comparison of simulation studies with several previous methods. For an application example, we evaluated mRNA expression profiles over time upon corticosteroid stimulation in rats, thus incorporating corticosteroid kinetics/dynamics, literature-recorded pathways and transcription factor (TF) information. PMID:25162401

Alteration of intersubunit acid–base pair interactions at the quasi-threefold axis of symmetry of Cucumber mosaic virus disrupts aphid vector transmission

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

Bricault, Christine A.; Perry, Keith L., E-mail: KLP3@cornell.edu

2013-06-05

In the atomic model of Cucumber mosaic virus (CMV), six amino acid residues form stabilizing salt bridges between subunits of the asymmetric unit at the quasi-threefold axis of symmetry. To evaluate the effects of these positions on virion stability and aphid vector transmissibility, six charged amino acid residues were individually mutated to alanine. All of the six engineered viruses were viable and exhibited near wild type levels of virion stability in the presence of urea. Aphid vector transmissibility was nearly or completely eliminated in the case of four of the mutants; two mutants demonstrated intermediate aphid transmissibility. For the majoritymore » of the engineered mutants, second-site mutations were observed following aphid transmission and/or mechanical passaging, and one restored transmission rates to that of the wild type. CMV capsids tolerate disruption of acid–base pairing interactions at the quasi-threefold axis of symmetry, but these interactions are essential for maintaining aphid vector transmissibility. - Highlights: ► Amino acids between structural subunits of Cucumber mosaic virus affect vector transmission. ► Mutant structural stability was retained, while aphid vector transmissibility was disrupted. ► Spontaneous, second-site mutations restored aphid vector transmissibility.« less

Support Vector Machines Trained with Evolutionary Algorithms Employing Kernel Adatron for Large Scale Classification of Protein Structures.

PubMed

Arana-Daniel, Nancy; Gallegos, Alberto A; López-Franco, Carlos; Alanís, Alma Y; Morales, Jacob; López-Franco, Adriana

2016-01-01

With the increasing power of computers, the amount of data that can be processed in small periods of time has grown exponentially, as has the importance of classifying large-scale data efficiently. Support vector machines have shown good results classifying large amounts of high-dimensional data, such as data generated by protein structure prediction, spam recognition, medical diagnosis, optical character recognition and text classification, etc. Most state of the art approaches for large-scale learning use traditional optimization methods, such as quadratic programming or gradient descent, which makes the use of evolutionary algorithms for training support vector machines an area to be explored. The present paper proposes an approach that is simple to implement based on evolutionary algorithms and Kernel-Adatron for solving large-scale classification problems, focusing on protein structure prediction. The functional properties of proteins depend upon their three-dimensional structures. Knowing the structures of proteins is crucial for biology and can lead to improvements in areas such as medicine, agriculture and biofuels.

Deformation structure analysis of material at fatigue on the basis of the vector field

NASA Astrophysics Data System (ADS)

Kibitkin, Vladimir V.; Solodushkin, Andrey I.; Pleshanov, Vasily S.

2017-12-01

In the paper, spatial distributions of deformation, circulation, and shear amplitudes and shear angles are obtained from the displacement vector field measured by the DIC technique. This vector field and its characteristics of shears and vortices are given as an example of such approach. The basic formulae are also given. The experiment shows that honeycomb deformation structures can arise in the center of a macrovortex at developed plastic flow. The spatial distribution of local circulation and shears is discovered, which coincides with the deformation structure but their amplitudes are different. The analysis proves that the spatial distribution of shear angles is a result of maximum tangential and normal stresses. The anticlockwise circulation of most local vortices obeys the normal Gaussian law in the area of interest.

Recent Selected Papers of Northwestern Polytechnical University in Two Parts, Part II.

DTIC Science & Technology

1981-08-28

OF CONTENTS Page Dual Properties of Elastic Structures 1 Matrix Analysis of Wings 76 On a Method for the Determination of Plane Stress Fracture...I= Ea]{(x, v,z) j l~i l’m mini The equation above means that the cisplacement function vector determines the strain function vector. (Assumption II...means that the distributed load function vector is determined by the stress function vector. In Section 1, there was an analysis of a three

Microsatellites Reveal a High Population Structure in Triatoma infestans from Chuquisaca, Bolivia

PubMed Central

Pizarro, Juan Carlos; Gilligan, Lauren M.; Stevens, Lori

2008-01-01

Background For Chagas disease, the most serious infectious disease in the Americas, effective disease control depends on elimination of vectors through spraying with insecticides. Molecular genetic research can help vector control programs by identifying and characterizing vector populations and then developing effective intervention strategies. Methods and Findings The population genetic structure of Triatoma infestans (Hemiptera: Reduviidae), the main vector of Chagas disease in Bolivia, was investigated using a hierarchical sampling strategy. A total of 230 adults and nymphs from 23 localities throughout the department of Chuquisaca in Southern Bolivia were analyzed at ten microsatellite loci. Population structure, estimated using analysis of molecular variance (AMOVA) to estimate FST (infinite alleles model) and RST (stepwise mutation model), was significant between western and eastern regions within Chuquisaca and between insects collected in domestic and peri-domestic habitats. Genetic differentiation at three different hierarchical geographic levels was significant, even in the case of adjacent households within a single locality (R ST = 0.14, F ST = 0.07). On the largest geographic scale, among five communities up to 100 km apart, R ST = 0.12 and F ST = 0.06. Cluster analysis combined with assignment tests identified five clusters within the five communities. Conclusions Some houses are colonized by insects from several genetic clusters after spraying, whereas other households are colonized predominately by insects from a single cluster. Significant population structure, measured by both R ST and F ST, supports the hypothesis of poor dispersal ability and/or reduced migration of T. infestans. The high degree of genetic structure at small geographic scales, inferences from cluster analysis and assignment tests, and demographic data suggest reinfesting vectors are coming from nearby and from recrudescence (hatching of eggs that were laid before insecticide spraying). Suggestions for using these results in vector control strategies are made. PMID:18365033

Essays on price dynamics, discovery, and dynamic threshold effects among energy spot markets in North America

NASA Astrophysics Data System (ADS)

Park, Haesun

2005-12-01

Given the role electricity and natural gas sectors play in the North American economy, an understanding of how markets for these commodities interact is important. This dissertation independently characterizes the price dynamics of major electricity and natural gas spot markets in North America by combining directed acyclic graphs with time series analyses. Furthermore, the dissertation explores a generalization of price difference bands associated with the law of one price. Interdependencies among 11 major electricity spot markets are examined in Chapter II using a vector autoregression model. Results suggest that the relationships between the markets vary by time. Western markets are separated from the eastern markets and the Electricity Reliability Council of Texas. At longer time horizons these separations disappear. Palo Verde is the important spot market in the west for price discovery. Southwest Power Pool is the dominant market in Eastern Interconnected System for price discovery. Interdependencies among eight major natural gas spot markets are investigated using a vector error correction model and the Greedy Equivalence Search Algorithm in Chapter III. Findings suggest that the eight price series are tied together through six long-run cointegration relationships, supporting the argument that the natural gas market has developed into a single integrated market in North America since deregulation. Results indicate that price discovery tends to occur in the excess consuming regions and move to the excess producing regions. Across North America, the U.S. Midwest region, represented by the Chicago spot market, is the most important for price discovery. The Ellisburg-Leidy Hub in Pennsylvania and Malin Hub in Oregon are important for eastern and western markets. In Chapter IV, a threshold vector error correction model is applied to the natural gas markets to examine nonlinearities in adjustments to the law of one price. Results show that there are nonlinear adjustments to the law of one price in seven pair-wise markets. Four alternative cases for the law of one price are presented as a theoretical background. A methodology is developed for finding a threshold cointegration model that accounts for seasonality in the threshold levels. Results indicate that dynamic threshold effects vary depending on geographical location and whether the markets are excess producing or excess consuming markets.

Robust Prediction for Stationary Processes. 2D Enriched Version.

DTIC Science & Technology

1987-11-24

the absence of data outliers. Important performance characteristics studied include the breakdown point and the influence function . Included are numerical results, for some autoregressive nominal processes.

Cytoplasmic bacteriophage display system

DOEpatents

Studier, F.W.; Rosenberg, A.H.

1998-06-16

Disclosed are display vectors comprising DNA encoding a portion of a structural protein from a cytoplasmic bacteriophage, joined covalently to a protein or peptide of interest. Exemplified are display vectors wherein the structural protein is the T7 bacteriophage capsid protein. More specifically, in the exemplified display vectors the C-terminal amino acid residue of the portion of the capsid protein is joined to the N-terminal residue of the protein or peptide of interest. The portion of the T7 capsid protein exemplified comprises an N-terminal portion corresponding to form 10B of the T7 capsid protein. The display vectors are useful for high copy number display or lower copy number display (with larger fusion). Compositions of the type described herein are useful in connection with methods for producing a virus displaying a protein or peptide of interest. 1 fig.

Cytoplasmic bacteriophage display system

DOEpatents

Studier, F. William; Rosenberg, Alan H.

1998-06-16

Disclosed are display vectors comprising DNA encoding a portion of a structural protein from a cytoplasmic bacteriophage, joined covalently to a protein or peptide of interest. Exemplified are display vectors wherein the structural protein is the T7 bacteriophage capsid protein. More specifically, in the exemplified display vectors the C-terminal amino acid residue of the portion of the capsid protein is joined to the N-terminal residue of the protein or peptide of interest. The portion of the T7 capsid protein exemplified comprises an N-terminal portion corresponding to form 10B of the T7 capsid protein. The display vectors are useful for high copy number display or lower copy number display (with larger fusion). Compositions of the type described herein are useful in connection with methods for producing a virus displaying a protein or peptide of interest.

Decay width of hadronic molecule structure for quarks

NASA Astrophysics Data System (ADS)

Chen, Xiaozhao; Lü, Xiaofu

2018-06-01

Based on the general form of the Bethe-Salpeter wave functions for the bound states consisting of two vector fields, we obtain the general formulas for the decay widths of molecular states composed of two heavy vector mesons with arbitrary spin and parity into a heavy meson plus a light meson. In this approach, our attention is still focused on the internal structure of heavy vector mesons in the molecular state. According to the molecule state model of exotic meson, we give the generalized Bethe-Salpeter wave function of molecular state as a four-quark state. Then the observed Y (3940 ) state is considered as a molecular state consisting of two heavy vector mesons D*0D¯*0 and the strong Y (3940 )→J /ψ ω decay width is calculated. The numerical result is consistent with the experimental values.

Automated image segmentation using support vector machines

NASA Astrophysics Data System (ADS)

Powell, Stephanie; Magnotta, Vincent A.; Andreasen, Nancy C.

2007-03-01

Neurodegenerative and neurodevelopmental diseases demonstrate problems associated with brain maturation and aging. Automated methods to delineate brain structures of interest are required to analyze large amounts of imaging data like that being collected in several on going multi-center studies. We have previously reported on using artificial neural networks (ANN) to define subcortical brain structures including the thalamus (0.88), caudate (0.85) and the putamen (0.81). In this work, apriori probability information was generated using Thirion's demons registration algorithm. The input vector consisted of apriori probability, spherical coordinates, and an iris of surrounding signal intensity values. We have applied the support vector machine (SVM) machine learning algorithm to automatically segment subcortical and cerebellar regions using the same input vector information. SVM architecture was derived from the ANN framework. Training was completed using a radial-basis function kernel with gamma equal to 5.5. Training was performed using 15,000 vectors collected from 15 training images in approximately 10 minutes. The resulting support vectors were applied to delineate 10 images not part of the training set. Relative overlap calculated for the subcortical structures was 0.87 for the thalamus, 0.84 for the caudate, 0.84 for the putamen, and 0.72 for the hippocampus. Relative overlap for the cerebellar lobes ranged from 0.76 to 0.86. The reliability of the SVM based algorithm was similar to the inter-rater reliability between manual raters and can be achieved without rater intervention.

Parallel-Vector Algorithm For Rapid Structural Anlysis

NASA Technical Reports Server (NTRS)

Agarwal, Tarun R.; Nguyen, Duc T.; Storaasli, Olaf O.

1993-01-01

New algorithm developed to overcome deficiency of skyline storage scheme by use of variable-band storage scheme. Exploits both parallel and vector capabilities of modern high-performance computers. Gives engineers and designers opportunity to include more design variables and constraints during optimization of structures. Enables use of more refined finite-element meshes to obtain improved understanding of complex behaviors of aerospace structures leading to better, safer designs. Not only attractive for current supercomputers but also for next generation of shared-memory supercomputers.

Modeling the control of the central nervous system over the cardiovascular system using support vector machines.

PubMed

Díaz, José; Acosta, Jesús; González, Rafael; Cota, Juan; Sifuentes, Ernesto; Nebot, Àngela

2018-02-01

The control of the central nervous system (CNS) over the cardiovascular system (CS) has been modeled using different techniques, such as fuzzy inductive reasoning, genetic fuzzy systems, neural networks, and nonlinear autoregressive techniques; the results obtained so far have been significant, but not solid enough to describe the control response of the CNS over the CS. In this research, support vector machines (SVMs) are used to predict the response of a branch of the CNS, specifically, the one that controls an important part of the cardiovascular system. To do this, five models are developed to emulate the output response of five controllers for the same input signal, the carotid sinus blood pressure (CSBP). These controllers regulate parameters such as heart rate, myocardial contractility, peripheral and coronary resistance, and venous tone. The models are trained using a known set of input-output response in each controller; also, there is a set of six input-output signals for testing each proposed model. The input signals are processed using an all-pass filter, and the accuracy performance of the control models is evaluated using the percentage value of the normalized mean square error (MSE). Experimental results reveal that SVM models achieve a better estimation of the dynamical behavior of the CNS control compared to others modeling systems. The main results obtained show that the best case is for the peripheral resistance controller, with a MSE of 1.20e-4%, while the worst case is for the heart rate controller, with a MSE of 1.80e-3%. These novel models show a great reliability in fitting the output response of the CNS which can be used as an input to the hemodynamic system models in order to predict the behavior of the heart and blood vessels in response to blood pressure variations. Copyright © 2017 Elsevier Ltd. All rights reserved.

Three-Month Real-Time Dengue Forecast Models: An Early Warning System for Outbreak Alerts and Policy Decision Support in Singapore.

PubMed

Shi, Yuan; Liu, Xu; Kok, Suet-Yheng; Rajarethinam, Jayanthi; Liang, Shaohong; Yap, Grace; Chong, Chee-Seng; Lee, Kim-Sung; Tan, Sharon S Y; Chin, Christopher Kuan Yew; Lo, Andrew; Kong, Waiming; Ng, Lee Ching; Cook, Alex R

2016-09-01

With its tropical rainforest climate, rapid urbanization, and changing demography and ecology, Singapore experiences endemic dengue; the last large outbreak in 2013 culminated in 22,170 cases. In the absence of a vaccine on the market, vector control is the key approach for prevention. We sought to forecast the evolution of dengue epidemics in Singapore to provide early warning of outbreaks and to facilitate the public health response to moderate an impending outbreak. We developed a set of statistical models using least absolute shrinkage and selection operator (LASSO) methods to forecast the weekly incidence of dengue notifications over a 3-month time horizon. This forecasting tool used a variety of data streams and was updated weekly, including recent case data, meteorological data, vector surveillance data, and population-based national statistics. The forecasting methodology was compared with alternative approaches that have been proposed to model dengue case data (seasonal autoregressive integrated moving average and step-down linear regression) by fielding them on the 2013 dengue epidemic, the largest on record in Singapore. Operationally useful forecasts were obtained at a 3-month lag using the LASSO-derived models. Based on the mean average percentage error, the LASSO approach provided more accurate forecasts than the other methods we assessed. We demonstrate its utility in Singapore's dengue control program by providing a forecast of the 2013 outbreak for advance preparation of outbreak response. Statistical models built using machine learning methods such as LASSO have the potential to markedly improve forecasting techniques for recurrent infectious disease outbreaks such as dengue. Shi Y, Liu X, Kok SY, Rajarethinam J, Liang S, Yap G, Chong CS, Lee KS, Tan SS, Chin CK, Lo A, Kong W, Ng LC, Cook AR. 2016. Three-month real-time dengue forecast models: an early warning system for outbreak alerts and policy decision support in Singapore. Environ Health Perspect 124:1369-1375; http://dx.doi.org/10.1289/ehp.1509981.

Superinfection exclusion of the ruminant pathogen anaplasma marginale in the tick vector is dependent on time between exposures to the strains

USDA-ARS?s Scientific Manuscript database

The remarkable genetic diversity of vector-borne pathogens allows for the establishment of superinfection in the mammalian host. To have a long-term impact on population strain structure, the introduced strains must also be transmitted by a vector population that has been exposed to the existing pri...

Split Octonion Reformulation for Electromagnetic Chiral Media of Massive Dyons

NASA Astrophysics Data System (ADS)

Chanyal, B. C.

2017-12-01

In an explicit, unified, and covariant formulation of an octonion algebra, we study and generalize the electromagnetic chiral fields equations of massive dyons with the split octonionic representation. Starting with 2×2 Zorn’s vector matrix realization of split-octonion and its dual Euclidean spaces, we represent the unified structure of split octonionic electric and magnetic induction vectors for chiral media. As such, in present paper, we describe the chiral parameter and pairing constants in terms of split octonionic matrix representation of Drude-Born-Fedorov constitutive relations. We have expressed a split octonionic electromagnetic field vector for chiral media, which exhibits the unified field structure of electric and magnetic chiral fields of dyons. The beauty of split octonionic representation of Zorn vector matrix realization is that, the every scalar and vector components have its own meaning in the generalized chiral electromagnetism of dyons. Correspondingly, we obtained the alternative form of generalized Proca-Maxwell’s equations of massive dyons in chiral media. Furthermore, the continuity equations, Poynting theorem and wave propagation for generalized electromagnetic fields of chiral media of massive dyons are established by split octonionic form of Zorn vector matrix algebra.

Vector vortex beam generation with dolphin-shaped cell meta-surface.

PubMed

Yang, Zhuo; Kuang, Deng-Feng; Cheng, Fang

2017-09-18

We present a dolphin-shaped cell meta-surface, which is a combination of dolphin-shaped metallic cells and dielectric substrate, for vector vortex beam generation with the illumination of linearly polarized light. Surface plasmon polaritons are excited at the boundary of the metallic cells, then guided by the metallic structures, and finally squeezed to the tips to form highly localized strong electromagnetic fields, which generate the intensity of vector vortex beams at z component. Synchronously, the abrupt phase change produced by the meta-surface is utilized to explain the vortex phase generated by elements. The new kind of structure can be utilized for communication, bioscience, and materiality.

Linear Magnetochiral effect in Weyl Semimetals

NASA Astrophysics Data System (ADS)

Cortijo, Alberto

We describe the presence of a linear magnetochiral effect in time reversal breaking Weyl semimetals. The magnetochiral effect consists in a simultaneous linear dependence of the magnetotransport coefficients with the magnetic field and a momentum vector. This simultaneous dependence is allowed by the Onsager reciprocity relations, being the separation vector between the Weyl nodes the vector that plays such role. This linear magnetochiral effect constitutes a new transport effect associated to the topological structures linked to time reversal breaking Weyl semimetals. European Union structural funds and the Comunidad de Madrid MAD2D-CM Program (S2013/MIT-3007) and MINECO (Spain) Grant No. FIS2015-73454-JIN.

Visualization and manipulating the image of a formal data structure (FDS)-based database

NASA Astrophysics Data System (ADS)

Verdiesen, Franc; de Hoop, Sylvia; Molenaar, Martien

1994-08-01

A vector map is a terrain representation with a vector-structured geometry. Molenaar formulated an object-oriented formal data structure for 3D single valued vector maps. This FDS is implemented in a database (Oracle). In this study we describe a methodology for visualizing a FDS-based database and manipulating the image. A data set retrieved by querying the database is converted into an import file for a drawing application. An objective of this study is that an end-user can alter and add terrain objects in the image. The drawing application creates an export file, that is compared with the import file. Differences between these files result in updating the database which involves checks on consistency. In this study Autocad is used for visualizing and manipulating the image of the data set. A computer program has been written for the data exchange and conversion between Oracle and Autocad. The data structure of the FDS is compared to the data structure of Autocad and the data of the FDS is converted into the structure of Autocad equal to the FDS.

Local structure-based image decomposition for feature extraction with applications to face recognition.

PubMed

Qian, Jianjun; Yang, Jian; Xu, Yong

2013-09-01

This paper presents a robust but simple image feature extraction method, called image decomposition based on local structure (IDLS). It is assumed that in the local window of an image, the macro-pixel (patch) of the central pixel, and those of its neighbors, are locally linear. IDLS captures the local structural information by describing the relationship between the central macro-pixel and its neighbors. This relationship is represented with the linear representation coefficients determined using ridge regression. One image is actually decomposed into a series of sub-images (also called structure images) according to a local structure feature vector. All the structure images, after being down-sampled for dimensionality reduction, are concatenated into one super-vector. Fisher linear discriminant analysis is then used to provide a low-dimensional, compact, and discriminative representation for each super-vector. The proposed method is applied to face recognition and examined using our real-world face image database, NUST-RWFR, and five popular, publicly available, benchmark face image databases (AR, Extended Yale B, PIE, FERET, and LFW). Experimental results show the performance advantages of IDLS over state-of-the-art algorithms.

The role of sleep disturbances in the longitudinal relationship between psychosocial working conditions, measured by work demands and support, and depression.

PubMed

Magnusson Hanson, Linda L; Chungkham, Holendro Singh; Åkerstedt, Torbjörn; Westerlund, Hugo

2014-12-01

Because work demands and lack of social support seem to be prospectively linked to sleep problems, and sleep problems are linked to depression, sleep problems may play a role in the relationship between these work characteristics and depressive symptoms. In order to shed more light on this relationship, the current study investigated whether disturbed sleep is a mediator in the longitudinal relationships between work demands, social support, and depression. Longitudinal cohort study with repeated survey measures on four occasions. Swedish workforce. 2,017 working participants from the Swedish Longitudinal Occupational Survey of Health in 2006, 2008, 2010, and 2012. Work demands (four items) and social support (six items) were assessed with the Demand Control Questionnaire, disturbed sleep (four items) with the Karolinska Sleep Questionnaire, and depressive symptoms with a brief subscale (six items) from the Symptom Checklist. Autoregressive longitudinal mediation models using structural equation modeling were tested. The work characteristics, and disturbed sleep, were found to be separately associated with depressive symptoms in subsequent waves. However, only demands were found to be longitudinally related to subsequent disturbed sleep. The longitudinal autoregressive models supported a weak mediating role of disturbed sleep in the relationship between demands and depressive symptoms (standardized beta 0.008, P < 0.001), but not between support and depressive symptoms. These results indicate that higher demands at work might cause an increase in depressive symptoms, in part, by increasing disturbed sleep, although the mediated effect was relatively small compared to the total effect. © 2014 Associated Professional Sleep Societies, LLC.

Infrared image enhancement using H(infinity) bounds for surveillance applications.

PubMed

Qidwai, Uvais

2008-08-01

In this paper, two algorithms have been presented to enhance the infrared (IR) images. Using the autoregressive moving average model structure and H(infinity) optimal bounds, the image pixels are mapped from the IR pixel space into normal optical image space, thus enhancing the IR image for improved visual quality. Although H(infinity)-based system identification algorithms are very common now, they are not quite suitable for real-time applications owing to their complexity. However, many variants of such algorithms are possible that can overcome this constraint. Two such algorithms have been developed and implemented in this paper. Theoretical and algorithmic results show remarkable enhancement in the acquired images. This will help in enhancing the visual quality of IR images for surveillance applications.

Predicting safe sex: Assessment of autoregressive and cross-lagged effects within the Theory of Planned Behavior.

PubMed

Eggers, Sander M; Taylor, Myra; Sathiparsad, Reshma; Bos, Arjan Er; de Vries, Hein

2015-11-01

Despite its popularity, few studies have assessed the temporal stability and cross-lagged effects of the Theory of Planned Behavior factors: Attitude, subjective norms and self-efficacy. For this study, 298 adolescent learners from KwaZulu-Natal, South Africa, filled out a Theory of Planned Behavior questionnaire on teenage pregnancy at baseline and after 6 months. Structural equation modeling showed that there were considerable cross-lagged effects between attitude and subjective norms. Temporal stability was moderate with test-retest correlations ranging from 0.37 to 0.51 and the model was able to predict intentions to have safe sex (R2 = 0.69) Implications for practice and future research are discussed. © The Author(s) 2013.

Hostility and Withdrawal in Marital Conflict: Effects on Parental Emotional Unavailability and Inconsistent Discipline

PubMed Central

Sturge-Apple, Melissa L.; Davies, Patrick T.; Cummings, E. Mark

2012-01-01

This study examined the nature of pathways between marital hostility and withdrawal, parental disagreements about child rearing issues, and subsequent changes in parental emotional unavailability and inconsistent discipline in a sample of 225 mothers, fathers, and 6-year-old children. Results of autoregressive, structural equation models indicated that marital withdrawal and hostility were associated with increases in parental emotional unavailability over the one-year period, whereas marital hostility and withdrawal did not predict changes in parental inconsistency in discipline. Additional findings supported the role of child rearing disagreements as an intervening or mediating mechanism in links between specific types of marital conflict and parenting practices. Implications for clinicians and therapists working with maritally distressed parents and families are discussed. PMID:16756398

Dynamic Modeling and Very Short-term Prediction of Wind Power Output Using Box-Cox Transformation

NASA Astrophysics Data System (ADS)

Urata, Kengo; Inoue, Masaki; Murayama, Dai; Adachi, Shuichi

2016-09-01

We propose a statistical modeling method of wind power output for very short-term prediction. The modeling method with a nonlinear model has cascade structure composed of two parts. One is a linear dynamic part that is driven by a Gaussian white noise and described by an autoregressive model. The other is a nonlinear static part that is driven by the output of the linear part. This nonlinear part is designed for output distribution matching: we shape the distribution of the model output to match with that of the wind power output. The constructed model is utilized for one-step ahead prediction of the wind power output. Furthermore, we study the relation between the prediction accuracy and the prediction horizon.

Autoregressive models for estimating phylogenetic and environmental effects: accounting for within-species variations.

PubMed

Cornillon, P A; Pontier, D; Rochet, M J

2000-02-21

Comparative methods are used to investigate the attributes of present species or higher taxa. Difficulties arise from the phylogenetic heritage: taxa are not independent and neglecting phylogenetic inertia can lead to inaccurate results. Within-species variations in life-history traits are also not negligible, but most comparative methods are not designed to take them into account. Taxa are generally described by a single value for each trait. We have developed a new model which permits the incorporation of both the phylogenetic relationships among populations and within-species variations. This is an extension of classical autoregressive models. This family of models was used to study the effect of fishing on six demographic traits measured on 77 populations of teleost fishes. Copyright 2000 Academic Press.

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.

On the n-symplectic structure of faithful irreducible representations

NASA Astrophysics Data System (ADS)

Norris, L. K.

2017-04-01

Each faithful irreducible representation of an N-dimensional vector space V1 on an n-dimensional vector space V2 is shown to define a unique irreducible n-symplectic structure on the product manifold V1×V2 . The basic details of the associated Poisson algebra are developed for the special case N = n2, and 2n-dimensional symplectic submanifolds are shown to exist.

Effective Moment Feature Vectors for Protein Domain Structures

PubMed Central

Shi, Jian-Yu; Yiu, Siu-Ming; Zhang, Yan-Ning; Chin, Francis Yuk-Lun

2013-01-01

Imaging processing techniques have been shown to be useful in studying protein domain structures. The idea is to represent the pairwise distances of any two residues of the structure in a 2D distance matrix (DM). Features and/or submatrices are extracted from this DM to represent a domain. Existing approaches, however, may involve a large number of features (100–400) or complicated mathematical operations. Finding fewer but more effective features is always desirable. In this paper, based on some key observations on DMs, we are able to decompose a DM image into four basic binary images, each representing the structural characteristics of a fundamental secondary structure element (SSE) or a motif in the domain. Using the concept of moments in image processing, we further derive 45 structural features based on the four binary images. Together with 4 features extracted from the basic images, we represent the structure of a domain using 49 features. We show that our feature vectors can represent domain structures effectively in terms of the following. (1) We show a higher accuracy for domain classification. (2) We show a clear and consistent distribution of domains using our proposed structural vector space. (3) We are able to cluster the domains according to our moment features and demonstrate a relationship between structural variation and functional diversity. PMID:24391828

Classification of a set of vectors using self-organizing map- and rule-based technique

NASA Astrophysics Data System (ADS)

Ae, Tadashi; Okaniwa, Kaishirou; Nosaka, Kenzaburou

2005-02-01

There exist various objects, such as pictures, music, texts, etc., around our environment. We have a view for these objects by looking, reading or listening. Our view is concerned with our behaviors deeply, and is very important to understand our behaviors. We have a view for an object, and decide the next action (data selection, etc.) with our view. Such a series of actions constructs a sequence. Therefore, we propose a method which acquires a view as a vector from several words for a view, and apply the vector to sequence generation. We focus on sequences of the data of which a user selects from a multimedia database containing pictures, music, movie, etc... These data cannot be stereotyped because user's view for them changes by each user. Therefore, we represent the structure of the multimedia database as the vector representing user's view and the stereotyped vector, and acquire sequences containing the structure as elements. Such a vector can be classified by SOM (Self-Organizing Map). Hidden Markov Model (HMM) is a method to generate sequences. Therefore, we use HMM of which a state corresponds to the representative vector of user's view, and acquire sequences containing the change of user's view. We call it Vector-state Markov Model (VMM). We introduce the rough set theory as a rule-base technique, which plays a role of classifying the sets of data such as the sets of "Tour".

Investigation of propagation dynamics of truncated vector vortex beams.

PubMed

Srinivas, P; Perumangatt, C; Lal, Nijil; Singh, R P; Srinivasan, B

2018-06-01

In this Letter, we experimentally investigate the propagation dynamics of truncated vector vortex beams generated using a Sagnac interferometer. Upon focusing, the truncated vector vortex beam is found to regain its original intensity structure within the Rayleigh range. In order to explain such behavior, the propagation dynamics of a truncated vector vortex beam is simulated by decomposing it into the sum of integral charge beams with associated complex weights. We also show that the polarization of the truncated composite vector vortex beam is preserved all along the propagation axis. The experimental observations are consistent with theoretical predictions based on previous literature and are in good agreement with our simulation results. The results hold importance as vector vortex modes are eigenmodes of the optical fiber.

Generation of arbitrary vector fields based on a pair of orthogonal elliptically polarized base vectors.

PubMed

Xu, Danfeng; Gu, Bing; Rui, Guanghao; Zhan, Qiwen; Cui, Yiping

2016-02-22

We present an arbitrary vector field with hybrid polarization based on the combination of a pair of orthogonal elliptically polarized base vectors on the Poincaré sphere. It is shown that the created vector field is only dependent on the latitude angle 2χ but is independent on the longitude angle 2ψ on the Poincaré sphere. By adjusting the latitude angle 2χ, which is related to two identical waveplates in a common path interferometric arrangement, one could obtain arbitrary type of vector fields. Experimentally, we demonstrate the generation of such kind of vector fields and confirm the distribution of state of polarization by the measurement of Stokes parameters. Besides, we investigate the tight focusing properties of these vector fields. It is found that the additional degree of freedom 2χ provided by arbitrary vector field with hybrid polarization allows one to control the spatial structure of polarization and to engineer the focusing field.

Performance of the Prognocean Plus system during the El Niño 2015/2016: predictions of sea level anomalies as tools for forecasting El Niño

NASA Astrophysics Data System (ADS)

Świerczyńska-Chlaściak, Małgorzata; Niedzielski, Tomasz; Miziński, Bartłomiej

2017-04-01

The aim of this paper is to present the performance of the Prognocean Plus system, which produces long-term predictions of sea level anomalies, during the El Niño 2015/2016. The main objective of work is to identify such ocean areas in which long-term forecasts of sea level anomalies during El Niño 2015/2016 reveal a considerable accuracy. At present, the system produces prognoses using four data-based models and their combinations: polynomial-harmonic model, autoregressive model, threshold autoregressive model and multivariate autoregressive model. The system offers weekly forecasts, with lead time up to 12 weeks. Several statistics that describe the efficiency of the available prediction models in four seasons used for estimating Oceanic Niño index (ONI) are calculated. The accuracies/skills of the predicting models were computed in the specific locations in the equatorial Pacific, namely the geometrically-determined central points of all Niño regions. For the said locations, we focused on the forecasts which targeted at the local maximum of sea level, driven by the El Niño 2015/2016. As a result, a series of the "spaghetti" graphs (for each point, season and model) as well as plots presenting the prognostic performance of every model - for all lead times, seasons and locations - were created. It is found that the Prognocean Plus system has a potential to become a new solution which may enhance the diagnostic discussions on the El Niño development. The forecasts produced by the threshold autoregressive model, for lead times of 5-6 weeks and 9 weeks, within the Niño1+2 region for the November-to-January (NDJ) season anticipated the culmination of the El Niño 2015/2016. The longest forecasts (8-12 weeks) were found to be the most accurate in the phase of transition from El Niño to normal conditions (the multivariate autoregressive model, central point of Niño1+2 region, the December-to-February season). The study was conducted to verify the ability and usefulness of sea level anomaly forecasts in predicting phenomena that are controlled by the ocean-atmosphere processes, such as El Niño Southern Oscillation or North Atlantic Oscillation. The results may support further investigations into long-term forecasting of the quantitative indices of these oscillations, solely based on prognoses of sea level change. In particular, comparing the accuracies of prognoses of the North Atlantic Oscillation index remains one of the tasks of the research project no. 2016/21/N/ST10/03231, financed by the National Science Center of Poland.

The vector structure of active magnetic fields

NASA Technical Reports Server (NTRS)

Parker, E. N.

1985-01-01

Observations are needed to show the form of the strains introduced into the fields above the surface of the Sun. The longitudinal component alone does not provide the basic information, so that it has been necessary in the past to use the filamentary structure observed in H sub alpha to supplement the longitudinal information. Vector measurements provide the additional essential information to determine the strains, with the filamentary structure available as a check for consistency. It is to be expected, then, that vector measurements will permit a direct mapping of the strains imposed on the magnetic fields of active regions. It will be interesting to study the relation of those strains to the emergence of magnetic flux, flares, eruptive prominences, etc. In particular we may hope to study the relaxation of the strains via the dynamical nonequilibrium.

Multi-Contrast Multi-Atlas Parcellation of Diffusion Tensor Imaging of the Human Brain

PubMed Central

Tang, Xiaoying; Yoshida, Shoko; Hsu, John; Huisman, Thierry A. G. M.; Faria, Andreia V.; Oishi, Kenichi; Kutten, Kwame; Poretti, Andrea; Li, Yue; Miller, Michael I.; Mori, Susumu

2014-01-01

In this paper, we propose a novel method for parcellating the human brain into 193 anatomical structures based on diffusion tensor images (DTIs). This was accomplished in the setting of multi-contrast diffeomorphic likelihood fusion using multiple DTI atlases. DTI images are modeled as high dimensional fields, with each voxel exhibiting a vector valued feature comprising of mean diffusivity (MD), fractional anisotropy (FA), and fiber angle. For each structure, the probability distribution of each element in the feature vector is modeled as a mixture of Gaussians, the parameters of which are estimated from the labeled atlases. The structure-specific feature vector is then used to parcellate the test image. For each atlas, a likelihood is iteratively computed based on the structure-specific vector feature. The likelihoods from multiple atlases are then fused. The updating and fusing of the likelihoods is achieved based on the expectation-maximization (EM) algorithm for maximum a posteriori (MAP) estimation problems. We first demonstrate the performance of the algorithm by examining the parcellation accuracy of 18 structures from 25 subjects with a varying degree of structural abnormality. Dice values ranging 0.8–0.9 were obtained. In addition, strong correlation was found between the volume size of the automated and the manual parcellation. Then, we present scan-rescan reproducibility based on another dataset of 16 DTI images – an average of 3.73%, 1.91%, and 1.79% for volume, mean FA, and mean MD respectively. Finally, the range of anatomical variability in the normal population was quantified for each structure. PMID:24809486

COMMUNITY LEVEL ANALYSIS OF VECTOR-BORNE DISEASE

EPA Science Inventory

Ecological community structure is particularly important in vector-borne zoonotic diseases with complex life cycles. Single population models, such as the so-called Ross-Macdonald model (Baily, 1982), have been important in developing and characterizing our current understanding...

Rank-Optimized Logistic Matrix Regression toward Improved Matrix Data Classification.

PubMed

Zhang, Jianguang; Jiang, Jianmin

2018-02-01

While existing logistic regression suffers from overfitting and often fails in considering structural information, we propose a novel matrix-based logistic regression to overcome the weakness. In the proposed method, 2D matrices are directly used to learn two groups of parameter vectors along each dimension without vectorization, which allows the proposed method to fully exploit the underlying structural information embedded inside the 2D matrices. Further, we add a joint [Formula: see text]-norm on two parameter matrices, which are organized by aligning each group of parameter vectors in columns. This added co-regularization term has two roles-enhancing the effect of regularization and optimizing the rank during the learning process. With our proposed fast iterative solution, we carried out extensive experiments. The results show that in comparison to both the traditional tensor-based methods and the vector-based regression methods, our proposed solution achieves better performance for matrix data classifications.

A VLSI chip set for real time vector quantization of image sequences

NASA Technical Reports Server (NTRS)

Baker, Richard L.

1989-01-01

The architecture and implementation of a VLSI chip set that vector quantizes (VQ) image sequences in real time is described. The chip set forms a programmable Single-Instruction, Multiple-Data (SIMD) machine which can implement various vector quantization encoding structures. Its VQ codebook may contain unlimited number of codevectors, N, having dimension up to K = 64. Under a weighted least squared error criterion, the engine locates at video rates the best code vector in full-searched or large tree searched VQ codebooks. The ability to manipulate tree structured codebooks, coupled with parallelism and pipelining, permits searches in as short as O (log N) cycles. A full codebook search results in O(N) performance, compared to O(KN) for a Single-Instruction, Single-Data (SISD) machine. With this VLSI chip set, an entire video code can be built on a single board that permits realtime experimentation with very large codebooks.

Kepler AutoRegressive Planet Search

NASA Astrophysics Data System (ADS)

Caceres, Gabriel Antonio; Feigelson, Eric

2016-01-01

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. Our analysis procedure consisting of three steps: pre-processing of the data to remove discontinuities, gaps and outliers; AR-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. The analysis procedures of the project are applied to a portion of the publicly available Kepler light curve data for the full 4-year mission duration. Tests of the methods have been made on a subset of Kepler Objects of Interest (KOI) systems, classified both as planetary `candidates' and `false positives' by the Kepler Team, as well as a random sample of unclassified systems. We find that the ARMA-type modeling successfully reduces the stellar variability, by a factor of 10 or more in active stars and by smaller factors in more quiescent stars. A typical quiescent Kepler star has an interquartile range (IQR) of ~10 e-/sec, which may improve slightly after modeling, while those with IQR ranging from 20 to 50 e-/sec, have improvements from 20% up to 70%. High activity stars (IQR exceeding 100) markedly improve. 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. Our findings to date on real-data tests of the KARPS methodology will be discussed including confirmation of some Kepler Team `candidate' planets. We also present cases of new possible planetary signals.

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.

Efficient enumeration of monocyclic chemical graphs with given path frequencies

PubMed Central

2014-01-01

Background The enumeration of chemical graphs (molecular graphs) satisfying given constraints is one of the fundamental problems in chemoinformatics and bioinformatics because it leads to a variety of useful applications including structure determination and development of novel chemical compounds. Results We consider the problem of enumerating chemical graphs with monocyclic structure (a graph structure that contains exactly one cycle) from a given set of feature vectors, where a feature vector represents the frequency of the prescribed paths in a chemical compound to be constructed and the set is specified by a pair of upper and lower feature vectors. To enumerate all tree-like (acyclic) chemical graphs from a given set of feature vectors, Shimizu et al. and Suzuki et al. proposed efficient branch-and-bound algorithms based on a fast tree enumeration algorithm. In this study, we devise a novel method for extending these algorithms to enumeration of chemical graphs with monocyclic structure by designing a fast algorithm for testing uniqueness. The results of computational experiments reveal that the computational efficiency of the new algorithm is as good as those for enumeration of tree-like chemical compounds. Conclusions We succeed in expanding the class of chemical graphs that are able to be enumerated efficiently. PMID:24955135

Tensor Fukunaga-Koontz transform for small target detection in infrared images

NASA Astrophysics Data System (ADS)

Liu, Ruiming; Wang, Jingzhuo; Yang, Huizhen; Gong, Chenglong; Zhou, Yuanshen; Liu, Lipeng; Zhang, Zhen; Shen, Shuli

2016-09-01

Infrared small targets detection plays a crucial role in warning and tracking systems. Some novel methods based on pattern recognition technology catch much attention from researchers. However, those classic methods must reshape images into vectors with the high dimensionality. Moreover, vectorizing breaks the natural structure and correlations in the image data. Image representation based on tensor treats images as matrices and can hold the natural structure and correlation information. So tensor algorithms have better classification performance than vector algorithms. Fukunaga-Koontz transform is one of classification algorithms and it is a vector version method with the disadvantage of all vector algorithms. In this paper, we first extended the Fukunaga-Koontz transform into its tensor version, tensor Fukunaga-Koontz transform. Then we designed a method based on tensor Fukunaga-Koontz transform for detecting targets and used it to detect small targets in infrared images. The experimental results, comparison through signal-to-clutter, signal-to-clutter gain and background suppression factor, have validated the advantage of the target detection based on the tensor Fukunaga-Koontz transform over that based on the Fukunaga-Koontz transform.

An investigation for the development of an integrated optical data preprocessor. [preprocessing remote sensor outputs

NASA Technical Reports Server (NTRS)

Verber, C. M.; Kenan, R. P.; Hartman, N. F.; Chapman, C. M.

1980-01-01

A laboratory model of a 16 channel integrated optical data preprocessor was fabricated and tested in response to a need for a device to evaluate the outputs of a set of remote sensors. It does this by accepting the outputs of these sensors, in parallel, as the components of a multidimensional vector descriptive of the data and comparing this vector to one or more reference vectors which are used to classify the data set. The comparison is performed by taking the difference between the signal and reference vectors. The preprocessor is wholly integrated upon the surface of a LiNbO3 single crystal with the exceptions of the source and the detector. He-Ne laser light is coupled in and out of the waveguide by prism couplers. The integrated optical circuit consists of a titanium infused waveguide pattern, electrode structures and grating beam splitters. The waveguide and electrode patterns, by virtue of their complexity, make the vector subtraction device the most complex integrated optical structure fabricated to date.

Parametric output-only identification of time-varying structures using a kernel recursive extended least squares TARMA approach

NASA Astrophysics Data System (ADS)

Ma, Zhi-Sai; Liu, Li; Zhou, Si-Da; Yu, Lei; Naets, Frank; Heylen, Ward; Desmet, Wim

2018-01-01

The problem of parametric output-only identification of time-varying structures in a recursive manner is considered. A kernelized time-dependent autoregressive moving average (TARMA) model is proposed by expanding the time-varying model parameters onto the basis set of kernel functions in a reproducing kernel Hilbert space. An exponentially weighted kernel recursive extended least squares TARMA identification scheme is proposed, and a sliding-window technique is subsequently applied to fix the computational complexity for each consecutive update, allowing the method to operate online in time-varying environments. The proposed sliding-window exponentially weighted kernel recursive extended least squares TARMA method is employed for the identification of a laboratory time-varying structure consisting of a simply supported beam and a moving mass sliding on it. The proposed method is comparatively assessed against an existing recursive pseudo-linear regression TARMA method via Monte Carlo experiments and shown to be capable of accurately tracking the time-varying dynamics. Furthermore, the comparisons demonstrate the superior achievable accuracy, lower computational complexity and enhanced online identification capability of the proposed kernel recursive extended least squares TARMA approach.

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.

Thai Language Sentence Similarity Computation Based on Syntactic Structure and Semantic Vector

NASA Astrophysics Data System (ADS)

Wang, Hongbin; Feng, Yinhan; Cheng, Liang

2018-03-01

Sentence similarity computation plays an increasingly important role in text mining, Web page retrieval, machine translation, speech recognition and question answering systems. Thai language as a kind of resources scarce language, it is not like Chinese language with HowNet and CiLin resources. So the Thai sentence similarity research faces some challenges. In order to solve this problem of the Thai language sentence similarity computation. This paper proposes a novel method to compute the similarity of Thai language sentence based on syntactic structure and semantic vector. This method firstly uses the Part-of-Speech (POS) dependency to calculate two sentences syntactic structure similarity, and then through the word vector to calculate two sentences semantic similarity. Finally, we combine the two methods to calculate two Thai language sentences similarity. The proposed method not only considers semantic, but also considers the sentence syntactic structure. The experiment result shows that this method in Thai language sentence similarity computation is feasible.

Mapping higher-order relations between brain structure and function with embedded vector representations of connectomes.

PubMed

Rosenthal, Gideon; Váša, František; Griffa, Alessandra; Hagmann, Patric; Amico, Enrico; Goñi, Joaquín; Avidan, Galia; Sporns, Olaf

2018-06-05

Connectomics generates comprehensive maps of brain networks, represented as nodes and their pairwise connections. The functional roles of nodes are defined by their direct and indirect connectivity with the rest of the network. However, the network context is not directly accessible at the level of individual nodes. Similar problems in language processing have been addressed with algorithms such as word2vec that create embeddings of words and their relations in a meaningful low-dimensional vector space. Here we apply this approach to create embedded vector representations of brain networks or connectome embeddings (CE). CE can characterize correspondence relations among brain regions, and can be used to infer links that are lacking from the original structural diffusion imaging, e.g., inter-hemispheric homotopic connections. Moreover, we construct predictive deep models of functional and structural connectivity, and simulate network-wide lesion effects using the face processing system as our application domain. We suggest that CE offers a novel approach to revealing relations between connectome structure and function.

a Robust Descriptor Based on Spatial and Frequency Structural Information for Visible and Thermal Infrared Image Matching

NASA Astrophysics Data System (ADS)

Fu, Z.; Qin, Q.; Wu, C.; Chang, Y.; Luo, B.

2017-09-01

Due to the differences of imaging principles, image matching between visible and thermal infrared images still exist new challenges and difficulties. Inspired by the complementary spatial and frequency information of geometric structural features, a robust descriptor is proposed for visible and thermal infrared images matching. We first divide two different spatial regions to the region around point of interest, using the histogram of oriented magnitudes, which corresponds to the 2-D structural shape information to describe the larger region and the edge oriented histogram to describe the spatial distribution for the smaller region. Then the two vectors are normalized and combined to a higher feature vector. Finally, our proposed descriptor is obtained by applying principal component analysis (PCA) to reduce the dimension of the combined high feature vector to make our descriptor more robust. Experimental results showed that our proposed method was provided with significant improvements in correct matching numbers and obvious advantages by complementing information within spatial and frequency structural information.

Magnetic state selected by magnetic dipole interaction in the kagome antiferromagnet NaBa2Mn3F11

NASA Astrophysics Data System (ADS)

Hayashida, Shohei; Ishikawa, Hajime; Okamoto, Yoshihiko; Okubo, Tsuyoshi; Hiroi, Zenji; Avdeev, Maxim; Manuel, Pascal; Hagihala, Masato; Soda, Minoru; Masuda, Takatsugu

2018-02-01

We haved studied the ground state of the classical kagome antiferromagnet NaBa2Mn3F11 . Strong magnetic Bragg peaks observed for d spacings shorter than 6.0 Å were indexed by the propagation vector of k0=(0 ,0 ,0 ) . Additional peaks with weak intensities in the d -spacing range above 8.0 Å were indexed by the incommensurate vector of k1=[0.3209 (2 ) ,0.3209 (2 ) ,0 ] and k2=[0.3338 (4 ) ,0.3338 (4 ) ,0 ] . Magnetic structure analysis unveils a 120∘ structure with the tail-chase geometry having k0 modulated by the incommensurate vector. A classical calculation of the Heisenberg kagome antiferromagnet with antiferromagnetic second-neighbor interaction, for which the ground state a k0120∘ degenerated structure, reveals that the magnetic dipole-dipole (MDD) interaction including up to the fourth neighbor terms selects the tail-chase structure. The observed modulation of the tail-chase structure is attributed to a small perturbation such as the long-range MDD interaction or the interlayer interaction.

Metrics for comparing neuronal tree shapes based on persistent homology.

PubMed

Li, Yanjie; Wang, Dingkang; Ascoli, Giorgio A; Mitra, Partha; Wang, Yusu

2017-01-01

As more and more neuroanatomical data are made available through efforts such as NeuroMorpho.Org and FlyCircuit.org, the need to develop computational tools to facilitate automatic knowledge discovery from such large datasets becomes more urgent. One fundamental question is how best to compare neuron structures, for instance to organize and classify large collection of neurons. We aim to develop a flexible yet powerful framework to support comparison and classification of large collection of neuron structures efficiently. Specifically we propose to use a topological persistence-based feature vectorization framework. Existing methods to vectorize a neuron (i.e, convert a neuron to a feature vector so as to support efficient comparison and/or searching) typically rely on statistics or summaries of morphometric information, such as the average or maximum local torque angle or partition asymmetry. These simple summaries have limited power in encoding global tree structures. Based on the concept of topological persistence recently developed in the field of computational topology, we vectorize each neuron structure into a simple yet informative summary. In particular, each type of information of interest can be represented as a descriptor function defined on the neuron tree, which is then mapped to a simple persistence-signature. Our framework can encode both local and global tree structure, as well as other information of interest (electrophysiological or dynamical measures), by considering multiple descriptor functions on the neuron. The resulting persistence-based signature is potentially more informative than simple statistical summaries (such as average/mean/max) of morphometric quantities-Indeed, we show that using a certain descriptor function will give a persistence-based signature containing strictly more information than the classical Sholl analysis. At the same time, our framework retains the efficiency associated with treating neurons as points in a simple Euclidean feature space, which would be important for constructing efficient searching or indexing structures over them. We present preliminary experimental results to demonstrate the effectiveness of our persistence-based neuronal feature vectorization framework.

Metrics for comparing neuronal tree shapes based on persistent homology

PubMed Central

Li, Yanjie; Wang, Dingkang; Ascoli, Giorgio A.; Mitra, Partha

2017-01-01

As more and more neuroanatomical data are made available through efforts such as NeuroMorpho.Org and FlyCircuit.org, the need to develop computational tools to facilitate automatic knowledge discovery from such large datasets becomes more urgent. One fundamental question is how best to compare neuron structures, for instance to organize and classify large collection of neurons. We aim to develop a flexible yet powerful framework to support comparison and classification of large collection of neuron structures efficiently. Specifically we propose to use a topological persistence-based feature vectorization framework. Existing methods to vectorize a neuron (i.e, convert a neuron to a feature vector so as to support efficient comparison and/or searching) typically rely on statistics or summaries of morphometric information, such as the average or maximum local torque angle or partition asymmetry. These simple summaries have limited power in encoding global tree structures. Based on the concept of topological persistence recently developed in the field of computational topology, we vectorize each neuron structure into a simple yet informative summary. In particular, each type of information of interest can be represented as a descriptor function defined on the neuron tree, which is then mapped to a simple persistence-signature. Our framework can encode both local and global tree structure, as well as other information of interest (electrophysiological or dynamical measures), by considering multiple descriptor functions on the neuron. The resulting persistence-based signature is potentially more informative than simple statistical summaries (such as average/mean/max) of morphometric quantities—Indeed, we show that using a certain descriptor function will give a persistence-based signature containing strictly more information than the classical Sholl analysis. At the same time, our framework retains the efficiency associated with treating neurons as points in a simple Euclidean feature space, which would be important for constructing efficient searching or indexing structures over them. We present preliminary experimental results to demonstrate the effectiveness of our persistence-based neuronal feature vectorization framework. PMID:28809960

Structuring Stokes correlation functions using vector-vortex beam

NASA Astrophysics Data System (ADS)

Kumar, Vijay; Anwar, Ali; Singh, R. P.

2018-01-01

Higher order statistical correlations of the optical vector speckle field, formed due to scattering of a vector-vortex beam, are explored. Here, we report on the experimental construction of the Stokes parameters covariance matrix, consisting of all possible spatial Stokes parameters correlation functions. We also propose and experimentally realize a new Stokes correlation functions called Stokes field auto correlation functions. It is observed that the Stokes correlation functions of the vector-vortex beam will be reflected in the respective Stokes correlation functions of the corresponding vector speckle field. The major advantage of proposing Stokes correlation functions is that the Stokes correlation function can be easily tuned by manipulating the polarization of vector-vortex beam used to generate vector speckle field and to get the phase information directly from the intensity measurements. Moreover, this approach leads to a complete experimental Stokes characterization of a broad range of random fields.

Host compatibility rather than vector–host-encounter rate determines the host range of avian Plasmodium parasites

PubMed Central

Medeiros, Matthew C. I.; Hamer, Gabriel L.; Ricklefs, Robert E.

2013-01-01

Blood-feeding arthropod vectors are responsible for transmitting many parasites between vertebrate hosts. While arthropod vectors often feed on limited subsets of potential host species, little is known about the extent to which this influences the distribution of vector-borne parasites in some systems. Here, we test the hypothesis that different vector species structure parasite–host relationships by restricting access of certain parasites to a subset of available hosts. Specifically, we investigate how the feeding patterns of Culex mosquito vectors relate to distributions of avian malaria parasites among hosts in suburban Chicago, IL, USA. We show that Plasmodium lineages, defined by cytochrome b haplotypes, are heterogeneously distributed across avian hosts. However, the feeding patterns of the dominant vectors (Culex restuans and Culex pipiens) are similar across these hosts, and do not explain the distributions of Plasmodium parasites. Phylogenetic similarity of avian hosts predicts similarity in their Plasmodium parasites. This effect was driven primarily by the general association of Plasmodium parasites with particular host superfamilies. Our results suggest that a mosquito-imposed encounter rate does not limit the distribution of avian Plasmodium parasites across hosts. This implies that compatibility between parasites and their avian hosts structure Plasmodium host range. PMID:23595266

Different evolution dynamics of vector solitons depending on their polarization states

NASA Astrophysics Data System (ADS)

Chen, Wei-Cheng; Chen, Guo-Jie

2014-03-01

There are three types of temporal evolution dynamics of vector solitons observed in a ring fiber laser with a semiconductor saturable absorption mirror (SESAM) as a mode-locker. It is found that the polarization property of vector solitons is an important factor for achieving different evolution dynamics. The vector soliton with a uniform polarization state across the whole pulse profile and zero polarization extinction ratio operates at a fundamental repetition rate with a single pulse profile. The elliptically polarized vector soliton with a larger polarization extinction ratio exhibits a harmonic pulse train. The soliton bunching with multi-peak structures exists between the above two states and shows elliptical polarization with a small polarization extinction ratio.

A method to determine fault vectors in 4H-SiC from stacking sequences observed on high resolution transmission electron microscopy images

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

Wu, Fangzhen; Wang, Huanhuan; Raghothamachar, Balaji

A new method has been developed to determine the fault vectors associated with stacking faults in 4H-SiC from their stacking sequences observed on high resolution TEM images. This method, analogous to the Burgers circuit technique for determination of dislocation Burgers vector, involves determination of the vectors required in the projection of the perfect lattice to correct the deviated path constructed in the faulted material. Results for several different stacking faults were compared with fault vectors determined from X-ray topographic contrast analysis and were found to be consistent. This technique is expected to applicable to all structures comprising corner shared tetrahedra.

Effective genetic modification and differentiation of hMSCs upon controlled release of rAAV vectors using alginate/poloxamer composite systems.

PubMed

Díaz-Rodríguez, P; Rey-Rico, A; Madry, H; Landin, M; Cucchiarini, M

2015-12-30

Viral vectors are common tools in gene therapy to deliver foreign therapeutic sequences in a specific target population via their natural cellular entry mechanisms. Incorporating such vectors in implantable systems may provide strong alternatives to conventional gene transfer procedures. The goal of the present study was to generate different hydrogel structures based on alginate (AlgPH155) and poloxamer PF127 as new systems to encapsulate and release recombinant adeno-associated viral (rAAV) vectors. Inclusion of rAAV in such polymeric capsules revealed an influence of the hydrogel composition and crosslinking temperature upon the vector release profiles, with alginate (AlgPH155) structures showing the fastest release profiles early on while over time vector release was more effective from AlgPH155+PF127 [H] capsules crosslinked at a high temperature (50°C). Systems prepared at room temperature (AlgPH155+PF127 [C]) allowed instead to achieve a more controlled release profile. When tested for their ability to target human mesenchymal stem cells, the different systems led to high transduction efficiencies over time and to gene expression levels in the range of those achieved upon direct vector application, especially when using AlgPH155+PF127 [H]. No detrimental effects were reported on either cell viability or on the potential for chondrogenic differentiation. Inclusion of PF127 in the capsules was also capable of delaying undesirable hypertrophic cell differentiation. These findings are of promising value for the further development of viral vector controlled release strategies. Copyright © 2015 Elsevier B.V. All rights reserved.

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.

[Prediction of schistosomiasis infection rates of population based on ARIMA-NARNN model].

PubMed

Ke-Wei, Wang; Yu, Wu; Jin-Ping, Li; Yu-Yu, Jiang

2016-07-12

To explore the effect of the autoregressive integrated moving average model-nonlinear auto-regressive neural network (ARIMA-NARNN) model on predicting schistosomiasis infection rates of population. The ARIMA model, NARNN model and ARIMA-NARNN model were established based on monthly schistosomiasis infection rates from January 2005 to February 2015 in Jiangsu Province, China. The fitting and prediction performances of the three models were compared. Compared to the ARIMA model and NARNN model, the mean square error (MSE), mean absolute error (MAE) and mean absolute percentage error (MAPE) of the ARIMA-NARNN model were the least with the values of 0.011 1, 0.090 0 and 0.282 4, respectively. The ARIMA-NARNN model could effectively fit and predict schistosomiasis infection rates of population, which might have a great application value for the prevention and control of schistosomiasis.

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.

Neonatal heart rate prediction.

PubMed

Abdel-Rahman, Yumna; Jeremic, Aleksander; Tan, Kenneth

2009-01-01

Technological advances have caused a decrease in the number of infant deaths. Pre-term infants now have a substantially increased chance of survival. One of the mechanisms that is vital to saving the lives of these infants is continuous monitoring and early diagnosis. With continuous monitoring huge amounts of data are collected with so much information embedded in them. By using statistical analysis this information can be extracted and used to aid diagnosis and to understand development. In this study we have a large dataset containing over 180 pre-term infants whose heart rates were recorded over the length of their stay in the Neonatal Intensive Care Unit (NICU). We test two types of models, empirical bayesian and autoregressive moving average. We then attempt to predict future values. The autoregressive moving average model showed better results but required more computation.

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

Cavanaugh, J.E.; McQuarrie, A.D.; Shumway, R.H.

Conventional methods for discriminating between earthquakes and explosions at regional distances have concentrated on extracting specific features such as amplitude and spectral ratios from the waveforms of the P and S phases. We consider here an optimum nonparametric classification procedure derived from the classical approach to discriminating between two Gaussian processes with unequal spectra. Two robust variations based on the minimum discrimination information statistic and Renyi's entropy are also considered. We compare the optimum classification procedure with various amplitude and spectral ratio discriminants and show that its performance is superior when applied to a small population of 8 land-based earthquakesmore » and 8 mining explosions recorded in Scandinavia. Several parametric characterizations of the notion of complexity based on modeling earthquakes and explosions as autoregressive or modulated autoregressive processes are also proposed and their performance compared with the nonparametric and feature extraction approaches.« less

Development of a Robust Identifier for NPPs Transients Combining ARIMA Model and EBP Algorithm

NASA Astrophysics Data System (ADS)

Moshkbar-Bakhshayesh, Khalil; Ghofrani, Mohammad B.

2014-08-01

This study introduces a novel identification method for recognition of nuclear power plants (NPPs) transients by combining the autoregressive integrated moving-average (ARIMA) model and the neural network with error backpropagation (EBP) learning algorithm. The proposed method consists of three steps. First, an EBP based identifier is adopted to distinguish the plant normal states from the faulty ones. In the second step, ARIMA models use integrated (I) process to convert non-stationary data of the selected variables into stationary ones. Subsequently, ARIMA processes, including autoregressive (AR), moving-average (MA), or autoregressive moving-average (ARMA) are used to forecast time series of the selected plant variables. In the third step, for identification the type of transients, the forecasted time series are fed to the modular identifier which has been developed using the latest advances of EBP learning algorithm. Bushehr nuclear power plant (BNPP) transients are probed to analyze the ability of the proposed identifier. Recognition of transient is based on similarity of its statistical properties to the reference one, rather than the values of input patterns. More robustness against noisy data and improvement balance between memorization and generalization are salient advantages of the proposed identifier. Reduction of false identification, sole dependency of identification on the sign of each output signal, selection of the plant variables for transients training independent of each other, and extendibility for identification of more transients without unfavorable effects are other merits of the proposed identifier.

Influence of weather on the synchrony of gypsy moth (Lepidoptera: Lymantriidae) outbreaks in New England

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

Williams, D.W.; Liebhold, A.M.

1995-10-01

Outbreaks of the gypsy moth, Lymantria dispar (L.), were partially synchronous across New England states (Massachusetts, Maine, New Hampshire, and Vermont) from 1938 to 1992. To explain this synchrony, we investigated the Moran effect, a hypothesis that local population oscillations, which result form similar density-dependent mechanisms operating at time lags, may be synchronized over wide areas by exposure to common weather patterns. We also investigated the theory of climatic release, which ostulates that outbreaks are triggered by climatic factors favorable for population growth. Time series analysis revealed defoliation series in 2 states as 1st-order autoregressive processes and the other 2more » as periodic 2nd-order autoregressive processes. Defoliation residuals series computed using the autoregressive models for each state were cross correlated with series of weather variables recorded in the respective states. The weather variables significantly correlated with defoliation residuals in all 4 states were minimum temperature and precipitation in mid-December in the same gypsy moth generation and minimum temperature in mid- to late July of the previous generation. These weather variables also were correlated strongly among the 4 states. The analyses supported the predictions of the Moran effect and suggest the common weather may synchronize local populations so as to produce pest outbreaks over wide areas. We did not find convincing evidence to support the theory of climatic release. 41 refs., 7 figs., 4 tabs.« less

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.

A nonlinear autoregressive Volterra model of the Hodgkin-Huxley equations.

PubMed

Eikenberry, Steffen E; Marmarelis, Vasilis Z

2013-02-01

We propose a new variant of Volterra-type model with a nonlinear auto-regressive (NAR) component that is a suitable framework for describing the process of AP generation by the neuron membrane potential, and we apply it to input-output data generated by the Hodgkin-Huxley (H-H) equations. Volterra models use a functional series expansion to describe the input-output relation for most nonlinear dynamic systems, and are applicable to a wide range of physiologic systems. It is difficult, however, to apply the Volterra methodology to the H-H model because is characterized by distinct subthreshold and suprathreshold dynamics. When threshold is crossed, an autonomous action potential (AP) is generated, the output becomes temporarily decoupled from the input, and the standard Volterra model fails. Therefore, in our framework, whenever membrane potential exceeds some threshold, it is taken as a second input to a dual-input Volterra model. This model correctly predicts membrane voltage deflection both within the subthreshold region and during APs. Moreover, the model naturally generates a post-AP afterpotential and refractory period. It is known that the H-H model converges to a limit cycle in response to a constant current injection. This behavior is correctly predicted by the proposed model, while the standard Volterra model is incapable of generating such limit cycle behavior. The inclusion of cross-kernels, which describe the nonlinear interactions between the exogenous and autoregressive inputs, is found to be absolutely necessary. The proposed model is general, non-parametric, and data-derived.

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