Prediction in dynamic models with time-dependent conditional variances

This paper considers forecasting the conditional mean and variance from a single-equation dynamic model with autocorrelated disturbances following an ARMA process, and innovations with time-dependent conditional heteroskedasticity as represented by a linear GARCH process. Expressions for the minimum MSE predictor and the conditional MSE are presented. We also derive the formula for all the theoretical moments of the prediction error distribution from a general dynamic model with GARCH(1, 1) innovations. These results are then used in the construction of ex ante prediction confidence intervals by means of the Cornish-Fisher asymptotic expansion. An empirical example relating to the uncertainty of the expected depreciation of foreign exchange rates illustrates the usefulness of the results. © 1992.

An integrated approach to the prediction of chemotherapeutic response in patients with breast cancer.

BACKGROUND: A major challenge in oncology is the selection of the most effective chemotherapeutic agents for individual patients, while the administration of ineffective chemotherapy increases mortality and decreases quality of life in cancer patients. This emphasizes the need to evaluate every patient's probability of responding to each chemotherapeutic agent and limiting the agents used to those most likely to be effective. METHODS AND RESULTS: Using gene expression data on the NCI-60 and corresponding drug sensitivity, mRNA and microRNA profiles were developed representing sensitivity to individual chemotherapeutic agents. The mRNA signatures were tested in an independent cohort of 133 breast cancer patients treated with the TFAC (paclitaxel, 5-fluorouracil, adriamycin, and cyclophosphamide) chemotherapy regimen. To further dissect the biology of resistance, we applied signatures of oncogenic pathway activation and performed hierarchical clustering. We then used mRNA signatures of chemotherapy sensitivity to identify alternative therapeutics for patients resistant to TFAC. Profiles from mRNA and microRNA expression data represent distinct biologic mechanisms of resistance to common cytotoxic agents. The individual mRNA signatures were validated in an independent dataset of breast tumors (P = 0.002, NPV = 82%). When the accuracy of the signatures was analyzed based on molecular variables, the predictive ability was found to be greater in basal-like than non basal-like patients (P = 0.03 and P = 0.06). Samples from patients with co-activated Myc and E2F represented the cohort with the lowest percentage (8%) of responders. Using mRNA signatures of sensitivity to other cytotoxic agents, we predict that TFAC non-responders are more likely to be sensitive to docetaxel (P = 0.04), representing a viable alternative therapy. CONCLUSIONS: Our results suggest that the optimal strategy for chemotherapy sensitivity prediction integrates molecular variables such as ER and HER2 status with corresponding microRNA and mRNA expression profiles. Importantly, we also present evidence to support the concept that analysis of molecular variables can present a rational strategy to identifying alternative therapeutic opportunities.

Life-narrative and word-cued autobiographical memories in centenarians: comparisons with 80-year-old control, depressed, and dementia groups.

Centenarians provided autobiographical memories to either a request for a life narrative or a request to produce autobiographical memories to cue words. Both methods produced distributions with childhood-amnesia, reminiscence-bump, and recency components. The life-narrative method produced relatively more bump memories at the expense of recent memories. The life-narrative distributions were similar to those obtained from 80-year-old adults without clinical symptoms and from 80-year-old Alzheimer's dementia and depression patients, except that the centenarians had an additional 20-year period of relatively low recall between the bump and recency components. The centenarians produced more emotionally neutral memories than the other three groups and produced fewer and less detailed memories than the non-clinical 80-year-old sample.

Properties of word cues for autobiographical memory.

A sample of 124 words were used to cue autobiographical memories in 120 adults varying in age from 20 to 73 years. Individual words reliably cued autobiographical memories of different ages with different speeds. For all age groups, words rated high in imagery produced older memories and faster reaction times.

Distribution of important and word-cued autobiographical memories in 20-, 35-, and 70-year-old adults.

For word-cued autobiographical memories, older adults had an increase, or bump, from the ages 10 to 30. All age groups had fewer memories from childhood than from other years and a power-function retention for memories from the most recent 10 years. There were no consistent differences in reaction times and rating scale responses across decades. Concrete words cued older memories, but no property of the cues predicted which memories would come from the bump. The 5 most important memories given by 20- and 35-year-old participants were distributed similarly to their word-cued memories, but those given by 70-year-old participants came mostly from the single 20-to-30 decade. No theory fully accounts for the bump.

The Toronto Word Pool: Norms for imagery, concreteness, orthographic variables, and grammatical usage for 1,080 words

Imagery and concreteness norms and percentage noun usage were obtained on the 1,080 verbal items from the Toronto Word Pool. Imagery was defined as the rated ease with which a word aroused a mental image, and concreteness was defined in relation to level of abstraction. The degree to which a word was functionally a noun was estimated in a sentence generation task. The mean and standard deviation of the imagery and concreteness ratings for each item are reported together with letter and printed frequency counts for the words and indications of sex differences in the ratings. Additional data in the norms include a grammatical function code derived from dictionary definitions, a percent noun judgment, indexes of statistical approximation to English, and an orthographic neighbor ratio. Validity estimates for the imagery and concreteness ratings are derived from comparisons with scale values drawn from the Paivio, Yuille, and Madigan (1968) noun pool and the Toglia and Battig (1978) norms. © 1982 Psychonomic Society, Inc.