46 resultados para Cluster Analysis. Information Theory. Entropy. Cross Information Potential. Complex Data
Resumo:
This paper emerged from work supported by EPSRC grant GR/S84354/01 and proposes a method of determining principal curves, using spline functions, in principal component analysis (PCA) for the representation of non-linear behaviour in process monitoring. Although principal curves are well established, they are difficult to implement in practice if a large number of variables are analysed. The significant contribution of this paper is that the proposed method has minimal complexity, assuming simple spline geometry, thus enabling efficient computation. The paper provides a foundation for further work where multiple curves may be required to represent underlying non-linear information in complex data.
Resumo:
This paper proposes the use of an improved covariate unit root test which exploits the cross-sectional dependence information when the panel data null hypothesis of a unit root is rejected. More explicitly, to increase the power of the test, we suggest the utilization of more than one covariate and offer several ways to select the ‘best’ covariates from the set of potential covariates represented by the individuals in the panel. Employing our methods, we investigate the Prebish-Singer hypothesis for nine commodity prices. Our results show that this hypothesis holds for all but the price of petroleum.
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Transcriptome analysis using microarray technology represents a powerful unbiased approach for delineating pathogenic mechanisms in disease. Here molecular mechanisms of renal tubulointerstitial fibrosis (TIF) were probed by monitoring changes in the renal transcriptome in a glomerular disease-dependent model of TIF ( adriamycin nephropathy) using Affymetrix (mu74av2) microarray coupled with sequential primary biological function-focused and secondary
Resumo:
Mass spectrometric methods were developed and validated for the analysis in chicken muscle of a range of antibiotic growth promoters: spiramycin, tylosin, virginiamycin and bacitracin, and separately for two marker metabolites of carbadox (quinoxaline-2-carboxylic acid and 1,4-bisdesoxycarbadox), and a marker metabolite of olaquindox (3-methyl-quinoxaline-2-carboxylic acid). The use of these compounds as antibiotic growth promoters has been banned by the European Commission. This study aimed to develop methods to detect their residues in muscle samples as a means of checking for the use of these drugs during the rearing of broiler chickens. When fed growth-promoting doses for 6 days, spiramycin (31.4 mu g kg(-1)), tylosin (1.0 mu g kg(-1)), QCA (6.5 mu g kg(-1)), DCBX (71.2 mu g kg(-1)) and MQCA (0.2 mu g kg(-1)) could be detected in the muscle 0 days after the withdrawal of fortified feed. Only spiramycin could consistently be detected beyond a withdrawal period of 1 day. All analytes showed stability commercial cooking process, therefore raw or cooked muscle could be used for monitoring purposes.
Resumo:
The predominant fear in capital markets is that of a price spike. Commodity markets differ in that there is a fear of both upward and down jumps, this results in implied volatility curves displaying distinct shapes when compared to equity markets. The use of a novel functional data analysis (FDA) approach, provides a framework to produce and interpret functional objects that characterise the underlying dynamics of oil future options. We use the FDA framework to examine implied volatility, jump risk, and pricing dynamics within crude oil markets. Examining a WTI crude oil sample for the 2007–2013 period, which includes the global financial crisis and the Arab Spring, strong evidence is found of converse jump dynamics during periods of demand and supply side weakness. This is used as a basis for an FDA-derived Merton (1976) jump diffusion optimised delta hedging strategy, which exhibits superior portfolio management results over traditional methods.
Resumo:
We introduce a novel graph class we call universal hierarchical graphs (UHG) whose topology can be found numerously in problems representing, e.g., temporal, spacial or general process structures of systems. For this graph class we show, that we can naturally assign two probability distributions, for nodes and for edges, which lead us directly to the definition of the entropy and joint entropy and, hence, mutual information establishing an information theory for this graph class. Furthermore, we provide some results under which conditions these constraint probability distributions maximize the corresponding entropy. Also, we demonstrate that these entropic measures can be computed efficiently which is a prerequisite for every large scale practical application and show some numerical examples. (c) 2007 Elsevier Inc. All rights reserved.
Resumo:
Various scientific studies have explored the causes of violent behaviour from different perspectives, with psychological tests, in particular, applied to the analysis of crime factors. The relationship between bi-factors has also been extensively studied including the link between age and crime. In reality, many factors interact to contribute to criminal behaviour and as such there is a need to have a greater level of insight into its complex nature. In this article we analyse violent crime information systems containing data on psychological, environmental and genetic factors. Our approach combines elements of rough set theory with fuzzy logic and particle swarm optimisation to yield an algorithm and methodology that can effectively extract multi-knowledge from information systems. The experimental results show that our approach outperforms alternative genetic algorithm and dynamic reduct-based techniques for reduct identification and has the added advantage of identifying multiple reducts and hence multi-knowledge (rules). Identified rules are consistent with classical statistical analysis of violent crime data and also reveal new insights into the interaction between several factors. As such, the results are helpful in improving our understanding of the factors contributing to violent crime and in highlighting the existence of hidden and intangible relationships between crime factors.
Resumo:
Statistics are regularly used to make some form of comparison between trace evidence or deploy the exclusionary principle (Morgan and Bull, 2007) in forensic investigations. Trace evidence are routinely the results of particle size, chemical or modal analyses and as such constitute compositional data. The issue is that compositional data including percentages, parts per million etc. only carry relative information. This may be problematic where a comparison of percentages and other constraint/closed data is deemed a statistically valid and appropriate way to present trace evidence in a court of law. Notwithstanding an awareness of the existence of the constant sum problem since the seminal works of Pearson (1896) and Chayes (1960) and the introduction of the application of log-ratio techniques (Aitchison, 1986; Pawlowsky-Glahn and Egozcue, 2001; Pawlowsky-Glahn and Buccianti, 2011; Tolosana-Delgado and van den Boogaart, 2013) the problem that a constant sum destroys the potential independence of variances and covariances required for correlation regression analysis and empirical multivariate methods (principal component analysis, cluster analysis, discriminant analysis, canonical correlation) is all too often not acknowledged in the statistical treatment of trace evidence. Yet the need for a robust treatment of forensic trace evidence analyses is obvious. This research examines the issues and potential pitfalls for forensic investigators if the constant sum constraint is ignored in the analysis and presentation of forensic trace evidence. Forensic case studies involving particle size and mineral analyses as trace evidence are used to demonstrate the use of a compositional data approach using a centred log-ratio (clr) transformation and multivariate statistical analyses.
Resumo:
Objective: Establish maternal preferences for a third-trimester ultrasound scan in a healthy, low-risk pregnant population.
Design: Cross-sectional study incorporating a discrete choice experiment.
Setting: A large, urban maternity hospital in Northern Ireland.
Participants: One hundred and forty-six women in their second trimester of pregnancy.
Methods: A discrete choice experiment was designed to elicit preferences for four attributes of a third-trimester ultrasound scan: health-care professional conducting the scan, detection rate for abnormal foetal growth, provision of non-medical information, cost. Additional data collected included age, marital status, socio-economic status, obstetric history, pregnancy-specific stress levels, perceived health and whether pregnancy was planned. Analysis was undertaken using a mixed logit model with interaction effects.
Main outcome measures: Women's preferences for, and trade-offs between, the attributes of a hypothetical scan and indirect willingness-to-pay estimates.
Results: Women had significant positive preference for higher rate of detection, lower cost and provision of non-medical information, with no significant value placed on scan operator. Interaction effects revealed subgroups that valued the scan most: women experiencing their first pregnancy, women reporting higher levels of stress, an adverse obstetric history and older women.
Conclusions: Women were able to trade on aspects of care and place relative importance on clinical, non-clinical outcomes and processes of service delivery, thus highlighting the potential of using health utilities in the development of services from a clinical, economic and social perspective. Specifically, maternal preferences exhibited provide valuable information for designing a randomized trial of effectiveness and insight for clinical and policy decision makers to inform woman-centred care.
Resumo:
This study was conducted to explore the effect of different autoclave heating times (30, 60 and 90 min) on fatty acids supply and molecular stability in Brassica carinata seed. Multivariate spectral analyses and correlation analyses were also carried out in our study. The results showed that autoclaving treatments significantly decreased the total fatty acids content in a linear fashion in B. carinata seed as heating time increased. Reduced concentrations were also observed in C18:3n3, C20:1, C22:1n9, monounsaturated fatty acids (MUFA), polyunsaturated fatty acids (PUFA), omega 3 (ω-3) and 9 (ω-9) fatty acids. Correspondingly, the heated seeds showed dramatic reductions in all the peak intensities within lipid-related spectral regions. Results from agglomerative hierarchical cluster analysis (AHCA) and principal component analysis (PCA) indicated that the raw oilseed had completely different structural make-up from the autoclaved seeds in both CH3 and CH2 asymmetric and symmetric stretching region (ca. 2999–2800 cm−1) and lipid ester Cdouble bond; length as m-dashO carbonyl region (ca. 1787–1706 cm−1). However, the oilseeds heated for 30, 60 and 90 min were not grouped into separate classes or ellipses in all the lipid-related regions, indicating that there still exhibited similarities in lipid biopolymer conformations among autoclaved B. carinata seeds. Moreover, strong correlations between spectral information and fatty acid compositions observed in our study could imply that lipid-related spectral parameters might have a potential to predict some fatty acids content in oilseed samples, i.e. B. carinata. However, more data from large sample size and diverse range would be necessary and helpful to draw up a final conclusion.