Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

A generalized Markov sampler

A recent development of the Markov chain Monte Carlo (MCMC) technique is the emergence of MCMC samplers that allow transitions between different models. Such samplers make possible a range of computational tasks involving models, including model selection, model evaluation, model averaging and hypothesis testing. An example of this type of sampler is the reversible jump MCMC sampler, which is a generalization of the Metropolis-Hastings algorithm. Here, we present a new MCMC sampler of this type. The new sampler is a generalization of the Gibbs sampler, but somewhat surprisingly, it also turns out to encompass as particular cases all of the well-known MCMC samplers, including those of Metropolis, Barker, and Hastings. Moreover, the new sampler generalizes the reversible jump MCMC. It therefore appears to be a very general framework for MCMC sampling. This paper describes the new sampler and illustrates its use in three applications in Computational Biology, specifically determination of consensus sequences, phylogenetic inference and delineation of isochores via multiple change-point analysis.

SeqDoC: rapid SNP and mutation detection by direct comparison of DNA sequence chromatograms

Background: This paper describes SeqDoC, a simple, web-based tool to carry out direct comparison of ABI sequence chromatograms. This allows the rapid identification of single nucleotide polymorphisms (SNPs) and point mutations without the need to install or learn more complicated analysis software. Results: SeqDoC produces a subtracted trace showing differences between a reference and test chromatogram, and is optimised to emphasise those characteristic of single base changes. It automatically aligns sequences, and produces straightforward graphical output. The use of direct comparison of the sequence chromatograms means that artefacts introduced by automatic base-calling software are avoided. Homozygous and heterozygous substitutions and insertion/deletion events are all readily identified. SeqDoC successfully highlights nucleotide changes missed by the Staden package 'tracediff' program. Conclusion: SeqDoC is ideal for small-scale SNP identification, for identification of changes in random mutagenesis screens, and for verification of PCR amplification fidelity. Differences are highlighted, not interpreted, allowing the investigator to make the ultimate decision on the nature of the change.

Development of an oligonucleotide-based SNP detection method on lateral flow strips using hexapet tages

Detection of point mutations or single nucleotide polymorphisms (SNPs) is important in relation to disease susceptibility or detection in pathogens of mutations determining drug resistance or host range. There is an emergent need for rapid detection methods amenable to point-of-care applications. The purpose of this study was to reduce to practice a novel method for SNP detection and to demonstrate that this technology can be used downstream of nucleic acid amplification. The authors used a model system to develop an oligonucleotide-based SNP detection system on nitrocellulose lateral flow strips. To optimize the assay they used cloned sequences of the herpes simplex virus-1 (HSV-1) DNA polymerase gene into which they introduced a point mutation. The assay system uses chimeric polymerase chain reaction (PCR) primers that incorporate hexameric repeat tags ("hexapet tags"). The chimeric sequences allow capture of amplified products to predefined positions on a lateral flow strip. These "hexapet" sequences have minimal cross-reactivity and allow specific hybridization-based capture of the PCR products at room temperature onto lateral flow strips that have been striped with complementary hexapet tags. The allele-specific amplification was carried out with both mutant and wild-type primer sets present in the PCR mix ("competitive" format). The resulting PCR products carried a hexapet tag that corresponded with either a wild-type or mutant sequence. The lateral flow strips are dropped into the PCR reaction tube, and mutant sequence and wild-type sequences diffuse along the strip and are captured at the corresponding position on the strip. A red line indicative of a positive reaction is visible after 1 minute. Unlike other systems that require separate reactions and strips for each target sequence, this system allows multiplex PCR reactions and multiplex detection on a single strip or other suitable substrates. Unambiguous visual discrimination of a point mutation under room temperature hybridization conditions was achieved with this model system in 10 minutes after PCR. The authors have developed a capture-based hybridization method for the detection and discrimination of HSV-1 DNA polymerase genes that contain a single nucleotide change. It has been demonstrated that the hexapet oligonucleotides can be adapted for hybridization on the lateral flow strip platform for discrimination of SNPs. This is the first step in demonstrating SNP detection on lateral flow using the hexapet oligonucleotide capture system. It is anticipated that this novel system can be widely used in point-of-care settings.

Assessment of statistical change criteria used to define significant change in neuropsychological test performance following cardiac surgery

Objective: This paper compares four techniques used to assess change in neuropsychological test scores before and after coronary artery bypass graft surgery (CABG), and includes a rationale for the classification of a patient as overall impaired. Methods: A total of 55 patients were tested before and after surgery on the MicroCog neuropsychological test battery. A matched control group underwent the same testing regime to generate test–retest reliabilities and practice effects. Two techniques designed to assess statistical change were used: the Reliable Change Index (RCI), modified for practice, and the Standardised Regression-based (SRB) technique. These were compared against two fixed cutoff techniques (standard deviation and 20% change methods). Results: The incidence of decline across test scores varied markedly depending on which technique was used to describe change. The SRB method identified more patients as declined on most measures. In comparison, the two fixed cutoff techniques displayed relatively reduced sensitivity in the detection of change. Conclusions: Overall change in an individual can be described provided the investigators choose a rational cutoff based on likely spread of scores due to chance. A cutoff value of ≥20% of test scores used provided acceptable probability based on the number of tests commonly encountered. Investigators must also choose a test battery that minimises shared variance among test scores.

Noise in detection of qubit states using a quantum point contact

We present a model for detection of the states of a coupled quantum dots (qubit) by a quantum point contact. Most proposals for measurements of states of quantum systems are idealized. However in a real laboratory the measurements cannot be perfect due to practical devices and circuits. The models using ideal devices are not sufficient for describing the detection information of the states of the quantum systems. Our model therefore includes the extension to a non-ideal measurement device case using an equivalent circuit. We derive a quantum trajectory that describes the stochastic evolution of the state of the system of the qubit and the measuring device. We calculate the noise power spectrum of tunnelling events in an ideal and a non-ideal quantum point contact measurement respectively. We found that, for the strong coupling case it is difficult to obtain information of the quantum processes in the qubit by measurements using a non-ideal quantum point contact. The noise spectra can also be used to estimate the limits of applicability of the ideal model.

Using a problem detection study (PDS) to identify and compare health care provider and consumer views of antihypertensive therapy

The objectives of this study were to ascertain consumer knowledge and behaviour about hypertension and treatment and to compare these with health care providers' perceptions (of 'most' consumers). The design for the study was a problem detection study (PDS): focus groups and then survey. Focus groups and survey participants were convenience samples of consumers, doctors, nurses and pharmacists. The main outcome measures were agreement on a 5-point Likert scale with statements about consumers' knowledge and behaviour about high blood pressure and medication. The survey identified areas of consensus and disagreement between consumers and health providers. While general knowledge and concordance with antihypertensive therapy among consumers was good, consequences such as eye and kidney disease, interactions with herbal medicines, and how to deal with missing a dose were less well known. Side effects were a problem for over one-quarter of participants, and cost was a problem in continuing therapy. Half the consumers had not received sufficient written information. Providers overall disagreed that most consumers have an adequate understanding of the condition. They agreed that most consumers adhere to therapy and can manage medicines; and about their own profession's role in information provision and condition management. Consumers confirmed positive provider behaviour, suggesting opportunities for greater communication between providers about actions taken with their consumers. In conclusion, the PDS methodology was useful in identifying consumer opinions. Differences between consumer and provider responses were marked, with consumers generally rating their knowledge and behaviour above providers' ratings of 'most' consumers. There are clear gaps to be targeted to improve the outcomes of hypertension therapy.

Variance-balanced designs under interference for dependent observations

It is shown that variance-balanced designs can be obtained from Type I orthogonal arrays for many general models with two kinds of treatment effects, including ones for interference, with general dependence structures. These designs can be used to obtain optimal and efficient designs. Some examples and design comparisons are given. (C) 2002 Elsevier B.V. All rights reserved.

Orientation of the genetic variance-covariance matrix and the fitness surface for multiple male sexually selected traits

Stabilizing selection has been predicted to change genetic variances and covariances so that the orientation of the genetic variance-covariance matrix (G) becomes aligned with the orientation of the fitness surface, but it is less clear how directional selection may change G. Here we develop statistical approaches to the comparison of G with vectors of linear and nonlinear selection. We apply these approaches to a set of male sexually selected cuticular hydrocarbons (CHCs) of Drosophila serrata. Even though male CHCs displayed substantial additive genetic variance, more than 99% of the genetic variance was orientated 74.9degrees away from the vector of linear sexual selection, suggesting that open-ended female preferences may greatly reduce genetic variation in male display traits. Although the orientation of G and the fitness surface were found to differ significantly, the similarity present in eigenstructure was a consequence of traits under weak linear selection and strong nonlinear ( convex) selection. Associating the eigenstructure of G with vectors of linear and nonlinear selection may provide a way of determining what long-term changes in G may be generated by the processes of natural and sexual selection.

A longitudinal study of employee adaptation to organizational change: The role of change-related information and change-related self-efficacy

This study examined the role of information, efficacy, and 3 stressors in predicting adjustment to organizational change. Participants were 589 government employees undergoing an 18-month process of regionalization. To examine if the predictor variables had long-term effects on adjustment, the authors assessed psychological well-being, client engagement, and job satisfaction again at a 2-year follow-up. At Time 1, there was evidence to suggest that information was indirectly related to psychological well-being, client engagement, and job satisfaction, via its positive relationship to efficacy. There also was evidence to suggest that efficacy was related to reduced stress appraisals, thereby heightening client engagement. Last, there was consistent support for the stress-buffering role of Time I self-efficacy in the prediction of Time 2 job satisfaction.

Uncertainty during organizational change: Is it all about control?

Uncertainty is a major source of psychological strain during organizational change. This study tested a model of change-related communication, uncertainty, and control and their relationship with psychological strain, job satisfaction, and turnover intentions. Self-report data were obtained from staff at a psychiatric hospital undergoing restructuring. Results indicated that uncertainty had a direct and an indirect (via feelings of lack of control) relationship with psychological strain. Partialling out common method variance led to a complete mediation of this relationship by control. Other predictions about the relationship of these variables with psychological strain, job satisfaction, and turnover intentions were supported. Implications for future research and practice of change communication are discussed.

Mapping hippocampal and ventricular change in Alzheimer disease

We developed an anatomical mapping technique to detect hippocampal and ventricular changes in Alzheimer disease (AD). The resulting maps are sensitive to longitudinal changes in brain structure as the disease progresses. An anatomical surface modeling approach was combined with surface-based statistics to visualize the region and rate of atrophy in serial MRI scans and isolate where these changes link with cognitive decline. Fifty-two high-resolution MRI scans were acquired from 12 AD patients (age: 68.4 +/- 1.9 years) and 14 matched controls (age: 71.4 +/- 0.9 years), each scanned twice (2.1 +/- 0.4 years apart). 3D parametric mesh models of the hippocampus and temporal horns were created in sequential scans and averaged across subjects to identify systematic patterns of atrophy. As an index of radial atrophy, 3D distance fields were generated relating each anatomical surface point to a medial curve threading down the medial axis of each structure. Hippocampal atrophic rates and ventricular expansion were assessed statistically using surface-based permutation testing and were faster in AD than in controls. Using color-coded maps and video sequences, these changes were visualized as they progressed anatomically over time. Additional maps localized regions where atrophic changes linked with cognitive decline. Temporal horn expansion maps were more sensitive to AD progression than maps of hippocampal atrophy, but both maps correlated with clinical deterioration. These quantitative, dynamic visualizations of hippocampal atrophy and ventricular expansion rates in aging and AD may provide a promising measure to track AD progression in drug trials. (C) 2004 Elsevier Inc. All rights reserved.

A reassessment of genetic limits to evolutionary change

An absence of genetic variance in traits under selection is perhaps the oldest explanation for a limit to evolutionary change, but has also been the most easily dismissed. We review a range of theoretical and empirical results covering single traits to more complex multivariate systems, and show that an absence of genetic variance may be more common than is currently appreciated. From a single-trait perspective, we highlight that it is becoming clear that some trait types do not display significant levels of genetic variation, and we raise the possibility that species with restricted ranges may differ qualitatively from more widespread species in levels of genetic variance in ecologically important traits. A common misconception in many life-history studies is that a lack of genetic variance in single traits, and genetic constraints as a consequence of bivariate genetic correlations, are different causes of selection limits. We detail how interpretations of bivariate patterns are unlikely to demonstrate genetic limits to selection in many cases. We advocate a multivariate definition of genetic constraints that emphasizes the presence (or otherwise) of genetic variance in the multivariate direction of selection. For multitrait systems, recent results using longer term studies of organisms, in which more is understood concerning what traits may be under selection, have indicated that selection may exhaust genetic variance, resulting in a limit to the selection response.