Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.

Chromatographic alignment of LC-MS and LC-MS/MS datasets by genetic algorithm feature extraction

Liquid chromatography-mass spectrometry (LC-MS) datasets can be compared or combined following chromatographic alignment. Here we describe a simple solution to the specific problem of aligning one LC-MS dataset and one LC-MS/MS dataset, acquired on separate instruments from an enzymatic digest of a protein mixture, using feature extraction and a genetic algorithm. First, the LC-MS dataset is searched within a few ppm of the calculated theoretical masses of peptides confidently identified by LC-MS/MS. A piecewise linear function is then fitted to these matched peptides using a genetic algorithm with a fitness function that is insensitive to incorrect matches but sufficiently flexible to adapt to the discrete shifts common when comparing LC datasets. We demonstrate the utility of this method by aligning ion trap LC-MS/MS data with accurate LC-MS data from an FTICR mass spectrometer and show how hybrid datasets can improve peptide and protein identification by combining the speed of the ion trap with the mass accuracy of the FTICR, similar to using a hybrid ion trap-FTICR instrument. We also show that the high resolving power of FTICR can improve precision and linear dynamic range in quantitative proteomics. The alignment software, msalign, is freely available as open source.

Glutathione and related thiol compounds II: the importance of protein bound glutathione and related protein-bound compounds in gluten proteins

Protein-bound glutathione (PSSG) and protein-bound related thiol compounds, i.e. cysteine (PSSCys), glutamyl-cysteine (PSSGlu-Cys) and cysteinyl-glycine (PSSCys-Gly), were analysed in proteins of Osborne fractions, i.e. gliadin, glutenin and gliadin-, glutenin-subfractions separated by gel filtration chromatography, gel protein and the total gluten proteins separated from wheat varieties with varying breadmaking performances. The results showed that PSSG and some protein-bound related thiol compounds were found in monomeric gliadins, indicating that glutathione and some related thiol compounds are able to form disulphide bonds (SS) with sulphydryl group (SH) of those proteins and the formation of those disulphide bonds may prevent those monomeric proteins from binding to other proteins. It was also observed that a larger amount of PSSG in glutenin proteins was negatively correlated with the molecular weight (M-w) distribution of glutenin polymers, suggesting that PSSG and protein-bound related thiol compounds may play an important role in controlling polymerisation of glutenin. Furthermore, it was found that the level of PSSG in gel protein from flours with poor breadmaking performances was constantly higher and significantly different (p < 0.05) from that of flours with good breadmaking performance. The same trend was observed with gluten samples from breadmaking and biscuitmaking flours. (C) 2003 Elsevier Ltd. All rights reserved.

Verification and FPGA circuits of a block-2 fast path-based predictor

This paper formally derives a new path-based neural branch prediction algorithm (FPP) into blocks of size two for a lower hardware solution while maintaining similar input-output characteristic to the algorithm. The blocked solution, here referred to as B2P algorithm, is obtained using graph theory and retiming methods. Verification approaches were exercised to show that prediction performances obtained from the FPP and B2P algorithms differ within one mis-prediction per thousand instructions using a known framework for branch prediction evaluation. For a chosen FPGA device, circuits generated from the B2P algorithm showed average area savings of over 25% against circuits for the FPP algorithm with similar time performances thus making the proposed blocked predictor superior from a practical viewpoint.

A new algorithm for OFDM joint data detection and phase noise cancellation

This paper proposes a new iterative algorithm for OFDM joint data detection and phase noise (PHN) cancellation based on minimum mean square prediction error. We particularly highlight the problem of "overfitting" such that the iterative approach may converge to a trivial solution. Although it is essential for this joint approach, the overfitting problem was relatively less studied in existing algorithms. In this paper, specifically, we apply a hard decision procedure at every iterative step to overcome the overfitting. Moreover, compared with existing algorithms, a more accurate Pade approximation is used to represent the phase noise, and finally a more robust and compact fast process based on Givens rotation is proposed to reduce the complexity to a practical level. Numerical simulations are also given to verify the proposed algorithm.

Force shading and bump mapping using the friction cone algorithm

Previous work has presented the friction cone algorithm, a generalised method to resolve forces on a simulated haptic object when two or more fingers are in contact. Two extensions to the friction cone algorithm are presented: force shading and bump mapping. Force shading removes the discontinuities that are present when transitioning from one face to the next, whilst bump mapping provides a mechanism for rendering haptic textures on polygonal surfaces. Both these extensions can be combined whilst still maintaining the friction cone algorithm's intrinsic ability to simulate arbitrarily complex friction models.

Exact error estimates and optimal randomized algorithms for integration

Exact error estimates for evaluating multi-dimensional integrals are considered. An estimate is called exact if the rates of convergence for the low- and upper-bound estimate coincide. The algorithm with such an exact rate is called optimal. Such an algorithm has an unimprovable rate of convergence. The problem of existing exact estimates and optimal algorithms is discussed for some functional spaces that define the regularity of the integrand. Important for practical computations data classes are considered: classes of functions with bounded derivatives and Holder type conditions. The aim of the paper is to analyze the performance of two optimal classes of algorithms: deterministic and randomized for computing multidimensional integrals. It is also shown how the smoothness of the integrand can be exploited to construct better randomized algorithms.

A neurofuzzy network knowledge extraction and extended gram-Schmidt algorithm for model subspace decomposition

This paper introduces a new neurofuzzy model construction and parameter estimation algorithm from observed finite data sets, based on a Takagi and Sugeno (T-S) inference mechanism and a new extended Gram-Schmidt orthogonal decomposition algorithm, for the modeling of a priori unknown dynamical systems in the form of a set of fuzzy rules. The first contribution of the paper is the introduction of a one to one mapping between a fuzzy rule-base and a model matrix feature subspace using the T-S inference mechanism. This link enables the numerical properties associated with a rule-based matrix subspace, the relationships amongst these matrix subspaces, and the correlation between the output vector and a rule-base matrix subspace, to be investigated and extracted as rule-based knowledge to enhance model transparency. The matrix subspace spanned by a fuzzy rule is initially derived as the input regression matrix multiplied by a weighting matrix that consists of the corresponding fuzzy membership functions over the training data set. Model transparency is explored by the derivation of an equivalence between an A-optimality experimental design criterion of the weighting matrix and the average model output sensitivity to the fuzzy rule, so that rule-bases can be effectively measured by their identifiability via the A-optimality experimental design criterion. The A-optimality experimental design criterion of the weighting matrices of fuzzy rules is used to construct an initial model rule-base. An extended Gram-Schmidt algorithm is then developed to estimate the parameter vector for each rule. This new algorithm decomposes the model rule-bases via an orthogonal subspace decomposition approach, so as to enhance model transparency with the capability of interpreting the derived rule-base energy level. This new approach is computationally simpler than the conventional Gram-Schmidt algorithm for resolving high dimensional regression problems, whereby it is computationally desirable to decompose complex models into a few submodels rather than a single model with large number of input variables and the associated curse of dimensionality problem. Numerical examples are included to demonstrate the effectiveness of the proposed new algorithm.

A robust nonlinear identification algorithm using PRESS statistic and forward regression

This letter introduces a new robust nonlinear identification algorithm using the Predicted REsidual Sums of Squares (PRESS) statistic and for-ward regression. The major contribution is to compute the PRESS statistic within a framework of a forward orthogonalization process and hence construct a model with a good generalization property. Based on the properties of the PRESS statistic the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation.

Automatic nonlinear predictive model-construction algorithm using forward regression and the PRESS statistic

An automatic nonlinear predictive model-construction algorithm is introduced based on forward regression and the predicted-residual-sums-of-squares (PRESS) statistic. The proposed algorithm is based on the fundamental concept of evaluating a model's generalisation capability through crossvalidation. This is achieved by using the PRESS statistic as a cost function to optimise model structure. In particular, the proposed algorithm is developed with the aim of achieving computational efficiency, such that the computational effort, which would usually be extensive in the computation of the PRESS statistic, is reduced or minimised. The computation of PRESS is simplified by avoiding a matrix inversion through the use of the orthogonalisation procedure inherent in forward regression, and is further reduced significantly by the introduction of a forward-recursive formula. Based on the properties of the PRESS statistic, the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation. Numerical examples are used to demonstrate the efficacy of the algorithm.