Parkinson’s Disease tremor classification – a comparison between Support Vector Machines and neural networks

Deep Brain Stimulation has been used in the study of and for treating Parkinson’s Disease (PD) tremor symptoms since the 1980s. In the research reported here we have carried out a comparative analysis to classify tremor onset based on intraoperative microelectrode recordings of a PD patient’s brain Local Field Potential (LFP) signals. In particular, we compared the performance of a Support Vector Machine (SVM) with two well known artificial neural network classifiers, namely a Multiple Layer Perceptron (MLP) and a Radial Basis Function Network (RBN). The results show that in this study, using specifically PD data, the SVM provided an overall better classification rate achieving an accuracy of 81% recognition.

Gaussian quadrature 4D-VAR

A new incremental four-dimensional variational (4D-Var) data assimilation algorithm is introduced. The algorithm does not require the computationally expensive integrations with the nonlinear model in the outer loops. Nonlinearity is accounted for by modifying the linearization trajectory of the observation operator based on integrations with the tangent linear (TL) model. This allows us to update the linearization trajectory of the observation operator in the inner loops at negligible computational cost. As a result the distinction between inner and outer loops is no longer necessary. The key idea on which the proposed 4D-Var method is based is that by using Gaussian quadrature it is possible to get an exact correspondence between the nonlinear time evolution of perturbations and the time evolution in the TL model. It is shown that J-point Gaussian quadrature can be used to derive the exact adjoint-based observation impact equations and furthermore that it is straightforward to account for the effect of multiple outer loops in these equations if the proposed 4D-Var method is used. The method is illustrated using a three-level quasi-geostrophic model and the Lorenz (1996) model.

Nonlinear set-membership estimation: a support vector machine approach

In this paper a support vector machine (SVM) approach for characterizing the feasible parameter set (FPS) in non-linear set-membership estimation problems is presented. It iteratively solves a regression problem from which an approximation of the boundary of the FPS can be determined. To guarantee convergence to the boundary the procedure includes a no-derivative line search and for an appropriate coverage of points on the FPS boundary it is suggested to start with a sequential box pavement procedure. The SVM approach is illustrated on a simple sine and exponential model with two parameters and an agro-forestry simulation model.

The potential to intensify sulforaphane formation in cooked broccoli (Brassica oleracea var. italica) using mustard seeds (Sinapis alba)

Sulforaphane, a naturally occurring cancer chemopreventive, is the hydrolysis product of glucoraphanin, the main glucosinolate in broccoli. The hydrolysis requires myrosinase isoenzyme to be present in sufficient activity; however processing leads to its denaturation and hence reduced hydrolysis. In this study, the effect of adding mustard seeds, which has a more resilient isoform of myrosinase, to processed broccoli was investigated with a view to intensify the formation of sulforaphane. Thermal inactivation of myrosinase from both broccoli and mustard seeds was studied. Thermal degradation of broccoli glucoraphanin was investigated in addition to the effects of thermal processing on the formation of sulforaphane and sulforaphane nitrile. Limited thermal degradation of glucoraphanin (less than 12 %) was observed when broccoli was placed in vacuum sealed bag (sous vide) and cooked in a water bath at 100 ºC for 8 and 12 min. Boiling broccoli in water prevented the formation of any significant levels of sulforaphane due to inactivated myrosinase. However, addition of powdered mustard seeds to the heat processed broccoli significantly increased the formation of sulforaphane.

Adhesion of Salmonella enterica var Enteritidis strains lacking fimbriae and flagella to rat ileal explants cultured at the air interface or submerged in tissue culture medium

Rat ileal air interface and submerged explant models were developed and used to compare the adhesion of Salmonella enterica var Enteritidis wild-type strains with that of their isogenic single and multiple deletion mutants. The modified strains studied were defective for fimbriae, flagella, motility or chemotaxis and binding was assessed on tissues with and without an intact mucus layer. A multiple afimbriate/aflagellate (fim(-)/fla(-)) strain, a fimbriate but aflagellate (fla(-)) strain and a fimbriate/flagellate but non-motile (mot(-)) strain bound significantly less extensively to the explants than the corresponding wild-type strains. With the submerged explant model this difference was evident in tissues with or without a mucus layer, whereas in the air interface model it was observed only in tissues,vith an intact mucus layer. A smooth swimming chemotaxis-defective (che(-)) strain and single or multiple afimbriate strains bound to explants as well as their corresponding wild-type strain. This suggests that under the present experimental conditions fimbriae were not essential for attachment of S. enterica var Enteritidis to rat ileal explants, However; the possession of active flagella did appear to be an important factor. in enabling salmonellae to penetrate the gastrointestinal mucus layer and attach specifically to epithelial cells.

Virulence in the chick model and stress tolerance of Salmonella enterica serovar Orion var. 15+

Three Salmonella enterica serovar Orion var. 15+ isolates of distinct provenance were tested for survival in various stress assays. All were less able to survive desiccation than a virulent S. Enreritidis strain, with levels of survival similar to a rpoS mutant of the S. Enteritidis strain, whereas one isolate (F3720) was significantly more acid tolerant. The S. Orion var. 15+ isolates were motile by flagellae and elaborated type-1 and curli-like fimbriae; surface organelles that are considered virulence determinants in Salmonella pathogenesis. Each adhered and invaded HEp-2 tissue culture cells with similar proficiency to the S. Enteritidis control but were significantly less virulent than S. En teritidis in the one-day-old and seven-day-old chick model. Given an oral dose of 1 x 10(3) cfu to one-day-old chicken, S. Orion var. 15+ isolates colonised 25% of liver and spleens examined at 24 h whereas S. Enteritidis colonised 100% of organs by the same with the same dose. Given an oral dose of 1 x 10(7) cfu at seven-day old, S. Orion var. 15+ failed to colonise livers and spleens in any bird examined at 24 h whereas S. Enteritidis colonised 50% of organs by the same with the same dose. Based on the number of internal organs colonised, one of the three S. Orion var. 15+ isolates tested (strain F3720) was significantly more invasive than the other two (B1 and B7). Also, strain F3720 was shed less than either B1 or B7 supporting the concept that there may be an inverse relationship between the ability to colonise deep tissues and to persist in the gut. These data are discussed in the light that S. Orion var. 15+ is associated with sporadic outbreaks of human infection rather than epidemics.

Forecasting VaR using analytic higher moments for GARCH processes

It is widely accepted that some of the most accurate Value-at-Risk (VaR) estimates are based on an appropriately specified GARCH process. But when the forecast horizon is greater than the frequency of the GARCH model, such predictions have typically required time-consuming simulations of the aggregated returns distributions. This paper shows that fast, quasi-analytic GARCH VaR calculations can be based on new formulae for the first four moments of aggregated GARCH returns. Our extensive empirical study compares the Cornish–Fisher expansion with the Johnson SU distribution for fitting distributions to analytic moments of normal and Student t, symmetric and asymmetric (GJR) GARCH processes to returns data on different financial assets, for the purpose of deriving accurate GARCH VaR forecasts over multiple horizons and significance levels.

Price discovery of credit spreads in tranquil and crisis periods

In this paper we investigate the price discovery process in single-name credit spreads obtained from bond, credit default swap (CDS), equity and equity option prices. We analyse short term price discovery by modelling daily changes in credit spreads in the four markets with a vector autoregressive model (VAR). We also look at price discovery in the long run with a vector error correction model (VECM). We find that in the short term the option market clearly leads the other markets in the sub-prime crisis (2007-2009). During the less severe sovereign debt crisis (2009-2012) and the pre-crisis period, options are still important but CDSs become more prominent. In the long run, deviations from the equilibrium relationship with the option market still lead to adjustments in the credit spreads observed or implied from other markets. However, options no longer dominate price discovery in any of the periods considered. Our findings have implications for traders, credit risk managers and financial regulators.

Forecasting with vector autoregressive models of data vintages: US output growth and inflation

Vintage-based vector autoregressive models of a single macroeconomic variable are shown to be a useful vehicle for obtaining forecasts of different maturities of future and past observations, including estimates of post-revision values. The forecasting performance of models which include information on annual revisions is superior to that of models which only include the first two data releases. However, the empirical results indicate that a model which reflects the seasonal nature of data releases more closely does not offer much improvement over an unrestricted vintage-based model which includes three rounds of annual revisions.

Linkages between property asset returns and interest rates: evidence for the UK

This paper considers the effect of short- and long-term interest rates, and interest rate spreads upon real estate index returns in the UK. Using Johansen's vector autoregressive framework, it is found that the real estate index cointegrates with the term spread, but not with the short or long rates themselves. Granger causality tests indicate that movements in short term interest rates and the spread cause movements in the returns series. However, decomposition of the forecast error variances from VAR models indicate that changes in these variables can only explain a small proportion of the overall variability of the returns, and that the effect has fully worked through after two months. The results suggest that these financial variables could potentially be used as leading indicators for real estate markets, with corresponding implications for return predictability.

Interaction among non-toxic phytoplankton, toxic phytoplankton and zooplankton: inferences from field observations

We explore the mutual dependencies and interactions among different groups of species of the plankton population, based on an analysis of the long-term field observations carried out by our group in the North–West coast of the Bay of Bengal. The plankton community is structured into three groups of species, namely, non-toxic phytoplankton (NTP), toxic phytoplankton (TPP) and zooplankton. To find the pair-wise dependencies among the three groups of plankton, Pearson and partial correlation coefficients are calculated. To explore the simultaneous interaction among all the three groups, a time series analysis is performed. Following an Expectation Maximization (E-M) algorithm, those data points which are missing due to irregularities in sampling are estimated, and with the completed data set a Vector Auto-Regressive (VAR) model is analyzed. The overall analysis demonstrates that toxin-producing phytoplankton play two distinct roles: the inhibition on consumption of toxic substances reduces the abundance of zooplankton, and the toxic materials released by TPP significantly compensate for the competitive disadvantages among phytoplankton species. Our study suggests that the presence of TPP might be a possible cause for the generation of a complex interaction among the large number of phytoplankton and zooplankton species that might be responsible for the prolonged coexistence of the plankton species in a fluctuating biomass.

Evidence that nematodes may vector the soft rot-causing enterobacterial phytopathogens

Bacterial soft rot is a globally significant plant disease that causes major losses in the production of many popular crops, such as potato. Little is known about the dispersal and ecology of soft-rot enterobacteria, and few animals have been identified as vectors for these pathogens. This study investigates whether soil-living and bacterial-feeding nematodes could act as vectors for the dispersal of soft-rot enterobacteria to plants. Soft-rot enterobacteria associated with nematodes were quantified and visualized through bacterial enumeration, GFP-tagging, and confocal and electron scanning microscopy. Soft-rot enterobacteria were able to withstand nematode grazing, colonize the gut of Caenorhabditis elegans and subsequently disperse to plant material while remaining virulent. Two nematode species were also isolated from a rotten potato sample obtained from a potato storage facility in Finland. Furthermore, one of these isolates (Pristionchus sp. FIN-1) was shown to be able to disperse soft-rot enterobacteria to plant material. The interaction of nematodes and soft-rot enterobacteria seems to be more mutualistic rather than pathogenic, but more research is needed to explain how soft-rot enterobacteria remain viable inside nematodes.

The role of the harmonic vector average in motion integration

The local speeds of object contours vary systematically with the cosine of the angle between the normal component of the local velocity and the global object motion direction. An array of Gabor elements whose speed changes with local spatial orientation in accordance with this pattern can appear to move as a single surface. The apparent direction of motion of plaids and Gabor arrays has variously been proposed to result from feature tracking, vector addition and vector averaging in addition to the geometrically correct global velocity as indicated by the intersection of constraints (IOC) solution. Here a new combination rule, the harmonic vector average (HVA), is introduced, as well as a new algorithm for computing the IOC solution. The vector sum can be discounted as an integration strategy as it increases with the number of elements. The vector average over local vectors that vary in direction always provides an underestimate of the true global speed. The HVA, however, provides the correct global speed and direction for an unbiased sample of local velocities with respect to the global motion direction, as is the case for a simple closed contour. The HVA over biased samples provides an aggregate velocity estimate that can still be combined through an IOC computation to give an accurate estimate of the global velocity, which is not true of the vector average. Psychophysical results for type II Gabor arrays show perceived direction and speed falls close to the IOC direction for Gabor arrays having a wide range of orientations but the IOC prediction fails as the mean orientation shifts away from the global motion direction and the orientation range narrows. In this case perceived velocity generally defaults to the HVA.

Information content and forecasting ability of sentiment indicators: case of real estate market

We evaluate a number of real estate sentiment indices to ascertain current and forward-looking information content that may be useful for forecasting demand and supply activities. Analyzing the dynamic relationships within a Vector Auto-Regression (VAR) framework and using the quarterly US data over 1988-2010, we test the efficacy of several sentiment measures by comparing them with other coincident economic indicators. Overall, our analysis suggests that the sentiment in real estate convey valuable information that can help predict changes in real estate returns. These findings have important implications for investment decisions, from consumers' as well as institutional investors' perspectives.