Bootstrapping prediction intervals for autoregressive models

Methods of improving the coverage of Box–Jenkins prediction intervals for linear autoregressive models are explored. These methods use bootstrap techniques to allow for parameter estimation uncertainty and to reduce the small-sample bias in the estimator of the models’ parameters. In addition, we also consider a method of bias-correcting the non-linear functions of the parameter estimates that are used to generate conditional multi-step predictions.

GeneMCL in microarray analysis

Accurately and reliably identifying the actual number of clusters present with a dataset of gene expression profiles, when no additional information on cluster structure is available, is a problem addressed by few algorithms. GeneMCL transforms microarray analysis data into a graph consisting of nodes connected by edges, where the nodes represent genes, and the edges represent the similarity in expression of those genes, as given by a proximity measurement. This measurement is taken to be the Pearson correlation coefficient combined with a local non-linear rescaling step. The resulting graph is input to the Markov Cluster (MCL) algorithm, which is an elegant, deterministic, non-specific and scalable method, which models stochastic flow through the graph. The algorithm is inherently affected by any cluster structure present, and rapidly decomposes a graph into cohesive clusters. The potential of the GeneMCL algorithm is demonstrated with a 5730 gene subset (IGS) of the Van't Veer breast cancer database, for which the clusterings are shown to reflect underlying biological mechanisms. (c) 2005 Elsevier Ltd. All rights reserved.

Expression profiles in the progression of ductal carcinoma in the breast

An understanding of the multi-step nature of cancer as it is in the breast, as a series of pivotal genetic/epigenetic modifications is irrefutably a milestone in diagnostics, prognostics and eventually providing a cure. Here we have utilised a variant of analysis of variance (ANOVA) as a model for the identification and tracking of specific mRNA species whose transcription has been significantly altered at each grade in the progression of ductal carcinoma, making it possible to correlate histological progression with the genetic events underlying breast cancer. We show that in the progression of ductal carcinomas, from grade 1 to 3, there is a reduction in the actual number of mRNA species, which are significantly over or under expressed. We also show that this technique can be employed to generate differential gene expression patterns, whereby the combined expression profile of the tailored spectra of genes in the comparison of each ductal grade is sufficient to render them on clearly separate arms of an array-wise hierarchical cluster dendrogram.

Silica coated noble metal nanoparticle hydrosols as supported catalyst precursors

Synthesis of well-defined nanoparticles has been intensively pursued not only for their fundamental scientific interest, but also for many technological applications. One important development of the nanomaterial is in the area of chemical catalysis. We have now developed a new aqueous-based method for the synthesis of silica encapsulated noble metal nanoparticles in controlled dimensions. Thus, colloid stable silica encapsulated similar to 5 nm platinum nanoparticle is synthesized by a multi-step method. The thickness of the silica coating could be controlled using a different amount of silica precursor. These particles supported on a high surface area alumina are also demonstrated to display a superior hydrogenation activity and stability against metal sintering after thermal activation.

Dual-orthogonal radial basis function networks for nonlinear time series prediction

A new structure of Radial Basis Function (RBF) neural network called the Dual-orthogonal RBF Network (DRBF) is introduced for nonlinear time series prediction. The hidden nodes of a conventional RBF network compare the Euclidean distance between the network input vector and the centres, and the node responses are radially symmetrical. But in time series prediction where the system input vectors are lagged system outputs, which are usually highly correlated, the Euclidean distance measure may not be appropriate. The DRBF network modifies the distance metric by introducing a classification function which is based on the estimation data set. Training the DRBF networks consists of two stages. Learning the classification related basis functions and the important input nodes, followed by selecting the regressors and learning the weights of the hidden nodes. In both cases, a forward Orthogonal Least Squares (OLS) selection procedure is applied, initially to select the important input nodes and then to select the important centres. Simulation results of single-step and multi-step ahead predictions over a test data set are included to demonstrate the effectiveness of the new approach.

Quantitative plant proteomics

Quantitation is an inherent requirement in comparative proteomics and there is no exception to this for plant proteomics. Quantitative proteomics has high demands on the experimental workflow, requiring a thorough design and often a complex multi-step structure. It has to include sufficient numbers of biological and technical replicates and methods that are able to facilitate a quantitative signal read-out. Quantitative plant proteomics in particular poses many additional challenges but because of the nature of plants it also offers some potential advantages. In general, analysis of plants has been less prominent in proteomics. Low protein concentration, difficulties in protein extraction, genome multiploidy, high Rubisco abundance in green tissue, and an absence of well-annotated and completed genome sequences are some of the main challenges in plant proteomics. However, the latter is now changing with several genomes emerging for model plants and crops such as potato, tomato, soybean, rice, maize and barley. This review discusses the current status in quantitative plant proteomics (MS-based and non-MS-based) and its challenges and potentials. Both relative and absolute quantitation methods in plant proteomics from DIGE to MS-based analysis after isotope labeling and label-free quantitation are described and illustrated by published studies. In particular, we describe plant-specific quantitative methods such as metabolic labeling methods that can take full advantage of plant metabolism and culture practices, and discuss other potential advantages and challenges that may arise from the unique properties of plants.

Anthropogenic greenhouse gas contribution to flood risk in England and Wales in autumn 2000

Interest in attributing the risk of damaging weather-related events to anthropogenic climate change is increasing1. Yet climate models used to study the attribution problem typically do not resolve the weather systems associated with damaging events2 such as the UK floods of October and November 2000. Occurring during the wettest autumn in England and Wales since records began in 17663, 4, these floods damaged nearly 10,000 properties across that region, disrupted services severely, and caused insured losses estimated at £1.3 billion (refs 5, 6). Although the flooding was deemed a ‘wake-up call’ to the impacts of climate change at the time7, such claims are typically supported only by general thermodynamic arguments that suggest increased extreme precipitation under global warming, but fail8, 9 to account fully for the complex hydrometeorology4, 10 associated with flooding. Here we present a multi-step, physically based ‘probabilistic event attribution’ framework showing that it is very likely that global anthropogenic greenhouse gas emissions substantially increased the risk of flood occurrence in England and Wales in autumn 2000. Using publicly volunteered distributed computing11, 12, we generate several thousand seasonal-forecast-resolution climate model simulations of autumn 2000 weather, both under realistic conditions, and under conditions as they might have been had these greenhouse gas emissions and the resulting large-scale warming never occurred. Results are fed into a precipitation-runoff model that is used to simulate severe daily river runoff events in England and Wales (proxy indicators of flood events). The precise magnitude of the anthropogenic contribution remains uncertain, but in nine out of ten cases our model results indicate that twentieth-century anthropogenic greenhouse gas emissions increased the risk of floods occurring in England and Wales in autumn 2000 by more than 20%, and in two out of three cases by more than 90%.

Surface chemistry of glycine on Pt{111} in different aqueous environments

Adsorption of glycine on Ptf111g under UHV conditions and in different aqueous environments was studied by XPS (UHV and ambient pressure) and NEXAFS. Under UHV conditions, glycine adsorbs in its neutral molecular state up to about 0.15 ML. Further deposition leads to the formation of an additional zwitterionic species, which is in direct contact with the substrate surface, followed by the growth of multilayers, which also consist of zwitterions. The neutral surface species is most stable and decomposes at 360 K through a multi-step process which includes the formation of methylamine and carbon monoxide. When glycine and water are co-adsorbed in UHV at low temperatures (< 170 K) inter-layer diffusion is inhibited and the surface composition depends on the adsorption sequence. Water adsorbed on top of a glycine layer does not lead to significant changes in its chemical state. When glycine is adsorbed on top of a pre-adsorbed chemisorbed water layer or thick ice layer, however, it is found in its zwitterionic state, even at low coverage. No difference is seen in the chemical state of glycine when the layers are exposed to ambient water vapor pressure up to 0.2 Torr at temperatures above 300 K. Also the decomposition temperature stays the same, 360 K, irrespective of the water vapor pressure. Only the reaction path of the decomposition products is affected by ambient water vapor.

A flow reactor process for the synthesis of peptides utilizing immobilized reagents, scavengers and catch and release protocols

A general flow process for the multi-step assembly of peptides has been developed and this procedure has been used to successfully construct a series of Boc, Cbz and Fmoc N-protected dipeptides in excellent yields and purities, including an extension of the method to enable the preparation of a tripeptide derivative.

Aircraft routing with minimal climate impact: the REACT4C climate cost function modelling approach (V1.0)

In addition to CO2, the climate impact of aviation is strongly influenced by non-CO2 emissions, such as nitrogen oxides, influencing ozone and methane, and water vapour, which can lead to the formation of persistent contrails in ice-supersaturated regions. Because these non-CO2 emission effects are characterised by a short lifetime, their climate impact largely depends on emission location and time; that is to say, emissions in certain locations (or times) can lead to a greater climate impact (even on the global average) than the same emission in other locations (or times). Avoiding these climate-sensitive regions might thus be beneficial to climate. Here, we describe a modelling chain for investigating this climate impact mitigation option. This modelling chain forms a multi-step modelling approach, starting with the simulation of the fate of emissions released at a certain location and time (time-region grid points). This is performed with the chemistry–climate model EMAC, extended via the two submodels AIRTRAC (V1.0) and CONTRAIL (V1.0), which describe the contribution of emissions to the composition of the atmosphere and to contrail formation, respectively. The impact of emissions from the large number of time-region grid points is efficiently calculated by applying a Lagrangian scheme. EMAC also includes the calculation of radiative impacts, which are, in a second step, the input to climate metric formulas describing the global climate impact of the emission at each time-region grid point. The result of the modelling chain comprises a four-dimensional data set in space and time, which we call climate cost functions and which describes the global climate impact of an emission at each grid point and each point in time. In a third step, these climate cost functions are used in an air traffic simulator (SAAM) coupled to an emission tool (AEM) to optimise aircraft trajectories for the North Atlantic region. Here, we describe the details of this new modelling approach and show some example results. A number of sensitivity analyses are performed to motivate the settings of individual parameters. A stepwise sanity check of the results of the modelling chain is undertaken to demonstrate the plausibility of the climate cost functions.

Boundary value problems for third-order linear PDEs in time-dependent domains

We present the extension of a methodology to solve moving boundary value problems from the second-order case to the case of the third-order linear evolution PDE qt + qxxx = 0. This extension is the crucial step needed to generalize this methodology to PDEs of arbitrary order. The methodology is based on the derivation of inversion formulae for a class of integral transforms that generalize the Fourier transform and on the analysis of the global relation associated with the PDE. The study of this relation and its inversion using the appropriate generalized transform are the main elements of the proof of our results.

A stable one-step-ahead predictive control of non-linear systems

In this paper stability of one-step ahead predictive controllers based on non-linear models is established. It is shown that, under conditions which can be fulfilled by most industrial plants, the closed-loop system is robustly stable in the presence of plant uncertainties and input–output constraints. There is no requirement that the plant should be open-loop stable and the analysis is valid for general forms of non-linear system representation including the case out when the problem is constraint-free. The effectiveness of controllers designed according to the algorithm analyzed in this paper is demonstrated on a recognized benchmark problem and on a simulation of a continuous-stirred tank reactor (CSTR). In both examples a radial basis function neural network is employed as the non-linear system model.

Improving power and accuracy of genome-wide association studies via a multi-locus mixed linear model methodology

Genome-wide association studies (GWAS) have been widely used in genetic dissection of complex traits. However, common methods are all based on a fixed-SNP-effect mixed linear model (MLM) and single marker analysis, such as efficient mixed model analysis (EMMA). These methods require Bonferroni correction for multiple tests, which often is too conservative when the number of markers is extremely large. To address this concern, we proposed a random-SNP-effect MLM (RMLM) and a multi-locus RMLM (MRMLM) for GWAS. The RMLM simply treats the SNP-effect as random, but it allows a modified Bonferroni correction to be used to calculate the threshold p value for significance tests. The MRMLM is a multi-locus model including markers selected from the RMLM method with a less stringent selection criterion. Due to the multi-locus nature, no multiple test correction is needed. Simulation studies show that the MRMLM is more powerful in QTN detection and more accurate in QTN effect estimation than the RMLM, which in turn is more powerful and accurate than the EMMA. To demonstrate the new methods, we analyzed six flowering time related traits in Arabidopsis thaliana and detected more genes than previous reported using the EMMA. Therefore, the MRMLM provides an alternative for multi-locus GWAS.

A new adaptive multiple modelling approach for non-linear and non-stationary systems

This paper proposes a novel adaptive multiple modelling algorithm for non-linear and non-stationary systems. This simple modelling paradigm comprises K candidate sub-models which are all linear. With data available in an online fashion, the performance of all candidate sub-models are monitored based on the most recent data window, and M best sub-models are selected from the K candidates. The weight coefficients of the selected sub-model are adapted via the recursive least square (RLS) algorithm, while the coefficients of the remaining sub-models are unchanged. These M model predictions are then optimally combined to produce the multi-model output. We propose to minimise the mean square error based on a recent data window, and apply the sum to one constraint to the combination parameters, leading to a closed-form solution, so that maximal computational efficiency can be achieved. In addition, at each time step, the model prediction is chosen from either the resultant multiple model or the best sub-model, whichever is the best. Simulation results are given in comparison with some typical alternatives, including the linear RLS algorithm and a number of online non-linear approaches, in terms of modelling performance and time consumption.

A project managed by a multi disciplinary practice: a systems based case study.

The technique of linear responsibility analysis is used for a retrospective case study of a private industrial development consisting of an engineering factory and offices. A multi-disciplinary professional practice was used to manage and design the project. The organizational structure adopted on the project is analysed using concepts from systems theory which are included in Walker's theoretical model of the structure of building project organizations (Walker, 1981). This model proposes that the process of buildings provision can be viewed as systems and sub-systems which are differentiated form each other at decision points. Further to this, the sub-systematic analysis of the relationship between the contributors gives a quantitative assessment of the efficiency of the organizational structure used. There was a high level of satisfaction with the completed project and this is reflected by the way in which the organization structure corresponded to the model's proposition. However, the project was subject to string environmental forces which the project organization was not capable of entirely overcoming.