NONLINEAR TIME SERIES/SYSTEM ANALYSIS (STATE-SPACE, DYNAMICS, INTERVENTION, RESILIENCE, KALMAN)

A discussion of nonlinear dynamics, demonstrated by the familiar automobile, is followed by the development of a systematic method of analysis of a possibly nonlinear time series using difference equations in the general state-space format. This format allows recursive state-dependent parameter estimation after each observation thereby revealing the dynamics inherent in the system in combination with random external perturbations.^ The one-step ahead prediction errors at each time period, transformed to have constant variance, and the estimated parametric sequences provide the information to (1) formally test whether time series observations y(,t) are some linear function of random errors (ELEM)(,s), for some t and s, or whether the series would more appropriately be described by a nonlinear model such as bilinear, exponential, threshold, etc., (2) formally test whether a statistically significant change has occurred in structure/level either historically or as it occurs, (3) forecast nonlinear system with a new and innovative (but very old numerical) technique utilizing rational functions to extrapolate individual parameters as smooth functions of time which are then combined to obtain the forecast of y and (4) suggest a measure of resilience, i.e. how much perturbation a structure/level can tolerate, whether internal or external to the system, and remain statistically unchanged. Although similar to one-step control, this provides a less rigid way to think about changes affecting social systems.^ Applications consisting of the analysis of some familiar and some simulated series demonstrate the procedure. Empirical results suggest that this state-space or modified augmented Kalman filter may provide interesting ways to identify particular kinds of nonlinearities as they occur in structural change via the state trajectory.^ A computational flow-chart detailing computations and software input and output is provided in the body of the text. IBM Advanced BASIC program listings to accomplish most of the analysis are provided in the appendix. ^

Development of combined micro -preparation, separation, and mass spectrometry methods and application in the microdialysis study of neuropeptide metabolism

Two sets of mass spectrometry-based methods were developed specifically for the in vivo study of extracellular neuropeptide biochemistry. First, an integrated micro-concentration/desalting/matrix-addition device was constructed for matrix-assisted laser desorption ionization mass spectrometry (MALDI MS) to achieve attomole sensitivity for microdialysis samples. Second, capillary electrophoresis (CE) was incorporated into the above micro-liquid chromatography (LC) and MALDI MS system to provide two-dimensional separation and identification (i.e. electrophoretic mobility and molecular mass) for the analysis of complex mixtures. The latter technique includes two parts of instrumentation: (1) the coupling of a preconcentration LC column to the inlet of a CE capillary, and (2) the utilization of a matrix-precoated membrane target for continuous CE effluent deposition and for automatic MALDI MS analysis (imaging) of the CE track.^ Initial in vivo data reveals a carboxypeptidase A (CPA) activity in rat brain involved in extracellular neurotensin metabolism. Benzylsuccinic acid, a CPA inhibitor, inhibited neurotensin metabolite NT1-12 formation by 70%, while inhibitors of other major extracellular peptide metabolizing enzymes increased NT1-12 formation. CPA activity has not been observed in previous in vitro experiments. Next, the validity of the methodology was demonstrated in the detection and structural elucidation of an endogenous neuropeptide, (L)VV-hemorphin-7, in rat brain upon ATP stimulation. Finally, the combined micro-LC/CE/MALDI MS was used in the in vivo metabolic study of peptide E, a mu-selective opioid peptide with 25 amino acid residues. Profiles of 88 metabolites were obtained, their identity being determined by their mass-to-charge ratio and electrophoretic mobility. The results indicate that there are several primary cleavage sites in vivo for peptide E in the release of its enkephalin-containing fragments. ^