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. ^

Analysis of life expectancy using linear and nonlinear models

Life expectancy has consistently increased over the last 150 years due to improvements in nutrition, medicine, and public health. Several studies found that in many developed countries, life expectancy continued to rise following a nearly linear trend, which was contrary to a common belief that the rate of improvement in life expectancy would decelerate and was fit with an S-shaped curve. Using samples of countries that exhibited a wide range of economic development levels, we explored the change in life expectancy over time by employing both nonlinear and linear models. We then observed if there were any significant differences in estimates between linear models, assuming an auto-correlated error structure. When data did not have a sigmoidal shape, nonlinear growth models sometimes failed to provide meaningful parameter estimates. The existence of an inflection point and asymptotes in the growth models made them inflexible with life expectancy data. In linear models, there was no significant difference in the life expectancy growth rate and future estimates between ordinary least squares (OLS) and generalized least squares (GLS). However, the generalized least squares model was more robust because the data involved time-series variables and residuals were positively correlated. ^

Nonlinear dimension reduction in pathway-based genome-wide association analysis

Pathway based genome wide association study evolves from pathway analysis for microarray gene expression and is under rapid development as a complementary for single-SNP based genome wide association study. However, it faces new challenges, such as the summarization of SNP statistics to pathway statistics. The current study applies the ridge regularized Kernel Sliced Inverse Regression (KSIR) to achieve dimension reduction and compared this method to the other two widely used methods, the minimal-p-value (minP) approach of assigning the best test statistics of all SNPs in each pathway as the statistics of the pathway and the principal component analysis (PCA) method of utilizing PCA to calculate the principal components of each pathway. Comparison of the three methods using simulated datasets consisting of 500 cases, 500 controls and100 SNPs demonstrated that KSIR method outperformed the other two methods in terms of causal pathway ranking and the statistical power. PCA method showed similar performance as the minP method. KSIR method also showed a better performance over the other two methods in analyzing a real dataset, the WTCCC Ulcerative Colitis dataset consisting of 1762 cases, 3773 controls as the discovery cohort and 591 cases, 1639 controls as the replication cohort. Several immune and non-immune pathways relevant to ulcerative colitis were identified by these methods. Results from the current study provided a reference for further methodology development and identified novel pathways that may be of importance to the development of ulcerative colitis.^

Bifurcation and singularity analysis of a molecular network for the induction of long-term memory.

Withdrawal reflexes of the mollusk Aplysia exhibit sensitization, a simple form of long-term memory (LTM). Sensitization is due, in part, to long-term facilitation (LTF) of sensorimotor neuron synapses. LTF is induced by the modulatory actions of serotonin (5-HT). Pettigrew et al. developed a computational model of the nonlinear intracellular signaling and gene network that underlies the induction of 5-HT-induced LTF. The model simulated empirical observations that repeated applications of 5-HT induce persistent activation of protein kinase A (PKA) and that this persistent activation requires a suprathreshold exposure of 5-HT. This study extends the analysis of the Pettigrew model by applying bifurcation analysis, singularity theory, and numerical simulation. Using singularity theory, classification diagrams of parameter space were constructed, identifying regions with qualitatively different steady-state behaviors. The graphical representation of these regions illustrates the robustness of these regions to changes in model parameters. Because persistent protein kinase A (PKA) activity correlates with Aplysia LTM, the analysis focuses on a positive feedback loop in the model that tends to maintain PKA activity. In this loop, PKA phosphorylates a transcription factor (TF-1), thereby increasing the expression of an ubiquitin hydrolase (Ap-Uch). Ap-Uch then acts to increase PKA activity, closing the loop. This positive feedback loop manifests multiple, coexisting steady states, or multiplicity, which provides a mechanism for a bistable switch in PKA activity. After the removal of 5-HT, the PKA activity either returns to its basal level (reversible switch) or remains at a high level (irreversible switch). Such an irreversible switch might be a mechanism that contributes to the persistence of LTM. The classification diagrams also identify parameters and processes that might be manipulated, perhaps pharmacologically, to enhance the induction of memory. Rational drug design, to affect complex processes such as memory formation, can benefit from this type of analysis.

Extended kalman filter for estimation of parameters in nonlinear state-space models of biochemical networks.

It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks.

Hebbian analysis of the transformation of medial entorhinal grid-cell inputs to hippocampal place fields.

The discovery of grid cells in the medial entorhinal cortex (MEC) permits the characterization of hippocampal computation in much greater detail than previously possible. The present study addresses how an integrate-and-fire unit driven by grid-cell spike trains may transform the multipeaked, spatial firing pattern of grid cells into the single-peaked activity that is typical of hippocampal place cells. Previous studies have shown that in the absence of network interactions, this transformation can succeed only if the place cell receives inputs from grids with overlapping vertices at the location of the place cell's firing field. In our simulations, the selection of these inputs was accomplished by fast Hebbian plasticity alone. The resulting nonlinear process was acutely sensitive to small input variations. Simulations differing only in the exact spike timing of grid cells produced different field locations for the same place cells. Place fields became concentrated in areas that correlated with the initial trajectory of the animal; the introduction of feedback inhibitory cells reduced this bias. These results suggest distinct roles for plasticity of the perforant path synapses and for competition via feedback inhibition in the formation of place fields in a novel environment. Furthermore, they imply that variability in MEC spiking patterns or in the rat's trajectory is sufficient for generating a distinct population code in a novel environment and suggest that recalling this code in a familiar environment involves additional inputs and/or a different mode of operation of the network.