Analysing time series structure with hidden Markov models

This paper consides the problem of extracting the relationships between two time series in a non-linear non-stationary environment with Hidden Markov Models (HMMs). We describe an algorithm which is capable of identifying associations between variables. The method is applied both to synthetic data and real data. We show that HMMs are capable of modelling the oil drilling process and that they outperform existing methods.

Towards a framework for combining stochastic and deterministic descriptions of nonstationary financial time series

We present in this paper ideas to tackle the problem of analysing and forecasting nonstationary time series within the financial domain. Accepting the stochastic nature of the underlying data generator we assume that the evolution of the generator's parameters is restricted on a deterministic manifold. Therefore we propose methods for determining the characteristics of the time-localised distribution. Starting with the assumption of a static normal distribution we refine this hypothesis according to the empirical results obtained with the methods anc conclude with the indication of a dynamic non-Gaussian behaviour with varying dependency for the time series under consideration.

Effects of some 5-hydroxytryptamine and related ligands in anxiety models

Drugs acting at 5-HT receptors were evaluated on three animal models of anxiety. On the elevated X-maze test the majority of 5-HT1 agonists were found to be anxiogenic. However, ipsapirone was anxiolytic and buspirone and gepirone were inactive. The 5-HT2 agonist DOI and the 5-HT2 antagonist ritanserin were anxiolytic while ICI 169,369, a 5-HT2 antagonist was inactive. All 5-HT3 antagonists tested were inactive in this test, while the indirect serotomimetics zimeldine and fenfluramine were anxiogenic. Neither beta-adrenoceptor agonists nor antagonists had reproducible effects on anxiety in this model. Combined beta-1/beta-2 adrenoceptor antagonists reversed the anxiogenic effects of 8-OH-DPAT while selective beta-1 or beta-2 antagonists did not. On the social interaction model the 5-HT1 agonists 8-OH-DPAT, RU 24969 and 5-MeODMT were anxiogenic and ipsapirone was anxiolytic. The 5-HT2 agonist DOI and the beta-adrenoceptor- and 5-HT- antagonist pindolol were anxiolytic, while the 5-HT2 and 5-HT3 antagonists were inactive. In the marble burying test, the 5-HT upake inhibitors zimeldine, fluvoxamine, indalpine and citalopram, the 5-HT1B/5-HT1C agonists mCPP and TFMPP and the 5-HT2/5-HT1C agonist DOI reduced marble burying without affecting locomotor activity. 5-HT1A agonists and the 5-HT2 and 5-HT3 antagonists were without effect. Lesions of the dorsal raphe nucleus reversed the anxiogenic effects of 8-OH-DPAT in the X-maze model. The implication of these results for the understanding of the pharmacology of 5-HT in anxiety is discussed.

Investigation on probing schemes in probe-based multicast admission control

Multicast is an efficient approach to save network bandwidth for multimedia streaming services. To provide Quality of Services (QoS) for the multimedia services while maintain the advantage of multicast in bandwidth efficiency, admission control for multicast sessions are expected. Probe-based multicast admission control (PBMAC) schemes are of a sort of scalable and simple admission control for multicast. Probing scheme is the essence of PBMAC. In this paper, after a detailed survey on three existing probing schemes, we evaluate these schemes using simulation and analysis approaches in two aspects: admission correctness and group scalability. Admission correctness of the schemes is compared by simulation investigation. Analytical models for group scalability are derived, and validated by simulation results. The evaluation results illustrate the advantages and weaknesses of each scheme, which are helpful for people to choose proper probing scheme for network.

Congestion pricing by priority auction

This paper analyzes a communication network facing users with a continuous distribution of delay cost per unit time. Priority queueing is often used as a way to provide differential services for users with different delay sensitivities. Delay is a key dimension of network service quality, so priority is a valuable resource which is limited and should to be optimally allocated. We investigate the allocation of priority in queues via a simple bidding mechanism. In our mechanism, arriving users can decide not to enter the network at all or submit an announced delay sensitive value. User entering the network obtains priority over all users who make lower bids, and is charged by a payment function which is designed following an exclusion compensation principle. The payment function is proved to be incentive compatible, so the equilibrium bidding behavior leads to the implementation of "cµ-rule". Social warfare or revenue maximizing by appropriately setting the reserve payment is also analyzed.

An adaptive scheduling scheme for fair bandwidth allocation

Class-based service differentiation is provided in DiffServ networks. However, this differentiation will be disordered under dynamic traffic loads due to the fixed weighted scheduling. An adaptive weighted scheduling scheme is proposed in this paper to achieve fair bandwidth allocation among different service classes. In this scheme, the number of active flows and the subscribed bandwidth are estimated based on the measurement of local queue metrics, then the scheduling weights of each service class are adjusted for the per-flow fairness of excess bandwidth allocation. This adaptive scheme can be combined with any weighted scheduling algorithm. Simulation results show that, comparing with fixed weighted scheduling, it effectively improve the fairness of excess bandwidth allocation.

Human single-donor composite skin substitutes based on collagen and polycaprolactone copolymer

The development and characterization of an enhanced composite skin substitute based on collagen and poly(e-caprolactone) are reported. Considering the features of excellent biocompatibility, easy-manipulated property and exempt from cross-linking related toxicity observed in the 1:20 biocomposites, skin substitutes were developed by seeding human single-donor keratinocytes and fibroblasts alone on both sides of the 1:20 biocomposite to allow for separation of two cell types and preserving cell signals transmission via micro-pores with a porosity of 28.8 ± 16.1 µm. The bi-layered skin substitute exhibited both differentiated epidermis and fibrous dermis in vitro. Less Keratinocyte Growth Factor production was measured in the co-cultured skin model compared to fibroblast alone condition indicating a favorable microenvironment for epidermal homeostasis. Moreover, fast wound closure, epidermal differentiation, and abundant dermal collagen deposition were observed in composite skin in vivo. In summary, the beneficial characteristics of the new skin substitutes exploited the potential for pharmaceutical screening and clinical application.

A co-cultured skin model based on cell support membranes

Tissue engineering of skin based on collagen:PCL biocomposites using a designed co-culture system is reported. The collagen:PCL biocomposites having collagen:PCL (w/w) ratios of 1:4, 1:8, and 1:20 have been proven to be biocompatible materials to support both adult normal human epidermal Keratinocyte (NHEK) and mouse 3T3 fibroblast growth in cell culture, respectively, by Dai, Coombes, et al. in 2004. Films of collagen:PCL biocomposites were prepared using non-crosslinking method by impregnation of lyophilized collagen mats with PCL/dichloromethane solutions followed by solvent evaporation. To mimic the dermal/epidermal structure of skin, the 1:20 collagen:PCL biocomposites were selected for a feasibility study of a designed co-culture technique that would subsequently be used for preparing fibroblast/biocomposite/keratinocyte skin models. A 55.3% increase in cell number was measured in the designed co-culture system when fibroblasts were seeded on both sides of a biocomposite film compared with cell culture on one surface of the biocomposite in the feasibility study. The co-culture of human keratinocytes and 3T3 fibroblasts on each side of the membrane was therefore studied using the same co-culture system by growing keratinocytes on the top surface of membrane for 3 days and 3T3 fibroblasts underneath the membrane for 6 days. Scanning electron microscopy (SEM) and immunohistochemistry assay revealed good cell attachment and proliferation of both human keratinocytes and 3T3 fibroblasts with these two types of cells isolated well on each side of the membrane. Using a modified co-culture technique, a co-cultured skin model presenting a confluent epidermal sheet on one side of the biocomposite film and fibroblasts populated on the other side of the film was developed successfully in co-culture system for 28 days under investigations by SEM and immunohistochemistry assay. Thus, the design of a co-culture system based on 1:20 (w/w) collagen:PCL biocomposite membranes for preparation of a bi-layered skin model with differentiated epidermal sheet was proven in principle. The approach to skin modeling reported here may find application in tissue engineering and screening of new pharmaceuticals. © 2005 Elsevier Inc. All rights reserved.

Strengthening mechanisms in nanostructured copper/304 stainless steel multilayers

Nanostructured Cu/304 stainless steel (SS) multilayers were prepared by magnetron sputtering. 304SS has a face-centered-cubic (fcc) structure in bulk. However, in the Cu/304SS multilayers, the 304SS layers exhibit the fcc structure for layer thickness of =5 nm in epitaxy with the neighboring fcc Cu. For 304SS layer thickness larger than 5 nm, body-centered-cubic (bcc) 304SS grains grow on top of the initial 5 nm fcc SS with the Kurdjumov-Sachs orientation relationship between bcc and fcc SS grains. The maximum hardness of Cu/304SS multilayers is about 5.5 GPa (factor of two enhancement compared to rule-of-mixtures hardness) at a layer thickness of 5 nm. Below 5 nm, hardness decreases with decreasing layer thickness. The peak hardness of fcc/fcc Cu/304SS multilayer is greater than that of Cu/Ni, even though the lattice-parameter mismatch between Cu and Ni is five times greater than that between Cu and 304SS. This result may primarily be attributed to the higher interface barrier stress for single-dislocation transmission across the {111} twinned interfaces in Cu/304SS as compared to the {100} interfaces in Cu/Ni.

Solution to reduce nonlinearity in LTE RoF system for an efficient das topology:a brief review

In this paper, a review on radio-over-fiber (RoF) technology is conducted to support the exploding growth of mobile broadband. An RoF system will provide a platform for distributed antenna system (DAS) as a fronthaul of long term evolution (LTE) technology. A higher splitting ratio from a macrocell is required to support large DAS topology, hence higher optical launch power (OLP) is the right approach. However, high OLP generates undesired nonlinearities, namely the stimulated Brillouin scattering (SBS). Three different aspects of solving the SBS process are covered in this paper, where the solutions ultimately provided an additional 4 dB link budget.