Efficient subsequence alignment of time series

Zeitreihen sind allgegenwärtig. Die Erfassung und Verarbeitung kontinuierlich gemessener Daten ist in allen Bereichen der Naturwissenschaften, Medizin und Finanzwelt vertreten. Das enorme Anwachsen aufgezeichneter Datenmengen, sei es durch automatisierte Monitoring-Systeme oder integrierte Sensoren, bedarf außerordentlich schneller Algorithmen in Theorie und Praxis. Infolgedessen beschäftigt sich diese Arbeit mit der effizienten Berechnung von Teilsequenzalignments. Komplexe Algorithmen wie z.B. Anomaliedetektion, Motivfabfrage oder die unüberwachte Extraktion von prototypischen Bausteinen in Zeitreihen machen exzessiven Gebrauch von diesen Alignments. Darin begründet sich der Bedarf nach schnellen Implementierungen. Diese Arbeit untergliedert sich in drei Ansätze, die sich dieser Herausforderung widmen. Das umfasst vier Alignierungsalgorithmen und ihre Parallelisierung auf CUDA-fähiger Hardware, einen Algorithmus zur Segmentierung von Datenströmen und eine einheitliche Behandlung von Liegruppen-wertigen Zeitreihen.rnrnDer erste Beitrag ist eine vollständige CUDA-Portierung der UCR-Suite, die weltführende Implementierung von Teilsequenzalignierung. Das umfasst ein neues Berechnungsschema zur Ermittlung lokaler Alignierungsgüten unter Verwendung z-normierten euklidischen Abstands, welches auf jeder parallelen Hardware mit Unterstützung für schnelle Fouriertransformation einsetzbar ist. Des Weiteren geben wir eine SIMT-verträgliche Umsetzung der Lower-Bound-Kaskade der UCR-Suite zur effizienten Berechnung lokaler Alignierungsgüten unter Dynamic Time Warping an. Beide CUDA-Implementierungen ermöglichen eine um ein bis zwei Größenordnungen schnellere Berechnung als etablierte Methoden.rnrnAls zweites untersuchen wir zwei Linearzeit-Approximierungen für das elastische Alignment von Teilsequenzen. Auf der einen Seite behandeln wir ein SIMT-verträgliches Relaxierungschema für Greedy DTW und seine effiziente CUDA-Parallelisierung. Auf der anderen Seite führen wir ein neues lokales Abstandsmaß ein, den Gliding Elastic Match (GEM), welches mit der gleichen asymptotischen Zeitkomplexität wie Greedy DTW berechnet werden kann, jedoch eine vollständige Relaxierung der Penalty-Matrix bietet. Weitere Verbesserungen umfassen Invarianz gegen Trends auf der Messachse und uniforme Skalierung auf der Zeitachse. Des Weiteren wird eine Erweiterung von GEM zur Multi-Shape-Segmentierung diskutiert und auf Bewegungsdaten evaluiert. Beide CUDA-Parallelisierung verzeichnen Laufzeitverbesserungen um bis zu zwei Größenordnungen.rnrnDie Behandlung von Zeitreihen beschränkt sich in der Literatur in der Regel auf reellwertige Messdaten. Der dritte Beitrag umfasst eine einheitliche Methode zur Behandlung von Liegruppen-wertigen Zeitreihen. Darauf aufbauend werden Distanzmaße auf der Rotationsgruppe SO(3) und auf der euklidischen Gruppe SE(3) behandelt. Des Weiteren werden speichereffiziente Darstellungen und gruppenkompatible Erweiterungen elastischer Maße diskutiert.

Tumor necrosis factor sensitizes primary murine hepatocytes to Fas/CD95-induced apoptosis in a Bim- and Bid-dependent manner

Fas/CD95 is a critical mediator of cell death in many chronic and acute liver diseases and induces apoptosis in primary hepatocytes in vitro. In contrast, the proinflammatory cytokine tumor necrosis factor α (TNFα) fails to provoke cell death in isolated hepatocytes but has been implicated in hepatocyte apoptosis during liver diseases associated with chronic inflammation. Here we report that TNFα sensitizes primary murine hepatocytes cultured on collagen to Fas ligand (FasL)-induced apoptosis. This synergism is time-dependent and is specifically mediated by TNFα. Fas itself is essential for the sensitization, but neither Fas up-regulation nor endogenous FasL is responsible for this effect. Although FasL is shown to induce Bid-independent apoptosis in hepatocytes cultured on collagen, the sensitizing effect of TNFα is clearly dependent on Bid. Moreover, both c-Jun N-terminal kinase activation and Bim, another B cell lymphoma 2 homology domain 3 (BH3)-only protein, are crucial mediators of TNFα-induced apoptosis sensitization. Bim and Bid activate the mitochondrial amplification loop and induce cytochrome c release, a hallmark of type II apoptosis. The mechanism of TNFα-induced sensitization is supported by a mathematical model that correctly reproduces the biological findings. Finally, our results are physiologically relevant because TNFα also induces sensitivity to agonistic anti-Fas-induced liver damage. CONCLUSION: Our data suggest that TNFα can cooperate with FasL to induce hepatocyte apoptosis by activating the BH3-only proteins Bim and Bid.

Histamine increases sphingosine kinase-1 expression and activity in the human arterial endothelial cell line EA.hy 926 by a PKC-alpha-dependent mechanism

Sphingosine 1-phosphate (S1P) is a potent mitogenic signal generated from sphingosine by the action of sphingosine kinases (SKs). In this study, we show that in the human arterial endothelial cell line EA.hy 926 histamine induces a time-dependent upregulation of the SK-1 mRNA and protein expression which is followed by increased SK-1 activity. A similar upregulation of SK-1 is also observed with the direct protein kinase C activator 12-O-tetradecanoylphorbol-13-acetate (TPA). In contrast, SK-2 activity is not affected by neither histamine nor TPA. The increased SK-1 protein expression is due to stimulated de novo synthesis since cycloheximide inhibited the delayed SK-1 protein upregulation. Moreover, the increased SK-1 mRNA expression results from an increased promoter activation by histamine and TPA. In mechanistic terms, the transcriptional upregulation of SK-1 is dependent on PKC and the extracellular signal-regulated protein kinase (ERK) cascade since staurosporine and the MEK inhibitor U0126 abolish the TPA-induced SK-1 induction. Furthermore, the histamine effect is abolished by the H1-receptor antagonist diphenhydramine, but not by the H2-receptor antagonist cimetidine. Parallel to the induction of SK-1, histamine and TPA stimulate an increased migration of endothelial cells, which is prevented by depletion of the SK-1 by small interfering RNA (siRNA). To appoint this specific cell response to a specific PKC isoenzyme, siRNA of PKC-alpha, -delta, and -epsilon were used to selectively downregulate the respective isoforms. Interestingly, only depletion of PKC-alpha leads to a complete loss of TPA- and histamine-triggered SK-1 induction and cell migration. In summary, these data show that PKC-alpha activation in endothelial cells by histamine-activated H1-receptors, or by direct PKC activators leads to a sustained upregulation of the SK-1 protein expression and activity which, in turn, is critically involved in the mechanism of endothelial cell migration.

Estimation with Interval Censored Data in Longitudinal Studies

In biostatistical applications interest often focuses on the estimation of the distribution of a time-until-event variable T. If one observes whether or not T exceeds an observed monitoring time at a random number of monitoring times, then the data structure is called interval censored data. We extend this data structure by allowing the presence of a possibly time-dependent covariate process that is observed until end of follow up. If one only assumes that the censoring mechanism satisfies coarsening at random, then, by the curve of dimensionality, typically no regular estimators will exist. To fight the curse of dimensionality we follow the approach of Robins and Rotnitzky (1992) by modeling parameters of the censoring mechanism. We model the right-censoring mechanism by modeling the hazard of the follow up time, conditional on T and the covariate process. For the monitoring mechanism we avoid modeling the joint distribution of the monitoring times by only modeling a univariate hazard of the pooled monitoring times, conditional on the follow up time, T, and the covariates process, which can be estimated by treating the pooled sample of monitoring times as i.i.d. In particular, it is assumed that the monitoring times and the right-censoring times only depend on T through the observed covariate process. We introduce inverse probability of censoring weighted (IPCW) estimator of the distribution of T and of smooth functionals thereof which are guaranteed to be consistent and asymptotically normal if we have available correctly specified semiparametric models for the two hazards of the censoring process. Furthermore, given such correctly specified models for these hazards of the censoring process, we propose a one-step estimator which will improve on the IPCW estimator if we correctly specify a lower-dimensional working model for the conditional distribution of T, given the covariate process, that remains consistent and asymptotically normal if this latter working model is misspecified. It is shown that the one-step estimator is efficient if each subject is at most monitored once and the working model contains the truth. In general, it is shown that the one-step estimator optimally uses the surrogate information if the working model contains the truth. It is not optimal in using the interval information provided by the current status indicators at the monitoring times, but simulations in Peterson, van der Laan (1997) show that the efficiency loss is small.

Locally Efficient Estimation with Current Status Data and High Dimensional Covariates

In biostatistical applications, interest often focuses on the estimation of the distribution of time T between two consecutive events. If the initial event time is observed and the subsequent event time is only known to be larger or smaller than an observed monitoring time, then the data is described by the well known singly-censored current status model, also known as interval censored data, case I. We extend this current status model by allowing the presence of a time-dependent process, which is partly observed and allowing C to depend on T through the observed part of this time-dependent process. Because of the high dimension of the covariate process, no globally efficient estimators exist with a good practical performance at moderate sample sizes. We follow the approach of Robins and Rotnitzky (1992) by modeling the censoring variable, given the time-variable and the covariate-process, i.e., the missingness process, under the restriction that it satisfied coarsening at random. We propose a generalization of the simple current status estimator of the distribution of T and of smooth functionals of the distribution of T, which is based on an estimate of the missingness. In this estimator the covariates enter only through the estimate of the missingness process. Due to the coarsening at random assumption, the estimator has the interesting property that if we estimate the missingness process more nonparametrically, then we improve its efficiency. We show that by local estimation of an optimal model or optimal function of the covariates for the missingness process, the generalized current status estimator for smooth functionals become locally efficient; meaning it is efficient if the right model or covariate is consistently estimated and it is consistent and asymptotically normal in general. Estimation of the optimal model requires estimation of the conditional distribution of T, given the covariates. Any (prior) knowledge of this conditional distribution can be used at this stage without any risk of losing root-n consistency. We also propose locally efficient one step estimators. Finally, we show some simulation results.

Locally Efficient Estimation in Censored Data Models: Theory and Examples

In many applications the observed data can be viewed as a censored high dimensional full data random variable X. By the curve of dimensionality it is typically not possible to construct estimators that are asymptotically efficient at every probability distribution in a semiparametric censored data model of such a high dimensional censored data structure. We provide a general method for construction of one-step estimators that are efficient at a chosen submodel of the full-data model, are still well behaved off this submodel and can be chosen to always improve on a given initial estimator. These one-step estimators rely on good estimators of the censoring mechanism and thus will require a parametric or semiparametric model for the censoring mechanism. We present a general theorem that provides a template for proving the desired asymptotic results. We illustrate the general one-step estimation methods by constructing locally efficient one-step estimators of marginal distributions and regression parameters with right-censored data, current status data and bivariate right-censored data, in all models allowing the presence of time-dependent covariates. The conditions of the asymptotics theorem are rigorously verified in one of the examples and the key condition of the general theorem is verified for all examples.

Accounting for baseline differences and measurement error in the analysis of change over time

If change over time is compared in several groups, it is important to take into account baseline values so that the comparison is carried out under the same preconditions. As the observed baseline measurements are distorted by measurement error, it may not be sufficient to include them as covariate. By fitting a longitudinal mixed-effects model to all data including the baseline observations and subsequently calculating the expected change conditional on the underlying baseline value, a solution to this problem has been provided recently so that groups with the same baseline characteristics can be compared. In this article, we present an extended approach where a broader set of models can be used. Specifically, it is possible to include any desired set of interactions between the time variable and the other covariates, and also, time-dependent covariates can be included. Additionally, we extend the method to adjust for baseline measurement error of other time-varying covariates. We apply the methodology to data from the Swiss HIV Cohort Study to address the question if a joint infection with HIV-1 and hepatitis C virus leads to a slower increase of CD4 lymphocyte counts over time after the start of antiretroviral therapy.

Role of diuretics, blockers, and statins in increasing the risk of diabetes in patients with impaired glucose tolerance: reanalysis of data from the NAVIGATOR study

OBJECTIVE To examine the degree to which use of β blockers, statins, and diuretics in patients with impaired glucose tolerance and other cardiovascular risk factors is associated with new onset diabetes. DESIGN Reanalysis of data from the Nateglinide and Valsartan in Impaired Glucose Tolerance Outcomes Research (NAVIGATOR) trial. SETTING NAVIGATOR trial. PARTICIPANTS Patients who at baseline (enrolment) were treatment naïve to β blockers (n=5640), diuretics (n=6346), statins (n=6146), and calcium channel blockers (n=6294). Use of calcium channel blocker was used as a metabolically neutral control. MAIN OUTCOME MEASURES Development of new onset diabetes diagnosed by standard plasma glucose level in all participants and confirmed with glucose tolerance testing within 12 weeks after the increased glucose value was recorded. The relation between each treatment and new onset diabetes was evaluated using marginal structural models for causal inference, to account for time dependent confounding in treatment assignment. RESULTS During the median five years of follow-up, β blockers were started in 915 (16.2%) patients, diuretics in 1316 (20.7%), statins in 1353 (22.0%), and calcium channel blockers in 1171 (18.6%). After adjusting for baseline characteristics and time varying confounders, diuretics and statins were both associated with an increased risk of new onset diabetes (hazard ratio 1.23, 95% confidence interval 1.06 to 1.44, and 1.32, 1.14 to 1.48, respectively), whereas β blockers and calcium channel blockers were not associated with new onset diabetes (1.10, 0.92 to 1.31, and 0.95, 0.79 to 1.13, respectively). CONCLUSIONS Among people with impaired glucose tolerance and other cardiovascular risk factors and with serial glucose measurements, diuretics and statins were associated with an increased risk of new onset diabetes, whereas the effect of β blockers was non-significant.

Resolving diffusion in clay minerals at different time scales: Combination of experimental and modeling approaches

Since no single experimental or modeling technique provides data that allow a description of transport processes in clays and clay minerals at all relevant scales, several complementary approaches have to be combined to understand and explain the interplay between transport relevant phenomena. In this paper molecular dynamics simulations (MD) were used to investigate the mobility of water in the interlayer of montmorillonite (Mt), and to estimate the influence of mineral surfaces and interlayer ions on the water diffusion. Random Walk (RW) simulations based on a simplified representation of pore space in Mt were used to estimate and understand the effect of the arrangement of Mt particles on the meso- to macroscopic diffusivity of water. These theoretical calculations were complemented with quasielastic neutron scattering (QENS) measurements of aqueous diffusion in Mt with two pseudo-layers of water performed at four significantly different energy resolutions (i.e. observation times). The size of the interlayer and the size of Mt particles are two characteristic dimensions which determine the time dependent behavior of water diffusion in Mt. MD simulations show that at very short time scales water dynamics has the characteristic features of an oscillatory motion in the cage formed by neighbors in the first coordination shell. At longer time scales, the interaction of water with the surface determines the water dynamics, and the effect of confinement on the overall water mobility within the interlayer becomes evident. At time scales corresponding to an average water displacement equivalent to the average size of Mt particles, the effects of tortuosity are observed in the meso- to macroscopic pore scale simulations. Consistent with the picture obtained in the simulations, the QENS data can be described using a (local) 3D diffusion at short observation times, whereas at sufficiently long observation times a 2D diffusive motion is clearly observed. The effects of tortuosity measured in macroscopic tracer diffusion experiments are in qualitative agreement with RW simulations. By using experimental data to calibrate molecular and mesoscopic theoretical models, a consistent description of water mobility in clay minerals from the molecular to the macroscopic scale can be achieved. In turn, simulations help in choosing optimal conditions for the experimental measurements and the data interpretation. (C) 2014 Elsevier B.V. All rights reserved.

Effect of patient accrual patterns on power and size of log-rank test for time-to-event outcome in clinical trials

The determination of size as well as power of a test is a vital part of a Clinical Trial Design. This research focuses on the simulation of clinical trial data with time-to-event as the primary outcome. It investigates the impact of different recruitment patterns, and time dependent hazard structures on size and power of the log-rank test. A non-homogeneous Poisson process is used to simulate entry times according to the different accrual patterns. A Weibull distribution is employed to simulate survival times according to the different hazard structures. The current study utilizes simulation methods to evaluate the effect of different recruitment patterns on size and power estimates of the log-rank test. The size of the log-rank test is estimated by simulating survival times with identical hazard rates between the treatment and the control arm of the study resulting in a hazard ratio of one. Powers of the log-rank test at specific values of hazard ratio (≠1) are estimated by simulating survival times with different, but proportional hazard rates for the two arms of the study. Different shapes (constant, decreasing, or increasing) of the hazard function of the Weibull distribution are also considered to assess the effect of hazard structure on the size and power of the log-rank test. ^

New methods for quantification and analysis of quantitative real-time polymerase chain reaction data

Quantitative real-time polymerase chain reaction (qPCR) is a sensitive gene quantitation method that has been widely used in the biological and biomedical fields. The currently used methods for PCR data analysis, including the threshold cycle (CT) method, linear and non-linear model fitting methods, all require subtracting background fluorescence. However, the removal of background fluorescence is usually inaccurate, and therefore can distort results. Here, we propose a new method, the taking-difference linear regression method, to overcome this limitation. Briefly, for each two consecutive PCR cycles, we subtracted the fluorescence in the former cycle from that in the later cycle, transforming the n cycle raw data into n-1 cycle data. Then linear regression was applied to the natural logarithm of the transformed data. Finally, amplification efficiencies and the initial DNA molecular numbers were calculated for each PCR run. To evaluate this new method, we compared it in terms of accuracy and precision with the original linear regression method with three background corrections, being the mean of cycles 1-3, the mean of cycles 3-7, and the minimum. Three criteria, including threshold identification, max R2, and max slope, were employed to search for target data points. Considering that PCR data are time series data, we also applied linear mixed models. Collectively, when the threshold identification criterion was applied and when the linear mixed model was adopted, the taking-difference linear regression method was superior as it gave an accurate estimation of initial DNA amount and a reasonable estimation of PCR amplification efficiencies. When the criteria of max R2 and max slope were used, the original linear regression method gave an accurate estimation of initial DNA amount. Overall, the taking-difference linear regression method avoids the error in subtracting an unknown background and thus it is theoretically more accurate and reliable. This method is easy to perform and the taking-difference strategy can be extended to all current methods for qPCR data analysis.^

Integrated Data Sets of the EU FP5 Research Project ORFOIS: Origin and fate of biogenic particle fluxes in the ocean and their interactions with atmospheric CO2 concentrations as well as the marine sediment

For a reliable simulation of the time and space dependent CO2 redistribution between ocean and atmosphere an appropriate time dependent simulation of particle dynamics processes is essential but has not been carried out so far. The major difficulties were the lack of suitable modules for particle dynamics and early diagenesis (in order to close the carbon and nutrient budget) in ocean general circulation models, and the lack of an understanding of biogeochemical processes, such as the partial dissolution of calcareous particles in oversaturated water. The main target of ORFOIS was to fill in this gap in our knowledge and prediction capability infrastructure. This goal has been achieved step by step. At first comprehensive data bases (already existing data) of observations of relevance for the three major types of biogenic particles, organic carbon (POC), calcium carbonate (CaCO3), and biogenic silica (BSi or opal), as well as for refractory particles of terrestrial origin were collated and made publicly available.

Part of the global DOC versus AOU (dissolved organic carbon/apparent oxygen utilization) data compilation, BATS

The contributions of total organic carbon and nitrogen to elemental cycling in the surface layer of the Sargasso Sea are evaluated using a 5-yr time-series data set (1994-1998). Surface-layer total organic carbon (TOC) and total organic nitrogen (TON) concentrations ranged from 60 to 70 µM C and 4 to 5.5 µM N seasonally, resulting in a mean C : N molar ratio of 14.4±2.2. The highest surface concentrations varied little during individual summer periods, indicating that net TOC production ceased during the highly oligotrophic summer season. Winter overturn and mixing of the water column were both the cause of concentration reductions and the trigger for net TOC production each year following nutrient entrainment and subsequent new production. The net production of TOC varied with the maximum in the winter mixed-layer depth (MLD), with greater mixing supporting the greatest net production of TOC. In winter 1995, the TOC stock increased by 1.4 mol C/m**2 in response to maximum mixing depths of 260 m. In subsequent years experiencing shallower maxima in MLD (<220 m), TOC stocks increased <0.7 mol C/m**2. Overturn of the water column served to export TOC to depth (>100 m), with the amount exported dependent on the depth of mixing (total export ranged from 0.4 to 1.4 mol C/m**2/yr). The exported TOC was comprised both of material resident in the surface layer during late summer (resident TOC) and material newly produced during the spring bloom period (fresh TOC). Export of resident TOC ranged from 0.5 to 0.8 mol C/m**2/yr, covarying with the maximum winter MLD. Export of fresh TOC varied from nil to 0.8 mol C/m**2/yr. Fresh TOC was exported only after a threshold maximum winter MLD of ~200 m was reached. In years with shallower mixing, fresh TOC export and net TOC production in the surface layer were greatly reduced. The decay rates of the exported TOC also covaried with maximum MLD. The year with deepest mixing resulted in the highest export and the highest decay rate (0.003 1/d) while shallow and low export resulted in low decay rates (0.0002 1/d), likely a consequence of the quality of material exported. The exported TOC supported oxygen utilization at dC : dO2 molar ratios ranging from 0.17 when TOC export was low to 0.47 when it was high. We estimate that exported TOC drove 15-41% of the annual oxygen utilization rates in the 100-400 m depth range. Finally, there was a lack of variability in the surface-layer TON signal during summer. The lack of a summer signal for net TON production suggests a small role for N2 fixation at the site. We hypothesize that if N2 fixation is responsible for elevated N : P ratios in the main thermocline of the Sargasso Sea, then the process must take place south of Bermuda and the signal transported north with the Gulf Stream system.

Modeling the evolution of item rating networks using time-domain preferential attachment

The understanding of the structure and dynamics of the intricate network of connections among people that consumes products through Internet appears as an extremely useful asset in order to study emergent properties related to social behavior. This knowledge could be useful, for example, to improve the performance of personal recommendation algorithms. In this contribution, we analyzed five-year records of movie-rating transactions provided by Netflix, a movie rental platform where users rate movies from an online catalog. This dataset can be studied as a bipartite user-item network whose structure evolves in time. Even though several topological properties from subsets of this bipartite network have been reported with a model that combines random and preferential attachment mechanisms [Beguerisse Díaz et al., 2010], there are still many aspects worth to be explored, as they are connected to relevant phenomena underlying the evolution of the network. In this work, we test the hypothesis that bursty human behavior is essential in order to describe how a bipartite user-item network evolves in time. To that end, we propose a novel model that combines, for user nodes, a network growth prescription based on a preferential attachment mechanism acting not only in the topological domain (i.e. based on node degrees) but also in time domain. In the case of items, the model mixes degree preferential attachment and random selection. With these ingredients, the model is not only able to reproduce the asymptotic degree distribution, but also shows an excellent agreement with the Netflix data in several time-dependent topological properties.