Nets: Network estimation for time series

This work proposes novel network analysis techniques for multivariate time series.We define the network of a multivariate time series as a graph where verticesdenote the components of the process and edges denote non zero long run partialcorrelations. We then introduce a two step LASSO procedure, called NETS, toestimate high dimensional sparse Long Run Partial Correlation networks. This approachis based on a VAR approximation of the process and allows to decomposethe long run linkages into the contribution of the dynamic and contemporaneousdependence relations of the system. The large sample properties of the estimatorare analysed and we establish conditions for consistent selection and estimation ofthe non zero long run partial correlations. The methodology is illustrated with anapplication to a panel of U.S. bluechips.

Trinocular System for 3D motion and Dense Stucture Estimation

The relief of the seafloor is an important source of data for many scientists. In this paper we present an optical system to deal with underwater 3D reconstruction. This system is formed by three cameras that take images synchronously in a constant frame rate scheme. We use the images taken by these cameras to compute dense 3D reconstructions. We use Bundle Adjustment to estimate the motion ofthe trinocular rig. Given the path followed by the system, we get a dense map of the observed scene by registering the different dense local reconstructions in a unique and bigger one

DNA fingerprinting of glioma cell lines and considerations on similarity measurements.

Glioma cell lines are an important tool for research in basic and translational neuro-oncology. Documentation of their genetic identity has become a requirement for scientific journals and grant applications to exclude cross-contamination and misidentification that lead to misinterpretation of results. Here, we report the standard 16 marker short tandem repeat (STR) DNA fingerprints for a panel of 39 widely used glioma cell lines as reference. Comparison of the fingerprints among themselves and with the large DSMZ database comprising 9 marker STRs for 2278 cell lines uncovered 3 misidentified cell lines and confirmed previously known cross-contaminations. Furthermore, 2 glioma cell lines exhibited identity scores of 0.8, which is proposed as the cutoff for detecting cross-contamination. Additional characteristics, comprising lack of a B-raf mutation in one line and a similarity score of 1 with the original tumor tissue in the other, excluded a cross-contamination. Subsequent simulation procedures suggested that, when using DNA fingerprints comprising only 9 STR markers, the commonly used similarity score of 0.8 is not sufficiently stringent to unambiguously differentiate the origin. DNA fingerprints are confounded by frequent genetic alterations in cancer cell lines, particularly loss of heterozygosity, that reduce the informativeness of STR markers and, thereby, the overall power for distinction. The similarity score depends on the number of markers measured; thus, more markers or additional cell line characteristics, such as information on specific mutations, may be necessary to clarify the origin.

Estimation of the extreme flash flood evolution in Barcelona county from 1351 to 2005

Every year, flash floods cause economic losses and major problems for undertaking daily activity in the Catalonia region (NE Spain). Sometimes catastrophic damage and casualties occur. When a long term analysis of floods is undertaken, a question arises regarding the changing role of the vulnerability and the hazard in risk evolution. This paper sets out to give some information to deal with this question, on the basis of analysis of all the floods that have occurred in Barcelona county (Catalonia) since the 14th century, as well as the flooded area, urban evolution, impacts and the weather conditions for any of most severe events. With this objective, the identification and classification of historical floods, and characterisation of flash-floods among these, have been undertaken. Besides this, the main meteorological factors associated with recent flash floods in this city and neighbouring regions are well-known. On the other hand, the identification of rainfall trends that could explain the historical evolution of flood hazard occurrence in this city has been analysed. Finally, identification of the influence of urban development on the vulnerability to floods has been carried out. Barcelona city has been selected thanks to its long continuous data series (daily rainfall data series, since 1854; one of the longest rainfall rate series of Europe, since 1921) and for the accurate historical archive information that is available (since the Roman Empire for the urban evolution). The evolution of flood occurrence shows the existence of oscillations in the earlier and later modern-age periods that can be attributed to climatic variability, evolution of the perception threshold and changes in vulnerability. A great increase of vulnerability can be assumed for the period 1850¿1900. The analysis of the time evolution for the Barcelona rainfall series (1854¿2000) shows that no trend exists, although, due to changes in urban planning, flash-floods impact has altered over this time. The number of catastrophic flash floods has diminished, although the extraordinary ones have increased.

Heel and toe clearance estimation for gait analysis using wireless inertial sensors.

Tripping is considered a major cause of fall in older people. Therefore, foot clearance (i.e., height of the foot above ground during swing phase) could be a key factor to better understand the complex relationship between gait and falls. This paper presents a new method to estimate clearance using a foot-worn and wireless inertial sensor system. The method relies on the computation of foot orientation and trajectory from sensors signal data fusion, combined with the temporal detection of toe-off and heel-strike events. Based on a kinematic model that automatically estimates sensor position relative to the foot, heel and toe trajectories are estimated. 2-D and 3-D models are presented with different solving approaches, and validated against an optical motion capture system on 12 healthy adults performing short walking trials at self-selected, slow, and fast speed. Parameters corresponding to local minimum and maximum of heel and toe clearance were extracted and showed accuracy ± precision of 4.1 ± 2.3 cm for maximal heel clearance and 1.3 ± 0.9 cm for minimal toe clearance compared to the reference. The system is lightweight, wireless, easy to wear and to use, and provide a new and useful tool for routine clinical assessment of gait outside a dedicated laboratory.

Front-crawl instantaneous velocity estimation using a wearable inertial measurement unit.

Monitoring the performance is a crucial task for elite sports during both training and competition. Velocity is the key parameter of performance in swimming, but swimming performance evaluation remains immature due to the complexities of measurements in water. The purpose of this study is to use a single inertial measurement unit (IMU) to estimate front crawl velocity. Thirty swimmers, equipped with an IMU on the sacrum, each performed four different velocity trials of 25 m in ascending order. A tethered speedometer was used as the velocity measurement reference. Deployment of biomechanical constraints of front crawl locomotion and change detection framework on acceleration signal paved the way for a drift-free integration of forward acceleration using IMU to estimate the swimmers velocity. A difference of 0.6 ± 5.4 cm · s(-1) on mean cycle velocity and an RMS difference of 11.3 cm · s(-1) in instantaneous velocity estimation were observed between IMU and the reference. The most important contribution of the study is a new practical tool for objective evaluation of swimming performance. A single body-worn IMU provides timely feedback for coaches and sport scientists without any complicated setup or restraining the swimmer's natural technique.

Gaussian process framework for pervasive estimation of swimming velocity with body-worn IMU

Presented is an accurate swimming velocity estimation method using an inertial measurement unit (IMU) by employing a simple biomechanical constraint of motion along with Gaussian process regression to deal with sensor inherent errors. Experimental validation shows a velocity RMS error of 9.0 cm/s and high linear correlation when compared with a commercial tethered reference system. The results confirm the practicality of the presented method to estimate swimming velocity using a single low-cost, body-worn IMU.

Genetic differentiation in Silene dioica metapopulations: estimation of spatiotemporal effects in a successional plant species

Silene dioica is a diploid, dioecious, perennial, insect-pollinated herb and part of the deciduous phase of primary succession in Skeppsvik Archipelago, Gulf of Bothnia, Sweden. These islands are composed of material deposited and left underwater by melting ice at the end of the last ice age. A rapid and relatively constant rate of land uplift of 0.9 cm per year continually creates new islands available for colonization by plants. Because the higher deposits appear first, islands differ in age. Because it is possible to estimate the ages of islands and populations of plant species belonging to early stages of succession, the genetic dynamics occurring within an age-structured metapopulation can be investigated in this archipelago. Fifty-two island populations of S. dioica of known ages, sizes, and distances from each other were studied through electrophoretic data. A number of factors increase the degree of genetic differentiation among these island populations relative to an island model at equilibrium. Newly founded populations were more differentiated than those of intermediate age, which suggests that colonization dynamics increase genetic variance among populations. The very old populations, which decrease in size as they approach extinction, were more differentiated than intermediate-aged populations. Isolation by distance occurs in this system. Colonizers are likely to come from more than one source, and the migrant pool model best explains colonization events in the archipelago. Degree of environmental exposure also affects population differentiation.

Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Comparison of estimation methods of soil strength in five soils

In agriculture, the soil strength is used to describe the susceptibility to deformation by pressure caused by agricultural machine. The purpose of this study was to compare different methods for estimating the inherent soil strength and to identify their suitability for the evaluation of load support capacity, compaction susceptibility and root growth. The physical, chemical, mineralogical and intrinsic strength properties of seven soil samples, collected from five sampling pits at different locations in Brazil, were measured. Four clay (CS) and three sandy clay loam (SCL) soils were used. The clay soils were collected on a farm in Santo Ângelo, RS (28 º 16 ' 16 '' S; 54 º 13 ' 11 '' W 290 m); A and B horizons at the Universidade Federal de Lavras, Lavras, MG (21 º 13 ' 47 '' S; 44 º 58 ' 6'' W; 918 m) and on the farm Sygenta, in Uberlandia, MG (18 º 58 ' 37 '' S; 48 º 12 ' 05 '' W 866 m). The sandy clay loam soils were collected in Aracruz, ES (19 º 47 ' 10 '' S; 40 º 16 ' 29 '' W 81 m), and on the farm Xavier, Lavras, MG (21 º 13 ' 24 '' S; 45 º 05 ' 00 '' W; 844 m). Soil strength was estimated based on measurements of: (a) a pneumatic consolidometer, (b) manual pocket (non-rotating) penetrometer; and (c) automatic (rotating) penetrometer. The results of soil strength properties were similar by the three methods. The soil structure had a significant influence on soil strength. Results of measurements with both the manual pocket and the electric penetrometer were similar, emphasizing the influence of soil texture. The data showed that, to enhance the reliability of predictions of preconsolidation pressure by penetrometers, it is better to separate the soils into the different classes, rather than analyze them jointly. It can be concluded that the consolidometer method, although expensive, is the best when evaluations of load support capacity and compaction susceptibility of soil samples are desired.

Estimation of water retention and availability in soils of Rio Grande do Sul

Dispersed information on water retention and availability in soils may be compiled in databases to generate pedotransfer functions. The objectives of this study were: to generate pedotransfer functions to estimate soil water retention based on easily measurable soil properties; to evaluate the efficiency of existing pedotransfer functions for different geographical regions for the estimation of water retention in soils of Rio Grande do Sul (RS); and to estimate plant-available water capacity based on soil particle-size distribution. Two databases were set up for soil properties, including water retention: one based on literature data (725 entries) and the other with soil data from an irrigation scheduling and management system (239 entries). From the literature database, pedotransfer functions were generated, nine pedofunctions available in the literature were evaluated and the plant-available water capacity was calculated. The coefficient of determination of some pedotransfer functions ranged from 0.56 to 0.66. Pedotransfer functions generated based on soils from other regions were not appropriate for estimating the water retention for RS soils. The plant-available water content varied with soil texture classes, from 0.089 kg kg-1 for the sand class to 0.191 kg kg-1 for the silty clay class. These variations were more related to sand and silt than to clay content. The soils with a greater silt/clay ratio, which were less weathered and with a greater quantity of smectite clay minerals, had high water retention and plant-available water capacity.

Transformation kernel density estimation of actuarial loss functions

[cat] Es presenta un estimador nucli transformat que és adequat per a distribucions de cua pesada. Utilitzant una transformació basada en la distribució de probabilitat Beta l’elecció del paràmetre de finestra és molt directa. Es presenta una aplicació a dades d’assegurances i es mostra com calcular el Valor en Risc.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Molecular analysis of the bacterial diversity in a specialized consortium for diesel oil degradation

Diesel oil is a compound derived from petroleum, consisting primarily of hydrocarbons. Poor conditions in transportation and storage of this product can contribute significantly to accidental spills causing serious ecological problems in soil and water and affecting the diversity of the microbial environment. The cloning and sequencing of the 16S rRNA gene is one of the molecular techniques that allows estimation and comparison of the microbial diversity in different environmental samples. The aim of this work was to estimate the diversity of microorganisms from the Bacteria domain in a consortium specialized in diesel oil degradation through partial sequencing of the 16S rRNA gene. After the extraction of DNA metagenomics, the material was amplified by PCR reaction using specific oligonucleotide primers for the 16S rRNA gene. The PCR products were cloned into a pGEM-T-Easy vector (Promega), and Escherichia coli was used as the host cell for recombinant DNAs. The partial clone sequencing was obtained using universal oligonucleotide primers from the vector. The genetic library obtained generated 431 clones. All the sequenced clones presented similarity to phylum Proteobacteria, with Gammaproteobacteria the most present group (49.8 % of the clones), followed by Alphaproteobacteira (44.8 %) and Betaproteobacteria (5.4 %). The Pseudomonas genus was the most abundant in the metagenomic library, followed by the Parvibaculum and the Sphingobium genus, respectively. After partial sequencing of the 16S rRNA, the diversity of the bacterial consortium was estimated using DOTUR software. When comparing these sequences to the database from the National Center for Biotechnology Information (NCBI), a strong correlation was found between the data generated by the software used and the data deposited in NCBI.