Multivariate analyses of variance and covariance for simulation studies involving normal time series

Photocopy.

Extrapolation, interpolation, and smoothing of stationary time series, with engineering applications.

"First published during the war as a classified report to Section D2, National Defense Research Committee."

Seasonal adjustment when both deterministic and stochastic seasonality are present : for presentation at the National Bureau of Economic Research/Bureau of the Census Conference on Seasonal Analysis of Economic Times Series, Washington, D.C., September 9-10, 1976.

Mode of access: Internet.

Cold periods and coronary events: an analysis of populations worldwide

Study objective: To investigate the association between cold periods and coronary events, and the extent to which climate, sex, age, and previous cardiac history increase risk during cold weather. Design: A hierarchical analyses of populations from the World Health Organisation's MONICA project. Setting: Twenty four populations from the WHO's MONICA project, a 21 country register made between 1980 and 1995. Patients: People aged 35 - 64 years who had a coronary event. Main results: Daily rates of coronary events were correlated with the average temperature over the current and previous three days. In cold periods, coronary event rates increased more in populations living in warm climates than in populations living in cold climates, where the increases were slight. The increase was greater in women than in men, especially in warm climates. On average, the odds for women having an event in the cold periods were 1.07 higher than the odds for men (95% posterior interval: 1.03 to 1.11). The effects of cold periods were similar in those with and without a history of a previous myocardial infarction. Conclusions: Rates of coronary events increased during comparatively cold periods, especially in warm climates. The smaller increases in colder climates suggest that some events in warmer climates are preventable. It is suggested that people living in warm climates, particularly women, should keep warm on cold days.

Detecting finite bandwidth periodic signals in stationary noise using the signal coherence spectrum

All signals that appear to be periodic have some sort of variability from period to period regardless of how stable they appear to be in a data plot. A true sinusoidal time series is a deterministic function of time that never changes and thus has zero bandwidth around the sinusoid's frequency. A zero bandwidth is impossible in nature since all signals have some intrinsic variability over time. Deterministic sinusoids are used to model cycles as a mathematical convenience. Hinich [IEEE J. Oceanic Eng. 25 (2) (2000) 256-261] introduced a parametric statistical model, called the randomly modulated periodicity (RMP) that allows one to capture the intrinsic variability of a cycle. As with a deterministic periodic signal the RMP can have a number of harmonics. The likelihood ratio test for this model when the amplitudes and phases are known is given in [M.J. Hinich, Signal Processing 83 (2003) 1349-13521. A method for detecting a RMP whose amplitudes and phases are unknown random process plus a stationary noise process is addressed in this paper. The only assumption on the additive noise is that it has finite dependence and finite moments. Using simulations based on a simple RMP model we show a case where the new method can detect the signal when the signal is not detectable in a standard waterfall spectrograrn display. (c) 2005 Elsevier B.V. All rights reserved.

Causality detection on US mutual fund movements using evolutionary subset time-series

In this paper we develop an evolutionary kernel-based time update algorithm to recursively estimate subset discrete lag models (including fullorder models) with a forgetting factor and a constant term, using the exactwindowed case. The algorithm applies to causality detection when the true relationship occurs with a continuous or a random delay. We then demonstrate the use of the proposed evolutionary algorithm to study the monthly mutual fund data, which come from the 'CRSP Survivor-bias free US Mutual Fund Database'. The results show that the NAV is an influential player on the international stage of global bond and stock markets.

Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Sprint patterns in rugby union players during competition

The purpose of this study was to characterize sprint patterns of rugby union players during competition. Velocity profiles (60 m) of 28 rugby players were initially established in testing from standing, walking, jogging, and striding starts. During competition, the individual sprinting patterns of 17 rugby players were determined from video by using the individual velocity profiles. Forwards commenced sprints from a standing start most frequently (41%), whereas backs sprinted from standing (29%), walking (29%),jogging (29%), and occasionally striding (13%) starts. Forwards and backs achieved speeds in excess of 90% maximal velocity (Vmax) on 5 +/- 4 and 9 +/- 4 occasions (similar to 50% of the sprints performed), respectively, during competition. The higher frequency of sprinting for the backs compared with the forwards highlights the importance of speed training for this positional group. The similar relative distribution of velocities achieved during competition for forwards and backs suggests both positional groups should train acceleration and Vmax qualities. The backs should have a higher total volume of sprint training. Sprinting efforts should be performed from a variety of starting speeds to mimic the movement patterns of competition.

Using intervention time series analyses to assess the effects of imperfectly identifiable natural events: A general method and example

BACKGROUND: Intervention time series analysis (ITSA) is an important method for analysing the effect of sudden events on time series data. ITSA methods are quasi-experimental in nature and the validity of modelling with these methods depends upon assumptions about the timing of the intervention and the response of the process to it. METHOD: This paper describes how to apply ITSA to analyse the impact of unplanned events on time series when the timing of the event is not accurately known, and so the problems of ITSA methods are magnified by uncertainty in the point of onset of the unplanned intervention. RESULTS: The methods are illustrated using the example of the Australian Heroin Shortage of 2001, which provided an opportunity to study the health and social consequences of an abrupt change in heroin availability in an environment of widespread harm reduction measures. CONCLUSION: Application of these methods enables valuable insights about the consequences of unplanned and poorly identified interventions while minimising the risk of spurious results.

Tailoring magnetic field gradient design to magnet cryostat geometry

Eddy currents induced within a magnetic resonance imaging (MRI) cryostat bore during pulsing of gradient coils can be applied constructively together with the gradient currents that generate them, to obtain good quality gradient uniformities within a specified imaging volume over time. This can be achieved by simultaneously optimizing the spatial distribution and temporal pre-emphasis of the gradient coil current, to account for the spatial and temporal variation of the secondary magnetic fields due to the induced eddy currents. This method allows the tailored design of gradient coil/magnet configurations and consequent engineering trade-offs. To compute the transient eddy currents within a realistic cryostat vessel, a low-frequency finite-difference time-domain (FDTD) method using total-field scattered-field (TFSF) scheme has been performed and validated

Physical and MAC layer techniques for next generation satellite communications

In this thesis, we consider four different scenarios of interest in modern satellite communications. For each scenario, we will propose the use of advanced solutions aimed at increasing the spectral efficiency of the communication links. First, we will investigate the optimization of the current standard for digital video broadcasting. We will increase the symbol rate of the signal and determine the optimal signal bandwidth. We will apply the time packing technique and propose a specifically design constellation. We will then compare some receiver architectures with different performance and complexity. The second scenario still addresses broadcast transmissions, but in a network composed of two satellites. We will compare three alternative transceiver strategies, namely, signals completely overlapped in frequency, frequency division multiplexing, and the Alamouti space-time block code, and, for each technique, we will derive theoretical results on the achievable rates. We will also evaluate the performance of said techniques in three different channel models. The third scenario deals with the application of multiuser detection in multibeam satellite systems. We will analyze a case in which the users are near the edge of the coverage area and, hence, they experience a high level of interference from adjacent cells. Also in this case, three different approaches will be compared. A classical approach in which each beam carries information for a user, a cooperative solution based on time division multiplexing, and the Alamouti scheme. The information theoretical analysis will be followed by the study of practical coded schemes. We will show that the theoretical bounds can be approached by a properly designed code or bit mapping. Finally, we will consider an Earth observation scenario, in which data is generated on the satellite and then transmitted to the ground. We will study two channel models, taking into account one or two transmit antennas, and apply techniques such as time and frequency packing, signal predistortion, multiuser detection and the Alamouti scheme.

Attentional shifts towards an expected visual target alter the level of alpha-band oscillatory activity in the human calcarine cortex

Neuronal operations associated with the top-down control process of shifting attention from one locus to another involve a network of cortical regions, and their influence is deemed fundamental to visual perception. However, the extent and nature of these operations within primary visual areas are unknown. In this paper, we used magnetoencephalography (MEG) in combination with magnetic resonance imaging (MRI) to determine whether, prior to the onset of a visual stimulus, neuronal activity within early visual cortex is affected by covert attentional shifts. Time/frequency analyses were used to identify the nature of this activity. Our results show that shifting attention towards an expected visual target results in a late-onset (600 ms postcue onset) depression of alpha activity which persists until the appearance of the target. Independent component analysis (ICA) and dipolar source modeling confirmed that the neuronal changes we observed originated from within the calcarine cortex. Our results further show that the amplitude changes in alpha activity were induced not evoked (i.e., not phase-locked to the cued attentional task). We argue that the decrease in alpha prior to the onset of the target may serve to prime the early visual cortex for incoming sensory information. We conclude that attentional shifts affect activity within the human calcarine cortex by altering the amplitude of spontaneous alpha rhythms and that subsequent modulation of visual input with attentional engagement follows as a consequence of these localized changes in oscillatory activity. © 2005 Elsevier B.V. All rights reserved.

Investigating the functional properties of the somatosensory cortex during experimental visceral pain using magnetoencephalography

Background The somatosensory cortex has been inconsistently activated in pain studies and the functional properties of subregions within this cortical area are poorly understood. To address this we used magnetoencephalography (MEG), a brain imaging technique capable of recording changes in cortical neural activity in real-time, to investigate the functional properties of the somatosensory cortex during different phases of the visceral pain experience. Methods In eight participants (4 male), 151-channel whole cortex MEG was used to detect cortical neural activity during 25 trials lasting 20 seconds each. Each trial comprised four separate periods of 5 seconds in duration. During each of the periods, different visual cues were presented, indicating that period 1=rest, period 2=anticipation, period 3=pain and period 4=post pain. During period 3, participants received painful oesophageal balloon distensions (four at 1 Hz). Regions of cortical activity were identified using Synthetic Aperture Magnetometry (SAM) and by the placement of virtual electrodes in regions of interest within the somatosensory cortex, time-frequency wavelet plots were generated. Results SAM analysis revealed significant activation with the primary (S1) and secondary (S2) somatosensory cortices. The time-frequency wavelet spectrograms showed that activation in S1 increased during the anticipation phase and continued during the presentation of the stimulus. In S2, activation was tightly time and phase-locked to the stimulus within the pain period. Activations in both regions predominantly occurred within the 10–15 Hz and 20–30 Hz frequency bandwidths. Discussion These data are consistent with the role of S1 and S2 in the sensory discriminatory aspects of pain processing. Activation of S1 during anticipation and then pain may be linked to its proposed role in attentional as well as sensory processing. The stimulus-related phasic activity seen in S2 demonstrates that this region predominantly encodes information pertaining to the nature and intensity of the stimulus.

Dissociating the spatio-temporal characteristics of cortical neuronal activity associated with human volitional swallowing in the healthy adult brain

Human swallowing represents a complex highly coordinated sensorimotor function whose functional neuroanatomy remains incompletely understood. Specifically, previous studies have failed to delineate the temporo-spatial sequence of those cerebral loci active during the differing phases of swallowing. We therefore sought to define the temporal characteristics of cortical activity associated with human swallowing behaviour using a novel application of magnetoencephalography (MEG). In healthy volunteers (n = 8, aged 28-45), 151-channel whole cortex MEG was recorded during the conditions of oral water infusion, volitional wet swallowing (5 ml bolus), tongue thrust or rest. Each condition lasted for 5 s and was repeated 20 times. Synthetic aperture magnetometry (SAM) analysis was performed on each active epoch and compared to rest. Temporal sequencing of brain activations utilised time-frequency wavelet plots of regions selected using virtual electrodes. Following SAM analysis, water infusion preferentially activated the caudolateral sensorimotor cortex, whereas during volitional swallowing and tongue movement, the superior sensorimotor cortex was more strongly active. Time-frequency wavelet analysis indicated that sensory input from the tongue simultaneously activated caudolateral sensorimotor and primary gustatory cortex, which appeared to prime the superior sensory and motor cortical areas, involved in the volitional phase of swallowing. Our data support the existence of a temporal synchrony across the whole cortical swallowing network, with sensory input from the tongue being critical. Thus, the ability to non-invasively image this network, with intra-individual and high temporal resolution, provides new insights into the brain processing of human swallowing. © 2004 Elsevier Inc. All rights reserved.

Functional source separation applied to induced visual gamma activity

Objective of this work was to explore the performance of a recently introduced source extraction method, FSS (Functional Source Separation), in recovering induced oscillatory change responses from extra-cephalic magnetoencephalographic (MEG) signals. Unlike algorithms used to solve the inverse problem, FSS does not make any assumption about the underlying biophysical source model; instead, it makes use of task-related features (functional constraints) to estimate source/s of interest. FSS was compared with blind source separation (BSS) approaches such as Principal and Independent Component Analysis, PCA and ICA, which are not subject to any explicit forward solution or functional constraint, but require source uncorrelatedness (PCA), or independence (ICA). A visual MEG experiment with signals recorded from six subjects viewing a set of static horizontal black/white square-wave grating patterns at different spatial frequencies was analyzed. The beamforming technique Synthetic Aperture Magnetometry (SAM) was applied to localize task-related sources; obtained spatial filters were used to automatically select BSS and FSS components in the spatial area of interest. Source spectral properties were investigated by using Morlet-wavelet time-frequency representations and significant task-induced changes were evaluated by means of a resampling technique; the resulting spectral behaviours in the gamma frequency band of interest (20-70 Hz), as well as the spatial frequency-dependent gamma reactivity, were quantified and compared among methods. Among the tested approaches, only FSS was able to estimate the expected sustained gamma activity enhancement in primary visual cortex, throughout the whole duration of the stimulus presentation for all subjects, and to obtain sources comparable to invasively recorded data.