Hidden state models for time series

Amongst all the objectives in the study of time series, uncovering the dynamic law of its generation is probably the most important. When the underlying dynamics are not available, time series modelling consists of developing a model which best explains a sequence of observations. In this thesis, we consider hidden space models for analysing and describing time series. We first provide an introduction to the principal concepts of hidden state models and draw an analogy between hidden Markov models and state space models. Central ideas such as hidden state inference or parameter estimation are reviewed in detail. A key part of multivariate time series analysis is identifying the delay between different variables. We present a novel approach for time delay estimating in a non-stationary environment. The technique makes use of hidden Markov models and we demonstrate its application for estimating a crucial parameter in the oil industry. We then focus on hybrid models that we call dynamical local models. These models combine and generalise hidden Markov models and state space models. Probabilistic inference is unfortunately computationally intractable and we show how to make use of variational techniques for approximating the posterior distribution over the hidden state variables. Experimental simulations on synthetic and real-world data demonstrate the application of dynamical local models for segmenting a time series into regimes and providing predictive distributions.

Studies of the mechanism of antitumour activity of N-methylformamide

NMF induces the terminal differentiation or acquisition of more benign characteristics in certain malignant cells in vitro and has good antitumour activity against murine tumours in vivo. This study was concerned with a comparison of the mechanism of antitumour activity of NMF in vitro and in vivo against the murine TLX5 lymphoma, which is sensitive to NMF in vivo. TLX5 cells incubated continuously with NMF in vitro showed a concentration and time dependent decrease in cell growth rate, which was associated with an increase in membrane permeability, a decrease in cell size and at the higher NMF concentrations, cell death. Analysis of the cell cycle after incubation with NMF indicated an early G1 phase arrest. TLX5 cells were incubated with NMF and washed free of the drug. Analysis of clonogenicity and tumourigenicity showed that all viable cells retained their proliferative potential and malignancy. Therefore, TLX5 cells exposed to NMF in vitro are not terminally differentiated, but reside in a quiescent substate which was reversed on drug removal. The intracellular GSH levels of TLX5 cells was decreased in a concentration and time dependent fashion by NMF. GSH depletion of TLX5 cells was not however a prerequisite for growth arrest, unlike the reported data for human colon carcinoma cell lines. A single administration of NMF caused a dose dependent regression of the TLX5 lymphoma in tumour bearing mice. Cell death occurred by apoptosis and necrosis. The antitumour activity of NMF was dependent on formyl C-H bond fission, with the parent drug or metabolites reaching all parts of the tumour 4h after dosing. There was a non-dose dependent increase in the S phase population, which was due to an increase in DNA synthesis, 24h after administration of NMF. NMF administration caused a decrease in GSH levels of the TLX5 lymphoma, which did not correlate with the antitumour response. However, the GSH depleting agent, BSO, marginally increased the antitumour activity of NMF.

A study of the calcium-induced morphological transistions of human erythrocytes

An examination was made of the morphological transitions induced in human erythrocytes by the elevation of cytosolic calcium, and of the biochemical mechanisms responsible. The loss of the discocyte morphology and the sequential progression of cells through the echinocyte stages 1, 2, 3 and sphereo-echinocyte was found to occur in both a calcium concentration- and a time-dependent manner. SDS-PAGE analysis of cytoskeletal proteins prepared from intact cells loaded with 150uM or 1mM calcium revealed the partial proteolytic loss of proteins 2.1, 2.2 and 4.1. The rate of proteolysis was not paralleled by that of echinocytosis, making a causative relationship unlikely. Cytoskeletal integrity did appear to influence shape reversal from the echinocyte to the discocyte morphology after removal of the calcium and ionophore A23187. The loss of 80% protein 4.1, 40% 2.1 and 30% 2.2 was associated with, although not necessarily the sole cause, of irreversible sphereo-echinocytosis. Pre-treatment of cells with wheat germ agglutinin preserved the discocyte morphology despite continued cytoskeletal proteolysis during calcium-loading. All observations were made on cells incubated either in the presence or absence of glycolytic substrates, effectively altering cell metabolic status. This influenced the rate of progression of cells through the echinocyte stages, the rate of proteolysis of cytoskeletal proteins, and the extent and kinetics of shape reversal from cells transformed to the sphereo-echinocyte morphology. The stage 1 to discocyte transition was the rate limiting step of this shape recovery. In contrast the rate of loss of the discocyte morphology was independent of cell metabolic status during exposure to calcium, as was the extent of restoration of the discocyte morphology from cells transformed to stage 1 echinocytes. An hypothesis is presented that echinocytosis is a discontinuous process with discrete steps initiated by different biochemical mechanisms varying in their dependence on metabolic energy.

An investigation of the effects of antitumour and other drugs on cell morphology and the cytoskeleton of erythrocytes

Human arythrocytes were used as a model system for an investigation of the mechanism of action of the antiproliferative drug Adriamycin. Erythrocytes were induced to undergo a change in morphology by elevation of intracellular calcium. It was revealed that the widely used media employed for the study of morphological change were unsuitable; a new incubation medium was developed so that cells were metabolically replete. In this medium echinocytosis took place both in a calcium concentration- and time-dependent manner. Pretreatment of erythrocytes with Adriamycin (10 M for 10 mins) protected the erythrocytes against calcium-induced echinocytosis at calcium concentrations < 150M. SDS-PAGE analysis of the cytoskeletal proteins prepared from erythrocytes revealed the calcium-induced proteolysis of two main cytoskeletal proteins: band 2:1 and band 4:1. Only the rate of the proteolysis of band 2.1 correlated with the onset of echinocytosis. Adriamycin inhibited the breakdown of band 2.1 even when the cells formed echinocytes; this raises doubts concerning the importance of band 2.1 in the maintenance of discocyte morphology. Adriamycin only marginally inhibited the purified calcium-activated thio protease (calpain). Calcium-loading of human erythrocytes increased the phosphorylation of several major cytoskeletal proteins including pp120, band 3, band 4.1 and band 4.9. The pattern of increase resembled that induced by 12-0-tetradecanoyl-phorbol-13-acetate. Pre-treatment with Adriamycin prior to calcium loading caused a general lowering of basal phosphorylation. Adriamycin had no effect on the activity of the calcium-activated phospholipid-dependent protein kinase (protein kinase C). A hypothesis is put forward that the morphological transition of erythrocytes might be dependent upon the activity of a contractile system.

Investigating viscous fluid flow in an internal mixer using computational fluid dynamics

This thesis presents an effective methodology for the generation of a simulation which can be used to increase the understanding of viscous fluid processing equipment and aid in their development, design and optimisation. The Hampden RAPRA Torque Rheometer internal batch twin rotor mixer has been simulated with a view to establishing model accuracies, limitations, practicalities and uses. As this research progressed, via the analyses several 'snap-shot' analysis of several rotor configurations using the commercial code Polyflow, it was evident that the model was of some worth and its predictions are in good agreement with the validation experiments, however, several major restrictions were identified. These included poor element form, high man-hour requirements for the construction of each geometry and the absence of the transient term in these models. All, or at least some, of these limitations apply to the numerous attempts to model internal mixes by other researchers and it was clear that there was no generally accepted methodology to provide a practical three-dimensional model which has been adequately validated. This research, unlike others, presents a full complex three-dimensional, transient, non-isothermal, generalised non-Newtonian simulation with wall slip which overcomes these limitations using unmatched ridding and sliding mesh technology adapted from CFX codes. This method yields good element form and, since only one geometry has to be constructed to represent the entire rotor cycle, is extremely beneficial for detailed flow field analysis when used in conjunction with user defined programmes and automatic geometry parameterisation (AGP), and improves accuracy for investigating equipment design and operation conditions. Model validation has been identified as an area which has been neglected by other researchers in this field, especially for time dependent geometries, and has been rigorously pursued in terms of qualitative and quantitative velocity vector analysis of the isothermal, full fill mixing of generalised non-Newtonian fluids, as well as torque comparison, with a relatively high degree of success. This indicates that CFD models of this type can be accurate and perhaps have not been validated to this extent previously because of the inherent difficulties arising from most real processes.

Application of ERS-1 and Topex/Poseidon altimetry using precise orbits

The work described in this thesis concerns the application of radar altimetry, collected from the ERS-1 and TOPEX/POSEIDON missions, to precise satellite orbits computed at Aston University. The data is analysed in a long arc fashion to determine range biases, time tag biases, sea surface topographies and to assess the radial accuracy of the generated orbits through crossover analysis. A sea surface variability study is carried out for the North Sea using repeat altimeter profiles from ERS-1 and TOPEX/POSEIDON in order to verify two local U.K. models for ocean tide and storm surge effects. An on-side technique over the English Channel is performed to compute the ERS-1, TOPEX and POSEIDON altimeter range biases by using a combination of altimetry, precise orbits determined by short arc methods, tide gauge data, GPS measurements, geoid, ocean tide and storm surge models. The remaining part of the thesis presents some techniques for the short arc correction of long arc orbits. Validation of this model is achieved by way of comparison with actual SEASAT short arcs. Simulations are performed for the ERS-1 microwave tracking system, PRARE, using the range data to determine time dependent orbit corrections. Finally, a brief chapter is devoted to the recovery of errors in station coordinates by the use of multiple short arcs.

The transient behaviour of plain concrete at elevated temperatures

This thesis describes an investigation of the effect of elevated temperatures upon the properties of plain concrete containing a siliceous aggregate. A complete stress-strain relationship and creep behaviour are studied. Transient effects (non-steady state) are also examined in order to simulate more realistic conditions. A temperature range of 20-700ºC is used. corresponding to the temperatures generally attained during an actual fire. In order to carry out the requisite tests, a stiff compression testing machine has been designed and built. The overall control of the test rig is provided by a logger/computer system by developing appropriate software, thus enabling the load to be held constant for any period of tlme. Before outlining any details of the development of the testing apparatus which includes an electric furnace and the.associated instrumentation, previous work on properties of both concrete and. steel at elevated temperatures is reviewed. The test programme comprises four series of tests:stress-strain tests (with and without pre-load), transient tests (heating to failure under constant stress) and creep tests (constant stress and constant temperature). Where 3 stress levels are examined: 0.2, 0.4 & 0.6 fc. The experimental results show that the properties of concrete are significantly affected by temperature and the magnitude of the load. The slope of the descending portion branch of the stress-strain curves (strain softening) is found to be temperature dependent. After normalizing the data, the stress-strain curves for different temperatures are represented by a single curve. The creep results are analysed using an approach involving the activation energy which is found to be constant. The analysis shows that the time-dependent deformation is sensibly linear with the applied stress. The total strain concept is shown to hold for the test data within limits.

A method of fundamental solutions for transient heat conduction

In this paper we investigate an application of the method of fundamental solutions (MFS) to transient heat conduction. In almost all of the previously proposed MFS for time-dependent heat conduction the fictitious sources are located outside the time-interval of interest. In our case, however, these sources are instead placed outside the space domain of interest in the same manner as is done for stationary heat conduction. A denseness result for this method is discussed and the method is numerically tested showing that accurate numerical results can be obtained. Furthermore, a test example with boundary singularities shows that it is advisable to remove such singularities before applying the MFS.

Induction of lipolysis in vitro and loss of body fat in vivo by zinc-alpha(2)-glycoprotein

Loss of adipose tissue in cancer cachexia has been associated with tumour production of a lipid-mobilizing factor (LMF) which has been shown to be homologous with the plasma protein zinc-a2-glycoprotein (ZAG). The aim of this study was to compare the ability of human ZAG with LMF to stimulate lipolysis in vitro and induce loss of body fat in vivo, and to determine the mechanisms involved. ZAG was purified from human plasma using a combination of Q Sepharose and Superdex 75 chromatography, and was shown to stimulate glycerol release from isolated murine epididymal adipocytes in a dose-dependent manner. The effect was enhanced by the cyclic AMP phosphodiesterase inhibitor Ro20-1724, and attenuated by freeze/thawing and the specific ß3-adrenoreceptor antagonist SR59230A. In vivo ZAG caused highly significant, time-dependent, decreases in body weight without a reduction in food and water intake. Body composition analysis showed that loss of body weight could be attributed entirely to the loss of body fat. Loss of adipose tissue may have been due to the lipolytic effect of ZAG coupled with an increase in energy expenditure, since there was a dose-dependent increase in expression of uncoupling protein-1 (UCP-1) in brown adipose tissue. These results suggest that ZAG may be effective in the treatment of obesity.

Benefits of retailer-supplier partnership initiatives under time-varying demand:a comparative analytical study

This paper aims to help supply chain managers to determine the value of retailer-supplier partnership initiatives beyond information sharing (IS) according to their specific business environment under time-varying demand conditions. For this purpose, we use integer linear programming models to quantify the benefits that can be accrued by a retailer, a supplier and system as a whole from shift in inventory ownership and shift in decision-making power with that of IS. The results of a detailed numerical study pertaining to static time horizon reveal that the shift in inventory ownership provides system-wide cost benefits in specific settings. Particularly, when it induces the retailer to order larger quantities and the supplier also prefers such orders due to significantly high setup and shipment costs. We observe that the relative benefits of shift in decision-making power are always higher than the shift in inventory ownership under all the conditions. The value of the shift in decision-making power is greater than IS particularly when the variability of underlying demand is low and time-dependent variation in production cost is high. However, when the shipment cost is negligible and order issuing efficiency of the supplier is low, the cost benefits of shift in decision-making power beyond IS are not significant. © 2012 Taylor & Francis.

Heparin elevates circulating soluble fms-like tyrosine kinase-1 immunoreactivity in pregnant women receiving anticoagulation therapy

Background—Alterations in circulating levels of pro- and antiangiogenic factors have been associated with adverse pregnancy outcomes. Heparin is routinely administered to pregnant women, but without clear knowledge of its impact on these factors. Methods and Results—We conducted a longitudinal study of 42 pregnant women. Twenty-one women received prophylactic heparin anticoagulation, and 21 healthy pregnant women served as controls. Compared with gestational age-matched controls, heparin treatment was associated with increased circulating levels of soluble fms-like tyrosine kinase-1 (sFlt-1) in the third trimester (P<0.05), in the absence of preeclampsia, placental abruption, or fetal growth restriction. Heparin had no effect on circulating levels of vascular endothelial growth factor, placenta growth factor, or soluble endoglin as assessed by ELISA. In vitro, low-molecular weight and unfractionated heparins stimulated sFlt-1 release from placental villous explants, in a dose- and time-dependent manner. This effect was not due to placental apoptosis, necrosis, alteration in protein secretion, or increased transcription. Western blot analysis demonstrated that heparin induced shedding of the N-terminus of Flt-1 both in vivo and in vitro as indicated by a predominant band of 100–112 kDa. By using an in vitro angiogenesis assay, we demonstrated that serum of heparin-treated cases inhibited both basal and vascular endothelial growth factor-induced capillary-like tube formation. Conclusions—Heparin likely increases the maternal sFlt-1 through shedding of the extracellular domain of Flt-1 receptor. Our results imply that upregulation of circulating sFlt-1 immunoreactivity in pregnancy is not always associated with adverse outcomes, and that heparin's protective effects, if any, cannot be explained by promotion of angiogenesis.

Detection of Logical-and-Probabilistic Correlation in Time Series

An application of the heterogeneous variables system prediction method to solving the time series analysis problem with respect to the sample size is considered in this work. It is created a logical-and-probabilistic correlation from the logical decision function class. Two ways is considered. When the information about event is kept safe in the process, and when it is kept safe in depending process.

Application of the Multivariate Prediction Method to Time Series

* This work was financially supported by RFBR-04-01-00858.

Extreme Situations Prediction by MultidimenSional Heterogeneous Time Series Using Logical Decision Functions

* The work is supported by RFBR, grant 04-01-00858-a

Time-spatial drift of decelerating electromagnetic pulses

A time dependent electromagnetic pulse generated by a current running laterally to the direction of the pulse propagation is considered in paraxial approximation. It is shown that the pulse envelope moves in the time-spatial coordinates on the surface of a parabolic cylinder for the Airy pulse and a hyperbolic cylinder for the Gaussian. These pulses propagate in time with deceleration along the dominant propagation direction and drift uniformly in the lateral direction. The Airy pulse stops at infinity while the asymptotic velocity of the Gaussian is nonzero. © 2013 Optical Society of America.