Bayesian model averaging and identification of structural breaks in time series

Bayesian Model Averaging (BMA) is used for testing for multiple break points in univariate series using conjugate normal-gamma priors. This approach can test for the number of structural breaks and produce posterior probabilities for a break at each point in time. Results are averaged over specifications including: stationary; stationary around trend and unit root models, each containing different types and number of breaks and different lag lengths. The procedures are used to test for structural breaks on 14 annual macroeconomic series and 11 natural resource price series. The results indicate that there are structural breaks in all of the natural resource series and most of the macroeconomic series. Many of the series had multiple breaks. Our findings regarding the existence of unit roots, having allowed for structural breaks in the data, are largely consistent with previous work.

Neural networks for identification of nonlinear systems under random piecewise polynomial disturbances

The problem of identification of a nonlinear dynamic system is considered. A two-layer neural network is used for the solution of the problem. Systems disturbed with unmeasurable noise are considered, although it is known that the disturbance is a random piecewise polynomial process. Absorption polynomials and nonquadratic loss functions are used to reduce the effect of this disturbance on the estimates of the optimal memory of the neural-network model.

Identification of linear systems in the presence of piecewise polynomial disturbances

The paper proposes a method of performing system identification of a linear system in the presence of bounded disturbances. The disturbances may be piecewise parabolic or periodic functions. The method is demonstrated effectively on two example systems with a range of disturbances.

Early identification of stimulant treatment responders, partial responders and non-responders using objective measures in children and adolescents with hyperkinetic disorder

Background: The aim of this study was to evaluate stimulant medication response following a single dose of methylphenidate (MPH) in children and young people with hyperkinetic disorder using infrared motion analysis combined with a continuous performance task (QbTest system) as objective measures. The hypothesis was put forward that a moderate testdose of stimulant medication could determine a robust treatment response, partial response and non-response in relation to activity, attention and impulse control measures. Methods: The study included 44 children and young people between the ages of 7-18 years with a diagnosis of hyperkinetic disorder (F90 & F90.1). A single dose-protocol incorporated the time course effects of both immediate release MPH and extended release MPH (Concerta XL, Equasym XL) to determine comparable peak efficacy periods post intake. Results: A robust treatment response with objective measures reverting to the population mean was found in 37 participants (84%). Three participants (7%) demonstrated a partial response to MPH and four participants (9%) were determined as non-responders due to deteriorating activity measures together with no improvements in attention and impulse control measures. Conclusion: Objective measures provide early into prescribing the opportunity to measure treatment response and monitor adverse reactions to stimulant medication. Most treatment responders demonstrated an effective response to MPH on a moderate testdose facilitating a swift and more optimal titration process.

Linear-wavelet models applied to the identification of a two-link manipulator

This paper shows that a wavelet network and a linear term can be advantageously combined for the purpose of non linear system identification. The theoretical foundation of this approach is laid by proving that radial wavelets are orthogonal to linear functions. A constructive procedure for building such nonlinear regression structures, termed linear-wavelet models, is described. For illustration, sim ulation data are used to identify a model for a two-link robotic manipulator. The results show that the introduction of wavelets does improve the prediction ability of a linear model.

Identification of nonlinear systems with a dynamic recurrent neural network

Two approaches are presented to calculate the weights for a Dynamic Recurrent Neural Network (DRNN) in order to identify the input-output dynamics of a class of nonlinear systems. The number of states of the identified network is constrained to be the same as the number of states of the plant.

Identification of potential mechanisms of toxicity after di-(2-ethylhexyl)-phthalate (DEHP) adult exposure in the liver using a systems biology approach

Phthalates are industrial additives widely used as plasticizers. In addition to deleterious effects on male genital development, population studies have documented correlations between phthalates exposure and impacts on reproductive tract development and on the metabolic syndrome in male adults. In this work we investigated potential mechanisms underlying the impact of DEHP on adult mouse liver in vivo. A parallel analysis of hepatic transcript and metabolic profiles from adult mice exposed to varying DEHP doses was performed. Hepatic genes modulated by DEHP are predominantly PPARalpha targets. However, the induction of prototypic cytochrome P450 genes strongly supports the activation of additional NR pathways, including Constitutive Androstane Receptor (CAR). Integration of transcriptomic and metabonomic profiles revealed a correlation between the impacts of DEHP on genes and metabolites related to heme synthesis and to the Rev-erbalpha pathway that senses endogenous heme level. We further confirmed the combined impact of DEHP on the hepatic expression of Alas1, a critical enzyme in heme synthesis and on the expression of Rev-erbalpha target genes involved in the cellular clock and in energy metabolism. This work shows that DEHP interferes with hepatic CAR and Rev-erbalpha pathways which are both involved in the control of metabolism. The identification of these new hepatic pathways targeted by DEHP could contribute to metabolic and endocrine disruption associated with phthalate exposure. Gene expression profiles performed on microdissected testis territories displayed a differential responsiveness to DEHP. Altogether, this suggests that impacts of DEHP on adult organs, including testis, could be documented and deserve further investigations.