Bootstrap prediction intervals for autoregressive time series

The calculation of interval forecasts for highly persistent autoregressive (AR) time series based on the bootstrap is considered. Three methods are considered for countering the small-sample bias of least-squares estimation for processes which have roots close to the unit circle: a bootstrap bias-corrected OLS estimator; the use of the Roy–Fuller estimator in place of OLS; and the use of the Andrews–Chen estimator in place of OLS. All three methods of bias correction yield superior results to the bootstrap in the absence of bias correction. Of the three correction methods, the bootstrap prediction intervals based on the Roy–Fuller estimator are generally superior to the other two. The small-sample performance of bootstrap prediction intervals based on the Roy–Fuller estimator are investigated when the order of the AR model is unknown, and has to be determined using an information criterion.

Conditioning of the weak-constraint variational data assimilation problem for numerical weather prediction

4-Dimensional Variational Data Assimilation (4DVAR) assimilates observations through the minimisation of a least-squares objective function, which is constrained by the model flow. We refer to 4DVAR as strong-constraint 4DVAR (sc4DVAR) in this thesis as it assumes the model is perfect. Relaxing this assumption gives rise to weak-constraint 4DVAR (wc4DVAR), leading to a different minimisation problem with more degrees of freedom. We consider two wc4DVAR formulations in this thesis, the model error formulation and state estimation formulation. The 4DVAR objective function is traditionally solved using gradient-based iterative methods. The principle method used in Numerical Weather Prediction today is the Gauss-Newton approach. This method introduces a linearised `inner-loop' objective function, which upon convergence, updates the solution of the non-linear `outer-loop' objective function. This requires many evaluations of the objective function and its gradient, which emphasises the importance of the Hessian. The eigenvalues and eigenvectors of the Hessian provide insight into the degree of convexity of the objective function, while also indicating the difficulty one may encounter while iterative solving 4DVAR. The condition number of the Hessian is an appropriate measure for the sensitivity of the problem to input data. The condition number can also indicate the rate of convergence and solution accuracy of the minimisation algorithm. This thesis investigates the sensitivity of the solution process minimising both wc4DVAR objective functions to the internal assimilation parameters composing the problem. We gain insight into these sensitivities by bounding the condition number of the Hessians of both objective functions. We also precondition the model error objective function and show improved convergence. We show that both formulations' sensitivities are related to error variance balance, assimilation window length and correlation length-scales using the bounds. We further demonstrate this through numerical experiments on the condition number and data assimilation experiments using linear and non-linear chaotic toy models.

Multivariate calibrations in gas chromatographic profiles for prediction of several physicochemical parameters of Brazilian commercial gasoline

Several Brazilian commercial gasoline physicochemical parameters, such as relative density, distillation curve (temperatures related to 10%, 50% and 90% of distilled volume, final boiling point and residue), octane numbers (motor and research octane number and anti-knock index), hydrocarbon compositions (olefins, aromatics and saturates) and anhydrous ethanol and benzene content was predicted from chromatographic profiles obtained by flame ionization detection (GC-FID) and using partial least square regression (PLS). GC-FID is a technique intensively used for fuel quality control due to its convenience, speed, accuracy and simplicity and its profiles are much easier to interpret and understand than results produced by other techniques. Another advantage is that it permits association with multivariate methods of analysis, such as PLS. The chromatogram profiles were recorded and used to deploy PLS models for each property. The standard error of prediction (SEP) has been the main parameter considered to select the "best model". Most of GC-FID-PLS results, when compared to those obtained by the Brazilian Government Petroleum, Natural Gas and Biofuels Agency - ANP Regulation 309 specification methods, were very good. In general, all PLS models developed in these work provide unbiased predictions with lows standard error of prediction and percentage average relative error (below 11.5 and 5.0, respectively). (C) 2007 Elsevier B.V. All rights reserved.

Prediction of cassava starch edible film properties by chemometric analysis of infrared spectra

Cassava starch has been shown to make transparent and colorless flexible films without any previous chemical treatment. The functional properties of edible films are influenced by starch properties, including chain conformation, molecular bonding, crystallinity, and water content. Fourier-transform infrared (FTIR) spectroscopy in combination with attenuated total reflectance (ATR) has been applied for the elucidation of the structure and conformation of carbohydrates. This technique associated with chemometric data processing could indicate the relationship between the structural parameters and the functional properties of cassava starch-based edible films. Successful prediction of the functional properties values of the starch-based films was achieved by partial least squares regression data. The results showed that presence of the hydroxyl group on carbon 6 of the cyclic part of glucose is directly correlated with the functional properties of cassava starch films.

Assessment of in vitro sperm characteristics and their importance in the prediction of conception rate in a bovine timed-AI program

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A Spatial and Temporal Prediction Model of Corn Grain Yield as a Function of Soil Attributes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Prediction of near field overpressure from quarry blasting

This paper investigates the propagation of airblast or pressure waves in air produced by bench blasting (i.e. detonation of the explosive in a row of blastholes, breaking the burden of rock towards the free vertical face of the block). Peak overpressure is calculated as a function of blasting parameters (explosive mass per delay and velocity at which the detonation sequence proceeds along the bench) and the polar coordinates of the position of interest (distance to the source and azimuth with respect to the free face). The model has been fitted to empirical data using linear least squares. The data set is composed of 122 airblast records monitored at distances less than 400 m in 41 production blasts carried out in two quarries. The model is statistically significant and has a determination coefficient of 0.87. The formula is validated from 12 airblast measurements gathered in five additional blasts.

Toward the prediction of class I and II mouse major histocompatibility complex-peptide-binding affinity:in silico bioinformatic step-by-step guide using quantitative structure-activity relationships

Quantitative structure-activity relationship (QSAR) analysis is a cornerstone of modern informatics. Predictive computational models of peptide-major histocompatibility complex (MHC)-binding affinity based on QSAR technology have now become important components of modern computational immunovaccinology. Historically, such approaches have been built around semiqualitative, classification methods, but these are now giving way to quantitative regression methods. We review three methods--a 2D-QSAR additive-partial least squares (PLS) and a 3D-QSAR comparative molecular similarity index analysis (CoMSIA) method--which can identify the sequence dependence of peptide-binding specificity for various class I MHC alleles from the reported binding affinities (IC50) of peptide sets. The third method is an iterative self-consistent (ISC) PLS-based additive method, which is a recently developed extension to the additive method for the affinity prediction of class II peptides. The QSAR methods presented here have established themselves as immunoinformatic techniques complementary to existing methodology, useful in the quantitative prediction of binding affinity: current methods for the in silico identification of T-cell epitopes (which form the basis of many vaccines, diagnostics, and reagents) rely on the accurate computational prediction of peptide-MHC affinity. We have reviewed various human and mouse class I and class II allele models. Studied alleles comprise HLA-A*0101, HLA-A*0201, HLA-A*0202, HLA-A*0203, HLA-A*0206, HLA-A*0301, HLA-A*1101, HLA-A*3101, HLA-A*6801, HLA-A*6802, HLA-B*3501, H2-K(k), H2-K(b), H2-D(b) HLA-DRB1*0101, HLA-DRB1*0401, HLA-DRB1*0701, I-A(b), I-A(d), I-A(k), I-A(S), I-E(d), and I-E(k). In this chapter we show a step-by-step guide into predicting the reliability and the resulting models to represent an advance on existing methods. The peptides used in this study are available from the AntiJen database (http://www.jenner.ac.uk/AntiJen). The PLS method is available commercially in the SYBYL molecular modeling software package. The resulting models, which can be used for accurate T-cell epitope prediction, will be made are freely available online at the URL http://www.jenner.ac.uk/MHCPred.

Quantitative online prediction of peptide binding to the major histocompatibility complex

With its implications for vaccine discovery, the accurate prediction of T cell epitopes is one of the key aspirations of computational vaccinology. We have developed a robust multivariate statistical method, based on partial least squares, for the quantitative prediction of peptide binding to major histocompatibility complexes (MHC), the principal checkpoint on the antigen presentation pathway. As a service to the immunobiology community, we have made a Perl implementation of the method available via a World Wide Web server. We call this server MHCPred. Access to the server is freely available from the URL: http://www.jenner.ac.uk/MHCPred. We have exemplified our method with a model for peptides binding to the common human MHC molecule HLA-B*3501.

MHCPred : a server for quantitative prediction of peptide-MHC binding

Accurate T-cell epitope prediction is a principal objective of computational vaccinology. As a service to the immunology and vaccinology communities at large, we have implemented, as a server on the World Wide Web, a partial least squares-base multivariate statistical approach to the quantitative prediction of peptide binding to major histocom-patibility complexes (MHC), the key checkpoint on the antigen presentation pathway within adaptive,cellular immunity. MHCPred implements robust statistical models for both Class I alleles (HLA-A*0101, HLA-A*0201, HLA-A*0202, HLA-A*0203,HLA-A*0206, HLA-A*0301, HLA-A*1101, HLA-A*3301, HLA-A*6801, HLA-A*6802 and HLA-B*3501) and Class II alleles (HLA-DRB*0401, HLA-DRB*0401and HLA-DRB* 0701).

AllerTOP - a server for in silico prediction of allergens

Background: Allergy is a form of hypersensitivity to normally innocuous substances, such as dust, pollen, foods or drugs. Allergens are small antigens that commonly provoke an IgE antibody response. There are two types of bioinformatics-based allergen prediction. The first approach follows FAO/WHO Codex alimentarius guidelines and searches for sequence similarity. The second approach is based on identifying conserved allergenicity-related linear motifs. Both approaches assume that allergenicity is a linearly coded property. In the present study, we applied ACC pre-processing to sets of known allergens, developing alignment-independent models for allergen recognition based on the main chemical properties of amino acid sequences.Results: A set of 684 food, 1,156 inhalant and 555 toxin allergens was collected from several databases. A set of non-allergens from the same species were selected to mirror the allergen set. The amino acids in the protein sequences were described by three z-descriptors (z1, z2 and z3) and by auto- and cross-covariance (ACC) transformation were converted into uniform vectors. Each protein was presented as a vector of 45 variables. Five machine learning methods for classification were applied in the study to derive models for allergen prediction. The methods were: discriminant analysis by partial least squares (DA-PLS), logistic regression (LR), decision tree (DT), naïve Bayes (NB) and k nearest neighbours (kNN). The best performing model was derived by kNN at k = 3. It was optimized, cross-validated and implemented in a server named AllerTOP, freely accessible at http://www.pharmfac.net/allertop. AllerTOP also predicts the most probable route of exposure. In comparison to other servers for allergen prediction, AllerTOP outperforms them with 94% sensitivity.Conclusions: AllerTOP is the first alignment-free server for in silico prediction of allergens based on the main physicochemical properties of proteins. Significantly, as well allergenicity AllerTOP is able to predict the route of allergen exposure: food, inhalant or toxin. © 2013 Dimitrov et al.; licensee BioMed Central Ltd.

Near infrared spectroscopy for soil bulk density assessment

P>Soil bulk density values are needed to convert organic carbon content to mass of organic carbon per unit area. However, field sampling and measurement of soil bulk density are labour-intensive, costly and tedious. Near-infrared reflectance spectroscopy (NIRS) is a physically non-destructive, rapid, reproducible and low-cost method that characterizes materials according to their reflectance in the near-infrared spectral region. The aim of this paper was to investigate the ability of NIRS to predict soil bulk density and to compare its performance with published pedotransfer functions. The study was carried out on a dataset of 1184 soil samples originating from a reforestation area in the Brazilian Amazon basin, and conventional soil bulk density values were obtained with metallic ""core cylinders"". The results indicate that the modified partial least squares regression used on spectral data is an alternative method for soil bulk density predictions to the published pedotransfer functions tested in this study. The NIRS method presented the closest-to-zero accuracy error (-0.002 g cm-3) and the lowest prediction error (0.13 g cm-3) and the coefficient of variation of the validation sets ranged from 8.1 to 8.9% of the mean reference values. Nevertheless, further research is required to assess the limits and specificities of the NIRS method, but it may have advantages for soil bulk density predictions, especially in environments such as the Amazon forest.

QSAR Modeling of a Set of Pyrazinoate Esters as Antituberculosis Prodrugs

Tuberculosis is an infection caused mainly by Mycobacterium tuberculosis. A first-line antimycobacterial drug is pyrazinamide (PZA), which acts partially as a prodrug activated by a pyrazinamidase releasing the active agent, pyrazinoic acid (POA). As pyrazinoic acid presents some difficulty to cross the mycobacterial cell wall, and also the pyrazinamide-resistant strains do not express the pyrazinamidase, a set of pyrazinoic acid esters have been evaluated as antimycobacterial agents. In this work, a QSAR approach was applied to a set of forty-three pyrazinoates against M. tuberculosis ATCC 27294, using genetic algorithm function and partial least squares regression (WOLF 5.5 program). The independent variables selected were the Balaban index (I), calculated n-octanol/water partition coefficient (ClogP), van-der-Waals surface area, dipole moment, and stretching-energy contribution. The final QSAR model (N = 32, r(2) = 0.68, q(2) = 0.59, LOF = 0.25, and LSE = 0.19) was fully validated employing leave-N-out cross-validation and y-scrambling techniques. The test set (N = 11) presented an external prediction power of 73%. In conclusion, the QSAR model generated can be used as a valuable tool to optimize the activity of future pyrazinoic acid esters in the designing of new antituberculosis agents.

Molecular modeling and QSAR studies of a set of indole and benzimidazole derivatives as H(4) receptor antagonists

Histamine is an important biogenic amine, which acts with a group of four G-protein coupled receptors (GPCRs), namely H(1) to H(4) (H(1)R - H(4)R) receptors. The actions of histamine at H(4)R are related to immunological and inflammatory processes, particularly in pathophysiology of asthma, and H(4)R ligands having antagonistic properties could be helpful as antiinflammatory agents. In this work, molecular modeling and QSAR studies of a set of 30 compounds, indole and benzimidazole derivatives, as H(4)R antagonists were performed. The QSAR models were built and optimized using a genetic algorithm function and partial least squares regression (WOLF 5.5 program). The best QSAR model constructed with training set (N = 25) presented the following statistical measures: r (2) = 0.76, q (2) = 0.62, LOF = 0.15, and LSE = 0.07, and was validated using the LNO and y-randomization techniques. Four of five compounds of test set were well predicted by the selected QSAR model, which presented an external prediction power of 80%. These findings can be quite useful to aid the designing of new anti-H(4) compounds with improved biological response.

Quantification of chlorpheniramine maleate enantiomers by ultraviolet spectroscopy and chemometric methods

Chlorpheniramine maleate (CLOR) enantiomers were quantified by ultraviolet spectroscopy and partial least squares regression. The CLOR enantiomers were prepared as inclusion complexes with beta-cyclodextrin and 1-butanol with mole fractions in the range from 50 to 100%. For the multivariate calibration the outliers were detected and excluded and variable selection was performed by interval partial least squares and a genetic algorithm. Figures of merit showed results for accuracy of 3.63 and 2.83% (S)-CLOR for root mean square errors of calibration and prediction, respectively. The ellipse confidence region included the point for the intercept and the slope of 1 and 0, respectively. Precision and analytical sensitivity were 0.57 and 0.50% (S)-CLOR, respectively. The sensitivity, selectivity, adjustment, and signal-to-noise ratio were also determined. The model was validated by a paired t test with the results obtained by high-performance liquid chromatography proposed by the European pharmacopoeia and circular dichroism spectroscopy. The results showed there was no significant difference between the methods at the 95% confidence level, indicating that the proposed method can be used as an alternative to standard procedures for chiral analysis.