Tool for discovering sequential patterns in financial markets

The goal of this thesis is the study of a tool that can help analysts in finding sequential patterns. This tool will have a focus on financial markets. A study will be made on how new and relevant knowledge can be mined from real life information, potentially giving investors, market analysts, and economists new basis to make informed decisions. The Ramex Forum algorithm will be used as a basis for the tool, due to its ability to find sequential patterns in financial data. So that it further adapts to the needs of the thesis, a study of relevant improvements to the algorithm will be made. Another important aspect of this algorithm is the way that it displays the patterns found, even with good results it is difficult to find relevant patterns among all the studied samples without a proper result visualization component. As such, different combinations of parameterizations and ways to visualize data will be evaluated and their influence in the analysis of those patterns will be discussed. In order to properly evaluate the utility of this tool, case studies will be performed as a final test. Real information will be used to produce results and those will be evaluated in regards to their accuracy, interest, and relevance.

Female-specific intergenerational transmission patterns of the human corticolimbic circuitry

Parents have large genetic and environmental influences on offspring’s cognition, behavior, and brain. These intergenerational effects are observed in mood disorders, with particularly robust association in depression between mothers and daughters. No studies have thus far examined the neural bases of these intergenerational effects in humans. Corticolimbic circuitry is known to be highly relevant in a wide range of processes including mood regulation and depression. These findings suggest that corticolimbic circuitry may also show matrilineal transmission patterns. We therefore examined human parent-offspring association in this neurocircuitry, and investigated the degree of association in gray matter volume between parent and offspring. We used voxel-wise correlation analysis in a total of 35 healthy families, consisting of parents and their biological offspring. We found positive associations of regional grey matter volume in the corticolimbic circuit including the amygdala, hippocampus, anterior cingulate cortex, and ventromedial prefrontal cortex between biological mothers and daughters. This association was significantly greater than mother-son, father-daughter, and father-son associations. The current study suggests that the corticolimbic circuitry, which has been implicated in mood regulation, shows a matrilineal specific transmission patterns. Our preliminary findings are consistent with what has been found behaviorally in depression, and may have clinical implications for disorders known to have dysfunction in mood regulation such as depression. Studies such as ours will likely bridge animal work examining gene expression in the brains and clinical symptom-based observations, and provide promising ways to investigate intergenerational transmission patterns in the human brain.

Digenean trematodes infecting the tropical abalone Haliotis asinina have species-specific cercarial emergence patterns that follow daily or semilunar spawning cycles

Approximately 1-2% of the tropical abalone Haliotis asinina inhabiting Heron Island Reef are infected with opecoelid digeneans. These largely inhabit the haemocoel surrounding the cerebral ganglia and digestive gland-gonad complex, and infected abalone typically have significantly reduced or ablated gonads. Observations of infected abalone reveal two distinct cercarial emergence patterns, one which correlates tightly with the abalone's highly regular and synchronous fortnightly spawning cycle, and the other which occurs in a circadian pattern. The former appears to be a novel emergence strategy not previously observed in digeneans. While the cercariae in all abalone are morphologically indistinguishable, comparison of sequences from the internal transcribed spacer 2 (ITS 2) region of the ribosomal DNA reveals a 5.7% difference between cercariae displaying different emergence patterns, indicating these are two distinct species that probably belong to the same genus. The ITS 2 sequences of the species with the daily emergence pattern are identical to that of an undescribed adult opecoelid from the gut of the barramundi cod, Cromileptes altivelis. Combined molecular, morphological and emergence data suggest that while these opecoelid cercariae use the same first intermediate host and are closely related species-members of the genus Allopodocotyle-they fill different ecological niches that are likely to include different definitive hosts.

An Algorithm to Mine Normalized Weighted Sequential Patterns Using a Prefix-projected Database

Sequential pattern mining is an important subject in data mining with broad applications in many different areas. However, previous sequential mining algorithms mostly aimed to calculate the number of occurrences (the support) without regard to the degree of importance of different data items. In this paper, we propose to explore the search space of subsequences with normalized weights. We are not only interested in the number of occurrences of the sequences (supports of sequences), but also concerned about importance of sequences (weights). When generating subsequence candidates we use both the support and the weight of the candidates while maintaining the downward closure property of these patterns which allows to accelerate the process of candidate generation.

Using multivariate sequential patterns to improve survival prediction in intensive care burn unit

Resuscitation and stabilization are key issues in Intensive Care Burn Units and early survival predictions help to decide the best clinical action during these phases. Current survival scores of burns focus on clinical variables such as age or the body surface area. However, the evolution of other parameters (e.g. diuresis or fluid balance) during the first days is also valuable knowledge. In this work we suggest a methodology and we propose a Temporal Data Mining algorithm to estimate the survival condition from the patient’s evolution. Experiments conducted on 480 patients show the improvement of survival prediction.

T-DNA tagging and characterisation of a novel meristem-specific promoter from tobacco

We have evaluated T-DNA mediated plant promoter tagging, with a left-border-linked promoterless firefly luciferase (luc) construct, as a strategy for the isolation of novel plant promoters. In a population of approximately 300 transformed tobacco plants, IO lines showed LUC activity, including novel tissue-specific and developmental patterns of expression. One line, showing LUC activity only in the shoot and root apical meristems, was further characterised. Inverse PCR was used to amplify a 1.5 kb fragment of plant DNA flanking the single-copy T-DNA insertion in this line. With the exception of a 249 bp highly repetitive element, this sequence is present as a single copy in the tobacco genome, and is not homologous to any previously characterised DNA sequences. Sequence analysis revealed the presence of several motifs that may be involved in transcriptional regulation. Transgenic tobacco plants transformed with a transcriptional fusion of this putative promoter sequence to the beta-glucuronidase (uidA) reporter gene, showed GUS activity confined to the shoot tip and mature pollen. This promoter may be useful to direct the expression of genes controlling the transition to flowering, or genes to reduce losses due to pests and stresses damaging plant apical meristems.

Representational Difference Analysis (RDA) reveals differential expression of conserved as well as novel genes during caste-specific development of the honey bee (Apis mellifera L.) ovary

In highly eusocial insects, such as the honey bee, Apis mellifera, the reproductive bias has become embedded in morphological caste differences. These are most expressively denoted in ovary size, with adult queens having large ovaries consisting of 150-200 ovarioles each, while workers typically have only 1-20 ovarioles per ovary. This morphological differentiation is a result of hormonal signals triggered by the diet change in the third larval instar, which eventually generate caste-specific gene expression patterns. To reveal these we produced differential gene expression libraries by Representational Difference Analysis (RDA) for queen and worker ovaries in a developmental stage when cell death is a prominent feature in the ovarioles of workers, whereas all ovarioles are maintained and extend in length in queens. In the queen library, 48% of the gene set represented homologs of known Drosophila genes, whereas in the worker ovary, the largest set (59%) were ESTs evidencing novel genes, not even computationally predicted in the honey bee genome. Differential expression was confirmed by quantitative RT-PCR for a selected gene set, denoting major differences for two queen and two worker library genes. These included two unpredicted genes located in chromosome 11 (Group11.35 and Group11.31, respectively) possibly representing long non-coding RNAs. Being candidates as modulators of ovary development, their expression and functional analysis should be a focal point for future studies. (C) 2011 Elsevier Ltd. All rights reserved.

Specific antibody levels and antigenic recognition of Wistar rats inoculated with distinct isolates of Trypanosoma evansi

"Mal de Cadeiras", an enzootic disease caused by Trypanosoma evansi, is one of the most important trypanosomiases in the Brazilian Pantanal region. The disease affects mainly horses, which are widely used in extensive cattle production, an activity of greatest economical significance for the region. The parasite also infects sylvan (coatis and capybaras) and domestic (dogs) animals, respectively considered wild and domestic reservoirs of T. evansi. For a better understanding of the interaction of T. evansi with its rodent host, we evaluated the differences in the specific antibody level patterns and in the parasitic peptides recognition patterns of experimentally infected Wistar rats. The rats experimentally infected with T. evansi isolates obtained from coatis, dogs and horses were submitted to indirect immunofluorescence test (IgM e IgG) and Western blotting. The serological titers for IgM and IgG ranged between 1:40 and 1:160. The most recognized polypeptide profiles were in a range of 17 and 74 kDa. Our data suggest that the humoral immune response in Wistar rats is not sufficient for granting an effective control of T. evansi infections.

Longitudinal analysis of patterns and predictors of changes in self-reported adherence to antiretroviral therapy: Swiss HIV Cohort Study.

BACKGROUND: Adherence to combination antiretroviral therapy (cART) is a dynamic process, however, changes in adherence behavior over time are insufficiently understood. METHODS: Data on self-reported missed doses of cART was collected every 6 months in Swiss HIV Cohort Study participants. We identified behavioral groups associated with specific cART adherence patterns using trajectory analyses. Repeated measures logistic regression identified predictors of changes in adherence between consecutive visits. RESULTS: Six thousand seven hundred nine individuals completed 49,071 adherence questionnaires [median 8 (interquartile range: 5-10)] during a median follow-up time of 4.5 years (interquartile range: 2.4-5.1). Individuals were clustered into 4 adherence groups: good (51.8%), worsening (17.4%), improving (17.6%), and poor adherence (13.2%). Independent predictors of worsening adherence were younger age, basic education, loss of a roommate, starting intravenous drug use, increasing alcohol intake, depression, longer time with HIV, onset of lipodystrophy, and changing care provider. Independent predictors of improvements in adherence were regimen simplification, changing class of cART, less time on cART, and starting comedications. CONCLUSIONS: Treatment, behavioral changes, and life events influence patterns of drug intake in HIV patients. Clinical care providers should routinely monitor factors related to worsening adherence and intervene early to reduce the risk of treatment failure and drug resistance.

Arbuscular mycorrhiza-specific signaling in rice transcends the common symbiosis signaling pathway.

Knowledge about signaling in arbuscular mycorrhizal (AM) symbioses is currently restricted to the common symbiosis (SYM) signaling pathway discovered in legumes. This pathway includes calcium as a second messenger and regulates both AM and rhizobial symbioses. Both monocotyledons and dicotyledons form symbiotic associations with AM fungi, and although they differ markedly in the organization of their root systems, the morphology of colonization is similar. To identify and dissect AM-specific signaling in rice (Oryza sativa), we developed molecular phenotyping tools based on gene expression patterns that monitor various steps of AM colonization. These tools were used to distinguish common SYM-dependent and -independent signaling by examining rice mutants of selected putative legume signaling orthologs predicted to be perturbed both upstream (CASTOR and POLLUX) and downstream (CCAMK and CYCLOPS) of the central, calcium-spiking signal. All four mutants displayed impaired AM interactions and altered AM-specific gene expression patterns, therefore demonstrating functional conservation of SYM signaling between distant plant species. In addition, differential gene expression patterns in the mutants provided evidence for AM-specific but SYM-independent signaling in rice and furthermore for unexpected deviations from the SYM pathway downstream of calcium spiking.

The pivot player in handball and patterns detection - instrument

The theoretical context of this study is related with the observational methodology in the context of group games and sports studies, specifically Handball. Thus, this study intends to analyze the performance of the pivot player in the World Cup 2007 - Germany, European 2008 - Norway 2008 and China OG 2008 in a qualitative dimension. Our purpose was to get as much information as possible about the whole activity of the pivot player, by identifying sequential patterns of behaviour or conduct of the player/game, by using the sequential analysis. The observation instrument used to meet the main purpose of this work consists of a combination of format fields (FF) and systems of categories (SC). The codifications undertaken occurred in several handball games. Using this instrument we have shown that it provides support for the purposes for which it was developed, allowing more research into the offensive process of handball. Besides this, it makes possible the analysis of aspects of the game through perspective and contextual sequences, which we consider to be more accurate, to fit the "reality" of a game such as handball.

Design Patterns in EPOC Software Development

Työssä tutkittiin oliosuunnittelumalleja EPOC-käyttöjärjestelmässä. Työssä tutkittiin sekä yleisiä suunnittelumalleja että EPOC-ympäristössä esiintyviä oliorakenteita, niiden aiheuttamia vaatimuksia sovelluksille sekä niiden käyttämisestä saatavia hyötyjä. Työssä toteutettiin EPOC-ohjelmiston suunnittelu hyödyntäen suunnittelumalleja ja periaatteita. Oliosuunnittelumallit ovat yleistyneet huomattavasti viime vuosina. Suunnittelumallien lähtökohtana ovat sekä yleiset että ympäristökohtaiset suunnitteluperiaatteet ja säännöt. Suunnittelumallit ovat osa isompaa rakennekokonaisuutta, joka käsittää sekä prosessi-, analyysi-, arkkitehtuuri- ym. malleja. Oliosuunnittelumallit nopeuttavat ja helpottavat suunnittelua sekä parantavat uudelleenkäytettävyyttä korkeammalla abstraktiotasolla. EPOC on tulevaisuuden mobiililaitteiden yleisimpiä käyttöjärjestelmiä. EPOC on kokonaisuudessaan oliopohjainen ja sisältää lukuisia oliorakenteita, joiden ymmärtäminen on sovelluskehityksen kannalta elintärkeää. Koska ympäristöt, joissa EPOC-käyttöjärjestelmää käytetään, ovat yleensä resurssien puolesta rajoittuneita, on yleisten suunnittelumallien käytössä oltava tarkkana. EPOC vaatii yleisiin suunnittelumalleihin muutoksia ja estää joidenkin käytön kokonaan.

Patterns in and kinetics of phase separation in binary mixtures

This work focused mainly on two aspects of kinetics of phase separation in binary mixtures. In the first part, we studied the interplay of hydrodynamics and the phase separation of binary mixtures. A considerably flat container (a laterally extended geometry), at an aspect ratio of 14:1 (diameter: height) was chosen, so that any hydrodynamic instabilities, if they arise, could be tracked. Two binary mixtures were studied. One was a mixture of methanol and hexane, doped with 5% ethanol, which phase separated under cooling. The second was a mixture of butoxyethanol and water, doped with 2% decane, which phase separated under heating. The dopants were added to bring down the phase transition temperature around room temperature.rnrnAlthough much work has been done already on classical hydrodynamic instabilities, not much has been done in the understanding of the coupling between phase separation and hydrodynamic instabilities. This work aimed at understanding the influence of phase separation in initiating any hydrodynamic instability, and also vice versa. Another aim was to understand the influence of the applied temperature protocol on the emergence of patterns characteristic to hydrodynamic instabilities. rnrnOn slowly cooling the system continuously, at specific cooling rates, patterns were observed in the first mixture, at the start of phase separation. They resembled the patterns observed in classical Rayleigh-Bénard instability, which arises when a liquid continuously is heated from below. To suppress this classical convection, the cooling setup was tuned such that the lower side of the sample always remained cooler by a few millikelvins, relative to the top. We found that the nature of patterns changed with different cooling rates, with stable patterns appearing for a specific cooling rate (1K/h). On the basis of the cooling protocol, we estimated a modified Rayleigh number for our system. We found that the estimated modified Rayleigh number is near the critical value for instability, for cooling rates between 0.5K/h and 1K/h. This is consistent with our experimental findings. rnrnThe origin of the patterns, in spite of the lower side being relatively colder with respect to the top, points to two possible reasons. 1) During phase separation droplets of either phases are formed, which releases a latent heat. Our microcalorimetry measurements show that the rise in temperature during the first phase separation is in the order of 10-20millikelvins, which in some cases is enough to reverse the applied temperature bias. Thus phase separation in itself initiates a hydrodynamic instability. 2) The second reason comes from the cooling protocol itself. The sample was cooled from above and below. At sufficiently high cooling rates, there are situations where the interior of the sample is relatively hotter than both top and bottom of the sample. This is sufficient to create an instability within the cell. Our experiments at higher cooling rates (5K/h and above) show complex patterns, which hints that there is enough convection even before phase separation occurs. Infact, theoretical work done by Dr.Hayase show that patterns could arise in a system without latent heat, with symmetrical cooling from top and bottom. The simulations also show that the patterns do not span the entire height of the sample cell. This is again consistent with the cell sizes measured in our experiment.rnrnThe second mixture also showed patterns at specific heating rates, when it was continuously heated inducing phase separation. In this case though, the sample was turbid for a long time until patterns appeared. A meniscus was most probably formed before the patterns emerged. We attribute the reason of patterns in this case to Marangoni convection, which is present in systems with an interface, where local differences in surface tension give rise to an instability. Our estimates for the Rayleigh number also show a significantly lower number than that's required for RB-type instability.rnrnIn the first part of the work, therefore, we identify two different kinds of hydrodynamic instabilities in two different mixtures. Both are observed during, or after the first phase separation. Our patterns compare with the classical convection patterns, but here the origins are from phase separation and the cooling protocol.rnrnIn the second part of the work, we focused on the kinetics of phase separation in a polymer solution (polystyrene and methylcyclohexane), which is cooled continuously far down into the two phase region. Oscillations in turbidity, denoting material exchange between the phases are seen. Three processes contribute to the phase separation: Nucleation of droplets, their growth and coalescence, and their subsequent sedimentation. Experiments in low molecular binary mixtures had led to models of oscillation [43] which considered sedimentation time scales much faster than the time scales of nucleation and growth. The size and shape of the sample therefore did not matter in such situations. The oscillations in turbidity were volume-dominated. The present work aimed at understanding the influence of sedimentation time scales for polymer mixtures. Three heights of the sample with same composition were studied side by side. We found that periods increased with the sample height, thus showing that sedimentation time determines the period of oscillations in the polymer solutions. We experimented with different cooling rates and different compositions of the mixture, and we found that periods are still determined by the sample height, and therefore by sedimentation time. rnrnWe also see that turbidity emerges in two ways; either from the interface, or throughout the sample. We suggest that oscillations starting from the interface are due to satellite droplets that are formed on droplet coalescence at the interface. These satellite droplets are then advected to the top of the sample, and they grow, coalesce and sediment. This type of an oscillation wouldn't require the system to pass the energy barrier required for homogenous nucleation throughout the sample. This mechanism would work best in sample where the droplets could be effectively advected throughout the sample. In our experiments, we see more interface dominated oscillations in the smaller cells and lower cooling rates, where droplet advection is favourable. In larger samples and higher cooling rates, we mostly see that the whole sample becomes turbid homogenously, which requires the system to pass the energy barrier for homogenous nucleation.rnrnOscillations, in principle, occur since the system needs to pass an energy barrier for nucleation. The height of the barrier decreases with increasing supersaturation, which in turn is from the temperature ramp applied. This gives rise to a period where the system is clear, in between the turbid periods. At certain specific cooling rates, the system can follow a path such that the start of a turbid period coincides with the vanishing of the last turbid period, thus eliminating the clear periods. This means suppressions of oscillations altogether. In fact we experimentally present a case where, at a certain cooling rate, oscillations indeed vanish. rnrnThus we find through this work that the kinetics of phase separation in polymer solution is different from that of a low molecular system; sedimentation time scales become relevant, and therefore so does the shape and size of the sample. The role of interface in initiating turbid periods also become much more prominent in this system compared to that in low molecular mixtures.rnrnIn summary, some fundamental properties in the kinetics of phase separation in binary mixtures were studied. While the first part of the work described the close interplay of the first phase separation with hydrodynamic instabilities, the second part investigated the nature and determining factors of oscillations, when the system was cooled deep into the two phase region. Both cases show how the geometry of the cell can affect the kinetics of phase separation. This study leads to further fundamental understandings of the factors contributing to the kinetics of phase separation, and to the understandings of what can be controlled and tuned in practical cases. rn

Use of diagnostic microarrays for determination of virulence gene patterns of Escherichia coli K1, a major cause of neonatal meningitis

Forty Escherichia coli strains isolated primarily from neonatal meningitis, urinary tract infections and feces were screened for the presence of virulence genes with a newly developed microarray on the array tube format. A total of 32 gene probes specific for extraintestinal as well as intestinal E. coli pathotypes were included. Eighty-eight percent of the analyzed strains were positive for the K1-specific probe on the microarray and could be confirmed with a specific antiserum against the K1 capsular polysaccharide. The gene for the hemin receptor ChuA was predominantly found in 95% of strains. Other virulence genes associated with K1 and related strains were P, S, and F1C fimbriae specific for extraintestinal E. coli, the genes for aerobactin, the alpha-hemolysin and the cytotoxic necrotizing factor. In two strains, the O157-specific catalase gene and the gene for the low-molecular-weight heat-stable toxin AstA were detected, respectively. A total of 19 different virulence gene patterns were observed. No correlation was observed between specific virulence gene patterns and a clinical outcome. The data indicate that virulence genes typical of extraintestinal E. coli are predominantly present in K1 strains. Nevertheless, some of them can carry virulence genes known to be characteristic of intestinal E. coli. The distribution and combination of virulence genes show that K1 isolates constitute a heterogeneous group of E. coli.