116 research outputs found

    Continuous Time Locally Stationary Wavelet Processes

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    This article introduces the class of continuous time locally stationary wavelet processes. Continuous time models enable us to properly provide scale-based time series models for irregularly-spaced observations for the first time. We derive results for both the theoretical setting, where we assume access to the entire process sample path, and a more practical one, which develops methods for estimating the quantities of interest from sampled time series. The latter estimates are accurately computable in reasonable time by solving the relevant linear integral equation using the iterative thresholding method due to Daubechies, Defrise and De~Mol. We exemplify our new methods by computing spectral and autocovariance estimates on irregularly-spaced heart-rate data obtained from a recent sleep-state study.Comment: 33 pages, 12 figure

    Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic

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    Accurate forecasting of the U.K. gross value added (GVA) is fundamental for measuring the growth of the U.K. economy. A common nonstationarity in GVA data, such as the ABML series, is its increase in variance over time due to inflation. Transformed or inflation-adjusted series can still be challenging for classical stationarity-assuming forecasters. We adopt a different approach that works directly with the GVA series by advancing recent forecasting methods for locally stationary time series. Our approach results in more accurate and reliable forecasts, and continues to work well even when the ABML series becomes highly variable during the COVID pandemic.Comment: 21 pages, 4 figure

    Crizanlizumab for the Prevention of Pain Crises in Sickle Cell Disease

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    The up-regulation of P-selectin in endothelial cells and platelets contributes to the cell–cell interactions that are involved in the pathogenesis of vaso-occlusion and sickle cell–related pain crises. The safety and efficacy of crizanlizumab, an antibody against the adhesion molecule P-selectin, were evaluated in patients with sickle cell disease

    Complex-valued wavelet lifting and applications

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    Signals with irregular sampling structures arise naturally in many fields. In applications such as spectral decomposition and nonparametric regression, classical methods often assume a regular sampling pattern, thus cannot be applied without prior data processing. This work proposes new complex-valued analysis techniques based on the wavelet lifting scheme that removes ‘one coefficient at a time’. Our proposed lifting transform can be applied directly to irregularly sampled data and is able to adapt to the signal(s)’ characteristics. As our new lifting scheme produces complex-valued wavelet coefficients, it provides an alternative to the Fourier transform for irregular designs, allowing phase or directional information to be represented. We discuss applications in bivariate time series analysis, where the complex-valued lifting construction allows for coherence and phase quantification. We also demonstrate the potential of this flexible methodology over real-valued analysis in the nonparametric regression context

    Glacial History of the North Atlantic Marine Snail, Littorina saxatilis, Inferred from Distribution of Mitochondrial DNA Lineages

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    The North Atlantic intertidal gastropod, Littorina saxatilis (Olivi, 1792), exhibits extreme morphological variation between and within geographic regions and has become a model for studies of local adaptation; yet a comprehensive analysis of the species' phylogeography is lacking. Here, we examine phylogeographic patterns of the species' populations in the North Atlantic and one remote Mediterranean population using sequence variation in a fragment of the mitochondrial cytochrome b gene (607 bp). We found that, as opposed to many other rocky intertidal species, L. saxatilis has likely had a long and continuous history in the Northwest Atlantic, including survival during the last glacial maximum (LGM), possibly in two refugia. In the Northeast Atlantic, several areas likely harboured refugial populations that recolonized different parts of this region after glacial retreat, resulting in strong population structure. However, the outlying monomorphic Venetian population is likely a recent anthropogenic introduction from northern Europe and not a remnant of an earlier wider distribution in the Mediterranean Sea. Overall, our detailed phylogeography of L. saxatilis adds an important piece to the understanding of Pleistocene history in North Atlantic marine biota as well as being the first study to describe the species' evolutionary history in its natural range. The latter contribution is noteworthy because the snail has recently become an important model species for understanding evolutionary processes of speciation; thus our work provides integral information for such endeavours

    Long memory estimation for complex-valued time series

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    Long memory has been observed for time series across a multitude of fields and the accurate estimation of such dependence, e.g. via the Hurst exponent, is crucial for the modelling and prediction of many dynamic systems of interest. Many physical processes (such as wind data), are more naturally expressed as a complex-valued time series to represent magnitude and phase information (wind speed and direction). With data collection ubiquitously unreliable, irregular sampling or missingness is also commonplace and can cause bias in a range of analysis tasks, including Hurst estimation. This article proposes a new Hurst exponent estimation technique for complex-valued persistent data sampled with potential irregularity. Our approach is justified through establishing attractive theoretical properties of a new complex-valued wavelet lifting transform, also introduced in this paper. We demonstrate the accuracy of the proposed estimation method through simulations across a range of sampling scenarios and complex- and real-valued persistent processes. For wind data, our method highlights that inclusion of the intrinsic correlations between the real and imaginary data, inherent in our complex-valued approach, can produce different persistence estimates than when using real-valued analysis. Such analysis could then support alternative modelling or policy decisions compared with conclusions based on real-valued estimation

    Product and process innovation in manufacturing firms: a 30-year bibliometric analysis

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    Built upon a thirty-year dataset collected from the Web of Science database, the present research aims to offer a comprehensive overview of papers, authors, streams of research, and the most influential journals that discuss product and process innovation in the manufacturing environment. The dataset is composed of 418 papers from more than 150 journals from the period between 1985 and 2015. Homogeneity analysis by means of alternating least squares (HOMALS) and Social Network Analysis (SNA) are used to accomplish the objectives listed above through the keywords given by authors. Initially, the paper highlights and discusses the similarity between the topics debated by the main journals in this field. Subsequently, a wide-range map of topics is presented highlighting five main areas of interests; namely, performance, patent, small firm, product development, and organization. A SNA is also performed in order to validate the results that emerged from HOMALS. Finally, several insights about future research avenues in the manufacturing field are provided

    Novel loci for childhood body mass index and shared heritability with adult cardiometabolic traits

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    The genetic background of childhood body mass index (BMI), and the extent to which the well-known associations of childhood BMI with adult diseases are explained by shared genetic factors, are largely unknown. We performed a genome-wide association study meta-analysis of BMI in 61,111 children aged between 2 and 10 years. Twenty-five independent loci reached genome-wide significance in the combined discovery and replication analyses. Two of these, located nearNEDD4LandSLC45A3, have not previously been reported in relation to either childhood or adult BMI. Positive genetic correlations of childhood BMI with birth weight and adult BMI, waist-to-hip ratio, diastolic blood pressure and type 2 diabetes were detected (R(g)ranging from 0.11 to 0.76, P-values Author summary Although twin studies have shown that body mass index (BMI) is highly heritable, many common genetic variants involved in the development of BMI have not yet been identified, especially in children. We studied associations of more than 40 million genetic variants with childhood BMI in 61,111 children aged between 2 and 10 years. We identified 25 genetic variants that were associated with childhood BMI. Two of these have not been implicated for BMI previously, located close to the genesNEDD4LandSLC45A3. We also show that the genetic background of childhood BMI overlaps with that of birth weight, adult BMI, waist-to-hip-ratio, diastolic blood pressure, type 2 diabetes, and age at menarche. Our results suggest that the biological processes underlying childhood BMI largely overlap with those underlying adult BMI. However, the overlap is not complete. Additionally, the genetic backgrounds of childhood BMI and other cardio-metabolic phenotypes are overlapping. This may mean that the associations of childhood BMI and later cardio-metabolic outcomes are partially explained by shared genetics, but it could also be explained by the strong association of childhood BMI with adult BMI.Peer reviewe
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