A Unified Approach to Attractor Reconstruction

In the analysis of complex, nonlinear time series, scientists in a variety of disciplines have relied on a time delayed embedding of their data, i.e. attractor reconstruction. The process has focused primarily on heuristic and empirical arguments for selection of the key embedding parameters, delay and embedding dimension. This approach has left several long-standing, but common problems unresolved in which the standard approaches produce inferior results or give no guidance at all. We view the current reconstruction process as unnecessarily broken into separate problems. We propose an alternative approach that views the problem of choosing all embedding parameters as being one and the same problem addressable using a single statistical test formulated directly from the reconstruction theorems. This allows for varying time delays appropriate to the data and simultaneously helps decide on embedding dimension. A second new statistic, undersampling, acts as a check against overly long time delays and overly large embedding dimension. Our approach is more flexible than those currently used, but is more directly connected with the mathematical requirements of embedding. In addition, the statistics developed guide the user by allowing optimization and warning when embedding parameters are chosen beyond what the data can support. We demonstrate our approach on uni- and multivariate data, data possessing multiple time scales, and chaotic data. This unified approach resolves all the main issues in attractor reconstruction.Comment: 22 pages, revised version as submitted to CHAOS. Manuscript is currently under review. 4 Figures, 31 reference

A unified framework for finding differentially expressed genes from microarray experiments

<p>Abstract</p> <p>Background</p> <p>This paper presents a unified framework for finding differentially expressed genes (DEGs) from the microarray data. The proposed framework has three interrelated modules: (i) gene ranking, ii) significance analysis of genes and (iii) validation. The first module uses two gene selection algorithms, namely, a) two-way clustering and b) combined adaptive ranking to rank the genes. The second module converts the gene ranks into p-values using an R-test and fuses the two sets of p-values using the Fisher's omnibus criterion. The DEGs are selected using the FDR analysis. The third module performs three fold validations of the obtained DEGs. The robustness of the proposed unified framework in gene selection is first illustrated using false discovery rate analysis. In addition, the clustering-based validation of the DEGs is performed by employing an adaptive subspace-based clustering algorithm on the training and the test datasets. Finally, a projection-based visualization is performed to validate the DEGs obtained using the unified framework.</p> <p>Results</p> <p>The performance of the unified framework is compared with well-known ranking algorithms such as t-statistics, Significance Analysis of Microarrays (SAM), Adaptive Ranking, Combined Adaptive Ranking and Two-way Clustering. The performance curves obtained using 50 simulated microarray datasets each following two different distributions indicate the superiority of the unified framework over the other reported algorithms. Further analyses on 3 real cancer datasets and 3 Parkinson's datasets show the similar improvement in performance. First, a 3 fold validation process is provided for the two-sample cancer datasets. In addition, the analysis on 3 sets of Parkinson's data is performed to demonstrate the scalability of the proposed method to multi-sample microarray datasets.</p> <p>Conclusion</p> <p>This paper presents a unified framework for the robust selection of genes from the two-sample as well as multi-sample microarray experiments. Two different ranking methods used in module 1 bring diversity in the selection of genes. The conversion of ranks to p-values, the fusion of p-values and FDR analysis aid in the identification of significant genes which cannot be judged based on gene ranking alone. The 3 fold validation, namely, robustness in selection of genes using FDR analysis, clustering, and visualization demonstrate the relevance of the DEGs. Empirical analyses on 50 artificial datasets and 6 real microarray datasets illustrate the efficacy of the proposed approach. The analyses on 3 cancer datasets demonstrate the utility of the proposed approach on microarray datasets with two classes of samples. The scalability of the proposed unified approach to multi-sample (more than two sample classes) microarray datasets is addressed using three sets of Parkinson's Data. Empirical analyses show that the unified framework outperformed other gene selection methods in selecting differentially expressed genes from microarray data.</p

Testing the martingale difference hypothesis using integrated regression functions

An omnibus test for testing a generalized version of the martingale difference hypothesis (MDH) is proposed. This generalized hypothesis includes the usual MDH, testing for conditional moments constancy such as conditional homoscedasticity (ARCH effects) or testing for directional predictability. A unified approach for dealing with all of these testing problems is proposed. These hypotheses are long standing problems in econometric time series analysis, and typically have been tested using the sample autocorrelations or in the spectral domain using the periodogram. Since these hypotheses cover also nonlinear predictability, tests based on those second order statistics are inconsistent against uncorrelated processes in the alternative hypothesis. In order to circumvent this problem pairwise integrated regression functions are introduced as measures of linear and nonlinear dependence. The proposed test does not require to chose a lag order depending on sample size, to smooth the data or to formulate a parametric alternative model. Moreover, the test is robust to higher order dependence, in particular to conditional heteroskedasticity. Under general dependence the asymptotic null distribution depends on the data generating process, so a bootstrap procedure is considered and a Monte Carlo study examines its finite sample performance. Then, the martingale and conditional heteroskedasticity properties of the Pound/Dollar exchange rate are investigated.Publicad

The Unified Approach for Model Evaluation in Structural Equation Modeling

Practical fit indices have been widely used for model fit evaluation in Structural Equation Modeling. This dissertation discusses the properties of the fit indices including their influencing factors. These properties prevent researchers from deriving one-size-fit-all cutoffs for the fit indices. In addition, the past simulation studies on model fit evaluation have several limitations. The major limitation is that most studies have focused on test of exact fit rather than approximate fit which is not consistent with the goal of practical fit indices. This dissertation reviews alternative approaches to account for the limitations and proposes a unified method for model fit evaluation combining the advantages of the alternative approaches. The unified approach allows researchers to test approximate fit and take into account sampling error in model evaluation. Two simulation studies are conducted to investigate the performance of the unified approach comparing to the other model fit evaluation methods. Two types of models are included in this study: confirmatory factor analysis and growth curve models. The results show that the unified approach appropriately rejects severely misspecified models and retains trivially misspecified models across all types of misspecification. Furthermore, the rejection rates are negligibly influenced by model characteristics and sample size. The other model evaluation methods do not have all of the desired properties described above. The unified approach, however, does not always provide model decision when sample size is low or when the level of maximal trivial misspecification specified by users is close to the actual degree of misspecification. If sample size is high and the level of specified maximal trivial misspecification is either lower or higher than the actual degree of misspecification, the unified approach is able to decide between model retention and model rejection. The extensions of the unified approach for nonnormal distribution, missing data, or nested model comparison are provided

Testing the martingale difference hypothesis using integrated regression functions.

An omnibus test for testing a generalized version of the martingale difference hypothesis (MDH) is proposed. This generalized hypothesis includes the usual MDH, testing for conditional moments constancy such as conditional homoscedasticity (ARCH effects) or testing for directional predictability. A unified approach for dealing with all of these testing problems is proposed. These hypotheses are long standing problems in econometric time series analysis, and typically have been tested using the sample autocorrelations or in the spectral domain using the periodogram. Since these hypotheses cover also nonlinear predictability, tests based on those second order statistics are inconsistent against uncorrelated processes in the alternative hypothesis. In order to circumvent this problem pairwise integrated regression functions are introduced as measures of linear and nonlinear dependence. The proposed test does not require to chose a lag order depending on sample size, to smooth the data or to formulate a parametric alternative model. Moreover, the test is robust to higher order dependence, in particular to conditional heteroskedasticity. Under general dependence the asymptotic null distribution depends on the data generating process, so a bootstrap procedure is considered and a Monte Carlo study examines its finite sample performance. Then, the martingale and conditional heteroskedasticity properties of the Pound/Dollar exchange rate are investigated.Nonlinear time series; Martingale difference hypothesis; Empirical processes; Exchange rates;

Latent Fisher Discriminant Analysis

Linear Discriminant Analysis (LDA) is a well-known method for dimensionality reduction and classification. Previous studies have also extended the binary-class case into multi-classes. However, many applications, such as object detection and keyframe extraction cannot provide consistent instance-label pairs, while LDA requires labels on instance level for training. Thus it cannot be directly applied for semi-supervised classification problem. In this paper, we overcome this limitation and propose a latent variable Fisher discriminant analysis model. We relax the instance-level labeling into bag-level, is a kind of semi-supervised (video-level labels of event type are required for semantic frame extraction) and incorporates a data-driven prior over the latent variables. Hence, our method combines the latent variable inference and dimension reduction in an unified bayesian framework. We test our method on MUSK and Corel data sets and yield competitive results compared to the baseline approach. We also demonstrate its capacity on the challenging TRECVID MED11 dataset for semantic keyframe extraction and conduct a human-factors ranking-based experimental evaluation, which clearly demonstrates our proposed method consistently extracts more semantically meaningful keyframes than challenging baselines.Comment: 12 page

Advanced Visualization of Experimental Data in Real Time Using LiveView3D

LiveView3D is a software application that imports and displays a variety of wind tunnel derived data in an interactive virtual environment in real time. LiveView3D combines the use of streaming video fed into a three-dimensional virtual representation of the test configuration with networked communications to the test facility Data Acquisition System (DAS). This unified approach to real time data visualization provides a unique opportunity to comprehend very large sets of diverse forms of data in a real time situation, as well as in post-test analysis. This paper describes how LiveView3D has been implemented to visualize diverse forms of aerodynamic data gathered during wind tunnel experiments, most notably at the NASA Langley Research Center Unitary Plan Wind Tunnel (UPWT). Planned future developments of the LiveView3D system are also addressed