Nonparametric Dynamic State Space Modeling of Observed Circular Time Series with Circular Latent States: A Bayesian Perspective

Circular time series has received relatively little attention in statistics and modeling complex circular time series using the state space approach is non-existent in the literature. In this article we introduce a flexible Bayesian nonparametric approach to state space modeling of observed circular time series where even the latent states are circular random variables. Crucially, we assume that the forms of both observational and evolutionary functions, both of which are circular in nature, are unknown and time-varying. We model these unknown circular functions by appropriate wrapped Gaussian processes having desirable properties. We develop an effective Markov chain Monte Carlo strategy for implementing our Bayesian model, by judiciously combining Gibbs sampling and Metropolis-Hastings methods. Validation of our ideas with a simulation study and two real bivariate circular time series data sets, where we assume one of the variables to be unobserved, revealed very encouraging performance of our model and methods. We finally analyse a data consisting of directions of whale migration, considering the unobserved ocean current direction as the latent circular process of interest. The results that we obtain are encouraging, and the posterior predictive distribution of the observed process correctly predicts the observed whale movement.Comment: This significantly updated version will appear in Journal of Statistical Theory and Practic

Scalable Inference of Gene Regulatory Networks with the Spark Distributed Computing Platform Cristo

Inference of Gene Regulatory Networks (GRNs) remains an important open challenge in computational biology. The goal of bio-model inference is to, based on time-series of gene expression data, obtain the sparse topological structure and the parameters that quantitatively understand and reproduce the dynamics of biological system. Nevertheless, the inference of a GRN is a complex optimization problem that involve processing S-System models, which include large amount of gene expression data from hundreds (even thousands) of genes in multiple time-series (essays). This complexity, along with the amount of data managed, make the inference of GRNs to be a computationally expensive task. Therefore, the genera- tion of parallel algorithmic proposals that operate efficiently on distributed processing platforms is a must in current reconstruction of GRNs. In this paper, a parallel multi-objective approach is proposed for the optimal inference of GRNs, since min- imizing the Mean Squared Error using S-System model and Topology Regularization value. A flexible and robust multi-objective cellular evolutionary algorithm is adapted to deploy parallel tasks, in form of Spark jobs. The proposed approach has been developed using the framework jMetal, so in order to perform parallel computation, we use Spark on a cluster of distributed nodes to evaluate candidate solutions modeling the interactions of genes in biological networks.Universidad de Málaga. Campus de Excelencia Internacional Andalucía Tech

Financial time series modelling with hybrid model based on customized RBF neural network combined with genetic algorithm

In this paper, authors apply feed-forward artificial neural network (ANN) of RBF type into the process of modelling and forecasting the future value of USD/CAD time series. Authors test the customized version of the RBF and add the evolutionary approach into it. They also combine the standard algorithm for adapting weights in neural network with an unsupervised clustering algorithm called K-means. Finally, authors suggest the new hybrid model as a combination of a standard ANN and a moving average for error modeling that is used to enhance the outputs of the network using the error part of the original RBF. Using high-frequency data, they examine the ability to forecast exchange rate values for the horizon of one day. To determine the forecasting efficiency, authors perform the comparative out-of-sample analysis of the suggested hybrid model with statistical models and the standard neural network

Modeling the ecology and evolution of biodiversity: Biogeographical cradles, museums, and graves

Individual processes shaping geographical patterns of biodiversity are increasingly understood, but their complex interactions on broad spatial and temporal scales remain beyond the reach of analytical models and traditional experiments. To meet this challenge, we built a spatially explicit, mechanistic simulation model implementing adaptation, range shifts, fragmentation, speciation, dispersal, competition, and extinction, driven by modeled climates of the past 800,000 years in South America. Experimental topographic smoothing confirmed the impact of climate heterogeneity on diversification. The simulations identified regions and episodes of speciation (cradles), persistence (museums), and extinction (graves). Although the simulations had no target pattern and were not parameterized with empirical data, emerging richness maps closely resembled contemporary maps for major taxa, confirming powerful roles for evolution and diversification driven by topography and climate

Modeling Movement Disorders in Parkinson's Disease using Computational Intelligence

Parkinson's is the second most common neurodegenerative disease after Alzheimer's Disease and affects 127,000 people in the UK alone. Providing the most appropriate treatment pathway can prove challenging owing to the difficulty in obtaining an accurate diagnosis; due to its similarity in symptoms with other neurodegenerative diseases, it is estimated that in the United Kingdom around 24% of cases are misdiagnosed by general neurologists. A means of providing an accurate and early diagnosis of Parkinson's Disease would thereby enable a more effective management of the disease, increased quality of life for patients, and reduce costs to the healthcare system. The work described in this thesis details progress towards this goal by modeling movement disorders in the form of positional data recorded from simple movement tasks, building towards a fully objective diagnostic system without requiring any specialist domain knowledge. This is accomplished by modeling established movement disorder markers using Evolutionary Algorithms to train ensembles, before implementing feature design strategies with both Genetic Programming and Echo State Networks. The findings of this study make an important contribution to the area of data mining, including: the demonstration that Computational Intelligence-based feature design strategies can be competitive to conventional models using features extracted with expert domain knowledge; a thorough survey of evolutionary ensemble research; and the development of a novel evolutionary ensemble approach comprising traditional single objective Evolutionary Algorithm. Furthermore, an extension to a Genetic Programming feature design strategy for periodic time series is detailed, in addition to demonstrating that Echo State Networks can be directly applied to time series classification as a feature design method. This research was carried out in the context of building an applied diagnostic aid and required developing models with means of indicating the most discriminatory aspects of the sequence data, thereby facilitating inference of the precise mechanics of movement disorders to clinical neurologists