Time series motifs statistical significance

Time series motif discovery is the task of extracting previously unknown recurrent patterns from time series data. It is an important problem within applications that range from finance to health. Many algorithms have been proposed for the task of eficiently finding motifs. Surprisingly, most of these proposals do not focus on how to evaluate the discovered motifs. They are typically evaluated by human experts. This is unfeasible even for moderately sized datasets, since the number of discovered motifs tends to be prohibitively large. Statistical significance tests are widely used in bioinformatics and association rules mining communities to evaluate the extracted patterns. In this work we present an approach to calculate time series motifs statistical significance. Our proposal leverages work from the bioinformatics community by using a symbolic definition of time series motifs to derive each motif's p-value. We estimate the expected frequency of a motif by using Markov Chain models. The p-value is then assessed by comparing the actual frequency to the estimated one using statistical hypothesis tests. Our contribution gives means to the application of a powerful technique - statistical tests - to a time series setting.This provides researchers and practitioners with an important tool to evaluate automatically the degree of relevance of each extracted motif.(undefined

Ranking and significance of variable-length similarity-based time series motifs

The detection of very similar patterns in a time series, commonly called motifs, has received continuous and increasing attention from diverse scientific communities. In particular, recent approaches for discovering similar motifs of different lengths have been proposed. In this work, we show that such variable-length similarity-based motifs cannot be directly compared, and hence ranked, by their normalized dissimilarities. Specifically, we find that length-normalized motif dissimilarities still have intrinsic dependencies on the motif length, and that lowest dissimilarities are particularly affected by this dependency. Moreover, we find that such dependencies are generally non-linear and change with the considered data set and dissimilarity measure. Based on these findings, we propose a solution to rank those motifs and measure their significance. This solution relies on a compact but accurate model of the dissimilarity space, using a beta distribution with three parameters that depend on the motif length in a non-linear way. We believe the incomparability of variable-length dissimilarities could go beyond the field of time series, and that similar modeling strategies as the one used here could be of help in a more broad context.Comment: 20 pages, 10 figure

Detecting early signs of the 2007-2008 crisis in the world trade

Since 2007, several contributions have tried to identify early-warning signals of the financial crisis. However, the vast majority of analyses has focused on financial systems and little theoretical work has been done on the economic counterpart. In the present paper we fill this gap and employ the theoretical tools of network theory to shed light on the response of world trade to the financial crisis of 2007 and the economic recession of 2008-2009. We have explored the evolution of the bipartite World Trade Web (WTW) across the years 1995-2010, monitoring the behavior of the system both before and after 2007. Our analysis shows early structural changes in the WTW topology: since 2003, the WTW becomes increasingly compatible with the picture of a network where correlations between countries and products are progressively lost. Moreover, the WTW structural modification can be considered as concluded in 2010, after a seemingly stationary phase of three years. We have also refined our analysis by considering specific subsets of countries and products: the most statistically significant early-warning signals are provided by the most volatile macrosectors, especially when measured on developing countries, suggesting the emerging economies as being the most sensitive ones to the global economic cycles.Comment: 18 pages, 9 figure

Crosstalk and the Dynamical Modularity of Feed-Forward Loops in Transcriptional Regulatory Networks

Network motifs, such as the feed-forward loop (FFL), introduce a range of complex behaviors to transcriptional regulatory networks, yet such properties are typically determined from their isolated study. We characterize the effects of crosstalk on FFL dynamics by modeling the cross regulation between two different FFLs and evaluate the extent to which these patterns occur in vivo. Analytical modeling suggests that crosstalk should overwhelmingly affect individual protein-expression dynamics. Counter to this expectation we find that entire FFLs are more likely than expected to resist the effects of crosstalk (approximate to 20% for one crosstalk interaction) and remain dynamically modular. The likelihood that cross-linked FFLs are dynamically correlated increases monotonically with additional crosstalk, but is independent of the specific regulation type or connectivity of the interactions. Just one additional regulatory interaction is sufficient to drive the FFL dynamics to a statistically different state. Despite the potential for modularity between sparsely connected network motifs, Escherichia coli (E. coli) appears to favor crosstalk wherein at least one of the cross-linked FFLs remains modular. A gene ontology analysis reveals that stress response processes are significantly overrepresented in the cross-linked motifs found within E. coli. Although the daunting complexity of biological networks affects the dynamical properties of individual network motifs, some resist and remain modular, seemingly insulated from extrinsic perturbations-an intriguing possibility for nature to consistently and reliably provide certain network functionalities wherever the need arise

High-resolution temporal profiling of transcripts during Arabidopsis leaf senescence reveals a distinct chronology of processes and regulation

Leaf senescence is an essential developmental process that impacts dramatically on crop yields and involves altered regulation of thousands of genes and many metabolic and signaling pathways, resulting in major changes in the leaf. The regulation of senescence is complex, and although senescence regulatory genes have been characterized, there is little information on how these function in the global control of the process. We used microarray analysis to obtain a highresolution time-course profile of gene expression during development of a single leaf over a 3-week period to senescence. A complex experimental design approach and a combination of methods were used to extract high-quality replicated data and to identify differentially expressed genes. The multiple time points enable the use of highly informative clustering to reveal distinct time points at which signaling and metabolic pathways change. Analysis of motif enrichment, as well as comparison of transcription factor (TF) families showing altered expression over the time course, identify clear groups of TFs active at different stages of leaf development and senescence. These data enable connection of metabolic processes, signaling pathways, and specific TF activity, which will underpin the development of network models to elucidate the process of senescence

Transcription factor target prediction using multiple short expression time series from Arabidopsis thaliana

BACKGROUND: The central role of transcription factors (TFs) in higher eukaryotes has led to much interest in deciphering transcriptional regulatory interactions. Even in the best case, experimental identification of TF target genes is error prone, and has been shown to be improved by considering additional forms of evidence such as expression data. Previous expression based methods have not explicitly tried to associate TFs with their targets and therefore largely ignored the treatment specific and time dependent nature of transcription regulation. RESULTS: In this study we introduce CERMT, Covariance based Extraction of Regulatory targets using Multiple Time series. Using simulated and real data we show that using multiple expression time series, selecting treatments in which the TF responds, allowing time shifts between TFs and their targets and using covariance to identify highly responding genes appear to be a good strategy. We applied our method to published TF - target gene relationships determined using expression profiling on TF mutants and show that in most cases we obtain significant target gene enrichment and in half of the cases this is sufficient to deliver a usable list of high-confidence target genes. CONCLUSION: CERMT could be immediately useful in refining possible target genes of candidate TFs using publicly available data, particularly for organisms lacking comprehensive TF binding data. In the future, we believe its incorporation with other forms of evidence may improve integrative genome-wide predictions of transcriptional networks