Efficiency of genetic algorithm as forecasting instrument of time series

The genetic algorithm is numbered among less formal methods which allows using it in different areas including forecasting. However, there is a question about efficiency of that instrument. We decided to check inner procedures of the algorithm affecting gaining speed and quality of solutions. We also tested exactness of expired forecasts. All the calculations were made using time series from the Stock Exchange. Comparing all chromosomes from the initial and final populations leads to a conclusion that preselection contributed to the unquestionable improvement of forecasts. It is possible because of a bigger diversity between chromosomes. RMSPE for the best chromosomes rapidly falls during the first twenty of all fifty generations. After that chromosomes with the best fitness dominate the whole population and the improvement of results is not so fast. The expired forecasts of close price turned out much better than volume although we observed deterioration for all stock instruments. The reason was big volatility of those volumes which influenced the efficiency of the algorithm.genetic algorithm, forecasting, stock market

Genetic algorithms in stock forecasting – deleting outliers

This work presents a proposal of usage of genetic algorithm to short-term forecasting of price and volume quotations. Presented algorithm resembles the naive method with seasonality but a lag of observation used as predictor can change in order to achieve best adjustment of ex post prognosis to data. The data were devoid of outliers with the help of hat matrix, taken from robust estimation. The results confirmed the earlier assumptions and gave better ex post forecasts after removing outliers. Much better results were obtained for the prices, compared to those obtained for the volume, due to smaller in the case of prices, caused by smaller random fluctuations.genetic algorithm, forecasting, time series, robust estimation

Influenza emergence in the face of evolutionary constraints

Different influenza subtypes can evolve at very different rates, but the causes are not well understood. In this paper, we explore whether differences in transmissibility between subtypes can play a role if there are fitness constraints on antigenic evolution. We investigate the problem using a mathematical model that separates the interaction of strains through cross-immunity from the process of emergence for new antigenic variants. Evolutionary constraints are also included with antigenic mutation incurring a fitness cost. We show that the transmissibility of a strain can become disproportionately important in dictating the rate of antigenic drift: strains that spread only slightly more easily can have a much higher rate of emergence. Further, we see that the effect continues when vaccination is considered; a small increase in the rate of transmission can make it much harder to control the frequency at which new strains emerge. Our results not only highlight the importance of considering both transmission and fitness constraints when modelling influenza evolution, but may also help in understanding the differences between the emergence of H1N1 and H3N2 subtypes

Characterizing the transmission potential of zoonotic infections from minor outbreaks.

The transmission potential of a novel infection depends on both the inherent transmissibility of a pathogen, and the level of susceptibility in the host population. However, distinguishing between these pathogen- and population-specific properties typically requires detailed serological studies, which are rarely available in the early stages of an outbreak. Using a simple transmission model that incorporates age-stratified social mixing patterns, we present a novel method for characterizing the transmission potential of subcritical infections, which have effective reproduction number R<1, from readily available data on the size of outbreaks. We show that the model can identify the extent to which outbreaks are driven by inherent pathogen transmissibility and pre-existing population immunity, and can generate unbiased estimates of the effective reproduction number. Applying the method to real-life infections, we obtained accurate estimates for the degree of age-specific immunity against monkeypox, influenza A(H5N1) and A(H7N9), and refined existing estimates of the reproduction number. Our results also suggest minimal pre-existing immunity to MERS-CoV in humans. The approach we describe can therefore provide crucial information about novel infections before serological surveys and other detailed analyses are available. The methods would also be applicable to data stratified by factors such as profession or location, which would make it possible to measure the transmission potential of emerging infections in a wide range of settings

Expected Duration of Adverse Pregnancy Outcomes after Zika Epidemic.

Evidence is increasing that Zika virus-related adverse outcomes can occur throughout pregnancy. Mathematical modeling analysis using reported outcome data suggests that surveillance for these outcomes should begin as soon as an outbreak is detected and should continue for 40 weeks after the outbreak ends

Sarmaci u wód. Podróż biskupa Józefa Sapiehy oraz Ignacego i Jana Łopacińskich do cieplic akwizgrańskich w 1740 r.

In the 17th century resort departures became a constant element of landscape of polish abroad journeys. Such trend was an expression of wider interest for spa travel in Europe since the 16th century. This phenomenon constituted the renaissance of remedial journey, which was popular already in antiquity. Spa travel of polish bishop Józef Stanisław Sapieha and his fellows of journey makes a curious example of abroad trips in Poland in this time. Very important historic source is little known account from this voyage which author was Lithuanian treasure writer Ignacy Łopaciński. This account of travel gives imagination about course of travel and it priorities. This reading shows that the treatment was not sole purpose of departure. It results from fact that descriptions of cure were relatively short. Sickness troubles, which made difficult daily life and social functioning representatives of polish gentry and aristocracy, were not in condition to exclude touristic aim of journeys. Polish spa travels in 17 and 18th centuries, especially expedition of bishop Sapieha, it’s possible to recognize early sign of European cultural tourism, which consist in intensive sightseeing following places, cities and architectural objects

Capturing the dynamics of pathogens with many strains

Pathogens that consist of multiple antigenic variants are a serious public health concern. These infections, which include dengue virus, influenza and malaria, generate substantial morbidity and mortality. However, there are considerable theoretical challenges involved in modelling such infections. As well as describing the interaction between strains that occurs as a result cross-immunity and evolution, models must balance biological realism with mathematical and computational tractability. Here we review different modelling approaches, and suggest a number of biological problems that are potential candidates for study with these methods. We provide a comprehensive outline of the benefits and disadvantages of available frameworks, and describe what biological information is preserved and lost under different modelling assumptions. We also consider the emergence of new disease strains, and discuss how models of pathogens with multiple strains could be developed further in future. This includes extending the flexibility and biological realism of current approaches, as well as interface with data