Statistical Software for State Space Methods

In this paper we review the state space approach to time series analysis and establish the notation that is adopted in this special volume of the Journal of Statistical Software. We first provide some background on the history of state space methods for the analysis of time series. This is followed by a concise overview of linear Gaussian state space analysis including the modelling framework and appropriate estimation methods. We discuss the important class of unobserved component models which incorporate a trend, a seasonal, a cycle, and fixed explanatory and intervention variables for the univariate and multivariate analysis of time series. We continue the discussion by presenting methods for the computation of different estimates for the unobserved state vector: filtering, prediction, and smoothing. Estimation approaches for the other parameters in the model are also considered. Next, we discuss how the estimation procedures can be used for constructing confidence intervals, detecting outlier observations and structural breaks, and testing model assumptions of residual independence, homoscedasticity, and normality. We then show how ARIMA and ARIMA components models fit in the state space framework to time series analysis. We also provide a basic introduction for non-Gaussian state space models. Finally, we present an overview of the software tools currently available for the analysis of time series with state space methods as they are discussed in the other contributions to this special volume.

Identification of house price bubbles using user cost in a state space model

This article studies how much variation in house prices results from nonfundamental factors. We propose a relative valuation approach to quantifying a bubble in housing by incorporating the housing User Cost into a state space model. We find that UK house prices were undervalued from January 1995 to May 2001 and subsequently moved into a bubble over the period to October 2012. Our results support the bounded rationality hypothesis in the long run. However, we also find that the irrational and the rational expectation hypotheses can coexist in the short run when explosive bubbles are driven by price dynamics

Peripheral T Cell Cytokine Responses for Diagnosis of Active Tuberculosis

BACKGROUND: A test for diagnosis of active Tuberculosis (TB) from peripheral blood could tremendously improve clinical management of patients. METHODS: Of 178 prospectively enrolled patients with possible TB, 60 patients were diagnosed with pulmonary and 27 patients with extrapulmonary TB. The frequencies of Mycobacterium tuberculosis (MTB) specific CD4(+) T cells and CD8(+) T cells producing cytokines were assessed using overnight stimulation with purified protein derivate (PPD) or early secretory antigenic target (ESAT)-6, respectively. RESULTS: Among patients with active TB, an increased type 1 cytokine profile consisting of mainly CD4(+) T cell derived interferon (IFN)-γ was detectable. Despite contributing to the cytokine profile as a whole, the independent diagnostic performance of one cytokine producing T cells as well as polyfunctional T cells was poor. IFN-γ/Interleukin(IL)-2 cytokine ratios discriminated best between active TB and other diseases. CONCLUSION: T cells producing one cytokine and polyfunctional T cells have a limited role in diagnosis of active TB. The significant shift from a "memory type" to an "effector type" cytokine profile may be useful for further development of a rapid immune-diagnostic tool for active TB

Role of Biotransformation Studies in Minimizing Metabolism-Related Liabilities in Drug Discovery

Metabolism-related liabilities continue to be a major cause of attrition for drug candidates in clinical development. Such problems may arise from the bioactivation of the parent compound to a reactive metabolite capable of modifying biological materials covalently or engaging in redox-cycling reactions leading to the formation of other toxicants. Alternatively, they may result from the formation of a major metabolite with systemic exposure and adverse pharmacological activity. To avert such problems, biotransformation studies are becoming increasingly important in guiding the refinement of a lead series during drug discovery and in characterizing lead candidates prior to clinical evaluation. This article provides an overview of the methods that are used to uncover metabolism-related liabilities in a pre-clinical setting and offers suggestions for reducing such liabilities via the modification of structural features that are used commonly in drug-like molecules

Independent Validation of an Existing Model Enables Prediction of Hearing Loss after Childhood Bacterial Meningitis

Objective: This study aimed external validation of a formerly developed prediction model identifying children at risk for hearing loss after bacterial meningitis (BM). Independent risk factors included in the model are: duration of symptoms prior to admission, petechiae, cerebral spinal fluid (CSF) glucose level, Streptococcus pneumoniae and ataxia. Validation helps to evaluate whether the model has potential in clinical practice. Study design: 116 Dutch school-age BM survivors were included in the validation cohort and screened for sensorineural hearing loss (>25 dB). Risk factors were obtained from medical records. The model was applied to the validation cohort and its performance was compared with the development cohort. Validation was performed by application of the model on the validation cohort and by assessment of discrimination and goodness of fit. Calibration was evaluated by testing deviations in intercept and slope. Multiple imputation techniques were used to deal with missing values. Results: Risk factors were distributed equally between both cohorts. Discriminative ability (Area Under the Curve, AUC) of the model was 0.84 in the development and 0.78 in the validation cohort. Hosmer-Lemeshow test for goodness of fit was not significant in the validation cohort, implying good fit concerning the similarity of expected and observed cases. There were no significant differences in calibration slope and intercept. Sensitivity and negative predicted value were high, while specificity and positive predicted value were low which is comparable with findings in the development cohort. Conclusions: Performance of the model remained good in the validation cohort. This prediction model might be used as a screening tool and can help to identify those children that need special attention and a long follow-up period or more frequent auditory testing

Distinct Effector Memory CD4+ T Cell Signatures in Latent Mycobacterium tuberculosis Infection, BCG Vaccination and Clinically Resolved Tuberculosis

Two billion people worldwide are estimated to be latently infected with Mycobacterium tuberculosis (Mtb) and are at risk for developing active tuberculosis since Mtb can reactivate to cause TB disease in immune-compromised hosts. Individuals with latent Mtb infection (LTBI) and BCG-vaccinated individuals who are uninfected with Mtb, harbor antigen-specific memory CD4+ T cells. However, the differences between long-lived memory CD4+ T cells induced by latent Mtb infection (LTBI) versus BCG vaccination are unclear. In this study, we characterized the immune phenotype and functionality of antigen-specific memory CD4+ T cells in healthy BCG-vaccinated individuals who were either infected (LTBI) or uninfected (BCG) with Mtb. Individuals were classified into LTBI and BCG groups based on IFN-γ ELISPOT using cell wall antigens and ESAT-6/CFP-10 peptides. We show that LTBI individuals harbored high frequencies of late-stage differentiated (CD45RA−CD27−) antigen-specific effector memory CD4+ T cells that expressed PD-1. In contrast, BCG individuals had primarily early-stage (CD45RA−CD27+) cells with low PD-1 expression. CD27+ and CD27− as well as PD-1+ and PD-1− antigen-specific subsets were polyfunctional, suggesting that loss of CD27 expression and up-regulation of PD-1 did not compromise their capacity to produce IFN-γ, TNF-α and IL-2. PD-1 was preferentially expressed on CD27− antigen-specific CD4+ T cells, indicating that PD-1 is associated with the stage of differentiation. Using statistical models, we determined that CD27 and PD-1 predicted LTBI versus BCG status in healthy individuals and distinguished LTBI individuals from those who had clinically resolved Mtb infection after anti-tuberculosis treatment. This study shows that CD4+ memory responses induced by latent Mtb infection, BCG vaccination and clinically resolved Mtb infection are immunologically distinct. Our data suggest that differentiation into CD27−PD-1+ subsets in LTBI is driven by Mtb antigenic stimulation in vivo and that CD27 and PD-1 have the potential to improve our ability to evaluate true LTBI status

Potential of Host Markers Produced by Infection Phase-Dependent Antigen-Stimulated Cells for the Diagnosis of Tuberculosis in a Highly Endemic Area

CITATION: Chegou, N. N. et al. 2012. Potential of host markers produced by infection phase-dependent antigen-stimulated cells for the diagnosis of tuberculosis in a highly endemic area. PLoS ONE, 7(6): e38501, doi:10.1371/journal.pone.0038501.The original publication is available at http://journals.plos.org/plosoneBackground: Recent interferon gamma (IFN-γ)-based studies have identified novel Mycobacterium tuberculosis (M.tb) infection phase-dependent antigens as diagnostic candidates. In this study, the levels of 11 host markers other than IFN-γ, were evaluated in whole blood culture supernatants after stimulation with M.tb infection phase-dependent antigens, for the diagnosis of TB disease. Methodology and Principal Findings: Five M.tb infection phase-dependent antigens, comprising of three DosR-regulon-encoded proteins (Rv2032, Rv0081, Rv1737c), and two resucitation promoting factors (Rv0867c and Rv2389c), were evaluated in a case-control study with 15 pulmonary TB patients and 15 household contacts that were recruited from a high TB incidence setting in Cape Town, South Africa. After a 7-day whole blood culture, supernatants were harvested and the levels of the host markers evaluated using the Luminex platform. Multiple antigen-specific host markers were identified with promising diagnostic potential. Rv0081-specific levels of IL-12(p40), IP-10, IL-10 and TNF-α were the most promising diagnostic candidates, each ascertaining TB disease with an accuracy of 100%, 95% confidence interval for the area under the receiver operating characteristics plots, (1.0 to 1.0). Conclusions: Multiple cytokines other than IFN-γ in whole blood culture supernatants after stimulation with M.tb infection phase-dependent antigens show promise as diagnostic markers for active TB. These preliminary findings should be verified in well-designed diagnostic studies employing short-term culture assays. © 2012 Chegou et al.http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0038501Publisher's versio

Persistent left superior vena cava: Review of the literature, clinical implications, and relevance of alterations in thoracic central venous anatomy as pertaining to the general principles of central venous access device placement and venography in cancer patients

Persistent left superior vena cava (PLSVC) represents the most common congenital venous anomaly of the thoracic systemic venous return, occurring in 0.3% to 0.5% of individuals in the general population, and in up to 12% of individuals with other documented congential heart abnormalities. In this regard, there is very little in the literature that specifically addresses the potential importance of the incidental finding of PLSVC to surgeons, interventional radiologists, and other physicians actively involved in central venous access device placement in cancer patients. In the current review, we have attempted to comprehensively evaluate the available literature regarding PLSVC. Additionally, we have discussed the clinical implications and relevance of such congenital aberrancies, as well as of treatment-induced or disease-induced alterations in the anatomy of the thoracic central venous system, as they pertain to the general principles of successful placement of central venous access devices in cancer patients. Specifically regarding PLSVC, it is critical to recognize its presence during attempted central venous access device placement and to fully characterize the pattern of cardiac venous return (i.e., to the right atrium or to the left atrium) in any patient suspected of PLSVC prior to initiation of use of their central venous access device