Structural Change in (Economic) Time Series

Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data. The exposition is confined to retrospective methods for univariate time series. Several recent methods for dating structural changes are compared using a time series of oil prices spanning more than 60 years. The methods broadly agree for the first part of the series up to the mid-1980s, for which changes are associated with major historical events, but provide somewhat different solutions thereafter, reflecting a gradual increase in oil prices that is not well described by a step function. As a further illustration, 1990s data on the volatility of the Hang Seng stock market index are reanalyzed.Comment: 12 pages, 6 figure

On the Importance of Countergradients for the Development of Retinotopy: Insights from a Generalised Gierer Model

During the development of the topographic map from vertebrate retina to superior colliculus (SC), EphA receptors are expressed in a gradient along the nasotemporal retinal axis. Their ligands, ephrin-As, are expressed in a gradient along the rostrocaudal axis of the SC. Countergradients of ephrin-As in the retina and EphAs in the SC are also expressed. Disruption of any of these gradients leads to mapping errors. Gierer's (1981) model, which uses well-matched pairs of gradients and countergradients to establish the mapping, can account for the formation of wild type maps, but not the double maps found in EphA knock-in experiments. I show that these maps can be explained by models, such as Gierer's (1983), which have gradients and no countergradients, together with a powerful compensatory mechanism that helps to distribute connections evenly over the target region. However, this type of model cannot explain mapping errors found when the countergradients are knocked out partially. I examine the relative importance of countergradients as against compensatory mechanisms by generalising Gierer's (1983) model so that the strength of compensation is adjustable. Either matching gradients and countergradients alone or poorly matching gradients and countergradients together with a strong compensatory mechanism are sufficient to establish an ordered mapping. With a weaker compensatory mechanism, gradients without countergradients lead to a poorer map, but the addition of countergradients improves the mapping. This model produces the double maps in simulated EphA knock-in experiments and a map consistent with the Math5 knock-out phenotype. Simulations of a set of phenotypes from the literature substantiate the finding that countergradients and compensation can be traded off against each other to give similar maps. I conclude that a successful model of retinotopy should contain countergradients and some form of compensation mechanism, but not in the strong form put forward by Gierer

Human Adult Neurogenesis: Evidence and Remaining Questions

Renewed discussion about whether or not adult neurogenesis exists in the human hippocampus, and the nature and strength of the supporting evidence, has been reignited by two prominently published reports with opposite conclusions. Here, we summarize the state of the field and argue that there is currently no reason to abandon the idea that adult-generated neurons make important functional contributions to neural plasticity and cognition across the human lifespan

Dissociation of EphB2 Signaling Pathways Mediating Progenitor Cell Proliferation and Tumor Suppression

SummarySignaling proteins driving the proliferation of stem and progenitor cells are often encoded by proto-oncogenes. EphB receptors represent a rare exception; they promote cell proliferation in the intestinal epithelium and function as tumor suppressors by controlling cell migration and inhibiting invasive growth. We show that cell migration and proliferation are controlled independently by the receptor EphB2. EphB2 regulated cell positioning is kinase-independent and mediated via phosphatidylinositol 3-kinase, whereas EphB2 tyrosine kinase activity regulates cell proliferation through an Abl-cyclin D1 pathway. Cyclin D1 regulation becomes uncoupled from EphB signaling during the progression from adenoma to colon carcinoma in humans, allowing continued proliferation with invasive growth. The dissociation of EphB2 signaling pathways enables the selective inhibition of the mitogenic effect without affecting the tumor suppressor function and identifies a pharmacological strategy to suppress adenoma growth

EphB Receptors Coordinate Migration and Proliferation in the Intestinal Stem Cell Niche

SummaryMore than 1010 cells are generated every day in the human intestine. Wnt proteins are key regulators of proliferation and are known endogenous mitogens for intestinal progenitor cells. The positioning of cells within the stem cell niche in the intestinal epithelium is controlled by B subclass ephrins through their interaction with EphB receptors. We report that EphB receptors, in addition to directing cell migration, regulate proliferation in the intestine. EphB signaling promotes cell-cycle reentry of progenitor cells and accounts for approximately 50% of the mitogenic activity in the adult mouse small intestine and colon. These data establish EphB receptors as key coordinators of migration and proliferation in the intestinal stem cell niche

Genome-wide association study identifies 30 loci associated with bipolar disorder.

Bipolar disorder is a highly heritable psychiatric disorder. We performed a genome-wide association study (GWAS) including 20,352 cases and 31,358 controls of European descent, with follow-up analysis of 822 variants with P < 1 × 10-4 in an additional 9,412 cases and 137,760 controls. Eight of the 19 variants that were genome-wide significant (P < 5 × 10-8) in the discovery GWAS were not genome-wide significant in the combined analysis, consistent with small effect sizes and limited power but also with genetic heterogeneity. In the combined analysis, 30 loci were genome-wide significant, including 20 newly identified loci. The significant loci contain genes encoding ion channels, neurotransmitter transporters and synaptic components. Pathway analysis revealed nine significantly enriched gene sets, including regulation of insulin secretion and endocannabinoid signaling. Bipolar I disorder is strongly genetically correlated with schizophrenia, driven by psychosis, whereas bipolar II disorder is more strongly correlated with major depressive disorder. These findings address key clinical questions and provide potential biological mechanisms for bipolar disorder

Comparison of Statistical Algorithms for the Detection of Infectious Disease Outbreaks in Large Multiple Surveillance Systems

A large-scale multiple surveillance system for infectious disease outbreaks has been in operation in England and Wales since the early 1990s. Changes to the statistical algorithm at the heart of the system were proposed and the purpose of this paper is to compare two new algorithms with the original algorithm. Test data to evaluate performance are created from weekly counts of the number of cases of each of more than 2000 diseases over a twenty-year period. The time series of each disease is separated into one series giving the baseline (background) disease incidence and a second series giving disease outbreaks. One series is shifted forward by twelve months and the two are then recombined, giving a realistic series in which it is known where outbreaks have been added. The metrics used to evaluate performance include a scoring rule that appropriately balances sensitivity against specificity and is sensitive to variation in probabilities near 1. In the context of disease surveillance, a scoring rule can be adapted to reflect the size of outbreaks and this was done. Results indicate that the two new algorithms are comparable to each other and better than the algorithm they were designed to replace

Measuring and Valuing Health-Related Quality of Life among Children and Adolescents in Mainland China - A Pilot Study

Background: The Child Health Utility 9D (CHU9D), a new generic preference-based health-related quality of life (HRQoL) instrument, has been validated for use in young people in both the UK and Australia. The main objectives of this study were to examine the feasibility of using a Chinese version of the CHU9D (CHU9D-CHN) to assess HRQoL and to investigate the association of physical activity, homework hours and sleep duration with HRQoL in children and adolescents in Mainland China. Methods: Data were collected using a multi-stage sampling method from grades 4–12 students in May 2013 in Nanjing, China. Consenting participants (N = 815) completed a self-administered questionnaire including the CHU9D-CHN instrument and information on physical activity, homework and sleep duration, self-reported health status, and socio-demographic characteristics. Descriptive and multivariate linear regression analyses were undertaken. CHU9D-CHN utility scores were generated by employing two scoring algorithms currently available for the instrument, the first derived from UK adults utilising the standard gamble (SG) valuation method and the second derived from Australian adolescents utilising the bestworst scaling (BWS) method. Results: It was found that CHU9D utility scores discriminated well in relation to self-reported health status and that better health status was significantly associated with higher utility scores regardless of which scoring algorithm was employed (both p,0.001). The adjusted mean utilities were significantly higher for physically active than inactive students (0.023 by SG, 0.029 by BWS scoring methods, p,0.05). An additional hour of doing homework and sleep duration were, separately, associated with mean utilities of 20.019 and 0.032 based on SG, and 20.021 and 0.040 according to BWS scoring algorithms (p,0.01). Conclusion: The CHU9D-CHN shows promise for measuring and valuing the HRQoL of children and adolescents in China. Levels of self-reported physical activity, homework and sleep time were important influencers of utility scores