Topics In Time Series Analysis And Forecasting

This thesis contains new developments in various topics in time series analysis and forecasting. These topics include: model selec- tion, estimation, forecasting and diagnostic checking.;In the area of model selection, finite and large sample properties of the commonly used selection criteria, Akaike Information Criterion (AIC) and Bayesian Information Criterion (BIC), are discussed. In the finite case, the study is limited to the two sample problem. The exact probability of selection is obtained for finite samples. The risk of each criterion is evaluated in the two sample situation. Empirical evidence regarding these risks are given for autoregressive processes. The asymptotic distribution of the (\u27)h is given, where (\u27)h is the estimate of the number of extra parameters in the model selected by the AIC criterion. This derivation is based on large sample properties of the likelihood ratio test statistic. The asymptotic distribution of the AIC in PAR models is also discussed.;In estimation, an explicit expression for the efficiency of strongly consistent estimates for the ARMA(1,1) model is derived. Empirical efficiency and the empirical estimate are examined by simulation.;On the topic of forecasting, the asymptotic variance of the fore- cast error is derived for an autoregressive model of first order. In the derivation, the estimated parameter is not assumed to be independ- ent of the data. The variance of the one-step forecast error is also derived for the fractional noise model.;In the last topic, empirical results for portmanteau test statistics are studied. It is shown that the modified Portmanteau test of Ljung and Box (1980) outperforms the modified test of Li and McLeod (1981). In testing for whiteness, the modified Portmanteau test is shown to have lower power than the cumulative periodogram test against both fractional noise and standard ARMA alternatives

Biomarker Associations with Efficacy of Abiraterone Acetate and Exemestane in Postmenopausal Patients with Estrogen Receptor–Positive Metastatic Breast Cancer

Purpose: Abiraterone may suppress androgens that stimulate breast cancer growth. We conducted a biomarker analysis of circulating tumor cells (CTCs), formalin-fixed paraffin-embedded tissues (FFPETs), and serum samples from postmenopausal estrogen receptor (ER)þ breast cancer patients to identify subgroups with differential abiraterone sensitivity. Methods: Patients (randomized 1:1:1) were treated with 1,000 mg/d abiraterone acetate þ 5 mg/d prednisone (AA), AA þ 25 mg/d exemestane (AAE), or exemestane. The biomarker population included treated patients (n = 293). The CTC population included patients with 3 baseline CTCs (n = 104). Biomarker [e.g., androgen receptor (AR), ER, Ki-67, CYP17] expression was evaluated. Cox regression stratified by prior therapies in the metastatic setting (0/1 vs. 2) and setting of letrozole/anastrozole (adjuvant vs. metastatic) was used to assess biomarker associations with progression-free survival (PFS). Results: Serum testosterone and estrogenlevels werelowered and progesterone increased with AA. Baseline AR or ER expression was not associated with PFS in CTCs or FFPETs for AAE versus exemestane, but dual positivity of AR and ER expression was associated with improved PFS [HR, 0.41; 95% confidence interval (CI), 0.16–1.07; P = 0.070]. For AR expression in FFPETs obtained <1 year prior to first dose (n = 67), a trend for improved PFS was noted for AAE versus exemestane (HR, 0.56; 95% CI, 0.24–1.33; P = 0.19). Conclusions: An AA pharmacodynamic effect was shown by decreased serum androgen and estrogen levels and increased progesterone. AR and ER dual expression in CTCs and newly obtained FFPETs may predict AA sensitivity

Abstract A018: Effects of Toca 511 and Toca FC on tumor microenvironment and peripheral blood populations in patients with advanced malignancies

Abstract Toca 511 (vocimagene amiretrorepvec) is an investigational, conditionally lytic, retroviral replicating vector that selectively infects cancer cells due to cell division requirements for virus integration into the genome, and defects in innate and adaptive immune responses found in malignant tissues that support virus replication. Toca 511 spreads through cancer cells and stably delivers optimized yeast cytosine deaminase (CD) that, upon administration of the prodrug, Toca FC (an investigational, extended-release version of 5-fluorocytosine [5-FC]), converts 5-FC into 5-fluorouracil (5-FU). 5-FU kills infected dividing cancer cells and diffuses to and kills surrounding cells in the tumor microenvironment, including immunosuppressive myeloid cells. In animal models, this depletion of immunosuppressive myeloid cells leads to therapeutically active immunity against tumors. A similarly derived antitumor response may occur in cancer patients, as local injection of Toca 511 into the tumor bed after resection of recurrent high-grade glioma followed by treatment with Toca FC has been associated with prolonged survival and durable complete responses (median duration of follow-up: 37.4+ months); responses were delayed in onset, consistent with time to response for immuno-oncology agents. The current phase 1b, multicenter, open-label study (Toca 6; NCT02576665) is designed to investigate changes in immune activity after treatment with Toca 511 and Toca FC in patients with advanced malignancies. Toca 511 is administered intravenously (IV) daily for 3 days and then as a single injection into metastatic or recurrent tumor. Oral Toca FC is started ~4 weeks later and repeated every 4-6 weeks. Biopsies are obtained prior to and following exposure to Toca 511 and Toca FC treatment to evaluate changes in immune activity, and peripheral blood is obtained contemporaneously for evaluation. The study has enrolled 19 patients to date (colorectal cancer: 15; sarcoma: 2; non-small cell lung and pancreas cancer: 1 each). Treatment has been well tolerated. Viral RNA, DNA, and CD protein expression are observed in tumor after IV delivery of Toca 511. We plan to report on tumor microenvironment remodeling that follows treatment with Toca 511 and Toca FC. Infiltrating T-cell subpopulations, B cells, and monocytes quantified by immunofluorescence from stained formalin-fixed, paraffin-embedded samples will be presented. Additionally, changes in peripheral blood, including T-cell effector, helper/memory, and regulatory populations, and myeloid lineage cells following exposure to Toca 511 alone and following subsequent exposure to Toca FC will be reported. Data from this study will inform future development of Toca 511 and Toca FC alone or in combination with other therapies in patients with solid tumors. Citation Format: Jaime Merchan, Jordi Rodon, Derek Ostertag, Shree Venkat, Arthur Donahue, Peder Horner, Dalissa Tijera, Thian Kheoh, Douglas J. Jolly, Harry E. Gruber, Jolene S. Shorr, Gerald S. Falchook. Effects of Toca 511 and Toca FC on tumor microenvironment and peripheral blood populations in patients with advanced malignancies [abstract]. In: Proceedings of the Fourth CRI-CIMT-EATI-AACR International Cancer Immunotherapy Conference: Translating Science into Survival; Sept 30-Oct 3, 2018; New York, NY. Philadelphia (PA): AACR; Cancer Immunol Res 2019;7(2 Suppl):Abstract nr A018