Model-based clustering with Hidden Markov Models and its application to financial times series data

We have developed a method to partition a set of data into clusters by use of Hidden Markov Models. Given a number of clusters, each of which is represented by one Hidden Markov Model, an iterative procedure finds the combination of cluster models and an assignment of data points to cluster models which maximizes the joint likelihood of the clustering. To reflect the non-Markovian nature of some aspects of the data we also extend classical Hidden Markov Models to employ a non-homogeneous Markov chain, where the non-homogeneity is dependent not on the time of the observation but rather on a quantity derived from previous observations. We present the method, a proof of convergence for the training procedure and an evaluation of the method on simulated time-series data as well as on large data sets of financial time-series from the Public Saving and Loan Banks in Germany

Model-based clustering with Hidden Markov Models and its application to financial times-series data

We have developed a method to partition a set of data into clusters by use of Hidden Markov Models. Given a number of clusters, each of which is represented by one Hidden Markov Model, an iterative procedure finds the combination of cluster models and an assignment of data points to cluster models which maximizes the joint likelihood of the clustering. To reflect the non-Markovian nature of some aspects of the data we also extend classical Hidden Markov Models to employ a non-homogeneous Markov chain, where the non-homogeneity is dependent not on the time of the observation but rather on a quantity derived from previous observations. We present the method, a proof of convergence for the training procedure and an evaluation of the method on simulated time-series data as well as on large data sets of financial time-series from the Public Saving and Loan Banks in Germany

Regulation of anaerobic methane oxidation in sediments of the Black Sea

International audienceAnaerobic oxidation of methane (AOM) and sulfate reduction (SRR) were investigated in sediments of the western Black Sea, where methane transport is controlled by diffusion. To understand the regulation and dynamics of methane production and oxidation in the Black Sea, rates of methanogenesis, AOM, and SRR were determined using radiotracers in combination with pore water chemistry and stable isotopes. On the shelf of the Danube paleo-delta and the Dnjepr Canyon, AOM did not consume methane effectively and upwards diffusing methane created an extended sulfate-methane transition zone (SMTZ) that spread over more than 2.5 m and was located in formerly limnic sediment. Measurable AOM rates occurred mainly in the lower part of the SMTZ, sometimes even at depths where sulfate seemed to be unavailable. The inefficiency of methane oxidation appears to be linked to the limnic history of the sediment, since in all cores methane was completely oxidized at the limnic-marine transition. The upward tailing of methane was less pronounced in a core from the deep sea in the area of the Dnjepr Canyon, the only station with a SMTZ close to the marine deposits. Sulfate reduction rates were mostly extremely low, and in the SMTZ were even lower than AOM rates. Rates of bicarbonate-based methanogenesis were below detection limit in two of the cores, but ?13C values of methane indicate a biogenic origin. The most depleted ?13C-signal was found in the SMTZ of the core from the deep sea, most likely as a result of carbon recycling between AOM and methanogenesis

Comparative study of (0001) and (11-22) InGaN based light emitting diodes

We have systematically investigated the doping of (11-22) with Si and Mg by metal-organic vapour phase epitaxy for light emitting diodes (LEDs). By Si doping of GaN we reached electron concentrations close to 1020cm-3, but the topography degrades above mid 1019cm-3. By Mg doping we reached hole concentrations close to 5 × 1017cm-3, using Mg partial pressures about 3' higher than those for (0001). Exceeding the maximum Mg partial pressure led to a quick degradation of the sample. Low resistivities as well as high hole concentrations required a growth temperature of 900 °C or higher. At optimised conditions the electrical properties as well as the photoluminescence of (11-22) p-GaN were similar to (0001) p-GaN. The best ohmic p-contacts were achieved by NiAg metallisation. A single quantum well LED emitting at 465nm was realised on (0001) and (11-22). Droop (sub-linear increase of the light output power) occurred at much higher current densities on (11-22). However, the light output of the (0001) LED was higher than that of (11-22) until deep in the droop regime. Our LEDs as well as those in the literature indicate a reduction in efficiency from (0001) over semi-polar to non-polar orientations. We propose that reduced fields open a loss channel for carriers.This work was supported by EU-FP7 ALIGHT No. NMP-2011-280587. The data to produce the figures can be found under the permanent url https://www.repository.cam.ac.uk/handle/1810/253538

Regulation of anaerobic methane oxidation in sediments of the Black Sea

Anaerobic oxidation of methane (AOM) and sulfate reduction (SRR) were investigated in sediments of the western Black Sea, where upward methane transport is controlled by diffusion. To understand the regulation and dynamics of methane production and oxidation in the Black Sea, rates of methanogenesis, AOM, and SRR were determined using radiotracers in combination with pore water chemistry and stable isotopes. In the Danube Canyon and the Dnjepr palaeo-delta AOM did not consume methane effectively and upwards diffusing methane created an extended sulfate-methane transition zone (SMTZ) that spread over more than 2.5 m and was located in brackish and limnic sediment. Measurable AOM rates occurred mainly in the lower part of the SMTZ, sometimes even at depths where sulfate seemed to be unavailable. The inefficiency of methane oxidation appears to be linked to the paleoceanographic history of the sediment, since in all cores methane was completely oxidized at the transition from the formerly oxic brackish clays to marine anoxic sediments. The upward tailing of methane was less pronounced in a core from the deep sea in the area of the Dnjepr Canyon, the only station with a SMTZ close to the marine deposits. Sub-surface sulfate reduction rates were mostly extremely low, and in the SMTZ were even lower than AOM rates. Rates of bicarbonate-based methanogenesis were below detection limit in two of the cores, but δ13C values of methane indicate a biogenic origin. The most δ13C- depleted isotopic signal of methane was found in the SMTZ of the core from the deep sea, most likely as a result of carbon recycling between AOM and methanogenesis

14-3-3epsilon contributes to tumour suppression in laryngeal carcinoma by affecting apoptosis and invasion

<p>Abstract</p> <p>Background</p> <p>14-3-3epsilon regulates a wide range of biological processes, including cell cycle control, proliferation, and apoptosis, and plays a significant role in neurogenesis and the formation of malignant tumours. However, the exact function and regulatory mechanism of 14-3-3epsilon in carcinogenesis have not been elucidated.</p> <p>Methods</p> <p>The expression of <it>14-3-3epsilon </it>was assessed by RT-PCR and western blotting. The invasiveness and viability of Hep-2 cells were determined by the transwell migration assay and MTT assay, respectively. Cell cycle and apoptosis of Hep-2 cells were detected by flow cytometry.</p> <p>Results</p> <p>The mRNA and protein expression of <it>14-3-3epsilon </it>in larynx squamous cell carcinoma (LSCC) tissues were significantly lower than those in clear surgical margin tissues. Statistical analysis showed that the 14-3-3epsilon protein level in metastatic lymph nodes was lower than that in paired tumour tissues. In addition, the protein level of 14-3-3epsilon in stage III or IV tumours was significantly lower than that in stage I or II tumours. Compared with control Hep-2 cells, the percentages of viable cells in the 14-3-3epsilon-GFP and negative control GFP groups were 36.68 ± 14.09% and 71.68 ± 12.10%, respectively. The proportions of S phase were 22.47 ± 3.36%, 28.17 ± 3.97% and 46.15 ± 6.82%, and the apoptotic sub-G1 populations were 1.23 ± 1.02%, 2.92 ± 1.59% and 13.72 ± 3.89% in the control, negative control GFP and 14-3-3epsilon-GFP groups, respectively. The percentages of the apoptotic cells were 0.84 ± 0.25%, 1.08 ± 0.24% and 2.93 ± 0.13% in the control, negative control GFP and 14-3-3epsilon-GFP groups, respectively. The numbers of cells that penetrated the filter membrane in the control, negative control GFP and 14-3-3epsilon-GFP groups were 20.65 ± 1.94, 17.63 ± 1.04 and 9.1 ± 0.24, respectively, indicating significant differences among the different groups.</p> <p>Conclusions</p> <p>Decreased expression of <it>14-3-3epsilon </it>in LSCC tissues contributes to the initiation and progression of LSCC. <it>14-3-3epsilon </it>can promote apoptosis and inhibit the invasiveness of LSCC.</p

Initial clinical experience with frameless optically guided stereotactic radiosurgery/radiotherapy in pediatric patients

The objective of this study is to report our initial experience treating pediatric patients with central nervous system tumors using a frameless, optically guided linear accelerator. Pediatric patients were selected for treatment after evaluation by a multidisciplinary neuro-oncology team including neurosurgery, neurology, pathology, oncology, and radiation oncology. Prior to treatment, all patients underwent treatment planning using magnetic resonance imaging (MRI) and treatment simulation on a standard computed tomography scanner (CT). For CT simulation, patients were fitted with a customized plastic face mask with a bite block attached to an optical array with four reflective markers. After ensuring adequate reproducibility, these markers were tracked during treatment by an infra-red camera. All treatments were delivered on a Varian Trilogy linear accelerator. The follow-up period ranges from 1–18 months, with a median follow-up of 6 months. Nine patients, ages ranging from 12 to 19 years old (median age 15 years old), with a variety of tumors have been treated. Patients were treated for juvenile pilocytic astrocytoma (JPA; n = 2), pontine low-grade astrocytoma (n = 1), pituitary adenoma (n = 3), metastatic medulloblastoma (n = 1), acoustic neuroma (n = 1), and pineocytoma (n = 1). We followed patients for a median of 12 months (range 3–18 months) with no in-field failures and were able to obtain encouraging toxicity profiles. Frameless stereotactic optically guided radiosurgery and radiotherapy provides a feasible and accurate tool to treat a number of benign and malignant tumors in children with minimal treatment-related morbidity