Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate

The modelling of univariate time series is a subject of great importance in a variety of fields, in regional science and economics, and beyond. Time series modelling involves three major stages:model identification, model%0D estimation and diagnostic checking. This current paper focuses its attention on the model identification stage in general and on the issue of testing for non-linear dependence in particular. If the null hypothesis of independence is rejected, then the alternative hypothesis implies the existence of linear or non-linear dependence. The test of this hypothesis is of crucial importance. If the data are linearly dependent, the linear time series models have to be specified (generally within the SARIMA methodology). If the data are non-linearly dependent, then non-linear time series modelling (such as ARCH, GARCH and autoregressive neural network models) must be employed. Several tests have recently been developed for this purpose. In this paper we make a modest attempt to investigate the power of five competing tests (McLeod-Li-test, Hsieh-test, BDS-test, Terävirta''''s neural network test) in a real world application domain of unemployment rate prediction in order to determine what kind of non-linear specification they have good power against, and which not. The results obtained indicate that that all the tests reject the hypothesis of mere linear dependence in our application. But if interest is focused on predicting the conditional mean of the series, the neural network test is most informative for model identification and its use is therefore highly%0D recommended.

Testing for Non-Linear Dependence in Univariate Time Series: An Empirical Investigation of the Austrian Unemployment Rate

In recent years interest has been growing in testing for stochastic non-linearity in macroeconomic time series. There are several inference procedures available. But not much is known about their behaviour on real world small-sized settings. This paper surveys some of these tests. Their performance is compared using monthly Austrian unemployment data that cover the period January 1960 to December 1997. It is found that the test procedures surveyed are complementary rather than competing. Several useful guidelines are provided for applying the increasingly complex test procedures in practice.Series: Discussion Papers of the Institute for Economic Geography and GIScienc

The prognostic value of troponin release after adult cardiac surgery — a meta-analysis

To assess the accuracy of increased troponin (Tn) concentrations for the prediction of mid-term (≥12 months) mortality after coronary artery bypass graft (CABG) and valve surgery, we performed a systematic review identifying all studies reporting on the association between postoperative troponin release and mortality after cardiac surgery. Studies were identified through 30 April 2008 by electronic searches of the MEDLINE, EMBASE and BIOSIS databases. Two reviewers independently selected studies, assessed methodological quality and extracted the data. We primarily considered mid-term (≥12 months) and secondarily short-term (≤30 days) all-cause mortality. A bivariate random-effects model was used to study determinants and to pool measures of prognostic accuracy of Tn. Seventeen studies fulfilled the inclusion criteria with a total of 237 mid-term deaths in 5189 patients and 296 short-term deaths in 9703 patients. The diagnostic odds ratio of increased Tn concentrations was 5.46 (95% confidence interval (CI) 2.0-14.6) for mid-term mortality and 6.57 (95% CI 4.3-10.1) for short-term mortality after adult cardiac surgery. Alternatively expressed, for troponin elevation, the sensitivity was 0.45 (0.26-0.67) and the specificity 0.87 (0.73-0.90) to predict mid-term mortality. The sensitivity was 0.59 (0.48-0.69) and the specificity 0.82 (0.72-0.89) for short-term mortality. Between-study variability was high. In conclusion, this meta-analysis provides evidence for an association between postoperative Tn release with mid- and short-term all-cause mortality after adult cardiac surgery. However, differences in populations, timing of Tn testing, Tn subunit and Tn assays make definitive conclusions about effect size and cut-off values difficul

Replating of bioreactor expanded human bone marrow results in extended growth of primitive and mature cells

The capability to expand human bone marrow mononuclear cells (BM MNC) in high density perfusion culture chambers (bioreactors) has recently been developed. In these bioreactors, total cell colony-forming unit-granulocyte/macrophage (CFU-GM), and long-term culture-initiating cell (LTC-IC) numbers increase significantly over a 14-day period. However, cell growth ceases after the 14-day period, possibly due to cell density limitations. Because of the remaining presence of early cells, it should be feasible to replate the cells and obtain continued expansion. In this study, we demonstrate that bioreactors generate cells, which upon replating into secondary bioreactors, lead to continued cell, CFU-GM, and LTC-IC 8 (measured after 8 weeks of secondary culture) expansion. A two-stage protocol, involving the replating of cells on days 9 to 12 of culture into new bioreators at the original seeding density, yielded greater than 50-fold cell expansion from BM MNC in 25 days. CFU-GM were expanded inhibitory factor (LIF) had no significant effect on total cells, CFU-GM, or LTC-IC 5 in this system. We conclude that two-stage bioreactor cultures are capable of supporting extended growth of human BM MNC, CFU-GM, and LTC-IC 8 . The continued expansion of these primitive cells in the second stage of culture suggests that primitive cells with significant proliferative potential were generated in this system, and previous data on LTC-IC 5 expansion has now been extended to LTC-IC 8 expansion. Further optimization of culture conditions is likely to improve on the results obtained here, thus making perfusion bioreactor culture correspondingly more attractive for expanding BM MNC for BM transplantation.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/42616/1/10616_2004_Article_BF00744328.pd

Generating numerical approximations

We describe a computational model for planning phrases like “more than a quarter” and “25.9 per cent” which describe proportions at different levels of precision. The model lays out the key choices in planning a numerical description, using formal definitions of mathematical form (e.g., the distinction between fractions and percentages) and roundness adapted from earlier studies. The task is modeled as a constraint satisfaction problem, with solutions subsequently ranked by preferences (e.g., for roundness). Detailed constraints are based on a corpus of numerical expressions collected in the NUMGEN project, and evaluated through empirical studies in which subjects were asked to produce (or complete) numerical expressions in specified contexts

Global skin colour prediction from DNA

Human skin colour is highly heritable and externally visible with relevance in medical, forensic, and anthropological genetics. Although eye and hair colour can already be predicted with high accuracies from small sets of carefully selected DNA markers, knowledge about the genetic predictability of skin colour is limited. Here, we investigate the skin colour predictive value of 77 single-nucleotide polymorphisms (SNPs) from 37 genetic loci previously associated with human pigmentation using 2025 individuals from 31 global populations. We identified a minimal set of 36 highly informative skin colour predictive SNPs and developed a statistical prediction model capable of skin colour prediction on a global scale. Average cross-validated prediction accuracies expressed as area under the receiver-operating characteristic curve (AUC) ± standard deviation were 0.97 ± 0.02 for Light, 0.83 ± 0.11 for Dark, and 0.96 ± 0.03 for Dark-Black. When using a 5-category, this resulted in 0.74 ± 0.05 for Very Pale, 0.72 ± 0.03 for Pale, 0.73 ± 0.03 for Intermediate, 0.87±0.1 for Dark, and 0.97 ± 0.03 for Dark-Black. A comparative analysis in 194 independent samples from 17 populations demonstrated that our model outperformed a previously proposed 10-SNP-classifier approach with AUCs rising from 0.79 to 0.82 for White, comparable at the intermediate level of 0.63 and 0.62, respectively, and a large increase from 0.64 to 0.92 for Black. Overall, this study demonstrates that the chosen DNA markers and prediction model, particularly the 5-category level; allow skin colour predictions within and between continental regions for the first time, which will serve as a valuable resource for future applications in forensic and anthropologic genetics

Optimal control as a graphical model inference problem

We reformulate a class of non-linear stochastic optimal control problems introduced by Todorov (2007) as a Kullback-Leibler (KL) minimization problem. As a result, the optimal control computation reduces to an inference computation and approximate inference methods can be applied to efficiently compute approximate optimal controls. We show how this KL control theory contains the path integral control method as a special case. We provide an example of a block stacking task and a multi-agent cooperative game where we demonstrate how approximate inference can be successfully applied to instances that are too complex for exact computation. We discuss the relation of the KL control approach to other inference approaches to control.Comment: 26 pages, 12 Figures; Machine Learning Journal (2012

Monthly intravenous methylprednisolone in relapsing-remitting multiple sclerosis - reduction of enhancing lesions, T2 lesion volume and plasma prolactin concentrations

BACKGROUND: Intravenous methylprednisolone (IV-MP) is an established treatment for multiple sclerosis (MS) relapses, accompanied by rapid, though transient reduction of gadolinium enhancing (Gd+) lesions on brain MRI. Intermittent IV-MP, alone or with immunomodulators, has been suggested but insufficiently studied as a strategy to prevent relapses. METHODS: In an open, single-cross-over study, nine patients with relapsing-remitting MS (RR-MS) underwent cranial Gd-MRI once monthly for twelve months. From month six on, they received a single i.v.-infusion of 500 mg methylprednisolone (and oral tapering for three days) after the MRI. Primary outcome measure was the mean number of Gd+ lesions during treatment vs. baseline periods; T2 lesion volume and monthly plasma concentrations of cortisol, ACTH and prolactin were secondary outcome measures. Safety was assessed clinically, by routine laboratory and bone mineral density measurements. Soluble immune parameters (sTNF-RI, sTNF-RII, IL1-ra and sVCAM-1) and neuroendocrine tests (ACTH test, combined dexamethasone/CRH test) were additionally analyzed. RESULTS: Comparing treatment to baseline periods, the number of Gd+ lesions/scan was reduced in eight of the nine patients, by a median of 43.8% (p = 0.013, Wilcoxon). In comparison, a pooled dataset of 83 untreated RR-MS patients from several studies, selected by the same clinical and MRI criteria, showed a non-significant decrease by a median of 14% (p = 0.32). T2 lesion volume decreased by 21% during treatment (p = 0.001). Monthly plasma prolactin showed a parallel decline (p = 0.027), with significant cross-correlation with the number of Gd+ lesions. Other hormones and immune system variables were unchanged, as were ACTH test and dexamethasone-CRH test. Treatment was well tolerated; routine laboratory and bone mineral density were unchanged. CONCLUSION: Monthly IV-MP reduces inflammatory activity and T2 lesion volume in RR-MS

HDAC1 links early life stress to schizophrenia-like phenotypes.

Significance Early life stress (ELS) is an important risk factor for schizophrenia. Our study shows that ELS in mice increases the levels of histone-deacetylase (HDAC) 1 in brain and blood. Although altered Hdac1 expression in response to ELS is widespread, increased Hdac1 levels in the prefrontal cortex are responsible for the development of schizophrenia-like phenotypes. In turn, administration of an HDAC inhibitor ameliorates ELS-induced schizophrenia-like phenotypes. We also show that Hdac1 levels are increased in the brains of patients with schizophrenia and in blood from patients who suffered from ELS, suggesting that the analysis of Hdac1 expression in blood could be used for patient stratification and individualized therapy. </jats:p

Shared genetic risk between eating disorder- and substance-use-related phenotypes:Evidence from genome-wide association studies

First published: 16 February 202