Description, modeling and forecasting of data with optimal wavelets

Cascade processes have been used to model many different self-similar systems, as they are able to accurately describe most of their global statistical properties. The so-called optimal wavelet basis allows to achieve a geometrical representation of the cascade process-named microcanonical cascade- that describes the behavior of local quantities and thus it helps to reveal the underlying dynamics of the system. In this context, we study the benefits of using the optimal wavelet in contrast to other wavelets when used to define cascade variables, and we provide an optimality degree estimator that is appropriate to determine the closest-to-optimal wavelet in real data. Particularizing the analysis to stock market series, we show that they can be represented by microcanonical cascades in both the logarithm of the price and the volatility. Also, as a promising application in forecasting, we derive the distribution of the value of next point of the series conditioned to the knowledge of past points and the cascade structure, i.e., the stochastic kernel of the cascade process.

Synchronization in a ring of pulsating oscillators with bidirectional couplings

We study the dynamical behavior of an ensemble of oscillators interacting through short range bidirectional pulses. The geometry is 1D with periodic boundary conditions. Our interest is twofold. To explore the conditions required to reach fully synchronization and to invewstigate the time needed to get such state. We present both theoretical and numerical results.Comment: Revtex, 4 pages, 2 figures. To appear in Int. J. Bifurc. and Chao

On optimal wavelet bases for the realization of microcanonical cascade processes

International Journal of Wavelets, Multiresolution and Information ProcessingInternational audienceMultiplicative cascades are often used to represent the structure of turbulence. Under the action of a multiplicative cascade, the relevant variables of the system can be understood as the result of a successive transfer of information in cascade from large to small scales. However, to make this cascade transfer explicit (i.e, being able to decompose each variable as the product of larger scale contributions) is only achieved when signals are represented in an optimal wavelet basis. Finding such a basis is a data-demanding, highly-complex task. In this paper we propose a formalism that allows to find the optimal wavelet of a signal in an efficient, little data-demanding way. We confirm the appropriateness of this approach by analyzing the results on synthetic signals constructed with prescribed optimal bases. We show the validity of our approach constrained to given families of wavelets, though it can be generalized for a continuous unconstrained search scheme

The diverse meteorology of Jezero crater over the first 250 sols of Perseverance on Mars

ASA’s Perseverance rover’s Mars Environmental Dynamics Analyzer is collecting data at Jezero crater, characterizing the physical processes in the lowest layer of the Martian atmosphere. Here we present measurements from the instrument’s first 250 sols of operation, revealing a spatially and temporally variable meteorology at Jezero. We find that temperature measurements at four heights capture the response of the atmospheric surface layer to multiple phenomena. We observe the transition from a stable night-time thermal inversion to a daytime, highly turbulent convective regime, with large vertical thermal gradients. Measurement of multiple daily optical depths suggests aerosol concentrations are higher in the morning than in the afternoon. Measured wind patterns are driven mainly by local topography, with a small contribution from regional winds. Daily and seasonal variability of relative humidity shows a complex hydrologic cycle. These observations suggest that changes in some local surface properties, such as surface albedo and thermal inertia, play an influential role. On a larger scale, surface pressure measurements show typical signatures of gravity waves and baroclinic eddies in a part of the seasonal cycle previously characterized as low wave activity. These observations, both combined and simultaneous, unveil the diversity of processes driving change on today’s Martian surface at Jezero crater

COVID-19 symptoms at hospital admission vary with age and sex: results from the ISARIC prospective multinational observational study

Background: The ISARIC prospective multinational observational study is the largest cohort of hospitalized patients with COVID-19. We present relationships of age, sex, and nationality to presenting symptoms. Methods: International, prospective observational study of 60 109 hospitalized symptomatic patients with laboratory-confirmed COVID-19 recruited from 43 countries between 30 January and 3 August 2020. Logistic regression was performed to evaluate relationships of age and sex to published COVID-19 case definitions and the most commonly reported symptoms. Results: ‘Typical’ symptoms of fever (69%), cough (68%) and shortness of breath (66%) were the most commonly reported. 92% of patients experienced at least one of these. Prevalence of typical symptoms was greatest in 30- to 60-year-olds (respectively 80, 79, 69%; at least one 95%). They were reported less frequently in children (≤ 18 years: 69, 48, 23; 85%), older adults (≥ 70 years: 61, 62, 65; 90%), and women (66, 66, 64; 90%; vs. men 71, 70, 67; 93%, each P < 0.001). The most common atypical presentations under 60 years of age were nausea and vomiting and abdominal pain, and over 60 years was confusion. Regression models showed significant differences in symptoms with sex, age and country. Interpretation: This international collaboration has allowed us to report reliable symptom data from the largest cohort of patients admitted to hospital with COVID-19. Adults over 60 and children admitted to hospital with COVID-19 are less likely to present with typical symptoms. Nausea and vomiting are common atypical presentations under 30 years. Confusion is a frequent atypical presentation of COVID-19 in adults over 60 years. Women are less likely to experience typical symptoms than men

Retrospective evaluation of whole exome and genome mutation calls in 746 cancer samples

Funder: NCI U24CA211006Abstract: The Cancer Genome Atlas (TCGA) and International Cancer Genome Consortium (ICGC) curated consensus somatic mutation calls using whole exome sequencing (WES) and whole genome sequencing (WGS), respectively. Here, as part of the ICGC/TCGA Pan-Cancer Analysis of Whole Genomes (PCAWG) Consortium, which aggregated whole genome sequencing data from 2,658 cancers across 38 tumour types, we compare WES and WGS side-by-side from 746 TCGA samples, finding that ~80% of mutations overlap in covered exonic regions. We estimate that low variant allele fraction (VAF < 15%) and clonal heterogeneity contribute up to 68% of private WGS mutations and 71% of private WES mutations. We observe that ~30% of private WGS mutations trace to mutations identified by a single variant caller in WES consensus efforts. WGS captures both ~50% more variation in exonic regions and un-observed mutations in loci with variable GC-content. Together, our analysis highlights technological divergences between two reproducible somatic variant detection efforts

Multifractal geometry in stock market time series

International audienceIt has been recently noticed that time series of returns in stock markets are of multifractal (multiscaling) character. In that context, multifractality has been always evidenced by its statistical signature (i.e., the scaling exponents associated to a related variable). However, a direct geometrical framework, much more revealing about the underlying dynamics, is possible. In this paper, we present the techniques allowing the multifractal decomposition. We will show that there exists a particular fractal component, the most singular manifold (MSM), which contains the relevant information about the dynamics of the series: it is possible to reconstruct the series (at a given precision) from the MSM. We analyze the dynamics of the MSM, which shows revealing features about the evolution of this type of series

Sodium bicarbonate ingestion does not alter the slow component of oxygen uptake kinetics in professional cyclists.

We examined the effects of pre-exercise sodium bicarbonate (NaHC[O.sub.3]) ingestion on the slow component of oxygen uptake (V[O.sub.2]) kinetics in seven professional road cyclists during intense exercise. One hour after ingesting either a placebo or NaHC[O.sub.3] (0.3 g*kg body [mass.sup.-1]), each cyclist (age, 25 [+ or-] 2 years; V[O.sub.2max], 74.7 [+ or-] 5.9 ml.[kg.sup.-l]*[min.sup.-1]; mean [+ or-] s) performed two bouts of 6 min duration at an intensity of 90% V[O.sub.2max] interspersed by 8 min of active recovery. Gas exchange and blood data (pH, blood lactate concentration and [HC[O.sup.-.sub.3]]) were collected during the tests. In both bouts, the slow component of V[O.sub.2] was defined as the difference between end-exercise V[O.sub.2] and the V[O.sub.2] at the end of the third minute. No significant difference was found in the slow component of V[O.sub.2] between conditions in the first (NaHC[O.sub.3], 210 [+ or-] 69 ml; placebo, 239 [+ or-] 105 ml) or second trial (NaHC[O.sub.3], 123 [+ or-] 88 ml; placebo, 197 [+ or-] 101 mi). In conclusion, pre-exercise NaHC[O.sub.3] ingestion did not significantly attenuate the V[O.sub.2] slow component of professional road cyclists during high-intensity exercise