Periodicity Detection Method for Small-Sample Time Series Datasets

Time series of gene expression often exhibit periodic behavior under the influence of multiple signal pathways, and are represented by a model that incorporates multiple harmonics and noise. Most of these data, which are observed using DNA microarrays, consist of few sampling points in time, but most periodicity detection methods require a relatively large number of sampling points. We have previously developed a detection algorithm based on the discrete Fourier transform and Akaike’s information criterion. Here we demonstrate the performance of the algorithm for small-sample time series data through a comparison with conventional and newly proposed periodicity detection methods based on a statistical analysis of the power of harmonics

Predicting deadline transgressions using event logs

Effective risk management is crucial for any organisation. One of its key steps is risk identification, but few tools exist to support this process. Here we present a method for the automatic discovery of a particular type of process-related risk, the danger of deadline transgressions or overruns, based on the analysis of event logs. We define a set of time-related process risk indicators, i.e., patterns observable in event logs that highlight the likelihood of an overrun, and then show how instances of these patterns can be identified automatically using statistical principles. To demonstrate its feasibility, the approach has been implemented as a plug-in module to the process mining framework ProM and tested using an event log from a Dutch financial institution

Robust high-dimensional precision matrix estimation

The dependency structure of multivariate data can be analyzed using the covariance matrix $\Sigma$. In many fields the precision matrix $\Sigma^{-1}$ is even more informative. As the sample covariance estimator is singular in high-dimensions, it cannot be used to obtain a precision matrix estimator. A popular high-dimensional estimator is the graphical lasso, but it lacks robustness. We consider the high-dimensional independent contamination model. Here, even a small percentage of contaminated cells in the data matrix may lead to a high percentage of contaminated rows. Downweighting entire observations, which is done by traditional robust procedures, would then results in a loss of information. In this paper, we formally prove that replacing the sample covariance matrix in the graphical lasso with an elementwise robust covariance matrix leads to an elementwise robust, sparse precision matrix estimator computable in high-dimensions. Examples of such elementwise robust covariance estimators are given. The final precision matrix estimator is positive definite, has a high breakdown point under elementwise contamination and can be computed fast

A COMPARISON OF METHODS FOR SELECTING PREFERRED SOLUTIONS IN MULTIOBJECTIVE DECISION MAKING

ISBN : 978-94-91216-77-0In multiobjective optimization problems, the identified Pareto Frontiers and Sets often contain too many solutions, which make it difficult for the decision maker to select a preferred alternative. To facilitate the selection task, decision making support tools can be used in different instances of the multiobjective optimization search to introduce preferences on the objectives or to give a condensed representation of the solutions on the Pareto Frontier, so as to offer to the decision maker a manageable picture of the solution alternatives. This paper presents a comparison of some a priori and a posteriori decision making support methods, aimed at aiding the decision maker in the selection of the preferred solutions. The considered methods are compared with respect to their application to a case study concerning the optimization of the test intervals of the components of a safety system of a nuclear power plant. The engine for the multiobjective optimization search is based on genetic algorithms

The manifest association structure of the single-factor model: insights from partial correlations

The association structure between manifest variables arising from the single-factor model is investigated using partial correlations. The additional insights to the practitioner provided by partial correlations for detecting a single-factor model are discussed. The parameter space for the partial correlations is presented, as are the patterns of signs in a matrix containing the partial correlations that are not compatible with a single-factor model

Detecting Carried Objects in Short Video Sequences

Abstract. We propose a new method for detecting objects such as bags carried by pedestrians depicted in short video sequences. In common with earlier work [1, 2] on the same problem, the method starts by averaging aligned foreground regions of a walking pedestrian to produce a rep-resentation of motion and shape (known as a temporal template) that has some immunity to noise in foreground segmentations and phase of the walking cycle. Our key novelty is for carried objects to be revealed by comparing the temporal templates against view-specific exemplars generated offline for unencumbered pedestrians. A likelihood map ob-tained from this match is combined in a Markov random field with a map of prior probabilities for carried objects and a spatial continuity as-sumption, from which we obtain a segmentation of carried objects using the MAP solution. We have re-implemented the earlier state of the art method [1] and demonstrate a substantial improvement in performance for the new method on the challenging PETS2006 dataset [3]. Although developed for a specific problem, the method could be applied to the de-tection of irregularities in appearance for other categories of object that move in a periodic fashion.

Registration of 3D Fetal Brain US and MRI

We propose a novel method for registration of 3D fetal brain ultrasound and a reconstructed magnetic resonance fetal brain volumes. The reconstructed MR volume is first segmented using a probabilistic atlas and an ultrasound-like image volume is simulated from the segmentation of the MR image. This ultrasound-like image volume is then affinely aligned with real ultrasound volumes of 27 fetal brains using a robust block-matching approach which can deal with intensity artefacts and missing features in ultrasound images. We show that this approach results in good overlap of four small structures. The average of the co-aligned US images shows good correlation with anatomy of the fetal brain as seen in the MR reconstruction

Tverberg-type theorems for intersecting by rays

In this paper we consider some results on intersection between rays and a given family of convex, compact sets. These results are similar to the center point theorem, and Tverberg's theorem on partitions of a point set

Multivariate risks and depth-trimmed regions

We describe a general framework for measuring risks, where the risk measure takes values in an abstract cone. It is shown that this approach naturally includes the classical risk measures and set-valued risk measures and yields a natural definition of vector-valued risk measures. Several main constructions of risk measures are described in this abstract axiomatic framework. It is shown that the concept of depth-trimmed (or central) regions from the multivariate statistics is closely related to the definition of risk measures. In particular, the halfspace trimming corresponds to the Value-at-Risk, while the zonoid trimming yields the expected shortfall. In the abstract framework, it is shown how to establish a both-ways correspondence between risk measures and depth-trimmed regions. It is also demonstrated how the lattice structure of the space of risk values influences this relationship.Comment: 26 pages. Substantially revised version with a number of new results adde