Optimal detection of changepoints with a linear computational cost

We consider the problem of detecting multiple changepoints in large data sets. Our focus is on applications where the number of changepoints will increase as we collect more data: for example in genetics as we analyse larger regions of the genome, or in finance as we observe time-series over longer periods. We consider the common approach of detecting changepoints through minimising a cost function over possible numbers and locations of changepoints. This includes several established procedures for detecting changing points, such as penalised likelihood and minimum description length. We introduce a new method for finding the minimum of such cost functions and hence the optimal number and location of changepoints that has a computational cost which, under mild conditions, is linear in the number of observations. This compares favourably with existing methods for the same problem whose computational cost can be quadratic or even cubic. In simulation studies we show that our new method can be orders of magnitude faster than these alternative exact methods. We also compare with the Binary Segmentation algorithm for identifying changepoints, showing that the exactness of our approach can lead to substantial improvements in the accuracy of the inferred segmentation of the data.Comment: 25 pages, 4 figures, To appear in Journal of the American Statistical Associatio

Not ‘my economy’: A political ethnographic study of interest in the economy

Some political economists explain the apparent downplaying of the importance of economic issues in political events such as Brexit with reference to the growing anger or despair people on low incomes feel about the economy. This ‘everyday political economy’ article draws on an ethnographic study conducted between 2016 and 2018 with residents of an English city to explore what people think about the phenomenon of the economy. It reveals significant differences in how interested high- and low-income participants are in the economy and its role as a bedrock for welfare. Low-income participants are more negative about the economy, particularly contesting politicians’ claims that it is distinct from the human sphere, when they view it as controlled by the rich. However, reasoning is based on post-2008 crisis economic conditions, and any lack of interest in the economy may be more calculative and temporary than is often assumed

Resisting the Creative Economy on Liverpool’s North Shore: Art-Based Political Communication in Practice

The speed and scale at which Liverpool is redeveloping is indicative of global advances in market-driven geo-economic restructuring, while the creative economy model has been one of the central tenets of urban regeneration over the past forty years. This paper focuses on the construction of a new creative quarter on Liverpool’s North Shore Dock, and the modes of creative resistance that are being enacted by some residents in the area. Drawing on qualitative fieldwork that has been carried out over the past two years, this research foregrounds the tensions that exist between two different forms of creativity, and the ways in which these are negotiated, in particular through the use of community-oriented film screenings as part of an activist repertoire that was developed by one artistic collective in the campaign to save their building from demolition. Overall, the paper offers some insight regarding different (often opposing) forms and ideologies of urban redevelopment, pointing towards an alternative politics of place that distances itself from the ever-expanding sphere of the market and the so-called creative economy

Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.

Changepoint analysis is used to detect changes in variability within GOMOS hindcast time-series for significant wave heights of storm peak events across the Gulf of Mexico for the period 1900–2005. To detect a change in variance, the two-step procedure consists of (1) validating model assumptions per geographic location, followed by (2) application of a penalized likelihood changepoint algorithm. Results suggest that the most important changes in time-series variance occur in 1916 and 1933 at small clusters of boundary locations at which, in general, the variance reduces. No post-war changepoints are detected. The changepoint procedure can be readily applied to other environmental time-series

Plasma REST: a novel candidate biomarker of Alzheimer's disease is modified by psychological intervention in an at-risk population.

The repressor element 1-silencing transcription (REST) factor is a key regulator of the aging brain's stress response. It is reduced in conditions of stress and Alzheimer's disease (AD), which suggests that increasing REST may be neuroprotective. REST can be measured peripherally in blood plasma. Our study aimed to (1) examine plasma REST levels in relation to clinical and biological markers of neurodegeneration and (2) alter plasma REST levels through a stress-reduction intervention-mindfulness training. In study 1, REST levels were compared across the following four well-characterized groups: healthy elderly (n=65), mild cognitive impairment who remained stable (stable MCI, n=36), MCI who later converted to dementia (converter MCI, n=29) and AD (n=65) from the AddNeuroMed cohort. REST levels declined with increasing severity of risk and impairment (healthy elderly>stable MCI>converter MCI>AD, F=6.35, P<0.001). REST levels were also positively associated with magnetic resonance imaging-based hippocampal and entorhinal atrophy and other putative blood-based biomarkers of AD (Ps<0.05). In study 2, REST was measured in 81 older adults with psychiatric risk factors for AD before and after a mindfulness-based stress reduction intervention or an education-based placebo intervention. Mindfulness-based training caused an increase in REST compared with the placebo intervention (F=8.57, P=0.006), and increased REST was associated with a reduction in psychiatric symptoms associated with stress and AD risk (Ps<0.02). Our data confirm plasma REST associations with clinical severity and neurodegeneration, and originally, that REST is modifiable by a psychological intervention with clinical benefit

Global notation as a tool for cross-cultural and comparative music analysis

As long ago as 1971 Mantle Hood wrote, in The Ethnomusicologist, of “the chronic problem, transcription of non-Western music, and the chronic solution, ‘doctored’ Western notation.” With the recent resurgence of interest in cross-cultural and comparative music analysis, the “chronic problem” has not gone away, yet efforts to find new and better solutions seem to have dwindled. While dance studies, linguistics, and organology have long benefited from purpose-made written-descriptive systems (Labanotation, the International Phonetic Alphabet, and the Sachs-Hornbostel instrument classification system respectively), world music analysis continues to adopt and adapt the prescriptive notation of one tradition as a descriptive notation for all the others, resulting in distortions and limitations that are generally acknowledged but regarded as inevitable. This paper proposes an alternative to the “chronic solution” of a kind that was envisaged by Hood as a remote future possibility, and that I argue has now become feasible: a “Laban Solution,” meaning a newly devised notation system designed from the outset to represent any kind of musical sound organization as efficiently as Labanotation can represent bodily movement. I describe a system called “global notation,” under development since 2016 with the aim of providing a consistent and easily learned set of conventions whereby users can specify any information about sound that may be wanted for the purposes of the notation and only that information. I illustrate how, by making all information optional, global notation offers advantages not only as a descriptive notation but also as an “aesthesic” one—one that can represent what is perceived by listeners as well as what is intended by composers and performers. To demonstrate that global notation should be particularly useful for studies that compare music from more than one tradition, I focus on one such study—Michael Tenzer’s 2011 article “Temporal Transformations in Cross-Cultural Perspective: Augmentation in Baroque, Carnatic and Balinese Music”—and re-notate its examples in global notation, which I suggest might help make insights such as Tenzer’s accessible to a wider readership. I then present some ways in which the Laban Solution of global notation can combine with what Hood called the Seeger and Hipkins Solutions—respectively, mechanical/computerized transcription and knowledge of indigenous notation systems—in working toward the ultimate “Composite Solution” that Hood dreamed of. I conclude by inviting input from interested readers to help develop global notation into a form that will achieve its full potential benefits of accuracy, efficiency, and accessibility

Plasma REST: A novel candidate biomarker of Alzheimer\u27s disease is modified by psychological intervention in an at-risk population

The repressor element 1-silencing transcription (REST) factor is a key regulator of the aging brain’s stress response. It is reduced in conditions of stress and Alzheimer’s disease (AD), which suggests that increasing REST may be neuroprotective. REST can be measured peripherally in blood plasma. Our study aimed to (1) examine plasma REST levels in relation to clinical and biological markers of neurodegeneration and (2) alter plasma REST levels through a stress-reduction intervention—mindfulness training. In study 1, REST levels were compared across the following four well-characterized groups: healthy elderly (n=65), mild cognitive impairment who remained stable (stable MCI, n=36), MCI who later converted to dementia (converter MCI, n=29) and AD (n=65) from the AddNeuroMed cohort. REST levels declined with increasing severity of risk and impairment (healthy elderly>stable MCI>converter MCI>AD, F=6.35, P<0.001). REST levels were also positively associated with magnetic resonance imaging-based hippocampal and entorhinal atrophy and other putative blood-based biomarkers of AD (Ps<0.05). In study 2, REST was measured in 81 older adults with psychiatric risk factors for AD before and after a mindfulness-based stress reduction intervention or an education-based placebo intervention. Mindfulness-based training caused an increase in REST compared with the placebo intervention (F=8.57, P=0.006), and increased REST was associated with a reduction in psychiatric symptoms associated with stress and AD risk (Ps<0.02). Our data confirm plasma REST associations with clinical severity and neurodegeneration, and originally, that REST is modifiable by a psychological intervention with clinical benefit

Contribution of the Upper-Body in Skate Cross-Country Skiing

The skate technique in cross-country skiing has a unique gait transition. Typically, skiers will use the two-skate technique at low speeds, transition to the one-skate technique at intermediate speeds, then return to the two-skate technique at high speeds. We hypothesize that this unique gait transition can be explained by differences in the contribution of the arms to propulsion and the associated metabolic cost of upper-body and arm work. In one-skate, poles are planted simultaneously with every skate stride, while in two-skate, poles are planted with every second skate stride (Smith, 2000). Using four trained cross-country ski racers, two separate tests were performed for each technique of skate skiing. First, subjects skied at 6, 15, and 30 km/h on a rollerski treadmill. During the entire test VO2, pole force, lactate, and video were recorded for one technique and repeated on another day using the second technique. In the second phase of testing, the poling motion only was simulated on a pole ergometer with subjects matching their stroke rate and poling forces using video and force feedback. Upper-body VO2 and lactate were measured and compared to the treadmill test values. The average metabolic cost associated with the upper-body work was 60% of the total metabolic cost when skiing on the treadmill. The upper-body metabolic cost was always higher for the one skate compared to the two skate technique. At slow speeds the difference between the two techniques was small (3%), but this difference increased at higher speeds from 10% at 15km/h to 14% at 30km/h. The poling motion associated with one-skate becomes more metabolically costly than two-skate as speed increases. A skier’s regressive transition from one-skate to two-skate at high speeds may be explained by a need to transfer impulse generation to the legs, since the sliding limbs remain effective at high speeds while the fixed limbs (poles) become less effective

Mechanical Properties of the Poling Motion in Cross Country Skiing

Skate cross-country skiing is a unique gait with the skis acting as sliding limbs and poles acting as fixed limbs. As skiers increase their speed, the sliding limbs (skis) remain relatively unrestricted in their ability to generate forward impulse. The poles, however, are fixed and thus the poling action depends on the skier’s speed. Since muscles generate less force at higher shortening velocity (Hill, 1938), the arms become limited in their ability to generate force through the poles. Also, muscles ability to generate force depends on their length, or the configuration of joints the muscles cross (Gordon et al., 1966). Therefore, it might be expected that the forces of arm and trunk muscles contributing to the poling action change as a function of the poling cycle. The purpose of this study was to relate maximum isometric force of the muscles contributing to poling as a function of the poling cycle, and quantify the dynamic force of these muscles as a function of skiing speed. Maximal isometric force was measured at 11 points in the poling stride of ten nationally ranked skiers. Five of these subjects were also tested for their maximal dynamic poling force at skiing speeds ranging from 6 to 36 km/h, increasing by 6km/h increments. Maximal isometric poling force was maximal (223N) at 20% of the poling cycle. The component of the pole force in the direction of travel was highest (117N) at 30% of the poling cycle. Toward the end of the poling cycle, the propulsive force approaches the total force and the total force decreases to 50 N. The dynamic poling force was maximal for the two slowest speeds tested (236 N at 6km/h and 254 N at 12km/h), and then decreased force almost linearly with increasing speeds and reached 102 N at 36 km/h. The results of this study suggest that the propulsive forces in poling depend greatly on the position of arms and trunk and the speed of skiing

Automatic Locally Stationary Time Series Forecasting with application to predicting U.K. Gross Value Added Time Series under sudden shocks caused by the COVID pandemic

Accurate forecasting of the U.K. gross value added (GVA) is fundamental for measuring the growth of the U.K. economy. A common nonstationarity in GVA data, such as the ABML series, is its increase in variance over time due to inflation. Transformed or inflation-adjusted series can still be challenging for classical stationarity-assuming forecasters. We adopt a different approach that works directly with the GVA series by advancing recent forecasting methods for locally stationary time series. Our approach results in more accurate and reliable forecasts, and continues to work well even when the ABML series becomes highly variable during the COVID pandemic.Comment: 21 pages, 4 figure