Optimal model-free prediction from multivariate time series

© 2015 American Physical Society.Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation

Feigenbaum graphs: a complex network perspective of chaos

The recently formulated theory of horizontal visibility graphs transforms time series into graphs and allows the possibility of studying dynamical systems through the characterization of their associated networks. This method leads to a natural graph-theoretical description of nonlinear systems with qualities in the spirit of symbolic dynamics. We support our claim via the case study of the period-doubling and band-splitting attractor cascades that characterize unimodal maps. We provide a universal analytical description of this classic scenario in terms of the horizontal visibility graphs associated with the dynamics within the attractors, that we call Feigenbaum graphs, independent of map nonlinearity or other particulars. We derive exact results for their degree distribution and related quantities, recast them in the context of the renormalization group and find that its fixed points coincide with those of network entropy optimization. Furthermore, we show that the network entropy mimics the Lyapunov exponent of the map independently of its sign, hinting at a Pesin-like relation equally valid out of chaos.Comment: Published in PLoS ONE (Sep 2011

Phase coherence and attractor geometry of chaotic electrochemical oscillators

2012-2013 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

Adaptation-Dependent Synchronous Activity Contributes to Receptive Field Size Change of Bullfrog Retinal Ganglion Cell

Nearby retinal ganglion cells of similar functional subtype have a tendency to discharge spikes in synchrony. The synchronized activity is involved in encoding some aspects of visual input. On the other hand, neurons always continuously adjust their activities in adaptation to some features of visual stimulation, including mean ambient light, contrast level, etc. Previous studies on adaptation were primarily focused on single neuronal activity, however, it is also intriguing to investigate the adaptation process in population neuronal activities. In the present study, by using multi-electrode recording system, we simultaneously recorded spike discharges from a group of dimming detectors (OFF-sustained type ganglion cells) in bullfrog retina. The changes in receptive field properties and synchronization strength during contrast adaptation were analyzed. It was found that, when perfused using normal Ringer's solution, single neuronal receptive field size was reduced during contrast adaptation, which was accompanied by weakening in synchronization strength between adjacent neurons' activities. When dopamine (1 µM) was applied, the adaptation-related receptive field area shrinkage and synchronization weakening were both eliminated. The activation of D1 receptor was involved in the adaptation-related modulation of synchronization and receptive field. Our results thus suggest that the size of single neuron's receptive field is positively related to the strength of its synchronized activity with its neighboring neurons, and the dopaminergic pathway is responsible for the modulation of receptive field property and synchronous activity of the ganglion cells during the adaptation process

A combinatorial framework to quantify peak/pit asymmetries in complex dynamics

LL’s acknowledges funding from an EPSRC Early Career Fellowship EP/P01660X/1

Ruling out coronary heart disease in primary care patients with chest pain: a clinical prediction score

Chest pain raises concern for the possibility of coronary heart disease. Scoring methods have been developed to identify coronary heart disease in emergency settings, but not in primary care. Data were collected from a multicenter Swiss clinical cohort study including 672 consecutive patients with chest pain, who had visited one of 59 family practitioners' offices. Using delayed diagnosis we derived a prediction rule to rule out coronary heart disease by means of a logistic regression model. Known cardiovascular risk factors, pain characteristics, and physical signs associated with coronary heart disease were explored to develop a clinical score. Patients diagnosed with angina or acute myocardial infarction within the year following their initial visit comprised the coronary heart disease group. The coronary heart disease score was derived from eight variables: age, gender, duration of chest pain from 1 to 60 minutes, substernal chest pain location, pain increasing with exertion, absence of tenderness point at palpation, cardiovascular risks factors, and personal history of cardiovascular disease. Area under the receiver operating characteristics curve was of 0.95 with a 95% confidence interval of 0.92; 0.97. From this score, 413 patients were considered as low risk for values of percentile 5 of the coronary heart disease patients. Internal validity was confirmed by bootstrapping. External validation using data from a German cohort (Marburg, n = 774) revealed a receiver operating characteristics curve of 0.75 (95% confidence interval, 0.72; 0.81) with a sensitivity of 85.6% and a specificity of 47.2%. This score, based only on history and physical examination, is a complementary tool for ruling out coronary heart disease in primary care patients complaining of chest pain

Acoustic-Friction Networks and the Evolution of Precursory Rupture Fronts in Laboratory Earthquakes

We show that the mesoscopic and transport characteristics of networks follow the same trends for the same type of the shear ruptures in terms of rupture speed while also comparing the results of three different friction experiments.The classified fronts obtained from a saw cut Westerly granite fault regarding friction network parameters show a clear separation into two groups indicating two different rupture fronts. With respect to the scaling of local ruptures durations with the networks parameters we show that the gap is related to the possibility of a separation between slow and regular fronts

Inclusion, measurement and relevance… and Covid-19

This is an accepted manuscript of an article published by Springer in Postdigital Science and Education on 17/08/2020, available online: https://doi.org/10.1007/s42438-020-00182-9 The accepted version of the publication may differ from the final published version.This paper addresses the theme of ‘widening student access, participation and lifelong learning’ within the wider issue of ‘measuring excellence’ in the UK higher education and finds them both to be problematic. An earlier paper entitled ‘Inclusion in an age of mobility’ (Traxler 2016) written over 4 years ago made the case that the inclusion agenda of the UK higher education of 1990s was largely a failure in its own terms but had in any case been made irrelevant by the subsequent onset of pervasive and ubiquitous connectivity and mobility, profoundly transforming the production, ownership, distribution and nature of learning and knowing and problematising the role and status of universities and lecturers.Published onlin

Student public commitment in a school-based diabetes prevention project: impact on physical health and health behavior

<p>Abstract</p> <p>Background</p> <p>As concern about youth obesity continues to mount, there is increasing consideration of widespread policy changes to support improved nutritional and enhanced physical activity offerings in schools. A critical element in the success of such programs may be to involve students as spokespeople for the program. Making such a public commitment to healthy lifestyle program targets (improved nutrition and enhanced physical activity) may potentiate healthy behavior changes among such students and provide a model for their peers. This paper examines whether student's "public commitment"--voluntary participation as a peer communicator or in student-generated media opportunities--in a school-based intervention to prevent diabetes and reduce obesity predicted improved study outcomes including reduced obesity and improved health behaviors.</p> <p>Methods</p> <p>Secondary analysis of data from a 3-year randomized controlled trial conducted in 42 middle schools examining the impact of a multi-component school-based program on body mass index (BMI) and student health behaviors. A total of 4603 students were assessed at the beginning of sixth grade and the end of eighth grade. Process evaluation data were collected throughout the course of the intervention. All analyses were adjusted for students' baseline values. For this paper, the students in the schools randomized to receive the intervention were further divided into two groups: those who participated in public commitment activities and those who did not. Students from comparable schools randomized to the assessment condition constituted the control group.</p> <p>Results</p> <p>We found a lower percentage of obesity (greater than or equal to the 95^thpercentile for BMI) at the end of the study among the group participating in public commitment activities compared to the control group (21.5% vs. 26.6%, p = 0.02). The difference in obesity rates at the end of the study was even greater among the subgroup of students who were overweight or obese at baseline; 44.6% for the "public commitment" group, versus 53.2% for the control group (p = 0.01). There was no difference in obesity rates between the group not participating in public commitment activities and the control group (26.4% vs. 26.6%).</p> <p>Conclusions</p> <p>Participating in public commitment activities during the HEALTHY study may have potentiated the changes promoted by the behavioral, nutrition, and physical activity intervention components.</p> <p>Trial Registration</p> <p>ClinicalTrials.gov number, <a href="http://www.clinicaltrials.gov/ct2/show/NCT00458029">NCT00458029</a></p