Polynomial Cointegration among Stationary Processes with Long Memory

n this paper we consider polynomial cointegrating relationships among stationary processes with long range dependence. We express the regression functions in terms of Hermite polynomials and we consider a form of spectral regression around frequency zero. For these estimates, we establish consistency by means of a more general result on continuously averaged estimates of the spectral density matrix at frequency zeroComment: 25 pages, 7 figures. Submitted in August 200

Nonparametric directionality measures for time series and point process data

The need to determine the directionality of interactions between neural signals is a key requirement for analysis of multichannel recordings. Approaches most commonly used are parametric, typically relying on autoregressive models. A number of concerns have been expressed regarding parametric approaches, thus there is a need to consider alternatives. We present an alternative nonparametric approach for construction of directionality measures for bivariate random processes. The method combines time and frequency domain representations of bivariate data to decompose the correlation by direction. Our framework generates two sets of complementary measures, a set of scalar measures, which decompose the total product moment correlation coefficient summatively into three terms by direction and a set of functions which decompose the coherence summatively at each frequency into three terms by direction: forward direction, reverse direction and instantaneous interaction. It can be undertaken as an addition to a standard bivariate spectral and coherence analysis, and applied to either time series or point-process (spike train) data or mixtures of the two (hybrid data). In this paper, we demonstrate application to spike train data using simulated cortical neurone networks and application to experimental data from isolated muscle spindle sensory endings subject to random efferent stimulation

Gridded and direct Epoch of Reionisation bispectrum estimates using the Murchison Widefield Array

We apply two methods to estimate the 21~cm bispectrum from data taken within the Epoch of Reionisation (EoR) project of the Murchison Widefield Array (MWA). Using data acquired with the Phase II compact array allows a direct bispectrum estimate to be undertaken on the multiple redundantly-spaced triangles of antenna tiles, as well as an estimate based on data gridded to the $uv$-plane. The direct and gridded bispectrum estimators are applied to 21 hours of high-band (167--197~MHz; $z$=6.2--7.5) data from the 2016 and 2017 observing seasons. Analytic predictions for the bispectrum bias and variance for point source foregrounds are derived. We compare the output of these approaches, the foreground contribution to the signal, and future prospects for measuring the bispectra with redundant and non-redundant arrays. We find that some triangle configurations yield bispectrum estimates that are consistent with the expected noise level after 10 hours, while equilateral configurations are strongly foreground-dominated. Careful choice of triangle configurations may be made to reduce foreground bias that hinders power spectrum estimators, and the 21~cm bispectrum may be accessible in less time than the 21~cm power spectrum for some wave modes, with detections in hundreds of hours.Comment: 19 pages, 10 figures, accepted for publication in PAS

Identifying phase synchronization clusters in spatially extended dynamical systems

We investigate two recently proposed multivariate time series analysis techniques that aim at detecting phase synchronization clusters in spatially extended, nonstationary systems with regard to field applications. The starting point of both techniques is a matrix whose entries are the mean phase coherence values measured between pairs of time series. The first method is a mean field approach which allows to define the strength of participation of a subsystem in a single synchronization cluster. The second method is based on an eigenvalue decomposition from which a participation index is derived that characterizes the degree of involvement of a subsystem within multiple synchronization clusters. Simulating multiple clusters within a lattice of coupled Lorenz oscillators we explore the limitations and pitfalls of both methods and demonstrate (a) that the mean field approach is relatively robust even in configurations where the single cluster assumption is not entirely fulfilled, and (b) that the eigenvalue decomposition approach correctly identifies the simulated clusters even for low coupling strengths. Using the eigenvalue decomposition approach we studied spatiotemporal synchronization clusters in long-lasting multichannel EEG recordings from epilepsy patients and obtained results that fully confirm findings from well established neurophysiological examination techniques. Multivariate time series analysis methods such as synchronization cluster analysis that account for nonlinearities in the data are expected to provide complementary information which allows to gain deeper insights into the collective dynamics of spatially extended complex systems

Revealing Real-Time Emotional Responses: a Personalized Assessment based on Heartbeat Dynamics

Emotion recognition through computational modeling and analysis of physiological signals has been widely investigated in the last decade. Most of the proposed emotion recognition systems require relatively long-time series of multivariate records and do not provide accurate real-time characterizations using short-time series. To overcome these limitations, we propose a novel personalized probabilistic framework able to characterize the emotional state of a subject through the analysis of heartbeat dynamics exclusively. The study includes thirty subjects presented with a set of standardized images gathered from the international affective picture system, alternating levels of arousal and valence. Due to the intrinsic nonlinearity and nonstationarity of the RR interval series, a specific point-process model was devised for instantaneous identification considering autoregressive nonlinearities up to the third-order according to the Wiener-Volterra representation, thus tracking very fast stimulus-response changes. Features from the instantaneous spectrum and bispectrum, as well as the dominant Lyapunov exponent, were extracted and considered as input features to a support vector machine for classification. Results, estimating emotions each 10 seconds, achieve an overall accuracy in recognizing four emotional states based on the circumplex model of affect of 79.29%, with 79.15% on the valence axis, and 83.55% on the arousal axis

Revisiting mortality deceleration patterns in a gamma-Gompertz-Makeham framework

We calculate life-table aging rates (LARs) for overall mortality by estimating a gamma-Gompertz-Makeham (G GM) model and taking advantage of LAR’s parametric representation by Vaupel and Zhang [34]. For selected HMD countries, we study how the evolution of estimated LAR patterns could explain observed 1) longevity dynamics, and 2) mortality improvement or deterioration at different ages. Surprisingly, the age of mortality deceleration x showed almost no correlation with a number of longevity measures apart from e0. In addition, as mortality concentrates at older ages with time, its characteristic bell-shaped pattern becomes more pronounced. Moreover, in a GGM framework, we identify the impact of senescent mortality on shape of the rate of population aging. We also find evidence for a strong relationship between x and the statistically significant curvilinear changes in the evolution of e0 over time. Finally, model-based LARs appear to be consistent with point b) of the “heterogeneity hypothesis” [12]: mortality deceleration, due to selection effects, should shift to older ages as the level of total adult mortality declines

Large scale dynamics of the Persistent Turning Walker model of fish behavior

International audienceThis paper considers a new model of individual displacement, based on fish motion, the so-called Persistent Turning Walker (PTW) model, which involves an Ornstein-Uhlenbeck process on the curvature of the particle trajectory. The goal is to show that its large time and space scale dynamics is of diffusive type, and to provide an analytic expression of the diffusion coefficient. Two methods are investigated. In the first one, we compute the large time asymptotics of the variance of the individual stochastic trajectories. The second method is based on a diffusion approximation of the kinetic formulation of these stochastic trajectories. The kinetic model is a Fokker-Planck type equation posed in an extended phase-space involving the curvature among the kinetic variables. We show that both methods lead to the same value of the diffusion constant. We present some numerical simulations to illustrate the theoretical results

The Langevin diffusion as a continuous-time model of animal movement and habitat selection

TM was supported by the Centre for Advanced Biological Modelling at the University of Sheffield, funded by the Leverhulme Trust, award number DS-2014-081.1. The utilisation distribution of an animal describes the relative probability of space use. It is natural to think of it as the long-term consequence of the animal's short-term movement decisions: it is the accumulation of small displacements which, over time, gives rise to global patterns of space use. However, many estimation methods for the utilisation distribution either assume the independence of observed locations and ignore the underlying movement (e.g. kernel density estimation), or are based on simple Brownian motion movement rules (e.g. Brownian bridges). 2. We introduce a new continuous-time model of animal movement, based on the Langevin diffusion. This stochastic process has an explicit stationary distribution, conceptually analogous to the idea of the utilisation distribution, and thus provides an intuitive framework to integrate movement and space use. We model the stationary (utilisation) distribution with a resource selection function to link the movement to spatial covariates, and allow inference about habitat preferences of animals. 3. Standard approximation techniques can be used to derive the pseudo-likelihood of the Langevin diffusion movement model, and to estimate habitat preference and movement parameters from tracking data. We investigate the performance of the method on simulated data, and discuss its sensitivity to the time scale of the sampling. We present an example of its application to tracking data of Steller sea lions (Eumetopias jubatus). 4. Due to its continuous-time formulation, this method can be applied to irregular telemetry data. The movement model is specified using a habitat-dependent utilisation distribution, and it provides a rigorous framework to estimate long-term habitat selection from correlated movement data. The Langevin movement model can be approximated by linear model, which allows for very fast inference. Standard tools such as residuals can be used for model checking.PostprintPeer reviewe

RNA Unwinding by NS3 Helicase: A Statistical Approach

The study of double-stranded RNA unwinding by helicases is a problem of basic scientific interest. One such example is provided by studies on the hepatitis C virus (HCV) NS3 helicase using single molecule mechanical experiments. HCV currently infects nearly 3% of the world population and NS3 is a protein essential for viral genome replication. The objective of this study is to model the RNA unwinding mechanism based on previously published data and study its characteristics and their dependence on force, ATP and NS3 protein concentration. In this work, RNA unwinding by NS3 helicase is hypothesized to occur in a series of discrete steps and the steps themselves occurring in accordance with an underlying point process. A point process driven change point model is employed to model the RNA unwinding mechanism. The results are in large agreement with findings in previous studies. A gamma distribution based renewal process was found to model well the point process that drives the unwinding mechanism. The analysis suggests that the periods of constant extension observed during NS3 activity can indeed be classified into pauses and subpauses and that each depend on the ATP concentration. The step size is independent of external factors and seems to have a median value of 11.37 base pairs. The steps themselves are composed of a number of substeps with an average of about 4 substeps per step and an average substep size of about 3.7 base pairs. An interesting finding pertains to the stepping velocity. Our analysis indicates that stepping velocity may be of two kinds- a low and a high velocity