Structural Change in (Economic) Time Series

Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data. The exposition is confined to retrospective methods for univariate time series. Several recent methods for dating structural changes are compared using a time series of oil prices spanning more than 60 years. The methods broadly agree for the first part of the series up to the mid-1980s, for which changes are associated with major historical events, but provide somewhat different solutions thereafter, reflecting a gradual increase in oil prices that is not well described by a step function. As a further illustration, 1990s data on the volatility of the Hang Seng stock market index are reanalyzed.Comment: 12 pages, 6 figure

Height Fluctuations and Intermittency of V2O5V_2 O_5 Films by Atomic Force Microscopy

The spatial scaling law and intermittency of the $V_2 O_5$ surface roughness by atomic force microscopy has been investigated. The intermittency of the height fluctuations has been checked by two different methods, first, by measuring scaling exponent of q-th moment of height-difference fluctuations i.e. $C_q =$ and the second, by defining generating function $Z(q,N)$ and generalized multi-fractal dimension $D_q$. These methods predict that there is no intermittency in the height fluctuations. The observed roughness and dynamical exponents can be explained by the numerical simulation on the basis of forced Kuramoto-Sivashinsky equation.Comment: 6 pages (two columns), 11 eps. figures, late

Varying expectancies and attention bias in phobic and non-phobic individuals

Phobic individuals display an attention bias to phobia-related information and biased expectancies regarding the likelihood of being faced with such stimuli. Notably, although attention and expectancy biases are core features in phobia and anxiety disorders, these biases have mostly been investigated separately and their causal impact has not been examined. We hypothesized that these biases might be causally related. Spider phobic and low spider fearful control participants performed a visual search task in which they specified whether the deviant animal in a search array was a spider or a bird. Shorter reaction times (RTs) for spiders than for birds in this task reflect an attention bias toward spiders. Participants' expectancies regarding the likelihood of these animals being the deviant in the search array were manipulated by presenting verbal cues. Phobics were characterized by a pronounced and persistent attention bias toward spiders; controls displayed slower RTs for birds than for spiders only when spider cues had been presented. More important, we found RTs for spider detections to be virtually unaffected by the expectancy cues in both groups, whereas RTs for bird detections showed a clear influence of the cues. Our results speak to the possibility that evolution has formed attentional systems that are specific to the detection of phylogenetically salient stimuli such as threatening animals; these systems may not be as penetrable to variations in (experimentally induced) expectancies as those systems that are used for the detection of non-threatening stimuli. In sum, our findings highlight the relation between expectancies and attention engagement in general. However, expectancies may play a greater role in attention engagement in safe environments than in threatening environments

Why Are Outcomes Different for Registry Patients Enrolled Prospectively and Retrospectively? Insights from the Global Anticoagulant Registry in the FIELD-Atrial Fibrillation (GARFIELD-AF).

Background: Retrospective and prospective observational studies are designed to reflect real-world evidence on clinical practice, but can yield conflicting results. The GARFIELD-AF Registry includes both methods of enrolment and allows analysis of differences in patient characteristics and outcomes that may result. Methods and Results: Patients with atrial fibrillation (AF) and ≥1 risk factor for stroke at diagnosis of AF were recruited either retrospectively (n = 5069) or prospectively (n = 5501) from 19 countries and then followed prospectively. The retrospectively enrolled cohort comprised patients with established AF (for a least 6, and up to 24 months before enrolment), who were identified retrospectively (and baseline and partial follow-up data were collected from the emedical records) and then followed prospectively between 0-18 months (such that the total time of follow-up was 24 months; data collection Dec-2009 and Oct-2010). In the prospectively enrolled cohort, patients with newly diagnosed AF (≤6 weeks after diagnosis) were recruited between Mar-2010 and Oct-2011 and were followed for 24 months after enrolment. Differences between the cohorts were observed in clinical characteristics, including type of AF, stroke prevention strategies, and event rates. More patients in the retrospectively identified cohort received vitamin K antagonists (62.1% vs. 53.2%) and fewer received non-vitamin K oral anticoagulants (1.8% vs . 4.2%). All-cause mortality rates per 100 person-years during the prospective follow-up (starting the first study visit up to 1 year) were significantly lower in the retrospective than prospectively identified cohort (3.04 [95% CI 2.51 to 3.67] vs . 4.05 [95% CI 3.53 to 4.63]; p = 0.016). Conclusions: Interpretations of data from registries that aim to evaluate the characteristics and outcomes of patients with AF must take account of differences in registry design and the impact of recall bias and survivorship bias that is incurred with retrospective enrolment. Clinical Trial Registration: - URL: http://www.clinicaltrials.gov . Unique identifier for GARFIELD-AF (NCT01090362)

In- and Out-Group Effects on Social Perception and Empathy in Cocaine Use Disorder

Earlier research revealed that cocaine users display impairments in emotional but not necessarily in cognitive empathy. However, no study to date has tested whether empathy is generally altered or whether impairments are restricted to specific social targets. The current investigation addresses this open question. In addition, we examined whether attributions of warmth and competence as well as personal future expectancies differed between cocaine users and substance-naïve controls. Twenty-two chronic cocaine users and 40 stimulant-naïve controls specified their perceived warmth and competence for four social targets [in-group member, opposite consumption out-group member (cocaine user for controls and non-user for cocaine user), opposite consumption out-group member of opposite gender, and elderly person]. They also specified their cognitive and emotional empathy for these four targets facing eight desirable and eight undesirable events. Finally, they rated the likelihood of these scenarios happening to themselves. Both cocaine users and controls attributed lower warmth to cocaine-using than non-using targets. Comparably, no in-group preference was observed in cocaine user’s emotional empathy ratings, and greater denigration of the in-group was associated with higher frequency and doses of cocaine consumption. In addition, cocaine users rated both desirable and undesirable events as more likely to happen to themselves than did controls. Results show that substance-naïve individuals stigmatize cocaine users. They further point to compromised self-esteem in cocaine users resulting from such stigmatization. Interventions should address stigmatization processes to break the vicious circle of mutual social distancing and stronger dedication to the drug

The Effects of High-Intensity versus Low-Intensity Resistance Training on Leg Extensor Power and Recovery of Knee Function after ACL-Reconstruction

Objective. Persistent weakness is a common problem after anterior cruciate ligament- (ACL-) reconstruction. This study investigated the effects of high-intensity (HRT) versus low-intensity (LRT) resistance training on leg extensor power and recovery of knee function after ACL-reconstruction. Methods. 31 males and 19 females were randomized to HRT (n = 24) or LRT (n = 26) from week 8–20 after ACL-reconstruction. Leg extensor power, joint laxity, and self-reported knee function were measured before and 7, 14, and 20 weeks after surgery. Hop tests were assessed before and after 20 weeks. Results. Power in the injured leg was 90% (95% CI 86–94%) of the noninjured leg, decreasing to 64% (95% CI 60–69%) 7 weeks after surgery. During the resistance training phase there was a significant group by time interaction for power (P = 0.020). Power was regained more with HRT compared to LRT at week 14 (84% versus 73% of noninjured leg, resp.; P = 0.027) and at week 20 (98% versus 83% of noninjured leg, resp.; P = 0.006) without adverse effects on joint laxity. No other between-group differences were found. Conclusion. High-intensity resistance training during rehabilitation after ACL-reconstruction can improve muscle power without adverse effects on joint laxity

A Grhl2-dependent gene network controls trophoblast branching morphogenesis

Healthy placental development is essential for reproductive success; failure of the feto-maternal interface results in pre-eclampsia and intrauterine growth retardation. We found that grainyhead-like 2 (GRHL2), a CP2-type transcription factor, is highly expressed in chorionic trophoblast cells, including basal chorionic trophoblast (BCT) cells located at the chorioallantoic interface in murine placentas. Placentas from Grhl2-deficient mouse embryos displayed defects in BCT cell polarity and basement membrane integrity at the chorioallantoic interface, as well as a severe disruption of labyrinth branching morphogenesis. Selective Grhl2 inactivation only in epiblast-derived cells rescued all placental defects but phenocopied intraembryonic defects observed in global Grhl2 deficiency, implying the importance of Grhl2 activity in trophectoderm-derived cells. ChIP-seq identified 5282 GRHL2 binding sites in placental tissue. By integrating these data with placental gene expression profiles, we identified direct and indirect Grhl2 targets and found a marked enrichment of GRHL2 binding adjacent to genes downregulated in Grhl2(-/-) placentas, which encoded known regulators of placental development and epithelial morphogenesis. These genes included that encoding the serine protease inhibitor Kunitz type 1 (Spint1), which regulates BCT cell integrity and labyrinth formation. In human placenta, we found that human orthologs of murine GRHL2 and its targets displayed co-regulation and were expressed in trophoblast cells in a similar domain as in mouse placenta. Our data indicate that a conserved Grhl2-coordinated gene network controls trophoblast branching morphogenesis, thereby facilitating development of the site of feto-maternal exchange. This might have implications for syndromes related to placental dysfunction

Chronic lymphocytic leukaemia: the role of T cells in a B cell disease

Chronic lymphocytic leukaemia (CLL) has long been thought to be an immunosuppressive disease and abnormalities in T‐cell subset distribution and function have been observed in many studies. However, the role of T cells (if any) in disease progression remains unclear and has not been directly studied. This has changed with the advent of new therapies, such as chimeric antigen receptor‐T cells, which actively use retargeted patient‐derived T cells as “living drugs” for CLL. However complete responses are relatively low (~26%) and recent studies have suggested the differentiation status of patient T cells before therapy may influence efficacy. Non‐chemotherapeutic drugs, such as idelalisib and ibrutinib, also have an impact on T cell populations in CLL patients. This review will highlight what is known about T cells in CLL during disease progression and after treatment, and discuss the prospects of using T cells as predictive biomarkers for immune status and response to therapy

Guaranteed Conditional Performance of Control Charts via Bootstrap Methods

To use control charts in practice, the in-control state usually has to be estimated. This estimation has a detrimental effect on the performance of control charts, which is often measured for example by the false alarm probability or the average run length. We suggest an adjustment of the monitoring schemes to overcome these problems. It guarantees, with a certain probability, a conditional performance given the estimated in-control state. The suggested method is based on bootstrapping the data used to estimate the in-control state. The method applies to different types of control charts, and also works with charts based on regression models, survival models, etc. If a nonparametric bootstrap is used, the method is robust to model errors. We show large sample properties of the adjustment. The usefulness of our approach is demonstrated through simulation studies.Comment: 21 pages, 5 figure