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Robust conditional spectral analysis of replicated time series 复制时间序列的鲁棒条件谱分析
4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 DOI: 10.4310/sii.2023.v16.n1.a7
Zeda Li
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引用次数: 1
The elliptical Ornstein–Uhlenbeck process 椭圆Ornstein-Uhlenbeck过程
4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 DOI: 10.4310/sii.2023.v16.n1.a11
Adam Sykulski, Sofia Charlotta Olhede, Hanna Sykulska-Lawrence
We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are observed in many applications of coupled bivariate time series. The appeal of the model is that elliptical oscillations are generated using one simple first order SDE, whereas alternative models require more complicated vectorised or higher order SDE representations. The second useful feature is that parameter estimation can be performed robustly in the frequency domain using only the modelled and observed power spectral density, without having to model and compute cross spectra of individual time series components. We determine properties of the model including the conditions for stationarity, and the geometrical structure of the elliptical oscillations. We demonstrate the utility of the model by measuring periodic and elliptical properties of Earth's polar motion.
我们引入了椭圆Ornstein-Uhlenbeck (OU)过程,它是众所周知的单变量OU过程在二元时间序列上的推广。该过程在复平面上绘制出随时间的椭圆随机振荡,这在耦合二元时间序列的许多应用中都可以观察到。该模型的吸引力在于椭圆振荡是使用一个简单的一阶SDE生成的,而替代模型需要更复杂的矢量化或高阶SDE表示。第二个有用的特征是,参数估计可以在频域鲁棒地执行,仅使用建模和观测功率谱密度,而不必建模和计算单个时间序列分量的交叉谱。我们确定了模型的性质,包括平稳性的条件和椭圆振荡的几何结构。我们通过测量地球极运动的周期性和椭圆性来证明该模型的实用性。
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引用次数: 0
A semi-supervised density peaks clustering algorithm 一种半监督密度峰聚类算法
IF 0.8 4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 DOI: 10.4310/22-sii725
Yuanyuan Wang, Bingyi Jing
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引用次数: 0
Quadratic upper bound algorithms for estimation under Cox model in case-cohort studies 病例队列研究中Cox模型估计的二次上界算法
IF 0.8 4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 DOI: 10.4310/22-sii736
Jieli Ding, Jiaqian Zhang, Yanqin Feng, Yuxuan Du
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引用次数: 0
Adaptive Clustering and Feature Selection for Categorical Time Series Using Interpretable Frequency-Domain Features. 使用可解释的频域特征对分类时间序列进行自适应聚类和特征选择。
IF 0.3 4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 Epub Date: 2023-04-13 DOI: 10.4310/22-sii755
Scott A Bruce

This article presents a novel approach to clustering and feature selection for categorical time series via interpretable frequency-domain features. A distance measure is introduced based on the spectral envelope and optimal scalings, which parsimoniously characterize prominent cyclical patterns in categorical time series. Using this distance, partitional clustering algorithms are introduced for accurately clustering categorical time series. These adaptive procedures offer simultaneous feature selection for identifying important features that distinguish clusters and fuzzy membership when time series exhibit similarities to multiple clusters. Clustering consistency of the proposed methods is investigated, and simulation studies are used to demonstrate clustering accuracy with various underlying group structures. The proposed methods are used to cluster sleep stage time series for sleep disorder patients in order to identify particular oscillatory patterns associated with sleep disruption.

本文介绍了一种通过可解释频域特征对分类时间序列进行聚类和特征选择的新方法。文章介绍了一种基于频谱包络和最优标度的距离测量方法,它能简明地描述分类时间序列中突出的周期模式。利用这一距离,引入了分区聚类算法,对分类时间序列进行精确聚类。当时间序列表现出与多个聚类的相似性时,这些自适应程序可同时提供特征选择,以识别区分聚类的重要特征和模糊成员资格。对所提出方法的聚类一致性进行了研究,并利用模拟研究来证明各种基本组结构的聚类准确性。建议的方法用于对睡眠障碍患者的睡眠阶段时间序列进行聚类,以识别与睡眠中断相关的特殊振荡模式。
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引用次数: 0
Estimating individualized treatment rules for multicategory type 2 diabetes treatments using electronic health records. 利用电子健康记录估算 2 型糖尿病多类别治疗的个性化治疗规则。
IF 0.8 4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 Epub Date: 2023-04-14 DOI: 10.4310/22-sii739
Jitong Lou, Yuanjia Wang, Lang Li, Donglin Zeng

In this article, we propose a general framework to learn optimal treatment rules for type 2 diabetes (T2D) patients using electronic health records (EHRs). We first propose a joint modeling approach to characterize patient's pretreatment conditions using longitudinal markers from EHRs. The estimation accounts for informative measurement times using inverse-intensity weighting methods. The predicted latent processes in the joint model are used to divide patients into a finite of subgroups and, within each group, patients share similar health profiles in EHRs. Within each patient group, we estimate optimal individualized treatment rules by extending a matched learning method to handle multicategory treatments using a one-versus-one approach. Each matched learning for two treatments is implemented by a weighted support vector machine with matched pairs of patients. We apply our method to estimate optimal treatment rules for T2D patients in a large sample of EHRs from the Ohio State University Wexner Medical Center. We demonstrate the utility of our method to select the optimal treatments from four classes of drugs and achieve a better control of glycated hemoglobin than any one-size-fits-all rules.

在本文中,我们提出了一个利用电子健康记录(EHR)学习 2 型糖尿病(T2D)患者最佳治疗规则的通用框架。我们首先提出了一种联合建模方法,利用电子健康记录的纵向标记来描述患者的治疗前情况。估计时使用反强度加权法考虑了信息测量时间。联合模型中预测的潜在过程被用来将患者分成有限的几个亚组,在每个亚组里,患者在电子病历中都有相似的健康状况。在每个患者组内,我们通过扩展匹配学习方法来估算最佳个体化治疗规则,从而使用一对一方法处理多类别治疗。针对两种治疗方法的每种匹配学习都是通过加权支持向量机与匹配的患者对来实现的。我们应用我们的方法估算了俄亥俄州立大学韦克斯纳医疗中心大量电子病历样本中 T2D 患者的最佳治疗规则。我们证明了我们的方法的实用性,它能从四类药物中选择最佳治疗方法,比任何 "一刀切 "的规则都能更好地控制糖化血红蛋白。
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引用次数: 0
Generalized Gaussian time series model for increments of EEG data 脑电数据增量的广义高斯时间序列模型
IF 0.8 4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 DOI: 10.4310/21-sii692
N. Leonenko, Ž. Salinger, A. Sikorskii, N. Šuvak, M. Boivin
We propose a new strictly stationary time series model with marginal generalized Gaussian distribution and exponentially decaying autocorrelation function for modeling of increments of electroencephalogram (EEG) data collected from Ugandan children during coma from cerebral malaria. The model inherits its appealing properties from the strictly stationary strong mixing Markovian diffusion with invari-ant generalized Gaussian distribution (GGD). The GGD parametrization used in this paper comprises some famous light-tailed distributions (e.g., Laplace and Gaussian) and some well known and widely applied heavy-tailed distributions (e.g., Student). Two versions of this model fit to the data from each EEG channel. In the first model, marginal distributions is from the light-tailed GGD sub-family, and the distribution parameters were estimated using quasi-likelihood approach. In the second model, marginal distributions is heavy-tailed (Student), and the tail index was estimated using the approach based on the empirical scaling function. The estimated parameters from models across EEG channels were explored as potential predictors of neurocognitive outcomes of these children 6 months after recov-ering from illness. Several of these parameters were shown to be important predictors even after controlling for neurocognitive scores immediately following cerebral malaria illness and traditional blood and cerebrospinal fluid biomarkers collected during hospitalization.
我们提出了一种新的严格平稳时间序列模型,该模型具有边际广义高斯分布和指数衰减自相关函数,用于模拟乌干达儿童脑疟疾昏迷期间的脑电图数据增量。该模型继承了具有不变广义高斯分布(GGD)的严格平稳强混合马尔可夫扩散的优良特性。本文使用的GGD参数化包括一些著名的轻尾分布(如拉普拉斯和高斯分布)和一些著名的、应用广泛的重尾分布(如Student分布)。该模型的两个版本适合于每个脑电信号通道的数据。在第一个模型中,边际分布来自轻尾GGD亚族,并使用准似然方法估计分布参数。在第二个模型中,边际分布是重尾分布(Student),并且使用基于经验标度函数的方法估计尾部指数。通过脑电图各通道模型的估计参数作为这些儿童康复后6个月神经认知结果的潜在预测因子进行了探讨。即使在控制脑型疟疾发病后立即的神经认知评分和住院期间收集的传统血液和脑脊液生物标志物后,其中一些参数仍被证明是重要的预测指标。
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引用次数: 2
Compressing recurrent neural network models through principal component analysis 利用主成分分析压缩递归神经网络模型
IF 0.8 4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 DOI: 10.4310/22-sii727
Haobo Qi, Jingxuan Cao, Shichong Chen, Jing Zhou
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引用次数: 1
Multiple hypotheses testing on dependent count data with covariate effects 具有协变量效应的相关计数数据的多假设检验
IF 0.8 4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 DOI: 10.4310/22-sii728
Weizhe Su, Xia Wang
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引用次数: 0
Markov-switching Poisson generalized autoregressive conditional heteroscedastic models 马尔可夫开关泊松广义自回归条件异方差模型
IF 0.8 4区 数学 Q4 MATHEMATICAL & COMPUTATIONAL BIOLOGY Pub Date : 2023-01-01 DOI: 10.4310/22-sii741
Ji-Chun Liu, Yue Pan, Jiazhu Pan, A. Almarashi
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引用次数: 0
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