scholarly journals Stochastic methods for inferring states of cell migration

2018 ◽  
Author(s):  
R.J. Allen ◽  
C. Welch ◽  
N. Pankow ◽  
K. Hahn ◽  
Timothy C. Elston

AbstractCell migration refers to the ability of cells to translocate across a substrate or through a matrix. To achieve net movement requires spatiotemporal regulation of the actin cytoskeleton. Computational approaches are neceary to identify and quantify the regulatory mechanisms that generate directed cell movement. To address this need, we developed computational tools, based on stochastic modeling, to analyze time series data for the position of randomly migrating cells. Our approach allows parameters that characterize cell movement to be efficiently estimated from time series data. We applied our methods to analyze the random migration of Mouse Embryonic Fibroblasts (MEFS). Our analysis revealed that these cells exist in two distinct states of migration characterized by differences in cell speed and persistence. Further analysis revealed that the Rho-family GTPase RhoG plays a role in establishing these two states. An important feature of our computational approach is that it provides a method for predicting the current migration state of an individual cell from time series data. Using this feature, we demonstrate that HeLa cells also exhibit two states of migration, and that these states correlate with differences in the spatial distribution of active Rac1.

1999 ◽  
Vol 09 (03) ◽  
pp. 455-471 ◽  
Author(s):  
W. J. STASZEWSKI ◽  
K. WORDEN

The continuous and orthogonal wavelet transforms are used to analyze time-series data. The analysis involves signal decomposition into scale components using both Grossman–Morlet and Daubechies type wavelets. A number of simulated and experimental data vectors exhibiting different types of coherent structures, chaos and noise is analyzed. The study shows that wavelet analysis provides a unifying framework for the description of many phenomena in time-series.


2019 ◽  
Vol 1 (2) ◽  
pp. 70
Author(s):  
Solikhah Novita Intan ◽  
Etik Zukhronah ◽  
Supriyadi Wibowo

<pre>Glagah Beach is one of the tourist destinations in Kulon Progo Regency, Yogyakarta which is the most visited by tourists. Glagah Beach visitors data show  that in the month of Eid Al-Fitr there was a significant increase. This shows that there is an effect of the calendar variation of Eid al-Fitr. Therefore, it is needed a method that can be used to analyze time series data which contains effects of calendar variations, that is ARIMAX method. The aim of this study are to find the best ARIMAX model and to predict the number of visitors to Glagah Beach in the future. The result shows that the best ARIMAX model was ARIMAX([24],0,0). Forecasting from January to September 2016 are 37211, 21306, 26247, 24148, 28402, 29309, 81724, 26029, and 23688 visitors.</pre><br /> Keywords: Glagah Beach; variation of calendar; Eid al-Fitr; ARIMAX.


2018 ◽  
Vol 14 (3) ◽  
pp. 1-21
Author(s):  
Cyrille Ponchateau ◽  
Ladjel Bellatreche ◽  
Carlos Ordonez ◽  
Mickael Baron

In scientific research, the results of an experiment commonly take the form of a time series, in which such time series consists of measurements collected from a sensor over time. After time series are stored, mathematical models are derived using numerical methods. Even though there exist plenty of tools to store and analyze time series data, there is scarce research aimed at storing and querying derived models, which are the most important mechanism for a scientist to understand data. In this article, the authors propose to help scientists with a flexible database structure to persist and manage mathematical models with a mathematical models store, with extended features, to handle time series. In this article, the authors introduce the concept of a mathematical models store enriched with numerical processing methods to allow queries based on raw time series data. Then they introduce a prototype, that is an implementation of such a data store with PostgreSQL.


Author(s):  
Nurul Yuniataqwa Karunia ◽  
Malik Cahyadin

This research aims to find out factors influencing the exchange rate of rupiah toward yen. The approach used to analyze time series data in this study is monetary approach with ECM as the chosen regression model. The year of observation was begun in 1970-2002. Based on regression which done, the result showed that there is the significant correlation between independent variable (MI,Yreal, NP1) with dependent variable (exchange rate of Rupiah fYen). The correlation happens either in long or short term.


1977 ◽  
Vol 29 (4) ◽  
pp. 523-551 ◽  
Author(s):  
Alan Zuckerman ◽  
Mark Irving Lichbach

Arguing counter to the accepted positions of political sociology, we contend that voters' decisions are best explained by the absence or presence of strong loyalties to political parties rather than by social or economic factors. Hence, in areas where most people have strong party attachments, marked change in the partisan division of the vote occurs only when an exceptionally large number of new voters enters the electoral arena; alterations in the social composition of a party's voters follow changes in the occupation or social categories of those who consistently vote for the party. In presenting this argument, we analyze time-series data for Britain, West Germany, and Sweden which negate the predicted development of “catch-all” electorates, and we test the relative power of party and class variables as predictors of voting behavior in Butler's and Stokes's panel study of British voters between 1963 and 1970.


2013 ◽  
Author(s):  
Stephen J. Tueller ◽  
Richard A. Van Dorn ◽  
Georgiy Bobashev ◽  
Barry Eggleston

Author(s):  
Rizki Rahma Kusumadewi ◽  
Wahyu Widayat

Exchange rate is one tool to measure a country’s economic conditions. The growth of a stable currency value indicates that the country has a relatively good economic conditions or stable. This study has the purpose to analyze the factors that affect the exchange rate of the Indonesian Rupiah against the United States Dollar in the period of 2000-2013. The data used in this study is a secondary data which are time series data, made up of exports, imports, inflation, the BI rate, Gross Domestic Product (GDP), and the money supply (M1) in the quarter base, from first quarter on 2000 to fourth quarter on 2013. Regression model time series data used the ARCH-GARCH with ARCH model selection indicates that the variables that significantly influence the exchange rate are exports, inflation, the central bank rate and the money supply (M1). Whereas import and GDP did not give any influence.


2016 ◽  
Vol 136 (3) ◽  
pp. 363-372
Author(s):  
Takaaki Nakamura ◽  
Makoto Imamura ◽  
Masashi Tatedoko ◽  
Norio Hirai

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