scholarly journals Inferring Population Genetics Parameters of Evolving Viruses Using Time-series Data

2018 ◽  
Author(s):  
Tal Zinger ◽  
Pleuni S. Pennings ◽  
Adi Stern
Keyword(s):  
Time Series ◽  
Population Size ◽  
Deep Sequencing ◽  
Time Series Data ◽  
Simulated Data ◽  
Ease Of Use ◽  
Series Data ◽  
Multiple Time ◽  
Sequencing Data ◽  
Multiple Time Points

1AbstractWith the advent of deep sequencing techniques, it is now possible to track the evolution of viruses with ever-increasing detail. Here we present FITS (Flexible Inference from Time-Series) – a computational framework that allows inference of either the fitness of a mutation, the mutation rate or the population size from genomic time-series sequencing data. FITS was designed first and foremost for analysis of either short-term Evolve & Resequence (E&R) experiments, or for rapidly recombining populations of viruses. We thoroughly explore the performance of FITS on noisy simulated data, and highlight its ability to infer meaningful information even in those circumstances. In particular FITS is able to categorize a mutation as Advantageous, Neutral or Deleterious. We next apply FITS to empirical data from an E&R experiment on poliovirus where parameters were determined experimentally and demonstrate extremely high accuracy in inference. We highlight the ease of use of FITS for step-wise or iterative inference of mutation rates, population size, and fitness values for each mutation sequenced, when deep sequencing data is available at multiple time-points.AvailabilityFITS is written in C++ and is available both with a highly user friendly graphical user interface but also as a command line program that allows parallel high throughput analyses. Source code, binaries (Windows and Mac) and complementary scripts, are available from GitHub at https://github.com/SternLabTAU/[email protected]

Random order autoregressive time series model with structural break

2020 ◽  
Vol 15 (3) ◽  
pp. 225-237
Author(s):  
Saurabh Kumar ◽  
Jitendra Kumar ◽  
Vikas Kumar Sharma ◽  
Varun Agiwal
Keyword(s):  
Time Series ◽  
Structural Breaks ◽  
Time Series Data ◽  
Structural Break ◽  
Random Order ◽  
Real Data ◽  
Series Data ◽  
Model Parameters ◽  
Multiple Time ◽  
Multiple Time Points

This paper deals with the problem of modelling time series data with structural breaks occur at multiple time points that may result in varying order of the model at every structural break. A flexible and generalized class of Autoregressive (AR) models with multiple structural breaks is proposed for modelling in such situations. Estimation of model parameters are discussed in both classical and Bayesian frameworks. Since the joint posterior of the parameters is not analytically tractable, we employ a Markov Chain Monte Carlo method, Gibbs sampling to simulate posterior sample. To verify the order change, a hypotheses test is constructed using posterior probability and compared with that of without breaks. The methodologies proposed here are illustrated by means of simulation study and a real data analysis.

scholarly journals Remaining Useful Life Prediction Using Temporal Convolution with Attention

AI ◽  
2021 ◽  
Vol 2 (1) ◽  
pp. 48-70
Author(s):  
Wei Ming Tan ◽  
T. Hui Teo
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Data ◽  
Remaining Useful Life ◽  
Sensor Data ◽  
Series Data ◽  
Multiple Time ◽  
Data Set ◽  
Form Complex ◽  
Useful Life

Prognostic techniques attempt to predict the Remaining Useful Life (RUL) of a subsystem or a component. Such techniques often use sensor data which are periodically measured and recorded into a time series data set. Such multivariate data sets form complex and non-linear inter-dependencies through recorded time steps and between sensors. Many current existing algorithms for prognostic purposes starts to explore Deep Neural Network (DNN) and its effectiveness in the field. Although Deep Learning (DL) techniques outperform the traditional prognostic algorithms, the networks are generally complex to deploy or train. This paper proposes a Multi-variable Time Series (MTS) focused approach to prognostics that implements a lightweight Convolutional Neural Network (CNN) with attention mechanism. The convolution filters work to extract the abstract temporal patterns from the multiple time series, while the attention mechanisms review the information across the time axis and select the relevant information. The results suggest that the proposed method not only produces a superior accuracy of RUL estimation but it also trains many folds faster than the reported works. The superiority of deploying the network is also demonstrated on a lightweight hardware platform by not just being much compact, but also more efficient for the resource restricted environment.

Changepoint Analysis of Binary and Ordinal Probit Models: An Application to Bank Rate Policy Under the Interwar Gold Standard

2011 ◽  
Vol 19 (2) ◽  
pp. 188-204 ◽  
Author(s):  
Jong Hee Park
Keyword(s):  
Time Series ◽  
Gold Standard ◽  
Time Series Data ◽  
Likelihood Function ◽  
Marginal Likelihood ◽  
Estimation Method ◽  
Simulated Data ◽  
Likelihood Method ◽  
Series Data ◽  
Ordinal Probit

In this paper, I introduce changepoint models for binary and ordered time series data based on Chib's hidden Markov model. The extension of the changepoint model to a binary probit model is straightforward in a Bayesian setting. However, detecting parameter breaks from ordered regression models is difficult because ordered time series data often have clustering along the break points. To address this issue, I propose an estimation method that uses the linear regression likelihood function for the sampling of hidden states of the ordinal probit changepoint model. The marginal likelihood method is used to detect the number of hidden regimes. I evaluate the performance of the introduced methods using simulated data and apply the ordinal probit changepoint model to the study of Eichengreen, Watson, and Grossman on violations of the “rules of the game” of the gold standard by the Bank of England during the interwar period.

scholarly journals A framework to analyze multiple time series data: A case study with Streptomyces coelicolor

2005 ◽  
Vol 33 (2) ◽  
pp. 159-172 ◽  
Author(s):  
Sarika Mehra ◽  
Wei Lian ◽  
Karthik P. Jayapal ◽  
Salim P. Charaniya ◽  
David H. Sherman ◽  
...  
Keyword(s):  
Time Series ◽  
Time Series Data ◽  
Streptomyces Coelicolor ◽  
Series Data ◽  
Multiple Time ◽  
Multiple Time Series

scholarly journals Causal inference with multiple time series: principles and problems

2013 ◽  
Vol 371 (1997) ◽  
pp. 20110613 ◽  
Author(s):  
Michael Eichler
Keyword(s):  
Time Series ◽  
Causal Inference ◽  
Granger Causality ◽  
Latent Variables ◽  
Time Series Data ◽  
Series Data ◽  
Multiple Time ◽  
Identification Algorithm ◽  
Multiple Time Series ◽  
Theoretical Justification

I review the use of the concept of Granger causality for causal inference from time-series data. First, I give a theoretical justification by relating the concept to other theoretical causality measures. Second, I outline possible problems with spurious causality and approaches to tackle these problems. Finally, I sketch an identification algorithm that learns causal time-series structures in the presence of latent variables. The description of the algorithm is non-technical and thus accessible to applied scientists who are interested in adopting the method.

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