The problem of change detection in nonstatioriary time series using
linear regression models is addressed. It is assumed that the data can by accurately described by a linear regression model with piece-wise constant parameters. Due to the limitations of some classical approaches, based upon the innovation of one autoregressive (AR) model, most algorithms for the change detection presented make use of two AR models: one is a reference model, and the other one is a current model updated via a sliding block. Changes are detected when a suitable “distance” between these two models is high. Three “distance” measures are considered in the paper: cepstral distance, log-likelihood ratio (justified by GLR) and a distance involving the cross-entropy of the two conditional probabilities laws (divergence test). Other methods based on the quadratic forms of Gaussian random variables are also discussed in the paper. Finally, a change detection algorithm using three models and the evolution of Akaike Information Criterion is presented. All the presented algorithms constituted the object of evaluation by multiple simulation and háve been used to change detection in some nonstationary financial and economic time series.
In the paper a sequential monitoring scheme is proposed to detect instability of parameters in a multivariate autoregressive process. The proposed monitoring procedure is based on the quasi-likelihood scores and the quasi-maximum likelihood estimators of the respective parameters computed from a training sample, and it is designed so that the sequential test has a small probability of a false alarm and asymptotic power one as the size of the training sample is sufficiently large. The asymptotic distribution of the detector statistic is established under both the null hypothesis of no change as well as under the alternative that a change occurs.
This paper deals with the changeover from the decision tree (bivalent logic) approach to the fuzzy logic approach to highway traffic control, particularly to variable speed limit displays. The usage of existing knowledge from decision tree control is one of the most suitable methods for identification of the new fuzzy model. However, such method introduces several difficulties. These difficulties are described and possible measures are proposed. Several fuzzy logic algorithms were developed and tested by a~microsimulation model. The results are presented and the finest algorithm is recommended for testing on the Prague City Ring Road in real conditions. This paper provides a~guidance for researchers and practitioners dealing with similar problem formulation.
Matrix metalloproteinases (MMPs) play an important role in the pathogenesis of heart failure (HF). Our aim was to determine the activities of circulating MMP-2 and MMP-9 in patients with HF in respect of gender, comorbidities and treatment (n=51). We did not reveal any differences in circulating pro-MMP-2 and pro-MMP-9 activities between the patients with HF and without it. However, there was a decrease in activity of pro-MMP-2 in treated hypertensive participants versus healthy ones. In contrast, we observed increased pro-MMP-2 activity in hypertensive participants with coexistent HF versus hypertensive participants without HF. In addition, a decrease in pro-MMP-2 activity was shown in women suffering from HF versus men suffering from HF. In conclusion, potential inhibitory effect of antihypertensive treatment on pro-MMP-2 activity was found. Coexistent HF with hypertension probably reduces the inhibitory effect of antihypertensive treatment on pro-MMP-2 activity. Our data also suggest the role of potential cardioprotective factors influencing the activity of pro-MMP-2 in women., E. Giannakos, E. Vardali, M. Bartekova, M. Fogarassyova, M. Barancik, J. Radosinska., and Obsahuje bibliografii
Performances and reliability of a human operator are influenced by
fatigue. Influence of fatigue on the human operátor - car driver as a controller in the steering control loop is discussed. Demonstrated are possibilities of fatigue identification from small compensatory movernents of the steering wheel. Preliminary results of using a fatigue indicator based on the analysis of compensatory movernents of the steering wheel are introduced.
Pulmonary vein isolation (PVI) is the cornerstone in the
treatment of patients with paroxysmal atrial fibrillation (PAF).
Some research has suggested studies have shown that
modification of ganglionated plexuses (GP), performed with PVI,
could lead to even better outcomes. The aim of this study was to
determine the effect of PVI on the autonomic system. Heart rate
variability (HRV) was used as a marker of autonomic system
activity. Twenty-six PAF patients underwent PVI (PVI group) and
twenty patients underwent PVI plus a GP ablation (GP group). In
each group, 5 min long ECG signals obtained before and after the
electrophysiology EP study were analyzed. Time and frequency
domain parameters were evaluated. Vagal responses during
ablation were observed in 15 (58 %) patients in the PVI group
and in 12 (60 %) patients in the GP group. The change in
normalized power in the low frequency (LF) and in the LF/HF
ratio, before and after ablation, was statistically significant in
both groups (LF/HF 2.6±1.6 before vs. 1.4±1.7 after ablation in
PVI group and LF/HF 3.3±2.6 before vs. 1.8±1.9 after ablation in
the GP group). Relative to heart rate variability parameters, there
were no differences between PVI and PVI + plus GP ablation.
Changes in the mean sea level are the result of climate change, environmental change and human activity. The Baltic Sea is located in an area of glacial isostatic adjustment (GIA) which scientists are particularly interested in. However, published reports from this region do not include tide gauges located on the Polish coast of the Baltic Sea. Previous scientific studies include only selected tide gauges at various time intervals. The authors used different types of data (Revised Local Reference (RLR) data and metric data). They did not analyze the occurrence of vertical shifts (jumps) in time series. The main aim of this article is to determine changes in the mean level of the Baltic Sea at selected tide gauges on the southern Baltic Sea coast. The tide gauge data to determine changes in the mean sea level of the Baltic Sea on the Polish coast for the years 1811-2015, were acquired from the Institute of Meteorology and Water Management – National Research Institute (IMGW–PIB) in Poland and from the PSMSL (Permanent Service for Mean Sea Level) database. In the calculations, metric data, i.e. average monthly values, were used for tide gauges in Świnoujście, Kołobrzeg, Ustka, Stolpmunde, Władysławowo, and Gdańsk. For the reduction of vertical shifts in time series due to a change in the reference level, the author’s proprietary VSED algorithm was applied. Time series were analyzed in terms of seasonality effect. Statistical methods were used to determine the trend: linear regression analysis, spectral analysis, index method. A moving average with a "window" of 19 years was used to smooth the data. Changes in the mean level of the Baltic Sea at the analyzed tide gauges indicate small, short-time positive changes as well as a gradual, slight increase in the mean sea level ranging from +0.8 mm/y to +2.4 mm/y. The best-fitting trend line was obtained when adopting the application of the Fourier function and the moving average with a 19-year window. The analysis of vertical shifts (jumps) showed that there are vertical shifts not revealed at the stage of metric data reduction to the reference level. It has been shown that series from two tide gauges located close to each other can be combined and the series can thus be extended, which results in a reduction in the theoretical error of the determination of the trend.
Omentin is a protein produced by numerous tissues including adipose tissue. Its concentrations are decreased in patients with obesity, type 2 diabetes mellitus (DM) and coronary artery disease (CAD). Experimental studies suggest that omentin may have anti-inflammatory and insulin-sensitizing properties. In the present study, we measured circulating omentin levels and its mRNA expression in epicardial and subcutaneous fat, intercostal and heart muscle before and after elective cardiac surgery in patients with CAD (CAD+, DM-, n=18), combination of CAD and DM (CAD+, DM+, n=9) or with none of these conditions (CAD-, DM-, n=11). The groups did not differ in baseline anthropometric and biochemical characteristics with the exception of higher blood glucose and HBA1c in CAD+, DM+ group. Baseline circulating omentin levels tended to be lower in CAD+, DM- and CAD+, DM+ groups as compared to CAD-, DM- group and cardiac surgery increased its concentration only in CAD-, DMgroup. The change in serum omentin levels during surgery inversely correlated with epicardial fat thickness. While baseline omentin mRNA expression did not differ among the groups in any of the studied tissues, its increase after surgery was present only in subcutaneous fat in CAD-, DM- and CAD+, DM- groups, but not in CAD+, DM+ group. Intercostal muscle omentin mRNA expression increased after surgery only in CAD-, DM- group. In conclusion, cardiac surgery differentially affects omentin levels and subcutaneous fat and skeletal muscle mRNA expression in patients without coronary artery disease and diabetes as compared to patients with these conditions.
Vegetation on mountains is expected to react in a highly sensitive way to climate change and species losses are predicted in the near future. By means of monitoring studies changes in species diversity can be continuously recorded. In this paper the results of a 7-year study in the Southern Alps are reported. As part of the worldwide network GLORIA (The Global Observation Research Initiative in Alpine Environments) four summits, at altitudes ranging from the treeline to the alpine-subnival ecotone (2199, 2463, 2757 and 2893 m a.s.l.) in the Dolomites (northern Italy) were studied. Sites on the four summits were used to determine the effects of climate warming and observe changes in the numbers of species of vascular plants, frequency and composition. It is hypothesized that ‘thermophilization’ is likely to occur over a period of 7 years (i.e. species from lower altitudes are expected to migrate to the summits due to climate warming). It is also hypothesized that nival, alpine-subnival and endemic species might decrease due to competitive displacement by species from lower altitudes. The summit areas were comprehensively sampled (from the highest point down to the 10 m contour line) in 2001, 2006 and 2008. In addition, 4 × 1 m2 permanent plots located 5 m below the highest summit point on the north, south, east and west sides of each summit were sampled. The results of revisiting the summits indicate that the number of species increased on all four summits, with the greatest gains (15% and 18%) recorded on the two highest summits and moderate gains (4% and 9%) on the two lower summits. Species’ frequencies within the 1 m2 plots also increased during the 2001–2008 period. A thermophilization trend was demonstrated in which species with distribution centres in the montane or tree line zones were found for the first time on three of the summits. On the lowest summit, the vigorous growth of trees and establishment of new saplings indicate an upward migration of the forest boundary. Species that disappeared from the four summits belonged to species with different altitudinal ranges; however, nival and subnival-alpine species remained. One endemic species, Potentilla nitida, disappeared from the highest summit. Further changes and clearer trends are expected in the next decade.