Detecting and Localizing Differences in Functional Time Series Dynamics: A Case Study in Molecular Biophysics
函数型时间序列动态差异的检测与定位:分子生物物理案例AI 解读 ↓
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AI 根据所提供的论文材料归类:摘要明确研究函数型时间序列的频谱与动态比较,方法属于时间序列;具体应用场景为分子生物物理。
函数型时间序列动态差异的检测与定位:分子生物物理案例AI 解读 ↓
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Motivated by the problem of inferring the molecular dynamics of DNA in solution, and linking them with its base-pair composition, we consider the problem of comparing the dynamics of functional time series (FTS), and of localizing any inferred differences in frequency and along curvelength. The approach we take is one of Fourier analysis, where the complete second-order structure of the FTS is encoded by its spectral density operator, indexed by frequency and curvelength. The comparison is broken down to a hierarchy of stages: at a global level, we compare the spectral density operators of the two FTS, across frequencies and curvelength, based on a Hilbert–Schmidt criterion; then, we localize any differences to specific frequencies; and, finally, we further localize any differences along the length of the random curves, that is, in physical space. A hierarchical multiple testing approach guarantees control of the averaged false discovery rate over the selected frequencies. In this sense, we are able to attribute any differences to distinct dynamic (frequency) and spatial (curvelength) contributions. Our approach is presented and illustrated by means of a case study in molecular biophysics: how can one use molecular dynamics simulations of short strands of DNA to infer their temporal dynamics at the scaling limit, and probe whether these depend on the sequence encoded in these strands? Supplementary materials for this article are available online.
含潜在因子的密度值向量自回归模型
We propose a density-valued vector autoregressive model with latent factors for multivariate time series of density functions. Motivated by weekly regional distributions of SARS-CoV-2 cycle threshold (Ct) values in Brazil, we study their distributional dynamics across regions. The Ct value is the number of amplification cycles required for the viral signal to cross a detection threshold (lower Ct values correspond to higher viral load). We estimate each regional density by a…
预测石油消费:世界能源统计与机器学习的结合
This paper studies whether a small set of dominant countries can account for most of the dynamics of regional oil demand and improve forecasting performance. We focus on dominant drivers within the OECD and a broad GVAR sample covering over 90\% of world GDP. Our approach identifies dominant drivers from a high-dimensional concentration matrix estimated row by row using two complementary variable-selection methods, LASSO and the one-covariate-at-a-time multiple testing…
大型向量自回归模型中的网络格兰杰因果关系发现
This article proposes novel inferential procedures for discovering the network Granger causality in highdimensional vector autoregressive models.In particular, we mainly offer two multiple testing procedures designed to control the false discovery rate (FDR).The first procedure is based on the limiting normal distribution of the t-statistics with the debiased lasso estimator.The second procedure is its bootstrap version.We also provide a robustification of the first…
精度矩阵最小二乘:高维估计与推断
The least squares estimator can be cast as depending only on the precision matrix of the data, similar to the weights of a global minimum variance portfolio. We give conditions under which any plug-in precision matrix estimator produces an unbiased and consistent least squares estimator for stationary time series regressions, in both low- and high-dimensional settings. Such conditions define a class of “Precision Least Squares” (PrLS) estimators, which are shown to be…
具有复杂趋势的非平稳多元时间序列时变相关网络分析
This paper proposes a flexible framework for inferring large-scale time-varying and time-lagged correlation networks from multivariate or high-dimensional non-stationary time series with piecewise smooth trends. Built on a novel and unified multiple-testing procedure of time-lagged cross-correlation functions with a fixed or diverging number of lags, our method can accurately disclose flexible time-varying network structures associated with complex functional structures at…
时间与空间依赖下的 LASSO 推断
We consider the estimation and inference in a system of high-dimensional regression equations allowing for temporal and cross-sectional dependency in covariates and error processes, covering rather general forms of weak temporal dependence. A sequence of regressions with many regressors using LASSO (Least Absolute Shrinkage and Selection Operator) is applied for variable selection purpose, and an overall penalty level is carefully chosen by a block multiplier bootstrap…