Pair Of Indices Research Articles

A Robust and Efficient Feature Selection Algorithm for Microarray Data.

In the past decades, a few synergistic feature selection algorithms have been published, which includes Cooperative Index (CI) and K-Top Scoring Pair (k-TSP). These algorithms consider the synergistic behavior of features when they are included in a feature panel. Although promising results have been shown for these algorithms, there is lack of a comprehensive and fair comparison with other feature selection algorithms across a large number of microarray datasets in terms of classification accuracy and computational complexity. There is a need in evaluating their performance and reducing the complexity of such algorithms. We compared the performance of synergistic feature selection algorithms with 11 other commonly used algorithms based on 22 microarray gene expression binary class datasets. The evaluation confirms that synergistic algorithms such as CI and k-TSP will gradually increase the classification performance as more features are used in the classifiers. Also, in order to cut down computational cost, we proposed a new feature selection ranking score called Positive Synergy Index (PSI). Testing results show that features selected using PSI as well as synergistic feature selection algorithms provide better performance compared to with all other methods, while PSI has a computational complexity significantly lower than that of other synergistic algorithms.

On the Usage of Geomagnetic Indices for Data Selection in Internal Field Modelling

We present a review on geomagnetic indices describing global geomagnetic storm activity (Kp, am, Dst and dDst/dt) and on indices designed to characterize high latitude currents and substorms (PC and AE-indices and their variants). The focus in our discussion is in main field modelling, where indices are primarily used in data selection criteria for weak magnetic activity. The publicly available extensive data bases of index values are used to derive joint conditional Probability Distribution Functions (PDFs) for different pairs of indices in order to investigate their mutual consistency in describing quiet conditions. This exercise reveals that Dst and its time derivative yield a similar picture as Kp on quiet conditions as determined with the conditions typically used in internal field modelling. Magnetic quiescence at high latitudes is typically searched with the help of Merging Electric Field (MEF) as derived from solar wind observations. We use in our PDF analysis the PC-index as a proxy for MEF and estimate the magnetic activity level at auroral latitudes with the AL-index. With these boundary conditions we conclude that the quiet time conditions that are typically used in main field modelling ( $\mathit{PC}<0.8$ , $\mathit{Kp}<2$ and $|\mathit{Dst}|<30~\mbox{nT}$ ) correspond to weak auroral electrojet activity quite well: Standard size substorms are unlikely to happen, but other types of activations (e.g. pseudo breakups $\mathit{AL}>-300~\mbox{nT}$ ) can take place, when these criteria prevail. Although AE-indices have been designed to probe electrojet activity only in average conditions and thus their performance is not optimal during weak activity, we note that careful data selection with advanced AE-variants may appear to be the most practical way to lower the elevated RMS-values which still exist in the residuals between modeled and observed values at high latitudes. Recent initiatives to upgrade the AE-indices, either with a better coverage of observing stations and improved baseline corrections (the SuperMAG concept) or with higher accuracy in pinpointing substorm activity (the Midlatitude Positive Bay-index) will most likely be helpful in these efforts.

Identification of Hemoglobin Levels Based on Anthropometric Indices in Elderly Koreans.

ObjectivesAnemia is independently and strongly associated with an increased risk of mortality in older people and is also strongly associated with obesity. The objectives of the present study were to examine the associations between the hemoglobin level and various anthropometric indices, to predict low and normal hemoglobin levels using combined anthropometric indices, and to assess differences in the hemoglobin level and anthropometric indices between Korean men and women.MethodsA total of 7,156 individuals ranging in age from 53–90 years participated in this retrospective cross-sectional study. Binary logistic regression (LR) and naïve Bayes (NB) models were used to identify significant differences in the anthropometric indices between subjects with low and normal hemoglobin levels and to assess the predictive power of these indices for the hemoglobin level.ResultsAmong all of the variables, age displayed the strongest association with the hemoglobin level in both men (p < 0.0001, odds ratio [OR] = 0.487, area under the receiver operating characteristic curve based on the LR [LR-AUC] = 0.702, NB-AUC = 0.701) and women (p < 0.0001, OR = 0.636, LR-AUC = 0.625, NB-AUC = 0.624). Among the anthropometric indices, weight and body mass index (BMI) were the best predictors of the hemoglobin level. The predictive powers of all of the variables were higher in men than in women. The AUC values for the NB-Wrapper and LR-Wrapper predictive models generated using combined anthropometric indices were 0.734 and 0.723, respectively, for men and 0.649 and 0.652, respectively, for women. The use of combined anthropometric indices may improve the predictive power for the hemoglobin level.DiscussionAmong the various anthropometric indices, with the exception of age, we did not identify any indices that were better predictors than weight and BMI for low and normal hemoglobin levels. In addition, none of the ratios between pairs of indices were good indicators of the hemoglobin level. Finally, the Korean men tended to have higher associations between the anthropometric indices and anemia than the women.

Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes

ABSTRACTThis study analyses the dynamic spillovers across 10 Dow Jones Islamic and conventional sector index pairs. Using various multivariate GARCH models, the results show significant time-varying conditional correlations for all the pairs. Moreover, there is evidence that the conditional correlations for all the sector pairs, except those of the Telecommunication and Utilities sectors, increase after the onset of the global financial crisis (GFC), suggesting non-subsiding risks, contagion effects and gradual greater financial linkages. The Islamic sectors’ risk exposure can be effectively hedged over time in diversified portfolios containing conventional sector stocks. These results provide several practical implications for portfolio managers and policymakers in regard to optimal asset allocations, portfolio risk management and the diversification benefits among these markets.

Statistical analysis of short-term water stress conditions at Riggs Creek OzFlux tower site

A large range of indices and proxies are available to describe the water stress conditions of an area subject to different applications, which have varying capabilities and limitations depending on the prevailing local climatic conditions and land cover. The present study uses a range of spatio-temporally high-resolution (daily and within daily) data sources to evaluate a number of drought indices (DIs) for the Riggs Creek OzFlux tower site in southeastern Australia. Therefore, the main aim of this study is to evaluate the statistical characteristics of individual DIs subject to short-term water stress conditions. In order to derive a more general and therefore representative DI, a new criterion is required to specify the statistical similarity between each pair of indices to allow determining the dominant drought types along with their representative DIs. The results show that the monitoring of water stress at this case study area can be achieved by evaluating the individual behaviour of three clusters of (i) vegetation conditions, (ii) water availability and (iii) water consumptions. This indicates that it is not necessary to assess all individual DIs one by one to derive a comprehensive and informative data set about the water stress of an area; instead, this can be achieved by analysing one of the DIs from each cluster or deriving a new combinatory index for each cluster, based on established combination methods.

Commodity currencies and commodity prices: modelling static and time-varying dependence

ABSTRACTThis article employs the copula approach to study the relationship between exchange rates and commodity prices for large commodity exporters. Using data for the nominal exchange rates of four commodity currencies (Australian, Canadian and New Zealand dollars, and Norwegian krone) against the US dollar and the relevant country-specific commodity price indices, constructed on a daily basis, we find (1) a positive dependence between the values of commodity currencies and commodity indices, i.e. a commodity index increases when a respective currency appreciates and provides several explanations for this finding; (2) no major asymmetries in the tail dependence for most pairs of exchange rates and commodity indices and (3) a pronounced increase in the time-varying tail dependence following the global financial crisis.

Spectral Indices to Improve Crop Residue Cover Estimation under Varying Moisture Conditions

Crop residues on the soil surface protect the soil against erosion, increase water infiltration and reduce agrochemicals in runoff water. Crop residues and soils are spectrally different in the absorption features associated with cellulose and lignin. Our objectives were to: (1) assess the impact of water on the spectral indices for estimating crop residue cover (fR); (2) evaluate spectral water indices for estimating the relative water content (RWC) of crop residues and soils; and (3) propose methods that mitigate the uncertainty caused by variable moisture conditions on estimates of fR. Reflectance spectra of diverse crops and soils were acquired in the laboratory over the 400–2400-nm wavelength region. Using the laboratory data, a linear mixture model simulated the reflectance of scenes with various fR and levels of RWC. Additional reflectance spectra were acquired over agricultural fields with a wide range of crop residue covers and scene moisture conditions. Spectral indices for estimating crop residue cover that were evaluated in this study included the Normalized Difference Tillage Index (NDTI), the Shortwave Infrared Normalized Difference Residue Index (SINDRI) and the Cellulose Absorption Index (CAI). Multivariate linear models that used pairs of spectral indices—one for RWC and one for fR—significantly improved estimates of fR using CAI and SINDRI. For NDTI to reliably assess fR, scene RWC should be relatively dry (RWC &lt; 0.25). These techniques provide the tools needed to monitor the spatial and temporal changes in crop residue cover and help determine where additional conservation practices may be required.

Accurate displacement-measuring interferometer with wide range using an I2 frequency-stabilized laser diode based on sinusoidal frequency modulation

We propose the use of the sinusoidal frequency modulation technique to improve both the frequency stability of an external cavity laser diode (ECLD) and the measurement accuracy and range of a displacement-measuring interferometer. The frequency of the ECLD was modulated at 300 kHz by modulating the injection current, and it was locked to the b21 hyperfine component of the transition 6-3, P(33), 127I2 (633 nm) by the null method. A relative frequency stability of 6.5 × 10−11 was achieved at 100 s sampling time. The stabilized ECLD was then utilized as a light source for an unbalanced Michelson interferometer. In the interferometer, the displacement and direction of the target mirror can be determined using a Lissajous diagram based on two consecutive and quadrant-phase harmonics of the interference signal. Generally, the measurement range of the interferometer by the proposed method is limited by the modulation index and the signal-to-noise ratio of the harmonics. To overcome this drawback, suitable consecutive harmonic pairs were selected for the specific measurement ranges to measure the displacement. The displacements determined in the specific ranges by the proposed method were compared with those observed by a commercial capacitive sensor. From the comparison, the proposed method has high precision to determine the displacement. The measurement range was also extended up to 10 m by selecting a suitable modulation index and suitable consecutive pairs of harmonics.

Commodity Currencies and Commodity Prices: Modelling Static and Time-Varying Dependence

This paper employs the copula approach to study the relationship between exchange rates and commodity prices for large commodity exporters. Using data for the nominal exchange rates of four commodity currencies (Australian, Canadian, and New Zealand dollars, and Norwegian krone) against the US dollar and the relevant country-specific commodity price indices, constructed on a daily basis, we find: (i) a positive dependence between the values of commodity currencies and commodity indices, i.e. a commodity index increases when a respective currency appreciates, and provide several explanations for this finding; (ii) no major asymmetries in the tail dependence for most pairs of exchange rates and commodity indices; (iii) a pronounced increase in the time-varying tail dependence following the global financial crisis.

TOPOLOGICAL STATES OF MATTER AND NONCOMMUTATIVE GEOMETRY

This thesis examines topological states of matter from the perspective of noncommutative geometry and KK-theory. Examples of such topological states of matter include the quantum Hall effect and topological insulators. For the quantum Hall effect, we consider a continuous model and show that the Hall conductance can be expressed in terms of the index pairing of the Fermi projection of a disordered Hamiltonian with a spectral triple encoding the geometry of the sample’s momentum space. The presence of a magnetic field means that noncommutative algebras and methods must be employed. Higher dimensional analogues of the quantum Hall system are also considered, where the index pairing produces the ‘higher-dimensional Chern numbers’ in the continuous setting. Next we consider a discrete quantum Hall system with an edge. We show that topological properties of observables concentrated at the boundary can be linked to invariants from a boundary-free model via the Kasparov product. Hence we obtain the bulk-edge correspondence of the quantum Hall effect in the language of KK-theory. Finally we consider topological insulators, which come from imposing (possibly anti-linear) symmetries on condensed-matter systems and studying the invariants that are protected by these symmetries. We show how symmetry data can be linked to classes in real or complex KK-theory. Finally we prove the bulk-edge correspondence for topological insulator systems by linking bulk and edge systems using the Kasparov product in KKO-theory.

Ownership property size, landscape structure, and spatial relationships in the Edwards Plateau of Texas (USA): landscape scale habitat management implications

The present research focused on using spatial analysis to determine relationships among land ownership property sizes and landscape structure, with a focus on conservation management implications. Indices and metrics of ownership property sizes and landscape structure were calculated for 20 km buffer areas around 31 North American Breeding Bird Survey transects, 12 located within the Edwards Plateau ecoregion and 18 in contiguous ecoregions. The number of bird species observed at each transect provided a measure of avian species richness associated with land cover classes for each respective transect (Gonzalez in Urban influence on diversity of avifauna in the Edwards Plateau of Texas: effect of property sizes on rural landscape structure, Texas A&M University, 2005). Spatial correlations were calculated between each pair of the landscape indices. Spatial analysis identified a “threshold of habitat fragmentation” for the 500 acre (ac) ownership property size. Significant spatial correlations among variables showed that property sizes lower than 500 ac produced habitat fragmentation represented by a decrease in mean patch size (MN) and proximity among habitat patches (Index PROX). Spatial analysis also made possible the prioritization of ecological sub-regions of the Edwards Plateau for conservation or restoration. The Live Oak-Mesquite Savannah showed the highest average ownership property size (7305 ac) and the highest values of patch richness. Based on the results, management in the Live Oak-Mesquite Savannah sub-region should focus on the conservation of land mosaic diversity to assure native avian species turnover (Whittaker 1972). In Balcones Canyon Lands, 64 % of land was covered by farms smaller than 500 ac and the overall average ownership property size was above the threshold of fragmentation (1440 ac), implying that management policies there should focus both on habitat conservation and on restoration. In contrast, 71 % of land in the Lampasas Cut Plains was covered by farms smaller than 500 ac, and average ownership property size was very close to the fragmentation threshold (625 ac). Consequently, the results indicate that management in the Lampasas Cut Plains sub-region should focus on habitat restoration (e.g., corridors that connect isolated habitat patches). In general, the threshold of ownership property size, 500 ac, is important for conservation planning because below that threshold of property size, habitat patch size begins to decrease and the distance between equivalent patches of habitat increases. Isolated patches act as islands within a sea of less suitable habitat which produce negative effects on biodiversity. Identifying the spatial characteristics indicative of habitat fragmentation, or the likelihood thereof, is an important issue for conservation planning in places with urban sprawl influence.

The degree of heart rate asymmetry is crucial for the validity of the deceleration and acceleration capacity indices of heart rate: A model-based study

The deceleration capacity (DC) and acceleration capacity (AC) of heart rate are a pair of indices used for evaluating the autonomic nervous system (ANS). We assessed the role of heart rate asymmetry (HRA) in defining the relative performance of DC and AC using a mathematical model, which is able to generate a realistic RR interval (RRI) time series with controlled ANS states. The simulation produced a set of RRI series with random sympathetic and vagal activities. The multi-scale DCs and ACs were computed from the RRI series, and the correlation of DC and AC with the ANS functions was analyzed to evaluate the performance of the indices. In the model, the HRA level was modified by changing the inspiration/expiration (I/E) ratio to examine the influence of HRA on the performances of DC and AC. The results show that on the conventional scales (T=1, s=2), an HRA level above 50% results in a stronger association of DC with the ANS, compared with AC. On higher scales (T=4, s=6), there was no HRA and DC showed a similar performance to AC for all I/E ratios. The data suggest that the HRA level determines which of DC or AC is the optimal index for expressing ANS functions. Future clinical applications of DC and AC should be accompanied by an HRA analysis to provide a better index for assessing ANS.

Comments on, Xuan Li, Shanghong Zhao, Zihang Zhu, Bing Gong, Xingchun Chu, Yongjun Li, Jing Zhao and Yun Liu ‘an optical millimeter-wave generation scheme based on two parallel dual-parallel Mach–Zehnder modulators and polarization multiplexing’, Journal of Modern Optics, 2015

In the title paper, Li et al. have presented a scheme for filter-less photonic millimetre-wave (mm-wave) generation based on two polarization multiplexed parallel dual-parallel Mach–Zehnder modulators (DP-MZMs). For frequency octo-tupling, all the harmonics are suppressed except those of order 4l, where l is the integer. The carrier is then suppressed by the polarization multiplexing technique, which is the principal innovative step in their design. Frequency 12-tupling and 16-tupling is also described following a similar method. The two DP-MZM are similarly driven and provide identical outputs for the same RF modulation indices. Consequently, a demerit of their design is the requirement to apply two different RF signal modulation indexes in a particular range and set the polarizer to a precise angle which depends on the pair of modulation indices used in order to suppress the unwanted harmonics (e.g. the carrier) without simultaneously suppressing the wanted harmonics. The aim of this comment is to show that, an adjustment of the RF drive phases with a fixed polarizer angle with the design presented by Li, all harmonics can be suppressed except those of order4l, where l is an odd integer. Hence, a filter-less frequency octo-tupling can be generated whose performance is not limited by the careful adjustment of the RF drive signal, rather it can be operated for a wide range of modulation indexes (m ~ 2.5 → 7.5). If the modulation index is adjusted to suppress 4th harmonics, then the design can be used to perform frequency 24-tupling. Since, the carrier is suppressed by design in the modified architecture, the strict requirement to adjust the RF drive (and polarizer angle) can be avoided without any significant change to the circuit complexity.

Packing analogue of [formula omitted]-radius sequences

Let k be a positive integer. A sequence s1,s2,…,sm over an n-element A alphabet is a packingk-radius sequence, if for all pairs of indices (i,j), such that 1≤i<j≤m and j−i≤k, the sets {si,sj} are pairwise different 2-element subsets of A. Let gk(n) denote the length of a longest k-radius sequence over A. We give a construction demonstrating that for every k=⌊cnα⌋, where c and α are fixed reals such that c>0 and 0≤α<12, gk(n)=n22k(1−o(1)). For a constant k we show that gk(n)=n22k−O(n1.525). Moreover, we prove an upper bound for gk(n) that allows us to show that gk(n)=n(1+o(1)) for every k=⌊cnα⌋, where c>0 and 12<α<1.

Jump activity analysis for affine jump-diffusion models: Evidence from the commodity market

Abstract This study performs a joint analysis of jump activity for commodities and their respective volatility indexes; it also compares the results thereof to those for equities. Exploiting a property of affine jump-diffusion models (i.e., that a volatility index quoted on the market is an affine function of the instantaneous volatility state variable), we perform a test of common jumps for multidimensional processes to assess whether an asset and its volatility jump together. Applying this test to the crude oil pair USO/OVX, the gold pair GLD/GVZ, the S&P500/VIX, and three stock/volatility index pairs, we find strong evidence that these assets and their respective volatility indexes do not jump together. However, a copula analysis shows that for the equity index and individual stocks, there is a dependency between the jump sizes in the asset and in the volatility index. In contrast, for the commodity market, this dependency occurs only after decomposing the jump sizes that affect the asset into positive and negative components.

Colour preference, naturalness, vividness and colour quality metrics, Part 1: Experiments in a room

In Part I of this work, observers scaled colour preference, naturalness and vividness visually on interval scales (0–100) labelled by semantic categories (e.g. ‘moderate’, ‘good’ and ‘very good’) in the context of office lighting. Five customary light sources without object saturation effect illuminated a table with coloured objects in a real room. The observers’ assessments were predicted by recent colour quality indices and selected pairs of indices combined linearly. Criterion values of the indices for ‘good’ colour preference and vividness were determined to provide a usable acceptance limit for the spectral design and evaluation of light sources. To predict colour preference, correlated colour temperature turned out to be useful. In Part 2 of this work, another experiment with the same method but using multi-LED spectra with more object saturation will be analysed and the two datasets will be merged.

A new fine-grained classification strategy for solar daily radiation patterns

This paper deals with classification of solar radiation daily patterns into four classes, referred to as clear sky, intermittent clear sky, completely cloud sky and intermittent cloud sky, by using an original features-based classification strategy. The problem is relevant both for analysis and modeling purposes of this kind of time series. An original pair of indices is introduced, referred to as the area ratio Ar and intermittency I. Extraction of these features from solar radiation time series is based on an original strategy, based on the so-called Typical Day, which allows the estimation of the solar radiation that is expected to be measured in a given recording site, avoiding the use of complicate expressions requiring solar altitude, albedo, atmospheric transparency and cloudiness. It is shown that the proposed features-based classification outperforms a traditional neural network classifier which operates on the high dimensional solar radiation patterns.

Reinspecting two types of El Niño: a new pair of Niño indices for improving real-time ENSO monitoring

This study reinspects the dominant modes of different types of El Nino from the perspectives of monthly mean and seasonality using a combined technique referred as RC-REOF. Several features have been revealed. (1) The explained variances of eastern Pacific (EP) El Nino and central Pacific (CP) El Nino are comparable, in the ranges of 33–43 and 23–28 %, respectively. (2) This feature is more in line with the frequent occurrence of CP El Nino compared to the result from orthogonal EOF analysis in which El Nino Modoki explains a smaller variance of 11–12 %. (3) Both special patterns of EP El Nino and CP El Nino are of equatorial asymmetry that is often overlooked previously by the traditional Nino indices. Based on the features captured by the two leading RC-REOF modes, the authors propose a new pair of Nino indices referred to as Nino3b and Nino4b that have the following advantages: (1) simple calculation, (2) robust and stable relationship with the EP/CP El Nino modes, (3) more representative for Pacific decadal signals, (4) easier to distinguish ENSO types, and (5) without restriction by orthogonality, and others. The Nino3b and Nino4b indices are potentially useful for both scientific research and real-time monitoring of the two types of El Nino. Besides, an index namely Nino3.4b is also introduced to describe the hybrid ENSO events, with relatively equal covariance to EP El Nino and CP El Nino and with larger covariance at decadal time scale than index Nino3.4.

A non-commutative framework for topological insulators

We study topological insulators, regarded as physical systems giving rise to topological invariants determined by symmetries both linear and anti-linear. Our perspective is that of non-commutative index theory of operator algebras. In particular, we formulate the index problems using Kasparov theory, both complex and real. We show that the periodic table of topological insulators and superconductors can be realized as a real or complex index pairing of a Kasparov module capturing internal symmetries of the Hamiltonian with a spectral triple encoding the geometry of the sample’s (possibly non-commutative) Brillouin zone.

Coverage centralities for temporal networks

Structure of real networked systems, such as social relationship, can be modeled as temporal networks in which each edge appears only at the prescribed time. Understanding the structure of temporal networks requires quantifying the importance of a temporal vertex, which is a pair of vertex index and time. In this paper, we define two centrality measures of a temporal vertex based on the fastest temporal paths which use the temporal vertex. The definition is free from parameters and robust against the change in time scale on which we focus. In addition, we can efficiently compute these centrality values for all temporal vertices. Using the two centrality measures, we reveal that distributions of these centrality values of real-world temporal networks are heterogeneous. For various datasets, we also demonstrate that a majority of the highly central temporal vertices are located within a narrow time window around a particular time. In other words, there is a bottleneck time at which most information sent in the temporal network passes through a small number of temporal vertices, which suggests an important role of these temporal vertices in spreading phenomena.