Disentangling sex-dependent effects of APOE on diverse trajectories of cognitive decline in Alzheimer's disease.

Current diagnostic systems for Alzheimer's disease (AD) rely upon clinical signs and symptoms, despite the fact that the multiplicity of clinical symptoms renders various neuropsychological assessments inadequate to reflect the underlying pathophysiological mechanisms. Since putative neuroimaging biomarkers play a crucial role in understanding the etiology of AD, we sought to stratify the diverse relationships between AD biomarkers and cognitive decline in the aging population and uncover risk factors contributing to the diversities in AD. To do so, we capitalized on a large amount of neuroimaging data from the ADNI study to examine the inflection points along the dynamic relationship between cognitive decline trajectories and whole-brain neuroimaging biomarkers, using a state-of-the-art statistical model of change point detection. Our findings indicated that the temporal relationship between AD biomarkers and cognitive decline may differ depending on the synergistic effect of genetic risk and biological sex. Specifically, tauopathy-PET biomarkers exhibit a more dynamic and age-dependent association with Mini-Mental State Examination scores (p<0.05), with inflection points at 72, 78, and 83 years old, compared with amyloid-PET and neurodegeneration (cortical thickness from MRI) biomarkers. In the landscape of health disparities in AD, our analysis indicated that biological sex moderates the rate of cognitive decline associated with APOE4 genotype. Meanwhile, we found that higher education levels may moderate the effect of APOE4, acting as a marker of cognitive reserve.

Detecting changes in population trends in infection surveillance using community SARS-CoV-2 prevalence as an exemplar.

Detecting and quantifying changes in growth rates of infectious diseases is vital to informing public health strategy and can inform policymakers' rationale for implementing or continuing interventions aimed at reducing impact. Substantial changes in SARS-CoV-2 prevalence with emergence of variants provides opportunity to investigate different methods to do this. We included PCR results from all participants in the UK's COVID-19 Infection Survey between August 2020-June 2022. Change-points for growth rates were identified using iterative sequential regression (ISR) and second derivatives of generalised additive models (GAMs). Consistency between methods and timeliness of detection were compared. Of 8,799,079 visits, 147,278 (1.7%) were PCR-positive. Change-points associated with emergence of major variants were estimated to occur a median 4 days earlier (IQR 0-8) in GAMs versus ISR. When estimating recent change-points using successive data periods, four change-points (4/96) identified by GAMs were not found when adding later data or by ISR. Change-points were detected 3-5 weeks after they occurred in both methods but could be detected earlier within specific subgroups. Change-points in growth rates of SARS-CoV-2 can be detected in near real-time using ISR and second derivatives of GAMs. To increase certainty about changes in epidemic trajectories both methods could be run in parallel.

Detecting changes in the transmission rate of a stochastic epidemic model.

Throughout the course of an epidemic, the rate at which disease spreads varies with behavioral changes, the emergence of new disease variants, and the introduction of mitigation policies. Estimating such changes in transmission rates can help us better model and predict the dynamics of an epidemic, and provide insight into the efficacy of control and intervention strategies. We present a method for likelihood-based estimation of parameters in the stochastic susceptible-infected-removed model under a time-inhomogeneous transmission rate comprised of piecewise constant components. In doing so, our method simultaneously learns change points in the transmission rate via a Markov chain Monte Carlo algorithm. The method targets the exact model posterior in a difficult missing data setting given only partially observed case counts over time. We validate performance on simulated data before applying our approach to data from an Ebola outbreak in Western Africa and COVID-19 outbreak on a university campus.

Carbon dioxide emissions and environmental risks: Long term and short term.

The world is currently experiencing the environmental challenge of global warming, necessitating careful planning of carbon dioxide (CO2 ) emissions to deal with this problem. This study examines the environmental challenge posed by CO2 emissions from both a long and short-term perspective. In the long term, despite efforts made by countries, our change-point detection analysis shows that there has been no structural change in CO2 emissions since 1950. Without significant efforts, the carbon budget corresponding to the Paris Agreement's target will be exhausted by 2046. To achieve this target, a significant reduction in global CO2 emissions of 3.22% per year is necessary. In the short term, COVID-19 is thought to have relieved pressure on CO2 emissions. However, this study shows that CO2 emissions quickly returned to normal levels after a brief downturn, and we provide information on the order of CO2 emissions recovery for different sectors.

Noise-Adaptive State Estimators with Change-Point Detection.

Aiming at tracking sharply maneuvering targets, this paper develops novel variational adaptive state estimators for joint target state and process noise parameter estimation for a class of linear state-space models with abruptly changing parameters. By combining variational inference with change-point detection in an online Bayesian fashion, two adaptive estimators-a change-point-based adaptive Kalman filter (CPAKF) and a change-point-based adaptive Kalman smoother (CPAKS)-are proposed in a recursive detection and estimation process. In each iteration, the run-length probability of the current maneuver mode is first calculated, and then the joint posterior of the target state and process noise parameter conditioned on the run length is approximated by variational inference. Compared with existing variational noise-adaptive Kalman filters, the proposed methods are robust to initial iterative value settings, improving their capability of tracking sharply maneuvering targets. Meanwhile, the change-point detection divides the non-stationary time sequence into several stationary segments, allowing for an adaptive sliding length in the CPAKS method. The tracking performance of the proposed methods is investigated using both synthetic and real-world datasets of maneuvering targets.

Change point detection for high dimensional data via kernel measure with application to human aging brain data.

Identifying the existence and locations of change points has been a broadly encountered task in many statistical application areas. The existing change point detection methods may produce unsatisfactory results for high-dimensional data since certain distributional assumptions are made on data, which are hard to verify in practice. Moreover, some parameters (such as the number of change points) need to be estimated beforehand for some methods, making their powers sensitive to these values. Here, we propose a kernel-based U $$ U $$ -statistic to identify change points (KUCP) for high dimensional data, which is free of distributional assumptions and sup-parameter estimations. Specifically, we employ a kernel function to describe similarities among the subjects and construct a U $$ U $$ -statistic to test the existence of change point for a given location. The asymptotic properties of the U $$ U $$ -statistic are deduced. We also develop a procedure to locate the change points sequentially via a dichotomy algorithm. Extensive simulations demonstrate that KUCP has higher sensitivity in identifying existence of change points and higher accuracy in locating these change points than its counterparts. We further illustrate its practical utility by analyzing a gene expression data of human brain to detect the time point when gene expression profiles begin to change, which has been reported to be closely related with aging brain.

Testing for dependence on tree structures.

Tree structures, showing hierarchical relationships and the latent structures between samples, are ubiquitous in genomic and biomedical sciences. A common question in many studies is whether there is an association between a response variable measured on each sample and the latent group structure represented by some given tree. Currently, this is addressed on an ad hoc basis, usually requiring the user to decide on an appropriate number of clusters to prune out of the tree to be tested against the response variable. Here, we present a statistical method with statistical guarantees that tests for association between the response variable and a fixed tree structure across all levels of the tree hierarchy with high power while accounting for the overall false positive error rate. This enhances the robustness and reproducibility of such findings.

Skewed multifractal scaling of stock markets during the COVID-19 pandemic.

This article proposes a new paradigm of asymmetric multifractality in financial time series, where the scaling feature varies over two adjacent intervals. The proposed approach first locates a change-point and then performs a multifractal detrended fluctuation analysis (MF-DFA) on each interval. The study investigates the impact of the COVID-19 pandemic on asymmetric multifractal scaling by analyzing financial indices of the G3+1 nations, including the world's four largest economies, from January 2018 to November 2021. The results show common periods of local scaling with increasing multifractality after a change-point at the beginning of 2020 for the US, Japanese, and Eurozone markets. The study also identifies a significant transition in the Chinese market from a turbulent multifractal state to a stable monofractal state. Overall, this new approach provides valuable insights into the characteristics of financial time series and their response to extreme events.

A Machine Learning Pipeline for Gait Analysis in a Semi Free-Living Environment.

This paper presents a novel approach to creating a graphical summary of a subject's activity during a protocol in a Semi Free-Living Environment. Thanks to this new visualization, human behavior, in particular locomotion, can now be condensed into an easy-to-read and user-friendly output. As time series collected while monitoring patients in Semi Free-Living Environments are often long and complex, our contribution relies on an innovative pipeline of signal processing methods and machine learning algorithms. Once learned, the graphical representation is able to sum up all activities present in the data and can quickly be applied to newly acquired time series. In a nutshell, raw data from inertial measurement units are first segmented into homogeneous regimes with an adaptive change-point detection procedure, then each segment is automatically labeled. Then, features are extracted from each regime, and lastly, a score is computed using these features. The final visual summary is constructed from the scores of the activities and their comparisons to healthy models. This graphical output is a detailed, adaptive, and structured visualization that helps better understand the salient events in a complex gait protocol.

Change Point Detection for Fine-Grained MFR Work Modes with Multi-Head Attention-Based Bi-LSTM Network.

Detection of the changes in Multi-Functional Radar (MFR) work modes is a critical situation assessment task for Electronic Support Measure (ESM) systems. There are two major challenges that must be addressed: (i) The received radar pulse stream may contain multiple work mode segments of unknown number and duration, which makes the Change Point Detection (CPD) difficult. (ii) Modern MFRs can produce a variety of parameter-level (fine-grained) work modes with complex and flexible patterns, which are challenging to detect through traditional statistical methods and basic learning models. To address the challenges, a deep learning framework is proposed for fine-grained work mode CPD in this paper. First, the fine-grained MFR work mode model is established. Then, a multi-head attention-based bi-directional long short-term memory network is introduced to abstract high-order relationships between successive pulses. Finally, temporal features are adopted to predict the probability of each pulse being a change point. The framework further improves the label configuration and the loss function of training to mitigate the label sparsity problem effectively. The simulation results showed that compared with existing methods, the proposed framework effectively improves the CPD performance at parameter-level. Moreover, the F1-score was increased by 4.15% under hybrid non-ideal conditions.

Changes in agricultural land use and its consequences on crop productivity, diversity, and food availability in an agriculturally developed state of India.

The present study, covering a period of 52 years (1966-2017), explores changes in agricultural land use and its consequences on crop productivity, diversity, and food availability in Haryana, an agriculturally developed state of India. The time series data on different parameters (area, production, yield, etc.) were collected from the secondary sources and analyzed with the help of compound annual growth rate, trend tests (simple linear regression and Mann-Kendall), and change point detection tests such as Pettitt, standard normal homogeneity, Buishand range, and Neumann ratio. Apart from above, the relative share of area and yield to total change in output was determined using decomposition analysis. The results revealed that agricultural land use became intensive and underwent significant alteration with multifold shifting in area from coarse cereals (maize, jowar, and bajra) to fine food grains (wheat and rice). The yield of all crops, especially wheat and rice witnessed a significant increase which subsequently led to an upsurge in their production. However, the production of maize, jowar, and pulses recorded negative growth despite of an increase in their yield. The results also revealed manifold increase in use of modern key inputs during the first two periods (1966-1985), but afterwards input use rate slowed down. Additionally, the decomposition analysis revealed that yield effect remained positive in changing the production of all crops, but area contributed positively only in wheat, rice, cotton, and oilseeds. The major findings of this study imply that the production of crops can be enhanced only through improvement in yield because there is no further scope left for horizontal expansion in cultivable area of the state.

Causal Responsibility Division of Chronological Continuous Treatment Based on Change-Point Detection.

This paper introduces a novel approach, called causal relation quantification, based on change-point detection to address the issue of harmonic responsibility division in power systems. The proposed method focuses on determining the causal effect of chronological continuous treatment, enabling the identification of crucial treatment intervals. Within each interval, three propensity-score-based algorithms are executed to assess their respective causal effects. By integrating the results from each interval, the overall causal effect of a chronological continuous treatment variable can be calculated. This calculated overall causal effect represents the causal responsibility of each harmonic customer. The effectiveness of the proposed method is evaluated through a simulation study and demonstrated in an empirical harmonic application. The results of the simulation study indicate that our method provides accurate and robust estimates, while the calculated results in the harmonic application align closely with the real-world scenario as verified by on-site investigations.

Change point detection for clustered expression data.

BACKGROUND: To detect changes in biological processes, samples are often studied at several time points. We examined expression data measured at different developmental stages, or more broadly, historical data. Hence, the main assumption of our proposed methodology was the independence between the examined samples over time. In addition, however, the examinations were clustered at each time point by measuring littermates from relatively few mother mice at each developmental stage. As each examination was lethal, we had an independent data structure over the entire history, but a dependent data structure at a particular time point. Over the course of these historical data, we wanted to identify abrupt changes in the parameter of interest - change points. RESULTS: In this study, we demonstrated the application of generalized hypothesis testing using a linear mixed effects model as a possible method to detect change points. The coefficients from the linear mixed model were used in multiple contrast tests and the effect estimates were visualized with their respective simultaneous confidence intervals. The latter were used to determine the change point(s). In small simulation studies, we modelled different courses with abrupt changes and compared the influence of different contrast matrices. We found two contrasts, both capable of answering different research questions in change point detection: The Sequen contrast to detect individual change points and the McDermott contrast to find change points due to overall progression. We provide the R code for direct use with provided examples. The applicability of those tests for real experimental data was shown with in-vivo data from a preclinical study. CONCLUSION: Simultaneous confidence intervals estimated by multiple contrast tests using the model fit from a linear mixed model were capable to determine change points in clustered expression data. The confidence intervals directly delivered interpretable effect estimates representing the strength of the potential change point. Hence, scientists can define biologically relevant threshold of effect strength depending on their research question. We found two rarely used contrasts best fitted for detection of a possible change point: the Sequen and McDermott contrasts.

Detecting changes in dynamical structures in synchronous neural oscillations using probabilistic inference.

Recent neuroscience studies have suggested that cognitive functions and learning capacity are reflected in the time-evolving dynamics of brain networks. However, an efficient method to detect changes in dynamical brain structures using neural data has yet to be established. To address this issue, we developed a new model-based approach to detect change points in dynamical network structures by combining the model-based network estimation with a phase-coupled oscillator model and sequential Bayesian inference. By giving the model parameter as the prior distribution, applying Bayesian inference allows the extent of temporal changes in dynamic brain networks to be quantified by comparing the prior distribution with the posterior distribution using information theoretical criteria. For this, we used the Kullback-Leibler divergence as an index of such changes. To validate our method, we applied it to numerical data and electroencephalography data. As a result, we confirmed that the Kullback-Leibler divergence only increased when changes in dynamical network structures occurred. Our proposed method successfully estimated both directed network couplings and change points of dynamical structures in the numerical and electroencephalography data. These results suggest that our proposed method can reveal the neural basis of dynamic brain networks.

Time-varying dynamic network model for dynamic resting state functional connectivity in fMRI and MEG imaging.

Dynamic resting state functional connectivity (RSFC) characterizes fluctuations that occur over time in functional brain networks. Existing methods to extract dynamic RSFCs, such as sliding-window and clustering methods that are inherently non-adaptive, have various limitations such as high-dimensionality, an inability to reconstruct brain signals, insufficiency of data for reliable estimation, insensitivity to rapid changes in dynamics, and a lack of generalizability across multiply functional imaging modalities. To overcome these deficiencies, we develop a novel and unifying time-varying dynamic network (TVDN) framework for examining dynamic resting state functional connectivity. TVDN includes a generative model that describes the relation between a low-dimensional dynamic RSFC and the brain signals, and an inference algorithm that automatically and adaptively learns the low-dimensional manifold of dynamic RSFC and detects dynamic state transitions in data. TVDN is applicable to multiple modalities of functional neuroimaging such as fMRI and MEG/EEG. The estimated low-dimensional dynamic RSFCs manifold directly links to the frequency content of brain signals. Hence we can evaluate TVDN performance by examining whether learnt features can reconstruct observed brain signals. We conduct comprehensive simulations to evaluate TVDN under hypothetical settings. We then demonstrate the application of TVDN with real fMRI and MEG data, and compare the results with existing benchmarks. Results demonstrate that TVDN is able to correctly capture the dynamics of brain activity and more robustly detect brain state switching both in resting state fMRI and MEG data.

Multi-threshold proportional hazards model and subgroup identification.

We propose a novel two-stage procedure for change point detection and parameter estimation in a multi-threshold proportional hazards model. In the first stage, we estimate the number of thresholds by formulating the threshold detection problem as a variable selection problem and applying the penalized partial likelihood approach. In the second stage, the change point locations are refined by a grid search and the standard inference for segment regression can then follow. The proposed model and estimation procedure could lend support to subgroup identification and personalized treatment recommendation in medical research. We establish the consistency of the threshold estimators and regression coefficient estimators under technical conditions. The finite sample performance of the method is demonstrated via simulation studies and two cancer data examples.

The Mann-Kendall-Sneyers test to identify the change points of COVID-19 time series in the United States.

BACKGROUND: One critical variable in the time series analysis is the change point, which is the point where an abrupt change occurs in chronologically ordered observations. Existing parametric models for change point detection, such as the linear regression model and the Bayesian model, require that observations are normally distributed and that the trend line cannot have extreme variability. To overcome the limitations of the parametric model, we apply a nonparametric method, the Mann-Kendall-Sneyers (MKS) test, to change point detection for the state-level COVID-19 case time series data of the United States in the early outbreak of the pandemic. METHODS: The MKS test is implemented for change point detection. The forward sequence and the backward sequence are calculated based on the new weekly cases between March 22, 2020 and January 31, 2021 for each of the 50 states. Points of intersection between the two sequences falling within the 95% confidence intervals are identified as the change points. The results are compared with two other change point detection methods, the pruned exact linear time (PELT) method and the regression-based method. Also, an open-access tool by Microsoft Excel is developed to facilitate the model implementation. RESULTS: By applying the MKS test to COVID-19 cases in the United States, we have identified that 30 states (60.0%) have at least one change point within the 95% confidence intervals. Of these states, 26 states have one change point, 4 states (i.e., LA, OH, VA, and WA) have two change points, and one state (GA) has three change points. Additionally, most downward changes appear in the Northeastern states (e.g., CT, MA, NJ, NY) at the first development stage (March 23 through May 31, 2020); most upward changes appear in the Western states (e.g., AZ, CA, CO, NM, WA, WY) and the Midwestern states (e.g., IL, IN, MI, MN, OH, WI) at the third development stage (November 19, 2020 through January 31, 2021). CONCLUSIONS: This study is among the first to explore the potential of the MKS test applied for change point detection of COVID-19 cases. The MKS test is characterized by several advantages, including high computational efficiency, easy implementation, the ability to identify the change of direction, and no assumption for data distribution. However, due to its conservative nature in change point detection and moderate agreement with other methods, we recommend using the MKS test primarily for initial pattern identification and data pruning, especially in large data. With modification, the method can be further applied to other health data, such as injuries, disabilities, and mortalities.

The CP-ABM approach for modelling COVID-19 infection dynamics and quantifying the effects of non-pharmaceutical interventions.

The motivation for this research is to develop an approach that reliably captures the disease dynamics of COVID-19 for an entire population in order to identify the key events driving change in the epidemic through accurate estimation of daily COVID-19 cases. This has been achieved through the new CP-ABM approach which uniquely incorporates Change Point detection into an Agent Based Model taking advantage of genetic algorithms for calibration and an efficient infection centric procedure for computational efficiency. The CP-ABM is applied to the Northern Ireland population where it successfully captures patterns in COVID-19 infection dynamics over both waves of the pandemic and quantifies the significant effects of non-pharmaceutical interventions (NPI) on a national level for lockdowns and mask wearing. To our knowledge, there is no other approach to date that has captured NPI effectiveness and infection spreading dynamics for both waves of the COVID-19 pandemic for an entire country population.

MEDEP: Maintenance Event Detection for Multivariate Time Series Based on the PELT Approach.

Predictive Maintenance (PdM) is one of the most important applications of advanced data science in Industry 4.0, aiming to facilitate manufacturing processes. To build PdM models, sufficient data, such as condition monitoring and maintenance data of the industrial application, are required. However, collecting maintenance data is complex and challenging as it requires human involvement and expertise. Due to time constraints, motivating workers to provide comprehensive labeled data is very challenging, and thus maintenance data are mostly incomplete or even completely missing. In addition to these aspects, a lot of condition monitoring data-sets exist, but only very few labeled small maintenance data-sets can be found. Hence, our proposed solution can provide additional labels and offer new research possibilities for these data-sets. To address this challenge, we introduce MEDEP, a novel maintenance event detection framework based on the Pruned Exact Linear Time (PELT) approach, promising a low false-positive (FP) rate and high accuracy results in general. MEDEP could help to automatically detect performed maintenance events from the deviations in the condition monitoring data. A heuristic method is proposed as an extension to the PELT approach consisting of the following two steps: (1) mean threshold for multivariate time series and (2) distribution threshold analysis based on the complexity-invariant metric. We validate and compare MEDEP on the Microsoft Azure Predictive Maintenance data-set and data from a real-world use case in the welding industry. The experimental outcomes of the proposed approach resulted in a superior performance with an FP rate of around 10% on average and high sensitivity and accuracy results.

Trend analysis and forecasting of streamflow using random forest in the Punarbhaba River basin.

Streamflow rate changes due to damming are hydro-ecologically sensitive in present and future times. Very less studies have done an investigation of the damming effect on the streamflow along with future forecasting, which can be the solution for the existing problems. Therefore, this study aims to use the Pettitt test as well as standard normal homogeneity test (SNHT) to discover trends in streamflow with the future situation in the Punarbhaba River in Indo-Bangladesh from 1978 to 2017. Trend was spotted using Mann-Kendall test, Spearman's rank correlation approach, innovative trend analysis, and a linear regression model. The current work additionally uses advanced machine learning techniques like random forest (RF) to estimate flow regimes using historical time series data. 1992 appears to be a yard mark in this continuum of time series datasets, indicating a significant transformation in the streamflow regime. The MK test as well as Spearman's rho was used to find a significant negative trend for the average (-0.57), maximum (-0.62), and minimum (-0.48) flow regimes. The consistency of the flow regime has been losing consistency, and the variability of flow regime has increased from 2.1 to 6.7% of the average water level, 1.5 to 6.5% of the maximum streamflow, and 3.1 to 5.8% of the minimum streamflow in the post-change point phase. The forecast trend using random forest for streamflow up to 2030 are negative for all four seasons with a flow volume likely to be reduced by 0.67% to-5.23%. Annual and monthly streamflows revealed very negative tendencies, according to the conclusions of unique trend analysis. Flow declination of this magnitude impacts downstream habitat and environment. According to future estimates, the seasonal flow will decrease. Furthermore, the outcome of this research will give a wealth of data for river management and other places with comparable environment.