Trend patterns of HBsAg kinetics in chronic hepatitis B patients during nucleos(t)ide analogue therapy based on ARMA models.

BACKGROUND: Trend pattern analysis are lacking for hepatitis B surface antigen (HBsAg) kinetics in chronic hepatitis B (CHB) patients during nucleos(t)ide analogue (Nuc) therapy. We evaluated the trend patterns of HBsAg kinetics by time series analysis and forecasting times to HBsAg seroclearance accordingly. METHODS: A total of 116 CHB patients with documented three-month HBsAg levels during the previous more than five years of Nuc therapy were included. The piecewise linear trends of the autoregressive-moving average (ARMA) model were used for time series analysis of HBsAg kinetics trends. Best fitted models were created for each patient using HBsAg datasets with backtracking capability. Predicted time to HBsAg seroclearance was calculated accordingly. RESULTS: Four trend patterns of HBsAg kinetics were found: no trend (n = 22, 19.0%), single trend (n = 16, 13.8%), biphasic trend with rapid-slow decline (n = 56, 48.2%) and biphasic trend with rise-decline (n = 22, 19.0%). Except for no-trend patients, the trend became slow reduction as HBsAg declined. Only 6.1% of patients continued rapid decline when the initial HBsAg of the last trend reached <100 IU/mL. Last trend slopes < -10 and rise-decline patterns indicate greater chances of achieving HBsAg seroclearance within two years. CONCLUSION: Best fitted ARMA models of HBsAg kinetics can be created individually for patients during Nuc therapy. About 67.2% patients have biphasic trend patterns, suggesting the dynamic nature of HBsAg kinetics over time. Trend patterns and last trend slopes predict individual times to HBsAg seroclearance.

Pedestrian Flow Identification and Occupancy Prediction for Indoor Areas.

Indoor localization is used to locate objects and people within buildings where outdoor tracking tools and technologies cannot provide precise results. This paper aims to improve analytics research, focusing on data collected through indoor localization methods. Smart devices recurrently broadcast automatic connectivity requests. These packets are known as Wi-Fi probe requests and can encapsulate various types of spatiotemporal information from the device carrier. In addition, in this paper, we perform a comparison between the Prophet model and our implementation of the autoregressive moving average (ARMA) model. The Prophet model is an additive model that requires no manual effort and can easily detect and handle outliers or missing data. In contrast, the ARMA model may require more effort and deep statistical analysis but allows the user to tune it and reach a more personalized result. Second, we attempted to understand human behaviour. We used historical data from a live store in Dubai to forecast the use of two different models, which we conclude by comparing. Subsequently, we mapped each probe request to the section of our place of interest where it was captured. Finally, we performed pedestrian flow analysis by identifying the most common paths followed inside our place of interest.

Bioclimatic conditions of the Lower Silesia region (South-West Poland) from 1966 to 2017.

This work analyses the temporal and spatial characteristics of bioclimatic conditions in the Lower Silesia region. The daily time values (12UTC) of meteorological variables in the period 1966-2017 from seven synoptic stations of the Institute of Meteorology and Water Management (IMGW) (Jelenia Góra, Klodzko, Legnica, Leszno, Wroclaw, Opole, Sniezka) were used as the basic data to assess the thermal stress index UTCI (Universal Thermal Climate Index). The UTCI can be interpreted by ten different thermal classes, representing the bulk of these bioclimatic conditions. Stochastic autoregressive moving-average modelling (ARMA) was used for the statistical analysis and modelling of the UTCI as well as separately for all meteorological components. This made it possible to test differences in predicting UTCI as a full index or reconstructing it from single meteorological variables. The results show an annual and seasonal variability of UTCI for the Lower Silesia region. Strong significant spatial correlations in UTCI were also found in all stations of the region. "No thermal stress" is the most commonly occurring thermal class in this region (about 38%). Thermal conditions related to cold stress classes occurred more frequently (all cold classes at about 47%) than those of heat stress classes (all heat classes at about 15%). Over the available 52-year period, the occurrence of "extreme heat stress" conditions was not detected. Autoregressive analysis, although successful in predicting UTCI, was nonetheless unsuccessful in reconstructing the wind speed, which showed a persistent temporal correlation possibly due to its vectorial origin. We conclude thereby that reconstructing UTCI using linear autoregressive methods is more suitable when working directly on the UTCI as a whole rather than reconstructing it from single variables.

Sea Spectral Estimation Using ARMA Models.

This paper deals with the spectral estimation of sea wave elevation time series by means of ARMA models. To start, the procedure to estimate the ARMA coefficients, based on the use of the Prony's method applied to the auto-covariance series, is presented. Afterwards, an analysis on how the parameters involved in the ARMA reconstruction procedure-for example, the signal time length, the number of poles and data used-affect the spectral estimates is carried out, providing evidence on their effect on the accuracy of results. This allowed us to provide guidelines on how to set these parameters in order to make the ARMA model as accurate as possible. The paper focuses on mono-modal sea states. Nevertheless, examples also related to bi-modal sea states are discussed.

Research on the prediction of dangerous goods accidents during highway transportation based on the ARMA model.

The COVID-19 epidemic has caused a lack of data on highway transportation accidents involving dangerous goods in China in the first quarter of 2020, and this lack of data has seriously affected research on highway transportation accidents involving dangerous goods. This study strives to compensate for this lack to a certain extent and reduce the impact of missing data on research of dangerous goods transportation accidents. Data pertaining to 2340 dangerous goods accidents in the process of highway transportation in China from 2013 to 2019 are obtained with webpage crawling software. In this paper, the number of monthly highway transportation accidents involving dangerous goods from 2013 to 2019 is determined, and the time series of transportation accidents and an autoregressive moving average (ARMA) prediction model are established. The prediction accuracy of the model is evaluated based on the actual number of dangerous goods highway transportation accidents in China from 2017 to 2019. The results indicate that the mean absolute percentage error (MAPE) between the actual and predicted values of dangerous goods highway transportation accidents from 2017 to 2019 is 0.147, 0.315 and 0.29. Therefore, the model meets the prediction accuracy requirements. Then, the prediction model is applied to predict the number of dangerous goods transportation accidents in the first quarter of 2020 in China. Twenty-two accidents are predicted in January, 23 accidents in February and 27 accidents in March. The results provide a reference for the study of dangerous goods transportation accidents and the formulation of accident prevention and emergency measures.

Sampling Gaussian stationary random fields: A stochastic realization approach.

Generating large-scale samples of stationary random fields is of great importance in the fields such as geomaterial modeling and uncertainty quantification. Traditional methodologies based on covariance matrix decomposition have the difficulty of being computationally expensive, which is even more serious when the dimension of the random field is large. This paper proposes an efficient stochastic realization approach for sampling Gaussian stationary random fields from a systems and control point of view. Specifically, we take the exponential and squared exponential covariance functions as examples and make a decoupling assumption when there are multiple dimensions. Then a rational spectral density is constructed in each dimension using techniques from covariance extension, and the corresponding autoregressive moving-average (ARMA) model is obtained via spectral factorization. As a result, samples of the random field with a specific covariance function can be generated very efficiently in the space domain by implementing the ARMA recursion using a Gaussian white noise input. Such a procedure is computationally cheap due to the fact that the constructed ARMA model has a low order. Furthermore, the same method is integrated to multiscale simulations where interpolations of the generated samples are achieved when one zooms into finer scales. Both theoretical analysis and simulation results show that our approach performs favorably compared with covariance matrix decomposition methods.

Stochastic analysis and modeling of pharmaceutical screw feeder mass flow rates.

Screw feeders, as the initial operation in continuous manufacturing of drug product processes, greatly influence the mass flow rate of pharmaceutical powders downstream. Existing flowsheet models can quickly simulate the average powder mass flow rate while custom Discrete Element Method models require prohibitively long times to simulate a minute of realistic, high-variance particle flow. We propose a hybrid deterministic-stochastic feeder flowsheet model that leverages time series analysis and an Autoregressive Moving Average (ARMA) model to quantify and simulate the observed non-random variation in feeder powder flow. To allow for improved process and controller design, our approach is quick-to-solve, high-variance, and has a low experimental overhead. By examining the deterministic model errors of three different volumetrically fed excipients, we demonstrate that the errors are leptokurtic, heavy-tailed, and display a linear dependence on their prior two seconds of state. These errors are all reasonably modeled by an ARMA(2,1) model and are parametrically distinct from each other. Furthermore, we show that refilling the feeder online significantly alters the error distribution, autocorrelation structure, and ARMA parameters. These findings lay the groundwork necessary to model and predict the realistic feeder dynamics of a much broader range of powders and operating conditions.

Transfer Across Different Machines by Transfer Function Estimation.

A digital twin is a promising evolving tool for prognostic health monitoring. However, in rotating machinery, the transfer function between the rotating components and the sensor distorts the vibration signal, hence, complicating the ability to apply a digital twin to new systems. This paper demonstrates the importance of estimating the transfer function for a successful transfer across different machines (TDM). Furthermore, there are few algorithms in the literature for transfer function estimation. The current algorithms can estimate the magnitude of the transfer function without its original phase. In this study, a new approach is presented that enables the estimation of the transfer function with its phase for a gear signal. The performance of the new algorithm is demonstrated by measured signals and by a simulated transfer function.

Time-series analysis of trial-to-trial variability of MEG power spectrum during rest state, unattended listening, and frequency-modulated tones classification.

BACKGROUND: The nonstationarity of EEG/MEG signals is important for understanding the functioning of the human brain. From our previous research we know that short, 250-500-ms MEG signals are variance-nonstationary. The covariance of a stochastic process is mathematically associated with its spectral density, therefore we investigate how the spectrum of such nonstationary signals varies in time. NEW METHOD: We analyse data from 148-channel MEG, which represent rest state, unattended listening, and frequency-modulated tones classification. We transform short-time MEG signals to the frequency domain and for the dominant frequencies of 8-12 Hz we prepare the time series representing their trial-to-trial variability. Then, we test them for level- and trend-stationarity, unit root, heteroscedasticity, and gaussianity, and propose ARMA-modelling for their description. RESULTS: The analysed time series have weak-stationarity properties independently of the functional state of the brain and channel localization. Only a small percentage of them, mostly related to the cognitive task, reveal nonstationarity. The obtained mathematical models show that the spectral density of the analysed signals depends on only two to three previous trials. COMPARISON WITH EXISTING METHODS: The presented method has limitations related to FFT resolution and univariate models, but it is computationally simple and allows obtaining a low-complex stochastic model of the EEG/MEG spectrum variability. CONCLUSIONS: Although physiological short-time MEG signals are in principle nonstationary in time, their power spectrum at the dominant (alpha) frequencies varies as a weakly stationary process. The proposed methodology has possible applications in prediction of EEG/MEG spectral properties in theoretical and clinical neuroscience.

Application of one-, three-, and seven-day forecasts during early onset on the COVID-19 epidemic dataset using moving average, autoregressive, autoregressive moving average, autoregressive integrated moving average, and naïve forecasting methods.

The coronavirus disease 2019 (COVID-19) spread rapidly across the world since its appearance in December 2019. This data set creates one-, three-, and seven-day forecasts of the COVID-19 pandemic's cumulative case counts at the county, health district, and state geographic levels for the state of Virginia. Forecasts are created over the first 46 days of reported COVID-19 cases using the cumulative case count data provided by The New York Times as of April 22, 2020. From this historical data, one-, three-, seven, and all-days prior to the forecast start date are used to generate the forecasts. Forecasts are created using: (1) a Naïve approach; (2) Holt-Winters exponential smoothing (HW); (3) growth rate (Growth); (4) moving average (MA); (5) autoregressive (AR); (6) autoregressive moving average (ARMA); and (7) autoregressive integrated moving average (ARIMA). Median Absolute Error (MdAE) and Median Absolute Percentage Error (MdAPE) metrics are created with each forecast to evaluate the forecast with respect to existing historical data. These error metrics are aggregated to provide a means for assessing which combination of forecast method, forecast length, and lookback length are best fits, based on lowest aggregated error at each geographic level. The data set is comprised of an R-Project file, four R source code files, all 1,329,404 generated short-range forecasts, MdAE and MdAPE error metric data for each forecast, copies of the input files, and the generated comparison tables. All code and data files are provided to provide transparency and facilitate replicability and reproducibility. This package opens directly in RStudio through the R Project file. The R Project file removes the need to set path locations for the folders contained within the data set to simplify setup requirements. This data set provides two avenues for reproducing results: 1) Use the provided code to generate the forecasts from scratch and then run the analyses; or 2) Load the saved forecast data and run the analyses on the stored data. Code annotations provide the instructions needed to accomplish both routes. This data can be used to generate the same set of forecasts and error metrics for any US state by altering the state parameter within the source code. Users can also generate health district forecasts for any other state, by providing a file which maps each county within a state to its respective health-district. The source code can be connected to the most up-to-date version of The New York Times COVID-19 dataset allows for the generation of forecasts up to the most recently reported data to facilitate near real-time forecasting.

COVID-19 Infection Process in Italy and Spain: Are Data Talking? Evidence From ARMA and Vector Autoregression Models.

COVID-19 (coronavirus disease 2019) has spread successfully worldwide in a matter of weeks. After the example of China, all the affected countries are taking hard-confinement measures to control the infection and to gain some time to reduce the significant amount of cases that arrive at the hospital. Although the measures in China reduced the percentages of new cases, this is not seen in other countries that have taken similar measures, such as Italy and Spain. After the first weeks, the worry was whether or not the healthcare system would collapse rather than its response to the patient's needs who are infected and require hospitalization. Using China as a mirror of what could happen in our countries and with the data available, we calculated a model that forecasts the peak of the curve of infection, hospitalization, and ICU bed numbers. We aimed to review the patterns of spread of the virus in the two countries and their regions, looking for similarities that reflect the existence of a typical path in this expansive virulence and the effects of the intervention of the authorities with drastic isolation measures, to contain the outbreak. A model based on Autorregressive and moving average models (ARMA) methodology and including Chinese disease pattern as a proxy, predicts the contagious pattern robustly. Based on the prediction, the hospitalization and intensive care unit (ICU) requirements were also calculated. Results suggest a reduction in the speed of contagion during April in both countries, earlier in Spain than in Italy. The forecast advanced a significant increase in the ICU needs for Spain surpassing 8,000 units by the end of April, but for Italy, ICU needs would decrease in the same period, according to the model. We present the following predictions to inform political leaders because they have the responsibility to maintain the national health systems away from collapsing. We are confident these data could help them into decision-taking and place the capitals (from hospital beds to human resources) into the right place.

Improved Virtual Gyroscope Technology Based on the ARMA Model.

In view of the large output noise and low precision of the Micro-electro-mechanical Systems (MEMS) gyroscope, the virtual gyroscope technology was used to fuse the data of the MEMS gyroscope to improve its output precision. Random error model in the conventional virtual gyroscopes contained an angular rate random walk and angle random walk ignoring other noise items and the virtual gyroscope technology can not compensate all random errors of MEMS gyroscope. So, the improved virtual gyroscope technology based on the autoregressive moving average (ARMA) model was proposed. First, the conventional virtual gyroscope technology was used to model the random error of three MEMS gyroscopes, and the data fusion was carried out by a Kalman filter to get the output of the virtual gyroscope. After that, the ARMA model was used to model the output of the virtual gyroscope, the random error model was improved with the ARMA model, and the Kalman filter was designed based on the improved random error model for data fusion of the MEMS gyroscopes. The experimental results showed that the 1σ standard deviation of the output of the virtual gyroscope based on the ARMA model was 1.4 times lower than that of the conventional virtual gyroscope output.

Non-invasive diagnosis methods of coronary disease based on wavelet denoising and sound analyzing.

The heart sound is the characteristic signal of cardiovascular health status. The objective of this project is to explore the correlation between Wavelet Transform and noise performance of heart sound and the adaptability of classifying heart sound using bispectrum estimation. Since the wavelet has multi-scale and multi-resolution characteristics, in this paper, the heart sound signal with different frequency ranges is decomposed through wavelet and displayed on different scales of the resolving wavelet result. According to distribution features of frequency of heart sound signals, the interference components in heart sound signal can be eliminated by selecting reconstruction coefficients. Comparing de-noising effects of four wavelets which are haar, db6, sym8 and coif6, the db6 wavelet has achieved an optimal denoising effect to heart sound signals. The de-noising result of contrasting different layers in the db6 wavelet shows that decomposing with five layers in db6 provide the optimal performance. In practice, the db6 wavelet also shows commendable denoising effects when applying to 51 clinical heart signals. Furthermore, through the clinic analyses of 29 normal signals from healthy people and 22 abnormal heart signals from coronary heart disease patients, this method can fairly distinguish abnormal signals from normal signals by applying bispectrum estimation to denoised signals via ARMA coefficients model.

Autoregressive-moving-average hidden Markov model for vision-based fall prediction-An application for walker robot.

Population aging of the societies requires providing the elderly with safe and dependable assistive technologies in daily life activities. Improving the fall detection algorithms can play a major role in achieving this goal. This article proposes a real-time fall prediction algorithm based on the acquired visual data of a user with walking assistive system from a depth sensor. In the lack of a coupled dynamic model of the human and the assistive walker a hybrid "system identification-machine learning" approach is used. An autoregressive-moving-average (ARMA) model is fitted on the time-series walking data to forecast the upcoming states, and a hidden Markov model (HMM) based classifier is built on the top of the ARMA model to predict falling in the upcoming time frames. The performance of the algorithm is evaluated through experiments with four subjects including an experienced physiotherapist while using a walker robot in five different falling scenarios; namely, fall forward, fall down, fall back, fall left, and fall right. The algorithm successfully predicts the fall with a rate of 84.72%.