Chung Chen

Joint Estimation of Model Parameters and Outlier Effects in Time Series

Time series data are often subject to uncontrolled or unexpected interventions, from which various types of outlying observations are produced. Outliers in time series, depending on their nature, may have a moderate to significant impact on the effectiveness of the Standard methodology for time series analysis with respect to model identification, estimation, and forecasting. In this article we use an iterative outlier detection and adjustment procedure to obtain joint estimates of model parameters and outlier effects. Four types of outliers are considered, and the issues of spurious and masking effects are discussed. The major differences between this procedure and those proposed in earlier literature include (a) the types and effects of outliers are obtained based on less contaminated estimates of model parameters, (b) the outlier effects are estimated simultaneously using multiple regression, and (c) the model parameters and the outlier effects are estimated jointly. The sampling behavior of the test s...

Estimation of time series parameters in the presence of outliers

Outliers in time series can be regarded as being generated by dynamic intervention models at unknown time points. Two special cases, innovational outlier (IO) and additive outlier (AO), are studied in this article. The likelihood ratio criteria for testing the existence of outliers of both types, and the criteria for distinguishing between them are derived. An iterative procedure is proposed for detecting IO and AO in practice and for estimating the time series parameters in autoregressive-integrated-moving-average models in the presence of outliers. The powers of the procedure in detecting outliers are investigated by simulation experiments. The performance of the proposed procedure for estimating the autoregressive coefficient of a simple AR(l) model compares favorably with robust estimation procedures proposed in the literature. Two real examples are presented.

Random Level-Shift Time Series Models, ARIMA Approximations, and Level-Shift Detection

The main purpose of this article is to assess the performance of autoregressive integrated moving average (ARIMA) models when occasional level shifts occur in the time series under study. A random level-shift time series model that allows the level of the process to change occasionally is introduced. Between two consecutive changes, the process behaves like the usual autoregressive moving average (ARMA) process. In practice, a series generated from a random level-shift ARMA (RLARMA) model may be misspecified as an ARIMA process. The efficiency of this ARIMA approximation with respect to estimation of current level and forecasting is investigated. The results of examining a special case of an RLARMA model indicate that the ARIMA approximations are inadequate for estimating the current level, but they are robust for forecasting future observations except when there is a very low frequency of level shifts or when the series are highly negatively correlated. A level-shift detection procedure is presented to h...

A surgical rat model of human Roux-en-Y gastric bypass

Obesity affects 30% of the United States population and its detrimental effects are obesity-related metabolic diseases. For patients refractory to conventional weight loss therapy, gastric bypass surgery is one of the proven methods for inducing a sustained weight loss and reversing the metabolic sequelae of obesity. To understand the mechanisms of weight loss and the amelioration of related metabolic comorbid conditions, a reproducible animal model is needed. We report our developmental experience with rat models of sequential Roux-en-Y gastric bypass after reproducing the diet-induced obesity that characterizes the hallmarks of human obesity. Four experiments were performed to induce weight reduction through successive modifications: In Experiment 1 a 20% stapled gastric pouch with a 16 cm biliarypancreatic limb and a 10 cm alimentary limb accomplished sufficient weight loss within 10 days to ameliorate metabolic changes associated with obesity, but the occurrence of gastrogastric fistulas prevented sustained weight loss; in Experiment 2 the model was improved by dividing the stomach to avoid gastrogastric fistula, but again sustained weight loss was not achieved; in Experiment 3 the biliarypancreatic limb was lengthened from 16 to 30 cm, reducing the common channel to approximately 18 cm. Sustained weight loss was achieved for 28 days. In Experiment 4 the model in Experiment 3 was modified by dividing the stomach between two rows of staples. Sustained weight loss was observed for 67 days. We developed a reproducible rat model of Roux-en-Y gastric bypass. The existence of this model opens a new field of research in which to study the metabolic sequelae of obesity and the mechanisms of weight loss.

Predicting sun spots using a layered perceptron neural network

Interest in neural networks has expanded rapidly in recent years. Selecting the best structure for a given task, however, remains a critical issue in neural-network design. Although the performance of a network clearly depends on its structure, the procedure for selecting the optimal structure has not been thoroughly investigated, it is well known that the number of hidden units must be sufficient to discriminate each observation correctly. A large number of hidden units requires extensive computational time for training and often times prediction results may not be as accurate as expected. This study attempts to apply the principal component analysis (PCA) to determine the structure of a multilayered neural network for time series forecasting problems. The main focus is to determine the number of hidden units for a multilayered feedforward network. One empirical experiment with sunspot data is used to demonstrate the usefulness of the proposed approach.

Synchronized release of dopamine and serotonin in the medial and lateral hypothalamus of rats

A positive linear correlation between dopamine and serotonin release was found in the ventromedial hypothalamus and in the lateral hypothalamic area in fasting rats and in fed rats during intermeal intervals. Dopamine release in the ventromedial hypothalamus positively correlated with dopamine and serotonin release in the lateral hypothalamic area, which occurred only during intermeal intervals and was non-significant during the meal consumption periods or during fasting. Meal size correlated significantly only with a decrease in serotonin release in the lateral hypothalamic area. The study was designed to evaluate the relationship between dopamine and serotonin release in these hypothalamic areas and their dependence on feeding status. Microdialysis was performed simultaneously via two probes, one in the ventromedial hypothalamus and the other in the contralateral lateral hypothalamic area, of freely moving male lean Zucker rats over 24h with preserved light and dark phase, either with ad libitum access to food and water, or when no food was available. Dopamine and serotonin concentrations were measured by high-performance liquid chromatography with electrochemical detection in 20-min dialysis samples. Time-series analysis was applied to determine linear correlations between monoamines and in relation to food intake. Data showed that release of dopamine and serotonin is synchronized within the ventromedial hypothalamus and lateral hypothalamic area, particularly in the dark phase and when no food was ingested. However, synchronized release of monoamines between these nuclei occurred only during intermeal intervals: the periods of satiety. These findings suggest a tight relationship between dopaminergic and serotonergic systems of the lateral hypothalamic area and ventromedial hypothalamus, which is influenced by the feeding state and which may be involved in maintaining the balance within and between the centers of the parasympathetic and sympathetic nervous systems. The data also illustate that food intake is coupled unequivocally to the release of dopamine and serotonin in the hypothalamus, suggesting it as a mechanism of activation of postsynaptic neurons associated with new metabolic status.

Bilateral hypothalamic dopamine infusion in male Zucker rat suppresses feeding due to reduced meal size.

Lateral hypothalamic area dopamine activity (LHA-DA) appears to play a contributory role in regulating food intake, in particular, meal size. In this study we examined our hypothesis that bilateral LHA-DA injection induced depression of food intake via reduced meal size. Dopamine (11 mg/ml) or vehicle was infused into bilateral LHA at 0.5 microliter/h via two osmotic minipumps in six study or six control obese male Zucker rats for 13 days, respectively. Meal size, meal number, as well as food intake were continuously measured before, during, and after dopamine infusion. Intra-LHA-DA infusion significantly depressed food intake. The decreased food intake was solely caused by a significant and profound reduction in meal size. There was a modest compensatory rise in meal number that gradually increased food intake so that it reached control level on 10th dopamine infusion day. However, feeding pattern did not normalize until dopamine infusion ceased. The findings support our hypothesis that LHA-DA may participate in regulating meal size. Data also demonstrate that meal size and meal number are regulated in a reciprocal and independent manner to compensate for each other.

Decreased NPY innervation of the hypothalamic nuclei in rats with cancer anorexia

Whether the decrease in food intake that occurs at the onset of anorexia in tumor bearing (TB) rats is related to a change in the hypothalamic neuropeptide Y (NPY) system was tested by comparing NPY expression in sham operated Fischer Control and anorectic TB rats. Coronal cryocut sections of their fixed brain were processed by the peroxidase-antiperoxidase method with NPY polyclonal antibodies. NPY-immunoreactive fibers were widely distributed throughout the forebrain, but were most prominent in the hypothalamic paraventricular, suprachiasmatic, arcuate and periventricular nuclei. NPY-immunoreactive neurons were visualized in Control and anorectic TB rats in the preoptic region, the arcuate nucleus, and occasionally in the lateral hypothalamus. Semiquantitative image analysis showed a significant decrease in the NPY immunostaining in some hypothalamic nuclei of the anorectic TB rats, most prominently in the supraoptic nucleus, the parvocellular portion of the paraventricular nucleus, and, to a lesser extent, the suprachiasmatic and arcuate nuclei. No changes in NPY innervation were seen in the ventromedial nucleus and the lateral hypothalamus. The data support the hypothesis of an altered hypothalamic NPY system at the onset of anorexia in TB rats and also reveal the hypothalamic nuclei through which NPY influences food intake.

Central mechanisms involved with catabolism

Purpose of reviewCatabolism conjures up an end-metabolic process in which muscle and fat tissue are broken down into their constituent parts to provide nutrients for the body, secondary to a noxious stimulus that prevents the organism from adequately nourishing itself. However, catabolism is a primary event, initiated in the brain in response to perceived or real stresses or noxious stimuli, which has a secondary effect of inhibiting food intake and consequently the break down of skeletal muscle and adipose tissues to provide nutrients for the body to survive. Recent findingsThis is achieved via a cascade of neurohormonal monoaminergic and peptidergic mediators in the central nervous system, invoking the cortex, the limbic system and the hypothalamus. Among the most detailed mediators studied are corticotropin-releasing factor and serotonin which, via the hypothalamic-pituitary-adrenal axis and the sympathetic and parasympathetic nervous system, stimulate catecholamines and cortisol and inhibit anabolic hormones, insulin, leptin, ghrelin, including neuropeptide Y and other neuropeptides, among them the paracrine-acting cytokines. Simultaneously, there occurs stimulation of the counter-regulatory hormones cortisol, glucagon and the melanocortin family of neuropeptides. SummaryThe net effect is anorexia, with the inhibition of food intake, body weight loss, delayed gastric emptying and functions, the stimulation of gluconeogenesis, glycogenolysis and ketogenesis as sources of metabolic fuel, which if unabated leads ultimately to cachexia. The use of antagonists and the removal of stress or noxious stimuli experimentally test different pathways of this dynamic metabolic picture. Several studies have demonstrated important progress towards our understanding of the central mechanisms involved in anorexia and weight loss, which we summarize in this review.

Hyperbaric oxygenation therapy alleviates chronic constrictive injury-induced neuropathic pain and reduces tumor necrosis factor-alpha production.

BACKGROUND: The development of hyperalgesia and allodynia after chronic constrictive injury (CCI) is associated with significantly increased tumor necrosis factor (TNF)-&agr; and interleukin (IL)-1&bgr;. Theoretically, if the production of TNF-&agr; and/or IL-1&bgr; could be reduced, neuropathic pain syndrome may be alleviated. Recently, a beneficial effect of hyperbaric oxygenation therapy (HBOT) in the treatment of pain disorders has been suggested. Our present study was designed to examine the hypotheses that (1) CCI-induced neuropathic pain may be associated with increased production of TNF-&agr; and IL-1&bgr;, (2) HBOT may alleviate CCI-induced neuropathic pain, and (3) the alleviated neuropathic pain may be associated with reduced production of TNF-&agr; and/or IL-1&bgr;. METHODS: Male rats (weighing 250–300 g) were anesthetized with ketamine and xylazine. The common sciatic nerve was exposed through the biceps femoris. Proximal to the sciatic’s trifurcation, 4 ligatures were loosely tied around the nerve. In the sham group, an identical dissection was performed without ligation of the sciatic nerve. Mechanical allodynia and cold allodynia were tested by von Frey filament stimulation and the spread of acetone, respectively. HBO rats (n =18) were exposed to pure oxygen for 1 hour at 2.4 atm once a day. Non-HBO (n =18) and sham rats (n =6) were placed in the HBOT chamber breathing air. TNF-&agr; and IL-1&bgr; in the sciatic nerve were assayed with ELISA. The presence of TNF-&agr; protein in homogenates was verified by Western blot analysis. RESULTS: CCI induced significant cold and mechanical allodynia as measured after CCI on days 4 and 7. The cold allodynia response frequency was significantly lower in HBO rats than in non-HBO rats. The values were 20% ± 1.6% vs 50% ± 4.5% on day 4 and 40% ± 4.6% vs 70% ± 4.5% on day 7 (F =87.42, confidence interval [for the difference between HBO and non-HBO]=29.612 ± 8.781, P < 0.05 for day 4 and day 7). The threshold of mechanical allodynia significantly increased in HBO rats compared with non-HBO rats. The values were 6.20 ± 0.9 vs 4.1 ± 1.0 g on day 4 and 3.8.2 ± 0.5 vs 2.3 ± 0.4 g on day 7 (F =18.8, confidence interval [for the difference between HBO and non-HBO]=1.806 ± 1.171, P < 0.05 for day 4 and day 7). TNF-&agr; content was significantly higher in non-HBO rats than in sham rats on day 4 (17.89 ± 0.83 vs 10.66 ± 1.1 pg/mg protein, P < 0.05) and day 7 (18.97 ± 1.57 vs 9.09 ± 1.5 pg/mg protein, P < 0.05). HBOT significantly reduced TNF-&agr; content to near the level in sham rats, which was 10.94 ± 2.78 and 11.32 ± 2.98 pg/mg protein on day 4 (P < 0.05 versus non-HBO) and 7 (P < 0.05 versus non-HBO), respectively. Western blot analysis confirmed the presence of proteins with molecular weights of 51 kDa in the rat sciatic nerve homogenates. IL-1&bgr; content was also significantly higher in non-HBO rats than in sham rats on day 4 (636 ± 74 vs 256 ± 31 pg/mg protein, P < 0.05) and on day 7 (687 ± 89 vs 288 ± 35 pg/mg protein, P < 0.05). HBOT had no effect on IL-1&bgr; content, which was 671 ± 85 pg/mg protein on day 4 and 672 ± 75 pg/mg protein on day 7 in HBO rats (P =not significant versus non-HBO rats). CONCLUSION: These data show that HBOT alleviates CCI-induced neuropathic pain and inhibits endoneuronal TNF-&agr; production, but not IL-1&bgr; in CCI-induced neuropathic pain. Reduced TNF-&agr; production may, at least in part, contribute to the beneficial effect of HBOT.