Jan Kloppenborg Møller

Time-adaptive quantile regression

An algorithm for time-adaptive quantile regression is presented. The algorithm is based on the simplex algorithm, and the linear optimization formulation of the quantile regression problem is given. The observations have been split to allow a direct use of the simplex algorithm. The simplex method and an updating procedure are combined into a new algorithm for time-adaptive quantile regression, which generates new solutions on the basis of the old solution, leading to savings in computation time. The suggested algorithm is tested against a static quantile regression model on a data set with wind power production, where the models combine splines and quantile regression. The comparison indicates superior performance for the time-adaptive quantile regression in all the performance parameters considered.

Development of a restricted state space stochastic differential equation model for bacterial growth in rich media

In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states. Bacterial growth is limited by the available substrate and the inclusion of diffusion must obey this natural restriction. By inclusion of a modified logistic diffusion term it is possible to introduce a diffusion term flexible enough to capture both the growth phase and the stationary phase, while concentration is restricted to the natural state space (substrate and bacteria non-negative). The case considered is the growth of Salmonella and Enterococcus in a rich media. It is found that a hidden state is necessary to capture the lag phase of growth, and that a flexible logistic diffusion term is needed to capture the random behaviour of the growth model. Further, it is concluded that the Monod effect is not needed to capture the dynamics of bacterial growth in the data presented.

Inhomogeneous Markov Models for Describing Driving Patterns

It has been predicted that electric vehicles will play a crucial role in incorporating a large renewable component in the energy sector. If electric vehicles are integrated in a naive way, they may exacerbate issues related to peak demand and transmission capacity limits while not reducing polluting emissions. Optimizing the charging of electric vehicles is paramount for their successful integration. This paper presents a model to describe the driving patterns of electric vehicles in order to provide primary input information to any mathematical programming model for optimal charging. Specifically, an inhomogeneous Markov model that captures the diurnal variation in the use of a vehicle is presented. The model is defined by the time-varying probabilities of starting and ending a trip, and is justified due to the uncertainty associated with the use of the vehicle. The model is fitted to data collected from the actual utilization of a vehicle. Inhomogeneous Markov models imply a large number of parameters. The number of parameters in the proposed model is reduced using B-splines.

Modeling and Prediction Using Stochastic Differential Equations

Pharmacokinetic/pharmakodynamic (PK/PD) modeling for a single subject is most often performed using nonlinear models based on deterministic ordinary differential equations (ODEs), and the variation between subjects in a population of subjects is described using a population (mixed effects) setup that describes the variation between subjects. The ODE setup implies that the variation for a single subject is described by a single parameter (or vector), namely the variance (covariance) of the residuals. Furthermore the prediction of the states is given as the solution to the ODEs and hence assumed deterministic and can predict the future perfectly. A more realistic approach would be to allow for randomness in the model due to e.g., the model be too simple or errors in input. We describe a modeling and prediction setup which better reflects reality and suggests stochastic differential equations (SDEs) for modeling and forecasting. It is argued that this gives models and predictions which better reflect reality. The SDE approach also offers a more adequate framework for modeling and a number of efficient tools for model building. A software package (CTSM-R) for SDE-based modeling is briefly described.

Cross-Validation of a Glucose-Insulin-Glucagon Pharmacodynamics Model for Simulation Using Data From Patients With Type 1 Diabetes:

Background: Currently, no consensus exists on a model describing endogenous glucose production (EGP) as a function of glucagon concentrations. Reliable simulations to determine the glucagon dose preventing or treating hypoglycemia or to tune a dual-hormone artificial pancreas control algorithm need a validated glucoregulatory model including the effect of glucagon. Methods: Eight type 1 diabetes (T1D) patients each received a subcutaneous (SC) bolus of insulin on four study days to induce mild hypoglycemia followed by a SC bolus of saline or 100, 200, or 300 µg of glucagon. Blood samples were analyzed for concentrations of glucagon, insulin, and glucose. We fitted pharmacokinetic (PK) models to insulin and glucagon data using maximum likelihood and maximum a posteriori estimation methods. Similarly, we fitted a pharmacodynamic (PD) model to glucose data. The PD model included multiplicative effects of insulin and glucagon on EGP. Bias and precision of PD model test fits were assessed by mean predictive error (MPE) and mean absolute predictive error (MAPE). Results: Assuming constant variables in a subject across nonoutlier visits and using thresholds of ±15% MPE and 20% MAPE, we accepted at least one and at most three PD model test fits in each of the seven subjects. Thus, we successfully validated the PD model by leave-one-out cross-validation in seven out of eight T1D patients. Conclusions: The PD model accurately simulates glucose excursions based on plasma insulin and glucagon concentrations. The reported PK/PD model including equations and fitted parameters allows for in silico experiments that may help improve diabetes treatment involving glucagon for prevention of hypoglycemia.