scholarly journals Autoregressive modeling and diagnostics for qPCR amplification

Author(s):  
Benjamin Hsu ◽  
Valeriia Sherina ◽  
Matthew N McCall

Abstract Motivation Current methods used to analyze real-time quantitative polymerase chain reaction (qPCR) data exhibit systematic deviations from the assumed model over the progression of the reaction. Slight variations in the amount of the initial target molecule or in early amplifications are likely responsible for these deviations. Commonly used 4- and 5-parameter sigmoidal models appear to be particularly susceptible to this issue, often displaying patterns of autocorrelation in the residuals. The presence of this phenomenon, even for technical replicates, suggests that these parametric models may be misspecified. Specifically, they do not account for the sequential dependent nature of the amplification process that underlies qPCR fluorescence measurements. Results We demonstrate that a Smooth Transition Autoregressive (STAR) model addresses this limitation by explicitly modeling the dependence between cycles and the gradual transition between amplification regimes. In summary, application of a STAR model to qPCR amplification data improves model fit and reduces autocorrelation in the residuals. Availability and implementation R scripts to reproduce all the analyses and results described in this manuscript can be found at: https://github.com/bhsu4/GAPDH.SO. Supplementary information Supplementary data are available at Bioinformatics online.

2019 ◽  
Author(s):  
Benjamin Hsu ◽  
Valeriia Sherina ◽  
Matthew N. McCall

AbstractCurrent methods used to analyze real-time quantitative polymerase chain reaction (qPCR) data exhibit systematic deviations from the assumed model over the progression of the reaction. Slight variations in the amount of the initial target molecule or in early amplifications are likely responsible for these deviations. Commonly-used 4- and 5-parameter sigmoidal models appear to be particularly susceptible to this issue, often displaying patterns of autocorrelation in the residuals. The presence of this phenomenon, even for technical replicates, suggests that these parametric models may be misspecified. Specifically, they do not account for the sequential dependent nature of qPCR fluorescence measurements. We demonstrate that a Smooth Transition Autoregressive (STAR) model addresses this limitation by explicitly modeling the dependence between cycles and the gradual transition between amplification regimes. In summary, application of a STAR model to qPCR amplification data improves model fit and reduces autocorrelation in the residuals.


2019 ◽  
Vol 51 (3) ◽  
pp. 472-484
Author(s):  
Wenying Li ◽  
Yunhan Li ◽  
Jeffrey H. Dorfman

AbstractCattle are costly to transport, which could lead to segmented regional cattle markets. The cointegration of cattle prices over regions has been of research interest for decades. This article investigates price cointegration between regional cattle markets in the United States and proposes a simple procedure for incorporating a flexible transition function into an economic indicator–controlled smooth transition autoregressive (ECON-STAR) model to evaluate market dynamics. The empirical results show that these markets have been highly integrated when excess supply exists, but when cattle inventories decrease, the market pattern becomes very regionally segmented.


2018 ◽  
Vol 7 (1) ◽  
pp. 84-95
Author(s):  
Gayuh Kresnawati ◽  
Budi Warsito ◽  
Abdul Hoyyi

Smooth Transition Autoregressive (STAR) Model is one of time series model used in case of data that has nonlinear tendency. STAR is an expansion of Autoregressive (AR) Model and can be used if the nonlinear test is accepted. If the transition function G(st,γ,c) is logistic, the method used is Logistic Smooth Transition Autoregressive (LSTAR). Weekly IHSG data in period of 3 January 2010 until 24 December 2017 has nonlinier tend and logistic transition function so it can be modeled with LSTAR . The result of this research with significance level of 5% is the LSTAR(1,1) model. The forecast of IHSG data for the next 15 period has Mean Absolute Percentage Error (MAPE) 2,932612%. Keywords : autoregressive, LSTAR, nonlinier, time series


2020 ◽  
Vol 9 (4) ◽  
pp. 391-401
Author(s):  
Maria Odelia ◽  
Di Asih I Maruddani ◽  
Hasbi Yasin

Series such as financial and economic data do not always form a linear model, so a nonlinear model is needed. One of the popular nonlinear models is the Smooth Transition Autoregressive (STAR). STAR has two possible suitable transition function such as logistic and exponential that need to be test to find the appropriate transition function. The purpose of writing this thesis is to determine the LSTAR model, then use the model to predict the stock price of PT Bank Mandiri. This study uses the data of the weekly stock price of PT Bank Mandiri from the period of January 3, 2011 to December 24, 2018 as insample data and the period of January 1, 2019 to December 30, 2019 as outsample data. The research procedure begins with modeling the data with the Autoregressive (AR) process, testing the linearity of the data, modeling with LSTAR, forecasting, and finally evaluating the results of forecasting. Evaluating the results of the forecasting of the weekly share price of PT Bank Mandiri with the STAR model results in the best nonlinear model LSTAR (1,1). This model produces an highly accurate forecasting result with a value of symmetric Mean Square Error (sMAPE) to be 5.12%.Keywords: Nonlinear, Time Series, STAR, LSTAR.


Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Jieqi Lei ◽  
Xuyuan Wang ◽  
Yiming Zhang ◽  
Lian Zhu ◽  
Lin Zhang

As of the end of October 2020, the cumulative number of confirmed cases of COVID-19 has exceeded 45 million and the cumulative number of deaths has exceeded 1.1 million all over the world. Faced with the fatal pandemic, countries around the world have taken various prevention and control measures. One of the important issues in epidemic prevention and control is the assessment of the prevention and control effectiveness. Changes in the time series of daily new confirmed cases can reflect the impact of policies in certain regions. In this paper, a smooth transition autoregressive (STAR) model is applied to investigate the intrinsic changes during the epidemic in certain countries and regions. In order to quantitatively evaluate the influence of the epidemic control measures, the sequence is fitted to the STAR model; then, comparisons between the dates of transition points and those of releasing certain policies are applied. Our model well fits the data. Moreover, the nonlinear smooth function within the STAR model reveals that the implementation of prevention and control policies is effective in some regions with different speeds. However, the ineffectiveness is also revealed and the threat of a second wave had already emerged.


2019 ◽  
Vol 20 (3) ◽  
pp. 178-188
Author(s):  
Burak Güriş ◽  
Gülşah Sedefoğlu

The purpose of the article is to give brief information about the development process of time series analysis and to test the validity of the unemployment hysteresis in Turkey for female and male graduates for the years from 1988 to 2013. For this purpose, Kapetanios et al. [2003], Sollis [2009] and Kruse [2011] nonlinear unit root tests are applied based on the smooth transition autoregressive (STAR) model. Besides, nonlinear unit root tests proposed by Christopoulos et al. [2010] and Guris [2018] are employed to model the structural breaks through Fourier approach and to model the nonlinearity through a STAR model.


2020 ◽  
Vol 2 (1) ◽  
pp. 1
Author(s):  
Lorne N. Switzer ◽  
Alan Picard

While the average annual small-cap premia for the US and Canada are substantial over long horizons, there is considerable time variation of this premium within and across these countries. For the US, during expansions, the average annualized premium is a sizable 5.44%, while during recessions, there is a small-cap discount of 6.23%. The differentials are less pronounced in Canada. This paper investigates the hypothesis that the variation of the small-cap premium is related to macroeconomic and financial variables that can be captured by a nonlinear time series econometric model, i.e., the smooth transition autoregressive model (STAR model), with different factor sets across regimes between and countries. The regimes reflect expansionary vs. contractionary phases of the business cycle. For the Canadian small-cap premium, an augmented factor model that includes US factors dominates a purely domestic factor model, which is consistent with integrated markets.


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