scholarly journals Nonlinear Control in the Nematode C. elegans

Author(s):  
Megan Morrison ◽  
Charles Fieseler ◽  
J. Nathan Kutz

Recent whole-brain calcium imaging recordings of the nematode C. elegans have demonstrated that the neural activity associated with behavior is dominated by dynamics on a low-dimensional manifold that can be clustered according to behavioral states. Previous models of C. elegans dynamics have either been linear models, which cannot support the existence of multiple fixed points in the system, or Markov-switching models, which do not describe how control signals in C. elegans neural dynamics can produce switches between stable states. It remains unclear how a network of neurons can produce fast and slow timescale dynamics that control transitions between stable states in a single model. We propose a global, nonlinear control model which is minimally parameterized and captures the state transitions described by Markov-switching models with a single dynamical system. The model is fit by reproducing the timeseries of the dominant PCA mode in the calcium imaging data. Long and short time-scale changes in transition statistics can be characterized via changes in a single parameter in the control model. Some of these macro-scale transitions have experimental correlates to single neuro-modulators that seem to act as biological controls, allowing this model to generate testable hypotheses about the effect of these neuro-modulators on the global dynamics. The theory provides an elegant characterization of control in the neuron population dynamics in C. elegans. Moreover, the mathematical structure of the nonlinear control framework provides a paradigm that can be generalized to more complex systems with an arbitrary number of behavioral states.

Mathematics ◽  
2021 ◽  
Vol 9 (9) ◽  
pp. 1030
Author(s):  
Oscar V. De la Torre-Torres ◽  
Evaristo Galeana-Figueroa ◽  
José Álvarez-García

In the present paper, we test the benefit of using Markov-Switching models and volatility futures diversification in a Euro-based stock portfolio. With weekly data of the Eurostoxx 50 (ESTOXX50) stock index, we forecasted the smoothed regime-specific probabilities at T + 1 and used them as the weighting method of a diversified portfolio in ESTOXX50 and ESTOSS50 volatility index (VSTOXX) futures. With the estimated smoothed probabilities from 9 July 2009 to 29 September 2020, we simulated the performance of three theoretical investors who paid different trading costs and invested in ESTOXX50 during calm periods (low volatility regime) or VSTOXX futures and the three-month German treasury bills in distressed or highly distressed periods (high and extreme volatility regimes). Our results suggest that diversification benefits hold in the short-term, but if a given investor manages a two-asset portfolio with ESTOXX50 and our simulated portfolios, the stock portfolio’s performance is enhanced significantly, in the long term, with the presence of trading costs. These results are of use to practitioners for algorithmic and active trading applications in ESTOXX50 ETFs and VSTOXX futures.


2021 ◽  
Vol 3 (8) ◽  
Author(s):  
Majid Javari

AbstractThis paper represents the recurrence (reoccurrence) changes in the rainfall series using Markov Switching models (MSM). The switching employs a dynamic pattern that allows a linear model to be combined with nonlinearity models a discrete structure. The result is the Markov Switching models (MSM) reoccurrence predicting technique. Markov Switching models (MSM) were employed to analyze rainfall reoccurrence with spatiotemporal regime probabilities. In this study, Markov Switching models (MSM) were used based on the simple exogenous probability frame by identifying a first-order Markov process for the regime probabilities. The Markov transition matrix and regime probabilities were used to analyze the rainfall reoccurrence in 167 synoptic and climatology stations. The analysis results show a low distribution from 0.0 to 0.2 (0–20%) per day spatially from selecting stations, probability mean of daily rainfall recurrence is 0.84, and a different distribution based on the second regime was found to be more remarkable to the rainfall variability. The rainfall reoccurrence in daily rainfall was estimated with relatively low variability and strong reoccurrence daily with ranged from 0.851 to 0.995 (85.1–99.5%) per day based on the spatial distribution. The variability analysis of rainfall in the intermediate and long variability and irregular variability patterns would be helpful for the rainfall variability for environmental planning.


2015 ◽  
Vol 60 (4) ◽  
pp. 1104-1109 ◽  
Author(s):  
N. Abbassi ◽  
D. Benboudjema ◽  
S. Derrode ◽  
W. Pieczynski

Sign in / Sign up

Export Citation Format

Share Document