المؤلفون: Wensha Zhang, Toby Kenney, Lam Si Tung Ho

المصدر: BMC Ecology and Evolution, Vol 24, Iss 1, Pp 1-19 (2024)

مصطلحات موضوعية: Evolutionary shift detection, Ornstein-Uhlenbeck model, LASSO, Trait evolution, Ensemble method, Phylogenetic comparative methods, Ecology, QH540-549.5, Evolution, QH359-425

الوصف: Abstract Abrupt environmental changes can lead to evolutionary shifts in trait evolution. Identifying these shifts is an important step in understanding the evolutionary history of phenotypes. The detection performances of different methods are influenced by many factors, including different numbers of shifts, shift sizes, where a shift occurs on a tree, and the types of phylogenetic structure. Furthermore, the model assumptions are oversimplified, so are likely to be violated in real data, which could cause the methods to fail. We perform simulations to assess the effect of these factors on the performance of shift detection methods. To make the comparisons more complete, we also propose an ensemble variable selection method (R package ELPASO) and compare it with existing methods (R packages $$\ell$$ ℓ 1ou and PhylogeneticEM). The performances of methods are highly dependent on the selection criterion. $$\ell$$ ℓ 1ou+pBIC is usually the most conservative method and it performs well when signal sizes are large. $$\ell$$ ℓ 1ou+BIC is the least conservative method and it performs well when signal sizes are small. The ensemble method provides more balanced choices between those two methods. Moreover, the performances of all methods are heavily impacted by measurement error, tree reconstruction error and shifts in variance.

وصف الملف: electronic resource

العلاقة: https://doaj.org/toc/2730-7182Test

الوصول الحر: https://doaj.org/article/1ccfb303077f4d8ebc97e45b8ce71564Test

المؤلفون: Maria C. Mariani, Peter K. Asante, William Kubin, Osei K. Tweneboah, Maria Beccar-Varela

المصدر: Electronic Journal of Differential Equations, Vol Special Issues, Iss 02, Pp 193-207 (2023)

مصطلحات موضوعية: stochastic differential equation, ito calculus, levy process, ornstein-uhlenbeck model, superposed ornstein-uhlenbeck model, gaussian process, background driving process (bdp), diffusion entropy analysis (dea), long-range correlations, detrended fluctuation analysis (dfa), rescaled range analysis (r/s), Mathematics, QA1-939

وصف الملف: electronic resource

العلاقة: http://ejde.math.txstate.edu/special/02/m1/abstr.htmlTest; https://doaj.org/toc/1072-6691Test

الوصول الحر: https://doaj.org/article/74fd06ac23b5421d80b494664cef619eTest

المؤلفون: Márquez Corro, José Ignacio, Martín Bravo, Santiago, Jiménez Mejías, Pedro, Hipp, Andrew L., Spalink, Daniel, Naczi, Robert F.C., Roalson, Eric H., Luceño, Modesto, Escudero Lirio, Marcial

المساهمون: Universidad de Sevilla. Departamento de Biología Vegetal y Ecología, Universidad de Sevilla. RNM210: Ecología, Evolución y Conservación de la Biodiversidad, Ministerio de Economía y Competitividad (MINECO). España

مصطلحات موضوعية: Bayou, Bioclimatic variables, Brownian motion, Diversification, Morphological characters, Ornstein–Uhlenbeck model, Phylogenetic Comparative Methods, QuaSSE, Slouch

الوصف: Changes in holocentric chromosome number due to fission and fusion have direct and immediate effects on genome structure and recombination rates. These, in turn, may influence ecology and evolutionary trajectories profoundly. Sedges of the genus Carex (Cyperaceae) comprise ca. 2000 species with holocentric chromosomes. The genus exhibits a phenomenal range in the chromosome number (2n = 10 − 132) with almost not polyploidy. In this study, we integrated the most comprehensive cytogenetic and phylogenetic data for sedges with associated climatic and morphological data to investigate the hypothesis that high recombination rates are selected when evolutionary innovation is required, using chromosome number evolution as a proxy for recombination rate. We evaluated Ornstein–Uhlenbeck models to infer shifts in chromosome number equilibrium and selective regime. We also tested the relationship between chromosome number and diversification rates. Our analyses demonstrate significant correlations between morphology and climatic niche and chromosome number in Carex. Nevertheless, the amount of chromosomal variation that we are able to explain is very small. We recognized a large number of shifts in mean chromosome number, but a significantly lower number in climatic niche and morphology. We also detected a peak in diversification rates near intermediate recombination rates. In combination, these analyses point toward the importance of chromosome evolution to the evolutionary history of Carex. Our work suggests that the effect of chromosome evolution on recombination rates, not just on reproductive isolation, may be central to the evolutionary history of sedges.

العلاقة: Journal of Systematics and Evolution, 59 (4), 776-790.; CGL2016-77401-P; PGC2018-099608-B-I00; https://idus.us.es/handle//11441/154090Test

الإتاحة: https://idus.us.es/handle//11441/154090Test

المؤلفون: Jespersen, Daniel, Costigliola, Lorenzo, Dyre, Jeppe C., Saw, Shibu

المصدر: Jespersen , D , Costigliola , L , Dyre , J C & Saw , S 2023 , ' Active-matter isomorphs in the size-polydisperse Ornstein-Uhlenbeck Lennard-Jones model ' , Journal of physics. Condensed matter : an Institute of Physics journal , vol. 35 , no. 44 , 445101 . https://doi.org/10.1088/1361-648X/aceac9Test

مصطلحات موضوعية: active matter, active-matter isomorphs, Ornstein–Uhlenbeck model

الوصف: This paper studies size-polydisperse Lennard-Jones systems described by active Ornstein-Uhlenbeck particle (AOUP) dynamics. The focus is on the existence of isomorphs (curves of invariant structure and dynamics) in the model's three-dimensional phase diagram. Isomorphs are traced out from a single steady-state configuration by means of the configurational-temperature method. Good isomorph invariance of the reduced-unit radial distribution function and the mean-square displacement as a function of time is demonstrated for three uniform-distribution polydispersities,12%, 23%, and 29%. Comparing to active-matter isomorphs generated by the analytical direct-isomorph-check method, the latter have poorer invariance of the structure, but better invariance of the dynamics. We conclude that both methods can be used to quickly get an overview of the phase diagram of polydisperse AOUP models involving a potential-energy function obeying the hidden-scale-invariance property required for isomorph theory to apply.

وصف الملف: application/pdf

الإتاحة: https://doi.org/10.1088/1361-648X/aceac9Test
https://forskning.ruc.dk/da/publications/9fa971e8-946f-4802-a759-9a99c8870917Test
https://hdl.handle.net/1800/9fa971e8-946f-4802-a759-9a99c8870917Test
https://rucforsk.ruc.dk/ws/files/97341756/Jespersen_2023_J._Phys._Condens._Matter_35_445101.pdfTest

المؤلفون: Mina Mohammadi, Parisa Nabati

المصدر: تحقیقات مالی, Vol 23, Iss 3, Pp 404-418 (2021)

مصطلحات موضوعية: financial markets, levy process, ornstein-uhlenbeck model, stochastic volatility, Finance, HG1-9999

الوصف: Objective: The main purpose of this paper is to investigate a developed stochastic algorithm for modeling financial markets using the Ornstein-uhlenbeck process combined with Levy noise. Using the closing prices of stock markets, it can be concluded that the stochastic model of the Ornstein-uhlenbeck process with time-dependent parameters significantly improves the performance of stock price forecasting. Methods: At first, we study the stochastic differential equation that is composed of Ornstein-uhlenbeck independent processes. Since these processes are extracted by the gamma process, we call it the gamma Ornstein-uhlenbeck process, We used a stochastic differential equation under the combination of two independent processes and simulate the time series data. The parameter estimation is done using the maximum likelihood estimator. Results: To illustrate the performance of the proposed model, we apply the desired stochastic differential equation for a set of financial time series from Tehran Oil Refining Company, Saipa Azin, and the Cement of Urmia stock exchanges. The simulated data mimics the original financial time series data. This is observed from the estimates of root mean square error criteria. Conclusion: Numerical results show that the predicted volatility of these companies is close to the simulated ones. The advantage of this methodology is the fact that the estimates obtained are stable around the true value and also the low errors indicate that the estimation procedure is accurate, therefore producing a higher forecasting accuracy. Thus, the proposed estimation algorithm is suitable with large data sets and has good convergence properties.

وصف الملف: electronic resource

العلاقة: https://jfr.ut.ac.ir/article_85050_8d4bf803daf2d905fb5916dc3b3abb8f.pdfTest; https://doaj.org/toc/1024-8153Test; https://doaj.org/toc/2423-5377Test

الوصول الحر: https://doaj.org/article/c5d4066a0fb24dc097f39d31ab7a39c0Test

المؤلفون: Rohlfs, Rori V, Nielsen, Rasmus

المصدر: Systematic Biology. 64(5)

مصطلحات موضوعية: Biological Sciences, Evolutionary Biology, Genetics, Human Genome, Analysis of Variance, Animals, Computer Simulation, Gene Expression Regulation, Genes, Humans, Liver, Models, Genetic, Phylogeny, Quantitative Trait Loci, Comparative expression, expression adaptation, Ornstein-Uhlenbeck model, plasticity, population variance, Ornstein–Uhlenbeck model, Ecology, Evolutionary biology

الوصف: A number of methods have been developed for modeling the evolution of a quantitative trait on a phylogeny. These methods have received renewed interest in the context of genome-wide studies of gene expression, in which the expression levels of many genes can be modeled as quantitative traits. We here develop a new method for joint analyses of quantitative traits within- and between species, the Expression Variance and Evolution (EVE) model. The model parameterizes the ratio of population to evolutionary expression variance, facilitating a wide variety of analyses, including a test for lineage-specific shifts in expression level, and a phylogenetic ANOVA that can detect genes with increased or decreased ratios of expression divergence to diversity, analogous to the famous Hudson Kreitman Aguadé (HKA) test used to detect selection at the DNA level. We use simulations to explore the properties of these tests under a variety of circumstances and show that the phylogenetic ANOVA is more accurate than the standard ANOVA (no accounting for phylogeny) sometimes used in transcriptomics. We then apply the EVE model to a mammalian phylogeny of 15 species typed for expression levels in liver tissue. We identify genes with high expression divergence between species as candidates for expression level adaptation, and genes with high expression diversity within species as candidates for expression level conservation and/or plasticity. Using the test for lineage-specific expression shifts, we identify several candidate genes for expression level adaptation on the catarrhine and human lineages, including genes putatively related to dietary changes in humans. We compare these results to those reported previously using a model which ignores expression variance within species, uncovering important differences in performance. We demonstrate the necessity for a phylogenetic model in comparative expression studies and show the utility of the EVE model to detect expression divergence, diversity, and branch-specific shifts.

وصف الملف: application/pdf

الوصول الحر: https://escholarship.org/uc/item/1291s0xkTest

المؤلفون: Amam Taufiq Hidayat, Subanar Subanar

المصدر: Media Statistika, Vol 13, Iss 1, Pp 60-67 (2020)

مصطلحات موضوعية: levy process, ornstein-uhlenbeck process, bns gamma ornstein uhlenbeck model, Probabilities. Mathematical statistics, QA273-280

الوصف: Geometric Brownian motion is one of the most widely used stock price model. One of the assumptions that is filled with stock return volatility is constant. Gamma Ornstein-Uhlenbeck process a model to describe volatility in finance. Additionally, Gamma Ornstein-Uhlenbeck process driven by Background Driving Levy Process (BDLP) compound Poisson process and the marginal law of volatility follows a Gamma distribution. Barndorff-Nielsen and Shepard (BNS) Gamma Ornstein-Uhlenbeck model can to sample the process for the stock price with volatility follows Gamma Ornstein-Uhlenbeck process. Based on these, the simulation result are compared BNS Gamma Ornstein-Uhlenbeck model with geometric Brown motion for Standard and Poor (SP) 500 stock data. Simulation result give BNS Gamma Ornstein-Uhlenbeck model and Geometric Brownian motion a Root Mean Square Error (RMSE) are 0,13 and 0,24 respectively. These result indicate that the BNS Gamma Ornstein-Uhlenbeck model gives a more accurate than Geometric Brownian motion

وصف الملف: electronic resource

العلاقة: https://ejournal.undip.ac.id/index.php/media_statistika/article/view/27941Test; https://doaj.org/toc/1979-3693Test; https://doaj.org/toc/2477-0647Test

الوصول الحر: https://doaj.org/article/e603c7270344469aa2877497fad7aafbTest

المؤلفون: Jan Wölfer, John A. Nyakatura

المصدر: Ecology and Evolution, Vol 9, Iss 19, Pp 11025-11039 (2019)

مصطلحات موضوعية: convergence, femur, locomotion, Ornstein‐Uhlenbeck model, scapula, selective regime, Ecology, QH540-549.5

الوصف: Abstract Homoplasy is a strong indicator of a phenotypic trait's adaptive significance when it can be linked to a similar function. We assessed homoplasy in functionally relevant scapular and femoral traits of Marmotini and Xerini, two sciuromorph rodent clades that independently acquired a fossorial lifestyle from an arboreal ancestor. We studied 125 species in the scapular dataset and 123 species in the femoral dataset. Pairwise evolutionary model comparison was used to evaluate whether homoplasy of trait optima is more likely than other plausible scenarios. The most likely trend of trait evolution among all traits was assessed via likelihood scoring of all considered models. The homoplasy hypothesis could never be confirmed as the single most likely model. Regarding likelihood scoring, scapular traits most frequently did not differ among Marmotini, Xerini, and arboreal species. For the majority of femoral traits, results indicate that Marmotini, but not Xerini, evolved away from the ancestral arboreal condition. We conclude on the basis of the scapular results that the forelimbs of fossorial and arboreal sciuromorphs share mostly similar functional demands, whereas the results on the femur indicate that the hind limb morphology is less constrained, perhaps depending on the specific fossorial habitat.

وصف الملف: electronic resource

العلاقة: https://doaj.org/toc/2045-7758Test

الوصول الحر: https://doaj.org/article/749833697db24ae4b4782dffcacba513Test

المؤلفون: Anas D. Khalaf, Anwar Zeb, Tareq Saeed, Mahmoud Abouagwa, Salih Djilali, Hashim M. Alshehri

المصدر: Fractal and Fractional; Volume 5; Issue 4; Pages: 192

مصطلحات موضوعية: mixed weighted fractional Brownian motion, mixed weighted fractional Ornstein–Uhlenbeck model, Skorohod integral, parametric estimation

الوصف: In this work, we present the analysis of a mixed weighted fractional Brownian motion, defined by ηt:=Bt+ξt, where B is a Brownian motion and ξ is an independent weighted fractional Brownian motion. We also consider the parameter estimation problem for the drift parameter θ>0 in the mixed weighted fractional Ornstein–Uhlenbeck model of the form X0=0;Xt=θXtdt+dηt. Moreover, a simulation is given of sample paths of the mixed weighted fractional Ornstein–Uhlenbeck process.

وصف الملف: application/pdf

العلاقة: General Mathematics, Analysis; https://dx.doi.org/10.3390/fractalfract5040192Test

الإتاحة: https://doi.org/10.3390/fractalfract5040192Test

المؤلفون: Kang, Jamie, Leung, Tim

المصدر: Studies in Economics and Finance, 2017, Vol. 34, Issue 4, pp. 580-596.

الوصول الحر: http://www.emeraldinsight.com/doi/10.1108/SEF-10-2016-0254Test