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On the Relationship between Oil and Exchange Rates of Oil-Exporting and Oil-Importing Countries: From the Great Recession Period to the COVID-19 Era
This paper is dedicated to studying and modeling the interdependence between the oil returns and exchange-rate movements of oil-exporting and oil-importing countries. Globally, twelve countries/regions are investigated, representing more than 60% and 67% of all oil exports and imports. The sample period encompasses economic and natural events like the Great Recession period (2007–2009) and the COVID-19 pandemic. We use the dynamic conditional correlation mixed-data sampling (DCC-MIDAS) model, with the aim of investigating the interdependencies expressed by the long-run correlation, which is a smoother (but always daily observed) version of the (daily) time-varying correlation. Focusing on the advent of the COVID-19 pandemic in 2020, the long-run correlations of the oil-exporting countries (Saudia Arabia, Russia, Iraq, Canada, United States, United Arab Emirates, and Nigeria) and (lagged) WTI crude oil returns strongly increase. For a subset of these countries (that is, Saudia Arabia, Iraq, United States, United Arab Emirates, and Nigeria), the (lagged) correlations turn out to be positive, while for Canada and Russia they remain negative as before the advent of the pandemic. In addition, the oil-importing countries and regions under investigation (Europe, China, India, Japan, and South Korea) experience a similar pattern: before the COVID-19 pandemic, the (lagged) correlations were negative for China, India, and South Korea. After the COVID-19 pandemic, the correlations of these latter countries increased.
Journal Article
A Robust and Accurate Indoor Localization Using Learning-Based Fusion of Wi-Fi RTT and RSSI
Great attention has been paid to indoor localization due to its wide range of associated applications and services. Fingerprinting and time-based localization techniques are among the most popular approaches in the field due to their promising performance. However, fingerprinting techniques usually suffer from signal fluctuations and interference, which yields unstable localization performance. On the other hand, the accuracy of time-based techniques is highly affected by multipath propagation errors and non-line-of-sight transmissions. To combat these challenges, this paper presents a hybrid deep-learning-based indoor localization system called RRLoc which fuses fingerprinting and time-based techniques with a view of combining their advantages. RRLoc leverages a novel approach for fusing received signal strength indication (RSSI) and round-trip time (RTT) measurements and extracting high-level features using deep canonical correlation analysis. The extracted features are then used in training a localization model for facilitating the location estimation process. Different modules are incorporated to improve the deep model’s generalization against overtraining and noise. The experimental results obtained at two different indoor environments show that RRLoc improves localization accuracy by at least 267% and 496% compared to the state-of-the-art fingerprinting and ranging-based-multilateration techniques, respectively.
Journal Article
Classifying breast cancer subtypes on multi-omics data via sparse canonical correlation analysis and deep learning
Background
Classifying breast cancer subtypes is crucial for clinical diagnosis and treatment. However, the early symptoms of breast cancer may not be apparent. Rapid advances in high-throughput sequencing technology have led to generating large number of multi-omics biological data. Leveraging and integrating the available multi-omics data can effectively enhance the accuracy of identifying breast cancer subtypes. However, few efforts focus on identifying the associations of different omics data to predict the breast cancer subtypes.
Results
In this paper, we propose a differential sparse canonical correlation analysis network (DSCCN) for classifying the breast cancer subtypes. DSCCN performs differential analysis on multi-omics expression data to identify differentially expressed (DE) genes and adopts sparse canonical correlation analysis (SCCA) to mine highly correlated features between multi-omics DE-genes. Meanwhile, DSCCN uses multi-task deep learning neural network separately to train the correlated DE-genes to predict breast cancer subtypes, which spontaneously tackle the data heterogeneity problem in integrating multi-omics data.
Conclusions
The experimental results show that by mining the associations among multi-omics data, DSCCN is more capable of accurately classifying breast cancer subtypes than the existing methods.
Journal Article
Various dimension reduction techniques for high dimensional data analysis: a review
In the era of healthcare, and its related research fields, the dimensionality problem of high dimensional data is a massive challenge as it contains a huge number of variables forming complex data matrices. The demand for dimension reduction of complex data is growing immensely to improvise data prediction, analysis and visualization. In general, dimension reduction techniques are defined as a compression of dataset from higher dimensional matrix to lower dimensional matrix. Several computational techniques have been implemented for data dimension reduction, which is further segregated into two categories such as feature extraction and feature selection. In this review, a detailed investigation of various feature extraction and feature selection methods has been carried out with a systematic comparison of several dimension reduction techniques for the analysis of high dimensional data and to overcome the problem of data loss. Then, some case studies are also cited to verify the better approach for data dimension reduction by considering few advances described in the technical literature. This review paper may guide researchers to choose the most effective method for satisfactory analysis of high dimensional data.
Journal Article
RATE-OPTIMAL PERTURBATION BOUNDS FOR SINGULAR SUBSPACES WITH APPLICATIONS TO HIGH-DIMENSIONAL STATISTICS
Perturbation bounds for singular spaces, in particular Wedin’s sin Θ theorem, are a fundamental tool in many fields including high-dimensional statistics, machine learning and applied mathematics. In this paper, we establish separate perturbation bounds, measured in both spectral and Frobenius sin Θ distances, for the left and right singular subspaces. Lower bounds, which show that the individual perturbation bounds are rate-optimal, are also given.
The new perturbation bounds are applicable to a wide range of problems. In this paper, we consider in detail applications to low-rank matrix denoising and singular space estimation, high-dimensional clustering and canonical correlation analysis (CCA). In particular, separate matching upper and lower bounds are obtained for estimating the left and right singular spaces. To the best of our knowledge, this is the first result that gives different optimal rates for the left and right singular spaces under the same perturbation.
Journal Article
Canonical correlation analysis for multi-omics: Application to cross-cohort analysis
Integrative approaches that simultaneously model multi-omics data have gained increasing popularity because they provide holistic system biology views of multiple or all components in a biological system of interest. Canonical correlation analysis (CCA) is a correlation-based integrative method designed to extract latent features shared between multiple assays by finding the linear combinations of features–referred to as canonical variables (CVs)–within each assay that achieve maximal across-assay correlation. Although widely acknowledged as a powerful approach for multi-omics data, CCA has not been systematically applied to multi-omics data in large cohort studies, which has only recently become available. Here, we adapted sparse multiple CCA (SMCCA), a widely-used derivative of CCA, to proteomics and methylomics data from the Multi-Ethnic Study of Atherosclerosis (MESA) and Jackson Heart Study (JHS). To tackle challenges encountered when applying SMCCA to MESA and JHS, our adaptations include the incorporation of the Gram-Schmidt (GS) algorithm with SMCCA to improve orthogonality among CVs, and the development of Sparse Supervised Multiple CCA (SSMCCA) to allow supervised integration analysis for more than two assays. Effective application of SMCCA to the two real datasets reveals important findings. Applying our SMCCA-GS to MESA and JHS, we identified strong associations between blood cell counts and protein abundance, suggesting that adjustment of blood cell composition should be considered in protein-based association studies. Importantly, CVs obtained from two independent cohorts also demonstrate transferability across the cohorts. For example, proteomic CVs learned from JHS, when transferred to MESA, explain similar amounts of blood cell count phenotypic variance in MESA, explaining 39.0% ~ 50.0% variation in JHS and 38.9% ~ 49.1% in MESA. Similar transferability was observed for other omics-CV-trait pairs. This suggests that biologically meaningful and cohort-agnostic variation is captured by CVs. We anticipate that applying our SMCCA-GS and SSMCCA on various cohorts would help identify cohort-agnostic biologically meaningful relationships between multi-omics data and phenotypic traits.
Journal Article
A multifractal cross-correlation investigation into sensitivity and dependence of meteorological and hydrological droughts on precipitation and temperature
Several studies have been conducted on droughts, precipitation, and temperature, whereas none have addressed the underlying relationship between nonlinear dynamic properties and patterns of two main hydrological parameters, precipitation and temperature, and meteorological and hydrological droughts. Monthly datasets of Midlands in the UK between 1921 and 2019 were collected for analysis. Subsequent to apply a multifractal approach to attain the nonlinear features of the datasets, the relationship between two hydrological parameters and droughts was investigated through the cross-correlation technique. A similar process was performed to analyze the relationship between multifractal strength variations in time series of precipitation and temperature and droughts. The nonlinear dynamic results indicated that droughts (meteorological and hydrological) were substantially affected by precipitation than temperature. In other words, droughts were more sensitive to precipitation fluctuations than temperature fluctuations. Concerning temperature, meteorological, and hydrological droughts were dependent on the minimum and maximum temperatures (Tmin and Tmax), respectively. The correlation between precipitation and meteorological drought was more long-range persistence than precipitation and hydrological drought. Besides, the correlation between Tmax and droughts was more long-range persistence than Tmin and droughts. Analysis of nonlinear dynamic patterns proved that the multifractal strength of meteorological drought depended on the multifractal strength of precipitation and Tmax, whereas the multifractal strength of hydrological drought depended on the multifractal strength of the Tmin. The correlation between precipitation and drought indices exhibited more multifractal strength than temperature and drought indices. Finally, the pivotal role of maximum temperature on drought events was quite alerting due to global warming intensification.
Journal Article
Regularized Generalized Canonical Correlation Analysis
Regularized generalized canonical correlation analysis (RGCCA) is a generalization of regularized canonical correlation analysis to three or more sets of variables. It constitutes a general framework for many multi-block data analysis methods. It combines the power of multi-block data analysis methods (maximization of well identified criteria) and the flexibility of PLS path modeling (the researcher decides which blocks are connected and which are not). Searching for a fixed point of the stationary equations related to RGCCA, a new monotonically convergent algorithm, very similar to the PLS algorithm proposed by Herman Wold, is obtained. Finally, a practical example is discussed.
Journal Article
Permutation inference for canonical correlation analysis
Canonical correlation analysis (CCA) has become a key tool for population neuroimaging, allowing investigation of associations between many imaging and non-imaging measurements. As age, sex and other variables are often a source of variability not of direct interest, previous work has used CCA on residuals from a model that removes these effects, then proceeded directly to permutation inference. We show that a simple permutation test, as typically used to identify significant modes of shared variation on such data adjusted for nuisance variables, produces inflated error rates. The reason is that residualisation introduces dependencies among the observations that violate the exchangeability assumption. Even in the absence of nuisance variables, however, a simple permutation test for CCA also leads to excess error rates for all canonical correlations other than the first. The reason is that a simple permutation scheme does not ignore the variability already explained by previous canonical variables. Here we propose solutions for both problems: in the case of nuisance variables, we show that transforming the residuals to a lower dimensional basis where exchangeability holds results in a valid permutation test; for more general cases, with or without nuisance variables, we propose estimating the canonical correlations in a stepwise manner, removing at each iteration the variance already explained, while dealing with different number of variables in both sides. We also discuss how to address the multiplicity of tests, proposing an admissible test that is not conservative, and provide a complete algorithm for permutation inference for CCA.
Journal Article