Background and aim: Mental stress represents a pivotal factor in cardiovascular diseases. The mechanism by which stress produces its deleterious ischemic effects is still under study but some of the most explored pathways are inflammation, endothelial function and balancing of the thrombotic state. In this scenario, von Willebrand factor (vWF) is a plasma glycoprotein best known for its crucial hemostatic role, also acting as key regulatory element of inflammation, being released by the activated vascular endothelium. Antistress techniques seem to be able to slow down inflammation. As we have recently verified how the practice of the Relaxation Response (RR), which counteracts psychological stress, causes favorable changes in some inflammatory genes’ expressions, neurotransmitters, hormones, cytokines and inflammatory circulating microRNAs with coronary endothelial function improvement, we aimed to verify a possible change even in serum levels of vWF. Experimental procedure: We measured vWF multimers and the total protein carbonyl contents in the sera of 90 patients with ischemic heart disease (and 30 healthy controls) immediately before and after an RR session, three times (baseline, 6 months, 12 months), during a one-year follow-up study. Results: According to our data, large vWF multimers decrease during the RR, as does the plasma total carbonyl content. Conclusion: vWF levels seem to vary rapidly between anti-inflammatory and antithrombotic behaviors dependent on psychological activity, leading to relaxation and also possibly changes in its quaternary structure. Full article

In this article, we have proposed a new generalization of the odd Weibull-G family by consolidating two notable families of distributions. We have derived various mathematical properties of the proposed family, including quantile function, skewness, kurtosis, moments, incomplete moments, mean deviation, Bonferroni and Lorenz curves, probability weighted moments, moments of (reversed) residual lifetime, entropy and order statistics. After producing the general class, two of the corresponding parametric statistical models are outlined. The hazard rate function of the sub-models can take a variety of shapes such as increasing, decreasing, unimodal, and Bathtub shaped, for different values of the parameters. Furthermore, the sub-models of the introduced family are also capable of modelling symmetric and skewed data. The parameter estimation of the special models are discussed by numerous methods, namely, the maximum likelihood, simple least squares, weighted least squares, Cramér-von Mises, and Bayesian estimation. Under the Bayesian framework, we have used informative and non-informative priors to obtain Bayes estimates of unknown parameters with the squared error and generalized entropy loss functions. An extensive Monte Carlo simulation is conducted to assess the effectiveness of these estimation techniques. The applicability of two sub-models of the proposed family is illustrated by means of two real data sets. Full article

A heuristic description of the spin-rotation-gravity coupling is presented and the implications of the corresponding gravitomagnetic Stern–Gerlach force are briefly mentioned. It is shown, within the framework of linearized general relativity, that the gravitomagnetic Stern–Gerlach force reduces in the appropriate correspondence limit to the classical Mathisson spin-curvature force. Full article

By assimilating biological systems, both structural and functional, into multifractal objects, their behavior can be described in the framework of the scale relativity theory, in any of its forms (standard form in Nottale’s sense and/or the form of the multifractal theory of motion). By operating in the context of the multifractal theory of motion, based on multifractalization through non-Markovian stochastic processes, the main results of Nottale’s theory can be generalized (specific momentum conservation laws, both at differentiable and non-differentiable resolution scales, specific momentum conservation law associated with the differentiable–non-differentiable scale transition, etc.). In such a context, all results are explicated through analyzing biological processes, such as acute arterial occlusions as scale transitions. Thus, we show through a biophysical multifractal model that the blocking of the lumen of a healthy artery can happen as a result of the “stopping effect” associated with the differentiable-non-differentiable scale transition. We consider that blood entities move on continuous but non-differentiable (multifractal) curves. We determine the biophysical parameters that characterize the blood flow as a Bingham-type rheological fluid through a normal arterial structure assimilated with a horizontal “pipe” with circular symmetry. Our model has been validated based on experimental clinical data. Full article

Electroencephalography neurofeedback (EEG-NFB) training can induce changes in the power of targeted EEG bands. The objective of this study is to enhance and evaluate the specific changes of EEG power spectral density that the brain-machine interface (BMI) users can reliably generate for power augmentation through EEG-NFB training. First, we constructed an EEG-NFB training system for power augmentation. Then, three subjects were assigned to three NFB training stages, based on a 6-day consecutive training session as one stage. The subjects received real-time feedback from their EEG signals by a robotic arm while conducting flexion and extension movement with their elbow and shoulder joints, respectively. EEG signals were compared with each NFB training stage. The training results showed that EEG beta (12–40 Hz) power increased after the NFB training for both the elbow and the shoulder joints’ movements. EEG beta power showed sustained improvements during the 3-stage training, which revealed that even the short-term training could improve EEG signals significantly. Moreover, the training effect of the shoulder joints was more obvious than that of the elbow joints. These results suggest that NFB training can improve EEG signals and clarify the specific EEG changes during the movement. Our results may even provide insights into how the neural effects of NFB can be better applied to the BMI power augmentation system and improve the performance of healthy individuals. Full article

With the emergence of wireless networks, cooperation for secrecy is recognized as an attractive way to establish secure communications. Departing from cryptographic techniques, secrecy can be provided by exploiting the wireless channel characteristics; that is, some error-correcting codes besides reliability have been shown to achieve information-theoretic security. In this paper, we propose a polar-coding-based technique for the primitive relay wiretap channel and show that this technique is suitable to provide information-theoretic security. Specifically, we integrate at the relay an additional functionality, which allows it to smartly decide whether it will cooperate or not based on the decoding detector result. In the case of cooperation, the relay operates in a decode-and-forward mode and assists the communication by transmitting a complementary message to the destination in order to correctly decode the initial source’s message. Otherwise, the communication is completed with direct transmission from source to the destination. Finally, we first prove that the proposed encoding scheme achieves weak secrecy, then, in order to overcome the obstacle of misaligned bits, we implement a double-chaining construction, which achieves strong secrecy. Full article

A recent advancement in modeling was the development of quantum Bayesian networks (QBNs). QBNs generally differ from BNs by substituting traditional Bayes calculus in probability tables with the quantum amplification wave functions. QBNs can solve a variety of problems which are unsolvable by, or are too complex for, traditional BNs. These include problems with feedback loops and temporal expansions; problems with non-commutative dependencies in which the order of the specification of priors affects the posterior outcomes; problems with intransitive dependencies constituting the circular dominance of the outcomes; problems in which the input variables can affect each other, even if they are not causally linked (entanglement); problems in which there may be >1 dominant probability outcome dependent on small variations in inputs (superpositioning); and problems in which the outcomes are nonintuitive and defy traditional probability calculus (Parrondo’s paradox and the violation of the Sure Thing Principle). I present simple examples of these situations illustrating problems in prediction and diagnosis, and I demonstrate how BN solutions are infeasible, or at best require overly-complex latent variable structures. I then argue that many problems in ecology and evolution can be better depicted with ecological QBN (EcoQBN) modeling. The situations that fit these kinds of problems include noncommutative and intransitive ecosystems responding to suites of disturbance regimes with no specific or single climax condition, or that respond differently depending on the specific sequence of the disturbances (priors). Case examples are presented on the evaluation of habitat conditions for a bat species, representing state-transition models of a boreal forest under disturbance, and the entrainment of auditory signals among organisms. I argue that many current ecological analysis structures—such as state-and-transition models, predator–prey dynamics, the evolution of symbiotic relationships, ecological disturbance models, and much more—could greatly benefit from a QBN approach. I conclude by presenting EcoQBNs as a nascent field needing the further development of the quantum mathematical structures and, eventually, adjuncts to existing BN modeling shells or entirely new software programs to facilitate model development and application. Full article

The trend prediction of the stock is a main challenge. Accidental factors often lead to short-term sharp fluctuations in stock markets, deviating from the original normal trend. The short-term fluctuation of stock price has high noise, which is not conducive to the prediction of stock trends. Therefore, we used discrete wavelet transform (DWT)-based denoising to denoise stock data. Denoising the stock data assisted us to eliminate the influences of short-term random events on the continuous trend of the stock. The denoised data showed more stable trend characteristics and smoothness. Extreme learning machine (ELM) is one of the effective training algorithms for fully connected single-hidden-layer feedforward neural networks (SLFNs), which possesses the advantages of fast convergence, unique results, and it does not converge to a local minimum. Therefore, this paper proposed a combination of ELM- and DWT-based denoising to predict the trend of stocks. The proposed method was used to predict the trend of 400 stocks in China. The prediction results of the proposed method are a good proof of the efficacy of DWT-based denoising for stock trends, and showed an excellent performance compared to 12 machine learning algorithms (e.g., recurrent neural network (RNN) and long short-term memory (LSTM)). Full article

Quantum cycles in established heat engines can be modeled with various quantum systems as working substances. For example, a heat engine can be modeled with an infinite potential well as the working substance to determine the efficiency and work done. However, in this method, the relationship between the quantum observables and the physically measurable parameters—i.e., the efficiency and work done—is not well understood from the quantum mechanics approach. A detailed analysis is needed to link the thermodynamic variables (on which the efficiency and work done depends) with the uncertainty principle for better understanding. Here, we present the connection of the sum uncertainty relation of position and momentum operators with thermodynamic variables in the quantum heat engine model. We are able to determine the upper and lower bounds on the efficiency of the heat engine through the uncertainty relation. Full article

The thymus hosts the development of a specific type of adaptive immune cells called T cells. T cells orchestrate the adaptive immune response through recognition of antigen by the highly variable T-cell receptor (TCR). T-cell development is a tightly coordinated process comprising lineage commitment, somatic recombination of Tcr gene loci and selection for functional, but non-self-reactive TCRs, all interspersed with massive proliferation and cell death. Thus, the thymus produces a pool of T cells throughout life capable of responding to virtually any exogenous attack while preserving the body through self-tolerance. The thymus has been of considerable interest to both immunologists and theoretical biologists due to its multi-scale quantitative properties, bridging molecular binding, population dynamics and polyclonal repertoire specificity. Here, we review experimental strategies aimed at revealing quantitative and dynamic properties of T-cell development and how they have been implemented in mathematical modeling strategies that were reported to help understand the flexible dynamics of the highly dividing and dying thymic cell populations. Furthermore, we summarize the current challenges to estimating in vivo cellular dynamics and to reaching a next-generation multi-scale picture of T-cell development. Full article

This paper investigates the asymptotic properties of estimators obtained from the so called CVA (canonical variate analysis) subspace algorithm proposed by Larimore (1983) in the case when the data is generated using a minimal state space system containing unit roots at the seasonal frequencies such that the yearly difference is a stationary vector autoregressive moving average (VARMA) process. The empirically most important special cases of such data generating processes are the I(1) case as well as the case of seasonally integrated quarterly or monthly data. However, increasingly also datasets with a higher sampling rate such as hourly, daily or weekly observations are available, for example for electricity consumption. In these cases the vector error correction representation (VECM) of the vector autoregressive (VAR) model is not very helpful as it demands the parameterization of one matrix per seasonal unit root. Even for weekly series this amounts to 52 matrices using yearly periodicity, for hourly data this is prohibitive. For such processes estimation using quasi-maximum likelihood maximization is extremely hard since the Gaussian likelihood typically has many local maxima while the parameter space often is high-dimensional. Additionally estimating a large number of models to test hypotheses on the cointegrating rank at the various unit roots becomes practically impossible for weekly data, for example. This paper shows that in this setting CVA provides consistent estimators of the transfer function generating the data, making it a valuable initial estimator for subsequent quasi-likelihood maximization. Furthermore, the paper proposes new tests for the cointegrating rank at the seasonal frequencies, which are easy to compute and numerically robust, making the method suitable for automatic modeling. A simulation study demonstrates by example that for processes of moderate to large dimension the new tests may outperform traditional tests based on long VAR approximations in sample sizes typically found in quarterly macroeconomic data. Further simulations show that the unit root tests are robust with respect to different distributions for the innovations as well as with respect to GARCH-type conditional heteroskedasticity. Moreover, an application to Kaggle data on hourly electricity consumption by different American providers demonstrates the usefulness of the method for applications. Therefore the CVA algorithm provides a very useful initial guess for subsequent quasi maximum likelihood estimation and also delivers relevant information on the cointegrating ranks at the different unit root frequencies. It is thus a useful tool for example in (but not limited to) automatic modeling applications where a large number of time series involving a substantial number of variables need to be modelled in parallel. Full article

In the research of green vegetation coverage in the field of remote sensing image segmentation, crop planting area is often obtained by semantic segmentation of images taken from high altitude. This method can be used to obtain the rate of cultivated land in a region (such as a country), but it does not reflect the real situation of a particular farmland. Therefore, this paper takes low-altitude images of farmland to build a dataset. After comparing several mainstream semantic segmentation algorithms, a new method that is more suitable for farmland vacancy segmentation is proposed. Additionally, the Strip Pooling module (SPM) and the Mixed Pooling module (MPM), with strip pooling as their core, are designed and fused into the semantic segmentation network structure to better extract the vacancy features. Considering the high cost of manual data annotation, this paper uses an improved ResNet network as the backbone of signal transmission, and meanwhile uses data augmentation to improve the performance and robustness of the model. As a result, the accuracy of the proposed method in the test set is 95.6%, mIoU is 77.6%, and the error rate is 7%. Compared to the existing model, the mIoU value is improved by nearly 4%, reaching the level of practical application. Full article

The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion. Based on daily stock returns in the Shanghai Stock Exchange (SSE) A-shares, this paper divides the period between 2005 and 2018 into eight bull and bear market stages to investigate interactive patterns in the Chinese financial market. We employ the Least Absolute Shrinkage and Selection Operator (LASSO) method to construct the stock network, compare the heterogeneity of bull and bear markets, and further use the Map Equation method to analyse the evolution of modules in the SSE A-shares market. Empirical results show that (1) the connected effect is more significant in bear markets than bull markets and gives rise to abnormal volatilities in the stock market; (2) a system module can be found in the network during the first four stages, and the industry aggregation effect leads to module differentiation in the last four stages; (3) some stocks have leading effects on others throughout eight periods, and medium- and small-cap stocks with poor financial conditions are more likely to become risk sources, especially in bear markets. Our conclusions are beneficial to improving investment strategies and making regulatory policies. Full article

This study considers support vector regression (SVR) and twin SVR (TSVR) for the time series of counts, wherein the hyper parameters are tuned using the particle swarm optimization (PSO) method. For prediction, we employ the framework of integer-valued generalized autoregressive conditional heteroskedasticity (INGARCH) models. As an application, we consider change point problems, using the cumulative sum (CUSUM) test based on the residuals obtained from the PSO-SVR and PSO-TSVR methods. We conduct Monte Carlo simulation experiments to illustrate the methods’ validity with various linear and nonlinear INGARCH models. Subsequently, a real data analysis, with the return times of extreme events constructed based on the daily log-returns of Goldman Sachs stock prices, is conducted to exhibit its scope of application. Full article