Order selection in nonlinear time series models with application to the study of cell memory

<a class="pub-badge pub-badge--doi" href="https://doi.org/10.1214/12-AOAS546" rel="nofollow">DOI 10.1214/12-AOAS546</a><a class="pub-badge pub-badge--grey" href="https://zbmath.org/1401.92068" rel="nofollow">zbMATH</a><a class="pub-badge pub-badge--grey" href="https://openalex.org/works/W3103152399" rel="nofollow">OpenAlex</a><a class="pub-badge pub-badge--mardi" href="https://portal.mardi4nfdi.de/wiki/Item:Q714378" rel="nofollow">MaRDI QID Q714378</a><a class="pub-badge pub-badge--grey" href="https://fdo.portal.mardi4nfdi.de/fdo/Q714378" rel="nofollow">FDO</a>

Authors Ying Hung

Publication date 21 October 2012

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1210.0307

zbMATH Keywords

consistencyorder selectionthreshold autoregressive modelmicropipette experimentsingle molecule

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to biology and medical sciences; meta analysis (62P10) Cell biology (92C37)

Abstract: Cell adhesion experiments are biomechanical experiments studying the binding of a cell to another cell at the level of single molecules. Such a study plays an important role in tumor metastasis in cancer study. Motivated by analyzing a repeated cell adhesion experiment, a new class of nonlinear time series models with an order selection procedure is developed in this paper. Due to the nonlinearity, there are two types of overfitting. Therefore, a double penalized approach is introduced for order selection. To implement this approach, a global optimization algorithm using mixed integer programming is discussed. The procedure is shown to be asymptotically consistent in estimating both the order and parameters of the proposed model. Simulations show that the new order selection approach outperforms standard methods. The finite-sample performance of the estimator is also examined via a simulation study. The application of the proposed methodology to a T-cell experiment provides a better understanding of the kinetics and mechanics of cell adhesion, including quantifying the memory effect on a repeated unbinding force experiment and identifying the order of the memory.

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Cited in

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• Binary time series modeling with application to adhesion frequency experiments

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