Results 91 to 100 of about 40,844,823 (304)

A Financial Data Analysis Method Based on Time-Series Generative Adversarial Network and Decomposition Learning

open access: yesIEEE Access
Stock price series are highly volatile and non-stationary, making it difficult to predict future movements. Deep learning technology has provided new ways to predict stock prices.
Wei Wang, Bo Li
doaj   +1 more source

Stimulator of interferon genes agonist augmented antitumor immunity of osimertinib in Egfr‐mutated lung cancer

open access: yesMolecular Oncology, EarlyView.
Combining osimertinib with the STING agonist ADU‐S100 activates innate and adaptive immunity to overcome the non‐inflamed microenvironment of Egfr‐mutant lung cancer. This combination increases NK and CD8+ T‐cell infiltration, associated with activation of the STING‐IRF3 pathway and local immunogenic cell death.
Jun Nishimura   +19 more
wiley   +1 more source

Unraveling Meteorological Dynamics: A Two-Level Clustering Algorithm for Time Series Pattern Recognition with Missing Data Handling

open access: yesStats
Identifying regions with similar meteorological features is of both socioeconomic and ecological importance. Towards that direction, useful information can be drawn from meteorological stations, and spread in a broader area.
Ekaterini Skamnia   +2 more
doaj   +1 more source

Spatial and single‐nuclei transcriptomics reveals idiosyncratic and generic patterns in papillary and anaplastic thyroid cancers

open access: yesMolecular Oncology, EarlyView.
Matched spatial transcriptomics and single‐nuclei RNA‐seq were generated for anaplastic and BRAFV600E papillary thyroid cancers revealing generic and tumor‐specific states occurring in cancer cells and in the tumor microenvironment. In this context, cancer dedifferentiation mirrored organoid maturation through ordered thyroid marker gain/loss ...
Adrien Tourneur   +11 more
wiley   +1 more source

Accelerating Bayesian hierarchical clustering of time series data with a randomised algorithm [PDF]

open access: yes, 2013
We live in an era of abundant data. This has necessitated the development of new and innovative statistical algorithms to get the most from experimental data.
Cooke, Emma J.   +17 more
core   +1 more source

Inhibition of cyclin‐dependent kinases 12/13 using CT7439 as a treatment for colorectal cancer with CDK12 upregulation

open access: yesMolecular Oncology, EarlyView.
The proposed mechanism of action for the CDK12/13 inhibitor and cyclin K degrader, CT7439. CDK12/13 inhibition interrupts transcription elongation, leading to increased DNA damage that results in cell death. This agent is a potentially novel treatment option for patients with colorectal cancer. Created in BioRender. Cyclin‐dependent kinase (CDK) 12 and
Wylie K. Watlington   +10 more
wiley   +1 more source

Temporal classification of short time series data

open access: yesBMC Bioinformatics
Motivation Within the frame of their genetic capacity, organisms are able to modify their molecular state to cope with changing environmental conditions or induced genetic disposition. As high throughput methods are becoming increasingly affordable, time
Benedikt Venn   +3 more
doaj   +1 more source

In vitro and in silico modelling of ROS1‐positive non‐small cell lung cancer reveals fusion‐dependent tyrosine kinase inhibitor responses

open access: yesMolecular Oncology, EarlyView.
Drug resistance limits treatment success in a subset of lung cancers driven by ROS1 gene alterations. Using patient‐derived cells and computer simulations, we studied three key mutations and how they affect five targeted drugs. The mutations reduced drug effectiveness in different ways by altering protein structure and behavior.
Farhan Ul Haq   +8 more
wiley   +1 more source

Nonparametric time series forecasting with dynamic updating [PDF]

open access: yes
We present a nonparametric method to forecast a seasonal univariate time series, and propose four dynamic updating methods to improve point forecast accuracy. Our methods consider a seasonal univariate time series as a functional time series.
Han Lin Shang, Rob J Hyndman
core  

Modelling multiple time series via common factors [PDF]

open access: yes, 2008
We propose a new method for estimating common factors of multiple time series. One distinctive feature of the new approach is that it is applicable to some nonstationary time series.
Yao, Qiwei, Pan, Jiazhu
core   +2 more sources

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