Fair Value Measurement (Tables)

12 Months Ended

Dec. 31, 2017

Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block]

The following table sets forth the changes in the estimated fair value for the Company’s Level 3 classified derivative warrant liability (in thousands):

	NSC  Contingently Issuable  Warrants		Westpark  Contingently  Issuable  Warrants		Total
Fair value, December 31, 2015	$	114	$	-	$	114
Change in fair value		188		-		188
Issuable derivative warrant liabilities		-		12		12
Fair value, December 31, 2016	$	302	$	12	$	314
Change in fair value		448		3		451
Conversion into common shares		(750)		-		(750)
Change in fair value of convertible notes warrants		-		(15)		(15)
Fair value, December 31, 2017	$	-	$	-	$	-

NSC Notes [Member]

Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Table Text Block]

The fair value of the NSC Contingently Issuable Warrants was determined at December 31, 2016 for approximately $0.3 million by applying management’s estimate of the probability of issuance of the Contingently Issuable Warrants together with the Black-Scholes option pricing model with the following key assumptions:

	December 31,
	2016
Risk-free interest rate		2.45	%
Expected dividend yield		-
Expected term (in years)		10.00
Expected volatility		83	%
Probability of issuance of the warrant		50	%

Westpark Contingently Issuable Warrants [Member]

Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block]

The following table sets forth the changes in the estimated fair value for our Level 3 classified convertible notes payable (in thousands):

	Westpark  Convertible  Notes
Fair value, December 31, 2015	$	-
Additions		200
Change in fair value		-
Fair value, December 31, 2016	$	200
Change in fair value		99
Conversion into common shares		(299)
Fair value, December 31, 2017	$	-

Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Table Text Block]

The fair value of Westpark warrant liability at December 31, 2016 was measured at fair value for approximately $12,000 using a Monte Carlo simulation valuation methodology. A summary of the weighted average (in aggregate) significant unobservable inputs (Level 3 inputs) used in measuring the Company’s warrant liabilities that are categorized within Level 3 of the fair value hierarchy for the year ended December 31, 2016 is as follows:

	December 31,
	2016
Risk-free interest rate		2.45	%
Expected dividend yield		-
Expected term (in years)		10.00
Expected volatility		87	%