Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series

The likelihood ratio test of cointegration rank is the most widely used test for cointegration. Many studies have shown that its finite sample distribution is not well approximated by the limiting distribution. The article introduces and evaluates by Monte Carlo simulation experiments bootstrap and fast double bootstrap (FDB) algorithms for the likelihood ratio test. It finds that the performance of the bootstrap test is very good. The more sophisticated FDB produces a further improvement in cases where the performance of the asymptotic test is very unsatisfactory and the ordinary bootstrap does not work as well as it might. Furthermore, the Monte Carlo simulations provide a number of guidelines on when the bootstrap and FDB tests can be expected to work well. Finally, the tests are applied to US interest rates and international stock prices series. It is found that the asymptotic test tends to overestimate the cointegration rank, while the bootstrap and FDB tests choose the correct cointegration rank.

Myotonic dystrophy type 2 (DM2) : Diagnostic methods and molecular pathology

Myotonic dystrophies type 1 (DM1) and type 2 (DM2) are the most common forms of muscular dystrophy affecting adults. They are autosomal dominant diseases caused by microsatellite tri- or tetranucleotide repeat expansion mutations in transcribed but not translated gene regions. The mutant RNA accumulates in nuclei disturbing the expression of several genes. The more recently identified DM2 disease is less well known, yet more than 300 patients have been confirmed in Finland thus far, and the true number is believed to be much higher. DM1 and DM2 share some features in general clinical presentation and molecular pathology, yet they show distinctive differences, including disease severity and differential muscle and fiber type involvement. However, the molecular differences underlying DM1 and DM2 muscle pathology are not well understood. Although the primary tissue affected is muscle, both DMs show a multisystemic phenotype due to wide expression of the mutation-carrying genes. DM2 is particularly intriguing, as it shows an incredibly wide spectrum of clinical manifestations. For this reason, it constitutes a real diagnostic challenge. The core symptoms in DM2 include proximal muscle weakness, muscle pain, myotonia, cataracts, cardiac conduction defects and endocrinological disturbations; however, none of these is mandatory for the disease. Myalgic pains may be the most disabling symptom for decades, sometimes leading to incapacity for work. In addition, DM2 may cause major socio-economical consequences for the patient, if not diagnosed, due to misunderstanding and false stigmatization. In this thesis work, we have (I) improved DM2 differential diagnostics based on muscle biopsy, and (II) described abnormalities in mRNA and protein expression in DM1 and DM2 patient skeletal muscles, showing partial differences between the two diseases, which may contribute to muscle pathology in these diseases. This is the first description of histopathological differences between DM1 and DM2, which can be used in differential diagnostics. Two novel high-resolution applications of in situ -hybridization have been described, which can be used for direct visualization of the DM2 mutation in muscle biopsy sections, or mutation size determination on extended DNA-fibers. By measuring protein and mRNA expression in the samples, differential changes in expression patterns affecting contractile proteins, other structural proteins and calcium handling proteins in DM2 compared to DM1 were found. The dysregulation at mRNA level was caused by altered transciption and abnormal splicing. The findings reported here indicate that the extent of aberrant splicing is higher in DM2 compared to DM1. In addition, the described abnormalities to some extent correlate to the differences in fiber type involvement in the two disorders.

Rannansiirtyminen ja ihmisen toimintaympäristön muutos Mätäjokilaakson alueella esihistoriallisella ajalla

In this thesis, I study the changing ladscape and human environment of the Mätäjoki Valley, West-Helsinki, using reconstructions and predictive modelling. The study is a part of a larger project funded by the city of Helsinki aming to map the past of the Mätäjoki Valley. The changes in landscape from an archipelago in the Ancylus Lake to a river valley are studied from 10000 to 2000 years ago. Alongside shore displacement, we look at the changing environment from human perspective and predict the location of dwelling sitesat various times. As a result, two map series were produced that show how the landscape changed and where inhabitance is predicted. To back them up, we have also looked at what previous research says about the history of the waterways, climate, vegetation and archaeology. The changing landscape of the river valley is reconstructed using GIS methods. For this purpose, new laser point data set was used and at the same time tested in the context landscape modelling. Dwelling sites were modeled with logistic regression analysis. The spatial predictive model combines data on the locations of the known dwelling sites, environmental factors and shore displacement data. The predictions were visualised into raster maps that show the predictions for inhabitance 3000 and 5000 years ago. The aim of these maps was to help archaeologists map potential spots for human activity. The produced landscape reconstructions clarified previous shore displacement studies of the Mätäjoki region and provided new information on the location of shoreline. From the shore displacement history of the Mätäjoki Valley arise the following stages: 1. The northernmost hills of the Mätäjoki Valley rose from Ancylus Lake approximately 10000 years ago. Shore displacement was fast during the following thousand years. 2. The area was an archipelago with a relatively steady shoreline 9000 7000 years ago. 8000 years ago the shoreline drew back in the middle and southern parts of the river valley because of the transgression of the Litorina Sea. 3. Mätäjoki was a sheltered bay of the Litorina Sea 6000 5000 years ago. The Vantaanjoki River started to flow into the Mätäjoki Valley approximately 5000 years ago. 4. The sediment plains in the southern part of the river valley rose from the sea rather quickly 5000 3000 years ago. Salt water still pushed its way into the southermost part of the valley 4000 years ago. 5. The shoreline proceeded to Pitäjänmäki rapids where it stayed at least a thousand years 3000 2000 years ago. The predictive models managed to predict the locations of dwelling sites moderately well. The most accurate predictions were found on the eastern shore and Malminkartano area. Of the environment variables sand and aspect of slope were found to have the best predictive power. From the results of this study we can conclude that the Mätäjoki Valley has been a favorable location to live especially 6000 5000 years ago when the climate was mild and vegetation lush. The laser point data set used here works best in shore displacement studies located in rural areas or if further specific palaeogeographic or hydrologic analysis in the research area is not needed.

FTIR-spektroskopia kasviuutteiden analysoinnissa

FTIR-spektroskopia (Fourier-muunnosinfrapunaspektroskopia) on nopea analyysimenetelmä. Fourier-laitteissa interferometrin käyttäminen mahdollistaa koko infrapunataajuusalueen mittaamisen muutamassa sekunnissa. ATR-liitännäisellä varustetun FTIR-spektrometrin käyttö ei edellytä juuri näytteen valmistusta ja siksi menetelmä on käytössä myös helppo. ATR-liitännäinen mahdollistaa myös monien erilaisten näytteiden analysoinnin. Infrapunaspektrin mittaaminen onnistuu myös sellaisista näytteistä, joille perinteisiä näytteenvalmistusmenetelmiä ei voida käyttää. FTIR-spektroskopian avulla saatu tieto yhdistetään usein tilastollisiin monimuuttuja-analyyseihin. Klusterianalyysin avulla voidaan spektreistä saatu tieto ryhmitellä samanlaisuuteen perustuen. Hierarkkisessa klusterianalyysissa objektien välinen samanlaisuus määritetään laskemalla niiden välinen etäisyys. Pääkomponenttianalyysin avulla vähennetään datan ulotteisuutta ja luodaan uusia korreloimattomia pääkomponentteja. Pääkomponenttien tulee säilyttää mahdollisimman suuri määrä alkuperäisen datan variaatiosta. FTIR-spektroskopian ja monimuuttujamenetelmien sovellusmahdollisuuksia on tutkittu paljon. Elintarviketeollisuudessa sen soveltuvuutta esimerkiksi laadun valvontaan on tutkittu. Menetelmää on käytetty myös haihtuvien öljyjen kemiallisten koostumusten tunnistukseen sekä öljykasvien kemotyyppien havaitsemiseen. Tässä tutkimuksessa arvioitiin menetelmän käyttöä suoputken uutenäytteiden luokittelussa. Tutkimuksessa suoputken eri kasvinosien uutenäytteiden FTIR-spektrejä vertailtiin valikoiduista puhdasaineista mitattuihin FTIR-spektreihin. Puhdasaineiden FTIR-spektreistä tunnistettiin niiden tyypilliset absorptiovyöhykkeet. Furanokumariinien spektrien intensiivisten vyöhykkeiden aaltolukualueet valittiin monimuuttuja-analyyseihin. Monimuuttuja-analyysit tehtiin myös IR-spektrin sormenjälkialueelta aaltolukualueelta 1785-725 cm-1. Uutenäytteitä pyrittiin luokittelemaan niiden keräyspaikan ja kumariinipitoisuuden mukaan. Keräyspaikan mukaan ryhmittymistä oli havaittavissa, mikä selittyi vyöhykkeiden aaltolukualueiden mukaan tehdyissä analyyseissa pääosin kumariinipitoisuuksilla. Näissä analyyseissa uutenäytteet pääosin ryhmittyivät ja erottuivat kokonaiskumariinipitoisuuksien mukaan. Myös aaltolukualueen 1785-725 cm-1 analyyseissa havaittiin keräyspaikan mukaan ryhmittymistä, mitä kumariinipitoisuudet eivät kuitenkaan selittäneet. Näihin ryhmittymisiin vaikuttivat mahdollisesti muiden yhdisteiden samanlaiset pitoisuudet näytteissä. Analyyseissa käytettiin myös muita aaltolukualueita, mutta tulokset eivät juuri poikenneet aiemmista. 2. kertaluvun derivaattaspektrien monimuuttuja-analyysit sormenjälkialueelta eivät myöskään muuttaneet tuloksia havaittavasti. Jatkotutkimuksissa nyt käytettyä menetelmää on mahdollista edelleen kehittää esimerkiksi tutkimalla monimuuttuja-analyyseissa 2. kertaluvun derivaattaspektreistä suppeampia, tarkkaan valittuja aaltolukualueita.

Contraception in Namibia : usage, methods and the impact of education

Användningen av preventivmedel har blivit en allt viktigare fraga i utvecklingsländerna idag, speciellt i Namibia dar fruktsamheten och HIV-prevalensen är höga. Kondomen är det enda allmänt tillgängliga preventivmedlet som skyddar mot könssjukdomar, medan ocksä injektioner, p-piller och andrà metoder kan användas för att förhindra graviditet. Användningen av preventivmedel har upptäckts korrelera med vissa sociodemografiska faktorer, bland annat utbildningsnivå och förmögenhet. Malet med denna undersökning var att studera användningen av preventivmedel, avsikter att använda preventivmedel samt kunskap om HIV/AIDS och andra könssjukdomar bland kvinnor i Namibia. Detta gjordes frän ett historiskt perspektiv genom att studerà användningsmönster frän 1990 till slutet av 2000-talet. Dessutom undersöktes sociodemografiska faktorers, speciellt utbildningens, inverkan på användningen av preventivmedel, likasä sambandet mellan skolningsnivå och preventivmedelsanvändning pä regionnivå. Undersökningen gjordes utgäende frän statistiska Namibia Demographic and Health Survey -material samlade 1992, 2000 och 2006-2007. Prevalenser och användningen av specifika metoder studerades skilt för olika bakgrundsvariabler 1992, 2000 och 2006-2007, och enligt utbildningsnivå och region är 2006-2007. Utbildning mattes skilt pä individ- och aggregatnivå. Sambandet mellan preventivmedelsanvändning och utbildning undersöktes med hjälp av logistisk regression, i vilken sociodemografiska bakgrundsfaktorer kontrollerades i sex modeller. Resultaten visade att användningen av preventivmedel har fördubblats sedan början av 1990-talet. Skillnader mellan kvinnor med olika utbildningsnivåer existerade redan i början av 1990-talet, likaså mellan olika yrkesgrupper. Undersökningen visade att högre utbildning ökar på reventivmedelsanvändningen, också då sociodemografisk bakgrundfaktorer, även utbildning och användning av preventivmedel på aggregatnivå, kontrollerades. Undersökningen antyder att utbildning på aggregatnivå inte ensam påverkar användningen av preventivmedel hos en individ. De sistnämnda resultaten var dock inte statistiskt signifikanta och kan inte generaliseras över namibiska kvinnor i allmänhet.

Position-sensitive silicon strip detector characterization using particle beams

Silicon strip detectors are fast, cost-effective and have an excellent spatial resolution. They are widely used in many high-energy physics experiments. Modern high energy physics experiments impose harsh operation conditions on the detectors, e.g., of LHC experiments. The high radiation doses cause the detectors to eventually fail as a result of excessive radiation damage. This has led to a need to study radiation tolerance using various techniques. At the same time, a need to operate sensors approaching the end their lifetimes has arisen. The goal of this work is to demonstrate that novel detectors can survive the environment that is foreseen for future high-energy physics experiments. To reach this goal, measurement apparatuses are built. The devices are then used to measure the properties of irradiated detectors. The measurement data are analyzed, and conclusions are drawn. Three measurement apparatuses built as a part of this work are described: two telescopes measuring the tracks of the beam of a particle accelerator and one telescope measuring the tracks of cosmic particles. The telescopes comprise layers of reference detectors providing the reference track, slots for the devices under test, the supporting mechanics, electronics, software, and the trigger system. All three devices work. The differences between these devices are discussed. The reconstruction of the reference tracks and analysis of the device under test are presented. Traditionally, silicon detectors have produced a very clear response to the particles being measured. In the case of detectors nearing the end of their lifefimes, this is no longer true. A new method benefitting from the reference tracks to form clusters is presented. The method provides less biased results compared to the traditional analysis, especially when studying the response of heavily irradiated detectors. Means to avoid false results in demonstrating the particle-finding capabilities of a detector are also discussed. The devices and analysis methods are primarily used to study strip detectors made of Magnetic Czochralski silicon. The detectors studied were irradiated to various fluences prior to measurement. The results show that Magnetic Czochralski silicon has a good radiation tolerance and is suitable for future high-energy physics experiments.

Methods in general model localization

The aim of this study was to evaluate and test methods which could improve local estimates of a general model fitted to a large area. In the first three studies, the intention was to divide the study area into sub-areas that were as homogeneous as possible according to the residuals of the general model, and in the fourth study, the localization was based on the local neighbourhood. According to spatial autocorrelation (SA), points closer together in space are more likely to be similar than those that are farther apart. Local indicators of SA (LISAs) test the similarity of data clusters. A LISA was calculated for every observation in the dataset, and together with the spatial position and residual of the global model, the data were segmented using two different methods: classification and regression trees (CART) and the multiresolution segmentation algorithm (MS) of the eCognition software. The general model was then re-fitted (localized) to the formed sub-areas. In kriging, the SA is modelled with a variogram, and the spatial correlation is a function of the distance (and direction) between the observation and the point of calculation. A general trend is corrected with the residual information of the neighbourhood, whose size is controlled by the number of the nearest neighbours. Nearness is measured as Euclidian distance. With all methods, the root mean square errors (RMSEs) were lower, but with the methods that segmented the study area, the deviance in single localized RMSEs was wide. Therefore, an element capable of controlling the division or localization should be included in the segmentation-localization process. Kriging, on the other hand, provided stable estimates when the number of neighbours was sufficient (over 30), thus offering the best potential for further studies. Even CART could be combined with kriging or non-parametric methods, such as most similar neighbours (MSN).

Occupational chronic solvent encephalopathy in Finland 1995 - 2007 : incidence and diagnostic methods

The occurrence of occupational chronic solvent encephalopathy (CSE) seems to decrease, but still every year reveals new cases. To prevent CSE and early retirement of solvent-exposed workers, actions should focus on early CSE detection and diagnosis. Identifying the work tasks and solvent exposure associated with high risk for CSE is crucial. Clinical and exposure data of all the 128 cases diagnosed with CSE as an occupational disease in Finland during 1995-2007 was collected from the patient records at the Finnish Institute of Occupational Health (FIOH) in Helsinki. The data on the number of exposed workers in Finland were gathered from the Finnish Job-exposure Matrix (FINJEM) and the number of employed from the national workforce survey. We analyzed the work tasks and solvent exposure of CSE patients and the findings in brain magnetic resonance imaging (MRI), quantitative electroencephalography (QEEG), and event-related potentials (ERP). The annual number of new cases diminished from 18 to 3, and the incidence of CSE decreased from 8.6 to 1.2 / million employed per year. The highest incidence of CSE was in workers with their main exposure to aromatic hydrocarbons; during 1995-2006 the incidence decreased from 1.2 to 0.3 / 1 000 exposed workers per year. The work tasks with the highest incidence of CSE were floor layers and lacquerers, wooden surface finishers, and industrial, metal, or car painters. Among 71 CSE patients, brain MRI revealed atrophy or white matter hyperintensities or both in 38% of the cases. Atrophy which was associated with duration of exposure was most frequently located in the cerebellum and in the frontal or parietal brain areas. QEEG in a group of 47 patients revealed increased power of the theta band in the frontal brain area. In a group of 86 patients, the P300 amplitude of auditory ERP was decreased, but at individual level, all the amplitude values were classified as normal. In 11 CSE patients and 13 age-matched controls, ERP elicited by a multimodal paradigm including an auditory, a visual detection, and a recognition memory task under single and dual-task conditions corroborated the decrease of auditory P300 amplitude in CSE patients in single-task condition. In dual-task conditions, the auditory P300 component was, more often in patients than in controls, unrecognizable. Due to the paucity and non-specificity of the findings, brain MRI serves mainly for differential diagnostics in CSE. QEEG and auditory P300 are insensitive at individual level and not useful in the clinical diagnostics of CSE. A multimodal ERP paradigm may, however, provide a more sensitive method to diagnose slight cognitive disturbances such as CSE.

Methods and tools for mass spectrometric lipidome analysis

The analysis of lipid compositions from biological samples has become increasingly important. Lipids have a role in cardiovascular disease, metabolic syndrome and diabetes. They also participate in cellular processes such as signalling, inflammatory response, aging and apoptosis. Also, the mechanisms of regulation of cell membrane lipid compositions are poorly understood, partially because a lack of good analytical methods. Mass spectrometry has opened up new possibilities for lipid analysis due to its high resolving power, sensitivity and the possibility to do structural identification by fragment analysis. The introduction of Electrospray ionization (ESI) and the advances in instrumentation revolutionized the analysis of lipid compositions. ESI is a soft ionization method, i.e. it avoids unwanted fragmentation the lipids. Mass spectrometric analysis of lipid compositions is complicated by incomplete separation of the signals, the differences in the instrument response of different lipids and the large amount of data generated by the measurements. These factors necessitate the use of computer software for the analysis of the data. The topic of the thesis is the development of methods for mass spectrometric analysis of lipids. The work includes both computational and experimental aspects of lipid analysis. The first article explores the practical aspects of quantitative mass spectrometric analysis of complex lipid samples and describes how the properties of phospholipids and their concentration affect the response of the mass spectrometer. The second article describes a new algorithm for computing the theoretical mass spectrometric peak distribution, given the elemental isotope composition and the molecular formula of a compound. The third article introduces programs aimed specifically for the analysis of complex lipid samples and discusses different computational methods for separating the overlapping mass spectrometric peaks of closely related lipids. The fourth article applies the methods developed by simultaneously measuring the progress curve of enzymatic hydrolysis for a large number of phospholipids, which are used to determine the substrate specificity of various A-type phospholipases. The data provides evidence that the substrate efflux from bilayer is the key determining factor for the rate of hydrolysis.