Diagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models

This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.

Hila- ja kuviotason laskennan vaikutus kuvion kokonaistilavuuteen, tallennustilaan ja laskentaaikaan teoreettista läpimittajakaumaa ja runkolukusarjaa käyttämällä

Metsäsuunnittelussa tarvittavan metsävaratiedon keräämisessä ollaan Suomessa siirtymässä kuvioittaisesta arvioinnista laserkeilaus- ja ilmakuvapohjaiseen kaukokartoitukseen. Tämän tutkimuksen tarkoitus oli selvittää kuvion kokonaistilavuuden ja läpimittajakauman ennustamisen tarkkuus koealan metsikkö- ja puustotunnuksista MSN-, PRM-, ML- ja FMM-menetelmiä sekä Weibull-jakaumaa hyödyntäen seuraavilla tavoilla: 1. PRM-menetelmällä hilatasolla, 2. PRMmenetelmällä kuviotasolla, 3. ML-menetelmällä hilatasolla ja 4. ML-menetelmällä kuviotasolla. Lisäksi kuvion kokonaistilavuuden ennustamisen tarkkuus selvitettiin hyödyntäen kuviolle tuotettua runkolukusarjaa. Tulokset laskettiin puulajikohtaisesti männylle, kuuselle, koivulle ja muille puulajeille. Puulajien tulokset laskettiin kuviotasolla yhteen. Lisäksi selvitettiin menetelmien laskenta-ajan ja tallennustilan tarve. Tutkimuksen aineistona käytettiin Hämeen ammattikorkeakoulun Evon toimipisteen metsistä mitattuja kiinteäsäteisiä ympyräkoealoja, joita oli 249 kappaletta. Hakkuukoneella mitattiin 12kuvion, joiden pinta-alat vaihtelivat välillä 0,2 – 1,94 hehtaaria, puustotiedot. Aluepohjaisen laserkeilausaineiston pulssin tiheys oli 1,8/m2 ja ilmakuvien pikselikoko 0,5 metriä. Kuvion kokonaistilavuus ennustettiin tai estimoitiin laserkeilaus- ja ilmakuva-aineiston piirteiden avulla koealojen puustotunnuksista. Tulokset laskettiin erikseen kaikille kuvioille ja kuvioille, joiden pinta-ala oli yli 0,5 hehtaaria. Yli 0,5 hehtaarin kuvioita oli 8 kappaletta. Kuvion hilojen naapureina käytettiin 1 - 10 koealaa. Menetelmästä ja naapurien määrästä riippuen kokonaistilavuuden suhteellinen RMSE ja harha vaihtelivat välillä 20,76 – 52,86 prosenttia ja -12,04 – 46,54 prosenttia. Vastaavat luvut yli 0,5 hehtaarin kuvioilla olivat 6,74 – 59,41 prosenttia ja -8,04 – 49,59 prosenttia. Laskenta-aika vaihteli menetelmien ja käytettyjen naapurien määrän mukaan voimakkaasti. Kehittyneemmällä ohjelmoinnilla ja ohjelmistolla laskenta-ajat voivat laskea merkittävästi. Tallennustila ei testatuilla menetelmillä ole rajoittava tekijä laajassakaan mittakaavassa. Läpimittajakauman perusteella PRM-menetelmä ennustaa puulajille erittäin kapean läpimittajakauman, jos koeala koostuu vain muutamasta lähes samankokoisesta puusta. Tämä vaikutti tuloksiin erityisesti menetelmällä PRM2.

The effect of interrogative function on intonation in spontaneous and read Finnish

Goals This study aims to map the effect of interrogative function on the intonation of spontaneous and read Finnish. Earlier research shows that the most prominent feature in Finnish question intonation is an appeal to the listener. Question word questions typically start with a high peak which is followed by falling intonation. In yes/no questions, F0 remains on a high level until the word carrying sentence stress and then falls. Final rises are mainly found in intonation clichés such as "Ai mitä?" ("What?") These earlier results are based on read speech and enacted dialogues. In this study, questions and statements found in spontaneous dialogues were compared. These utterances were also compared with read versions of the same utterances. Fundamental frequency values were compared using a mixed model. Contours were also grouped using auditory and visual inspection. Thus it was possible to compare frequencies of contour types according to utterance type and speech style. The position of questions in the F0 distribution of the whole material was also investigated in this study. Method The material consisted of four spontaneous dialogues and their read versions. The speakers were young adults from the Helsinki metropolitan area, four females and four males. The whole material was first divided into broad dialogue function categories arising from the material and F0 curves were calculated for each category. After this, 277 questions and 244 statements were selected for closer inspection. Values reflecting F0 distribution and contour shape were measured from the F0 contours of these utterances. A mixed model was used to analyse the differences. Utterance type, question type, speech style and speaker gender were used as fixed effects. The frequencies of F0 contour types were compared using a Chi square test. Additional material in this study came from eight young female speakers in central Finland. Results and conclusions In the mixed model analysis, significant differences were found both between questions and statements and between spontaneous and read speech. Generally, utterance type affected the variables reflecting contour type while speech style affected the variables reflecting F0 distribution. The effect of question type was not clearly visible. In read speech the contours resembled earlier results more closely. Speakers had different strategies in differentiating between questions and statements. In the whole material, F0 was slightly higher in questions than in statements. The effect of dialectal background could be seen in the contour types. The results show that interrogative function affects intonation in both spontaneous and read Finnish.

Distribution and adhesion-promoting activity of alpha4 and alpha5 chain laminins in human endothelia and carcinomas

Basement membranes are specialized sheets of extracellular matrix found in contact with epithelia, endothelia, and certain isolated cells. They support tissue architecture and regulate cell behaviour. Laminins are among the main constituents of basement membranes. Due to differences between laminin isoforms, laminins confer structural and functional diversity to basement membranes. The first aim of this study was to gain insights into the potential functions of the then least characterized laminins, alpha4 chain laminins, by evaluating their distribution in human tissues. We thus created a monoclonal antibody specific for laminin alpha4 chain. By immunohistochemistry, alpha4 chain laminins were primarily localized to basement membranes of blood vessel endothelia, skeletal, heart, and smooth muscle cells, nerves, and adipocytes. In addition, alpha4 chain laminins were found in the region of certain epithelial basement membranes in the epidermis, salivary gland, pancreas, esophagus, stomach, intestine, and kidney. Because of the consistent presence of alpha4 chain laminins in endothelial basement membranes of blood vessels, we evaluated the potential roles of endothelial laminins in blood vessels, lymphatic vessels, and carcinomas. Human endothelial cells produced alpha4 and alpha5 chain laminins. In quantitative and morphological adhesion assays, human endothelial cells barely adhered to alpha4 chain-containing laminin-411. The weak interaction of endothelial cells with laminin-411 appeared to be mediated by alpha6beta1 integrin. The alpha5 chain-containing laminin-511 promoted endothelial cell adhesion better than laminin-411, but it did not promote the formation of cell-extracellular matrix adhesion complexes. The adhesion of endothelial cells to laminin-511 appeared to be mediated by Lutheran glycoprotein together with beta1 and alphavbeta3 integrins. The results suggest that these laminins may induce a migratory phenotype in endothelial cells. In lymphatic capillaries, endothelial basement membranes showed immunoreactivity for laminin alpha4, beta1, beta2, and gamma1 chains, type IV and XVIII collagens, and nidogen-1. Considering the assumed inability of alpha4 chain laminins to polymerize and to promote basement membrane assembly, the findings may in part explain the incomplete basement membrane formation in these vessels. Lymphatic capillaries of ovarian carcinomas showed immunoreactivity also for laminin alpha5 chain and its receptor Lutheran glycoprotein, emphasizing a difference between normal and ovarian carcinoma lymphatic capillaries. In renal cell carcinomas, immunoreactivity for laminin alpha4 chain was found in stroma and basement membranes of blood vessels. In most tumours, immunoreactivity for laminin alpha4 chain was also observed in the basement membrane region of tumour cell islets. Renal carcinoma cells produced alpha4 chain laminins. Laminin-411 did not promote adhesion of renal carcinoma cells, but inhibited their adhesion to fibronectin. Renal carcinoma cells migrated more on laminin-411 than on fibronectin. The results suggest that alpha4 chain laminins have a counteradhesive function, and may thus have a role in detachment and invasion of renal carcinoma cells.

Composition operators, Aleksandrov measures and value distribution of analytic maps in the unit disc

A composition operator is a linear operator that precomposes any given function with another function, which is held fixed and called the symbol of the composition operator. This dissertation studies such operators and questions related to their theory in the case when the functions to be composed are analytic in the unit disc of the complex plane. Thus the subject of the dissertation lies at the intersection of analytic function theory and operator theory. The work contains three research articles. The first article is concerned with the value distribution of analytic functions. In the literature there are two different conditions which characterize when a composition operator is compact on the Hardy spaces of the unit disc. One condition is in terms of the classical Nevanlinna counting function, defined inside the disc, and the other condition involves a family of certain measures called the Aleksandrov (or Clark) measures and supported on the boundary of the disc. The article explains the connection between these two approaches from a function-theoretic point of view. It is shown that the Aleksandrov measures can be interpreted as kinds of boundary limits of the Nevanlinna counting function as one approaches the boundary from within the disc. The other two articles investigate the compactness properties of the difference of two composition operators, which is beneficial for understanding the structure of the set of all composition operators. The second article considers this question on the Hardy and related spaces of the disc, and employs Aleksandrov measures as its main tool. The results obtained generalize those existing for the case of a single composition operator. However, there are some peculiarities which do not occur in the theory of a single operator. The third article studies the compactness of the difference operator on the Bloch and Lipschitz spaces, improving and extending results given in the previous literature. Moreover, in this connection one obtains a general result which characterizes the compactness and weak compactness of the difference of two weighted composition operators on certain weighted Hardy-type spaces.

Structure, function and intracellular dynamics of alphavirus replication complexes

Intracellular membrane alterations are hallmarks of positive-sense RNA (+RNA) virus replication. Strong evidence indicates that within these exotic compartments, viral replicase proteins engage in RNA genome replication and transcription. To date, fundamental questions such as the origin of altered membranes, mechanisms of membrane deformation and topological distribution and function of viral components, are still waiting for comprehensive answers. This study addressed some of the above mentioned questions for the membrane alterations induced during Semliki Forest virus (SFV) infection of mammalian cells. With the aid of electron and fluorescence microscopy coupled with radioactive labelling and immuno-cytochemistry techniques, our group and others showed that few hours after infection the four non structural proteins (nsP1-4) and newly synthesized RNAs of SFV colocalized in close proximity of small membrane invaginations, designated as spherules . These 50-70 nm structures were mainly detected in the perinuclear area, at the limiting membrane of modified endosomes and lysosomes, named CPV-I (cytopathic vacuoles type I). More rarely, spherules were also found at the plasma membrane (PM). In the first part of this study I present the first three-dimensional reconstruction of the CPV-I and the spherules, obtained by electron tomography after chemical or cryo-fixation. Different approaches for imaging these macromolecular assemblies to obtain better structure preservation and higher resolution are presented as unpublished data. This study provides insights into spherule organization and distribution of viral components. The results of this and other experiments presented in this thesis will challenge currently accepted models for virus replication complex formation and function. In a revisitation of our previous models, the second part of this work provides the first complete description of the biogenesis of the CPV-I. The results demonstrate that these virus-induced vacuoles, where hundreds of spherules accumulate at late stages during infection, represent the final phase of a journey initiated at the PM, which apparently serves as a platform for spherule formation. From the PM spherules were internalized by an endocytic event that required the activity of the class I PI3K, caveolin-1, cellular cholesterol and functional actin-myosin network. The resulting neutral endocytic carrier vesicle delivered the spherules to the membrane of pre-existing acidic endosomes via multiple fusion events. Microtubule based transport supported the vectorial transfer of these intermediates to the pericentriolar area where further fusions generated the CPV-I. A signal for spherule internalization was identified in one of the replicase proteins, nsP3. Infections of cells with viruses harbouring a deletion in a highly phosphorylated region of nsP3 did not result in the formation of CPV-Is. Instead, thousands of spherules remained at the PM throughout the infection cycle. Finally, the role of the replicase protein nsP2 during viral RNA replication and transcription was investigated. Three enzymatic activities, protease, NTPase and RNA-triphosphatase were studied with the aid of temperature sensitive mutants in vitro and, when possible, in vivo. The results highlighted the interplay of the different nsP2 functions during different steps of RNA replication and sub-genomic promoter regulation, and suggest that the protein could have different activities when participating in the replication complex or as a free enzyme.

Reduced visual function and its association with physical functioning in the Finnish adult population : Prevalence, causes, and need for eye care services

The purpose of this study was to estimate the prevalence and distribution of reduced visual acuity, major chronic eye diseases, and subsequent need for eye care services in the Finnish adult population comprising persons aged 30 years and older. In addition, we analyzed the effect of decreased vision on functioning and need for assistance using the World Health Organization’s (WHO) International Classification of Functioning, Disability, and Health (ICF) as a framework. The study was based on the Health 2000 health examination survey, a nationally representative population-based comprehensive survey of health and functional capacity carried out in 2000 to 2001 in Finland. The study sample representing the Finnish population aged 30 years and older was drawn by a two-stage stratified cluster sampling. The Health 2000 survey included a home interview and a comprehensive health examination conducted at a nearby screening center. If the invited participants did not attend, an abridged examination was conducted at home or in an institution. Based on our finding in participants, the great majority (96%) of Finnish adults had at least moderate visual acuity (VA ≥ 0.5) with current refraction correction, if any. However, in the age group 75–84 years the prevalence decreased to 81%, and after 85 years to 46%. In the population aged 30 years and older, the prevalence of habitual visual impairment (VA ≤ 0.25) was 1.6%, and 0.5% were blind (VA < 0.1). The prevalence of visual impairment increased significantly with age (p < 0.001), and after the age of 65 years the increase was sharp. Visual impairment was equally common for both sexes (OR 1.20, 95% CI 0.82 – 1.74). Based on self-reported and/or register-based data, the estimated total prevalences of cataract, glaucoma, age-related maculopathy (ARM), and diabetic retinopathy (DR) in the study population were 10%, 5%, 4%, and 1%, respectively. The prevalence of all of these chronic eye diseases increased with age (p < 0.001). Cataract and glaucoma were more common in women than in men (OR 1.55, 95% CI 1.26 – 1.91 and OR 1.57, 95% CI 1.24 – 1.98, respectively). The most prevalent eye diseases in people with visual impairment (VA ≤ 0.25) were ARM (37%), unoperated cataract (27%), glaucoma (22%), and DR (7%). One-half (58%) of visually impaired people had had a vision examination during the past five years, and 79% had received some vision rehabilitation services, mainly in the form of spectacles (70%). Only one-third (31%) had received formal low vision rehabilitation (i.e., fitting of low vision aids, receiving patient education, training for orientation and mobility, training for activities of daily living (ADL), or consultation with a social worker). People with low vision (VA 0.1 – 0.25) were less likely to have received formal low vision rehabilitation, magnifying glasses, or other low vision aids than blind people (VA < 0.1). Furthermore, low cognitive capacity and living in an institution were associated with limited use of vision rehabilitation services. Of the visually impaired living in the community, 71% reported a need for assistance and 24% had an unmet need for assistance in everyday activities. Prevalence of ADL, instrumental activities of daily living (IADL), and mobility increased with decreasing VA (p < 0.001). Visually impaired persons (VA ≤ 0.25) were four times more likely to have ADL disabilities than those with good VA (VA ≥ 0.8) after adjustment for sociodemographic and behavioral factors and chronic conditions (OR 4.36, 95% CI 2.44 – 7.78). Limitations in IADL and measured mobility were five times as likely (OR 4.82, 95% CI 2.38 – 9.76 and OR 5.37, 95% CI 2.44 – 7.78, respectively) and self-reported mobility limitations were three times as likely (OR 3.07, 95% CI 1.67 – 9.63) as in persons with good VA. The high prevalence of age-related eye diseases and subsequent visual impairment in the fastest growing segment of the population will result in a substantial increase in the demand for eye care services in the future. Many of the visually impaired, especially older persons with decreased cognitive capacity or living in an institution, have not had a recent vision examination and lack adequate low vision rehabilitation. This highlights the need for regular evaluation of visual function in the elderly and an active dissemination of information about rehabilitation services. Decreased VA is strongly associated with functional limitations, and even a slight decrease in VA was found to be associated with limited functioning. Thus, continuous efforts are needed to identify and treat eye diseases to maintain patients’ quality of life and to alleviate the social and economic burden of serious eye diseases.

Pathological changes at the target tissue level in Sjögren's syndrome and their effect on the exocrine function of the salivary glands

Sjögren s syndrome (SS) is a common autoimmune disease affecting the lacrimal and salivary glands. SS is characterized by a considerable female predominance and a late age of onset, commonly at the time of adreno- and menopause. The levels of the androgen prohormone dehydroepiandrosterone-sulphate (DHEA-S) in the serum are lower in patients with SS than in age- and sex-matched healthy control subjects. The eventual systemic effects of low androgen levels in SS are not currently well understood. Basement membranes (BM) are specialized layers of extracellular matrix and are composed of laminin (LM) and type IV collagen matrix networks. BMs deliver messages to epithelial cells via cellular LM-receptors including integrins (Int) and Lutheran blood group antigen (Lu). The composition of BMs and distribution of LM-receptors in labial salivary glands (LSGs) of normal healthy controls and patients with SS was assessed. LMs have complex and highly regulated distribution in LSGs. LMs seem to have specific tasks in the dynamic regulation of acinar cell function. LM-111 is important for the normal acinar cell differentiation and its expression is diminished in SS. Also LM-211 and -411 seem to have some acinar specific functional tasks in LSGs. LM-311, -332 and -511 seem to have more general structure maintaining and supporting roles in LSGs and are relatively intact also in SS. Ints α3β1, α6β1, α6β4 and Lu seem to supply structural basis for the firm attachment of epithelial cells to the BM in LSGs. The expression of Ints α1β1 and α2β1 differed clearly from other LM-receptors in that they were found almost exclusively around the acini and intercalated duct cells in salivons suggesting some type of acinar cell compartment-specific or dominant function. Expression of these integrins was lower in SS compared to healthy controls suggesting that the LM-111 and -211-to-Int α1β1 and α2β1 interactions are defective in SS and are crucial to the maintenance of the acini in LSGs. DHEA/DHEA-S concentration in serum and locally in saliva of patients with SS seems to have effects on the salivary glands. These effects were first detected using the androgen-dependent CRISP-3 protein, the production and secretion of which were clearly diminished in SS. This might be due to the impaired function of the intracrine DHEA prohormone metabolizing machinery, which fails to successfully convert DHEA into its active metabolites in LSGs. The progenitor epithelial cells from the intercalated ductal area of LSGs migrate to the acinar compartment and then undergo a phenotype change into secretory acinar cells. This migration and phenotype change seem to be regulated by the LM-111-to-Int α1β1/Int α2β1 interactions. Lack of these interactions could be one factor limiting the normal remodelling process. Androgens are effective stimulators of Int α1β1 and α2β1 expression in physiologic concentrations. Addition of DHEA to the culture medium had effective stimulating effect on the Int α1β1 and α2β1 expression and its effect may be deficient in the LSGs of patients with SS.

Lung structure and function studied by synchrotron radiation

A novel method for functional lung imaging was introduced by adapting the K-edge subtraction method (KES) to in vivo studies of small animals. In this method two synchrotron radiation energies, which bracket the K-edge of the contrast agent, are used for simultaneous recording of absorption-contrast images. Stable xenon gas is used as the contrast agent, and imaging is performed in projection or computed tomography (CT) mode. Subtraction of the two images yields the distribution of xenon, while removing practically all features due to other structures, and the xenon density can be calculated quantitatively. Because the images are recorded simultaneously, there are no movement artifacts in the subtraction image. Time resolution for a series of CT images is one image/s, which allows functional studies. Voxel size is 0.1mm3, which is an order better than in traditional lung imaging methods. KES imaging technique was used in studies of ventilation distribution and the effects of histamine-induced airway narrowing in healthy, mechanically ventilated, and anaesthetized rabbits. First, the effect of tidal volume on ventilation was studied, and the results show that an increase in tidal volume without an increase in minute ventilation results a proportional increase in regional ventilation. Second, spiral CT was used to quantify the airspace volumes in lungs in normal conditions and after histamine aerosol inhalation, and the results showed large patchy filling defects in peripheral lungs following histamine provocation. Third, the kinetics of proximal and distal airway response to histamine aerosol were examined, and the findings show that the distal airways react immediately to histamine and start to recover, while the reaction and the recovery in proximal airways is slower. Fourth, the fractal dimensions of lungs was studied, and it was found that the fractal dimension is higher at the apical part of the lungs compared to the basal part, indicating structural differences between apical and basal lung level. These results provide new insights to lung function and the effects of drug challenge studies. Nowadays the technique is available at synchrotron radiation facilities, but the compact synchrotron radiation sources are being developed, and in relatively near future the method may be used at hospitals.

Modelling initial survival and growth of radiata pine in New Zealand.

A sensitive framework has been developed for modelling young radiata pine survival, its growth and its size class distribution, from time of planting to age 5 or 6 years. The data and analysis refer to the Central North Island region of New Zealand. The survival function is derived from a Weibull probability density function, to reflect diminishing mortality with the passage of time in young stands. An anamorphic family of trends was used, as very little between-tree competition can be expected in young stands. An exponential height function was found to fit best the lower portion of its sigmoid form. The most appropriate basal area/ha exponential function included an allometric adjustment which resulted in compatible mean height and basal area/ha models. Each of these equations successfully represented the effects of several establishment practices by making coefficients linear functions of site factors, management activities and their interactions. Height and diameter distribution modelling techniques that ensured compatibility with stand values were employed to represent the effects of management practices on crop variation. Model parameters for this research were estimated using data from site preparation experiments in the region and were tested with some independent data sets.