What kind of data would ascertain real periodicity in the terrestrial impact crater record

Maan törmäyskraaterien ikäjakauman mahdollinen ajallinen jaksollisuus on herättänyt laajaa keskustelua sen jälkeen, kun ilmiö ensimmäistä kertaa raportoitiin joukossa arvostettuja tieteellisiä artikkeleita vuonna 1984. Vaikka nykytiedon valossa on kyseenalaista perustuuko havaittu jaksollisuus todelliseen fysikaaliseen ilmiöön, on kuitenkin mahdollista, että jaksollisuus on todella olemassa ja se voitaisiin havaita laajemmalla ja tarkemmalla törmäyskraateriaineistolla. Tutkimuksessa luotiin simuloidut kraaterien ajalliset tiheys- ja kertymäfunktiot tapauksille, jossa kraaterit syntyvät joko täysin jaksollisella tai satunnaisella prosessilla. Näiden kahden ääritapauksen lisäksi luotiin jakaumat myös kahdelle niiden yhdistelmälle. Nämä mallit mahdollistavat myös erilaisten kraaterien iänmäärityksen epätarkkuuksien huomioonottamisen. Näistä jakaumista luotiin eri pituisia simuloituja kraaterien ikien aikasarjoja. Lopulta simuloiduista aikasarjoista pyrittiin Rayleigh'n menetelmän avulla etsimään jakaumassa ollutta jaksollisuutta. Tutkimuksemme perusteella ajallisen jaksollisuuden havaitseminen kraateriaikasarjoista on lähes mahdotonta mikäli vain yksi kolmasosa kraatereista on jaksollisen ilmiön aiheuttamia, vaikka nykyistä kraateriaineistoa laajempi ja tarkempi aineisto olisi tulevaisuudessa saatavilla. Mikäli kaksi kolmasosaa meteoriittitörmäyksistä on jaksollisia, sen havaitseminen on mahdollista, mutta vaatii huomattavasti tämän hetkistä kattavamman kraateriaineiston. Tutkimuksen perusteella on syytä epäillä, että havaittu kraaterien ajallinen jaksollisuus ei ole todellinen ilmiö.

Rayleigh-testi periodisuudesta: muinaisegyptiläinen ennustuskalenteri sarjana aikapisteitä

Työssä perehdytään "päivienvalikoimistekstien" analysointiin Rayleigh'n testillä. Näissä muinaisegyptiläisissä teksteissä päiville on annettu nk. prognoosi, joka on jokaisen päivän kolmelle osalle joko "hyvä" tai "huono". Analyysin tavoitteena on selvittää, olivatko hyvät ja huonot päivät jakautuneet satunnaisesti vai periodisesti vuoden aikana. Prognooseista löytyvä 29.5 päivän periodi, jolle saadaan huomattavan korkea merkitsevyys, viittaa Kuun synodisen jakson läsnäoloon kalenterissa. Löytyvistä periodeista 7.5 ja 30 ilmenee myös muinaisegyptiläisen siviilikalenterin vaikutus ennustuksiin. Aikasarjoista löydetään myös merkitseviä periodeja, joilla on mahdollisesti numerologinen merkitys. Periodi 2.85 viittaa mahdollisesti muinaisegyptiläiseen havaintoon Algol-tähdestä, joka on yksi tähtitieteen tunnetuimmista pimennysmuuttujista. Kyseessä voi siis olla historian vanhin tunnettu muuttuvan tähden periodin määritys.

Elements of Volatility at High Frequency

Volatility is central in options pricing and risk management. It reflects the uncertainty of investors and the inherent instability of the economy. Time series methods are among the most widely applied scientific methods to analyze and predict volatility. Very frequently sampled data contain much valuable information about the different elements of volatility and may ultimately reveal the reasons for time varying volatility. The use of such ultra-high-frequency data is common to all three essays of the dissertation. The dissertation belongs to the field of financial econometrics. The first essay uses wavelet methods to study the time-varying behavior of scaling laws and long-memory in the five-minute volatility series of Nokia on the Helsinki Stock Exchange around the burst of the IT-bubble. The essay is motivated by earlier findings which suggest that different scaling laws may apply to intraday time-scales and to larger time-scales, implying that the so-called annualized volatility depends on the data sampling frequency. The empirical results confirm the appearance of time varying long-memory and different scaling laws that, for a significant part, can be attributed to investor irrationality and to an intraday volatility periodicity called the New York effect. The findings have potentially important consequences for options pricing and risk management that commonly assume constant memory and scaling. The second essay investigates modelling the duration between trades in stock markets. Durations convoy information about investor intentions and provide an alternative view at volatility. Generalizations of standard autoregressive conditional duration (ACD) models are developed to meet needs observed in previous applications of the standard models. According to the empirical results based on data of actively traded stocks on the New York Stock Exchange and the Helsinki Stock Exchange the proposed generalization clearly outperforms the standard models and also performs well in comparison to another recently proposed alternative to the standard models. The distribution used to derive the generalization may also prove valuable in other areas of risk management. The third essay studies empirically the effect of decimalization on volatility and market microstructure noise. Decimalization refers to the change from fractional pricing to decimal pricing and it was carried out on the New York Stock Exchange in January, 2001. The methods used here are more accurate than in the earlier studies and put more weight on market microstructure. The main result is that decimalization decreased observed volatility by reducing noise variance especially for the highly active stocks. The results help risk management and market mechanism designing.

Structural and Functional Studies on Trimeric Autotransporters

Trimeric autotransporters are a family of secreted outer membrane proteins in Gram-negative bacteria. These obligate homotrimeric proteins share a conserved C-terminal region, termed the translocation unit. This domain consists of an integral membrane β-barrel anchor and associated α-helices which pass through the pore of the barrel. The α-helices link to the extracellular portion of the protein, the passenger domain. Autotransportation refers to the way in which the passenger domain is secreted into the extracellular space. It appears that the translocation unit mediates the transport of the passenger domain across the outer membrane, and no external factors, such as ATP, ion gradients nor other proteins, are required. The passenger domain of autotransporters contains the specific activities of each protein. These are usually related to virulence. In trimeric autotransporters, the main function of the proteins is to act as adhesins. One such protein is the Yersinia adhesin YadA, found in enteropathogenic species of Yersinia. The main activity of YadA from Y. enterocolitica is to bind collagen, and it also mediates adhesion to other molecules of the extracellular matrix. In addition, YadA is involved in serum resistance, phagocytosis resistance, binding to epithelial cells and autoagglutination. YadA is an essential virulence factor of Y. enterocolitica, and removal of this protein from the bacteria leads to avirulence. In this study, I investigated the YadA-collagen interaction by studying the binding of YadA to collagen-mimicking peptides by several biochemical and biophysical methods. YadA bound as tightly to the triple-helical model peptide (Pro-Hyp-Gly)10 as to native collagen type I. However, YadA failed to bind a similar peptide that does not form a collagenous triple helix. As (Pro-Hyp-Gly)10 does not contain a specific sequence, we concluded that a triple-helical conformation is necessary for YadA binding, but no specific sequence is required. To further investigate binding determinants for YadA in collagens, I examined the binding of YadA to a library of collagen-mimicking peptides that span the entire triple-helical sequences of human collagens type II and type III. YadA bound promiscuously to many but not all peptides, indicating that a triple-helical conformation alone is not sufficient for binding. The high-binding peptides did not share a clear binding motif, but these peptides were rich in hydroxyproline residues and contained a low number of charged residues. YadA thus binds collagens without sequence specificity. This strategy of promiscuous binding may be advantageous for pathogenic bacteria. The Eib proteins from Escherichia coli are immunoglobulin (Ig)-binding homologues of YadA. I showed conclusively that recombinant EibA, EibC, EibD and EibF bind to IgG Fc. I crystallised a fragment of the passenger domain of EibD, which binds IgA in addition to IgG. The structure has a YadA-like head domain and an extended coiled-coil stalk. The top half of the coiled-coil is right-handed with hendecad periodicity, whereas the lower half is a canonical left-handed coiled-coil. At the transition from right- to left-handedness, a small β-sheet protrudes from each monomer. I was able to map the binding regions for IgG and IgA using truncations and site-directed mutagenesis to the coiled-coil stalk and identified residues critical for Ig binding.

Differences in the climatic adaptation of silver birch (Betula pendula) and downy birch (B. pubescens) in Finland based on male flowering phenology.

Male flowering was studied at the canopy level in 10 silver birch (Betula pendula Roth) stands from 8 localities and in 14 downy birch (B. pubescens Ehrh.) stands from 10 localities in Finland from 1963 to 1973. Distributions of cumulative pollen catches were compared to the normal Gaussian distribution. The basis for the timing of flowering was the 50 per cent point of the anthesis-fitted normal distribution. To eliminate effects of background pollen, only the central, normally distributed part of the cumulative distribution was used. Development up to the median point of the distribution was measured and tested in calendar days, in degree days (> 5 °C) and in period units. The count of each parameter began on and included March 19. Male flowering in silver birch occurred from late April to late June depending on latitude, and flowering in downy birch took place from early May to early July. The heat sums needed for male flowering varied in downy birch stands latitudinally but there was practically no latitudinal variation in heat sums needed for silver birch flowering. The amount of male flowering in stands of both birch species were found to have a large annual variation but without any clear periodicity. The between years pollen catch variation in stands of either birch species did not show any significant latitudinal correlation in contrast to Norway spruce stands. The period unit heat sum gave the most accurate forecast of the timing of flowering for 60 per cent of the silver birch stands and for 78.6 per cent of the for downy birch stands. Calendar days, however, gave the best forecast for silver birch in 25 per cent of the cases, while degree days gave the best forecast for downy birch in 21.4 per cent of the cases. Silver birch seems to have a local inclination for a more fixed flowering date compared to downy birch, which could mean a considerable photoperiodic influence on flowering time of silver birch. Silver birch and downy birch had different geographical correlations. Frequent hybridization of birch species occurs more often in northern Finland in than in more southern latitudes. The different timing in flowering caused increasing scatter in flowering times in the north, especially in the case of downy birch. The chance of simultaneous flowering of silver birch and downy birch so increased northwards due to a more variable climate and also higher altitudinal variations. Compared with conifers, the reproduction cycles of both birch species were found to be well protected from damage by frost.