Detecting common dynamics in transitory components

This paper considers VECMs for variables exhibiting cointegration and common features in the transitory components. While the presence of cointegration between the permanent components of series reduces the rank of the long-run multiplier matrix, a common feature among the transitory components leads to a rank reduction in the matrix summarizing short-run dynamics. The common feature also implies that there exists linear combinations of the first-differenced variables in a cointegrated VAR that are white noise and traditional tests focus on testing for this characteristic. An alternative, however, is to test the rank of the short-run dynamics matrix directly. Consequently, we use the literature on testing the rank of a matrix to produce some alternative test statistics. We also show that these are identical to one of the traditional tests. The performance of the different methods is illustrated in a Monte Carlo analysis which is then used to re-examine an existing empirical study. Finally, this approach is applied to provide a check for the presence of common dynamics in DSGE models.

Dynamics of rod and cone photoreceptor interactions under mesopic light levels

Visual adaptation regulates contrast sensitivity during dynamically changing light conditions (Crawford, 1947; Hecht, Haig & Chase, 1937). These adaptation dynamics are unknown under dim (mesopic) light levels when the rod (R) and long (L), medium (M) and short (S) wavelength cone photoreceptor classes contribute to vision via interactions in shared non-opponent Magnocellular (MC), chromatically opponent Parvocellular (PC) and Koniocellular (KC) visual pathways (Dacey, 2000). This study investigated the time-course of adaptation and post-receptoral pathways mediating receptor specific rod and cone interactions under mesopic illumination. A four-primary photostimulator (Pokorny, Smithson & Quinlan, 2004) was used to independently control the activity of the four photoreceptor classes and their post-receptoral visual athways in human observers. In the first experiment, the contrast sensitivity and time-course of visual adaptation under mesopic illumination were measured for receptoral (L, S, R) and post-receptoral (LMS, LMSR, L-M) stimuli. An incremental (Rapid-ON) sawtooth conditioning pulse biased detection to ON-cells within the visual pathways and sensitivity was assayed relative to pulse onset using a briefly presented incremental probe that did not alter adaptation. Cone.Cone interactions with luminance stimuli (L cone, LMS, LMSR) reduced sensitivity by 15% and the time course of recovery was 25± 5ms-1 (μ ± SEM). PC mediated (+L-M) chromatic stimuli sensitivity loss was less (8%) than for luminance and recovery was slower (μ = 2.95 ± 0.05 ms-1), with KC mediated (S cone) chromatic stimuli showing a high sensitivity loss (38%) and the slowest recovery time (1.6 ± 0.2 ms-1). Rod-Rod interactions increased sensitivity by 20% and the time course of recovery was 0.7 ± 0.2 ms-1 (μ ± SD). Compared to these interaction types, Rod-Cone interactions reduced sensitivity to a lesser degree (5%) and showed the fastest recovery (μ = 43 ± 7 ms-1). In the second experiment, rod contribution to the magnocellular, parvocellular and koniocellular post-receptoral pathways under mesopic illumination was determined as a function of incremental stimulus duration and waveform (rectangular; sawtooth) using a rod colour match procedure (Cao, Pokorny & Smith, 2005; Cao, Pokorny, Smith & Zele, 2008a). For a 30% rod increment, a cone match required a decrease in [L/(L+M)] and an increase in [L+M] and [S/(L+M)], giving a greenish-blue and brighter appearance for probe durations of 75 ms or longer. Probe durations less than 75 ms showed an increase in [L+M] and no change in chromaticity [L/(L+M) or S/(L+M)], uggesting mediation by the MC pathway only for short duration rod stimuli. s We advance previous studies by determining the time-course and nature of photoreceptor specific retinal interactions in the three post-receptoral pathways under mesopic illumination. In the first experiment, the time-course of adaptation for ON cell processing was determined, revealing opponent cell facilitation in chromatic PC and KC pathways. The Rod-Rod and Rod-Cone data identify previously unknown interaction types that act to maintain contrast sensitivity during dynamically changing light conditions and improve the speed of light adaptation under mesopic light levels. The second experiment determined the degree of rod contribution to the inferred post-eceptoral pathways as a function of the temporal properties of the rod signal. r The understanding of the mechanisms underlying interactions between photoreceptors under mesopic illumination has implications for the study of retinal disease. Visual function has been shown to be reduced in persons with age-related maculopathy (ARM) risk genotypes prior to clinical signs of the disease (Feigl, Cao, Morris & Zele, 2011) and disturbances in rod-mediated adaptation have been shown in early phases of ARM (Dimitrov, Guymer, Zele, Anderson & Vingrys, 2008; Feigl, Brown, Lovie-Kitchin & Swann, 2005). Also, the understanding of retinal networks controlling vision enables the development of international lighting standards to optimise visual performance nder dim light levels (e.g. work-place environments, transportation).

Variations on a routine : how selection-adaptation-retention dynamics create variety in organisational routines

The question "what causes variety in organisational routines" is of considerable interest to organisational scholars, and one to which this thesis seeks to answer. To this end an evolutionary theory of change is advanced which holds that the dynamics of selection, adaptation and retention explain the creation of variety in organisational routines. A longitudinal, multi-level, multi-case analysis is undertaken in this thesis, using multiple data collection strategies. In each case, different types of variety were identified, according to a typology, together with how selection, adaptation and retention contribute to variety in a positive or negative sense. Methodologically, the thesis makes a contribution to our understanding of variety, as certain types of variety only become evident when examined by specific types of research design. The research also makes a theoretical contribution by explaining how selection, adaptation and retention individually and collectively contribute to variety in organisational routines. Moreover, showing that routines could be stable, diverse, adaptive and dynamic at the same time; is a significant, and novel, theoretical contribution.

Investigating the dynamics of the psychological contract : how and why individuals' contract beliefs change

The overall objective of this thesis is to explore how and why the content of individuals' psychological contracts changes over time. The contract is generally understood as "individual beliefs, shaped by the organisation, regarding the terms of an exchange agreement between individuals and their organisation" (Rousseau, 1995, p. 9). With an overall study sampling frame of 320 graduate organisational newcomers, a mixed method longitudinal research design comprised of three sequential, inter-related studies is employed in order to capture the change process. From the 15 semi-structured interviews conducted in Study 1, the key findings included identifying a relatively high degree of mutuality between employees' and their managers' reciprocal contract beliefs around the time of organisational entry. Also, at this time, individuals had developed specific components of their contract content through a mix of social network information (regarding broader employment expectations) and perceptions of various elements of their particular organisation's reputation (for more firm-specific expectations). Study 2 utilised a four-wave survey approach (available to the full sampling frame) over the 14 months following organisational entry to explore the 'shape' of individuals' contract change trajectories and the role of four theorised change predictors in driving these trajectories. The predictors represented an organisational-level informational cue (perceptions of corporate reputation), a dyadic-level informational cue (perceptions of manager-employee relationship quality) and two individual difference variables (affect and hardiness). Through the use of individual growth modelling, the findings showed differences in the general change patterns across contract content components of perceived employer (exhibiting generally quadratic change patterns) and employee (exhibiting generally no-change patterns) obligations. Further, individuals differentially used the predictor variables to construct beliefs about specific contract content. While both organisational- and dyadic-level cues were focused upon to construct employer obligation beliefs, organisational-level cues and individual difference variables were focused upon to construct employee obligation beliefs. Through undertaking 26 semi-structured interviews, Study 3 focused upon gaining a richer understanding of why participants' contracts changed, or otherwise, over the study period, with a particular focus upon the roles of breach and violation. Breach refers to an employee's perception that an employer obligation has not been met and violation refers to the negative and affective employee reactions which may ensue following a breach. The main contribution of these findings was identifying that subsequent to a breach or violation event a range of 'remediation effects' could be activated by employees which, depending upon their effectiveness, served to instigate either breach or contract repair or both. These effects mostly instigated broader contract repair and were generally cognitive strategies enacted by an individual to re-evaluate the breach situation and re-focus upon other positive aspects of the employment relationship. As such, the findings offered new evidence for a clear distinction between remedial effects which serve to only repair the breach (and thus the contract) and effects which only repair the contract more broadly; however, when effective, both resulted in individuals again viewing their employment relationships positively. Overall, in response to the overarching research question of this thesis, how and why individuals' psychological contract beliefs change, individuals do indeed draw upon various information sources, particularly at the organisational-level, as cues or guides in shaping their contract content. Further, the 'shapes' of the changes in beliefs about employer and employee obligations generally follow different, and not necessarily linear, trajectories over time. Finally, both breach and violation and also remedial actions, which address these occurrences either by remedying the breach itself (and thus the contract) or the contract only, play central roles in guiding individuals' contract changes to greater or lesser degrees. The findings from the thesis provide both academics and practitioners with greater insights into how employees construct their contract beliefs over time, the salient informational cues used to do this and how the effects of breach and violation can be mitigated through creating an environment which facilitates the use of effective remediation strategies.

Langevin dynamics modeling of the water diffusion tensor in partially aligned collagen networks

In this work, a Langevin dynamics model of the diffusion of water in articular cartilage was developed. Numerical simulations of the translational dynamics of water molecules and their interaction with collagen fibers were used to study the quantitative relationship between the organization of the collagen fiber network and the diffusion tensor of water in model cartilage. Langevin dynamics was used to simulate water diffusion in both ordered and partially disordered cartilage models. In addition, an analytical approach was developed to estimate the diffusion tensor for a network comprising a given distribution of fiber orientations. The key findings are that (1) an approximately linear relationship was observed between collagen volume fraction and the fractional anisotropy of the diffusion tensor in fiber networks of a given degree of alignment, (2) for any given fiber volume fraction, fractional anisotropy follows a fiber alignment dependency similar to the square of the second Legendre polynomial of cos(θ), with the minimum anisotropy occurring at approximately the magic angle (θMA), and (3) a decrease in the principal eigenvalue and an increase in the transverse eigenvalues is observed as the fiber orientation angle θ progresses from 0◦ to 90◦. The corresponding diffusion ellipsoids are prolate for θ < θMA, spherical for θ ≈ θMA, and oblate for θ > θMA. Expansion of the model to include discrimination between the combined effects of alignment disorder and collagen fiber volume fraction on the diffusion tensor is discussed.

A Companion to New Media Dynamics

A Companion to New Media Dynamics presents a state-of-the-art collection of multidisciplinary readings that examine the origins, evolution, and cultural underpinnings of the media of the digital age in terms of dynamic change Presents a state-of-the-art collection of original readings relating to new media in terms of dynamic change. - Features interdisciplinary contributions encompassing the sciences, social sciences, humanities and creative arts - Addresses a wide range of issues from the ownership and regulation of new media to their form and cultural uses - Provides readers with a glimpse of new media dynamics at three levels of scale: the ‘macro’ or system level; the ‘meso’ or institutional level; and ‘micro’ or agency level

Mapping the dynamics of the project management field : project management in action (part 6)

This is the sixth part of a Letter from the Editor series where the results are presented of an ongoing research undertaken in order to investigate the dynamic of the evolution of the field of project management and the key trends. Dynamics of networks is a key feature in strategic diagrams analysis. The radical change in the configuration of a network between two periods, or the change at subnetwork level reflects the dynamic of science. I present here an example of subnetwork comparison over the four periods of time considered in this study. I will develop and discuss an example of subnetwork transformation in future Letter from the Editor article..

Mapping the dynamics of the project management field : project management in action (part 5)

This is the fifth part of a Letter From the Editor series where the results are presented of an ongoing research undertaken in order to investigate the dynamic of the evolution of the field of project management and the key trends. I present some general findings and the strategic diagrams generated for each of the time periods introduced herein and discuss what we can learn from them on a general standpoint. I will develop and discuss some detailed findings in future Letter From the Editor articles...

An examination of keystroke dynamics for continuous user authentication

Most current computer systems authorise the user at the start of a session and do not detect whether the current user is still the initial authorised user, a substitute user, or an intruder pretending to be a valid user. Therefore, a system that continuously checks the identity of the user throughout the session is necessary without being intrusive to end-user and/or effectively doing this. Such a system is called a continuous authentication system (CAS). Researchers have applied several approaches for CAS and most of these techniques are based on biometrics. These continuous biometric authentication systems (CBAS) are supplied by user traits and characteristics. One of the main types of biometric is keystroke dynamics which has been widely tried and accepted for providing continuous user authentication. Keystroke dynamics is appealing for many reasons. First, it is less obtrusive, since users will be typing on the computer keyboard anyway. Second, it does not require extra hardware. Finally, keystroke dynamics will be available after the authentication step at the start of the computer session. Currently, there is insufficient research in the CBAS with keystroke dynamics field. To date, most of the existing schemes ignore the continuous authentication scenarios which might affect their practicality in different real world applications. Also, the contemporary CBAS with keystroke dynamics approaches use characters sequences as features that are representative of user typing behavior but their selected features criteria do not guarantee features with strong statistical significance which may cause less accurate statistical user-representation. Furthermore, their selected features do not inherently incorporate user typing behavior. Finally, the existing CBAS that are based on keystroke dynamics are typically dependent on pre-defined user-typing models for continuous authentication. This dependency restricts the systems to authenticate only known users whose typing samples are modelled. This research addresses the previous limitations associated with the existing CBAS schemes by developing a generic model to better identify and understand the characteristics and requirements of each type of CBAS and continuous authentication scenario. Also, the research proposes four statistical-based feature selection techniques that have highest statistical significance and encompasses different user typing behaviors which represent user typing patterns effectively. Finally, the research proposes the user-independent threshold approach that is able to authenticate a user accurately without needing any predefined user typing model a-priori. Also, we enhance the technique to detect the impostor or intruder who may take over during the entire computer session.

Expression of PTRF in PC3 cells modulates cholesterol dynamics and the actin cytoskeleton impacting secretion pathways

Expression of caveolin-1 is up-regulated in prostate cancer metastasis and is associated with aggressive recurrence of the disease. Intriguingly, caveolin-1 is also secreted from prostate cancer cell lines and has been identified in secreted prostasomes. Caveolin-1 is the major structural component of the plasma membrane invaginations called caveolae. Co-expression of the coat protein Polymerase I and transcript release factor (PTRF) is required for caveolae formation. We recently found that expression of caveolin-1 in the aggressive prostate cancer cell line PC-3 is not accompanied by PTRF, leading to noncaveolar caveolin-1 lipid rafts. Moreover, ectopic expression of PTRF in PC-3 cells sequesters caveolin-1 into caveolae. Here we quantitatively analyzed the effect of PTRF expression on the PC-3 proteome using stable isotope labeling by amino acids in culture and subcellular proteomics. We show that PTRF reduced the secretion of a subset of proteins including secreted proteases, cytokines, and growth regulatory proteins, partly via a reduction in prostasome secretion. To determine the cellular mechanism accounting for the observed reduction in secreted proteins we analyzed total membrane and the detergent-resistant membrane fractions. Our data show that PTRF expression selectively impaired the recruitment of actin cytoskeletal proteins to the detergent-resistant membrane, which correlated with altered cholesterol distribution in PC-3 cells expressing PTRF. Consistent with this, modulating cellular cholesterol altered the actin cytoskeleton and protein secretion in PC-3 cells. Intriguingly, several proteins that function in ER to Golgi trafficking were reduced by PTRF expression. Taken together, these results suggest that the noncaveolar caveolin-1 found in prostate cancer cells generates a lipid raft microenvironment that accentuates secretion pathways, possibly at the step of ER sorting/exit. Importantly, these effects could be modulated by PTRF expression.