Forecasting with serially correlated regression models

In this article we investigate the asymptotic and finite-sample properties of predictors of regression models with autocorrelated errors. We prove new theorems associated with the predictive efficiency of generalized least squares (GLS) and incorrectly structured GLS predictors. We also establish the form associated with their predictive mean squared errors as well as the magnitude of these errors relative to each other and to those generated from the ordinary least squares (OLS) predictor. A large simulation study is used to evaluate the finite-sample performance of forecasts generated from models using different corrections for the serial correlation.

Evaluation of individual protein errors in silver-stained two-dimensional gels

The relationship between spot volume and variation for all protein spots observed on large format 2D gels when utilising silver stain technology and a model system based on mammalian NSO cell extracts is reported. By running multiple gels we have shown that the reproducibility of data generated in this way is dependent on individual protein spot volumes, which in turn are directly correlated with the coefficient of variation. The coefficients of variation across all observed protein spots were highest for low abundant proteins which are the primary contributors to process error, and lowest for more abundant proteins. Using the relationship between spot volume and coefficient of variation we show it is necessary to calculate variation for individual protein spot volumes. The inherent limitations of silver staining therefore mean that errors in individual protein spot volumes must be considered when assessing significant changes in protein spot volume and not global error. (C) 2003 Elsevier Science (USA). All rights reserved.

The plausibility of long-wavelength stress correlation or stress magnitude as a mechanism for precursory seismicity: Results from two simple elastic models

Observations of accelerating seismic activity prior to large earthquakes in natural fault systems have raised hopes for intermediate-term eartquake forecasting. If this phenomena does exist, then what causes it to occur? Recent theoretical work suggests that the accelerating seismic release sequence is a symptom of increasing long-wavelength stress correlation in the fault region. A more traditional explanation, based on Reid's elastic rebound theory, argues that an accelerating sequence of seismic energy release could be a consequence of increasing stress in a fault system whose stress moment release is dominated by large events. Both of these theories are examined using two discrete models of seismicity: a Burridge-Knopoff block-slider model and an elastic continuum based model. Both models display an accelerating release of seismic energy prior to large simulated earthquakes. In both models there is a correlation between the rate of seismic energy release with the total root-mean-squared stress and the level of long-wavelength stress correlation. Furthermore, both models exhibit a systematic increase in the number of large events at high stress and high long-wavelength stress correlation levels. These results suggest that either explanation is plausible for the accelerating moment release in the models examined. A statistical model based on the Burridge-Knopoff block-slider is constructed which indicates that stress alone is sufficient to produce accelerating release of seismic energy with time prior to a large earthquake.

Hydrodynamic evaluation of kangaroo aortic valve matrices for tissue valve engineering

We evaluated the hydrodynamic performance of kangaroo aortic valve matrices (KMs) (19, 21, and 23 mm), as potential scaffolds in tissue valve engineering using a pulsatile left heart model at low and high cardiac outputs (COs) and heart rates (HRs) of 60 and 90 beats/min. Data were measured in two samples of each type, pooled in two CO levels (2.1 +/- 0.7 and 4.2 +/- 0.6 L/min; mean +/- standard errors on the mean), and analyzed using analysis of variance with CO level, HR, and valve type as fixed factors and compared to similar porcine matrices (PMs). Transvalvular pressure gradient (Delta P) was a function of HR (P < 0.001) and CO (P < 0.001) but not of valve type (P = 0.39). Delta P was consistently lower in KMs but not significantly different from PMs. The effective orifice area and performance index of kangaroo matrices was statistically larger for all sizes at both COs and HRs.

Pseudo-randomness of round-off errors in discretized linear maps on the plane

We analyze the sequences of round-off errors of the orbits of a discretized planar rotation, from a probabilistic angle. It was shown [Bosio & Vivaldi, 2000] that for a dense set of parameters, the discretized map can be embedded into an expanding p-adic dynamical system, which serves as a source of deterministic randomness. For each parameter value, these systems can generate infinitely many distinct pseudo-random sequences over a finite alphabet, whose average period is conjectured to grow exponentially with the bit-length of the initial condition (the seed). We study some properties of these symbolic sequences, deriving a central limit theorem for the deviations between round-off and exact orbits, and obtain bounds concerning repetitions of words. We also explore some asymptotic problems computationally, verifying, among other things, that the occurrence of words of a given length is consistent with that of an abstract Bernoulli sequence.

The transient response of a CSTR containing porous catalyst pellets. Asymptotic solutions

Transient response of a CSTR containing porous catalyst pellets is analyzed theoretically using a matched asymptotic expansion technique. This singular perturbation technique leads directly to the conditions under which the minima of reservoir concentration occur. The existence of the minima may be used to estimate some inherent parameters of the catalyst pellet.

Potential errors in the application of mixture theory to multifrequency bioelectrical impedance analysis

Potential errors in the application of mixture theory to the analysis of multiple-frequency bioelectrical impedance data for the determination of body fluid volumes are assessed. Potential sources of error include: conductive length; tissue fluid resistivity; body density; weight and technical errors of measurement. Inclusion of inaccurate estimates of body density and weight introduce errors of typically < +/-3% but incorrect assumptions regarding conductive length or fluid resistivities may each incur errors of up to 20%.

Metabolite mean transit times in the liver as predicted by various models of hepatic elimination

Predicted area under curve (AUC), mean transit time (MTT) and normalized variance (CV2) data have been compared for parent compound and generated metabolite following an impulse input into the liver, Models studied were the well-stirred (tank) model, tube model, a distributed tube model, dispersion model (Danckwerts and mixed boundary conditions) and tanks-in-series model. It is well known that discrimination between models for a parent solute is greatest when the parent solute is highly extracted by the liver. With the metabolite, greatest model differences for MTT and CV2 occur when parent solute is poorly extracted. In all cases the predictions of the distributed tube, dispersion, and tasks-in-series models are between the predictions of the rank and tube models. The dispersion model with mixed boundary conditions yields identical predictions to those for the distributed tube model (assuming an inverse gaussian distribution of tube transit times). The dispersion model with Danckwerts boundary conditions and the tanks-in series models give similar predictions to the dispersion (mixed boundary conditions) and the distributed tube. The normalized variance for parent compound is dependent upon hepatocyte permeability only within a distinct range of permeability values. This range is similar for each model but the order of magnitude predicted for normalized variance is model dependent. Only for a one-compartment system is the MIT for generated metabolite equal to the sum of MTTs for the parent compound and preformed metabolite administered as parent.

Asymptotic limits of a self-dual Ginzburg-Landau functional in bounded domains

In the author's joint paper [HJS] with Jest and Struwe, we discuss asymtotic limits of a self-dual Ginzburg-Landau functional involving a section of a line bundle over a closed Riemann surface and a connection on this bundle. In this paper, the author generalizes the above results [HJS] to the case of bounded domains.

The Modified Card Sorting Test: Test-retest stability and relationships with demographic variables in a healthy older adult sample

Objectives. To investigate the test-retest stability of a standardized version of Nelson's (1976) Modified Card Sorting Test (MCST) and its relationships with demographic variables in a sample of healthy older adults. Design. A standard card order and administration were devised for the MCST and administered to participants at an initial assessment, and again at a second session conducted a minimum of six months later in order to examine its test-retest stability. Participants were also administered the WAIS-R at initial assessment in order to provide a measure of psychometric intelligence. Methods. Thirty-six (24 female, 12 male) healthy older adults aged 52 to 77 years with mean education 12.42 years (SD = 3.53) completed the MCST on two occasions approximately 7.5 months (SD = 1.61) apart. Stability coefficients and test-retest differences were calculated for the range of scores. The effect of gender on MCST performance was examined. Correlations between MCST scores and age, education and WAIS-R IQs were also determined. Results. Stability coefficients ranged from .26 for the percent perseverative errors measure to .49 for the failure to maintain set measure. Several measures were significantly correlated with age, education and WAIS-R IQs, although no effect of gender on MCST performance was found. Conclusions. None of the stability coefficients reached the level required for clinical decision making. The results indicate that participants' age, education, and intelligence need to be considered when interpreting MCST performance. Normative studies of MCST performance as well as further studies with patients with executive dysfunction are needed.

Truncation errors in finite difference models for solute transport equation with first-order reaction

The truncation errors associated with finite difference solutions of the advection-dispersion equation with first-order reaction are formulated from a Taylor analysis. The error expressions are based on a general form of the corresponding difference equation and a temporally and spatially weighted parametric approach is used for differentiating among the various finite difference schemes. The numerical truncation errors are defined using Peclet and Courant numbers and a new Sink/Source dimensionless number. It is shown that all of the finite difference schemes suffer from truncation errors. Tn particular it is shown that the Crank-Nicolson approximation scheme does not have second order accuracy for this case. The effects of these truncation errors on the solution of an advection-dispersion equation with a first order reaction term are demonstrated by comparison with an analytical solution. The results show that these errors are not negligible and that correcting the finite difference scheme for them results in a more accurate solution. (C) 1999 Elsevier Science B.V. All rights reserved.

Errors in lamina growth of primary olfactory axons in the rat and mouse olfactory bulb

In the adult olfactory nerve pathway of rodents, each primary olfactory axon forms a terminal arbor in a single glomerulus in the olfactory bulb. During development, axons are believed to project directly to and terminate precisely within a glomerulus without any exuberant growth or mistargeting. To gain insight into mechanisms underlying this process, the trajectories of primary olfactory axons during glomerular formation were studied in the neonatal period. Histochemical staining of mouse olfactory bulb sections with the lectin Dolichos biflorus-agglutinin revealed that many olfactory axons overshoot the glomerular layer and course into the deeper laminae of the bulb in the early postnatal period. Single primary olfactory axons were anterogradely labelled either with the lipophilic carbocyanine dye, 1,1'-dioctodecyl-3,3,3',3'-tetramethylindocarbocyanine perchlorate (DiI), or with horseradish peroxidase (HRP) by localized microinjections into the nerve fiber layer of the rat olfactory bulb. Five distinct trajectories of primary olfactory axons were observed in DLI-labelled preparations at postnatal day 1.5 (P1.5). Axons either coursed directly to and terminated specifically within a glomerulus, branched before terminating in a glomerulus, bypassed glomeruli and entered the underlying external plexiform layer, passed through the glomerular layer with side branches into glomeruli, or branched into more than one glomerulus. HRP-labelled axon arbors from eight postnatal ages were reconstructed by camera lucida and were used to determine arbor length, arbor area, and arbor branch number. Whereas primary olfactory axons display errors in laminar targeting in the mammalian olfactory bulb, axon arbors typically achieve their adult morphology without exuberant growth. Many olfactory axons appear not to recognize appropriate cues to terminate within the glomerular layer during the early postnatal period. However, primary olfactory axons exhibit precise targeting in the glomerular layer after P5.5, indicating temporal differences in either the presence of guidance cues or the ability of axons to respond to these cues. (C) 1999 Wiley-Liss, Inc.

Women drivers' behaviour, socio-demographic characteristics and accidents

The purpose of this study was to examine factors which affect driving behaviour and accident rates in women in Australia. Two groups of women (aged 18-23 and 45-50 years) participating in the Australian Longitudinal Study on Women's Health, completed a mailed questionnaire on driver behaviour and road accidents. Self reported accident rates in the last 3 years were 1.87 per 100 000 km for the young drivers (n = 1199) and 0.59 per 100 000 km for the mid-age drivers (n = 1564); most accidents involved damage only, not injury. Mean scores for lapses obtained using the Driver Behaviour Questionnaire, were similar in the two age groups and similar to those found in other studies. In contrast, scores for errors and violations for the young women were higher than for the mid-age group and previous reports using the same instruments. Riskier driving behaviour among young women was associated with stress and habitual alcohol consumption. In the mid-age group, poorer driver behaviour scores were related to higher levels of education, feeling rushed, higher habitual alcohol consumption and lower life satisfaction scores. Accident rates in both groups were significantly related to lapses. Women born in non-English speaking countries had significantly higher risk of accidents compared to Australian-born women: relative risk = 3.40, 95% confidence interval (1.93, 5.98) for the young drivers; relative risk = 1.77, 95% confidence interval (1.11, 2.83) for mid-age drivers. These findings support the need for road safety campaigns targeted at young women to reduce dangerous driving practices, such as speeding,'tail gating' and overtaking on the inside. There is also a need for further research to understand how lifestyle characteristics are associated with higher risk of accidents and to explore factors which might account for the higher risk for women drivers who were born overseas. (C) 1999 Elsevier Science Ltd. All rights reserved.

Transport properties of strongly correlated metals: A dynamical mean-field approach

The temperature dependence of the transport properties of the metallic phase of a frustrated Hubbard model on the hypercubic lattice at half-filling is calculated. Dynamical mean-held theory, which maps the Hubbard model onto a single impurity,Anderson model that is solved self-consistently, and becomes exact in the limit of large dimensionality, is used. As the temperature increases there is a smooth crossover from coherent Fermi liquid excitations at low temperatures to incoherent excitations at high temperatures. This crossover leads to a nonmonotonic temperature dependence for the resistance, thermopower, and Hall coefficient, unlike in conventional metals. The resistance smoothly increases from a quadratic temperature dependence at low temperatures to large values which can exceed the Mott-Ioffe-Regel value ha/e(2) (where a is a lattice constant) associated with mean free paths less than a lattice constant. Further signatures of the thermal destruction of quasiparticle excitations are a peak in the thermopower and the absence of a Drude peak in the optical conductivity. The results presented here are relevant to a wide range of strongly correlated metals, including transition metal oxides, strontium ruthenates, and organic metals.

Asymptotic solutions to the Gross-Pitaevskii gain equation: Growth of a Bose-Einstein condensate

We give an asymptotic analytic solution for the generic atom-laser system with gain in a D-dimensional trap, and show that this has a non-Thomas-Fermi behavior. The effect is due to Bose-enhanced condensate growth, which creates a local-density maximum and a corresponding outward momentum component. In addition, the solution predicts amplified center-of-mass oscillations, leading to enhanced center-of-mass temperature.