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.

Timing, magnitude, and location of initial soluble aluminum injuries to mungbean roots

Despite a century's knowledge that soluble aluminum (Al) is associated with acid soils and poor plant growth, it is still uncertain how Al exerts its deleterious effects. Hypotheses include reactions of Al with components of the cell wall, plasmalemma, or cytoplasm of cells close to the root tip, thereby reducing cell expansion and root growth. Digital microscopy was used to determine the initial injuries of soluble Al to mungbean (Vigna radiata L.) roots. Roots of young seedlings were marked with activated carbon particles and grown in 1 mm CaCl2 solution at pH 6 for ca. 100 min (control period), and AlCl3 solution was added to ensure a final concentration of 50 muM Al (pH 4). Further studies were conducted on the effects of pH 4 with and without 50 muM Al. Four distinct, but possibly related, initial detrimental effects of soluble Al were noted. First, there was a 56-75% reduction in the root elongation rate, first evident 18-52 min after the addition of Al, root elongation continuing at a decreased rate for ca. 20 It. Decreasing solution pH from 6 to 4 increased the root elongation rate 4-fold after 5 min, which decreased to close to the original rate after 130 min. The addition of Al during the period of rapid growth at pH 4 reduced the root elongation rate by 71% 14 min after the addition of Al. The activated carbon marks on the roots showed that, during the control period, the zone of maximum root growth occurred at 2,200-5,100 mum from the root tip (i.e. the cell elongation zone). It was there that Al first exerted its detrimental effect and low pH increased root elongation. Second, soluble Al prevented the progress of cells from the transition to the elongation phase, resulting in a considerable reduction of root growth over the longer term. The third type of soluble Al injury occurred after exposure for ca. 4 h to 50 mum Al when a kink developed at 2,370 mum from the root tip. Fourth, ruptures of the root epidermal and cortical cells at 1,900-2,300 mum from the tip occurred greater than or equal to4.3 h after exposure to soluble Al. The timing and location of Al injuries support the contention that Al initially reduces cell elongation, thus decreasing root growth and causing damage to epidermal and cortical cells.

Fragmented coherence: Solid waste management in Colombo

Notwithstanding the increasingly fragmented organizational relationships within Colombo's urban governance system, the cooperative nature of stakeholder relationships lends a high level of coherence to the overall system. Since 1995, Colombo's solid waste management system has been characterized by the increased role of the private sector, community-based organizations and NGOs. Whilst the increasingly fragmented nature of this system exhibits some deeply ingrained problems, there are also a number of positives associated with the increased role of civil society actors and, in particular, the informal sector. Reforming regulatory frameworks so as to integrate some of the social norms that are integral to the lives of the majority of urban residents will contribute to regulatory frameworks being considerably more enforceable than is currently the case. Such reform requires that institutional and regulatory frameworks need to be flexible enough to adapt to the changing social, political and economic context. In the Colombo case, effective cooperation between public sector and civil society stakeholders illustrates that adaptive institutional arrangements grounded in pragmatism are feasible. The challenge that arises is to translate these institutional arrangements into adaptive regulatory frameworks - something that would require a significant mind shift on the part of planners and urban managers.

Coherence of polaronic transport in layered metals

Layered systems show anisotropic transport properties. The interlayer conductivity shows a general temperature dependence for a wide class of materials. This can be understood if conduction occurs in two different channels activated at different temperatures. We show that the characteristic temperature dependence can be explained using a polaron model for the transport. The results show an intuitive interpretation in terms of coherent and incoherent quasi-particles within the layers. Further, we extract results for the magnetoresistance, thermopower, spectral function and optical conductivity for the model and discuss application to experiments.

Fourier-domain optical coherence tomography: optimization of signal-to-noise ratio in full space

Optical coherence tomography (OCT) is an emerging coherence-domain technique capable of in vivo imaging of sub-surface structures at millimeter-scale depth. Its steady progress over the last decade has been galvanized by a breakthrough detection concept, termed spectral-domain OCT, which has resulted in a dramatic improvement of the OCT signal-to-noise ratio of 150 times demonstrated for weakly scattering objects at video-frame-rates. As we have realized, however, an important OCT sub-system remains sub-optimal: the sample arm traditionally operates serially, i.e. in flying-spot mode. To realize the full-field image acquisition, a Fourier holography system illuminated with a swept-source is employed instead of a Michelson interferometer commonly used in OCT. The proposed technique, termed Fourier-domain OCT, offers a new leap in signal-to-noise ratio improvement, as compared to flying-spot OCT systems, and represents the main thrust of this paper. Fourier-domain OCT is described, and its basic theoretical aspects, including the reconstruction algorithm, are discussed. (C) 2004 Elsevier B.V. All rights reserved.

Fluctuations and single molecules

The fluorescence of single molecules coupled to a thermal bath is studied both experimentally and theoretically. The effect of different fluctuations on the coherence properties of resonance fluorescence is considered first. Coherence is measured in an interference experiment where a single molecule is used as a light source. A standard approach based on the optical Bloch equations apparently provides quite an accurate description of the interference experiment. Systems with long correlation times (where spectra are time dependent on any timescale) are considered next. It is shown that intensity-time-frequency correlation spectroscopy, which provides both high signal-to-noise ratio and high time resolution, is very suitable for such a case. The Bloch equations are further tested in an experiment where the shape of an excitation spectral line of a single molecule is accurately measured over six orders of magnitude of the exciting laser power. Significant deviations from the predictions of the Bloch equations are found. The role of critical parameters-the correlation time of the bath, the Rabi oscillation period, and the coupling constant between the bath and the molecule-is discussed. The paper also includes a short general introduction to the methodology of single-molecule studies.

Identifying the energy gap: Magnitude and determinants of 5-year weight gain in midage women

Objective: The aims of this study were to estimate average yearly weight gain in midage women and to identify the determinants of weight gain and gaining weight at double the average rate. Research Methods and Procedures: The study sample comprised 8071 participants (45 to 55 years old) in the Australian Longitudinal Study on Women's Health who completed mailed surveys in 1996, 1998, and 2001. Results: On average, the women gained almost 0.5 kg per year [average 2.42 kg (95% confidence interval, 2.29 to 2.54) over 5 years]. In multivariate analyses, variables associated with energy balance (physical activity, sitting time, and energy intake), as well as quitting smoking, menopause/hysterectomy, and baseline BMI category were significantly associated with weight gain, but other behavioral and demographic characteristics were not. After adjustment for all of the other biological and behavioral variables, the odds of gaining weight at about twice the average rate (> 5 kg over 5 years) were highest for women who quit smoking (odds ratio = 2.94; 95% confidence interval, 2.17, 3.96). There were also independent relationships between the odds of gaining > 5 kg and lower levels of habitual physical activity, more time spent sitting, energy intake (but only in women with BMI > 25 at baseline), menopause transition, and hysterectomy. Discussion: The average weight gain equates with an energy imbalance of only about 10 kcal or 40 kJ per day, which suggests that small sustained changes in the modifiable behavioral variables could prevent further weight gain.

Image reconstruction in full-field Fourier-domain optical coherence tomography

Full-field Fourier-domain optical coherence tomography (3F-OCT) is a full-field version of spectral domain/swept source optical coherence tomography. A set of two-dimensional Fourier holograms is recorded at discrete wavenumbers spanning the swept source tuning range. The resultant three-dimensional data cube contains comprehensive information on the three-dimensional spatial properties of the sample, including its morphological layout and optical scatter. The morphological layout can be reconstructed in software via three-dimensional discrete Fourier transformation. The spatial resolution of the 3F-OCT reconstructed image, however, is degraded due to the presence of a phase cross-term, whose origin and effects are addressed in this paper. We present a theoretical and experimental study of the imaging performance of 3F-OCT, with particular emphasis on elimination of the deleterious effects of the phase cross-term.

Signal-to-noise ratio study of full-field Fourier-domain optical coherence tomography

We report a new approach in optical coherence tomography (OCT) called full-field Fourier-domain OCT (3F-OCT). A three-dimensional image of a sample is obtained by digital reconstruction of a three-dimensional data cube, acquired with a Fourier holography recording system, illuminated with a swept source. We present a theoretical and experimental study of the signal-to-noise ratio of the 3F-OCT approach versus serial image acquisition (flying-spot OCT) approach. (c) 2005 Optical Society of America.

Application of program packages EMTDC and matlab in the analysis of impact of neutral point operating regime on the magnitude of touch Voltage

This paper introduces a method for power system modeling during the earth fault. The possibility of using this method for selection and adjustment of earth fault protection is pointed out. The paper also contains the comparison of results achieved by simulation with the experimental measurements.

Detecting finite bandwidth periodic signals in stationary noise using the signal coherence spectrum

All signals that appear to be periodic have some sort of variability from period to period regardless of how stable they appear to be in a data plot. A true sinusoidal time series is a deterministic function of time that never changes and thus has zero bandwidth around the sinusoid's frequency. A zero bandwidth is impossible in nature since all signals have some intrinsic variability over time. Deterministic sinusoids are used to model cycles as a mathematical convenience. Hinich [IEEE J. Oceanic Eng. 25 (2) (2000) 256-261] introduced a parametric statistical model, called the randomly modulated periodicity (RMP) that allows one to capture the intrinsic variability of a cycle. As with a deterministic periodic signal the RMP can have a number of harmonics. The likelihood ratio test for this model when the amplitudes and phases are known is given in [M.J. Hinich, Signal Processing 83 (2003) 1349-13521. A method for detecting a RMP whose amplitudes and phases are unknown random process plus a stationary noise process is addressed in this paper. The only assumption on the additive noise is that it has finite dependence and finite moments. Using simulations based on a simple RMP model we show a case where the new method can detect the signal when the signal is not detectable in a standard waterfall spectrograrn display. (c) 2005 Elsevier B.V. All rights reserved.

Theory of mind and central coherence in adults with high-functioning autism or Asperger syndrome

The study investigated theory of mind and central coherence abilities in adults with high-functioning autism (HFA) or Asperger syndrome (AS) using naturalistic tasks. Twenty adults with HTA/AS correctly answered significantly fewer theory of mind questions than 20 controls on a forced-choice response task. On a narrative task, there were no differences in the proportion of mental state words between the two groups, although the participants with HFA/AS were less inclined to provide explanations for characters' mental states. No between-group differences existed on the central coherence questions of the forced-choice response task, and the participants with HTA/AS included an equivalent proportion of explanations for non-mental state phenomena in their narratives as did controls. These results support the theory of mind deficit account of autism spectrum disorders, and suggest that difficulties in mental state attribution cannot be exclusively attributed to weak central coherence.

Toddler subtraction with large sets: further evidence for an analog-magnitude representation of number

Two experiments were conducted to test the hypothesis that toddlers have access to an analog-magnitude number representation that supports numerical reasoning about relatively large numbers. Three-year-olds were presented with subtraction problems in which initial set size and proportions subtracted were systematically varied. Two sets of cookies were presented and then covered The experimenter visibly subtracted cookies from the hidden sets, and the children were asked to choose which of the resulting sets had more. In Experiment 1, performance was above chance when high proportions of objects (3 versus 6) were subtracted from large sets (of 9) and for the subset of older participants (older than 3 years, 5 months; n = 15), performance was also above chance when high proportions (10 versus 20) were subtracted from the very large sets (of 30). In Experiment 2, which was conducted exclusively with older 3-year-olds and incorporated an important methodological control, the pattern of results for the subtraction tasks was replicated In both experiments, success on the tasks was not related to counting ability. The results of these experiments support the hypothesis that young children have access to an analog-magnitude system for representing large approximate quantities, as performance on these subtraction tasks showed a Webers Law signature, and was independent of conventional number knowledge.