Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Anisotropy-based performance analysis of linear discrete time invariant control systems

The anisotropic norm of a linear discrete-time-invariant system measures system output sensitivity to stationary Gaussian input disturbances of bounded mean anisotropy. Mean anisotropy characterizes the degree of predictability (or colouredness) and spatial non-roundness of the noise. The anisotropic norm falls between the H-2 and H-infinity norms and accommodates their loss of performance when the probability structure of input disturbances is not exactly known. This paper develops a method for numerical computation of the anisotropic norm which involves linked Riccati and Lyapunov equations and an associated special type equation.

Shift, scaling and derivative properties for the discrete cosine transform

A set of DCT domain properties for shifting and scaling by real amounts, and taking linear operations such as differentiation is described. The DCT coefficients of a sampled signal are subjected to a linear transform, which returns the DCT coefficients of the shifted, scaled and/or differentiated signal. The properties are derived by considering the inverse discrete transform as a cosine series expansion of the original continuous signal, assuming sampling in accordance with the Nyquist criterion. This approach can be applied in the signal domain, to give, for example, DCT based interpolation or derivatives. The same approach can be taken in decoding from the DCT to give, for example, derivatives in the signal domain. The techniques may prove useful in compressed domain processing applications, and are interesting because they allow operations from the continuous domain such as differentiation to be implemented in the discrete domain. An image matching algorithm illustrates the use of the properties, with improvements in computation time and matching quality.

A modified discrete random pore model allowing for different initial surface reactivity

We investigate here a modification of the discrete random pore model [Bhatia SK, Vartak BJ, Carbon 1996;34:1383], by including an additional rate constant which takes into account the different reactivity of the initial pore surface having attached functional groups and hydrogens, relative to the subsequently exposed surface. It is observed that the relative initial reactivity has a significant effect on the conversion and structural evolution, underscoring the importance of initial surface chemistry. The model is tested against experimental data on chemically controlled char oxidation and steam gasification at various temperatures. It is seen that the variations of the reaction rate and surface area with conversion are better represented by the present approach than earlier random pore models. The results clearly indicate the improvement of model predictions in the low conversion region, where the effect of the initially attached functional groups and hydrogens is more significant, particularly for char oxidation. It is also seen that, for the data examined, the initial surface chemistry is less important for steam gasification as compared to the oxidation reaction. Further development of the approach must also incorporate the dynamics of surface complexation, which is not considered here.

Sampling phylogenetic tree space with the generalized Gibbs sampler

The generalized Gibbs sampler (GGS) is a recently developed Markov chain Monte Carlo (MCMC) technique that enables Gibbs-like sampling of state spaces that lack a convenient representation in terms of a fixed coordinate system. This paper describes a new sampler, called the tree sampler, which uses the GGS to sample from a state space consisting of phylogenetic trees. The tree sampler is useful for a wide range of phylogenetic applications, including Bayesian, maximum likelihood, and maximum parsimony methods. A fast new algorithm to search for a maximum parsimony phylogeny is presented, using the tree sampler in the context of simulated annealing. The mathematics underlying the algorithm is explained and its time complexity is analyzed. The method is tested on two large data sets consisting of 123 sequences and 500 sequences, respectively. The new algorithm is shown to compare very favorably in terms of speed and accuracy to the program DNAPARS from the PHYLIP package.

High-Frequency Suspended Sediment Flux Measurements in a Small Estuary

In small estuaries, the predictions of scalar dispersion can rarely be predicted accurately because of a lack of fundamental understanding of the turbulence structure. Herein detailed turbulence measurements and suspended sediment concentrations were conducted simultaneously and continuously at high-frequency for 50 hours per investigation in a small subtropical estuary with semi-diurnal tides. The data analyses provided an unique characterisation of the turbulent mixing processes and suspended sediment fluxes. The turbulence was neither homogeneous nor isotropic, and it was not a Gaussian process. The integral time scales for turbulence and suspended sediment concentration were about equal during flood tides, but differed significantly during ebb tides. The field experiences showed that the turbulence measurements must be conducted at high-frequency to characterise the small eddies and the viscous dissipation process, while a continuous sampling was necessary to characterise the time-variations of the instantaneous velocity field, Reynolds stress tensor and suspended sediment flux during the tidal cycles.

Isotopes, wool, and rangeland monitoring: Let the sheep do the sampling

Stable carbon isotope analyses of wool staples provided insight into the vegetation consumed by sheep at a temporal resolution not previously studied. Contemporary Australian and historic South African samples dating back to 1916 were analyzed for their stable carbon isotope ratio, a proxy for the proportion of C-3 and C-4 plant species consumed by animals. Sheep sample vegetation continuously throughout a year, and as their wool grows it integrates and stores information about their diet. In subtropical and tropical rangelands the majority of grass species are C-4. Since sheep prefer to graze, and their wool is an isotopic record of their diet, we now have the potential to develop a high resolution index to the availability of grass from a sheep's perspective. Isotopic analyses of wool suggest a new direction for monitoring grazing and for the reconstruction of past vegetation changes, which will make a significant contribution to traditional rangeland ecology and management. It is recommended that isotopic and other analyses of wool be further developed for use in rangeland monitoring programs to provide valuable feedback for land managers.

Bacteria in shrimp pond sediments: their role in mineralizing nutrients and some suggested sampling strategies

Strategies for sampling sediment bacteria were examined in intensive shrimp, Penaeus monodon (Fabricius), ponds in tropical Australia. Stratified sampling of bacteria at the end of the production season showed that the pond centre, containing flocculated sludge, had significantly higher bacterial counts (15.5 X 10(9) g(-1) dw) than the pond periphery (8.1 X 10(9) g(-1) dw), where the action of aerators had swept the pond floor. The variation in bacterial counts between these two zones within a pond was higher than that between sites within each zone or between ponds. Therefore, sampling effort should be focused within these zones: for example, sampling two ponds at six locations within each of the two zones resulted in a coefficient of variation of approximate to 5%. Bacterial numbers in the sediment were highly correlated with sediment grain size, probably because eroded soil particles and organic waste both accumulated in the centre of the pond. Despite high inputs of organic matter added to the ponds, principally as pelleted feeds, the mean bacterial numbers and nutrient concentrations (i.e. organic carbon, nitrogen and phosphorus) in the sediment were similar to those found in mangrove sediments. This suggests that bacteria are rapidly remineralizing particulates into soluble compounds. Bacterial numbers were highly correlated with organic carbon and total kjeldahl nitrogen in the sediment, suggesting that these were limiting factors to bacterial growth.

The first structurally characterized discrete dinuclear mu-cyano hexacyanoferrate complex

Mixed valence complexes containing ferro- and ferricyanide have been known for almost 300 years, but no dinuclear, non-polymeric examples of these complexes have been structurally characterized. Here we report the first such example, comprising ferrocyanide coordinated to a pentaaminecobalt(III) complex. This Fe-II-Co-III complex may be reversibly oxidized to the Fe-III-Co-III analogue.

Sporadic and familial pheochromocytomas are associated with loss of at least two discrete intervals on chromosome 1p

Pheochromocytomas are tumors of the adrenal medulla originating in the chromaffin cells derived from the neural crest. Ten % of these tumors are associated with the familial cancer syndromes multiple endocrine neoplasia type 2, von Hippel-Lindau disease (VHL), and rarely, neurofibromatosis type 1, in which germ-line mutations have been identified in RET, VHL, and NF1, respectively. In both the sporadic and familial forms of pheochromocytoma, allelic loss at 1p, 3p, 17p, and 22q has been reported, yet the molecular pathogenesis of these tumors is largely unknown. Allelic loss at chromosome 1p has also been reported in other endocrine tumors, such as medullary thyroid cancer and tumors of the parathyroid gland, as well as in tumors of neural crest origin including neuroblastoma and malignant melanoma, In this study, we performed fine structure mapping of deletions at chromosome 1p in familial and sporadic pheochromocytomas to identify discrete regions likely housing tumor suppressor genes involved in the development of these tumors. Ten microsatellite markers spanning a region of similar to 70 cM (Ipter to 1p34.3) were used to screen 20 pheochromocytomas from 19 unrelated patients for loss of heterozygosity (LOH). LOH was detected at five or more loci in 8 of 13 (61%)sporadic samples and at five or more loci in four of five (80%) tumor samples from patients with multiple endocrine neoplasia type 2. No LOH at 1p was detected in pheochromocytomas from two VHL patients, Analysis of the combined sporadic and familial tumor data suggested three possible regions of common somatic loss, designated as PCI (D1S243 to D1S244), PC2 (D1S228 to D1S507), and PC3 (D1S507 toward the centromere). We propose that chromosome Ip may be the site of at least three putative tumor suppressor loci involved in the tumorigenesis of pheochromocytomas. At least one of these loci, PC2 spanning an interval of <3.8 cM, is Likely to have a broader role in the development of endocrine malignancies.

Semiochemicals and social signaling in the wild European rabbit in Australia: II. Variations in chemical composition of chin gland secretion across sampling sites

The volatile components of the chin gland secretion of the wild European rabbit, Oryctolagus cuniculus (L.), were investigated with the use of gas chromatography. Studies of the chemical nature of this secretion by previous workers demonstrated that it was important in the maintenance of social structure in this species. This study identified 34 different volatile components that consist primarily of aromatic and aliphatic hydrocarbons. Especially common are a series of alkyl-substituted benzene derivatives that provide most of the compound diversity in the secretion. Samples of chin gland secretion collected from animals at three different geographical locations, separated by more than 100 km, showed significant differences in composition. This work suggests that variation among populations needs to be considered when undertaking semiochemical research. Alternate nonparametric methods are also used for the analysis of chromatographic data.

Discrete and continuous models for dry masonry columns

The dynamic response of dry masonry columns can be approximated with finite-difference equations. Continuum models follow by replacing the difference quotients of the discrete model by corresponding differential expressions. The mathematically simplest of these models is a one-dimensional Cosserat theory. Within the presented homogenization context, the Cosserat theory is obtained by making ad hoc assumptions regarding the relative importance of certain terms in the differential expansions. The quality of approximation of the various theories is tested by comparison of the dispersion relations for bending waves with the dispersion relation of the discrete theory. All theories coincide with differences of less than 1% for wave-length-block-height (L/h) ratios bigger than 2 pi. The theory based on systematic differential approximation remains accurate up to L/h = 3 and then diverges rapidly. The Cosserat model becomes increasingly inaccurate for L/h < 2 pi. However, in contrast to the systematic approximation, the wave speed remains finite. In conclusion, considering its relative simplicity, the Cosserat model appears to be the natural starting point for the development of continuum models for blocky structures.

Optimal quantum trajectories for discrete measurements

Using the method of quantum trajectories we show that a known pure state can be optimally monitored through time when subject to a sequence of discrete measurements. By modifying the way that we extract information from the measurement apparatus we can minimize the average algorithmic information of the measurement record, without changing the unconditional evolution of the measured system. We define an optimal measurement scheme as one which has the lowest average algorithmic information allowed. We also show how it is possible to extract information about system operator averages from the measurement records and their probabilities. The optimal measurement scheme, in the limit of weak coupling, determines the statistics of the variance of the measured variable directly. We discuss the relevance of such measurements for recent experiments in quantum optics.