A comparison of tests of non-linear cointegration with an application to the predictability of US interest rates using the term structure

We test whether there are nonlinearities in the response of short- and long-term interest rates to the spread in interest rates, and assess the out-of-sample predictability of interest rates using linear and nonlinear models. We find strong evidence of nonlinearities in the response of interest rates to the spread. Nonlinearities are shown to result in more accurate short-horizon forecasts, especially of the spread.

Forecasting US output growth with non-linear models in the presence of data uncertainty

We consider the impact of data revisions on the forecast performance of a SETAR regime-switching model of U.S. output growth. The impact of data uncertainty in real-time forecasting will affect a model's forecast performance via the effect on the model parameter estimates as well as via the forecast being conditioned on data measured with error. We find that benchmark revisions do affect the performance of the non-linear model of the growth rate, and that the performance relative to a linear comparator deteriorates in real-time compared to a pseudo out-of-sample forecasting exercise.

Non-orthogonal version of the arbitrary polygonal C-grid and a new diamond grid

Quasi-uniform grids of the sphere have become popular recently since they avoid parallel scaling bottle- necks associated with the poles of latitude–longitude grids. However quasi-uniform grids of the sphere are often non- orthogonal. A version of the C-grid for arbitrary non- orthogonal grids is presented which gives some of the mimetic properties of the orthogonal C-grid. Exact energy conservation is sacrificed for improved accuracy and the re- sulting scheme numerically conserves energy and potential enstrophy well. The non-orthogonal nature means that the scheme can be used on a cubed sphere. The advantage of the cubed sphere is that it does not admit the computa- tional modes of the hexagonal or triangular C-grids. On var- ious shallow-water test cases, the non-orthogonal scheme on a cubed sphere has accuracy less than or equal to the orthog- onal scheme on an orthogonal hexagonal icosahedron. A new diamond grid is presented consisting of quasi- uniform quadrilaterals which is more nearly orthogonal than the equal-angle cubed sphere but with otherwise similar properties. It performs better than the cubed sphere in ev- ery way and should be used instead in codes which allow a flexible grid structure.

A mathematical model of the sterol regulatory element binding protein 2 cholesterol biosynthesis pathway

Cholesterol is one of the key constituents for maintaining the cellular membrane and thus the integrity of the cell itself. In contrast high levels of cholesterol in the blood are known to be a major risk factor in the development of cardiovascular disease. We formulate a deterministic nonlinear ordinary differential equation model of the sterol regulatory element binding protein 2 (SREBP-2) cholesterol genetic regulatory pathway in an hepatocyte. The mathematical model includes a description of genetic transcription by SREBP-2 which is subsequently translated to mRNA leading to the formation of 3-hydroxy-3-methylglutaryl coenzyme A reductase (HMGCR), a main precursor of cholesterol synthesis. Cholesterol synthesis subsequently leads to the regulation of SREBP-2 via a negative feedback formulation. Parameterised with data from the literature, the model is used to understand how SREBP-2 transcription and regulation affects cellular cholesterol concentration. Model stability analysis shows that the only positive steady-state of the system exhibits purely oscillatory, damped oscillatory or monotic behaviour under certain parameter conditions. In light of our findings we postulate how cholesterol homestasis is maintained within the cell and the advantages of our model formulation are discussed with respect to other models of genetic regulation within the literature.

Software-based study of a non-sorting method for median calculation on a set of integer numbers

This paper presents a software-based study of a hardware-based non-sorting median calculation method on a set of integer numbers. The method divides the binary representation of each integer element in the set into bit slices in order to find the element located in the middle position. The method exhibits a linear complexity order and our analysis shows that the best performance in execution time is obtained when slices of 4-bit in size are used for 8-bit and 16-bit integers, in mostly any data set size. Results suggest that software implementation of bit slice method for median calculation outperforms sorting-based methods with increasing improvement for larger data set size. For data set sizes of N > 5, our simulations show an improvement of at least 40%.

On the spectra and pseudospectra of a class of non-self-adjoint random matrices and operators

In this paper we develop and apply methods for the spectral analysis of non-selfadjoint tridiagonal infinite and finite random matrices, and for the spectral analysis of analogous deterministic matrices which are pseudo-ergodic in the sense of E. B. Davies (Commun. Math. Phys. 216 (2001), 687–704). As a major application to illustrate our methods we focus on the “hopping sign model” introduced by J. Feinberg and A. Zee (Phys. Rev. E 59 (1999), 6433–6443), in which the main objects of study are random tridiagonal matrices which have zeros on the main diagonal and random ±1’s as the other entries. We explore the relationship between spectral sets in the finite and infinite matrix cases, and between the semi-infinite and bi-infinite matrix cases, for example showing that the numerical range and p-norm ε - pseudospectra (ε > 0, p ∈ [1,∞] ) of the random finite matrices converge almost surely to their infinite matrix counterparts, and that the finite matrix spectra are contained in the infinite matrix spectrum Σ. We also propose a sequence of inclusion sets for Σ which we show is convergent to Σ, with the nth element of the sequence computable by calculating smallest singular values of (large numbers of) n×n matrices. We propose similar convergent approximations for the 2-norm ε -pseudospectra of the infinite random matrices, these approximations sandwiching the infinite matrix pseudospectra from above and below.

A study of anticipatory non-autonomous systems

Rhythms are manifested ubiquitously in dynamical biological processes. These fundamental processes which are necessary for the survival of living organisms include metabolism, breathing, heart beat, and, above all, the circadian rhythm coupled to the diurnal cycle. Thus, in mathematical biology, biological processes are often represented as linear or nonlinear oscillators. In the framework of nonlinear and dissipative systems (ie. the flow of energy, substances, or sensory information), they generate stable internal oscillations as a response to environmental input and, in turn, utilise such output as a means of coupling with the environment.

Fractional order and non-linear system identification algorithms for biomedical applications

We discuss the modelling of dielectric responses of amorphous biological samples. Such samples are commonly encountered in impedance spectroscopy studies as well as in UV, IR, optical and THz transient spectroscopy experiments and in pump-probe studies. In many occasions, the samples may display quenched absorption bands. A systems identification framework may be developed to provide parsimonious representations of such responses. To achieve this, it is appropriate to augment the standard models found in the identification literature to incorporate fractional order dynamics. Extensions of models using the forward shift operator, state space models as well as their non-linear Hammerstein-Wiener counterpart models are highlighted. We also discuss the need to extend the theory of electromagnetically excited networks which can account for fractional order behaviour in the non-linear regime by incorporating nonlinear elements to account for the observed non-linearities. The proposed approach leads to the development of a range of new chemometrics tools for biomedical data analysis and classification.

Non-cinema: the location of politics in film

Philosophy has repeatedly denied cinema in order to grant it artistic status. Adorno, for example, defined an ‘uncinematic’ element in the negation of movement in modern cinema, ‘which constitutes its artistic character’. Similarly, Lyotard defended an ‘acinema’, which rather than selecting and excluding movements through editing, accepts what is ‘fortuitous, dirty, confused, unclear, poorly framed, overexposed’. In his Handbook of Inaesthetics, Badiou embraces a similar idea, by describing cinema as an ‘impure circulation’ that incorporates the other arts. Resonating with Bazin and his defence of ‘impure cinema’, that is, of cinema’s interbreeding with other arts, Badiou seems to agree with him also in identifying the uncinematic as the location of the Real. This article will investigate the particular impurities of cinema that drive it beyond the specificities of the medium and into the realm of the other arts and the reality of life itself. Privileged examples will be drawn from various moments in film history and geography, starting with the analysis of two films by Jafar Panahi: This Is Not a Film (In film nist, 2011), whose anti-cinema stance in announced in its own title; and The Mirror (Aineh, 1997), another relentless exercise in self-negation. It goes on to examine Kenji Mizoguchi’s deconstruction of cinematic acting in his exploration of the geidomono genre (films about theatre actors) in The Story of the Last Chrysanthemums (Zangigku monogatari, 1939), and culminates in the conjuring of the physical experience of death through the systematic demolition of film genres in The Act of Killing (Joshua Oppenheimer et al., 2012).

An Ensemble Kalman Smoother for Nonlinear Dynamics

It is for mally proved that the general smoother for nonlinear dynamics can be for mulated as a sequential method, that is, obser vations can be assimilated sequentially during a for ward integration. The general filter can be derived from the smoother and it is shown that the general smoother and filter solutions at the final time become identical, as is expected from linear theor y. Then, a new smoother algorithm based on ensemble statistics is presented and examined in an example with the Lorenz equations. The new smoother can be computed as a sequential algorithm using only for ward-in-time model integrations. It bears a strong resemblance with the ensemble Kalman filter . The difference is that ever y time a new dataset is available during the for ward integration, an analysis is computed for all previous times up to this time. Thus, the first guess for the smoother is the ensemble Kalman filter solution, and the smoother estimate provides an improvement of this, as one would expect a smoother to do. The method is demonstrated in this paper in an intercomparison with the ensemble Kalman filter and the ensemble smoother introduced by van Leeuwen and Evensen, and it is shown to be superior in an application with the Lorenz equations. Finally , a discussion is given regarding the properties of the analysis schemes when strongly non-Gaussian distributions are used. It is shown that in these cases more sophisticated analysis schemes based on Bayesian statistics must be used.

Childhood trauma: methods for the identification of physeal fractures in non-adult skeletal remains

Objectives Today, fractures at the growth plate (or physis) are common injuries in children, but provide challenges of identification in skeletonized remains. Clinical studies provide detailed information on the mechanisms, locations, age of occurrence, and complications associated with physeal fractures, enabling the development of new criteria for identifying this injury in non-adults. To test these criteria, skeletal remains from five rural and urban medieval cemeteries were examined. Methods The sample consisted of 961 skeletons (0-17 years) with open epiphyses. Macroscopic observation looked for any irregularities of the metaphysis or epiphysis which was consistent with the clinical appearance of physeal fractures or resulting complications. Radiographic examination was applied to identify fracture lines or early growth arrest. Results This study revealed 12 cases of physeal trauma (1.2%). Physeal fractures occurred predominantly at the distal end (75%), and while they were identified in all age categories, they were most frequent in those aged 12-17 years (0.2% TPR). The humerus was the most commonly affected location (3/12 or 25%). Conclusions This study highlights the potential for recognizing physeal fractures in children of all ages, enhancing our understanding of non-adult trauma, and enabling us to assign a more precise age of the injury to build up a picture of their activities in the past.

Noether-type discrete conserved quantities arising from a finite element approximation of a variational problem

In this work, we prove a weak Noether-type Theorem for a class of variational problems that admit broken extremals. We use this result to prove discrete Noether-type conservation laws for a conforming finite element discretisation of a model elliptic problem. In addition, we study how well the finite element scheme satisfies the continuous conservation laws arising from the application of Noether’s first theorem (1918). We summarise extensive numerical tests, illustrating the conservation of the discrete Noether law using the p-Laplacian as an example and derive a geometric-based adaptive algorithm where an appropriate Noether quantity is the goal functional.

Calcium Flux in Neuroblastoma Cells Is a Coupling Mechanism between Non-Genomic and Genomic Modes of Estrogens

Estrogens have been demonstrated to rapidly modulate calcium levels in a variety of cell types. However, the significance of estrogen-mediated calcium flux in neuronal cells is largely unknown. The relative importance of intra- and extracellular sources of calcium in estrogenic effects on neurons is also not well understood. Previously, we have demonstrated that membrane-limited estrogens, such as E-BSA given before an administration of a 2-hour pulse of 17beta-estradiol (E(2)), can potentiate the transcription mediated by E(2) from a consensus estrogen response element (ERE)-driven reporter gene. Inhibitors to signal transduction cascades given along with E-BSA or E(2) demonstrated that calcium flux is important for E-BSA-mediated potentiation of transcription in a transiently transfected neuroblastoma cell line. In this report, we have used inhibitors to different voltage-gated calcium channels (VGCCs) and to intracellular store receptors along with E-BSA in the first pulse or with E(2) in the second pulse to investigate the relative importance of these channels to estrogen-mediated transcription. Neither L- nor P-type VGCCs seem to play a role in estrogen action in these cells; while N-type VGCCs are important in both the non-genomic and genomic modes of estrogen action. Specific inhibitors also showed that the ryanodine receptor and the inositol trisphosphate receptor are important to E-BSA-mediated transcriptional potentiation. This report provides evidence that while intracellular stores of calcium are required to couple non-genomic actions of estrogen initiated at the membrane to transcription in the nucleus, extracellular sources of calcium are also important in both non-genomic and genomic actions of estrogens. Copyright (c) 2005 S. Karger AG, Basel.

Estrogens and thyroid hormone: Non-genomic effects are coupled to transcription.

Estrogens and thyroid hormones are regulators of important diverse physiological processes such as reproduction, thermogenesis, neural development, neural differentiation and cardiovascular functions. Both are ligands for receptors in the nuclear receptor superfamily, which act as ligand-dependent transcription factors, regulating transcription. However, estrogens and thyroid hormones also rapidly (within minutes or seconds) activate kinase cascades and calcium increases, presumably initiated at the cell membrane. We discuss the relevance of both modes of hormone action, including the membrane estrogen receptor, to physiology, with particular reference to lordosis behavior. We first showed that estrogen restricted to the membrane can, in fact, lead to subsequent increases in transcription from a consensus estrogen response element-based reporter in the neuroblastoma cell line, SK-N-BE(2)C. Using a novel hormonal paradigm, we also showed that the activation of protein kinase A, protein kinase C, mitogen activated protein kinase and increases in calcium were important in the ability of the membrane-limited estrogen to potentiate transcription. We discuss the source of calcium important in transcriptional potentiation. Since estrogens and thyroid hormones have common effects on neuroprotection, cognition and mood, we also hypothesized that crosstalk could occur between the rapid actions of thyroid hormones and the genomic actions of estrogens. In neural cells, we showed that triiodothyronine acting rapidly via MAPK can increase transcription by the nuclear estrogen receptor ERa from a consensus estrogen response element, possibly by the phosphorylation of the ERa. Novel mechanisms that link signals initiated by hormones from the membrane to the nucleus are physiologically relevant and can achieve neuroendocrine integration

English compound and non-compound processing in bilingual and multilingual speakers: effects of dominance and sequential multilingualism

This article reports on a study investigating the relative influence of the first and dominant language on L2 and L3 morpho-lexical processing. A lexical decision task compared the responses to English NV-er compounds (e.g., taxi driver) and non-compounds provided by a group of native speakers and three groups of learners at various levels of English proficiency: L1 Spanish-L2 English sequential bilinguals and two groups of early Spanish-Basque bilinguals with English as their L3. Crucially, the two trilingual groups differed in their first and dominant language (i.e., L1 Spanish-L2 Basque vs. L1 Basque-L2 Spanish). Our materials exploit an (a)symmetry between these languages: while Basque and English pattern together in the basic structure of (productive) NV-er compounds, Spanish presents a construction that differs in directionality as well as inflection of the verbal element (V[3SG] + N). Results show between and within group differences in accuracy and response times that may be ascribable to two factors besides proficiency: the number of languages spoken by a given participant and their dominant language. An examination of response bias reveals an influence of the participants' first and dominant language on the processing of NV-er compounds. Our data suggest that morphological information in the nonnative lexicon may extend beyond morphemic structure and that, similarly to bilingualism, there are costs to sequential multilingualism in lexical retrieval.