35 resultados para Slow Strain Rate Testing
Resumo:
Many studies comparing the effects of single- and multi-strain probiotics on pathogen inhibition compare treatments with different concentrations. They also do not examine the possibility of inhibition between probiotic strains with a mixture. We tested the ability of 14 single-species probiotics to inhibit each other using a cross-streak assay, and agar spot test. We then tested the ability of 15 single-species probiotics and 5 probiotic mixtures to inhibit C. difficile, E. coli and S. Typhimurium, using the agar spot test. Testing was done with mixtures created in two ways: one group contained component species incubated together, the other group of mixtures was made using component species which had been incubated separately, equalised to equal optical density, and then mixed in equal volumes. Inhibition was observed for all combinations of probiotics, suggesting that when used as such there may be inhibition between probiotics, potentially reducing efficacy of the mixture. Significant inter-species variation was seen against each pathogen. When single species were tested against mixtures, the multi-species preparations displayed significantly (p<0.05 or less) greater inhibition of pathogens in 12 out of 24 cases. Despite evidence that probiotic species will inhibit each other when incubated together in vitro, in many cases a probiotic mixture was more effective at inhibiting pathogens than its component species when tested at approximately equal concentrations of biomass. This suggests that using a probiotic mixture might be more effective at reducing gastrointestinal infections, and that creating a mixture using species with different effects against different pathogens may have a broader spectrum of action that a single provided by a single strain.
Resumo:
A parallel pipelined array of cells suitable for real-time computation of histograms is proposed. The cell architecture builds on previous work obtained via C-slow retiming techniques and can be clocked at 65 percent faster frequency than previous arrays. The new arrays can be exploited for higher throughput particularly when dual data rate sampling techniques are used to operate on single streams of data from image sensors. In this way, the new cell operates on a p-bit data bus which is more convenient for interfacing to camera sensors or to microprocessors in consumer digital cameras.
Resumo:
The slow component of quartz OSL exhibits a high thermal stability, and, in many of the samples studied, a high dose saturation level (several hundreds or, even thousands, of Grays). These properties suggest that the slow component has potential as a long-range dating tool. Initial attempts have been made to obtain equivalent doses for a number of sedimentary samples. Single- and multiple-aliquot techniques were modified for use with the slow component. The results indicate that there is a good potential for sediment dating, particularly for samples of significant age. Experiments concerning the optical resetting of the slow component suggest that, given its slow optical depletion rate, dating may be restricted to aeolian sediments.
Resumo:
We test the expectations theory of the term structure of U.S. interest rates in nonlinear systems. These models allow the response of the change in short rates to past values of the spread to depend upon the level of the spread. The nonlinear system is tested against a linear system, and the results of testing the expectations theory in both models are contrasted. We find that the results of tests of the implications of the expectations theory depend on the size and sign of the spread. The long maturity spread predicts future changes of the short rate only when it is high.
Resumo:
Many key economic and financial series are bounded either by construction or through policy controls. Conventional unit root tests are potentially unreliable in the presence of bounds, since they tend to over-reject the null hypothesis of a unit root, even asymptotically. So far, very little work has been undertaken to develop unit root tests which can be applied to bounded time series. In this paper we address this gap in the literature by proposing unit root tests which are valid in the presence of bounds. We present new augmented Dickey–Fuller type tests as well as new versions of the modified ‘M’ tests developed by Ng and Perron [Ng, S., Perron, P., 2001. LAG length selection and the construction of unit root tests with good size and power. Econometrica 69, 1519–1554] and demonstrate how these tests, combined with a simulation-based method to retrieve the relevant critical values, make it possible to control size asymptotically. A Monte Carlo study suggests that the proposed tests perform well in finite samples. Moreover, the tests outperform the Phillips–Perron type tests originally proposed in Cavaliere [Cavaliere, G., 2005. Limited time series with a unit root. Econometric Theory 21, 907–945]. An illustrative application to U.S. interest rate data is provided