91 resultados para Variance-covariance Matrices
Resumo:
The oral administration of probiotic bacteria has shown potential in clinical trials for the alleviation of specific disorders of the gastrointestinal tract. However, cells must be alive in order to exert these benefits. The low pH of the stomach can greatly reduce the number of viable microorganisms that reach the intestine, thereby reducing the efficacy of the administration. Herein, a model probiotic, Bifidobacterium breve, has been encapsulated into an alginate matrix before coating in multilayers of alternating alginate and chitosan. The intention of this formulation was to improve the survival of B. breve during exposure to low pH and to target the delivery of the cells to the intestine. The material properties were first characterized before in vitro testing. Biacore™ experiments allowed for the polymer interactions to be confirmed; additionally, the stability of these multilayers to buffers simulating the pH of the gastrointestinal tract was demonstrated. Texture analysis was used to monitor changes in the gel strength during preparation, showing a weakening of the matrices during coating as a result of calcium ion sequestration. The build-up of multilayers was confirmed by confocal laser-scanning microscopy, which also showed the increase in the thickness of coat over time. During exposure to in vitro gastric conditions, an increase in viability from <3 log(CFU) per mL, seen in free cells, up to a maximum of 8.84 ± 0.17 log(CFU) per mL was noted in a 3-layer coated matrix. Multilayer-coated alginate matrices also showed a targeting of delivery to the intestine, with a gradual release of their loads over 240 min.
Resumo:
If acid-sensitive drugs or cells are administered orally, there is often a reduction in efficacy associated with gastric passage. Formulation into a polymer matrix is a potential method to improve their stability. The visualization of pH within these materials may help better understand the action of these polymer systems and allow comparison of different formulations. We herein describe the development of a novel confocal laser-scanning microscopy (CLSM) method for visualizing pH changes within polymer matrices and demonstrate its applicability to an enteric formulation based on chitosan-coated alginate gels. The system in question is first shown to protect an acid-sensitive bacterial strain to low pH, before being studied by our technique. Prior to this study, it has been claimed that protection by these materials is a result of buffering, but this has not been demonstrated. The visualization of pH within these matrices during exposure to a pH 2.0 simulated gastric solution showed an encroachment of acid from the periphery of the capsule, and a persistence of pHs above 2.0 within the matrix. This implies that the protective effect of the alginate-chitosan matrices is most likely due to a combination of buffering of acid as it enters the polymer matrix and the slowing of acid penetration.
Resumo:
We study the empirical performance of the classical minimum-variance hedging strategy, comparing several econometric models for estimating hedge ratios of crude oil, gasoline and heating oil crack spreads. Given the great variability and large jumps in both spot and futures prices, considerable care is required when processing the relevant data and accounting for the costs of maintaining and re-balancing the hedge position. We find that the variance reduction produced by all models is statistically and economically indistinguishable from the one-for-one “naïve” hedge. However, minimum-variance hedging models, especially those based on GARCH, generate much greater margin and transaction costs than the naïve hedge. Therefore we encourage hedgers to use a naïve hedging strategy on the crack spread bundles now offered by the exchange; this strategy is the cheapest and easiest to implement. Our conclusion contradicts the majority of the existing literature, which favours the implementation of GARCH-based hedging strategies.
Resumo:
Remote sensing observations often have correlated errors, but the correlations are typically ignored in data assimilation for numerical weather prediction. The assumption of zero correlations is often used with data thinning methods, resulting in a loss of information. As operational centres move towards higher-resolution forecasting, there is a requirement to retain data providing detail on appropriate scales. Thus an alternative approach to dealing with observation error correlations is needed. In this article, we consider several approaches to approximating observation error correlation matrices: diagonal approximations, eigendecomposition approximations and Markov matrices. These approximations are applied in incremental variational assimilation experiments with a 1-D shallow water model using synthetic observations. Our experiments quantify analysis accuracy in comparison with a reference or ‘truth’ trajectory, as well as with analyses using the ‘true’ observation error covariance matrix. We show that it is often better to include an approximate correlation structure in the observation error covariance matrix than to incorrectly assume error independence. Furthermore, by choosing a suitable matrix approximation, it is feasible and computationally cheap to include error correlation structure in a variational data assimilation algorithm.
Resumo:
Although the potential to adapt to warmer climate is constrained by genetic trade-offs, our understanding of how selection and mutation shape genetic (co)variances in thermal reaction norms is poor. Using 71 isofemale lines of the fly Sepsis punctum, originating from northern, central, and southern European climates, we tested for divergence in juvenile development rate across latitude at five experimental temperatures. To investigate effects of evolutionary history in different climates on standing genetic variation in reaction norms, we further compared genetic (co)variances between regions. Flies were reared on either high or low food resources to explore the role of energy acquisition in determining genetic trade-offs between different temperatures. Although the latter had only weak effects on the strength and sign of genetic correlations, genetic architecture differed significantly between climatic regions, implying that evolution of reaction norms proceeds via different trajectories at high latitude versus low latitude in this system. Accordingly, regional genetic architecture was correlated to region-specific differentiation. Moreover, hot development temperatures were associated with low genetic variance and stronger genetic correlations compared to cooler temperatures. We discuss the evolutionary potential of thermal reaction norms in light of their underlying genetic architectures, evolutionary histories, and the materialization of trade-offs in natural environments.
Resumo:
In both Hawaiian and Tahitian, the central meaning of mahu denotes gender-variant individuals, particularly male-bodied persons who have a significant investment in femininity. However, in Hawai‘i, unlike Tahiti, the word mahu is now more commonly used as an insult against gay or transgender people. The negative connotation of the term in Hawaiian indexes lower levels of social acceptability for mahu identity on O‘ahu (Hawai‘i’s most populous island) as compared to Tahiti. The article argues that these differences are partly due to a historical legacy of sexually repressive laws. The article traces the history of sodomy laws in these two Polynesian societies and argues that this history supports the hypothesis that sodomy laws (in conjunction with such social processes as urbanisation and Christianisation) are partially to blame for the diminished social status of mahu on O‘ahu. A different social and legal history in Tahiti accounts for the fact that the loss of social status experienced by Tahitian mahu has been lesser than that of their Hawaiian counterparts.
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In this paper, we present a polynomial-based noise variance estimator for multiple-input multiple-output single-carrier block transmission (MIMO-SCBT) systems. It is shown that the optimal pilots for noise variance estimation satisfy the same condition as that for channel estimation. Theoretical analysis indicates that the proposed estimator is statistically more efficient than the conventional sum of squared residuals (SSR) based estimator. Furthermore, we obtain an efficient implementation of the estimator by exploiting its special structure. Numerical results confirm our theoretical analysis.
Resumo:
Anthropogenic emissions of heat and exhaust gases play an important role in the atmospheric boundary layer, altering air quality, greenhouse gas concentrations and the transport of heat and moisture at various scales. This is particularly evident in urban areas where emission sources are integrated in the highly heterogeneous urban canopy layer and directly linked to human activities which exhibit significant temporal variability. It is common practice to use eddy covariance observations to estimate turbulent surface fluxes of latent heat, sensible heat and carbon dioxide, which can be attributed to a local scale source area. This study provides a method to assess the influence of micro-scale anthropogenic emissions on heat, moisture and carbon dioxide exchange in a highly urbanized environment for two sites in central London, UK. A new algorithm for the Identification of Micro-scale Anthropogenic Sources (IMAS) is presented, with two aims. Firstly, IMAS filters out the influence of micro-scale emissions and allows for the analysis of the turbulent fluxes representative of the local scale source area. Secondly, it is used to give a first order estimate of anthropogenic heat flux and carbon dioxide flux representative of the building scale. The algorithm is evaluated using directional and temporal analysis. The algorithm is then used at a second site which was not incorporated in its development. The spatial and temporal local scale patterns, as well as micro-scale fluxes, appear physically reasonable and can be incorporated in the analysis of long-term eddy covariance measurements at the sites in central London. In addition to the new IMAS-technique, further steps in quality control and quality assurance used for the flux processing are presented. The methods and results have implications for urban flux measurements in dense urbanised settings with significant sources of heat and greenhouse gases.
Resumo:
Two recent works have adapted the Kalman–Bucy filter into an ensemble setting. In the first formulation, the ensemble of perturbations is updated by the solution of an ordinary differential equation (ODE) in pseudo-time, while the mean is updated as in the standard Kalman filter. In the second formulation, the full ensemble is updated in the analysis step as the solution of single set of ODEs in pseudo-time. Neither requires matrix inversions except for the frequently diagonal observation error covariance. We analyse the behaviour of the ODEs involved in these formulations. We demonstrate that they stiffen for large magnitudes of the ratio of background error to observational error variance, and that using the integration scheme proposed in both formulations can lead to failure. A numerical integration scheme that is both stable and is not computationally expensive is proposed. We develop transform-based alternatives for these Bucy-type approaches so that the integrations are computed in ensemble space where the variables are weights (of dimension equal to the ensemble size) rather than model variables. Finally, the performance of our ensemble transform Kalman–Bucy implementations is evaluated using three models: the 3-variable Lorenz 1963 model, the 40-variable Lorenz 1996 model, and a medium complexity atmospheric general circulation model known as SPEEDY. The results from all three models are encouraging and warrant further exploration of these assimilation techniques.
Resumo:
A growing segment of Chinese women are willing to spend a high percentage of their income on fashion related products, however there appears to be concern over the quality of Chinese fashion magazines. Concern can be focused in two major issues: i) fashion magazine design, and ii) pictorial and textual distribution of content. This paper investigates how human factors (i.e. social norms and individual differences) influence fashion magazine design/format preferences, and investigates the difference in readership patterns between British and Chinese Women. Our study identifies significant differences between UK and Chinese readership; which has an impact on magazine viewing patterns and content preference.
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Eddy covariance measurements of the turbulent sensible heat, latent heat and carbon dioxide fluxes for 12 months (2011–2012) are reported for the first time for a suburban area in the UK. The results from Swindon are comparable to suburban studies of similar surface cover elsewhere but reveal large seasonal variability. Energy partitioning favours turbulent sensible heat during summer (midday Bowen ratio 1.4–1.6) and latent heat in winter (0.05–0.7). A significant proportion of energy is stored (and released) by the urban fabric and the estimated anthropogenic heat flux is small but non-negligible (0.5–0.9 MJ m−2 day−1). The sensible heat flux is negative at night and for much of winter daytimes, reflecting the suburban nature of the site (44% vegetation) and relatively low built fraction (16%). Latent heat fluxes appear to be water limited during a dry spring in both 2011 and 2012, when the response of the surface to moisture availability can be seen on a daily timescale. Energy and other factors are more relevant controls at other times; at night the wind speed is important. On average, surface conductance follows a smooth, asymmetrical diurnal course peaking at around 6–9 mm s−1, but values are larger and highly variable in wet conditions. The combination of natural (vegetative) and anthropogenic (emission) processes is most evident in the temporal variation of the carbon flux: significant photosynthetic uptake is seen during summer, whilst traffic and building emissions explain peak release in winter (9.5 g C m−2 day−1). The area is a net source of CO2 annually. Analysis by wind direction highlights the role of urban vegetation in promoting evapotranspiration and offsetting CO2 emissions, especially when contrasted against peak traffic emissions from sectors with more roads. Given the extent of suburban land use, these results have important implications for understanding urban energy, water and carbon dynamics.
Resumo:
Vertical divergence of CO2 fluxes is observed over two Midwestern AmeriFlux forest sites. The differences in ensemble averaged hourly CO2 fluxes measured at two heights above canopy are relatively small (0.2–0.5 μmol m−2 s−1), but they are the major contributors to differences (76–256 g C m−2 or 41.8–50.6%) in estimated annual net ecosystem exchange (NEE) in 2001. A friction velocity criterion is used in these estimates but mean flow advection is not accounted for. This study examines the effects of coordinate rotation, averaging time period, sampling frequency and co-spectral correction on CO2 fluxes measured at a single height, and on vertical flux differences measured between two heights. Both the offset in measured vertical velocity and the downflow/upflow caused by supporting tower structures in upwind directions lead to systematic over- or under-estimates of fluxes measured at a single height. An offset of 1 cm s−1 and an upflow/downflow of 1° lead to 1% and 5.6% differences in momentum fluxes and nighttime sensible heat and CO2 fluxes, respectively, but only 0.5% and 2.8% differences in daytime sensible heat and CO2 fluxes. The sign and magnitude of both offset and upflow/downflow angle vary between sonic anemometers at two measurement heights. This introduces a systematic and large bias in vertical flux differences if these effects are not corrected in the coordinate rotation. A 1 h averaging time period is shown to be appropriate for the two sites. In the daytime, the absolute magnitudes of co-spectra decrease with height in the natural frequencies of 0.02–0.1 Hz but increase in the lower frequencies (<0.01 Hz). Thus, air motions in these two frequency ranges counteract each other in determining vertical flux differences, whose magnitude and sign vary with averaging time period. At night, co-spectral densities of CO2 are more positive at the higher levels of both sites in the frequency range of 0.03–0.4 Hz and this vertical increase is also shown at most frequencies lower than 0.03 Hz. Differences in co-spectral corrections at the two heights lead to a positive shift in vertical CO2 flux differences throughout the day at both sites. At night, the vertical CO2 flux differences between two measurement heights are 20–30% and 40–60% of co-spectral corrected CO2 fluxes measured at the lower levels of the two sites, respectively. Vertical differences of CO2 flux are relatively small in the daytime. Vertical differences in estimated mean vertical advection of CO2 between the two measurement heights generally do not improve the closure of the 1D (vertical) CO2 budget in the air layer between the two measurement heights. This may imply the significance of horizontal advection. However, a reliable assessment of mean advection contributions in annual NEE estimate at these two AmeriFlux sites is currently an unsolved problem.
Resumo:
We consider a new class of non-self-adjoint matrices that arise from an indefinite self- adjoint linear pencil of matrices, and obtain the spectral asymptotics of the spectra as the size of the matrices diverges to infinity. We prove that the spectrum is qualitatively different when a certain parameter c equals 0, and when it is non-zero, and that certain features of the spectrum depend on Diophantine properties of c.
Resumo:
This paper uses appropriately modified information criteria to select models from the GARCH family, which are subsequently used for predicting US dollar exchange rate return volatility. The out of sample forecast accuracy of models chosen in this manner compares favourably on mean absolute error grounds, although less favourably on mean squared error grounds, with those generated by the commonly used GARCH(1, 1) model. An examination of the orders of models selected by the criteria reveals that (1, 1) models are typically selected less than 20% of the time.
Resumo:
Sensible heat fluxes (QH) are determined using scintillometry and eddy covariance over a suburban area. Two large aperture scintillometers provide spatially integrated fluxes across path lengths of 2.8 km and 5.5 km over Swindon, UK. The shorter scintillometer path spans newly built residential areas and has an approximate source area of 2-4 km2, whilst the long path extends from the rural outskirts to the town centre and has a source area of around 5-10 km2. These large-scale heat fluxes are compared with local-scale eddy covariance measurements. Clear seasonal trends are revealed by the long duration of this dataset and variability in monthly QH is related to the meteorological conditions. At shorter time scales the response of QH to solar radiation often gives rise to close agreement between the measurements, but during times of rapidly changing cloud cover spatial differences in the net radiation (Q*) coincide with greater differences between heat fluxes. For clear days QH lags Q*, thus the ratio of QH to Q* increases throughout the day. In summer the observed energy partitioning is related to the vegetation fraction through use of a footprint model. The results demonstrate the value of scintillometry for integrating surface heterogeneity and offer improved understanding of the influence of anthropogenic materials on surface-atmosphere interactions.