The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test

This paper considers the effect of using a GARCH filter on the properties of the BDS test statistic as well as a number of other issues relating to the application of the test. It is found that, for certain values of the user-adjustable parameters, the finite sample distribution of the test is far-removed from asymptotic normality. In particular, when data generated from some completely different model class are filtered through a GARCH model, the frequency of rejection of iid falls, often substantially. The implication of this result is that it might be inappropriate to use non-rejection of iid of the standardised residuals of a GARCH model as evidence that the GARCH model ‘fits’ the data.

Effects of single- and multi-strain probiotics on biofilm formation and in vitro adhesion to bladder cells by urinary tract pathogens

Inhibition of biofilm seems to be a major mechanism of urinary tract pathogen exclusion, related to, and possibly dependent upon, the probiotic ability to reduce environmental pH. Exclusion via competition of binding sites is a possible in vivo mechanism for these probiotics. If an additive or synergistic effect exists between strains within a mixture, it does not manifest itself in a greater effect through these two inhibitory mechanisms.

Dysregulated circulating dendritic cell function in ulcerative colitis is partially restored by probiotic strain Lactobacillus casei Shirota

BACKGROUND: Dendritic cells regulate immune responses to microbial products and play a key role in ulcerative colitis (UC) pathology. We determined the immunomodulatory effects of probiotic strain Lactobacillus casei Shirota (LcS) on human DC from healthy controls and active UC patients. METHODS: Human blood DC from healthy controls (control-DC) and UC patients (UC-DC) were conditioned with heat-killed LcS and used to stimulate allogeneic T cells in a 5-day mixed leucocyte reaction. RESULTS: UC-DC displayed a reduced stimulatory capacity for T cells (P < 0.05) and enhanced expression of skin-homing markers CLA and CCR4 on stimulated T cells (P < 0.05) that were negative for gut-homing marker β7. LcS treatment restored the stimulatory capacity of UC-DC, reflecting that of control-DC. LcS treatment conditioned control-DC to induce CLA on T cells in conjunction with β7, generating a multihoming profile, but had no effects on UC-DC. Finally, LcS treatment enhanced DC ability to induce TGFβ production by T cells in controls but not UC patients. CONCLUSIONS: We demonstrate a systemic, dysregulated DC function in UC that may account for the propensity of UC patients to develop cutaneous manifestations. LcS has multifunctional immunoregulatory activities depending on the inflammatory state; therapeutic effects reported in UC may be due to promotion of homeostasis.

Finite sample weighting of recursive forecast errors

This paper proposes and tests a new framework for weighting recursive out-of-sample prediction errors according to their corresponding levels of in-sample estimation uncertainty. In essence, we show how to use the maximum possible amount of information from the sample in the evaluation of the prediction accuracy, by commencing the forecasts at the earliest opportunity and weighting the prediction errors. Via a Monte Carlo study, we demonstrate that the proposed framework selects the correct model from a set of candidate models considerably more often than the existing standard approach when only a small sample is available. We also show that the proposed weighting approaches result in tests of equal predictive accuracy that have much better sizes than the standard approach. An application to an exchange rate dataset highlights relevant differences in the results of tests of predictive accuracy based on the standard approach versus the framework proposed in this paper.

Ras: the stress and the strain

The last 10–15 years have seen an expansion in the understanding of the intracellular signalling pathways activated in cardiac myocytes in response to hypertrophic or lethal stimuli. The mitogen-activated protein kinases (MAPKs) were identified as potential key mediators of cardiac myocyte responses in the early to mid-1990's, with the extracellular signal-regulated kinases 1/2 (ERK1/2) being potently activated by heterotrimeric Gq protein-coupled receptor (GqPCR) agonists, and the c-Jun N-terminal kinases (JNKs) and p38-MAPKs being potently activated by cell stresses.

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.

Rossby wave propagation on potential vorticity fronts with finite width

The horizontal gradient of potential vorticity (PV) across the tropopause typically declines with lead time in global numerical weather forecasts and tends towards a steady value dependent on model resolution. This paper examines how spreading the tropopause PV contrast over a broader frontal zone affects the propagation of Rossby waves. The approach taken is to analyse Rossby waves on a PV front of finite width in a simple single-layer model. The dispersion relation for linear Rossby waves on a PV front of infinitesimal width is well known; here an approximate correction is derived for the case of a finite width front, valid in the limit that the front is narrow compared to the zonal wavelength. Broadening the front causes a decrease in both the jet speed and the ability of waves to propagate upstream. The contribution of these changes to Rossby wave phase speeds cancel at leading order. At second order the decrease in jet speed dominates, meaning phase speeds are slower on broader PV fronts. This asymptotic phase speed result is shown to hold for a wide class of single-layer dynamics with a varying range of PV inversion operators. The phase speed dependence on frontal width is verified by numerical simulations and also shown to be robust at finite wave amplitude, and estimates are made for the error in Rossby wave propagation speeds due to the PV gradient error present in numerical weather forecast models.

Effect of temperature and strain rate on the compressive behaviour of supramolecular polyurethane

Supramolecular polyurethanes (SPUs) possess thermoresponsive and thermoreversible properties, and those characteristics are highly desirable in both bulk commodity and value-added applications such as adhesives, shape-memory materials, healable coatings and lightweight, impact-resistant structures (e.g. protection for mobile electronics). A better understanding of the mechanical properties, especially the rate and temperature sensitivity, of these materials are required to assess their suitability for different applications. In this paper, a newly developed SPU with tuneable thermal properties was studied, and the response of this SPU to compressive loading over strain rates from 10−3 to 104 s−1 was presented. Furthermore, the effect of temperature on the mechanical response was also demonstrated. The sample was tested using an Instron mechanical testing machine for quasi-static loading, a home-made hydraulic system for moderate rates and a traditional split Hopkinson pressure bars (SHPBs) for high strain rates. Results showed that the compression stress-strain behaviour was affected significantly by the thermoresponsive nature of SPU, but that, as expected for polymeric materials, the general trends of the temperature and the rate dependence mirror each other. However, this behaviour is more complicated than observed for many other polymeric materials, as a result of the richer range of transitions that influence the behaviour over the range of temperatures and strain rates tested.