Robust approaches to forecasting

We investigate alternative robust approaches to forecasting, using a new class of robust devices, contrasted with equilibrium-correction models. Their forecasting properties are derived facing a range of likely empirical problems at the forecast origin, including measurement errors, impulses, omitted variables, unanticipated location shifts and incorrectly included variables that experience a shift. We derive the resulting forecast biases and error variances, and indicate when the methods are likely to perform well. The robust methods are applied to forecasting US GDP using autoregressive models, and also to autoregressive models with factors extracted from a large dataset of macroeconomic variables. We consider forecasting performance over the Great Recession, and over an earlier more quiescent period.

A high-density immunoblotting methodology for quantification of total protein levels and phosphorylation modifications

The components of many signaling pathways have been identified and there is now a need to conduct quantitative data-rich temporal experiments for systems biology and modeling approaches to better understand pathway dynamics and regulation. Here we present a modified Western blotting method that allows the rapid and reproducible quantification and analysis of hundreds of data points per day on proteins and their phosphorylation state at individual sites. The approach is of particular use where samples show a high degree of sample-to-sample variability such as primary cells from multiple donors. We present a case study on the analysis of >800 phosphorylation data points from three phosphorylation sites in three signaling proteins over multiple time points from platelets isolated from ten donors, demonstrating the technique's potential to determine kinetic and regulatory information from limited cell numbers and to investigate signaling variation within a population. We envisage the approach being of use in the analysis of many cellular processes such as signaling pathway dynamics to identify regulatory feedback loops and the investigation of potential drug/inhibitor responses, using primary cells and tissues, to generate information about how a cell's physiological state changes over time.

Bank market concentration, relationship banking and small business liquidity

This paper examines two contrasting interpretations of how bank market concentration (Market Power Hypothesis) and banking relationships (Information Hypothesis) affect three sources of small firm liquidity (cash, lines of credit and trade credit). Supportive of a market power interpretation, we find that in a highly concentrated banking market, small firms hold less cash, have less access to lines of credit, and are more likely to be financially constrained, use greater amounts of more expensive trade credit and face higher penalties for trade credit late payment. We also find support for the information hypothesis: relationship banking improves small business liquidity, particularly in a concentrated banking market, thereby mitigating the adverse effects of bank market concentration derived from market power. Our results are robust to different cash, lines of credit and trade credit measures and to alternative empirical approaches.

Alternative approaches to predicting methane emissions from dairy cows

Previous attempts to apply statistical models, which correlate nutrient intake with methane production, have been of limited. value where predictions are obtained for nutrient intakes and diet types outside those. used in model construction. Dynamic mechanistic models have proved more suitable for extrapolation, but they remain computationally expensive and are not applied easily in practical situations. The first objective of this research focused on employing conventional techniques to generate statistical models of methane production appropriate to United Kingdom dairy systems. The second objective was to evaluate these models and a model published previously using both United Kingdom and North American data sets. Thirdly, nonlinear models were considered as alternatives to the conventional linear regressions. The United Kingdom calorimetry data used to construct the linear models also were used to develop the three. nonlinear alternatives that were ball of modified Mitscherlich (monomolecular) form. Of the linear models tested,, an equation from the literature proved most reliable across the full range of evaluation data (root mean square prediction error = 21.3%). However, the Mitscherlich models demonstrated the greatest degree of adaptability across diet types and intake level. The most successful model for simulating the independent data was a modified Mitscherlich equation with the steepness parameter set to represent dietary starch-to-ADF ratio (root mean square prediction error = 20.6%). However, when such data were unavailable, simpler Mitscherlich forms relating dry matter or metabolizable energy intake to methane production remained better alternatives relative to their linear counterparts.

View-based approaches to spatial representation in human vision

In an immersive virtual environment, observers fail to notice the expansion of a room around them and consequently make gross errors when comparing the size of objects. This result is difficult to explain if the visual system continuously generates a 3-D model of the scene based on known baseline information from interocular separation or proprioception as the observer walks. An alternative is that observers use view-based methods to guide their actions and to represent the spatial layout of the scene. In this case, they may have an expectation of the images they will receive but be insensitive to the rate at which images arrive as they walk. We describe the way in which the eye movement strategy of animals simplifies motion processing if their goal is to move towards a desired image and discuss dorsal and ventral stream processing of moving images in that context. Although many questions about view-based approaches to scene representation remain unanswered, the solutions are likely to be highly relevant to understanding biological 3-D vision.

Are alternative livelihood projects alleviating poverty in mining communities? Experiences from Ghana

This paper critiques the approach being taken in Ghana to implement Alternative Livelihood (AL) projects in mining communities. The rapid insurgence of illegal artisanal gold mining has forced policymakers to think more creatively about ways in which to deal with mounting unemployment in the country's rural areas. Most of the economic activities being promoted, however, have proved highly unpopular with target groups. The adopted policy approaches reflect how little in tune the organisations championing AL activities are with the mindsets and ambitions of rural populations.

Overview of mathematical approaches used to model bacterial chemotaxis I: the single cell

Mathematical modeling of bacterial chemotaxis systems has been influential and insightful in helping to understand experimental observations. We provide here a comprehensive overview of the range of mathematical approaches used for modeling, within a single bacterium, chemotactic processes caused by changes to external gradients in its environment. Specific areas of the bacterial system which have been studied and modeled are discussed in detail, including the modeling of adaptation in response to attractant gradients, the intracellular phosphorylation cascade, membrane receptor clustering, and spatial modeling of intracellular protein signal transduction. The importance of producing robust models that address adaptation, gain, and sensitivity are also discussed. This review highlights that while mathematical modeling has aided in understanding bacterial chemotaxis on the individual cell scale and guiding experimental design, no single model succeeds in robustly describing all of the basic elements of the cell. We conclude by discussing the importance of this and the future of modeling in this area.

Overview of mathematical approaches used to model bacterial chemotaxis II: bacterial populations

We review the application of mathematical modeling to understanding the behavior of populations of chemotactic bacteria. The application of continuum mathematical models, in particular generalized Keller-Segel models, is discussed along with attempts to incorporate the microscale (individual) behavior on the macroscale, modeling the interaction between different species of bacteria, the interaction of bacteria with their environment, and methods used to obtain experimentally verified parameter values. We allude briefly to the role of modeling pattern formation in understanding collective behavior within bacterial populations. Various aspects of each model are discussed and areas for possible future research are postulated.

Alternative syntheses of linear polyurethanes using masked isocyanate monomers

A range of linear polyurethanes featuring aliphatic, aromatic and ether residues have been prepared by co-polymerisation of novel 'masked' isocyanate A(2)-type monomers and diols. The reactive isocyanate monomers were generated in situ via the triphenylphosphine mediated decomposition of the heterocyclic disulfide, 1,2,4-dithiazolidine-3,5-dione. Two different synthetic approaches were examined and assessed for the construction of the novel A(2)-type monomers, which involved either coupling two 1,2,4-dithiazolidine-3,5-diones together through a spacer group or construction of 1,2,4-dithiazolidine-3,5-diones directly from diamines. The resulting polyurethanes were purified via solvent extraction and analysed using GPC, NMR and IR spectroscopic analyses. Molecular weight data were obtained and compared from both GPC and H-1 NMR (via end-group analysis) spectroscopic analysis. The thermal properties of the polyurethanes were determined using DSC and their solubility in common aprotic organic solvents was also assessed and related to their structural composition. (c) 2006 Elsevier B.V. All rights reserved.

Sparse kernel regression modeling using combined locally regularized orthogonal least squares and D-optimality experimental design

The note proposes an efficient nonlinear identification algorithm by combining a locally regularized orthogonal least squares (LROLS) model selection with a D-optimality experimental design. The proposed algorithm aims to achieve maximized model robustness and sparsity via two effective and complementary approaches. The LROLS method alone is capable of producing a very parsimonious model with excellent generalization performance. The D-optimality design criterion further enhances the model efficiency and robustness. An added advantage is that the user only needs to specify a weighting for the D-optimality cost in the combined model selecting criterion and the entire model construction procedure becomes automatic. The value of this weighting does not influence the model selection procedure critically and it can be chosen with ease from a wide range of values.

Mixed initial-boundary value problem in particle modeling of microelectronic devices

The Boltzmann equation in presence of boundary and initial conditions, which describes the general case of carrier transport in microelectronic devices is analysed in terms of Monte Carlo theory. The classical Ensemble Monte Carlo algorithm which has been devised by merely phenomenological considerations of the initial and boundary carrier contributions is now derived in a formal way. The approach allows to suggest a set of event-biasing algorithms for statistical enhancement as an alternative of the population control technique, which is virtually the only algorithm currently used in particle simulators. The scheme of the self-consistent coupling of Boltzmann and Poisson equation is considered for the case of weighted particles. It is shown that particles survive the successive iteration steps.

Generalized neurofuzzy network modeling algorithms using Bezier-Bernstein polynomial functions and additive decomposition

This paper introduces a new neurofuzzy model construction algorithm for nonlinear dynamic systems based upon basis functions that are Bezier-Bernstein polynomial functions. This paper is generalized in that it copes with n-dimensional inputs by utilising an additive decomposition construction to overcome the curse of dimensionality associated with high n. This new construction algorithm also introduces univariate Bezier-Bernstein polynomial functions for the completeness of the generalized procedure. Like the B-spline expansion based neurofuzzy systems, Bezier-Bernstein polynomial function based neurofuzzy networks hold desirable properties such as nonnegativity of the basis functions, unity of support, and interpretability of basis function as fuzzy membership functions, moreover with the additional advantages of structural parsimony and Delaunay input space partition, essentially overcoming the curse of dimensionality associated with conventional fuzzy and RBF networks. This new modeling network is based on additive decomposition approach together with two separate basis function formation approaches for both univariate and bivariate Bezier-Bernstein polynomial functions used in model construction. The overall network weights are then learnt using conventional least squares methods. Numerical examples are included to demonstrate the effectiveness of this new data based modeling approach.

Modeling of complex-valued Wiener systems using B-spline neural network

In this brief, a new complex-valued B-spline neural network is introduced in order to model the complex-valued Wiener system using observational input/output data. The complex-valued nonlinear static function in the Wiener system is represented using the tensor product from two univariate B-spline neural networks, using the real and imaginary parts of the system input. Following the use of a simple least squares parameter initialization scheme, the Gauss-Newton algorithm is applied for the parameter estimation, which incorporates the De Boor algorithm, including both the B-spline curve and the first-order derivatives recursion. Numerical examples, including a nonlinear high-power amplifier model in communication systems, are used to demonstrate the efficacy of the proposed approaches.