Medieval foreign exchange: a time series analysis

This chapter applies rigorous statistical analysis to existing datasets of medieval exchange rates quoted in merchants’ letters sent from Barcelona, Bruges and Venice between 1380 and 1310, which survive in the archive of Francesco di Marco Datini of Prato. First, it tests the exchange rates for stationarity. Second, it uses regression analysis to examine the seasonality of exchange rates at the three financial centres and compares them against contemporary descriptions by the merchant Giovanni di Antonio da Uzzano. Third, it tests for structural breaks in the exchange rate series.

Time series analysis of lava flux

We have applied time series analytical techniques to the flux of lava from an extrusive eruption. Tilt data acting as a proxy for flux are used in a case study of the May–August 1997 period of the eruption at Soufrière Hills Volcano, Montserrat. We justify the use of such a proxy by simple calibratory arguments. Three techniques of time series analysis are employed: spectral, spectrogram and wavelet methods. In addition to the well-known ~9-hour periodicity shown by these data, a previously unknown periodic flux variability is revealed by the wavelet analysis as a 3-day cycle of frequency modulation during June–July 1997, though the physical mechanism responsible is not clear. Such time series analysis has potential for other lava flux proxies at other types of volcanoes.

A comparison of two time-domain analysis procedures in the determination of VO2 kinetics by pseudorandom binary sequence exercise testing

The purpose of this study was to apply and compare two time-domain analysis procedures in the determination of oxygen uptake (VO2) kinetics in response to a pseudorandom binary sequence (PRBS) exercise test. PRBS exercise tests have typically been analysed in the frequency domain. However, the complex interpretation of frequency responses may have limited the application of this procedure in both sporting and clinical contexts, where a single time measurement would facilitate subject comparison. The relative potential of both a mean response time (MRT) and a peak cross-correlation time (PCCT) was investigated. This study was divided into two parts: a test-retest reliability study (part A), in which 10 healthy male subjects completed two identical PRBS exercise tests, and a comparison of the VO2 kinetics of 12 elite endurance runners (ER) and 12 elite sprinters (SR; part B). In part A, 95% limits of agreement were calculated for comparison between MRT and PCCT. The results of part A showed no significant difference between test and retest as assessed by MRT [mean (SD) 42.2 (4.2) s and 43.8 (6.9) s] or by PCCT [21.8 (3.7) s and 22.7 (4.5) s]. Measurement error (%) was lower for MRT in comparison with PCCT (16% and 25%, respectively). In part B of the study, the VO2 kinetics of ER were significantly faster than those of SR, as assessed by MRT [33.4 (3.4) s and 39.9 (7.1) s, respectively; P<0.01] and PCCT [20.9 (3.8) s and 24.8 (4.5) s; P < 0.05]. It is possible that either analysis procedure could provide a single test measurement Of VO2 kinetics; however, the greater reliability of the MRT data suggests that this method has more potential for development in the assessment Of VO2 kinetics by PRBS exercise testing.

"Oft expectation fails": a time-series analysis of construction starts in the London office market

Expectations of future market conditions are generally acknowledged to be crucial for the development decision and hence for shaping the built environment. This empirical study of the Central London office market from 1987 to 2009 tests for evidence of adaptive and naive expectations. Applying VAR models and a recursive OLS regression with one-step forecasts, we find evidence of adaptive and naïve, rather than rational expectations of developers. Although the magnitude of the errors and the length of time lags vary over time and development cycles, the results confirm that developers’ decisions are explained to a large extent by contemporaneous and past conditions in both London submarkets. The corollary of this finding is that developers may be able to generate excess profits by exploiting market inefficiencies but this may be hindered in practice by the long periods necessary for planning and construction of the asset. More generally, the results of this study suggest that real estate cycles are largely generated endogenously rather than being the result of unexpected exogenous shocks.

Time complexity analysis of the stochastic diffusion search

The Stochastic Diffusion Search algorithm -an integral part of Stochastic Search Networks is investigated. Stochastic Diffusion Search is an alternative solution for invariant pattern recognition and focus of attention. It has been shown that the algorithm can be modelled as an ergodic, finite state Markov Chain under some non-restrictive assumptions. Sub-linear time complexity for some settings of parameters has been formulated and proved. Some properties of the algorithm are then characterised and numerical examples illustrating some features of the algorithm are presented.

On the time-dependent analysis of Gamow decay

Gamow's explanation of the exponential decay law uses complex 'eigenvalues' and exponentially growing 'eigenfunctions'. This raises the question, how Gamow's description fits into the quantum mechanical description of nature, which is based on real eigenvalues and square integrable wavefunctions. Observing that the time evolution of any wavefunction is given by its expansion in generalized eigenfunctions, we shall answer this question in the most straightforward manner, which at the same time is accessible to graduate students and specialists. Moreover, the presentation can well be used in physics lectures to students.

Decline and recovery of total column ozone using a multimodel time series analysis

Simulations of 15 coupled chemistry climate models, for the period 1960–2100, are presented. The models include a detailed stratosphere, as well as including a realistic representation of the tropospheric climate. The simulations assume a consistent set of changing greenhouse gas concentrations, as well as temporally varying chlorofluorocarbon concentrations in accordance with observations for the past and expectations for the future. The ozone results are analyzed using a nonparametric additive statistical model. Comparisons are made with observations for the recent past, and the recovery of ozone, indicated by a return to 1960 and 1980 values, is investigated as a function of latitude. Although chlorine amounts are simulated to return to 1980 values by about 2050, with only weak latitudinal variations, column ozone amounts recover at different rates due to the influence of greenhouse gas changes. In the tropics, simulated peak ozone amounts occur by about 2050 and thereafter total ozone column declines. Consequently, simulated ozone does not recover to values which existed prior to the early 1980s. The results also show a distinct hemispheric asymmetry, with recovery to 1980 values in the Northern Hemisphere extratropics ahead of the chlorine return by about 20 years. In the Southern Hemisphere midlatitudes, ozone is simulated to return to 1980 levels only 10 years ahead of chlorine. In the Antarctic, annually averaged ozone recovers at about the same rate as chlorine in high latitudes and hence does not return to 1960s values until the last decade of the simulations.

Spatio-temporal analysis of an invasive plant pathogen (Phytophthora ramorum) in England and Wales

Phytophthora ramorum is a damaging invasive plant pathogen and was first discovered in the UK in 2002. Spatial point analyses were applied to the occurrence of this disease in England and Wales during the period of 2003-2006 in order to assess its spatio-temporal spread. Out of the 4301 garden centres and nurseries (GCN) surveyed, there were 164, 105, 123 and 41 sites with P. ramorum in 2003, 2004, 2005 and 2006, respectively. Spatial analysis of the observed point patterns of GCN outbreaks suggested that these sites were significantly clumped within a radius of ca 60 km in 2003, but not in later years. Further analyses were conducted to determine the relationship of GCN outbreak sites over two consecutive years and thus to infer possible disease spread over time. This analysis suggested that disease spread among GCN sites was most likely to have occurred within a distance of 60 km for 2003-2004, but not for the later years. There were 35, 63, 81 and 58 sites with P. ramorum in the semi-natural environment (SNE). Analyses were carried out to assess whether infected GCN sites could act as an inoculum source of infected SNE plants or vice versa. In all years, there was a significant spatial closeness among GCN and SNE outbreak sites within a distance of 1 km. But a significant relationship over a longer distance (within 60 km) was only observed between cases in 2003 and 2004. These analyses suggest that statutory actions taken so far appear to have reduced the extent of long-distance spread of P. ramorum among garden centres and nurseries, but not the disease spread at a shorter distance between GCN and SNE sites.

An analysis of long-term trends, seasonality and short-term dynamics in water quality data from Plynlimon, Wales

This paper examines two hydrochemical time-series derived from stream samples taken in the Upper Hafren catchment, Plynlimon, Wales. One time-series comprises data collected at 7-hour intervals over 22 months (Neal et al., submitted, this issue), while the other is based on weekly sampling over 20 years. A subset of determinands: aluminium, calcium, chloride, conductivity, dissolved organic carbon, iron, nitrate, pH, silicon and sulphate are examined within a framework of non-stationary time-series analysis to identify determinand trends, seasonality and short-term dynamics. The results demonstrate that both long-term and high-frequency monitoring provide valuable and unique insights into the hydrochemistry of a catchment. The long-term data allowed analysis of long-termtrends, demonstrating continued increases in DOC concentrations accompanied by declining SO4 concentrations within the stream, and provided new insights into the changing amplitude and phase of the seasonality of the determinands such as DOC and Al. Additionally, these data proved invaluable for placing the short-term variability demonstrated within the high-frequency data within context. The 7-hour data highlighted complex diurnal cycles for NO3, Ca and Fe with cycles displaying changes in phase and amplitude on a seasonal basis. The high-frequency data also demonstrated the need to consider the impact that the time of sample collection can have on the summary statistics of the data and also that sampling during the hours of darkness provides additional hydrochemical information for determinands which exhibit pronounced diurnal variability. Moving forward, this research demonstrates the need for both long-term and high-frequency monitoring to facilitate a full and accurate understanding of catchment hydrochemical dynamics.

The time-course of morphological processing in a second language

We report findings from psycholinguistic experiments investigating the detailed timing of processing morphologically complex words by proficient adult second (L2) language learners of English in comparison to adult native (L1) speakers of English. The first study employed the masked priming technique to investigate -ed forms with a group of advanced Arabic-speaking learners of English. The results replicate previously found L1/L2 differences in morphological priming, even though in the present experiment an extra temporal delay was offered after the presentation of the prime words. The second study examined the timing of constraints against inflected forms inside derived words in English using the eye-movement monitoring technique and an additional acceptability judgment task with highly advanced Dutch L2 learners of English in comparison to adult L1 English controls. Whilst offline the L2 learners performed native-like, the eye-movement data showed that their online processing was not affected by the morphological constraint against regular plurals inside derived words in the same way as in native speakers. Taken together, these findings indicate that L2 learners are not just slower than native speakers in processing morphologically complex words, but that the L2 comprehension system employs real-time grammatical analysis (in this case, morphological information) less than the L1 system.

Automated determination of auroral breakup during the substorm expansion phase using all sky imager data

This technique paper describes a novel method for quantitatively and routinely identifying auroral breakup following substorm onset using the Time History of Events and Macroscale Interactions During Substorms (THEMIS) all-sky imagers (ASIs). Substorm onset is characterised by a brightening of the aurora that is followed by auroral poleward expansion and auroral breakup. This breakup can be identified by a sharp increase in the auroral intensity i(t) and the time derivative of auroral intensity i'(t). Utilising both i(t) and i'(t) we have developed an algorithm for identifying the time interval and spatial location of auroral breakup during the substorm expansion phase within the field of view of ASI data based solely on quantifiable characteristics of the optical auroral emissions. We compare the time interval determined by the algorithm to independently identified auroral onset times from three previously published studies. In each case the time interval determined by the algorithm is within error of the onset independently identified by the prior studies. We further show the utility of the algorithm by comparing the breakup intervals determined using the automated algorithm to an independent list of substorm onset times. We demonstrate that up to 50% of the breakup intervals characterised by the algorithm are within the uncertainty of the times identified in the independent list. The quantitative description and routine identification of an interval of auroral brightening during the substorm expansion phase provides a foundation for unbiased statistical analysis of the aurora to probe the physics of the auroral substorm as a new scientific tool for aiding the identification of the processes leading to auroral substorm onset.

Biodegradation of the herbicide mecoprop-p with soil depth and its relationship with class III tfdA genes

Mecoprop-p [(R)-2-(4-chloro-2-methylphenoxy) propanoic acid) is widely used in agriculture and poses an environmental concern because of its susceptibility to leach from soil to water. We investigated the effect of soil depth on mecoprop-p biodegradation and its relationship with the number and diversity of tfdA related genes, which are the most widely known genes involved in degradation of the phenoxyalkanoic acid group of herbicides by bacteria. Mecoprop-p half-life (DT50) was approximately 12 days in soil sampled from <30 cm depth, and increased progressively with soil depth, reaching over 84 days at 70–80 cm. In sub-soil there was a lag period of between 23 and 34 days prior to a phase of rapid degradation. No lag phase occurred in top-soil samples prior to the onset of degradation. The maximum degradation rate was the same in top-soil and sub-soil samples. Although diverse tfdAα and tfdA genes were present prior to mecoprop-p degradation, real time PCR revealed that degradation was associated with proliferation of tfdA genes. The number of tfdA genes and the most probable number of mecoprop-p degrading organisms in soil prior to mecoprop-p addition were below the limit of quantification and detection respectively. Melting curves from the real time PCR analysis showed that prior to mecoprop-p degradation both class I and class III tfdA genes were present in top- and sub-soil samples. However at all soil depths only tfdA class III genes proliferated during degradation. Denaturing gradient gel electrophoresis confirmed that class III tfdA genes were associated with mecoprop-p degradation. Degradation was not associated with the induction of novel tfdA genes in top- or sub-soil samples, and there were no apparent differences in tfdA gene diversity with soil depth prior to or following degradation.

Vegetation dynamics in abandoned crop fields on a Mediterranean island: Development of succession model and estimation of disturbance thresholds

This case study on the Sifnos island, Greece, assesses the main factors controlling vegetation succession following crop abandonment and describes the vegetation dynamics of maquis and phrygana formations in relation to alternative theories of secondary succession. Field survey data were collected and analysed at community as well as species level. The results show that vegetation succession on abandoned crop fields is determined by the combined effects of grazing intensity, soil and geological characteristics and time. The analysis determines the quantitative grazing thresholds that modify the successional pathway. Light grazing leads to dominance by maquis vegetation while overgrazing leads to phryganic vegetation. The proposed model shows that vegetation succession following crop abandonment is a complex multi-factor process where the final or the stable stage of the process is not predefined but depends on the factors affecting succession. An example of the use of succession models and disturbance thresholds as a policy assessment tool is presented by evaluating the likely vegetation impacts of the recent reform of the Common Agricultural Policy on Sifnos island over a 20-30-year time horizon. (c) 2006 Elsevier B.V. All rights reserved.

No impact of malaria infection or immunisation on the expression of the immune GTPase GIMAP1 at the protein or mRNA levels (Article no. 53)

GIMAP (GTPase of the immunity-associated protein family) proteins are a family of putative GTPases believed to be regulators of cell death in lymphomyeloid cells. GIMAP1 was the first reported member of this gene family, identified as a gene up-regulated at the RNA level in the spleens of mice infected with the malarial parasite, Plasmodium chabaudi. Methods A monoclonal antibody against mouse GIMAP1 was developed and was used to analyse the expression of the endogenous protein in tissues of normal mice and in defined sub-populations of cells prepared from lymphoid tissues using flow cytometry. It was also used to assess the expression of GIMAP1 protein after infection and/or immunization of mice with P. chabaudi. Real-time PCR analysis was employed to measure the expression of GIMAP1 for comparison with the protein level analysis. Results GIMAP1 protein expression was detected in all lineages of lymphocytes (T, B, NK), in F4/80+ splenic macrophages and in some lymphoid cell lines. Additional evidence is presented suggesting that the strong expression by mature B cells of GIMAP1 and other GIMAP genes and proteins seen in mice may be a species-dependent characteristic. Unexpectedly, no increase was found in the expression of GIMAP1 in P. chabaudi infected mice at either the mRNA or protein level, and this remained so despite applying a number of variations to the protocol. Conclusion The model of up-regulation of GIMAP1 in response to infection/immunization with P. chabaudi is not a robustly reproducible experimental system. The GIMAP1 protein is widely expressed in lymphoid cells, with an interesting increase in expression in the later stages of B cell development. Alternative approaches will be required to define the functional role of this GTPase in immune cells.