Integer-valued APARCH processes in the analysis of time series of counts

The Asymmetric Power Arch representation for the volatility was introduced by Ding et al.(1993) in order to account for asymmetric responses in the volatility in the analysis of continuous-valued financial time series like, for instance, the log-return series of foreign exchange rates, stock indices or share prices. As reported by Brannas and Quoreshi (2010), asymmetric responses in volatility are also observed in time series of counts such as the number of intra-day transactions in stocks. In this work, an asymmetric power autoregressive conditional Poisson model is introduced for the analysis of time series of counts exhibiting asymmetric overdispersion. Basic probabilistic and statistical properties are summarized and parameter estimation is discussed. A simulation study is presented to illustrate the proposed model. Finally, an empirical application to a set of data concerning the daily number of stock transactions is also presented to attest for its practical applicability in data analysis.

Regional Importance of Alnus Pollen as an Aeroallergen: A Comparative Study of Alnus Pollen Counts from Worcester (UK) and Poznań (Poland)

Daily average Alnus pollen counts (1996-2005) from Worcester (UK) and Poznań (Poland) were examined with the aim of assessing the regional importance of Alnus pollen as an aeroallergen. The average number of Alnus pollen grains recorded annually at Poznań was more than 2.5 times that of Worcester. Furthermore, daily average Alnus pollen counts exceeded the thresholds of 100, 500 and 1,000 grains/m3 more times at Poznań than Worcester. Skin prick test results (1996-2005) and allergen-specific IgE(asIgE) measurements using the CAP (Pharmacia) system (2002-2005), were supplied by the Allergic Diseases Diagnostic Centre in Poznań. The annual number of positive skin prick tests to Alnus pollen allergens was significantly related (p<0.05) to seasonal variations in the magnitude of the Alnus pollen catch recorded at Poznań (r=0.70). The symptoms of patients with positive skin prick tests to Alnus pollen allergens were: 51% pollinosis, 43% atopic dermatitis, 4% asthma, 1% chronic urticaria and 1% eczema. On a scale of 0-6, 20.5% of patients examined for serum asIgE in relation to Alnus pollen allergens had asIgE measurements in classes 5 and 6. Alnus pollen is generally considered to be mildly allergenic. However, the amount of Alnus pollen released into the atmosphere in places such as Poznań may increase its impact on the population and make it one of the more important aeroallergens present.

Influence of the North Atlantic Oscillation on Grass Pollen Counts in Europe

Relationships between temporal variations in the North Atlantic Oscillation (NAO) and grass pollen counts at 13 sites in Europe, ranging from Córdoba in the South-West and Turku in the North-East, were studied in order to determine spatial differences in the amount of influence exerted by the NAO on the timing and magnitude of grass pollen seasons. There were a number of significant (p<0.05) relationships between the NAO and start dates of the grass pollen season at the 13 pollen-monitoring sites. The strongest associations were generally recorded near to the Atlantic coast. Several significant correlations also existed between winter averages of the NAO and grass pollen season severity. Traditional methods for predicting the start or magnitude of grass pollen seasons have centred on the use of local meteorological observations, but this study has shown the importance of considering large-scale patterns of climate variability like the NAO.

Airborne Olive Pollen Counts are not Representative of 1 Exposure to the Major Olive Allergen Ole e 1

Pollen is routinely monitored, but it is unknown whether pollen counts represent allergen exposure. We therefore simultaneously determined olive pollen and Ole e 1 in ambient air in C"ordoba, Spain, and "Evora, Portugal, using Hirst-type traps for pollen and high-volume cascade impactors for allergen. Pollen from different days released 12-fold different amounts of Ole e 1 per pollen (both locations P < 0.001). Average allergen release from pollen (pollen potency) was much higher in C"ordoba (3.9 pg Ole e 1/pollen) than in "Evora (0.8 pg Ole e 1/pollen, P = 0.004). Indeed, yearly olive pollen counts in C"ordoba were 2.4 times higher than in "Evora, but Ole e 1 concentrations were 7.6 times higher. When modeling the origin of the pollen, >40% of Ole e 1 exposure in "Evora was explained by high-potency pollen originating from the south of Spain. Thus, olive pollen can vary substantially in allergen release, even though they are morphologically identical.

Comparison of Poaceae Pollen Counts Recorded at Sites in Portugal, Spain and the UK

The main aim of this study was to analyse the temporal and spatial variations in grass (Poaceae) pollen counts (2005–2011) recorded in Évora (Portugal), Badajoz (Spain) and Worcester (UK). Weekly average data were examined using nonparametric statistics to compare differences between places. On average, Évora recorded the earliest start dates of the Poaceae pollen seasons and Worcester the latest. The intensity of the Poaceae pollen season varied between sites, with Worcester usually recording the least and Évora the most grass pollen in a season. Mean durations of grass pollen seasons were 77 days in Évora, 78 days in Badajoz and 59 days in Worcester. Overall, longer Poaceae pollen seasons coincided with earlier pollen season start dates. Weekly pollen data, from March to September, from the three pollen-monitoring stations studied were compared. The best fit and most statistically significant correlations were obtained by moving Worcester data backward by 4 weeks (Évora, r = 0.810, p < 0.001) and 5 weeks (Badajoz,r = 0.849, p < 0.001). Weekly data from Worcester therefore followed a similar pattern to that of Badajoz and Évora but at a distance of more than 1,500 km and 4–5 weeks later. The sum of pollen recorded in a season was compared with monthly rainfall between January and May. The strongest positive relationship between season intensity and rainfall was between the annual sum of Poaceae pollen recorded in the season at Badajoz and Évora and total rainfall during January and February. Winter rainfall noticeably affects the intensity of Poaceae pollen seasons in Mediterranean areas, but this was not as important in Worcester.

Studies on Venom of the fish Scatophagus Argus from Cochin Estuary-A Biochemical Approach

Studies reveal the presence of enzymes and different proteins in the venom of S.argus. The present study detected the presence of phosphodiesterase in S. argus venom. S. argus venom has displayed the presence of micromolar concentration of acetylcholine. Phospholipase activity in S. argus venom shows values below the detection threshold indicating that the venom does not possess this enzyme. The proteolylic activity of S. argus venom on casein and gelatin were assayed due to the probable involvement of proteases in causing the instability of biological activities of the fish venom. Caseinase and gelatinase enzymes were detected in S. argus venom. Though exact relationships of these enzymes and proteins in envenomation are not traced, the involvement of enzymes in envenomation cannot be ruled out. Further studies are required to find the mechanism of action of these enzymes and proteins present in S. argus venom. The present study opens new dimensions for isolation of the lethal compound present in S. argus venom. The preliminary study carried out here shows the presence of a lethal factor between 6.5 KDa - 68 KDa. Studies conclude that fish venom possesses many bioactive substances, especially peptides, proteases and enzymes that bind with high affinity to physiological targets and can be trapped for therapeutic purposes in the near future. Even though this study reveals the conundrums of S. argus venom, it opens new vistas of research on the venom components and the application and design of the venom as a drug.

Studies On Some Aspects Of Biology Of Two Estuarine Fishes Megalops Cyprinoides And Scatophagus Argus

Based on the adaption of fishes to their habitat, they are divided into three ecological groups - marine, fresh water and estuarine or brackish water forms. Estuarine fishes inhabit the less saline region of the sea, estuaries and other inland waters. These fishes are more subjected to pollution than fresh water fishes or marine fishes as they encounter pollutants present in the outgoing river water and the incoming sea water during low and high tides respectively. So, the study of the biology of the estuarine fishes has become unavoidable to assess their suitability in aquaculture. The development of both capture and culture fisheries related to any brackish water system is dependent on the availability of scientific‘ data on the various biological factors in respect of the different species. Such a study on fishes will be helpful in formulating suitable schemes for the management of brackish water for capture and culture fisheries. It was therefore felt that a study of the biological and biochemical aspects of two estuarine fishes Megalops cyprinoides Broussonet and Scatophargus Bloch which are not fully exploited in aquaculture programmes, was worth undertaking. The present study is expected to advance our knowledge on the biology of the two fishes which are very desirable for brackish water fish farming

Behavioral Measures and their Correlation with IPM Iteration Counts on Semi-Definite Programming Problems

We study four measures of problem instance behavior that might account for the observed differences in interior-point method (IPM) iterations when these methods are used to solve semidefinite programming (SDP) problem instances: (i) an aggregate geometry measure related to the primal and dual feasible regions (aspect ratios) and norms of the optimal solutions, (ii) the (Renegar-) condition measure C(d) of the data instance, (iii) a measure of the near-absence of strict complementarity of the optimal solution, and (iv) the level of degeneracy of the optimal solution. We compute these measures for the SDPLIB suite problem instances and measure the correlation between these measures and IPM iteration counts (solved using the software SDPT3) when the measures have finite values. Our conclusions are roughly as follows: the aggregate geometry measure is highly correlated with IPM iterations (CORR = 0.896), and is a very good predictor of IPM iterations, particularly for problem instances with solutions of small norm and aspect ratio. The condition measure C(d) is also correlated with IPM iterations, but less so than the aggregate geometry measure (CORR = 0.630). The near-absence of strict complementarity is weakly correlated with IPM iterations (CORR = 0.423). The level of degeneracy of the optimal solution is essentially uncorrelated with IPM iterations.

Bayesian tools for zero counts in compositional data

The log-ratio methodology makes available powerful tools for analyzing compositional data. Nevertheless, the use of this methodology is only possible for those data sets without null values. Consequently, in those data sets where the zeros are present, a previous treatment becomes necessary. Last advances in the treatment of compositional zeros have been centered especially in the zeros of structural nature and in the rounded zeros. These tools do not contemplate the particular case of count compositional data sets with null values. In this work we deal with \count zeros" and we introduce a treatment based on a mixed Bayesian-multiplicative estimation. We use the Dirichlet probability distribution as a prior and we estimate the posterior probabilities. Then we apply a multiplicative modi¯cation for the non-zero values. We present a case study where this new methodology is applied. Key words: count data, multiplicative replacement, composition, log-ratio analysis

What counts as response and intervention in RTI? : A sociocultural an??lisis

Resumen tomado de la publicaci??n

A Field Evaluation of the Time-of-Detection Method to Estimate Population Size and Density for Aural Avian Point Counts

The time-of-detection method for aural avian point counts is a new method of estimating abundance, allowing for uncertain probability of detection. The method has been specifically designed to allow for variation in singing rates of birds. It involves dividing the time interval of the point count into several subintervals and recording the detection history of the subintervals when each bird sings. The method can be viewed as generating data equivalent to closed capture–recapture information. The method is different from the distance and multiple-observer methods in that it is not required that all the birds sing during the point count. As this method is new and there is some concern as to how well individual birds can be followed, we carried out a field test of the method using simulated known populations of singing birds, using a laptop computer to send signals to audio stations distributed around a point. The system mimics actual aural avian point counts, but also allows us to know the size and spatial distribution of the populations we are sampling. Fifty 8-min point counts (broken into four 2-min intervals) using eight species of birds were simulated. Singing rate of an individual bird of a species was simulated following a Markovian process (singing bouts followed by periods of silence), which we felt was more realistic than a truly random process. The main emphasis of our paper is to compare results from species singing at (high and low) homogenous rates per interval with those singing at (high and low) heterogeneous rates. Population size was estimated accurately for the species simulated, with a high homogeneous probability of singing. Populations of simulated species with lower but homogeneous singing probabilities were somewhat underestimated. Populations of species simulated with heterogeneous singing probabilities were substantially underestimated. Underestimation was caused by both the very low detection probabilities of all distant individuals and by individuals with low singing rates also having very low detection probabilities.

Data assimilation: From photon counts to Earth System forecasts

Data assimilation – the set of techniques whereby information from observing systems and models is combined optimally – is rapidly becoming prominent in endeavours to exploit Earth Observation for Earth sciences, including climate prediction. This paper explains the broad principles of data assimilation, outlining different approaches (optimal interpolation, three-dimensional and four-dimensional variational methods, the Kalman Filter), together with the approximations that are often necessary to make them practicable. After pointing out a variety of benefits of data assimilation, the paper then outlines some practical applications of the exploitation of Earth Observation by data assimilation in the areas of operational oceanography, chemical weather forecasting and carbon cycle modelling. Finally, some challenges for the future are noted.

A novel variant on chromosome 7q22.3 associated with mean platelet volume, counts, and function

Mean platelet volume (MPV) and platelet count (PLT) are highly heritable and tightly regulated traits. We performed a genome-wide association study for MPV and identified one SNP, rs342293, as having highly significant and reproducible association with MPV (per-G allele effect 0.016 +/- 0.001 log fL; P < 1.08 x 10(-24)) and PLT (per-G effect -4.55 +/- 0.80 10(9)/L; P < 7.19 x 10(-8)) in 8586 healthy subjects. Whole-genome expression analysis in the 1-MB region showed a significant association with platelet transcript levels for PIK3CG (n = 35; P = .047). The G allele at rs342293 was also associated with decreased binding of annexin V to platelets activated with collagen-related peptide (n = 84; P = .003). The region 7q22.3 identifies the first QTL influencing platelet volume, counts, and function in healthy subjects. Notably, the association signal maps to a chromosome region implicated in myeloid malignancies, indicating this site as an important regulatory site for hematopoiesis. The identification of loci regulating MPV by this and other studies will increase our insight in the processes of megakaryopoiesis and proplatelet formation, and it may aid the identification of genes that are somatically mutated in essential thrombocytosis. (Blood. 2009; 113: 3831-3837)