A refined parametric model for short term load forecasting

Abstract We present a refined parametric model for forecasting electricity demand which performed particularly well in the recent Global Energy Forecasting Competition (GEFCom 2012). We begin by motivating and presenting a simple parametric model, treating the electricity demand as a function of the temperature and day of the data. We then set out a series of refinements of the model, explaining the rationale for each, and using the competition scores to demonstrate that each successive refinement step increases the accuracy of the model’s predictions. These refinements include combining models from multiple weather stations, removing outliers from the historical data, and special treatments of public holidays.

Parametric preference functionals under risk in the gain domain: a Bayesian analysis

The performance of rank dependent preference functionals under risk is comprehensively evaluated using Bayesian model averaging. Model comparisons are made at three levels of heterogeneity plus three ways of linking deterministic and stochastic models: the differences in utilities, the differences in certainty equivalents and contextualutility. Overall, the"bestmodel", which is conditional on the form of heterogeneity is a form of Rank Dependent Utility or Prospect Theory that cap tures the majority of behaviour at both the representative agent and individual level. However, the curvature of the probability weighting function for many individuals is S-shaped, or ostensibly concave or convex rather than the inverse S-shape commonly employed. Also contextual utility is broadly supported across all levels of heterogeneity. Finally, the Priority Heuristic model, previously examined within a deterministic setting, is estimated within a stochastic framework, and allowing for endogenous thresholds does improve model performance although it does not compete well with the other specications considered.

Switchable amplification of vibrational circular dichroism as a probe of local chiral structure

A new method to detect the vibrational circular dichroism (VCD) of a localized part of a chiral molecular system is reported. A local VCD amplifier was implemented, and the distance dependence of the amplification was investigated in a series of peptides. The results indicate a characteristic distance of 2.0±0.3 bonds, which suggests that the amplification is a localized phenomenon. The amplifier can be covalently coupled to a specific part of a molecule, and can be switched ON and OFF electrochemically. By subtracting the VCD spectra obtained when the amplifier is in the ON and OFF states, the VCD of the local environment of the amplifier can be separated from the total VCD spectrum. Switchable local VCD amplification thus makes it possible to “zoom in” on a specific part of a chiral molecule.

Arctic amplification dominated by temperature feedbacks in contemporary climate models

Climate change is amplified in the Arctic region. Arctic amplification has been found in past warm1 and glacial2 periods, as well as in historical observations3, 4 and climate model experiments5, 6. Feedback effects associated with temperature, water vapour and clouds have been suggested to contribute to amplified warming in the Arctic, but the surface albedo feedback—the increase in surface absorption of solar radiation when snow and ice retreat—is often cited as the main contributor7, 8, 9, 10. However, Arctic amplification is also found in models without changes in snow and ice cover11, 12. Here we analyse climate model simulations from the Coupled Model Intercomparison Project Phase 5 archive to quantify the contributions of the various feedbacks. We find that in the simulations, the largest contribution to Arctic amplification comes from a temperature feedbacks: as the surface warms, more energy is radiated back to space in low latitudes, compared with the Arctic. This effect can be attributed to both the different vertical structure of the warming in high and low latitudes, and a smaller increase in emitted blackbody radiation per unit warming at colder temperatures. We find that the surface albedo feedback is the second main contributor to Arctic amplification and that other contributions are substantially smaller or even opposeArctic amplification.

Isolation and characterization of microsatellite loci for white-lipped peccaries (Tayassu pecari) and cross-amplification in collared peccaries (Pecari tajacu)

White-lipped peccaries, Tayassu pecari, are neotropical ungulates whose populations have been declining in numerous locations within their geographical distribution. Here we describe 16 microsatellite loci isolated from T. pecari and their cross-amplification in collared peccaries, Pecari tajacu. In 30 individuals of T. pecari, a total of 32 alleles were found in ten polymorphic loci, ranging from 2 to 8 alleles per locus with a mean of 3.2. The expected and observed heterozygosity ranged from 0.143 to 0.802 and from 0 to 0.704, respectively. Two loci deviated from Hardy-Weinberg equilibrium. In P. tajacu, nine loci were polymorphic with a mean of 3.2 alleles per locus. These molecular markers will be useful to study the genetic status of peccary populations and, consequently, to help their conservation.

Chloroplast microsatellite markers for the Neotropical orchid genus Epidendrum, and cross-amplification in other Laeliinae species (Orchidaceae)

One of the most significant challenges confronting orchid researchers is the lack of specific molecular markers, mainly for species in the Neotropics. Here we report the first set of specific chloroplast microsatellite primers (cpSSR) developed for Neotropical orchids. In total, nine polymorphic cpSSR loci were isolated and characterized in four species occurring in the Brazilian Atlantic Rainforest: Epidendrum cinnabarinum, E. denticulatum, E. fulgens and E. puniceoluteum. Levels of intraspecific polymorphism were characterized using two populations for each species, with 13-20 individuals each. Allele numbers varied from two to three per locus, while the number of haplotypes ranged from three to six per species. Extensive differentiation among the taxa was detected. All markers were successfully cross-amplified in eight other different genera. These cpSSRs markers will enable novel insights into the evolution of this important Neotropical genus.

Association of Human T Lymphotropic Virus 1 Amplification of Periodontitis Severity with Altered Cytokine Expression in Response to a Standard Periodontopathogen Infection

Background. Periodontal diseases (PDs) are infectious diseases in which periodontopathogens trigger chronic inflammatory and immune responses that lead to tissue destruction. Recently, viruses have been implicated in the pathogenesis of PDs. Individuals infected with human T lymphotropic virus 1 (HTLV-1) present with abnormal oral health and a marked increased prevalence of periodontal disease. Methods. In this study, we investigated the patterns of periodontopathogen infection and local inflammatory immune markers in HTLV-1-seropositive individuals with chronic periodontitis (CP/HTLV-1 group) compared with HTLV-1 -seronegative individuals with chronic periodontitis (CP group) and periodontally healthy, HTLV-1 -seronegative individuals (control group). Results. Patients in the CP/HTLV-1 group had significantly higher values of bleeding on probing, mean probing depth, and attachment loss than patients in the CP group. The expression of tumor necrosis factor a and interleukin (IL) 4 was found to be similar in the CP and CP/HTLV-1 groups, whereas IL-12 and IL-17 levels trended toward a higher expression in the CP/HTLV-1 group. A significant increase was seen in the levels of IL-1 beta and interferon gamma in the CP/HTLV-1 group compared with the CP group, whereas expression of the regulatory T cell marker FOXp3 and IL-10 was significantly decreased in the lesions from the CP/HTLV-1 group. Interestingly, similar frequency and/or load of periodontopathogens (Porphyromonas gingivalis, Tannerella forsythia, Treponema denticola, and Aggregatibacter actinomycetemcomitans) and frequency of viruses (herpes simplex virus 1, human cytomegalovirus, and Epstein-Barr virus) characteristically associated with PDs were found in the CP/HTLV and CP groups. Conclusions. HTLV-1 may play a critical role in the pathogenesis of periodontal disease through the deregulation of the local cytokine network, resulting in an exacerbated response against a standard periodontopathogen infection.

Parametric analysis of discrepant sets of data

In this paper a new parametric method to deal with discrepant experimental results is developed. The method is based on the fit of a probability density function to the data. This paper also compares the characteristics of different methods used to deduce recommended values and uncertainties from a discrepant set of experimental data. The methods are applied to the (137)Cs and (90)Sr published half-lives and special emphasis is given to the deduced confidence intervals. The obtained results are analyzed considering two fundamental properties expected from an experimental result: the probability content of confidence intervals and the statistical consistency between different recommended values. The recommended values and uncertainties for the (137)Cs and (90)Sr half-lives are 10,984 (24) days and 10,523 (70) days, respectively. (C) 2009 Elsevier B.V. All rights reserved.

Purity and entanglement of two-photon polarization states generated by spontaneous parametric down-conversion

We elucidate the dependence of purity and entanglement of two-photon states generated by spontaneous parametric down-conversion on the parameters of the source, such as crystal length, pump beam divergence, frequency bandwidth, and detectors angular aperture. The effect of crystal anisotropy is taken into account. Numerical simulations are presented for two types of commonly used source configurations. (C) 2009 Elsevier B.V. All rights reserved.

A non-parametric vessel detection method for complex vascular structures

Modern medical imaging techniques enable the acquisition of in vivo high resolution images of the vascular system. Most common methods for the detection of vessels in these images, such as multiscale Hessian-based operators and matched filters, rely on the assumption that at each voxel there is a single cylinder. Such an assumption is clearly violated at the multitude of branching points that are easily observed in all, but the Most focused vascular image studies. In this paper, we propose a novel method for detecting vessels in medical images that relaxes this single cylinder assumption. We directly exploit local neighborhood intensities and extract characteristics of the local intensity profile (in a spherical polar coordinate system) which we term as the polar neighborhood intensity profile. We present a new method to capture the common properties shared by polar neighborhood intensity profiles for all the types of vascular points belonging to the vascular system. The new method enables us to detect vessels even near complex extreme points, including branching points. Our method demonstrates improved performance over standard methods on both 2D synthetic images and 3D animal and clinical vascular images, particularly close to vessel branching regions. (C) 2008 Elsevier B.V. All rights reserved.

Dynamic Solid Phase DNA Extraction and PCR Amplification in Polyester-Toner Based Microchip

A variety of substrates have been used for fabrication of microchips for DNA extraction, PCR amplification, and DNA fragment separation, including the more conventional glass and silicon as well as alternative polymer-based materials. Polyester represents one such polymer, and the laser-printing of toner onto polyester films has been shown to be effective for generating polyester-toner (PeT) microfluidic devices with channel depths on the order of tens of micrometers. Here, we describe a novel and simple process that allows for the production of multilayer, high aspect-ratio PeT microdevices with substantially larger channel depths. This innovative process utilizes a CO(2) laser to create the microchannel in polyester sheets containing a uniform layer of printed toner, and multilayer devices can easily be constructed by sandwiching the channel layer between uncoated cover sheets of polyester containing precut access holes. The process allows the fabrication of deep channels, with similar to 270 mu m, and we demonstrate the effectiveness of multilayer PeT microchips for dynamic solid phase extraction (dSPE) and PCR amplification. With the former, we found that (i) more than 65% of DNA from 0.6 mu L of blood was recovered, (ii) the resultant DNA was concentrated to greater than 3 ng/mu L., (which was better than other chip-based extraction methods), and (iii) the DNA recovered was compatible with downstream microchip-based PCR amplification. Illustrative of the compatibility of PeT microchips with the PCR process, the successful amplification of a 520 bp fragment of lambda-phage DNA in a conventional thermocycler is shown. The ability to handle the diverse chemistries associated with DNA purification and extraction is a testimony to the potential utility of PeT microchips beyond separations and presents a promising new disposable platform for genetic analysis that is low cost and easy to fabricate.

Dichlorvos exposure impedes extraction and amplification of DNA from insects in museum collections

Background: The insecticides dichlorvos, paradichlorobenzene and naphthalene have been commonly used to eradicate pest insects from natural history collections. However, it is not known how these chemicals affect the DNA of the specimens in the collections. We thus tested the effect of dichlorvos, paradichlorobenzene and naphthalene on DNA of insects (Musca domestica) by extracting and amplifying DNA from specimens exposed to insecticides in two different concentrations over increasing time intervals. Results: The results clearly show that dichlorvos impedes both extraction and amplification of mitochondrial and nuclear DNA after relatively short time, whereas paradichlorobenzene and naphthalene do not. Conclusion: Collections treated with paradichlorobenzene and naphthalene, are better preserved concerning DNA, than those treated with dichlorvos. Non toxic pest control methods should, however, be preferred due to physical damage of specimens and putative health risks by chemicals.

The role of no-arbitrage on forecasting: lessons from a parametric term structure model

Parametric term structure models have been successfully applied to innumerous problems in fixed income markets, including pricing, hedging, managing risk, as well as studying monetary policy implications. On their turn, dynamic term structure models, equipped with stronger economic structure, have been mainly adopted to price derivatives and explain empirical stylized facts. In this paper, we combine flavors of those two classes of models to test if no-arbitrage affects forecasting. We construct cross section (allowing arbitrages) and arbitrage-free versions of a parametric polynomial model to analyze how well they predict out-of-sample interest rates. Based on U.S. Treasury yield data, we find that no-arbitrage restrictions significantly improve forecasts. Arbitrage-free versions achieve overall smaller biases and Root Mean Square Errors for most maturities and forecasting horizons. Furthermore, a decomposition of forecasts into forward-rates and holding return premia indicates that the superior performance of no-arbitrage versions is due to a better identification of bond risk premium.

A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.