Wiggle-match dating of tree-ring sequences

Given the non-monotonic form of the radiocarbon calibration curve, the precision of single C-14 dates on the calendar timescale will always be limited. One way around this limitation is through comparison of time-series, which should exhibit the same irregular patterning as the calibration curve. This approach can be employed most directly in the case of wood samples with many years growth present (but not able to be dated by dendrochronology), where the tree-ring series of unknown date can be compared against the similarly constructed C-14 calibration curve built from known-age wood. This process of curve-fitting has come to be called "wiggle-matching." In this paper, we look at the requirements for getting good precision by this method: sequence length, sampling frequency, and measurement precision. We also look at 3 case studies: one a piece of wood which has been independently dendrochronologically dated, and two others of unknown age relating to archaeological activity at Silchester, UK (Roman) and Miletos, Anatolia (relating to the volcanic eruption at Thera).

Non-hemagglutinating flaviviruses: molecular mechanisms for the emergence of new strains via adaptation to European ticks

Tick-borne encephalitis virus (TBEV) causes human epidemics across Eurasia. Clinical manifestations range from inapparent infections and fevers to fatal encephalitis but the factors that determine disease severity are currently undefined. TBEV is characteristically a hemagglutinating (HA) virus; the ability to agglutinate erythrocytes tentatively reflects virion receptor/fusion activity. However, for the past few years many atypical HA-deficient strains have been isolated from patients and also from the natural European host tick, Ixodes persulcatus. By analysing the sequences of HA-deficient strains we have identified 3 unique amino acid substitutions (D67G, E122G or D277A) in the envelope protein, each of which increases the net charge and hydrophobicity of the virion surface. Therefore, we genetically engineered virus mutants each containing one of these 3 substitutions; they all exhibited HA-deficiency. Unexpectedly, each genetically modified non-HA virus demonstrated increased TBEV reproduction in feeding Ixodes ricinus, not the recognised tick host for these strains. Moreover, virus transmission efficiency between infected and uninfected ticks co-feeding on mice was also intensified by each substitution. Retrospectively, the mutation D67G was identified in viruses isolated from patients with encephalitis. We propose that the emergence of atypical Siberian HA-deficient TBEV strains in Europe is linked to their molecular adaptation to local ticks. This process appears to be driven by the selection of single mutations that change the virion surface thus enhancing receptor/fusion function essential for TBEV entry into the unfamiliar tick species. As the consequence of this adaptive mutagenesis, some of these mutations also appear to enhance the ability of TBEV to cross the human blood-brain barrier, a likely explanation for fatal encephalitis. Future research will reveal if these emerging Siberian TBEV strains continue to disperse westwards across Europe by adaptation to the indigenous tick species and if they are associated with severe forms of TBE.

Analysis of 16S rDNA sequences from pathogenic Leptospira serovars and use of single nucleotide polymorphisms for rapid speciation by D-HPLC

Leptospira have a worldwide distribution and include important zoonotic pathogens yet diagnosis and differentiation still tend to rely on traditional bacteriological and serological approaches. In this study a 1.3 kb fragment of the rrs gene (16S rDNA) was sequenced from a panel of 22 control strains, representing serovars within the pathogenic species Leptospira interrogans, Leptospira borgpetersenii, and Leptospira kirschneri, to identify single nucleotide polymorphisms (SNPs). These were identified in the 5' variable region of the 16S sequence and a 181 bp PCR fragment encompassing this region was used for speciation by Denaturing High Performance Liquid Chromatography (D-HPLC). This method was applied to eleven additional species, representing pathogenic, non-pathogenic and intermediate species and was demonstrated to rapidly differentiate all but 2 of the non-pathogenic Leptospira species. The method was applied successfully to infected tissues from field samples proving its value for diagnosing leptospiral infections found in animals in the UK. Crown Copyright (C) 2010 Published by Elsevier Ltd. All rights reserved.

Superfast non-linear diffusion: capillary transport in particulate porous media

The migration of liquids in porous media, such as sand, has been commonly considered at high saturation levels with liquid pathways at pore dimensions. In this letter we reveal a low saturation regime observed in our experiments with droplets of extremely low volatility liquids deposited on sand. In this regime the liquid is mostly found within the grain surface roughness and in the capillary bridges formed at the contacts between the grains. The bridges act as variable-volume reservoirs and the flow is driven by the capillary pressure arising at the wetting front according to the roughness length scales. We propose that this migration (spreading) is the result of interplay between the bridge volume adjustment to this pressure distribution and viscous losses of a creeping flow within the roughness. The net macroscopic result is a special case of non-linear diffusion described by a superfast diffusion equation (SFDE) for saturation with distinctive mathematical character. We obtain solutions to a moving boundary problem defined by SFDE that robustly convey a time power law of spreading as seen in our experiments.

Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

Predicting stock index volatility: can market volume help?

This paper explores a number of statistical models for predicting the daily stock return volatility of an aggregate of all stocks traded on the NYSE. An application of linear and non-linear Granger causality tests highlights evidence of bidirectional causality, although the relationship is stronger from volatility to volume than the other way around. The out-of-sample forecasting performance of various linear, GARCH, EGARCH, GJR and neural network models of volatility are evaluated and compared. The models are also augmented by the addition of a measure of lagged volume to form more general ex-ante forecasting models. The results indicate that augmenting models of volatility with measures of lagged volume leads only to very modest improvements, if any, in forecasting performance.

The importance of the volatility risk premium for volatility forecasting

In this paper, we study the role of the volatility risk premium for the forecasting performance of implied volatility. We introduce a non-parametric and parsimonious approach to adjust the model-free implied volatility for the volatility risk premium and implement this methodology using more than 20 years of options and futures data on three major energy markets. Using regression models and statistical loss functions, we find compelling evidence to suggest that the risk premium adjusted implied volatility significantly outperforms other models, including its unadjusted counterpart. Our main finding holds for different choices of volatility estimators and competing time-series models, underlying the robustness of our results.

IntFOLD: an integrated server for modelling protein structures and functions from amino acid sequences

IntFOLD is an independent web server that integrates our leading methods for structure and function prediction. The server provides a simple unified interface that aims to make complex protein modelling data more accessible to life scientists. The server web interface is designed to be intuitive and integrates a complex set of quantitative data, so that 3D modelling results can be viewed on a single page and interpreted by non-expert modellers at a glance. The only required input to the server is an amino acid sequence for the target protein. Here we describe major performance and user interface updates to the server, which comprises an integrated pipeline of methods for: tertiary structure prediction, global and local 3D model quality assessment, disorder prediction, structural domain prediction, function prediction and modelling of protein-ligand interactions. The server has been independently validated during numerous CASP (Critical Assessment of Techniques for Protein Structure Prediction) experiments, as well as being continuously evaluated by the CAMEO (Continuous Automated Model Evaluation) project. The IntFOLD server is available at: http://www.reading.ac.uk/bioinf/IntFOLD/

Bit-index sort: a fast non-comparison integer sorting algorithm for permutations

This paper describes a fast integer sorting algorithm, herein referred as Bit-index sort, which is a non-comparison sorting algorithm for partial per-mutations, with linear complexity order in execution time. Bit-index sort uses a bit-array to classify input sequences of distinct integers, and exploits built-in bit functions in C compilers supported by machine hardware to retrieve the ordered output sequence. Results show that Bit-index sort outperforms in execution time to quicksort and counting sort algorithms. A parallel approach for Bit-index sort using two simultaneous threads is included, which obtains speedups up to 1.6.

The uniqueness of signature problem in the non-Markov setting

We establish a general framework for a class of multidimensional stochastic processes over [0,1] under which with probability one, the signature (the collection of iterated path integrals in the sense of rough paths) is well-defined and determines the sample paths of the process up to reparametrization. In particular, by using the Malliavin calculus we show that our method applies to a class of Gaussian processes including fractional Brownian motion with Hurst parameter H>1/4, the Ornstein–Uhlenbeck process and the Brownian bridge.

Tests of sunspot number sequences: 3. Effects of regression procedures on the calibration of historic sunspot data

We use sunspot group observations from the Royal Greenwich Observatory (RGO) to investigate the effects of intercalibrating data from observers with different visual acuities. The tests are made by counting the number of groups RB above a variable cut-off threshold of observed total whole-spot area (uncorrected for foreshortening) to simulate what a lower acuity observer would have seen. The synthesised annual means of RB are then re-scaled to the full observed RGO group number RA using a variety of regression techniques. It is found that a very high correlation between RA and RB (rAB > 0.98) does not prevent large errors in the intercalibration (for example sunspot maximum values can be over 30 % too large even for such levels of rAB). In generating the backbone sunspot number (RBB), Svalgaard and Schatten (2015, this issue) force regression fits to pass through the scatter plot origin which generates unreliable fits (the residuals do not form a normal distribution) and causes sunspot cycle amplitudes to be exaggerated in the intercalibrated data. It is demonstrated that the use of Quantile-Quantile (“Q  Q”) plots to test for a normal distribution is a useful indicator of erroneous and misleading regression fits. Ordinary least squares linear fits, not forced to pass through the origin, are sometimes reliable (although the optimum method used is shown to be different when matching peak and average sunspot group numbers). However, other fits are only reliable if non-linear regression is used. From these results it is entirely possible that the inflation of solar cycle amplitudes in the backbone group sunspot number as one goes back in time, relative to related solar-terrestrial parameters, is entirely caused by the use of inappropriate and non-robust regression techniques to calibrate the sunspot data.

Estimating and forecasting the volatility of Brazilian finance series using arch models (Preliminary Version)

The goal of this paper is to present a comprehensive emprical analysis of the return and conditional variance of four Brazilian …nancial series using models of the ARCH class. Selected models are then compared regarding forecasting accuracy and goodness-of-…t statistics. To help understanding the empirical results, a self-contained theoretical discussion of ARCH models is also presented in such a way that it is useful for the applied researcher. Empirical results show that although all series share ARCH and are leptokurtic relative to the Normal, the return on the US$ has clearly regime switching and no asymmetry for the variance, the return on COCOA has no asymmetry, while the returns on the CBOND and TELEBRAS have clear signs of asymmetry favoring the leverage e¤ect. Regarding forecasting, the best model overall was the EGARCH(1; 1) in its Gaussian version. Regarding goodness-of-…t statistics, the SWARCH model did well, followed closely by the Student-t GARCH(1; 1)

Plant or fungal sequences? An alternative optimized PCR protocol to avoid ITS (nrDNA) misamplification

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

EBNA-1 gene sequences in Brazilian and American patients with Hodgkin's disease

We examined the types of Epstein-Barr virus-associated nuclear antigen-1 (EBNA-1) gene carboxy (C)-terminal mutations occurring in Hodgkin's disease (HD) and reactive tissues from two different geographic regions. Previously reported EBNA-1 C-terminal region amino acid sequence variants, based on the amino acid at codon 487, include Prototype (P)-ala, which is found in the B95.8-derived prototype virus, P-thr, Variant (V)-leu, V-val, and V-pro. Using polymerase chain reaction (PCR) to amplify portions of the EBNA-1 gene, followed by DNA sequencing, we found a single EBNA-1 gene sequence variant in each tissue, whether reactive or neoplastic and whether from Brazil or the United States. Variant EBNA-1 gene sequences were more common in both neoplastic and non-neoplastic tissues from different geographic areas than the so-called prototype sequence. In the 17 Brazilian HD cases, 4 cases had P-thr variants and 13 had V-leu variants. In the six reactive tissues from Brazil, one had a P-ala variant, two had P-thr variants, and three had V-leu variants. In the 12 American HD cases, 2 had P-ala variants, 6 had P-thr variants, and 4 had V-leu variants. The 11 American reactive tissues included 2 P ala variants, 5 P-thr variants, and 4 V-leu variants. In both countries, there were similar variant EBNA-1 sequences present in normal tissues and HD cases. Compared with the P ala and P-thr cases, the V-leu cases were more likely to have the 30-bp latent membrane protein 1 (LMP1) gene deletion (P = 0.0075). In addition, cases of HD with the V-leu were statistically associated with a substitution of asparagine for glutamine at codon 322 of the C-terminal portion of the LMP1 gene. Our results suggest that any variation in EBNA-1 gene sequence is caused by a polymorphism present in pre-existing viral strains in the underlying population, and not a mutation occurring during oncogenesis. (C) 1999 by the American Society of Hematology.

Role of flanking sequences and phosphorylation in the recognition of the simian-virus-40 large T-antigen nuclear localization sequences by importin-alpha

The nuclear import of simian-virus-40 large T-antigen (tumour antigen) is enhanced via phosphorylation by the protein kinase CK2 at Ser(112) in the vicinity of the NLS (nuclear localization sequence). To determine the structural basis of the effect of the sequences flanking the basic cluster KKKRK, and the effect of phosphorylation on the recognition of the NLS by the nuclear import factor importin-alpha (Impalpha), we co-crystallized non-autoinhibited Impalpha with peptides corresponding to the phosphorylated and non-phosphorylated forms of the NLS, and determined the crystal structures of the complexes. The structures show that the amino acids N-terminally flanking the basic cluster make specific contacts with the receptor that are distinct from the interactions between bipartite NLSs and Impalpha. We confirm the important role of flanking sequences using binding assays. Unexpectedly, the regions of the peptides containing the phosphorylation site do not make specific contacts with the receptor. Binding assays confirm that phosphorylation does not increase the affinity of the T-antigen NLS to Impalpha. We conclude that the sequences flanking the basic clusters in NLSs play a crucial role in nuclear import by modulating the recognition of the NLS by Impalpha, whereas phosphorylation of the T-antigen enhances nuclear import by a mechanism that does not involve a direct interaction of the phosphorylated residue with Impalpha.