Viipuri : kartta ja opas = plankarta och vägledning = map of the town = Plan der Stadt.

1:4000.

Lack of evidence for regulation of cardiac P-type ATPases and MAP kinases in transgenic mice with cardiac-specific overexpression of constitutively active α1B-adrenoceptors

The regulatory function of α1B-adrenoceptors in mammalian heart homeostasis is controversial. The objective of the present study was to characterize the expression/activity of key proteins implicated in cardiac calcium handling (Na+/K+-ATPase and Ca2+-ATPases) and growth (ERK1/2, JNK1/2 and p38) in mice with cardiac-selective overexpression of constitutively active mutant α1B-adrenoceptor (CAMα1B-AR), which present a mild cardiac hypertrophy phenotype. Immunoblot assays showed that myocardial plasma membrane Ca2+-ATPase (PMCA) expression was increased by 30% in CAMα1B-AR mice (N = 6, P < 0.05), although there was no change in sarco/endoplasmic reticulum Ca2+-ATPase (SERCA2) expression. Moreover, total Ca2+-ATPase activity was not modified, but a significant increase in the activity of the thapsigargin-resistant (PMCA) to thapsigargin-sensitive (SERCA) ratio was detected. Neither Na+/K+-ATPase activity nor the expression of α1 and α2 subunit isoforms was changed in CAMα1B-AR mouse hearts. Moreover, immunoblot assays did not provide evidence for an enhanced activation of the three mitogen-activated protein kinases studied in this stage of hypertrophy. Therefore, these findings indicate that chronic cardiac α1B-AR activation in vivo led to mild hypertrophy devoid of significant signs of adaptive modifications concerning primary intracellular calcium control and growth-related proteins, suggesting a minor pathophysiological role of this adrenergic receptor in mouse heart at this stage of development.

Map matching by using inertial sensors: literature review

This literature review aims to clarify what is known about map matching by using inertial sensors and what are the requirements for map matching, inertial sensors, placement and possible complementary position technology. The target is to develop a wearable location system that can position itself within a complex construction environment automatically with the aid of an accurate building model. The wearable location system should work on a tablet computer which is running an augmented reality (AR) solution and is capable of track and visualize 3D-CAD models in real environment. The wearable location system is needed to support the system in initialization of the accurate camera pose calculation and automatically finding the right location in the 3D-CAD model. One type of sensor which does seem applicable to people tracking is inertial measurement unit (IMU). The IMU sensors in aerospace applications, based on laser based gyroscopes, are big but provide a very accurate position estimation with a limited drift. Small and light units such as those based on Micro-Electro-Mechanical (MEMS) sensors are becoming very popular, but they have a significant bias and therefore suffer from large drifts and require method for calibration like map matching. The system requires very little fixed infrastructure, the monetary cost is proportional to the number of users, rather than to the coverage area as is the case for traditional absolute indoor location systems.

Modeling Energy Futures Returns With Markov Regime Switching Model

Financial time series have a tendency of abruptly changing their behavior and maintain this behavior for several consecutive periods, and commodity futures returns are not an exception. This quality proposes that nonlinear models, as opposed to linear models, can more accurately describe returns and volatility. Markov regime switching models are able to match this behavior and have become a popular way to model financial time series. This study uses Markov regime switching model to describe the behavior of energy futures returns on a commodity level, because studies show that commodity futures are a heterogeneous asset class. The purpose of this thesis is twofold. First, determine how many regimes characterize individual energy commodities’ returns in different return frequencies. Second, study the characteristics of these regimes. We extent the previous studies on the subject in two ways: We allow for the possibility that the number of regimes may exceed two, as well as conduct the research on individual commodities rather than on commodity indices or subgroups of these indices. We use daily, weekly and monthly time series of Brent crude oil, WTI crude oil, natural gas, heating oil and gasoil futures returns over 1994–2014, where available, to carry out the study. We apply the likelihood ratio test to determine the sufficient number of regimes for each commodity and data frequency. Then the time series are modeled with Markov regime switching model to obtain the return distribution characteristics of each regime, as well as the transition probabilities of moving between regimes. The results for the number of regimes suggest that daily energy futures return series consist of three to six regimes, whereas weekly and monthly returns for all energy commodities display only two regimes. When the number of regimes exceeds two, there is a tendency for the time series of energy commodities to form groups of regimes. These groups are usually quite persistent as a whole because probability of a regime switch inside the group is high. However, individual regimes in these groups are not persistent and the process oscillates between these regimes frequently. Regimes that are not part of any group are generally persistent, but show low ergodic probability, i.e. rarely prevail in the market. This study also suggests that energy futures return series characterized with two regimes do not necessarily display persistent bull and bear regimes. In fact, for the majority of time series, bearish regime is considerably less persistent. Rahoituksen aikasarjoilla on taipumus arvaamattomasti muuttaa käyttäytymistään ja jatkaa tätä uutta käyttäytymistä useiden periodien ajan, eivätkä hyödykefutuurien tuotot tee tähän poikkeusta. Tämän ominaisuuden johdosta lineaaristen mallien sijasta epälineaariset mallit pystyvät tarkemmin kuvailemaan esimerkiksi tuottojen jakauman parametreja. Markov regiiminvaihtomallit pystyvät vangitsemaan tämän ominaisuuden ja siksi niistä on tullut suosittuja rahoituksen aikasarjojen mallintamisessa. Tämä tutkimus käyttää Markov regiiminvaihtomallia kuvaamaan yksittäisten energiafutuurien tuottojen käyttäytymistä, sillä tutkimukset osoittavat hyödykefutuurien olevan hyvin heterogeeninen omaisuusluokka. Tutkimuksen tarkoitus on selvittää, kuinka monta regiimiä tarvitaan kuvaamaan energiafutuurien tuottoja eri tuottofrekvensseillä ja mitkä ovat näiden regiimien ominaisuudet. Aiempaa tutkimusta aiheesta laajennetaan määrittämällä regiimien lukumäärä tilastotieteellisen testauksen menetelmin sekä tutkimalla energiafutuureja yksittäin; ei indeksi- tai alaindeksitasolla. Tutkimuksessa käytetään päivä-, viikko- ja kuukausiaikasarjoja Brent-raakaöljyn, WTI-raakaöljyn, maakaasun, lämmitysöljyn ja polttoöljyn tuotoista aikaväliltä 1994–2014, siltä osin kuin aineistoa on saatavilla. Likelihood ratio -testin avulla estimoidaan kaikille aikasarjoille regiimien määrä,jonka jälkeen Markov regiiminvaihtomallia hyödyntäen määritetään yksittäisten regiimientuottojakaumien ominaisuudet sekä regiimien välinen transitiomatriisi. Tulokset regiimien lukumäärän osalta osoittavat, että energiafutuurien päiväkohtaisten tuottojen aikasarjoissa regiimien lukumäärä vaihtelee kolmen ja kuuden välillä. Viikko- ja kuukausituottojen kohdalla kaikkien energiafutuurien prosesseissa regiimien lukumäärä on kaksi. Kun regiimejä on enemmän kuin kaksi, on prosessilla taipumus muodostaa regiimeistä koostuvia ryhmiä. Prosessi pysyy ryhmän sisällä yleensä pitkään, koska todennäköisyys siirtyä ryhmään kuuluvien regiimien välillä on suuri. Yksittäiset regiimit ryhmän sisällä eivät kuitenkaan ole kovin pysyviä. Näin ollen prosessi vaihtelee ryhmän sisäisten regiimien välillä tiuhaan. Regiimit, jotka eivät kuulu ryhmään, ovat yleensä pysyviä, mutta prosessi ajautuu niihin vain harvoin, sillä todennäköisyys siirtyä muista regiimeistä niihin on pieni. Tutkimuksen tulokset osoittavat myös, että prosesseissa, joita ohjaa kaksi regiimiä, nämä regiimit eivät välttämättä ole pysyvät bull- ja bear-markkinatilanteet. Tulokset osoittavat sen sijaan, että bear-markkinatilanne on energiafutuureissa selvästi vähemmän pysyvä.

Visual Customer Segmentation and Data Exploration with the Self-Organizing Map

Advancements in information technology have made it possible for organizations to gather and store vast amounts of data of their customers. Information stored in databases can be highly valuable for organizations. However, analyzing large databases has proven to be difficult in practice. For companies in the retail industry, customer intelligence can be used to identify profitable customers, their characteristics, and behavior. By clustering customers into homogeneous groups, companies can more effectively manage their customer base and target profitable customer segments. This thesis will study the use of the self-organizing map (SOM) as a method for analyzing large customer datasets, clustering customers, and discovering information about customer behavior. Aim of the thesis is to find out whether the SOM could be a practical tool for retail companies to analyze their customer data.

A new & accurate map of Sweden: collected from the latest improvemts. and adjusted by the most authentic astronl. observations

Teoksessa: A Complete System of Geography /E. Bowen, 1747. Plate 27.

A new map of Denmark, Norway, Sweden & Moscovy, shewing their present general divisions, cheif, cities or towns, rivers, mountains, &c.: dedicated to his highness William Duke of Glocester

0-meridiaani Lontoo: Koordinaattiasteikko: W15°-E85°, N74°30'-48°.

A new map of Sweden and Norway

London, published by James Wyld, Geographer to the Queen & H.R.H. Prince Albert, Charing Cross East & Model of the Earth, Leicester Square.

A new and exact map of Sweden and Norway corrected from the best observations communicated to the Royal Society at London & the Royal Academy at Paris &c.

Kartta leikattu karttakuvaa reunastavan kehyksen ulkorajaa pitkin.

A new map of Europe from the latest observations: inscrib'd to the hono.ble Samuel Molyneux esq. secretary to his R. H. the Prince

0-meridiaani: London.

A new and accurate map of Scandinavia, or the northern crowns of Sweden, Denmark, and Norway: drawn from the most approv'd maps and charts, and adjusted by astronoml. observations

Teoksessa A complete system of geography / E. Bowen, (London) 1747. Plate n:o 25.