Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

A theoretical and practical study on linear reforms of dual taxes

[cat] En aquest treball extenem les reformes lineals introduïdes per Pfähler (1984) al cas d’impostos duals. Estudiem l’efecte relatiu que els retalls lineals duals d’un impost dual tenen sobre la distribució de la desigualtat -es pot fer un estudi simètric per al cas d’augments d’impostos-. Tambe introduïm mesures del grau de progressivitat d’impostos duals i mostrem que estan connectades amb el criteri de dominació de Lorenz. Addicionalment, estudiem l’elasticitat de la càrrega fiscal de cadascuna de les reformes proposades. Finalment, gràcies a un model de microsimulació i una gran base de dades que conté informació sobre l’IRPF espanyol de l’any 2004, 1) comparem l’efecte que diferents reformes tindrien sobre l’impost dual espanyol i 2) estudiem quina redistribució de la riquesa va suposar la reforma dual de l’IRPF (Llei ’35/2006’) respecte l’anterior impost.

Drug-induced linear IgA bullous dermatosis probably induced by furosemide.

Linear IgA bullous dermatosis (LABD) is an autoimmune disease, characterized by linear deposition of IgA along the basement membrane zone. Drug-induced LABD is rare but increasing in frequency. A new case of drug-induced LABD associated with the administration of furosemide is described.

Enhanced pulse propagation in non-linear arrays of oscillators

The propagation of a pulse in a nonlinear array of oscillators is influenced by the nature of the array and by its coupling to a thermal environment. For example, in some arrays a pulse can be speeded up while in others a pulse can be slowed down by raising the temperature. We begin by showing that an energy pulse (one dimension) or energy front (two dimensions) travels more rapidly and remains more localized over greater distances in an isolated array (microcanonical) of hard springs than in a harmonic array or in a soft-springed array. Increasing the pulse amplitude causes it to speed up in a hard chain, leaves the pulse speed unchanged in a harmonic system, and slows down the pulse in a soft chain. Connection of each site to a thermal environment (canonical) affects these results very differently in each type of array. In a hard chain the dissipative forces slow down the pulse while raising the temperature speeds it up. In a soft chain the opposite occurs: the dissipative forces actually speed up the pulse, while raising the temperature slows it down. In a harmonic chain neither dissipation nor temperature changes affect the pulse speed. These and other results are explained on the basis of the frequency vs energy relations in the various arrays

Resting-State Functional Connectivity Emerges from Structurally and Dynamically Shaped Slow Linear Fluctuations.

Brain fluctuations at rest are not random but are structured in spatial patterns of correlated activity across different brain areas. The question of how resting-state functional connectivity (FC) emerges from the brain's anatomical connections has motivated several experimental and computational studies to understand structure-function relationships. However, the mechanistic origin of resting state is obscured by large-scale models' complexity, and a close structure-function relation is still an open problem. Thus, a realistic but simple enough description of relevant brain dynamics is needed. Here, we derived a dynamic mean field model that consistently summarizes the realistic dynamics of a detailed spiking and conductance-based synaptic large-scale network, in which connectivity is constrained by diffusion imaging data from human subjects. The dynamic mean field approximates the ensemble dynamics, whose temporal evolution is dominated by the longest time scale of the system. With this reduction, we demonstrated that FC emerges as structured linear fluctuations around a stable low firing activity state close to destabilization. Moreover, the model can be further and crucially simplified into a set of motion equations for statistical moments, providing a direct analytical link between anatomical structure, neural network dynamics, and FC. Our study suggests that FC arises from noise propagation and dynamical slowing down of fluctuations in an anatomically constrained dynamical system. Altogether, the reduction from spiking models to statistical moments presented here provides a new framework to explicitly understand the building up of FC through neuronal dynamics underpinned by anatomical connections and to drive hypotheses in task-evoked studies and for clinical applications.

Linear relations between writhe and minimal crossing number in Conway families of ideal knots and links

We showed earlier how to predict the writhe of any rational knot or link in its ideal geometric configuration, or equivalently the average of the 3D writhe over statistical ensembles of random configurations of a given knot or link (Cerf and Stasiak 2000 Proc. Natl Acad. Sci. USA 97 3795). There is no general relation between the minimal crossing number of a knot and the writhe of its ideal geometric configuration. However, within individual families of knots linear relations between minimal crossing number and writhe were observed (Katritch et al 1996 Nature 384 142). Here we present a method that allows us to express the writhe as a linear function of the minimal crossing number within Conway families of knots and links in their ideal configuration. The slope of the lines and the shift between any two lines with the same

Linear random knots and their scaling behavior

We present here a nonbiased probabilistic method that allows us to consistently analyze knottedness of linear random walks with up to several hundred noncorrelated steps. The method consists of analyzing the spectrum of knots formed by multiple closures of the same open walk through random points on a sphere enclosing the walk. Knottedness of individual "frozen" configurations of linear chains is therefore defined by a characteristic spectrum of realizable knots. We show that in the great majority of cases this method clearly defines the dominant knot type of a walk, i.e., the strongest component of the spectrum. In such cases, direct end-to-end closure creates a knot that usually coincides with the knot type that dominates the random closure spectrum. Interestingly, in a very small proportion of linear random walks, the knot type is not clearly defined. Such walks can be considered as residing in a border zone of the configuration space of two or more knot types. We also characterize the scaling behavior of linear random knots.

Mobilização do solo, erosão e produtividade de milho e feijão em um regossolo no agreste pernambucano

Este estudo foi conduzido no município de Caruaru (PE), no período de 1970 a 1990, em um Regossolo eutrófico com 12% de declividade, para avaliar o efeito de diferentes graus de mobilização sobre as perdas de solo e água e sobre a produtividade de milho (Zea mays L.) e feijão (Phaseolus vulgaris L.), em condições de chuva natural. Os dados foram coletados em quatro talhões de 1.000 m², equipados com coletores de material erosado, compreendendo os seguintes tratamentos: enxada (manual), aração e gradagem, duas arações e gradagem, e gradagem. Comparando as perdas médias anuais de solo e água, verificou-se que a maior intensidade de mobilização provocou as maiores perdas, mas que, de modo geral, foram muito baixas, fato atribuído às quantidades de cascalho e areia grossa existentes no perfil do solo, por reduzirem o impacto das gotas de chuva e aumentarem a permeabilidade do solo. Além do mais, os tratamentos mais mobilizados, por colocarem as camadas mais ricas em nutrientes a profundidades maiores, facilitando a absorção deles, proporcionaram as maiores produtividades médias de milho e feijão, com destaque para o milho. Houve boa correlação da produtividade média do milho com os teores médios de P extraível, nas profundidades de 9 a 14 cm, de 10 a 19 cm e de 14 a 22 cm.

Polydispersity index from linear viscoelastic data: Unimodal and bimodal linear polymer melts

This article describes a method for determining the polydispersity index Ip2=Mz/Mw of the molecular weight distribution (MWD) of linear polymeric materials from linear viscoelastic data. The method uses the Mellin transform of the relaxation modulus of a simple molecular rheological model. One of the main features of this technique is that it enables interesting MWD information to be obtained directly from dynamic shear experiments. It is not necessary to achieve the relaxation spectrum, so the ill-posed problem is avoided. Furthermore, a determinate shape of the continuous MWD does not have to be assumed in order to obtain the polydispersity index. The technique has been developed to deal with entangled linear polymers, whatever the form of the MWD is. The rheological information required to obtain the polydispersity index is the storage G′(ω) and loss G″(ω) moduli, extending from the terminal zone to the plateau region. The method provides a good agreement between the proposed theoretical approach and the experimental polydispersity indices of several linear polymers for a wide range of average molecular weights and polydispersity indices. It is also applicable to binary blends.

Comparison between a linear ion trap and a triple quadruple MS in the sensitive detection of large peptides at femtomole amounts on column.

In addition to the importance of sample preparation and extract separation, MS detection is a key factor in the sensitive quantification of large undigested peptides. In this article, a linear ion trap MS (LIT-MS) and a triple quadrupole MS (TQ-MS) have been compared in the detection of large peptides at subnanomolar concentrations. Natural brain natriuretic peptide, C-peptide, substance P and D-Junk-inhibitor peptide, a full D-amino acid therapeutic peptide, were chosen. They were detected by ESI and simultaneous MS(1) and MS(2) acquisitions. With direct peptide infusion, MS(2) spectra revealed that fragmentation was peptide dependent, milder on the LIT-MS and required high collision energies on the TQ-MS to obtain high-intensity product ions. Peptide adsorption on surfaces was overcome and peptide dilutions ranging from 0.1 to 25 nM were injected onto an ultra high-pressure LC system with a 1 mm id analytical column and coupled with the MS instruments. No difference was observed between the two instruments when recording in LC-MS(1) acquisitions. However, in LC-MS(2) acquisitions, a better sensitivity in the detection of large peptides was observed with the LIT-MS. Indeed, with the three longer peptides, the typical fragmentation in the TQ-MS resulted in a dramatic loss of sensitivity (> or = 10x).

Proposição de modelos para estimativa da erodibilidade de latossolos brasileiros

Os métodos existentes para determinação indireta da erodibilidade não têm se mostrado adequados quando aplicados aos solos tropicais, particularmente no tocante aos latossolos brasileiros. Sendo assim, objetivou-se, com este estudo, desenvolver modelos para a estimativa da erodibilidade desse grupamento de solos, a partir de variáveis morfológicas, físicas, químicas e mineralógicas do solo. Foram feitas em 19 latossolos das várias regiões geográficas brasileiras, 129 determinações (variáveis independentes), cujos resultados foram submetidos à análise de regressão linear múltipla em "backward" utilizando o programa SAS, relacionando-se com a erodibilidade obtida diretamente no campo através de parcelas de perdas de solo (variável dependente). Foi possível desenvolver cinco modelos, com graus crescentes de complexidade e precisão para a estimativa da erodibilidade dos latossolos brasileiros, englobando 37 determinações que apresentam significância.

Sobrevivência e crescimento de mudas de sabiá em podzólico vermelho-amarelo sob erosão simulada

O objetivo deste trabalho foi estudar mudanças nas propriedades de um Podzólico Vermelho-Amarelo relacionadas à remoção gradual de sua camada arável por meio de erosão simulada e seus efeitos na sobrevivência e crescimento de mudas de sabiá (Mimosa caesalpiniaefolia Benth). O experimento foi conduzido em casa de vegetação, em 1990, no Departamento de Ciência do Solo, UFC, em Fortaleza, CE, em camadas do solo de 0-15, 5-20, 10-25, 15-30, 20-35 e 25-40 cm, as quais foram removidas e acondicionadas em sacos de plástico, onde as sementes foram plantadas e as mudas desenvolveram-se por 85 dias. Maiores valores de porcentagem de argila, de água disponível, de teores de K e Ca e da CTC determinados nas camadas mais profundas não reduziram o impacto negativo da erosão na sobrevivência e crescimento das mudas, pois eles estavam associados a aumentos da saturação por Al, bem como a significativos decréscimos no pH, na matéria orgânica, na saturação por bases e nos teores de N, P e Mg no solo. À medida que a profundidade das camadas removidas aumentava, a porcentagem de sobrevivência, a altura, o peso seco das raízes e da parte aérea, bem como a biomassa seca total das plantas gradualmente decrescia; esses decréscimos foram de 16,8, 66,3, 67,1, 82,0 e 79,6%, respectivamente, na camada de 25-40 cm, em relação aos dados da camada 0-15 cm.