Medieval foreign exchange: a time series analysis

This chapter applies rigorous statistical analysis to existing datasets of medieval exchange rates quoted in merchants’ letters sent from Barcelona, Bruges and Venice between 1380 and 1310, which survive in the archive of Francesco di Marco Datini of Prato. First, it tests the exchange rates for stationarity. Second, it uses regression analysis to examine the seasonality of exchange rates at the three financial centres and compares them against contemporary descriptions by the merchant Giovanni di Antonio da Uzzano. Third, it tests for structural breaks in the exchange rate series.

The dependence of high-latitude dayside ionospheric flows on the North-South component of the IMF: A high time resolution correlation analysis using EISCAT “Polar” and AMPTE UKS and IRM data

In 1984 and 1985 a series of experiments was undertaken in which dayside ionospheric flows were measured by the EISCAT “Polar” experiment, while observations of the solar wind and interplanetary magnetic field (IMF) were made by the AMPTE UKS and IRM spacecraft upstream from the Earth's bow shock. As a result, 40 h of simultaneous data were acquired, which are analysed in this paper to investigate the relationship between the ionospheric flow and the North-South (Bz) component of the IMF. The ionospheric flow data have 2.5 min resolution, and cover the dayside local time sector from ∼ 09:30 to ∼ 18:30 M.L.T. and the latitude range from 70.8° to 74.3°. Using cross-correlation analysis it is shown that clear relationships do exist between the ionospheric flow and IMF Bz, but that the form of the relations depends strongly on latitude and local time. These dependencies are readily interpreted in terms of a twinvortex flow pattern in which the magnitude and latitudinal extent of the flows become successively larger as Bz becomes successively more negative. Detailed maps of the flow are derived for a range of Bz values (between ± 4 nT) which clearly demonstrate the presence of these effects in the data. The data also suggest that the morning reversal in the East-West component of flow moves to earlier local times as Bz, declines in value and becomes negative. The correlation analysis also provides information on the ionospheric response time to changes in IMF Bz, it being found that the response is very rapid indeed. The most rapid response occurs in the noon to mid-afternoon sector, where the westward flows of the dusk cell respond with a delay of 3.9 ± 2.2 min to changes in the North-South field at the subsolar magnetopause. The flows appear to evolve in form over the subsequent ~ 5 min interval, however, as indicated by the longer response times found for the northward component of flow in this sector (6.7 ±2.2 min), and in data from earlier and later local times. No evidence is found for a latitudinal gradient in response time; changes in flow take place coherently in time across the entire radar field-of-view.

Time-frequency analysis of acoustic noise produced by breaking of crisp biscuits

This paper demonstrates by means of joint time-frequency analysis that the acoustic noise produced by the breaking of biscuits is dependent on relative humidity and water activity. It also shows that the time-frequency coefficients calculated using the adaptive Gabor transformation algorithm is dependent on the period of time a biscuit is exposed to humidity. This is a new methodology that can be used to assess the crispness of crisp foods. (c) 2007 Elsevier Ltd. All rights reserved.

A Time-Series Analysis of the H alpha Emission Line in V3885 Sagitarii

Flickering is a phenomenon related to mass accretion observed among many classes of astrophysical objects. In this paper we present a study of flickering emission lines and the continuum of the cataclysmic variable V3885 Sgr. The flickering behavior was first analyzed through statistical analysis and the power spectra of lightcurves. Autocorrelation techniques were then employed to estimate the flickering timescale of flares. A cross-correlation study between the line and its underlying continuum variability is presented. The cross-correlation between the photometric and spectroscopic data is also discussed. Periodograms, calculated using emission-line data, show a behavior that is similar to those obtained from photometric datasets found in the literature, with a plateau at lower frequencies and a power-law at higher frequencies. The power-law index is consistent with stochastic events. The cross-correlation study indicates the presence of a correlation between the variability on Ha and its underlying continuum. Flickering timescales derived from the photometric data were estimated to be 25 min for two lightcurves and 10 min for one of them. The average timescales of the line flickering is 40 min, while for its underlying continuum it drops to 20 min.

Gradual Decline in Malaria-Specific Memory T Cell Responses Leads to Failure to Maintain Long-Term Protective Immunity to Plasmodium chabaudi AS Despite Persistence of B Cell Memory and Circulating Antibody

The mechanisms responsible for the generation and maintenance of immunological memory to Plasmodium are poorly understood and the reasons why protective immunity in humans is so difficult to achieve and rapidly lost remain a matter for debate. A possible explanation for the difficulty in building up an efficient immune response against this parasite is the massive T cell apoptosis resulting from exposure to high-dose parasite Ag. To determine the immunological mechanisms required for long-term protection against P. chabaudi malaria and the consequences of high and low acute phase parasite loads for acquisition of protective immunity, we performed a detailed analysis of T and B cell compartments over a period of 200 days following untreated and drug-treated infections in female C57BL/6 mice. By comparing several immunological parameters with the capacity to control a secondary parasite challenge, we concluded that loss of full protective immunity is not determined by acute phase parasite load nor by serum levels of specific IgG2a and IgG1. Abs, but appears to be a consequence of the progressive decline in memory T cell response to parasites, which occurs similarly in untreated and drug-treated mice with time after infection. Furthermore, by analyzing adoptive transfer experiments, we confirmed the major role of CD4(+) T cells for guaranteeing long-term full protection against P. chabaudi malaria. The Journal of Immunology, 2008, 181: 8344-8355.

Wave optics analysis by phase-shifting real-time holographic interferometry

The purpose of this work is to study the potentialities in the phase-shifting real-time holographic interferometry using photorefractive crystals as the recording medium for wave-optics analysis in optical elements and non-linear optical materials. This technique was used for obtaining quantitative measurements from the phase distributions of the wave front of lens and lens systems along the propagation direction with in situ visualization, monitoring and analysis in real time. (C) 2008 Elsevier GmbH. All rights reserved.

Light-induced lens analysis in photorefractive crystals employing phase-shifting real-time holographic interferometry

The purpose of this work is to study the potentialities of phase-shifting real-time holographic interferometry for the analysis of light-induced lens in photoreffactive and nonlinear optical materials. We show that this technique can be used for quantitative evaluation of the phase distribution of a wavefront changed by a light-induced lens and, consequently, the refractive index changes in these materials. The basic principle of this technique combines real-time holographic interferometry with phase-shifting technique for interferogram analysis. This method is demonstrated with in situ visualization, monitoring and analysis in real-time and uses a Bi(12)SiO(20) crystal as the holographic medium and a Bi(12)TiO(20) as the test sample. (C) 2008 Elsevier B.V. All rights reserved.

Bond Strength and Etching Pattern of Adhesive Systems to Enamel: Effects of Conditioning Time and Enamel Preparation

Statement of the problem: The performance of self-etch systems on enamel is controversial and seems to be dependent on the application technique and the enamel preparation. Purpose of the Study: To examine the effects of conditioning time and enamel surface preparation on bond strength and etching pattern of adhesive systems to enamel. Materials and Methods: Ninety-six teeth were divided into 16 conditions (N = 6) in function of enamel preparation and conditioning time for bond strength test. The adhesive systems OptiBond FL (Kerr, Orange, CA, USA), OptiBond SOLO Plus (Kerr), Clearfil SE Bond (Kuraray, Osaka, Japan), and Adper Prompt L-Pop (3M ESPE, St. Paul, MN, USA) were applied on unground or ground enamel following the manufacturers` directions or doubling the conditioning time. Cylinders of Filtek Flow (0.5-mm height) were applied to each bonded enamel surface using a Tygon tube (0.7 mm in diameter; Saint-Gobain Corp., Aurora, OH, USA). After storage (24 h/37 degrees C), the specimens were subjected to shear force (0.5 mm/min). The data were treated by a three-way analysis of variance and Tukey`s test (alpha = 0.05). The failure modes of the debonded interfaces and the etching pattern of adhesives were observed using scanning electron microscopy. Results: Only the main factor ""adhesive"" was statistically significant (p < 0.001). The lowest bond strength value was observed for OptiBond FL. The most defined etching pattern was observed for 35% phosphoric acid and for Adper Prompt L-Pop. Mixed failures were observed for all adhesives, but OptiBond FL showed cohesive failures in resin predominantly. Conclusions: The increase in the conditioning time as well as the enamel pretreatment did not provide an increase in the resin-enamel bond strength values for the studied adhesives. CLINICAL SIGNIFICANCE The surface enamel preparation and the conditioning time do not affect the performance of self-etch systems to enamel. (J Esthet Restor Dent 20:322-336, 2008)

Regression analysis of mean quality-adjusted survival time based on pseudo-observations

Regression models for the mean quality-adjusted survival time are specified from hazard functions of transitions between two states and the mean quality-adjusted survival time may be a complex function of covariates. We discuss a regression model for the mean quality-adjusted survival (QAS) time based on pseudo-observations, which has the advantage of directly modeling the effect of covariates in the QAS time. Both Monte Carlo Simulations and a real data set are studied. Copyright (C) 2009 John Wiley & Sons, Ltd.

Development of a fast capillary electrophoresis method for the determination of propranolol-Total analysis time reduction strategies

The aim of this study was to develop a fast capillary electrophoresis method for the determination of propranolol in pharmaceutical preparations. In the method development the pH and constituents of the background electrolyte were selected using the effective mobility versus pH curves. Benzylamine was used as the internal standard. The background electrolyte was composed of 60 mmol L(-1) tris(hydroxymethyl)aminomethane and 30 mmol L(-1) 2-hydroxyisobutyric acid,at pH 8.1. Separation was conducted in a fused-silica capillary (32 cm total length and 8.5 cm effective length, 50 mu m I.D.) with a short-end injection configuration and direct UV detection at 214 nm. The run time was only 14 s. Three different strategies were studied in order to develop a fast CE method with low total analysis time for propranolol analysis: low flush time (Lflush) 35 runs/h, without flush (Wflush) 52 runs/h, and Invert (switched polarity) 45 runs/h. Since the three strategies developed are statistically equivalent, Mush was selected due to the higher analytical frequency in comparison with the other methods. A few figures of merit of the proposed method include: good linearity (R(2) > 0.9999); limit of detection of 0.5 mg L(-1): inter-day precision better than 1.03% (n = 9) and recovery in the range of 95.1-104.5%. (C) 2009 Elsevier B.V. All rights reserved.

Evaluation of Postpolymerization as a Function of the Storage Time of Triethylene Glycol Dimethacrylate/2,2-Bis[4-(2-Hydroxy-3-Methacryloxy-Prop-1-Oxy)-Phenyl]-propane Bisphenyl-alpha-Glycidyl Ether Dimethacrylate Copolymers Used in Dental Resins by Differential Scanning Calorimetry and Dynamic Mechanical Analysis

The aim of this work was to evaluate the effect of the storage time on the thermal properties of triethylene glycol dimethacrylate/2,2-bis[4-(2-hydroxy-3-methacryloxy-prop-1-oxy)-phenyl]propane bisphenyl-alpha-glycidyl ether dimethacrylate (TB) copolymers used in formulations of dental resins after photopolymerization. The TB copolymers were prepared by photopolymerization with an Ultrablue IS light-emitting diode, stored in the dark for 160 days at 37 degrees C, and characterized with differential scanning calorimetry (DSC), dynamic mechanical analysis (DMA), and Fourier transform infrared spectroscopy with attenuated total reflection. DSC curves indicated the presence of an exothermic peak, confirming that the reaction was not completed during the photopolymerization process. This exothermic peak became smaller as a function of the storage time and was shifted at higher temperatures. In DMA studies, a plot of the loss tangent versus the temperature initially showed the presence of two well-defined peaks. The presence of both peaks confirmed the presence of residual monomers that were not converted during the photopolymerization process. (C) 2009 Wiley Periodicals, Inc. J Appl Polym Sci 112: 679-684, 2009

Financial time series analysis : Chaos and neurodynamics approach

This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provide negative answers. Phase space reconstruction is achieved by time delay embedding resulting in multiple embedded vectors. The cognitive approach suggested, is inspired by the capability of some chartists to predict the direction of an index by looking at the price time series. Thus, in this work, the calculation of the embedding dimension and the separation, in Takens‘ embedding theorem for phase space reconstruction, is not limited to False Nearest Neighbor, Differential Entropy or other specific method, rather, this work is interested in all embedding dimensions and separations that are regarded as different ways of looking at a time series by different chartists, based on their expectations. Prior to the prediction, the embedded vectors of the phase space are classified with Fuzzy-ART, then, for each class a back propagation Neural Network is trained to predict the last element of each vector, whereas all previous elements of a vector are used as features.

Do crude oil price changes affect economic growth of India, Pakistan and Bangladesh? : A multivariate time series analysis

This paper analyzes empirically the effect of crude oil price change on the economic growth of Indian-Subcontinent (India, Pakistan and Bangladesh). We use a multivariate Vector Autoregressive analysis followed by Wald Granger causality test and Impulse Response Function (IRF). Wald Granger causality test results show that only India’s economic growth is significantly affected when crude oil price decreases. Impact of crude oil price increase is insignificantly negative for all three countries during first year. In second year, impact is negative but smaller than first year for India, negative but larger for Bangladesh and positive for Pakistan.