Comparing non-stationary and irregularly spaced time series

In this paper, we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt an existing procedure to use this statistic and its approximate distribution in order to test if two regularly or irregularly spaced time series are realizations of the same generating process. Simulation studies show good size and power properties for the test statistic. An application with financial microdata illustrates the test usefulness. We conclude advocating the use of these approximate distributions instead of the ones obtained through randomizations, mainly in the case of irregular time series. (C) 2012 Elsevier B.V. All rights reserved.

Using complex networks concepts to assess approaches for citations in scientific papers

The number of citations received by authors in scientific journals has become a major parameter to assess individual researchers and the journals themselves through the impact factor. A fair assessment therefore requires that the criteria for selecting references in a given manuscript should be unbiased with regard to the authors or journals cited. In this paper, we assess approaches for citations considering two recommendations for authors to follow while preparing a manuscript: (i) consider similarity of contents with the topics investigated, lest related work should be reproduced or ignored; (ii) perform a systematic search over the network of citations including seminal or very related papers. We use formalisms of complex networks for two datasets of papers from the arXiv and the Web of Science repositories to show that neither of these two criteria is fulfilled in practice. By representing the texts as complex networks we estimated a similarity index between pieces of texts and found that the list of references did not contain the most similar papers in the dataset. This was quantified by calculating a consistency index, whose maximum value is one if the references in a given paper are the most similar in the dataset. For the areas of "complex networks" and "graphenes", the consistency index was only 0.11-0.23 and 0.10-0.25, respectively. To simulate a systematic search in the citation network, we employed a traditional random walk search (i.e. diffusion) and a random walk whose probabilities of transition are proportional to the number of the ingoing edges of the neighbours. The frequency of visits to the nodes (papers) in the network had a very small correlation with either the actual list of references in the papers or with the number of downloads from the arXiv repository. Therefore, apparently the authors and users of the repository did not follow the criterion related to a systematic search over the network of citations. Based on these results, we propose an approach that we believe is fairer for evaluating and complementing citations of a given author, effectively leading to a virtual scientometry.

Conformation analysis of a surface loop that controls active site access in the GH11 xylanase A from Bacillus subtilis

Xylanases (EC 3.2.1.8 endo-1,4-glycosyl hydrolase) catalyze the hydrolysis of xylan, an abundant hemicellulose of plant cell walls. Access to the catalytic site of GH11 xylanases is regulated by movement of a short beta-hairpin, the so-called thumb region, which can adopt open or closed conformations. A crystallographic study has shown that the D11F/R122D mutant of the GH11 xylanase A from Bacillus subtilis (BsXA) displays a stable "open" conformation, and here we report a molecular dynamics simulation study comparing this mutant with the native enzyme over a range of temperatures. The mutant open conformation was stable at 300 and 328 K, however it showed a transition to the closed state at 338 K. Analysis of dihedral angles identified thumb region residues Y113 and T123 as key hinge points which determine the open-closed transition at 338 K. Although the D11F/R122D mutations result in a reduction in local inter-intramolecular hydrogen bonding, the global energies of the open and closed conformations in the native enzyme are equivalent, suggesting that the two conformations are equally accessible. These results indicate that the thumb region shows a broader degree of energetically permissible conformations which regulate the access to the active site region. The R122D mutation contributes to the stability of the open conformation, but is not essential for thumb dynamics, i.e., the wild type enzyme can also adapt to the open conformation.

Structure- and Ligand-Based Structure-Activity Relationships for a Series of Inhibitors of Aldolase

Aldolase has emerged as a promising molecular target for the treatment of human African trypanosomiasis. Over the last years, due to the increasing number of patients infected with Trypanosoma brucei, there is an urgent need for new drugs to treat this neglected disease. In the present study, two-dimensional fragment-based quantitative-structure activity relationship (QSAR) models were generated for a series of inhibitors of aldolase. Through the application of leave-one-out and leave-many-out cross-validation procedures, significant correlation coefficients were obtained (r(2) = 0.98 and q(2) = 0.77) as an indication of the statistical internal and external consistency of the models. The best model was employed to predict pK(i) values for a series of test set compounds, and the predicted values were in good agreement with the experimental results, showing the power of the model for untested compounds. Moreover, structure-based molecular modeling studies were performed to investigate the binding mode of the inhibitors in the active site of the parasitic target enzyme. The structural and QSAR results provided useful molecular information for the design of new aldolase inhibitors within this structural class.

A Poisson mixed model with nonnormal random effect distribution

In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.

Groups of services delivered by Brazilian branchless banking and respective network integration models

Over the last decade, Brazil has pioneered an innovative model of branchless banking, known as correspondent banking, involving distribution partnership between banks, several kinds of retailers and a variety of other participants, which have allowed an unprecedented growth in bank outreach and became a reference worldwide. However, despite the extensive number of studies recently developed focusing on Brazilian branchless banking, there exists a clear research gap in the literature. It is still necessary to identify the different business configurations involving network integration through which the branchless banking channel can be structured, as well as the way they relate to the range of bank services delivered. Given this gap, our objective is to investigate the relationship between network integration models and services delivered through the branchless banking channel. Based on twenty interviews with managers involved with the correspondent banking business and data collected on almost 300 correspondent locations, our research is developed in two steps. First, we created a qualitative taxonomy through which we identified three classes of network integration models. Second, we performed a cluster analysis to explain the groups of financial services that fit each model. By contextualizing correspondents' network integration processes through the lens of transaction costs economics, our results suggest that the more suited to deliver social-oriented, "pro-poor'' services the channel is, the more it is controlled by banks. This research offers contributions to managers and policy makers interested in understanding better how different correspondent banking configurations are related with specific portfolios of services. Researchers interested in the subject of branchless banking can also benefit from the taxonomy presented and the transaction costs analysis of this kind of banking channel, which has been adopted in a number of developing countries all over the world now. (C) 2011 Elsevier B.V. All rights reserved.

A fragment-based approach for ligand binding affinity and selectivity for the liver X receptor beta

Selective modulation of liver X receptor beta (LXR beta) has been recognized as an important approach to prevent or reverse the atherosclerotic process. In the present work, we have developed robust conformation-independent fragment-based quantitative structure-activity and structure-selectivity relationship models for a series of quinolines and cinnolines as potent modulators of the two LXR sub-types. The generated models were then used to predict the potency of an external test set and the predicted values were in good agreement with the experimental results, indicating the potential of the models for untested compounds. The final 2D molecular recognition patterns obtained were integrated to 3D structure-based molecular modeling studies to provide useful insights into the chemical and structural determinants for increased LXR beta binding affinity and selectivity. (C) 2011 Elsevier Inc. All rights reserved.

A general class of zero-or-one inflated beta regression models

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with probability mass at zero or one. The beta distribution is used to describe the continuous component of the model, since its density has a wide range of different shapes depending on the values of the two parameters that index the distribution. We use a suitable parameterization of the beta law in terms of its mean and a precision parameter. The parameters of the mixture distribution are modeled as functions of regression parameters. We provide inference, diagnostic, and model selection tools for this class of models. A practical application that employs real data is presented. (C) 2011 Elsevier B.V. All rights reserved.

A generalization of the optimal diagonal approximate inverse preconditioner

[EN ]The classical optimal (in the Frobenius sense) diagonal preconditioner for large sparse linear systems Ax = b is generalized and improved. The new proposed approximate inverse preconditioner N is based on the minimization of the Frobenius norm of the residual matrix AM − I, where M runs over a certain linear subspace of n × n real matrices, defined by a prescribed sparsity pattern. The number of nonzero entries of the n×n preconditioning matrix N is less than or equal to 2n, and n of them are selected as the optimal positions in each of the n columns of matrix N. All theoretical results are justified in detail…

The hp-adaptive FEM based on continuous Sobolev embeddings: isotropic refinements

The aim of this paper is to present a new class of smoothness testing strategies in the context of hp-adaptive refinements based on continuous Sobolev embeddings. In addition to deriving a modified form of the 1d smoothness indicators introduced in [26], they will be extended and applied to a higher dimensional framework. A few numerical experiments in the context of the hp-adaptive FEM for a linear elliptic PDE will be performed.

Characteristics of small-signal capacitances of silicon-on-sapphire MOSFETs

The measured inter-electrode capacitances of silicon-on-sapphire (SOS) MOSFETs are presented and compared with simulation results. It is shown that the variations of capacitances with DC bias differ from those of bulk MOSFETs due to change in body potential variation of the SOS device resulting from electron-hole pair generation through impact ionisation.

SimuMap: a computational system for spatial modelling

The paper presents a computational system based upon formal principles to run spatial models for environmental processes. The simulator is named SimuMap because it is typically used to simulate spatial processes over a mapped representation of terrain. A model is formally represented in SimuMap as a set of coupled sub-models. The paper considers the situation where spatial processes operate at different time levels, but are still integrated. An example of such a situation commonly occurs in watershed hydrology where overland flow and stream channel flow have very different flow rates but are highly related as they are subject to the same terrain runoff processes. SimuMap is able to run a network of sub-models that express different time-space derivatives for water flow processes. Sub-models may be coded generically with a map algebra programming language that uses a surface data model. To address the problem of differing time levels in simulation, the paper: (i) reviews general approaches for numerical solvers, (ii) considers the constraints that need to be enforced to use more adaptive time steps in discrete time specified simulations, and (iii) scaling transfer rates in equations that use different time bases for time-space derivatives. A multistep scheme is proposed for SimuMap. This is presented along with a description of its visual programming interface, its modelling formalisms and future plans. (C) 2003 Elsevier Ltd. All rights reserved.

Computational properties of min/max autocorrelation factors

Minimum/maximum autocorrelation factor (MAF) is a suitable algorithm for orthogonalization of a vector random field. Orthogonalization avoids the use of multivariate geostatistics during joint stochastic modeling of geological attributes. This manuscript demonstrates in a practical way that computation of MAF is the same as discriminant analysis of the nested structures. Mathematica software is used to illustrate MAF calculations from a linear model of coregionalization (LMC) model. The limitation of two nested structures in the LMC for MAF is also discussed and linked to the effects of anisotropy and support. The analysis elucidates the matrix properties behind the approach and clarifies relationships that may be useful for model-based approaches. (C) 2003 Elsevier Science Ltd. All rights reserved.

Data-driven fuzzy analysis in quantitative mineral resource assessment

The integration of geo-information from multiple sources and of diverse nature in developing mineral favourability indexes (MFIs) is a well-known problem in mineral exploration and mineral resource assessment. Fuzzy set theory provides a convenient framework to combine and analyse qualitative and quantitative data independently of their source or characteristics. A novel, data-driven formulation for calculating MFIs based on fuzzy analysis is developed in this paper. Different geo-variables are considered fuzzy sets and their appropriate membership functions are defined and modelled. A new weighted average-type aggregation operator is then introduced to generate a new fuzzy set representing mineral favourability. The membership grades of the new fuzzy set are considered as the MFI. The weights for the aggregation operation combine the individual membership functions of the geo-variables, and are derived using information from training areas and L, regression. The technique is demonstrated in a case study of skarn tin deposits and is used to integrate geological, geochemical and magnetic data. The study area covers a total of 22.5 km(2) and is divided into 349 cells, which include nine control cells. Nine geo-variables are considered in this study. Depending on the nature of the various geo-variables, four different types of membership functions are used to model the fuzzy membership of the geo-variables involved. (C) 2002 Elsevier Science Ltd. All rights reserved.

Designing supramolecular structures from models of cyclic peptide scaffolds with heterocyclic constraints

Cyclic peptides containing oxazole and thiazole heterocycles have been examined for their capacity to be used as scaffolds in larger, more complex, protein-like structures. Both the macrocyclic scaffolds and the supramolecular structures derived therefrom have been visualised by molecular modelling techniques. These molecules are too symmetrical to examine structurally by NMR spectroscopy. The cyclic hexapeptide ([Aaa-Thz](3), [Aaa-Oxz](3)) and cyclic octapeptide ([Aaa-Thz](4), [Aaa-Oxz](4)) analogues are composed of dipeptide surrogates (Aaa: amino acid, Thz: thiazole, Oxz: oxazole) derived from intramolecular condensation of cysteine or serine/threonine side chains in dipeptides like Aaa-Cys, Aaa-Ser and Aaa-Thr. The five-membered heterocyclic rings, like thiazole, oxazole and reduced analogues like thiazoline, thiazolidine and oxazoline have profound influences on the structures and bioactivities of cyclic peptides derived therefrom. This work suggests that such constrained cyclic peptides can be used as scaffolds to create a range of novel protein-like supramolecular structures (e.g. cylinders, troughs, cones, multi-loop structures, helix bundles) that are comparable in size, shape and composition to bioactive surfaces of proteins. They may therefore represent interesting starting points for the design of novel artificial proteins and artificial enzymes. (C) 2002 Elsevier Science Inc. All rights reserved.