Multivariate analyses of variance and covariance for simulation studies involving normal time series

Photocopy.

Extrapolation, interpolation, and smoothing of stationary time series, with engineering applications.

"First published during the war as a classified report to Section D2, National Defense Research Committee."

Seasonal adjustment when both deterministic and stochastic seasonality are present : for presentation at the National Bureau of Economic Research/Bureau of the Census Conference on Seasonal Analysis of Economic Times Series, Washington, D.C., September 9-10, 1976.

Mode of access: Internet.

Transparent boundary conditions for wave propagation on unbounded domains

The numerical solution of the time dependent wave equation in an unbounded domain generally leads to a truncation of this domain, which requires the introduction of an artificial boundary with associated boundary conditions. Such nonreflecting conditions ensure the equivalence between the solution of the original problem in the unbounded region and the solution inside the artificial boundary. We consider the acoustic wave equation and derive exact transparent boundary conditions that are local in time and can be directly used in explicit methods. These conditions annihilate wave harmonics up to a given order on a spherical artificial boundary, and we show how to combine the derived boundary condition with a finite difference method. The analysis is complemented by a numerical example in two spatial dimensions that illustrates the usefulness and accuracy of transparent boundary conditions.

Diffusion of n-decane in mesoporous MCM-41 silicas

We investigate here the diffusion of n-decane in nanoporous MCM-41 silicas with pore diameters between 3.0 and 4.3 nm, and at various temperatures and purge flow rates, by the Zero Length Column method. A complete-time-range analysis of desorption curves is used to derive the diffusion coefficient, and the effect of pore size, purge flow rate and temperature on the diffusion character is systematically studied. The results show that the calculated low-coverage diffusivity values are strongly dependent on temperature but only weakly dependent on pore size. The study reveals that transport is controlled by intracrystalline diffusion and dominated by sorbate-sorbent interaction, with the experimental isosteric heat matching the potential energy of flat-lying n-decane molecules on the surface, determined using a united atom model. The diffusion activation energy and adsorption isosteric heat at zero loading for the different pore size MCM-41 samples vary in a narrow range respectively, and their ratio is essentially constant over the pore size range studied. The study shows that the ZLC method is an effective tool to investigate the diffusion kinetics of hydrocarbons in mesoporous MCM-41 materials. (c) 2005 Elsevier Inc. All rights reserved.

Poly(beta-hydroxybutyrate-co-beta-hydroxyvalerate) supports in vitro osteogenesis

Studies have demonstrated that polymeric biomaterials have the potential to support osteoblast growth and development for bone tissue repair. Poly( beta- hydroxybutyrate- co- beta- hydroxyvalerate) ( PHBV), a bioabsorbable, biocompatible polyhydroxy acid polymer, is an excellent candidate that, as yet, has not been extensively investigated for this purpose. As such, we examined the attachment characteristics, self- renewal capacity, and osteogenic potential of osteoblast- like cells ( MC3T3- E1 S14) when cultured on PHBV films compared with tissue culture polystyrene ( TCP). Cells were assayed over 2 weeks and examined for changes in morphology, attachment, number and proliferation status, alkaline phosphatase ( ALP) activity, calcium accumulation, nodule formation, and the expression of osteogenic genes. We found that these spindle- shaped MC3T3- E1 S14 cells made cell - cell and cell - substrate contact. Time- dependent cell attachment was shown to be accelerated on PHBV compared with collagen and laminin, but delayed compared with TCP and fibronectin. Cell number and the expression of ALP, osteopontin, and pro- collagen alpha 1( I) mRNA were comparable for cells grown on PHBV and TCP, with all these markers increasing over time. This demonstrates the ability of PHBV to support osteoblast cell function. However, a lag was observed for cells on PHBV in comparison with those on TCP for proliferation, ALP activity, and cbfa- 1 mRNA expression. In addition, we observed a reduction in total calcium accumulation, nodule formation, and osteocalcin mRNA expression. It is possible that this cellular response is a consequence of the contrasting surface properties of PHBV and TCP. The PHBV substrate used was rougher and more hydrophobic than TCP. Although further substrate analysis is required, we conclude that this polymer is a suitable candidate for the continued development as a biomaterial for bone tissue engineering.

Cold periods and coronary events: an analysis of populations worldwide

Study objective: To investigate the association between cold periods and coronary events, and the extent to which climate, sex, age, and previous cardiac history increase risk during cold weather. Design: A hierarchical analyses of populations from the World Health Organisation's MONICA project. Setting: Twenty four populations from the WHO's MONICA project, a 21 country register made between 1980 and 1995. Patients: People aged 35 - 64 years who had a coronary event. Main results: Daily rates of coronary events were correlated with the average temperature over the current and previous three days. In cold periods, coronary event rates increased more in populations living in warm climates than in populations living in cold climates, where the increases were slight. The increase was greater in women than in men, especially in warm climates. On average, the odds for women having an event in the cold periods were 1.07 higher than the odds for men (95% posterior interval: 1.03 to 1.11). The effects of cold periods were similar in those with and without a history of a previous myocardial infarction. Conclusions: Rates of coronary events increased during comparatively cold periods, especially in warm climates. The smaller increases in colder climates suggest that some events in warmer climates are preventable. It is suggested that people living in warm climates, particularly women, should keep warm on cold days.

A time-harmonic target-field method for designing unshielded RF coils in MRI

Time-harmonic methods are required in the accurate design of RF coils as operating frequency increases. This paper presents such a method to find a current density solution on the coil that will induce some desired magnetic field upon an asymmetrically located target region within. This inverse method appropriately considers the geometry of the coil via a Fourier series expansion, and incorporates some new regularization penalty functions in the solution process. A new technique is introduced by which the complex, time-dependent current density solution is approximated by a static coil winding pattern. Several winding pattern solutions are given, with more complex winding patterns corresponding to more desirable induced magnetic fields.

Causality detection on US mutual fund movements using evolutionary subset time-series

In this paper we develop an evolutionary kernel-based time update algorithm to recursively estimate subset discrete lag models (including fullorder models) with a forgetting factor and a constant term, using the exactwindowed case. The algorithm applies to causality detection when the true relationship occurs with a continuous or a random delay. We then demonstrate the use of the proposed evolutionary algorithm to study the monthly mutual fund data, which come from the 'CRSP Survivor-bias free US Mutual Fund Database'. The results show that the NAV is an influential player on the international stage of global bond and stock markets.

Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Using intervention time series analyses to assess the effects of imperfectly identifiable natural events: A general method and example

BACKGROUND: Intervention time series analysis (ITSA) is an important method for analysing the effect of sudden events on time series data. ITSA methods are quasi-experimental in nature and the validity of modelling with these methods depends upon assumptions about the timing of the intervention and the response of the process to it. METHOD: This paper describes how to apply ITSA to analyse the impact of unplanned events on time series when the timing of the event is not accurately known, and so the problems of ITSA methods are magnified by uncertainty in the point of onset of the unplanned intervention. RESULTS: The methods are illustrated using the example of the Australian Heroin Shortage of 2001, which provided an opportunity to study the health and social consequences of an abrupt change in heroin availability in an environment of widespread harm reduction measures. CONCLUSION: Application of these methods enables valuable insights about the consequences of unplanned and poorly identified interventions while minimising the risk of spurious results.

Testicular germ cell tumors exhibit evidence of hormone dependence

The aim of this investigation was to test the hypothesis that testicular germ cell tumors (TGCTs) are hormone-dependent cancers. Human TGCT cells were implanted in the left testis of male severe combined immunodeficient mice receiving either no treatment or hormone manipulation treatment [blockade of gonadotropin-releasing hormone secretion and/or signaling using leuprolide or leuprolide plus exogenous testosterone]. Real-time RT-PCR analysis was used to determine the expression profiles of hormone pathway-associated genes. Tumor burden was significantly smaller in mice receiving both leuprolide and testosterone. Real-time RTPCR analysis of follicle-stimulating hormone (FSH) receptor, luteinizing hormone (LH) receptor and P450 aromatase revealed changes in expression in normal testis tissue related to presence of xenograft tumors and manipulation of hormone levels but a complete absence of expression of these genes in tumor cells themselves. This was confirmed in human specimens of TGCT. Reduced TGCT growth in vivo was associated with significant downregulation of LH receptor and P450 aromatase expression in normal testes. In conclusion, manipulation of hormone levels influenced the growth of TGCT in vivo, while the presence of xenografted tumors influenced the expression of hormone-related genes in otherwise untreated animals. Human TGCTs, both in the animal model and in clinical specimens, appear not to express receptors for FSH or LH. Similarly, expression of the P450 aromatase gene is absent in TGCTs. Impaired estrogen synthesis and/or signaling may be at least partly responsible for inhibition of TGCT growth in the animal model. (c) 2005 Wiley-Liss, Inc.

Time-Frequency Distribution Moments of Heart Rate Variability for Neonatal Seizure Detection

In this paper, we propose features extracted from the heart rate variability (HRV) based on the first and second conditional moments of time-frequency distribution (TFD) as an additional guide for seizure detection in newborn. The features of HRV in the low frequency band (LF: 0-0.07 Hz), mid frequency band (MF: 0.07-0.15 Hz), and high frequency band (HF: 0.15-0.6 Hz) have been obtained by means of the time-frequency analysis using the modified-B distribution (MBD). Results of ongoing time-frequency research are presented. Based on our preliminary results, the first conditional moment of HRV which is also known as the mean/central frequency in the LF band and the second conditional moment of HRV which is also known as the variance/instantaneous bandwidth (IB) in the HF band can be used as a good feature to discriminate the newborn seizure from the non-seizure

Costing police custody operations

Presents a simulation study of the costing of police custody operations at a UK police force. The custody operation incorporates the arrest, booking-in, interview, detention and court appearance activities. The Activity Based Costing (ABC) approach is used as a framework to show how costs are generated by the three “drivers” of cost, activity and resource. These relate to the design efficiency of the process, the timing and mix of demand on the process and the cost of resources used to undertake the process respectively. The use of discrete-event simulation allows the incorporation of dynamic (time-dependent) and stochastic (variability) elements in the cost analysis. This enables both the amount and timing of the use of capacity and the generation of cost to be established. The concept of committed and flexible resources directs management decisions to the redeployment of unused capacity or alternatively the identification of additional capacity requirements.

Stopping the clock on proteomic degradation by heat treatment at the point of tissue excision

The effectiveness of rapid and controlled heating of intact tissue to inactivate native enzymatic activity and prevent proteome degradation has been evaluated. Mouse brains were bisected immediately following excision, with one hemisphere being heat treated followed by snap freezing in liquid nitrogen while the other hemisphere was snap frozen immediately. Sections were cut by cryostatic microtome and analyzed by MALDI-MS imaging and minimal label 2-D DIGE, to monitor time-dependent relative changes in intensities of protein and peptide signals. Analysis by MALDI-MS imaging demonstrated that the relative intensities of markers varied across a time course (0-5 min) when the tissues were not stabilized by heat treatment. However, the same markers were seen to be stabilized when the tissues were heat treated before snap freezing. Intensity profiles for proteins indicative of both degradation and stabilization were generated when samples of treated and nontreated tissues were analyzed by 2-D DIGE, with protein extracted before and after a 10-min warming of samples. Thus, heat treatment of tissues at the time of excision is shown to prevent subsequent uncontrolled degradation of tissues at the proteomic level before any quantitative analysis, and to be compatible with downstream proteomic analysis.