Joint (X)over-bar and R charts with variable sample sizes and sampling intervals

Recent studies have shown that the (X) over bar chart with variable sampling intervals (VSI) and/or with variable sample sizes (VSS) detects process shifts faster than the traditional (X) over bar chart. This article extends these studies for processes that are monitored by both the (X) over bar and R charts. A Markov chain model is used to determine the properties of the joint (X) over bar and R charts with variable sample sizes and sampling intervals (VSSI). The VSSI scheme improves the joint (X) over bar and R control chart performance in terms of the speed with which shifts in the process mean and/or variance are detected.

Joint X̄ and R Charts with Variable Sample Sizes and Sampling Intervals

Recent studies have shown that the X̄ chart with variable sampling intervals (VSI) and/or with variable sample sizes (VSS) detects process shifts faster than the traditional X̄ chart. This article extends these studies for processes that are monitored by both the X̄ and R charts. A Markov chain model is used to determine the properties of the joint X and R charts with variable sample sizes and sampling intervals (VSSI). The VSSI scheme improves the joint X̄ and R control chart performance in terms of the speed with which shifts in the process mean and/or variance are detected.

Forecasting the UK/US exchange rate with divisia monetary models and neural networks

This paper compares the UK/US exchange rate forecasting performance of linear and nonlinear models based on monetary fundamentals, to a random walk (RW) model. Structural breaks are identified and taken into account. The exchange rate forecasting framework is also used for assessing the relative merits of the official Simple Sum and the weighted Divisia measures of money. Overall, there are four main findings. First, the majority of the models with fundamentals are able to beat the RW model in forecasting the UK/US exchange rate. Second, the most accurate forecasts of the UK/US exchange rate are obtained with a nonlinear model. Third, taking into account structural breaks reveals that the Divisia aggregate performs better than its Simple Sum counterpart. Finally, Divisia-based models provide more accurate forecasts than Simple Sum-based models provided they are constructed within a nonlinear framework.

Effects of solid poly (ethylene glycols) addition to the solutions of aniline or N,N-dimethylaniline with water:experimental measurements and modelling

In this work, the liquid-liquid and solid-liquid phase behaviour of ten aqueous pseudo-binary and three binary systems containing polyethylene glycol (PEG) 2050, polyethylene glycol 35000, aniline, N,N-dimethylaniline and water, in the temperature range 298.15-350.15 K and at ambient pressure of 0.1 MPa, was studied. The obtained temperature-composition phase diagrams showed that the only functional co-solvent was PEG2050 for aniline in water, while PEG35000 even showed a clear anti-solvent effect in the N,N-dimethylaniline aqueous system. The experimental solid-liquid equilibria (SLE) data have been correlated by the non-random two-liquid (NRTL) model, and the correlation results are in accordance with the experimental results.

The genetic and environmental relationship between the interpersonal sensitivity measure (IPSM) and the personality dimensions of Eysenck and Cloninger

A shortened version of the Interpersonal Sensitivity Measure (IPSM) developed to predict depression prone personalities was administered in a self-report questionnaire to a community-based sample of 3269 Australian twin pairs aged 18-28 years, along with Eysenck's EPQ and Cloninger's TPQ. The IPSM included four sub-scales: Separation Anxiety (SEP); Interpersonal Sensitivity (INT); Fragile Inner-Self (FIS); and Timidity (TIM). Univariate analysis revealed that individual differences in the IPSM sub-scale scores were best explained by additive genetic and specific environmental effects. Confirming previous research findings, familial aggregation for the EPQ and TPQ personality dimensions was entirely due to additive genetic effects. In the multivariate case, a model comprising additive genetic and specific environmental effects best explained the covariation between the latent factors for male and female twin pairs alike. The EPQ and TPQ dimensions accounted for moderate to large proportions of the genetic variance (40-76%) in the IPSM sub-scales, while most of the non-shared environment variance was unique to the IPSM sub-scales. (C) 2001 Elsevier Science Ltd. All rights reserved.

On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

In this paper we use Malliavin calculus techniques to obtain an expression for the short-time behavior of the at-the-money implied volatility skew for a generalization of the Bates model, where the volatility does not need to be neither a difussion, nor a Markov process as the examples in section 7 show. This expression depends on the derivative of the volatility in the sense of Malliavin calculus.

On the design of education conditional cash transfer programs and non education outcomes: the case of teenage pregnancy

We investigate the effect of education Conditional Cash Transfer programs (CCTs) on teenage pregnancy. Our main concern is with how the size and sign of the effect may depend on the design of the program. Using a simple model we show that an education CCT that conditions renewal on school performance reduces teenage pregnancy; the program can increase teenage pregnancy if it does not condition on school performance. Then, using an original data base, we estimate the causal impact on teenage pregnancy of two education CCTs implemented in Bogot´a (Subsidio Educativo, SE, and Familias en Acci´on, FA); both programs differ particularly on whether school success is a condition for renewal or not. We show that SE has negative average effect on teenage pregnancy while FA has a null average effect. We also find that SE has either null or no effect for adolescents in all age and grade groups while FA has positive, null or negative effects for adolescents in different age and grade groups. Since SE conditions renewal on school success and FA does not, we can argue that the empirical results are consistent with the predictions of our model and that conditioning renewal of the subsidy on school success crucially determines the effect of the subsidy on teenage pregnancy

The dose rate debate: does the risk of fungicide resistance increase or decrease with dose?

This paper reviews the evidence relating to the question: does the risk of fungicide resistance increase or decrease with dose? The development of fungicide resistance progresses through three key phases. During the ‘emergence phase’ the resistant strain has to arise through mutation and invasion. During the subsequent ‘selection phase’, the resistant strain is present in the pathogen population and the fraction of the pathogen population carrying the resistance increases due to the selection pressure caused by the fungicide. During the final phase of ‘adjustment’, the dose or choice of fungicide may need to be changed to maintain effective control over a pathogen population where resistance has developed to intermediate levels. Emergence phase: no experimental publications and only one model study report on the emergence phase, and we conclude that work in this area is needed. Selection phase: all the published experimental work, and virtually all model studies, relate to the selection phase. Seven peer reviewed and four non-peer reviewed publications report experimental evidence. All show increased selection for fungicide resistance with increased fungicide dose, except for one peer reviewed publication that does not detect any selection irrespective of dose and one conference proceedings publication which claims evidence for increased selection at a lower dose. In the mathematical models published, no evidence has been found that a lower dose could lead to a higher risk of fungicide resistance selection. We discuss areas of the dose rate debate that need further study. These include further work on pathogen-fungicide combinations where the pathogen develops partial resistance to the fungicide and work on the emergence phase.

The impact of 21st century Arctic sea ice decline on the climate and mass balance of the Greenland ice sheet and Svalbard’s glaciers and ice caps

The Arctic is a region particularly susceptible to rapid climate change. General circulation models (GCMs) suggest a polar amplification of any global warming signal by a factor of about 1.5 due, in part, to sea ice feedbacks. The dramatic recent decline in multi-year sea ice cover lies outside the standard deviation of the CMIP3 ensemble GCM predictions. Sea ice acts as a barrier between cold air and warmer oceans during winter, as well as inhibiting evaporation from the ocean surface water during the summer. An ice free Arctic would likely have an altered hydrological cycle with more evaporation from the ocean surface leading to changes in precipitation distribution and amount. Using the U.K. Met Office Regional Climate Model (RCM), HadRM3, the atmospheric effects of the observed and projected reduction in Arctic sea ice are investigated. The RCM is driven by the atmospheric GCM HadAM3. Both models are forced with sea surface temperature and sea ice for the period 2061-2090 from the CMIP3 HadGEM1 experiments. Here we use an RCM at 50km resolution over the Arctic and 25km over Svalbard, which captures well the present-day pattern of precipitation and provides a detailed picture of the projected changes in the behaviour of the oceanic-atmosphere moisture fluxes and how they affect precipitation. These experiments show that the projected 21stCentury sea ice decline alone causes large impacts to the surface mass balance (SMB) on Svalbard. However Greenland’s SMB is not significantly affected by sea ice decline alone, but responds with a strongly negative shift in SMB when changes to SST are incorporated into the experiments. This is the first study to characterise the impact of changes in future sea ice to Arctic terrestrial cryosphere mass balance.

Age and Morphological Changes in the Epiponini Wasp Polybia paulista Von Ihering (Hymenoptera: Vespidae)

The division of labor is a central theme in the study of social insects. In bees and wasps, this activity is regulated by age polyethism. Important physiological and morphological changes have been widely studied in the polyethism of honeybee workers. In contrast, this is a relatively unexplored subject in social vespids. Our goal was to determine if there are detectable morphological changes in the body of the Epiponini wasp Polybia paulista Von Ihering or in certain glands in relation to age polyethism. We observed changes in the body weight, the salivary gland, and the mandibular gland that were associated with age, and our results suggest that social relationships and task performance are important to these changes. This contrasts with observations in Polistes and is different from the Apis mellifera Linnaeus age polyethism model. © 2013 Sociedade Entomológica do Brasil.

Pollen and macrofossils profiles and age determination from the Pittsburg Basin in the lowlands of south-central Illinois

Pollen and macrofossil evidence for the nature of the vegetation during glacial and interglacial periods in the regions south of the Wisconsinan ice margin is still very scarce. Modern opinions concerning these problems are therefore predominantly derived from geological evidence only or are extrapolated from pollen studies of late Wisconsinan deposits. Now for the first time pollen and macrofossil analyses are available from south-central Illinois covering the Holocene, the entire Wisconsinan, and most probably also Sangamonian and late Illinoian time. The cores studied came from three lakes, which originated as kettle holes in glacial drift of Illinoian age near Vandalia, Fayette County. The Wisconsinan ice sheet approached the sites from the the north to within about 60 km distance only. One of the profiles (Pittsburg Basin) probably reaches back to the late Illinoian (zone 1), which was characterized by forests with much Picea. Zone 2, most likely of Sangamonian age, represents a period of species-rich deciduous forests, which must have been similar to the ones that thrive today south and southeast of the prairie peninsula. During the entire Wisconsinan (14C dates ranging from 38,000 to 21,000 BP) thermophilous deciduous trees like Quercus, Carya, and Ulmus occurred in the region, although temporarily accompanied by tree genera with a more northerly modern distribution, such as Picea, which entered and then left south-central Illinois during the Woodfordian. Thus it is evident that arctic climatic conditions did not prevail in the lowlands of south-central Illinois (about 38°30' lat) during the Wisconsinan, even at the time of the maximum glaciation, the Woodfordian. The Wisconsinan was, however, not a period of continuous forest. The pollen assemblages of zone 3 (Altonian) indicate prairie with stands of trees, and in zone 4 the relatively abundant Artemisia pollen indicates the existence of open vegetation and stands of deciduous trees, Picea, and Pinus. True tundra may have existed north of the sites, but if so its pollen rain apparently is marked by pollen from nearby stands of trees. After the disappearance of Pinus and Picea at about 14,000 BP (estimated!), there developed a mosaic of prairies and stands of Quercus, Carya, and other deciduous tree genera (zone 5). This type of vegetation persisted until it was destroyed by cultivation during the 19th and 20th century. Major vegetational changes are not indicated in the pollen diagram for the late Wisconsinan and the Holocene. The dating of zones 1 and 2 is problematical because the sediments are beyond the14C range and because of the lack of stratigraphic evidence. The zones dated as Illinoian and Sangamonian could also represent just a Wisconsinan stadial and interstadial. This possibility, however, seems to be contradicted by the late glacial and interglacial character of the forest vegetation of that time.

On the estimation and comparison of short-rate models using the generalised method of moments

Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

Metal cluster expansion by addition of low-valent group 4B reagents: crystal and molecular structure of [Os3SnH2(CO)10{CH(SiMe3)2}2]; a compound with hydrogen bridging osmium and tin

Cluster expansion of [Os3H2(CO)10] with [SnR2][R = CH(SiMe3)2] take place in high yield to give [Os3SnH2(CO)10R2], the first closed triosmium–main-group metal cluster to be structurally characterized; a novel feature is the presence of a hydrogen atom bridging the tin atom and one of the osmium atoms.

Clinical and microbiological evaluation of the use of toothpaste containing 1% chlorhexidine and the influence of motivation on oral hygiene in patients with motor deficiency

Patients with motor deficiency have variable difficulties with mechanical plaque control, and as a consequence, the incidence of dental caries and periodontal disease can be higher in these patients. The objective of this study was to evaluate the clinical and microbiological efficacy of a toothpaste containing 1% chlorhexidine, which was used by patients with motor deficiency for 14 days. The reduction in plaque and gingival index and the impact on salivary microorganisms was evaluated. We conclude that the motivation of caregivers to carry out oral hygiene for patients with mental and motor deficiency is of great importance and is effective in reducing the formation of plaque as long as it is continuously reinforced. The use of chlorhexidine- containing toothpaste significantly reduced the plaque index and microorganism count between days 0 and 14. A reduction was also observed in the group that used a dentifrice without the chlorhexidine, but this difference was not significant. © 2010 Special Care Dentistry Association and Wiley Periodicals, Inc.

Predicting pH at birth in pregnancies with abnormal pulsatility index and positive end-diastolic velocity in the umbilical artery

Objectives: To identify potential associations between fetal surveillance tests and acidosis at birth in pregnancies with abnormal but positive end-diastolic velocity in the umbilical artery. Methods: A prospective case-control study [group 1: pH < 7.2; group 2: pH >= 7.2] including 46 fetuses with abnormal but positive end-diastolic velocity in the umbilical artery was conducted between February 2007 and March 2009. Outcome variables were evaluated by univariate analysis and compared between the two groups. Clinically relevant and statistically significant variables were analyzed by logistic regression. Results: Abnormal nonstress test, presence of deceleration, and absent fetal breathing movements were statistically significant. Logistic regression analysis revealed that fetal heart rate (FHR) deceleration in the nonstress test is the only predictor of fetal acidosis at birth (p = 0.024; OR = 8.2; 95% CI: 1.2-52). Conclusions: In fetuses with positive end-diastolic flow velocity, acute variables of the antenatal surveillance tests are correlated with acidosis at birth and FHR deceleration in the nonstress test is the only predictor of fetal acidosis.