The effect of (mis-specified) GARCH filters on the finite sample distribution of the BDS test

This paper considers the effect of using a GARCH filter on the properties of the BDS test statistic as well as a number of other issues relating to the application of the test. It is found that, for certain values of the user-adjustable parameters, the finite sample distribution of the test is far-removed from asymptotic normality. In particular, when data generated from some completely different model class are filtered through a GARCH model, the frequency of rejection of iid falls, often substantially. The implication of this result is that it might be inappropriate to use non-rejection of iid of the standardised residuals of a GARCH model as evidence that the GARCH model ‘fits’ the data.

Spectral design of temperature-invariant narrow bandpass filters for the mid-infrared

The ability of narrow bandpass filters to discriminate wavelengths between closely-separated gas absorption lines is crucial in many areas of infrared spectroscopy. As improvements to the sensitivity of infrared detectors enables operation in uncontrolled high-temperature environments, this imposes demands on the explicit bandpass design to provide temperature-invariant behavior. The unique negative temperature coefficient (dn/dT<0) of Lead-based (Pb) salts, in combination with dielectric materials enable bandpass filters with exclusive immunity to shifts in wavelength with temperature. This paper presents the results of an investigation into the interdependence between multilayer bandpass design and optical materials together with a review on invariance at elevated temperatures.

An approximate dynamic programming approach for improving accuracy of lossy data compression by Bloom filters

Bloom filters are a data structure for storing data in a compressed form. They offer excellent space and time efficiency at the cost of some loss of accuracy (so-called lossy compression). This work presents a yes-no Bloom filter, which as a data structure consisting of two parts: the yes-filter which is a standard Bloom filter and the no-filter which is another Bloom filter whose purpose is to represent those objects that were recognised incorrectly by the yes-filter (that is, to recognise the false positives of the yes-filter). By querying the no-filter after an object has been recognised by the yes-filter, we get a chance of rejecting it, which improves the accuracy of data recognition in comparison with the standard Bloom filter of the same total length. A further increase in accuracy is possible if one chooses objects to include in the no-filter so that the no-filter recognises as many as possible false positives but no true positives, thus producing the most accurate yes-no Bloom filter among all yes-no Bloom filters. This paper studies how optimization techniques can be used to maximize the number of false positives recognised by the no-filter, with the constraint being that it should recognise no true positives. To achieve this aim, an Integer Linear Program (ILP) is proposed for the optimal selection of false positives. In practice the problem size is normally large leading to intractable optimal solution. Considering the similarity of the ILP with the Multidimensional Knapsack Problem, an Approximate Dynamic Programming (ADP) model is developed making use of a reduced ILP for the value function approximation. Numerical results show the ADP model works best comparing with a number of heuristics as well as the CPLEX built-in solver (B&B), and this is what can be recommended for use in yes-no Bloom filters. In a wider context of the study of lossy compression algorithms, our researchis an example showing how the arsenal of optimization methods can be applied to improving the accuracy of compressed data.

Untangling associations between chironomid taxa in Neotropical streams using local and landscape filters

1. Analyses of species association have major implications for selecting indicators for freshwater biomonitoring and conservation, because they allow for the elimination of redundant information and focus on taxa that can be easily handled and identified. These analyses are particularly relevant in the debate about using speciose groups (such as the Chironomidae) as indicators in the tropics, because they require difficult and time-consuming analysis, and their responses to environmental gradients, including anthropogenic stressors, are poorly known. 2. Our objective was to show whether chironomid assemblages in Neotropical streams include clear associations of taxa and, if so, how well these associations could be explained by a set of models containing information from different spatial scales. For this, we formulated a priori models that allowed for the influence of local, landscape and spatial factors on chironomid taxon associations (CTA). These models represented biological hypotheses capable of explaining associations between chironomid taxa. For instance, CTA could be best explained by local variables (e.g. pH, conductivity and water temperature) or by processes acting at wider landscape scales (e.g. percentage of forest cover). 3. Biological data were taken from 61 streams in Southeastern Brazil, 47 of which were in well-preserved regions, and 14 of which drained areas severely affected by anthropogenic activities. We adopted a model selection procedure using Akaike`s information criterion to determine the most parsimonious models for explaining CTA. 4. Applying Kendall`s coefficient of concordance, seven genera (Tanytarsus/Caladomyia, Ablabesmyia, Parametriocnemus, Pentaneura, Nanocladius, Polypedilum and Rheotanytarsus) were identified as associated taxa. The best-supported model explained 42.6% of the total variance in the abundance of associated taxa. This model combined local and landscape environmental filters and spatial variables (which were derived from eigenfunction analysis). However, the model with local filters and spatial variables also had a good chance of being selected as the best model. 5. Standardised partial regression coefficients of local and landscape filters, including spatial variables, derived from model averaging allowed an estimation of which variables were best correlated with the abundance of associated taxa. In general, the abundance of the associated genera tended to be lower in streams characterised by a high percentage of forest cover (landscape scale), lower proportion of muddy substrata and high values of pH and conductivity (local scale). 6. Overall, our main result adds to the increasing number of studies that have indicated the importance of local and landscape variables, as well as the spatial relationships among sampling sites, for explaining aquatic insect community patterns in streams. Furthermore, our findings open new possibilities for the elimination of redundant data in the assessment of anthropogenic impacts on tropical streams.

Melting Regime of the Anionic Phospholipid DMPG: New Lamellar Phase and Porous Bilayer Model

Aqueous dispersions of the anionic phospholipid dimyristoyl phosphatidylglycerol (DMPG) at pH above the apparent pK of DMPG and concentrations in the interval 70-300 mM have been investigated by small (SAXS) and wide-angle X-ray scattering, differential scanning calorimetry, and polarized optical microscopy. The order. disorder transition of the hydrocarbon chains occurs along an interval of about 10 degrees C (between T(m)(on) similar to 20 degrees C and T(m)(off) similar to 30 degrees C). Such melting regime was previously characterized at lower concentrations, up to 70 mM DMPG, when sample transparency was correlated with the presence of pores across the bilayer. At higher concentrations considered here, the melting regime persists but is not transparent. Defined SAXS peaks appear and a new lamellar phase L(p) with pores is proposed to exist above 70 mM DMPG, starting at similar to 23 degrees C (similar to 3 degrees C above T(m)(on)) and losing correlation after T(m)(off). A new model for describing the X-ray scattering of bilayers with pores, presented here, is able to explain the broad band attributed to in-plane correlation between pores. The majority of cell membranes have a net negative charge, and the opening of pores across the membrane tuned by ionic strength, temperature, and lipid composition is likely to have biological relevance.

sigma- and pi-defects at graphene nanoribbon edges: Building spin filters

The presence of certain kinds of defects at the edges of monohydrogenated zigzag graphene nanoribbons changes dramatically the charge transport properties inducing a spin-polarized conductance. Using an approach based on density functional theory and nonequilibrium Green`s function formalism to calculate the transmittance, we classify the defects in different classes depending on their distinct transport properties: (i) sigma-defects, which do not affect the transmittance close to the Fermi energy (E(F)); and (ii) pi-defects, which cause a spin polarization of the transmittance and that can be further divided into either electron or hole defects if the spin transport polarization results in larger transmittance for the up or down spin channel, respectively.

Fano resonance in heavily doped porous silicon

Unexpectedly, the Fano resonance caused by the interference of continuum electron excitations with the longitudinal optical (LO) phonons was observed in random porous Si by Raman scattering. The analysis of the experimental data shows that the electron states trapped at the Si-SiO(2) interface dominate in the observed Raman scattering. The gap energy associated with the interface states was determined. Copyright (C) 2011 John Wiley & Sons, Ltd.

Discontinuous Galerkin approximation of two-phase flows in heterogeneous porous media with discontinuous capillary pressures

We design and investigate a sequential discontinuous Galerkin method to approximate two-phase immiscible incompressible flows in heterogeneous porous media with discontinuous capillary pressures. The nonlinear interface conditions are enforced weakly through an adequate design of the penalties on interelement jumps of the pressure and the saturation. An accurate reconstruction of the total velocity is considered in the Raviart-Thomas(-Nedelec) finite element spaces, together with diffusivity-dependent weighted averages to cope with degeneracies in the saturation equation and with media heterogeneities. The proposed method is assessed on one-dimensional test cases exhibiting rough solutions, degeneracies, and capillary barriers. Stable and accurate solutions are obtained without limiters. (C) 2010 Elsevier B.V. All rights reserved.

Accurate velocity reconstruction for Discontinuous Galerkin approximations of two-phase porous media flows

We consider Discontinuous Galerkin approximations of two-phase, immiscible porous media flows in the global pressure/fractional flow formulation with capillary pressure. A sequential approach is used with a backward Euler step for the saturation equation, equal-order interpolation for the pressure and the saturation, and without any limiters. An accurate total velocity field is recovered from the global pressure equation to be used in the saturation equation. Numerical experiments show the advantages of the proposed reconstruction. To cite this article: A. Ern et al., C R. Acad. Sci. Paris, Ser. 1347 (2009). (C) 2009 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

Versatile microanalytical system with porous polypropylene capillary membrane for calibration gas generation and trace gaseous pollutants sampling applied to the analysis of formaldehyde, formic acid, acetic acid and ammonia in outdoor air

The analytical determination of atmospheric pollutants still presents challenges due to the low-level concentrations (frequently in the mu g m(-3) range) and their variations with sampling site and time In this work a capillary membrane diffusion scrubber (CMDS) was scaled down to match with capillary electrophoresis (CE) a quick separation technique that requires nothing more than some nanoliters of sample and when combined with capacitively coupled contactless conductometric detection (C(4)D) is particularly favorable for ionic species that do not absorb in the UV-vis region like the target analytes formaldehyde formic acid acetic acid and ammonium The CMDS was coaxially assembled inside a PTFE tube and fed with acceptor phase (deionized water for species with a high Henry s constant such as formaldehyde and carboxylic acids or acidic solution for ammonia sampling with equilibrium displacement to the non-volatile ammonium ion) at a low flow rate (8 3 nLs(-1)) while the sample was aspirated through the annular gap of the concentric tubes at 25 mLs(-1) A second unit in all similar to the CMDS was operated as a capillary membrane diffusion emitter (CMDE) generating a gas flow with know concentrations of ammonia for the evaluation of the CMDS The fluids of the system were driven with inexpensive aquarium air pumps and the collected samples were stored in vials cooled by a Peltier element Complete protocols were developed for the analysis in air of NH(3) CH(3)COOH HCOOH and with a derivatization setup CH(2)O by associating the CMDS collection with the determination by CE-C(4)D The ammonia concentrations obtained by electrophoresis were checked against the reference spectrophotometric method based on Berthelot s reaction Sensitivity enhancements of this reference method were achieved by using a modified Berthelot reaction solenoid micro-pumps for liquid propulsion and a long optical path cell based on a liquid core waveguide (LCW) All techniques and methods of this work are in line with the green analytical chemistry trends (C) 2010 Elsevier B V All rights reserved

Synthesis, characterization and adsorption properties of porous mixed valent diruthenium(II,III)-terephthalate and diruthenium(II,III)-adipate polymers

Two porous mixed valent diruthenium(II,III)-dicarboxylate compounds have been prepared and characterized by spectroscopic methods, X-ray diffraction and thermogravimetry. Crystalline solids of [Ru(2)(tere)(2)Cl] center dot 3.5H(2)O (tere=terephthalate) and [Ru(2)(adip)(2)Cl] center dot 1.5H(2)O (adip=adipate) consist of extended chains in which polymeric layers of multiply metal-metal bonded [Ru(2)](5+) cores are bridged by dicarboxylate ligands in paddlewheel type geometries. Units of [Ru(2)(dicarboxylate)(2)](n)(+) are linked by axial bridging chloride ions generating three-dimensional networks. The polymers loose non-bonded water molecules at low temperatures but do not undergo thermal decomposition below 280-300 degrees C. Both of compounds exhibit high BET surface areas, [Ru(2)(tere)(2)Cl]: 235 m(2) g(-1) and [Ru(2)(adip)(2)Cl]: 281 m(2) g(-1), and occlude similar numbers of mol of N(2) per mol of metal. The terephthalate ligand generated an organized structure with supermicropores (total pore size of 0.24 cm(3) g(-1)) while the adipate ligand led to a mesoporous structure (total pore sizes of 0.47 cm(3) g(-1)) for the corresponding diruthenium(II,III)-dicarboxylate polymers. (c) 2008 Elsevier B.V. All rights reserved.

Structure of polyaniline formed in different inorganic porous materials: A spectroscopic study

In this work, the electronic and structural characterization of polyaniline (PANI) formed in cavities of zeolites Y (ZY) and Mordenite (MOR) and montmorillonite (MMT) clay having Cu(II) as oxidant agent are presented. The formation of PANI and its structure is analyzed by Resonance Raman, UV-Vis-NIR, FT-IR and N K XANES techniques. In all cases the structure of PANT formed is different from the ""free"" polymer. The presence of azo bonds linked to phenazine-like rings are observed only for PANI-MMT composites, independent of the kind of oxidant agent employed in the synthesis. The presence of Cu(II) ions leads to the formation of Phenosafranine-like rings. The presence of these phenazine-like rings in the structure of confined PANT chains can also contribute to the enhancement of the thermal stability observed for all composites. (C) 2008 Elsevier Ltd. All rights reserved.

Environmental formaldehyde analysis by active diffusive sampling with a bundle of polypropylene porous capillaries followed by capillary zone electrophoretic separation and contactless conductivity detection

Compared to other volatile carbonylic compounds present in outdoor air, formaldehyde (CH2O) is the most toxic, deserving more attention in terms of indoor and outdoor air quality legislation and control. The analytical determination of CH2O in air still presents challenges due to the low-level concentration (in the sub-ppb range) and its variation with sampling site and time. Of the many available analytical methods for carbonylic compounds, the most widespread one is the time consuming collection in cartridges impregnated with 2,4-dinitrophenylhydrazine followed by the analysis of the formed hydrazones by HPLC. The present work proposes the use of polypropylene hollow porous capillary fibers to achieve efficient CH2O collection. The Oxyphan (R) fiber (designed for blood oxygenation) was chosen for this purpose because it presents good mechanical resistance, high density of very fine pores and high ratio of collection area to volume of the acceptor fluid in the tube, all favorable for the development of air sampling apparatus. The collector device consists of a Teflon pipe inside of which a bundle of polypropylene microporous capillary membranes was introduced. While the acceptor passes at a low flow rate through the capillaries, the sampled air circulates around the fibers, impelled by a low flow membrane pump (of the type used for aquariums ventilation). The coupling of this sampling technique with the selective and quantitative determination of CH2O, in the form of hydroxymethanesulfonate (HMS) after derivatization with HSO3-, by capillary electrophoresis with capacitively coupled contactless conductivity detection (CE-(CD)-D-4) enabled the development of a complete analytical protocol for the CH2O evaluation in air. (C) 2008 Published by Elsevier B.V.

Immobilization of Catalysts of Biological Interest on Porous Oxidized Silicon Surfaces

The present paper deals with the immobilization of redox mediators and proteins onto protected porous silicon surfaces to obtain their direct electrochemical reactions and to retain their bioactivities. This paper shows that MP-11 and viologens are able to establish chemical bonds with 3-aminopropyltriethoxylsilane-modified porous silicon surface. The functionalization of the surfaces have been fully characterized by energy dispersive X-ray analysis (EDX) and X-ray photoelectron spectroscopy (XPS) to examine the immobilization of these mediators onto the solid surface. Amperometric and open circuit potential measurements have shown the direct electron transfer between glucose oxidase and the electrode in the presence of the viologen mediator covalently linked to the 3-aminopropyltriethoxylsilane (APTES)-modified porous silicon surfaces.