874 resultados para Time-varying covariance matrices


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In 1990, a benthic component to the DYFAMED (dynamics of fluxes in the Mediterranean) program, the DYFAMED-BENTHOS survey, was established to investigate the possible coupling of benthic to pelagic processes at a permanent station in >2700 m water depth, 52 km off Nice, France. Surface sediment was first sampled at different periods of the year to assess the importance of the biological compartment (particularly metazoan meiofauna) and its relation to seasonally varying particulate matter input to the sea floor (estimated by measuring surface sediment particle size and porosity, as well as chloroplastic pigments, organic carbon, nitrogen and calcium carbonate contents). Beginning in 1993, surface sediment was sampled at an average interval of 1.4 months for over five consecutive years using multicorers. Biogeochemical techniques such as deployments of a free-vehicle benthic respirometer and a near-bottom sediment trap, along with analyses of sediment vertical profiles for dissolved oxygen, nutrients and dissolved metals in the porewater, were developed in conjunction with more extensive biological analyses to characterize the recycling of organic matter, and ultimately increase our understanding of the oceanic carbon cycle. This article provides the scientific background and motivation for the development of the on-going DYFAMED-BENTHOS survey, the general characteristics of the benthic site, as well as a detailed description of the sampling design applied from late 1990-2000.

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Breeding individuals enter an emergency life-history stage when their body reserves reach a minimum threshold. Consequently, they redirect current activity toward survival, leading to egg abandonment in birds. Corticosterone (CORT) is known to promote this stage. How and to what extent CORT triggers egg abandonment when breeding is associated with prolonged fasting, however, requires further investigation. We manipulated free-living male Adelie penguins with CORT-pellets before their laying period. We then examined their behavioral response with respect to nest abandonment in parallel with their prolactin levels (regulating parental care), and the subsequent effects of treatment on breeding success in relieved birds. Exogenous CORT triggered nest abandonment in 60% of the treated penguins -14 days after treatment and induced a concomitant decline in prolactin levels. Interestingly, prolactin levels in treated penguins that did not abandon their nest were higher at the point of implantation and also after being relieved by females, when compared with abandoning penguins. Among successful birds, the treatment did not affect the number of chicks, nor the brood mass. Our results show the involvement of CORT in the decision-making process regarding egg abandonment in Adelie penguins when incubation is associated with a natural long fast. However, we suggest that CORT alone is not sufficient to trigger nest abandonment but that 1) prolactin levels need to reach a low threshold value, and 2) a rise in proteolysis (i.e. utilization of protein as main energy substrate) seems also to be required.

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In boreal bogs plant species are low in number, but they differ greatly in their growth forms and photosynthetic properties. We assessed how ecosystem carbon (C) sink dynamics were affected by seasonal variations in photosynthetic rate and leaf area of different species. Photosynthetic properties (light-response parameters), leaf area development and areal cover (abundance) of the species were used to quantify species-specific net and gross photosynthesis rates (PN and PG, respectively), which were summed to express ecosystem-level PN and PG. The ecosystem-level PG was compared with a gross primary production (GPP) estimate derived from eddy covariance measurements (EC). Species areal cover rather than differences in photosynthetic properties determined the species with the highest PG of both vascular plants and Sphagna. Species-specific contributions to the ecosystem PG varied over the growing season, which in turn determined the seasonal variation in ecosystem PG. The upscaled growing-season PG estimate, 230 g C/m**2, agreed well with the GPP estimated by the EC, 243 g C/m**2. Sphagna were superior to vascular plants in ecosystem-level PG throughout the growing season but had a lower PN. PN results indicated that areal cover of the species together with their differences in photosynthetic parameters shape the ecosystem-level C balance. Species with low areal cover but high photosynthetic efficiency appear to be potentially important for the ecosystem C sink. Results imply that functional diversity may increase the stability of C sink of boreal bogs.

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We examined the genetic basis of clinal adaptation by determining the evolutionary response of life-history traits to laboratory natural selection along a gradient of thermal stress in Drosophila serrata. A gradient of heat stress was created by exposing larvae to a heat stress of 36degrees for 4 hr for 0, 1, 2, 3, 4, or 5 days of larval development, with the remainder of development taking place at 25degrees. Replicated lines were exposed to each level of this stress every second generation for 30 generations. At the end of selection, we conducted a complete reciprocal transfer experiment where all populations were raised in all environments, to estimate the realized additive genetic covariance matrix among clinal environments in three life-history traits. Visualization of the genetic covariance functions of the life-history traits revealed that the genetic correlation between environments generally declined as environments became more different and even became negative between the most different environments in some cases. One exception to this general pattern was a life-history trait representing the classic trade-off between development time and body size, which responded to selection in a similar genetic fashion across all environments. Adaptation to clinal environments may involve a number of distinct genetic effects along the length of the cline, the complexity of which may not be fully revealed by focusing primarily on populations at the ends of the cline.

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In this paper we propose a new identification method based on the residual white noise autoregressive criterion (Pukkila et al. , 1990) to select the order of VARMA structures. Results from extensive simulation experiments based on different model structures with varying number of observations and number of component series are used to demonstrate the performance of this new procedure. We also use economic and business data to compare the model structures selected by this order selection method with those identified in other published studies.

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Vector error-correction models (VECMs) have become increasingly important in their application to financial markets. Standard full-order VECM models assume non-zero entries in all their coefficient matrices. However, applications of VECM models to financial market data have revealed that zero entries are often a necessary part of efficient modelling. In such cases, the use of full-order VECM models may lead to incorrect inferences. Specifically, if indirect causality or Granger non-causality exists among the variables, the use of over-parameterised full-order VECM models may weaken the power of statistical inference. In this paper, it is argued that the zero–non-zero (ZNZ) patterned VECM is a more straightforward and effective means of testing for both indirect causality and Granger non-causality. For a ZNZ patterned VECM framework for time series of integrated order two, we provide a new algorithm to select cointegrating and loading vectors that can contain zero entries. Two case studies are used to demonstrate the usefulness of the algorithm in tests of purchasing power parity and a three-variable system involving the stock market.

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Background: The solubility of dental pulp tissue in sodium hypochlorite has been extensively investigated but results have been inconsistent; due most likely to variations in experimental design, the volume and/or rate of replenishment of the solutions used and the nature of the tissues assessed. Traditionally, the sodium hypochlorite solutions used for endodontic irrigation in Australia have been either Milton or commercial bleach, with Milton being the most common. Recently, a range of Therapeutic Goods Administration (TGA) approved proprietary sodium hypochlorite solutions, which contain surfactant, has become available. Some domestic chlorine bleaches now also contain surfactants. The purpose of this study was to perform new solubility assessments, comparing Milton with new TGA approved products, Hypochlor 1% and Hypochlor 4% forte, and with a domestic bleach containing surfactant (White King). Methods: Ten randomly assigned pulp samples of porcine dental pulp of approximately equal dimensions were immersed in the above solutions, as well as representative concentrations of sodium hydroxide. Time to complete dissolution was measured and assessed statistically. Results: White King 4% showed the shortest dissolution time, closely followed by Hypochlor 4% forte. White King 1% and Hypochlor 1% each took around three times as long to completely dissolve the samples of pulp as their respective 4% concentrations, while Milton took nearly 10 times as long. The sodium hydroxide solutions showed no noticeable dissolution of the pulp samples. Conclusions: The composition and content of sodium hypochlorite solutions had a profound effect on the ability of these solutions to dissolve pulp tissue in vitro. Greater concentrations provided more rapid dissolution of tissue. One per cent solutions with added surfactant and which contained higher concentrations of sodium hydroxide were significantly more effective in dissolution of pulp tissue than Milton.

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We consider the problems of computing the power and exponential moments EXs and EetX of square Gaussian random matrices X=A+BWC for positive integer s and real t, where W is a standard normal random vector and A, B, C are appropriately dimensioned constant matrices. We solve the problems by a matrix product scalarization technique and interpret the solutions in system-theoretic terms. The results of the paper are applicable to Bayesian prediction in multivariate autoregressive time series and mean-reverting diffusion processes.

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Gamma activity to stationary grating stimuli was studied non-invasively using MEG recordings in humans. Using a spatial filtering technique, we localized gamma activity to primary visual cortex. We tested the hypothesis that spatial frequency properties of visual stimuli may be related to the temporal frequency characteristics of the associated cortical responses. We devised a method to assess temporal frequency differences between stimulus-related responses that typically exhibit complex spectral shapes. We applied this methodology to either single-trial (induced) or time-averaged (evoked) responses in four frequency ranges (0-40, 20-60, 40-80 and 60-100 Hz) and two time windows (either the entire duration of stimulus presentation or the first second following stimulus onset). Our results suggest that stimuli of varying spatial frequency induce responses that exhibit significantly different temporal frequency characteristics. These effects were particularly accentuated for induced responses in the classical gamma frequency band (20-60 Hz) analyzed over the entire duration of stimulus presentation. Strikingly, examining the first second of the responses following stimulus onset resulted in significant loss in stimulus specificity, suggesting that late signal components contain functionally relevant information. These findings advocate a functional role of gamma activity in sensory representation. We suggest that stimulus specific frequency characteristics of MEG signals can be mapped to processes of neuronal synchronization within the framework of coupled dynamical systems.

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We present in this paper ideas to tackle the problem of analysing and forecasting nonstationary time series within the financial domain. Accepting the stochastic nature of the underlying data generator we assume that the evolution of the generator's parameters is restricted on a deterministic manifold. Therefore we propose methods for determining the characteristics of the time-localised distribution. Starting with the assumption of a static normal distribution we refine this hypothesis according to the empirical results obtained with the methods anc conclude with the indication of a dynamic non-Gaussian behaviour with varying dependency for the time series under consideration.

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A novel direct integration technique of the Manakov-PMD equation for the simulation of polarisation mode dispersion (PMD) in optical communication systems is demonstrated and shown to be numerically as efficient as the commonly used coarse-step method. The main advantage of using a direct integration of the Manakov-PMD equation over the coarse-step method is a higher accuracy of the PMD model. The new algorithm uses precomputed M(w) matrices to increase the computational speed compared to a full integration without loss of accuracy. The simulation results for the probability distribution function (PDF) of the differential group delay (DGD) and the autocorrelation function (ACF) of the polarisation dispersion vector for varying numbers of precomputed M(w) matrices are compared to analytical models and results from the coarse-step method. It is shown that the coarse-step method achieves a significantly inferior reproduction of the statistical properties of PMD in optical fibres compared to a direct integration of the Manakov-PMD equation.

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We investigate the sensitivity of a Markov model with states and transition probabilities obtained from clustering a molecular dynamics trajectory. We have examined a 500 ns molecular dynamics trajectory of the peptide valine-proline-alanine-leucine in explicit water. The sensitivity is quantified by varying the boundaries of the clusters and investigating the resulting variation in transition probabilities and the average transition time between states. In this way, we represent the effect of clustering using different clustering algorithms. It is found that in terms of the investigated quantities, the peptide dynamics described by the Markov model is sensitive to the clustering; in particular, the average transition times are found to vary up to 46%. Moreover, inclusion of nonphysical sparsely populated clusters can lead to serious errors of up to 814%. In the investigation, the time step used in the transition matrix is determined by the minimum time scale on which the system behaves approximately Markovian. This time step is found to be about 100 ps. It is concluded that the description of peptide dynamics with transition matrices should be performed with care, and that using standard clustering algorithms to obtain states and transition probabilities may not always produce reliable results.

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Common problems encountered in clinical sensing are those of non-biocompatibility, and slow response time of the device. The latter, also applying to chemical sensors, is possibly due to a lack of understanding of polymer support or membrane properties and hence failure to optimise membranes chosen for specific sensor applications. Hydrogels can be described as polymers which swell in water. In addition to this, the presence of water in the polymer matrix offers some control of biocompatibility. They thus provide a medium through which rapid transport of a sensed species to an incorporated reagent could occur. This work considers the feasibility of such a system, leading to the design and construction of an optical sensor test bed. The development of suitable membrane systems and of suitable coating techniques in order to apply them to the fibre optics is described. Initial results obtained from hydrogel coatings implied that the refractive index change in the polymer matrix, due to a change in water content with pH is the major factor contributing to the sensor response. However the presence of the colourimetric reagent was also altering the output signal obtained. An analysis of factors contributing to the overall response, such as colour change and membrane composition were made on both the test bed, via optical response, and on whole membranes via measurement of water content change. The investigation of coatings with low equilibrium water contents, of less than 10% was carried out and in fact a clearer signal response from the test bed was noted. Again these membranes were suprisingly responding via refractive index change, with the reagent playing a primary role in obtaining a sensible or non-random response, although not in a colourimetric fashion. A photographic study of these coatings revealed some clues as to the physical nature of these coatings and hence partially explained this phenomenon. A study of the transport properties of the most successful membrane, on a coated wire electrode and also on the fibre optic test bed, in a series of test environments, indicated that the reagent was possibly acting as an ion exchanger and hence having a major influence on transport and therefore sensor characteristics.