Non-Parametric Tests of Real Exchange rates in the Post-Bretton Woods Era

This paper examines the mean-reverting property of real exchange rates. Earlier studies have generally not been able to reject the null hypothesis of a unit-root in real exchange rates, especially for the post-Bretton Woods floating period. The results imply that long-run purchasing power parity does not hold. More recent studies, especially those using panel unit-root tests, have found more favorable results, however. But, Karlsson and Löthgren (2000) and others have recently pointed out several potential pitfalls of panel unit-root tests. Thus, the panel unit-root test results are suggestive, but they are far from conclusive. Moreover, consistent individual country time series evidence that supports long-run purchasing power parity continues to be scarce. In this paper, we test for long memory using Lo's (1991) modified rescaled range test, and the rescaled variance test of Giraitis, Kokoszka, Leipus, and Teyssière (2003). Our testing procedure provides a non-parametric alternative to the parametric tests commonly used in this literature. Our data set consists of monthly observations from April 1973 to April 2001 of the G-7 countries in the OECD. Our two tests find conflicting results when we use U.S. dollar real exchange rates. However, when non-U.S. dollar real exchange rates are used, we find only two cases out of fifteen where the null hypothesis of an unit-root with short-term dependence can be rejected in favor of the alternative hypothesis of long-term dependence using the modified rescaled range test, and only one case when using the rescaled variance test. Our results therefore provide a contrast to the recent favorable panel unit-root test results.

The information bottleneck method for genome-wide association studies

In population studies, most current methods focus on identifying one outcome-related SNP at a time by testing for differences of genotype frequencies between disease and healthy groups or among different population groups. However, testing a great number of SNPs simultaneously has a problem of multiple testing and will give false-positive results. Although, this problem can be effectively dealt with through several approaches such as Bonferroni correction, permutation testing and false discovery rates, patterns of the joint effects by several genes, each with weak effect, might not be able to be determined. With the availability of high-throughput genotyping technology, searching for multiple scattered SNPs over the whole genome and modeling their joint effect on the target variable has become possible. Exhaustive search of all SNP subsets is computationally infeasible for millions of SNPs in a genome-wide study. Several effective feature selection methods combined with classification functions have been proposed to search for an optimal SNP subset among big data sets where the number of feature SNPs far exceeds the number of observations. ^ In this study, we take two steps to achieve the goal. First we selected 1000 SNPs through an effective filter method and then we performed a feature selection wrapped around a classifier to identify an optimal SNP subset for predicting disease. And also we developed a novel classification method-sequential information bottleneck method wrapped inside different search algorithms to identify an optimal subset of SNPs for classifying the outcome variable. This new method was compared with the classical linear discriminant analysis in terms of classification performance. Finally, we performed chi-square test to look at the relationship between each SNP and disease from another point of view. ^ In general, our results show that filtering features using harmononic mean of sensitivity and specificity(HMSS) through linear discriminant analysis (LDA) is better than using LDA training accuracy or mutual information in our study. Our results also demonstrate that exhaustive search of a small subset with one SNP, two SNPs or 3 SNP subset based on best 100 composite 2-SNPs can find an optimal subset and further inclusion of more SNPs through heuristic algorithm doesn't always increase the performance of SNP subsets. Although sequential forward floating selection can be applied to prevent from the nesting effect of forward selection, it does not always out-perform the latter due to overfitting from observing more complex subset states. ^ Our results also indicate that HMSS as a criterion to evaluate the classification ability of a function can be used in imbalanced data without modifying the original dataset as against classification accuracy. Our four studies suggest that Sequential Information Bottleneck(sIB), a new unsupervised technique, can be adopted to predict the outcome and its ability to detect the target status is superior to the traditional LDA in the study. ^ From our results we can see that the best test probability-HMSS for predicting CVD, stroke,CAD and psoriasis through sIB is 0.59406, 0.641815, 0.645315 and 0.678658, respectively. In terms of group prediction accuracy, the highest test accuracy of sIB for diagnosing a normal status among controls can reach 0.708999, 0.863216, 0.639918 and 0.850275 respectively in the four studies if the test accuracy among cases is required to be not less than 0.4. On the other hand, the highest test accuracy of sIB for diagnosing a disease among cases can reach 0.748644, 0.789916, 0.705701 and 0.749436 respectively in the four studies if the test accuracy among controls is required to be at least 0.4. ^ A further genome-wide association study through Chi square test shows that there are no significant SNPs detected at the cut-off level 9.09451E-08 in the Framingham heart study of CVD. Study results in WTCCC can only detect two significant SNPs that are associated with CAD. In the genome-wide study of psoriasis most of top 20 SNP markers with impressive classification accuracy are also significantly associated with the disease through chi-square test at the cut-off value 1.11E-07. ^ Although our classification methods can achieve high accuracy in the study, complete descriptions of those classification results(95% confidence interval or statistical test of differences) require more cost-effective methods or efficient computing system, both of which can't be accomplished currently in our genome-wide study. We should also note that the purpose of this study is to identify subsets of SNPs with high prediction ability and those SNPs with good discriminant power are not necessary to be causal markers for the disease.^

From protein microarray to biology: The discovery of epigenetic regulatory molecules

Chromatin, composed of repeating nucleosome units, is the genetic polymer of life. To aid in DNA compaction and organized storage, the double helix wraps around a core complex of histone proteins to form the nucleosome, and is therefore no longer freely accessible to cellular proteins for the processes of transcription, replication and DNA repair. Over the course of evolution, DNA-based applications have developed routes to access DNA bound up in chromatin, and further, have actually utilized the chromatin structure to create another level of complexity and information storage. The histone molecules that DNA surrounds have free-floating tails that extend out of the nucleosome. These tails are post-translationally modified to create docking sites for the proteins involved in transcription, replication and repair, thus providing one prominent way that specific genomic sequences are accessed and manipulated. Adding another degree of information storage, histone tail-modifications paint the genome in precise manners to influence a state of transcriptional activity or repression, to generate euchromatin, containing gene-dense regions, or heterochromatin, containing repeat sequences and low-density gene regions. The work presented here is the study of histone tail modifications, how they are written and how they are read, divided into two projects. Both begin with protein microarray experiments where we discover the protein domains that can bind modified histone tails, and how multiple tail modifications can influence this binding. Project one then looks deeper into the enzymes that lay down the tail modifications. Specifically, we studied histone-tail arginine methylation by PRMT6. We found that methylation of a specific histone residue by PRMT6, arginine 2 of H3, can antagonize the binding of protein domains to the H3 tail and therefore affect transcription of genes regulated by the H3-tail binding proteins. Project two focuses on a protein we identified to bind modified histone tails, PHF20, and was an endeavor to discover the biological role of this protein. Thus, in total, we are looking at a complete process: (1) histone tail modification by an enzyme (here, PRMT6), (2) how this and other modifications are bound by conserved protein domains, and (3) by using PHF20 as an example, the functional outcome of binding through investigating the biological role of a chromatin reader. ^

Proceedings of the Twentieth Annual Biochemical Engineering Symposium

The 20th Annual Biochemical Engineering Symposium was held at Kansas State University on April 21,1990. The objectives of the symposium were to provide: (i) a forum for informal discussion of biochemical engineering research being conducted at the participating institutions and (ii) an opportunity for students to present and publish their work. Twenty-eight papers presented at the symposium are included in this proceedings. Some of the papers describe the progress of ongoing projects, and others contain the results of completed projects. Only brief summaries are given of the papers that will be published in full elsewhere. The program of the symposium and a list of the participants are included in the proceedings. ContentsCell Separations and Recycle Using an Inclined Settler, Ching-Yuan Lee, Robert H. Davis and Robert A. Sclafani Micromixing and Metabolism in Bioreactors: Characterization of a 14 L Fermenter, K.S. Wenger and E.H. Dunlop Production, Purification, and Hydrolysis Kinetics of Wild-Type and Mutant Glucoamylases from Aspergillus Awamori, Ufuk Bakir, Paul D. Oates, Hsiu-Mei Chen and Peter J. Reilly Dynamic Modeling of the Immune System, Barry Vant-Hull and Dhinakar S. Kompala Dynamic Modeling of Active Transport Across a Biological Cell: A Stochastic Approach, B.C. Shen, S.T. Chou, Y.Y. Chiu and L.T. Fan Electrokinetic Isolation of Bacterial Vesicles and Ribosomes, Debra T.L. Hawker, Robert H. Davis, Paul W. Todd, and Robert Lawson Application of Dynamic Programming for Fermentative Ethanol Production by Zymomonas mobilis, Sheyla L. Rivera and M. Nazmul Karim Biodegradation of PCP by Pseudomonas cepacia, R. Rayavarapu, S.K. Banerji, and R.K. Bajpai Modeling the Bioremediation of Contaminated Soil Aggregates: a Phenomenological Approach, S. Dhawan, L.E. Erickson and L.T. Fan Biospecific Adsorption of Glucoamylase-I from Aspergillus niger on Raw Starch, Bipin K. Dalmia and Zivko L. Nikolov Overexpression in Recombinant Mammalian Cells: Effect on Growth Rate and Genetic Instability, Jeffrey A. Kern and Dhinakar S. Kompala Structured Mathematical Modeling of Xylose Fermentation, A.K. Hilaly, M.N. Karim, I. C. Linden and S. Lastick A New Culture Medium for Carbon-limited Growth of Bacillus thuringiensis, W. -M. Liu and R.K. Bajpai Determination of Sugars and Sugar Alcohols by High Performance Ion Chromatography, T. J. Paskach, H.-P. Lieker, P.J. Reilly, and K. Thielecke Characterization of Poly-Asp Tailed B-Galactosidase, M.Q. Niederauer, C.E. Glatz, l.A. Suominen, C.F. Ford, and M.A. Rougvie Computation of Conformations and Energies of cr-Glucosyl Disaccharides, Jing Zepg, Michael K. Dowd, and Peter J. Reilly Pentachlorophenol Interactions with Soil, Shein-Ming Wei, Shankha K. Banerji, and Rakesh K. Bajpai Oxygen Transfer to Viscous Liquid Media in Three-Phase Fluidized Beds of Floating Bubble Freakers, Y. Kang, L.T. Fan, B.T. Min and S.D. Kim Studies on the Invitro Development of Chick Embryo, A. Venkatraman and T. Panda The Evolution of a Silicone Based Phase-Separated Gravity-Independent Bioreactor, Peter E. Villeneuve and Eric H. Dunlop Biodegradation of Diethyl Phthalate, Guorong Zhang, Kenneth F. Reardon and Vincent G. Murphy Microcosm Treatability of Soil Contaminated with Petroleum Hydrocarbons, P. Tuitemwong, S. Dhawan, B.M. Sly, L.E. Erickson and J.R. Schlup

Facies distribution in CRP sediment cores from the Ross Sea, Antarctica

Clasts from the Cape Roberts Project cores CRP-2/2A and CRP-3 provide indications of glacially influenced depositional environments in Oligocene and Miocene strata in the western Victoria Land Basin, Antarctica. CRP-2/2A is interpreted to represent strongly glacially influenced, unconformity bound depositional sequences produced by repeated advance and retreat of floating and grounded ice across the shelf. A similar interpretation is extended to the upper 330 meters of the CRP-3 core, but the lower part of the core records shallow marine deposition with significantly less glacial influence. Clast shape analysis from selected coarse-grained facies throughout the cored interval indicates that most clasts are glacially sourced, with little distinction between diamictite and conglomeratic facies. Three dimensional clast fabric analysis from units immediately above sequence boundaries generally display weak or random fabrics and do not suggest that grounded ice actually reached the drillsite at these intervals. Striated and outsized clasts present in fine-grained lithofacies throughout the cores provide further evidence of sub-glacially transported sediment and iceberg rafting. The distribution of these striated and out-sized clasts indicate that a significant glacial influence persisted through most of the time represented by the cores with glaciers actively calving at sea-level introducing ice-berg rafted glacial debris even in the earliest Oligocene.

Solar radiation over and under sea ice and photographic quantification of Ice algal aggregates during the POLARSTERN cruise ARK-XXVII/3 (IceArc) in summer 2012

The ice cover of the Arctic Ocean has been changing dramatically in the last decades and the consequences for the sea-ice associated ecosystem remain difficult to assess. Algal aggregates underneath sea ice have been described sporadically but the frequency and distribution of their occurrence is not well quantified. We used upward looking images obtained by a remotely operated vehicle (ROV) to derive estimates of ice algal aggregate biomass and to investigate their spatial distribution. During the IceArc expedition (ARK-XXVII/3) of RV Polarstern in late summer 2012, different types of algal aggregates were observed floating underneath various ice types in the Central Arctic basins. Our results show that the floe scale distribution of algal aggregates in late summer is very patchy and determined by the topography of the ice underside, with aggregates collecting in dome shaped structures and at the edges of pressure ridges. The buoyancy of the aggregates was also evident from analysis of the aggregate size distribution. Different approaches used to estimate aggregate biomass yield a wide range of results. This highlights that special care must be taken when upscaling observations and comparing results from surveys conducted using different methods or on different spatial scales.

Solar irradiance over and under seasonal land-fast sea ice off Barrow, Alaska, in 2010

The amount of solar radiation transmitted through Arctic sea ice is determined by the thickness and physical properties of snow and sea ice. Light transmittance is highly variable in space and time since thickness and physical properties of snow and sea ice are highly heterogeneous on variable time and length scales. We present field measurements of under-ice irradiance along transects under undeformed land-fast sea ice at Barrow, Alaska (March, May, and June 2010). The measurements were performed with a spectral radiometer mounted on a floating under-ice sled. The objective was to quantify the spatial variability of light transmittance through snow and sea ice, and to compare this variability along its seasonal evolution. Along with optical measurements, snow depth, sea ice thickness, and freeboard were recorded, and ice cores were analyzed for chlorophyll a and particulate matter. Our results show that snow cover variability prior to onset of snow melt causes as much relative spatial variability of light transmittance as the contrast of ponded and white ice during summer. Both before and after melt onset, measured transmittances fell in a range from one third to three times the mean value. In addition, we found a twentyfold increase of light transmittance as a result of partial snowmelt, showing the seasonal evolution of transmittance through sea ice far exceeds the spatial variability. However, prior melt onset, light transmittance was time invariant and differences in under-ice irradiance were directly related to the spatial variability of the snow cover.

(Table 2) Radiolaria species in nodule samples from the Clarion-Clipperton province, Pacific Ocean

Radiolaria were studied in 19 manganese nodules raised from the bottom. The nodules occurred mainly on the surface of thin Quaternary sediments covering Tertiary deposits of various ages (Middle Eocene to Early Miocene). Radiolaria in nodule cores and in inner and surface layers were studied. We found 85 radiolaria species and groups of species. Usually 1-4 to 6-19 radiolaria species were detected in each of the samples. Species belonging to Middle Eocene, Late Miocene to Early Oligocene, and Oligocene to Early Miocene were found. Rare Neogene species were revealed only in fractured surface layers. Age of the nodules is mainly Oligocene. Seismic waves cause sediment vibration, loosening disintegration, and removal of suspension by bottom currents. The vibration effect causes ancient nodules to float up to the surface of Quaternary sediment. This hypothesis suggests the reason for characteristics of the Clarion-Clipperton zone: regional stratigraphic hiatus, accumulation of residual fields of nodules, and the ''floating up'' of nodules to the surface of the Quaternary sediments.