Cross-correlations and cross-bicorrelations in Sterling exchange rates

This paper proposes two new tests for linear and nonlinear lead/lag relationships between time series based on the concepts of cross-correlations and cross-bicorrelations, respectively. The tests are then applied to a set of Sterling-denominated exchange rates. Our analysis indicates that there existed periods during the post-Bretton Woods era where the temporal relationship between different exchange rates was strong, although these periods have become less frequent over the past 20 years. In particular, our results demonstrate the episodic nature of the nonlinearity, and have implications for the speed of flow of information between financial series. The method generalises recently proposed tests for nonlinearity to the multivariate context.

Theoretical insight into diagnosing observation error correlations using observation-minus-background and observation-minus-analysis statistics

To improve the quantity and impact of observations used in data assimilation it is necessary to take into account the full, potentially correlated, observation error statistics. A number of methods for estimating correlated observation errors exist, but a popular method is a diagnostic that makes use of statistical averages of observation-minus-background and observation-minus-analysis residuals. The accuracy of the results it yields is unknown as the diagnostic is sensitive to the difference between the exact background and exact observation error covariances and those that are chosen for use within the assimilation. It has often been stated in the literature that the results using this diagnostic are only valid when the background and observation error correlation length scales are well separated. Here we develop new theory relating to the diagnostic. For observations on a 1D periodic domain we are able to the show the effect of changes in the assumed error statistics used in the assimilation on the estimated observation error covariance matrix. We also provide bounds for the estimated observation error variance and eigenvalues of the estimated observation error correlation matrix. We demonstrate that it is still possible to obtain useful results from the diagnostic when the background and observation error length scales are similar. In general, our results suggest that when correlated observation errors are treated as uncorrelated in the assimilation, the diagnostic will underestimate the correlation length scale. We support our theoretical results with simple illustrative examples. These results have potential use for interpreting the derived covariances estimated using an operational system.

Designing a sampling scheme to reveal correlations between weeds and soil properties at multiple spatial scales

Weeds tend to aggregate in patches within fields and there is evidence that this is partly owing to variation in soil properties. Because the processes driving soil heterogeneity operate at different scales, the strength of the relationships between soil properties and weed density would also be expected to be scale-dependent. Quantifying these effects of scale on weed patch dynamics is essential to guide the design of discrete sampling protocols for mapping weed distribution. We have developed a general method that uses novel within-field nested sampling and residual maximum likelihood (REML) estimation to explore scale-dependent relationships between weeds and soil properties. We have validated the method using a case study of Alopecurus myosuroides in winter wheat. Using REML, we partitioned the variance and covariance into scale-specific components and estimated the correlations between the weed counts and soil properties at each scale. We used variograms to quantify the spatial structure in the data and to map variables by kriging. Our methodology successfully captured the effect of scale on a number of edaphic drivers of weed patchiness. The overall Pearson correlations between A. myosuroides and soil organic matter and clay content were weak and masked the stronger correlations at >50 m. Knowing how the variance was partitioned across the spatial scales we optimized the sampling design to focus sampling effort at those scales that contributed most to the total variance. The methods have the potential to guide patch spraying of weeds by identifying areas of the field that are vulnerable to weed establishment.

Diagnosing observation error correlations for Doppler radar radial winds in the Met Office UKV model using observation-minus-background and observation-minus-analysis statistics

With the development of convection-permitting numerical weather prediction the efficient use of high resolution observations in data assimilation is becoming increasingly important. The operational assimilation of these observations, such as Dopplerradar radial winds, is now common, though to avoid violating the assumption of un- correlated observation errors the observation density is severely reduced. To improve the quantity of observations used and the impact that they have on the forecast will require the introduction of the full, potentially correlated, error statistics. In this work, observation error statistics are calculated for the Doppler radar radial winds that are assimilated into the Met Office high resolution UK model using a diagnostic that makes use of statistical averages of observation-minus-background and observation-minus-analysis residuals. This is the first in-depth study using the diagnostic to estimate both horizontal and along-beam correlated observation errors. By considering the new results obtained it is found that the Doppler radar radial wind error standard deviations are similar to those used operationally and increase as the observation height increases. Surprisingly the estimated observation error correlation length scales are longer than the operational thinning distance. They are dependent on both the height of the observation and on the distance of the observation away from the radar. Further tests show that the long correlations cannot be attributed to the use of superobservations or the background error covariance matrix used in the assimilation. The large horizontal correlation length scales are, however, in part, a result of using a simplified observation operator.

Drizzle and Fog Analysis in the Sao Paulo Metropolitan Area: Changes 1933-2005 and Correlations with other Climate Factors

In order to improve our understanding of climate change, the aim of this research project was to study the climatology and the time trends of drizzle and fog events in the Sao Paulo Metropolitan Area, and the possible connections of this variability with the sea surface temperature (SST) of the Atlantic and Pacific Oceans. The climatology of both phenomena presents differences and similarities. Fog shows a marked maximum frequency in winter and a minimum frequency in summer, while the seasonal differences of drizzle occurrence are less pronounced, there is a maximum in spring, whereas the other seasons present smaller and similar numbers of events. Both phenomena present a negative trend from 1933 to 2005 which is stronger for fog events. A multivariate statistical analysis indicates that the South Atlantic SST could increase warm temperature advection to the continent. This could be one of the responsible factors for the negative tendency in the number of both fog and drizzle events.

Clinical correlations of human cytomegalovirus strains and viral load in kidney transplant recipients

Little is known about clinical differences associated with cytomegalovirus (CMV) infection by distinct strains in renal transplant patients. Different clinical pictures may be associated with specific viral genotypes. viral load, as well as host factors. The objective of this study was to identify CMV strains to determine viral load (antigenemia), and their correlation with clinical data in renal transplant recipients. Seventy-one patients were enrolled, comprising 91 samples. After selection, polymorphonuclear cells were used to amplify and sequence the gB region of CMV DNA. The sequences were analyzed to ascertain the frequency of different genotypes. Additionally, the results of this Study showed that the gB coding gene presents a great variability, revealing a variety of patterns: classical gB (1.4%), gB1V (46.4%), classical gB2 (35.2%), gB2V (2.8%), gB3 (1.4%), classical gB4 (4.9%) and gB4V (4.9%). The mean viral load in kidney transplant patient was 75.1 positive cells (1-1000). A higher viral load was observed in patients with genotype 4 infection. Statistically significant differences were detected between gB1 and gB4 (p=0.010), and between gB2 and gB4 (p=0.021). The average numbers of positive cells in relation to clinical presentation were: 34.5 in asymptomatic, 49.5 in CMV associated syndrome and 120.7 in patients with invasive disease (p=0.048). As a group, gB1 was the most frequent strain and revealed a potential risk for developing invasive disease. Viral load also seemed to be important as a marker associated with clinical presentation of the disease. (C) 2008 Elsevier B.V. All rights reserved.

Hydrodynamics: Fluctuating initial conditions and two-particle correlations

Event-by-event hydrodynamics (or hydrodynamics with fluctuating initial conditions) has been developed in the past few years. Here we discuss how it may help to understand the various structures observed in two-particle correlations. (C) 2010 Elsevier B.V. All rights reserved.

Electronic Structure and Spectro-Structural Correlations of Fe(III)Zn(II) Biomimetics for Purple Acid Phosphatases: Relevance to DNA Cleavage and Cytotoxic Activity

Purple acid phosphatases (PAPs) are a group of metallohydrolases that contain a dinuclear Fe(II)M(II) center (M(II) = Fe, Mn, Zn) in the active site and are able to catalyze the hydrolysis of a variety of phosphoric acid esters. The dinuclear complex [(H(2)O)Fe(III)(mu-OH)Zn(II)(L-H)](CIO(4))(2) (2) with the ligand 2-[N-bis(2-pyridylmethyl)aminomethyl]-4-methyl-6-[N-(2-pyridylmethyl)(2-hydroxybenzyl) aminomethyl]phenol (H(2)L-H) has recently been prepared and is found to closely mimic the coordination environment of the Fe(III)Zn(II) active site found in red kidney bean PAP (Neves et al. J. Am. Chem. Soc. 2007, 129, 7486). The biomimetic shows significant catalytic activity in hydrolytic reactions. By using a variety of structural, spectroscopic, and computational techniques the electronic structure of the Fe(III) center of this biomimetic complex was determined. In the solid state the electronic ground state reflects the rhombically distorted Fe(III)N(2)O(4) octahedron with a dominant tetragonal compression align ad along the mu-OH-Fe-O(phenolate) direction. To probe the role of the Fe-O(phenolate) bond, the phenolate moiety was modified to contain electron-donating or -withdrawing groups (-CH(3), -H, -Br, -NO(2)) in the 5-position. Tie effects of the substituents on the electronic properties of the biomimetic complexes were studied with a range of experimental and computational techniques. This study establishes benchmarks against accurate crystallographic struck ral information using spectroscopic techniques that are not restricted to single crystals. Kinetic studies on the hydrolysis reaction revealed that the phosphodiesterase activity increases in the order -NO(2)<- Br <- H <- CH(3) when 2,4-bis(dinitrophenyl)phosphate (2,4-bdnpp) was used as substrate, and a linear free energy relationship is found when log(k(cat)/k(0)) is plotted against the Hammett parameter a. However, nuclease activity measurements in the cleavage of double stranded DNA showed that the complexes containing the electron-withdrawing -NO(2) and electron-donating CH3 groups are the most active while the cytotoxic activity of the biomimetics on leukemia and lung tumoral cells is highest for complexes with electron-donating groups.

THE RIO APA CRATON IN MATO GROSSO DO SUL (BRAZIL) AND NORTHERN PARAGUAY: GEOCHRONOLOGICAL EVOLUTION, CORRELATIONS AND TECTONIC IMPLICATIONS FOR RODINIA AND GONDWANA

The Rio Apa cratonic fragment crops out in Mato Grosso do Sul State of Brazil and in northeastern Paraguay. It comprises Paleo-Mesoproterozoic medium grade metamorphic rocks, intruded by granitic rocks, and is covered by the Neoproterozoic deposits of the Corumbi and Itapocurni Groups. Eastward it is bound by the southern portion of the Paraguay belt. In this work, more than 100 isotopic determinations, including U-Pb SHRIMP zircon ages, Rb-Sr and Sm-Nd whole-rock determinations, as well as K-Ar and Ar-Ar mineral ages, were reassessed in order to obtain a complete picture of its regional geological history. The tectonic evolution of the Rio Apa Craton starts with the formation of a series of magmatic arc complexes. The oldest U-Pb SHRIMP zircon age comes from a banded gneiss collected in the northern part of the region, with an age of 1950 +/- 23 Ma. The large granitic intrusion of the Alumiador Batholith yielded a U-Pb zircon age of 1839 +/- 33 Ma, and from the southeastern part of the area two orthogneisses gave zircon U-Pb ages of 1774 +/- 26 Ma and 1721 +/- 25 Ma. These may be coeval with the Alto Terere metamorphic rocks of the northeastern corner, intruded in their turn by the Baia das Garcas granitic rocks, one of them yielding a zircon U-Pb age of 1754 +/- 49 Ma. The original magmatic protoliths of these rocks involved some crustal component, as indicated by the Sm-Nd TDm model ages, between 1.9 and 2.5 Ga. Regional Sr isotopic homogenization, associated with tectonic deformation and medium-grade metamorphism occurred at approximately 1670 Ma, as suggested by Rb-Sr whole rock reference isochrons. Finally, at 1300 Ma ago, the Ar work indicates that the Rio Apa Craton was affected by widespread regional heating, when the temperature probably exceeded 350 degrees C. Geographic distribution, age and isotopic signature of the fithotectonic units suggest the existence of a major suture separating two different tectonic domains, juxtaposed at about 1670 Ma. From that time on, the unified Rio Apa continental block behaved as one coherent and stable tectonic unit. It correlates well with the SW corner of the Amazonian Craton, where the medium-grade rocks of the Juruena-Rio Negro tectonic province, with ages between 1600 and 1780 Ma, were reworked at about 1300 Ma. Looking at the largest scale, the Rio Apa Craton is probably attached to the larger Amazonian Craton, and the actual configuration of southwestern South America is possibly due to a complex arrangement of allochthonous blocks such as the Arequipa, Antofalla and Pampia, with different sizes, that may have originated as disrupted parts of either Laurentia or Amazonia, and were trapped during later collisions of these continental masses.

Correlations between chemical composition and provenance of Justino site ceramics by INAA

Instrumental neutron activation analysis (INAA), have been used for the definition of compositional groups of potteries from Justino site, Brazil, according to the chemical similarities of ceramic paste. The outliers were identified by means of robust Mahalanobis distance. The temper effect in the ceramic paste was studied by means of modified Mahalanobis filter. The results were interpreted by means of cluster, principal components, and discriminant analyses. This work provides contributions for the reconstruction of the prehistory of baixo Sao Francisco region, and for the reconstitution of the Brazilian Northeast ceramist population of general frame.

Spectroscopic and theoretical studies of some 2-ethylsulfinyl-(4 `-substituted)-phenylthioacetates

The analysis of the IR nu(co) bands of the 2-ethylsulfinyl-(4`-substituted)-phenylthioacetates 4`-Y-C(6)H(4)SC(O)CH(2)S(O)Et (Y = NO(2) 1, Cl 2, Br 3, H 4, Me 5, OMe 6) supported by B3LY/6-31G(d,p) calculations along with the NBO analysis for 1.4 and 6 and X-ray analysis for 3, indicated the existence of four gauche (q-g-syn, g(3)-syn. g(1)-atin and q-g(2)-syn) conformers for 1-6 The calculations reproduce quite well the experimental results, i e the computed q-g-syn and g3-syn conformers correspond in the IR spectrum (in solution), to the nu(co) doublet higher frequency component of larger intensity, while the computed grant, conformer correspond to the nu(co) doublet lower frequency component (in solution) NBO analysis showed that the n(s) -> pi(center dot)(c1=o2), no(co) -> sigma(c1-s3), no(co) -> sigma(c1-c4) orbital interactions are the main factors which stabilize the q-g-syn, g(3)-syn, g(1)-anti and q-g(2)-syn conformers for 1, 4 and 6 The no(co) -> sigma(c1-s3) interaction which stabilizes the q-g-syn, g(3)-syn and q-g(2)-syn conformers into a larger extent than the granti conformer, is responsible for the larger tto frequencies of the former conformers relative to the latter one. The q-g-syn, g(3)-syn and q-g(2)-syn conformers are further stabilized sigma(c4-s5) -> pi(co)center dot (strong). pi(co)/sigma(c1-c4,) no(co) -> sigma(c6-H17[Et]) (weak) and pi(co)/sigma(c4-c5) pi(co) (strong) orbital interactions. The q-g-syn conformer is also stabilized by sigma(c4-s5) -> pi(center dot)(co) (strong), pi(co)/sigma(c4-c5).no(co) -> sigma(c6-H17[Et]), pi(C9=C11[ph]) -> sigma(c4-H6x-CH2]) (weak). no((SO)) -> sigma(C11-H23[ph]) (medium) pi(co)/sigma(c4-c5)(strong) orbital interactions. The q-g-syn conformei is further stabilized by the n(S5) O((C))(8-) S((SO))(8+) attractive Coulornbic interaction while the q-g(2)-syn conformer is destabilized by the n55 0,8c-0) repulsive Coulombic interaction. This analysis indicates the following conformer stabilization order. q-g-syn, g(3)-syn > g(1)-anti >> q-g(2)-syn X-ray single crystal analysis of 3 indicates that it assumes in the solid a distorted q-g(2)-syn geometry which is stabilized through almost the same orbital and Coulombic interaction which takes place for the q-g(2)-syn conformer, in the gas, along with dipole moment coupling and a series intermolecular C-HO0 interactions. (C) 2010 Elsevier B V All rights reserved

Correlations between thermal environment and egg quality of two layer commercial strains

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Correlations among behavior, performance and environment in broiler breeders using multivariate analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Estimates of genetic correlations between days to calving and reproductive and weight traits in Nelore cattle

Data comprising 53,181 calving records were analyzed to estimate the genetic correlation between days to calving (DC), and days to first calving (DFC), and the following traits: scrotal circumference (SC), age at first calving (AFC), and weight adjusted for 550 d of age (W550) in a Nelore herd. (Co)variance components were estimated using the REML method fitting bivariate animal models. The fixed effects considered for DC were contemporary group, month of last calving, and age at breeding season (linear and quadratic effects). Contemporary groups were composed by herd, year, season, and management group at birth; herd and management group at weaning; herd, season, and management group at mating; and sex of calf and mating type (multiple sires, single sire, or AI). In DFC analysis, the same fixed effects were considered excluding the month of last calving. For DC, a repeatability animal model was applied. Noncalvers were not considered in analyses because an attempt to include them, attributing a penalty, did not improve the identification of genetic differences between animals. Heritability estimates ranged from 0.04 to 0.06 for DC, from 0.06 to 0.13 for DFC, from 0.42 to 0.44 for SC, from 0.06 to 0.08 for AFC, and was 0.30 for W550. The genetic correlation estimated between DC and SC was low and negative (-0.10), between DC and AFC was high and positive (0.76), and between DC and W550 was almost null (0.07). Similar results were found for genetic correlation estimates between DFC and SC (-0.14), AFC (0.94), and W550 (-0.02). The genetic correlation estimates indicate that the use of DC in the selection of beef cattle may promote favorable correlated responses to age at first mating and, consequently, higher gains in sexual precocity can be expected.

Quantum correlations between each qubit in a two-atom system and the environment in terms of interatomic distance

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)