Periodic time series modeling of environmental proxy records with guaranteed positive growth rate estimation

Identifying a periodic time-series model from environmental records, without imposing the positivity of the growth rate, does not necessarily respect the time order of the data observations. Consequently, subsequent observations, sampled in the environmental archive, can be inversed on the time axis, resulting in a non-physical signal model. In this paper an optimization technique with linear constraints on the signal model parameters is proposed that prevents time inversions. The activation conditions for this constrained optimization are based upon the physical constraint of the growth rate, namely, that it cannot take values smaller than zero. The actual constraints are defined for polynomials and first-order splines as basis functions for the nonlinear contribution in the distance-time relationship. The method is compared with an existing method that eliminates the time inversions, and its noise sensitivity is tested by means of Monte Carlo simulations. Finally, the usefulness of the method is demonstrated on the measurements of the vessel density, in a mangrove tree, Rhizophora mucronata, and the measurement of Mg/Ca ratios, in a bivalve, Mytilus trossulus.

Gene duplication and an accelerated evolutionary rate in 11S globulin genes are associated with higher protein synthesis in dicots as compared to monocots

Background: Seed storage proteins are a major source of dietary protein, and the content of such proteins determines both the quantity and quality of crop yield. Significantly, examination of the protein content in the seeds of crop plants shows a distinct difference between monocots and dicots. Thus, it is expected that there are different evolutionary patterns in the genes underlying protein synthesis in the seeds of these two groups of plants. Results: Gene duplication, evolutionary rate and positive selection of a major gene family of seed storage proteins (the 11S globulin genes), were compared in dicots and monocots. The results, obtained from five species in each group, show more gene duplications, a higher evolutionary rate and positive selections of this gene family in dicots, which are rich in 11S globulins, but not in the monocots. Conclusion: Our findings provide evidence to support the suggestion that gene duplication and an accelerated evolutionary rate may be associated with higher protein synthesis in dicots as compared to monocots.

Penciclovir solubility in Eudragit films: a comparison of X-ray, thermal, microscopic and release rate techniques

The solubility of penciclovir (C10N5O3H17) in a novel film formulation designed for the treatment of cold sores was determined using X-ray, thermal, microscopic and release rate techniques. Solubilities of 0.15–0.23, 0.44, 0.53 and 0.42% (w/w) resulted for each procedure. Linear calibration lines were achieved for experimentally and theoretically determined differential scanning calorimetry (DSC) and X-ray powder diffractometry (XRPD) data. Intra- and inter-batch data precision values were determined; intra values were more precise. Microscopy was additionally useful for examining crystal shape, size distribution and homogeneity of drug distribution within the film. Whereas DSC also determined melting point, XRPD identified polymorphs and release data provided relevant kinetics.

The influence of Langmuir turbulence on the scaling for the dissipation rate in the oceanic boundary layer

A model for estimating the turbulent kinetic energy dissipation rate in the oceanic boundary layer, based on insights from rapid-distortion theory, is presented and tested. This model provides a possible explanation for the very high dissipation levels found by numerous authors near the surface. It is conceived that turbulence, injected into the water by breaking waves, is subsequently amplified due to its distortion by the mean shear of the wind-induced current and straining by the Stokes drift of surface waves. The partition of the turbulent shear stress into a shear-induced part and a wave-induced part is taken into account. In this picture, dissipation enhancement results from the same mechanism responsible for Langmuir circulations. Apart from a dimensionless depth and an eddy turn-over time, the dimensionless dissipation rate depends on the wave slope and wave age, which may be encapsulated in the turbulent Langmuir number La_t. For large La_t, or any Lat but large depth, the dissipation rate tends to the usual surface layer scaling, whereas when Lat is small, it is strongly enhanced near the surface, growing asymptotically as ɛ ∝ La_t^{-2} when La_t → 0. Results from this model are compared with observations from the WAVES and SWADE data sets, assuming that this is the dominant dissipation mechanism acting in the ocean surface layer and statistical measures of the corresponding fit indicate a substantial improvement over previous theoretical models. Comparisons are also carried out against more recent measurements, showing good order-of-magnitude agreement, even when shallow-water effects are important.

Unusual isotope effect in the reaction of chlorosilylene with trimethylsilane-1-d: Absolute rate studies and quantum chemical and Rice–Ramsperger–Kassel–Marcus calculations provide strong evidence for the involvement of an intermediate complex

Time-resolved studies of chlorosilylene, ClSiH, generated by the 193 nm laser flash photolysis of 1-chloro-1- silacyclopent-3-ene, have been carried out to obtain rate constants for its bimolecular reaction with trimethylsilane-1-d, Me3SiD, in the gas phase. The reaction was studied at total pressures up to 100 Torr (with and without added SF6) over the temperature range of 295−407 K. The rate constants were found to be pressure independent and gave the following Arrhenius equation: log[(k/(cm3 molecule−1 s−1)] = (−13.22 ± 0.15) + [(13.20 ± 1.00) kJ mol−1]/(RT ln 10). When compared with previously published kinetic data for the reaction of ClSiH with Me3SiH, kinetic isotope effects, kD/kH, in the range from 7.4 (297 K) to 6.4 (407 K) were obtained. These far exceed values of 0.4−0.5 estimated for a single-step insertion process. Quantum chemical calculations (G3MP2B3 level) confirm not only the involvement of an intermediate complex, but also the existence of a low-energy internal isomerization pathway which can scramble the D and H atom labels. By means of Rice−Ramsperger−Kassel−Marcus modeling and a necessary (but small) refinement of the energy surface, we have shown that this mechanism can reproduce closely the experimental isotope effects. These findings provide the first experimental evidence for the isomerization pathway and thereby offer the most concrete evidence to date for the existence of intermediate complexes in the insertion reactions of silylenes.

Growth rate and vertical propagation of the initial error in baroclinic models

The present study investigates the growth of error in baroclinic waves. It is found that stable or neutral waves are particularly sensitive to errors in the initial condition. Short stable waves are mainly sensitive to phase errors and the ultra long waves to amplitude errors. Analysis simulation experiments have indicated that the amplitudes of the very long waves become usually too small in the free atmosphere, due to the sparse and very irregular distribution of upper air observations. This also applies to the four-dimensional data assimilation experiments, since the amplitudes of the very long waves are usually underpredicted. The numerical experiments reported here show that if the very long waves have these kinds of amplitude errors in the upper troposphere or lower stratosphere the error is rapidly propagated (within a day or two) to the surface and to the lower troposphere.

Measuring large topographic change with InSAR: lava thicknesses, extrusion rate and subsidence rate at Santiaguito volcano, Guatemala

Lava flows can produce changes in topography on the order of 10s-100s of metres. A knowledge of the resulting volume change provides evidence about the dynamics of an eruption. We present a method to measure topographic changes from the differential InSAR phase delays caused by the height differences between the current topography and a Digital Elevation Model (DEM). This does not require a pre-event SAR image, so it does not rely on interferometric phase remaining coherent during eruption and emplacement. Synthetic tests predicts that we can estimate lava thickness of as little as �9 m, given a minimum of 5 interferograms with suitably large orbital baseine separations. In the case of continuous motion, such as lava flow subsidence, we invert interferometric phase simultaneously for topographic change and displacement. We demonstrate the method using data from Santiaguito volcano, Guatemala, and measure increases in lava thickness of up to 140 m between 2000 and 2009, largely associated with activity between 2000 and 2005. We find a mean extrusion rate of 0.43 +/- 0.06 m3/s, which lies within the error bounds of the longer term extrusion rate between 1922-2000. The thickest and youngest parts of the flow deposit were shown to be subsiding at an average rate of �-6 cm/yr. This is the first time that flow thickness and subsidence have been measured simultaneously. We expect this method to be suitable for measurment of landslides and other mass flow deposits as well as lava flows.

A rate and state friction law for saline ice

Sea ice friction models are necessary to predict the nature of interactions between sea ice floes. These interactions are of interest on a range of scales, for example, to predict loads on engineering structures in icy waters or to understand the basin-scale motion of sea ice. Many models use Amonton's friction law due to its simplicity. More advanced models allow for hydrodynamic lubrication and refreezing of asperities; however, modeling these processes leads to greatly increased complexity. In this paper we propose, by analogy with rock physics, that a rate- and state-dependent friction law allows us to incorporate memory (and thus the effects of lubrication and bonding) into ice friction models without a great increase in complexity. We support this proposal with experimental data on both the laboratory (∼0.1 m) and ice tank (∼1 m) scale. These experiments show that the effects of static contact under normal load can be incorporated into a friction model. We find the parameters for a first-order rate and state model to be A = 0.310, B = 0.382, and μ0 = 0.872. Such a model then allows us to make predictions about the nature of memory effects in moving ice-ice contacts.

Measurements of stratospheric ozone at a mid-latitude observing station Valentia, Ireland (51.94° N, 10.25° W), using ground-based and ozonesonde observations from 1994 to 2009

Sixteen years (1994 – 2009) of ozone profiling by ozonesondes at Valentia Meteorological and Geophysical Observatory, Ireland (51.94° N, 10.23° W) along with a co-located MkIV Brewer spectrophotometer for the period 1993–2009 are analyzed. Simple and multiple linear regression methods are used to infer the recent trend, if any, in stratospheric column ozone over the station. The decadal trend from 1994 to 2010 is also calculated from the monthly mean data of Brewer and column ozone data derived from satellite observations. Both of these show a 1.5 % increase per decade during this period with an uncertainty of about ±0.25 %. Monthly mean data for March show a much stronger trend of ~ 4.8 % increase per decade for both ozonesonde and Brewer data. The ozone profile is divided between three vertical slots of 0–15 km, 15–26 km, and 26 km to the top of the atmosphere and a 11-year running average is calculated. Ozone values for the month of March only are observed to increase at each level with a maximum change of +9.2 ± 3.2 % per decade (between years 1994 and 2009) being observed in the vertical region from 15 to 26 km. In the tropospheric region from 0 to 15 km, the trend is positive but with a poor statistical significance. However, for the top level of above 26 km the trend is significantly positive at about 4 % per decade. The March integrated ozonesonde column ozone during this period is found to increase at a rate of ~6.6 % per decade compared with the Brewer and satellite positive trends of ~5 % per decade.

Quantile forecasts of daily exchange rate returns from forecasts of realized volatility

Quantile forecasts are central to risk management decisions because of the widespread use of Value-at-Risk. A quantile forecast is the product of two factors: the model used to forecast volatility, and the method of computing quantiles from the volatility forecasts. In this paper we calculate and evaluate quantile forecasts of the daily exchange rate returns of five currencies. The forecasting models that have been used in recent analyses of the predictability of daily realized volatility permit a comparison of the predictive power of different measures of intraday variation and intraday returns in forecasting exchange rate variability. The methods of computing quantile forecasts include making distributional assumptions for future daily returns as well as using the empirical distribution of predicted standardized returns with both rolling and recursive samples. Our main findings are that the Heterogenous Autoregressive model provides more accurate volatility and quantile forecasts for currencies which experience shifts in volatility, such as the Canadian dollar, and that the use of the empirical distribution to calculate quantiles can improve forecasts when there are shifts

What will be the risk-free rate and benchmark yield curve following European monetary union?

Using a linear factor model, we study the behaviour of French, Germany, Italian and British sovereign yield curves in the run up to EMU. This allows us to determine which of these yield curves might best approximate a benchmark yield curve post EMU. We find that the best approximation for the risk free yield is the UK three month T-bill yield, followed by the German three month T-bill yield. As no one sovereign yield curve dominates all others, we find that a composite yield curve, consisting of French, Italian and UK bonds at different maturity points along the yield curve should be the benchmark post EMU.

A Double-threshold GARCH Model for the French Franc/Deutschmark exchange rate

This paper combines and generalizes a number of recent time series models of daily exchange rate series by using a SETAR model which also allows the variance equation of a GARCH specification for the error terms to be drawn from more than one regime. An application of the model to the French Franc/Deutschmark exchange rate demonstrates that out-of-sample forecasts for the exchange rate volatility are also improved when the restriction that the data it is drawn from a single regime is removed. This result highlights the importance of considering both types of regime shift (i.e. thresholds in variance as well as in mean) when analysing financial time series.

Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting

This paper proposes and implements a new methodology for forecasting time series, based on bicorrelations and cross-bicorrelations. It is shown that the forecasting technique arises as a natural extension of, and as a complement to, existing univariate and multivariate non-linearity tests. The formulations are essentially modified autoregressive or vector autoregressive models respectively, which can be estimated using ordinary least squares. The techniques are applied to a set of high-frequency exchange rate returns, and their out-of-sample forecasting performance is compared to that of other time series models

Forecasting exchange rate volatility using conditional variance models selected by information criteria

This paper uses appropriately modified information criteria to select models from the GARCH family, which are subsequently used for predicting US dollar exchange rate return volatility. The out of sample forecast accuracy of models chosen in this manner compares favourably on mean absolute error grounds, although less favourably on mean squared error grounds, with those generated by the commonly used GARCH(1, 1) model. An examination of the orders of models selected by the criteria reveals that (1, 1) models are typically selected less than 20% of the time.

Immediate auditory repetition of words and nonwords: An ERP study of lexical and sublexical processing

ERPs were elicited to (1) words, (2) pseudowords derived from these words, and (3) nonwords with no lexical neighbors, in a task involving listening to immediately repeated auditory stimuli. There was a significant early (P200) effect of phonotactic probability in the first auditory presentation, which discriminated words and pseudowords from nonwords; and a significant somewhat later (N400) effect of lexicality, which discriminated words from pseudowords and nonwords. There was no reliable effect of lexicality in the ERPs to the second auditory presentation. We conclude that early sublexical phonological processing differed according to phonotactic probability of the stimuli, and that lexically-based redintegration occurred for words but did not occur for pseudowords or nonwords. Thus, in online word recognition and immediate retrieval, phonological and/or sublexical processing plays a more important role than lexical level redintegration.