Bayesian estimation of co-integrating thresholds in the term structure of interest rates.

Threshold Error Correction Models are used to analyse the term structure of interest Rates. The paper develops and uses a generalisation of existing models that encompasses both the Band and Equilibrium threshold models of [Balke and Fomby ((1997) Threshold cointegration. Int Econ Rev 38(3):627–645)] and estimates this model using a Bayesian approach. Evidence is found for threshold effects in pairs of longer rates but not in pairs of short rates. The Band threshold model is supported in preference to the Equilibrium model.

Vegetation dynamics in abandoned crop fields on a Mediterranean island: Development of succession model and estimation of disturbance thresholds

This case study on the Sifnos island, Greece, assesses the main factors controlling vegetation succession following crop abandonment and describes the vegetation dynamics of maquis and phrygana formations in relation to alternative theories of secondary succession. Field survey data were collected and analysed at community as well as species level. The results show that vegetation succession on abandoned crop fields is determined by the combined effects of grazing intensity, soil and geological characteristics and time. The analysis determines the quantitative grazing thresholds that modify the successional pathway. Light grazing leads to dominance by maquis vegetation while overgrazing leads to phryganic vegetation. The proposed model shows that vegetation succession following crop abandonment is a complex multi-factor process where the final or the stable stage of the process is not predefined but depends on the factors affecting succession. An example of the use of succession models and disturbance thresholds as a policy assessment tool is presented by evaluating the likely vegetation impacts of the recent reform of the Common Agricultural Policy on Sifnos island over a 20-30-year time horizon. (c) 2006 Elsevier B.V. All rights reserved.

Impact of duration thresholds on Atlantic tropical cyclone counts*

Records of Atlantic basin tropical cyclones (TCs) since the late nineteenth century indicate a very large upward trend in storm frequency. This increase in documented TCs has been previously interpreted as resulting from anthropogenic climate change. However, improvements in observing and recording practices provide an alternative interpretation for these changes: recent studies suggest that the number of potentially missed TCs is sufficient to explain a large part of the recorded increase in TC counts. This study explores the influence of another factor—TC duration—on observed changes in TC frequency, using a widely used Atlantic hurricane database (HURDAT). It is found that the occurrence of short-lived storms (duration of 2 days or less) in the database has increased dramatically, from less than one per year in the late nineteenth–early twentieth century to about five per year since about 2000, while medium- to long-lived storms have increased little, if at all. Thus, the previously documented increase in total TC frequency since the late nineteenth century in the database is primarily due to an increase in very short-lived TCs. The authors also undertake a sampling study based upon the distribution of ship observations, which provides quantitative estimates of the frequency of missed TCs, focusing just on the moderate to long-lived systems with durations exceeding 2 days in the raw HURDAT. Upon adding the estimated numbers of missed TCs, the time series of moderate to long-lived Atlantic TCs show substantial multidecadal variability, but neither time series exhibits a significant trend since the late nineteenth century, with a nominal decrease in the adjusted time series. Thus, to understand the source of the century-scale increase in Atlantic TC counts in HURDAT, one must explain the relatively monotonic increase in very short-duration storms since the late nineteenth century. While it is possible that the recorded increase in short-duration TCs represents a real climate signal, the authors consider that it is more plausible that the increase arises primarily from improvements in the quantity and quality of observations, along with enhanced interpretation techniques. These have allowed National Hurricane Center forecasters to better monitor and detect initial TC formation, and thus incorporate increasing numbers of very short-lived systems into the TC database.

Simulating the interannual variability of major dust storms on Mars using variable lifting thresholds

The redistribution of a finite amount of martian surface dust during global dust storms and in the intervening periods has been modelled in a dust lifting version of the UK Mars General Circulation Model. When using a constant, uniform threshold in the model’s wind stress lifting parameterisation and assuming an unlimited supply of surface dust, multiannual simulations displayed some variability in dust lifting activity from year to year, arising from internal variability manifested in surface wind stress, but dust storms were limited in size and formed within a relatively short seasonal window. Lifting thresholds were then allowed to vary at each model gridpoint, dependent on the rates of emission or deposition of dust. This enhanced interannual variability in dust storm magnitude and timing, such that model storms covered most of the observed ranges in size and initiation date within a single multiannual simulation. Peak storm magnitude in a given year was primarily determined by the availability of surface dust at a number of key sites in the southern hemisphere. The observed global dust storm (GDS) frequency of roughly one in every 3 years was approximately reproduced, but the model failed to generate these GDSs spontaneously in the southern hemisphere, where they have typically been observed to initiate. After several years of simulation, the surface threshold field—a proxy for net change in surface dust density—showed good qualitative agreement with the observed pattern of martian surface dust cover. The model produced a net northward cross-equatorial dust mass flux, which necessitated the addition of an artificial threshold decrease rate in order to allow the continued generation of dust storms over the course of a multiannual simulation. At standard model resolution, for the southward mass flux due to cross-equatorial flushing storms to offset the northward flux due to GDSs on a timescale of ∼3 years would require an increase in the former by a factor of 3–4. Results at higher model resolution and uncertainties in dust vertical profiles mean that quasi-periodic redistribution of dust on such a timescale nevertheless appears to be a plausible explanation for the observed GDS frequency.

Updated empirical model of genetically-modified maize grain production practices to achieve European Union labeling thresholds

An updated empirical approach is proposed for specifying coexistence requirements for genetically modified (GM) maize (Zea mays L.) production to ensure compliance with the 0.9% labeling threshold for food and feed in the European Union. The model improves on a previously published (Gustafson et al., 2006) empirical model by adding recent data sources to supplement the original database and including the following additional cases: (i) more than one GM maize source field adjacent to the conventional or organic field, (ii) the possibility of so-called “stacked” varieties with more than one GM trait, and (iii) lower pollen shed in the non-GM receptor field. These additional factors lead to the possibility for somewhat wider combinations of isolation distance and border rows than required in the original version of the empirical model. For instance, in the very conservative case of a 1-ha square non-GM maize field surrounded on all four sides by homozygous GM maize with 12 m isolation (the effective isolation distance for a single GM field), non-GM border rows of 12 m are required to be 95% confident of gene flow less than 0.9% in the non-GM field (with adventitious presence of 0.3%). Stacked traits of higher GM mass fraction and receptor fields of lower pollen shed would require a greater number of border rows to comply with the 0.9% threshold, and an updated extension to the model is provided to quantify these effects.

Within, but not between hands interactions in vibrotactile detection thresholds reflect somatosensory receptive field organization

Detection of a tactile stimulus on one finger is impaired when a concurrent stimulus (masker) is presented on an additional finger of the same or the opposite hand. This phenomenon is known to be finger-specific at the within-hand level. However, whether this specificity is also maintained at the between-hand level is not known. In four experiments, we addressed this issue by combining a Bayesian adaptive staircase procedure (QUEST) with a two-interval forced choice (2IFC) design in order to establish threshold for detecting 200ms, 100Hz sinusoidal vibrations applied to the index or little fingertip of either hand (targets). We systematically varied the masker finger (index, middle, ring, or little finger of either hand), while controlling the spatial location of the target and masker stimuli. Detection thresholds varied consistently as a function of the masker finger when the latter was on the same hand (Experiments 1 and 2), but not when on different hands (Experiments 3 and 4). Within the hand, detection thresholds increased for masker fingers closest to the target finger (i.e., middle>ring when the target was index). Between the hands, detection thresholds were higher only when the masker was present on any finger as compared to when the target was presented in isolation. The within hand effect of masker finger is consistent with the segregation of different fingers at the early stages of somatosensory processing, from the periphery to the primary somatosensory cortex (SI). We propose that detection is finger-specific and reflects the organisation of somatosensory receptive fields in SI within, but not between the hands.

An interdisciplinary modelling approach asessing the cost-effectiveness of agri-environmental measures on reducing nutrient concentration to WFD thresholds under climate change: the case of the Louros catchment

The application of the Water Framework Directive (WFD) in the European Union (EU) targets certain threshold levels for the concentration of various nutrients, nitrogen and phosphorous being the most important. In the EU, agri-environmental measures constitute a significant component of Pillar 2—Rural Development Policies in both financial and regulatory terms. Environmental measures also are linked to Pillar 1 payments through cross-compliance and the greening proposals. This paper drawing from work carried out in the REFRESH FP7 project aims to show how an INtegrated CAtchment model of plant/soil system dynamics and instream biogeochemical and hydrological dynamics can be used to assess the cost-effectiveness of agri-environmental measures in relation to nutrient concentration targets set by the WFD, especially in the presence of important habitats. We present the procedures (methodological steps, challenges and problems) for assessing the cost-effectiveness of agri-environmental measures at the baseline situation, and climate and land use change scenarios. Furthermore, we present results of an application of this methodology to the Louros watershed in Greece and discuss the likely uses and future extensions of the modelling approach. Finally, we attempt to reveal the importance of this methodology for designing and incorporating alternative environmental practices in Pillar 1 and 2 measures.

Risk aversion, overconfidence and private information as determinants of majority thresholds

We present and experimentally test a theoretical model of majority threshold determination as a function of voters’ risk preferences. The experimental results confirm the theoretical prediction of a positive correlation between the voter's risk aversion and the corresponding preferred majority threshold. Furthermore, the experimental results show that a voter's preferred majority threshold negatively relates to the voter's confidence about how others will vote. Moreover, in a treatment in which individuals receive a private signal about others’ voting behaviour, the confidence-related motivation of behaviour loses ground to the signal's strength.

Rejection thresholds (RjT) of sweet likers and dislikers

Sweetness is generally a desirable taste, however consumers can be grouped into sweet likers and dislikers according to optimally preferred sucrose concentrations. Understanding the levels of sweetness in products that are acceptable and unacceptable to both consumer groups is important to product development and for influencing dietary habits. The concentrations at which sucrose decreases liking (the rejection threshold; RjT) in liquid and semi-solid matrices were investigated in this study. Thirty six consumers rated their liking of 5 sucrose aqueous solutions; this identified 36% sweet likers (SL) whose liking ratings increased with increasing sucrose and 64% sweet dislikers (SD) whose liking ratings decreased above 6% (w/v) sucrose. We hypothesized that SL and SD would have different RjT for sucrose in products. This was tested by preparing 8 levels of sucrose in orange juice and orange jelly and presenting each against the lowest level in forced choice preference tests. In orange juice, as sucrose increased from 33g/L to 75g/L the proportion of people preferring the sweeter sample increased in both groups. However, at higher sucrose levels, the proportion of consumers preferring the sweet sample decreased. For SD, a RjT was reached at 380 g/L, whereas a significant RjT for SL was not reached. RjT in jelly were not reached as the sweetness in orange jelly was significantly lower than for orange juice (p<0.001). Despite statistically significant differences in rated sweetness between SL and SD (p=0.019), the extent of difference between the two groups was minor. The results implied that sweet liker status was not substantially related to differences in sweetness perception. Self-reported dietary intake of carbohydrate, sugars and sucrose were not significantly affected by sweet liker status. However the failure to find an effect may be due to the small sample size and future studies within a larger, more representative population sample are justifiable from the results of this study.

Oriented Percolation in One-dimensional 1/vertical bar x-y vertical bar(2) Percolation Models

We consider independent edge percolation models on Z, with edge occupation probabilities. We prove that oriented percolation occurs when beta > 1 provided p is chosen sufficiently close to 1, answering a question posed in Newman and Schulman (Commun. Math. Phys. 104: 547, 1986). The proof is based on multi-scale analysis.

Percolation in a network with long-range connections: Implications for cytoskeletal structure and function

Cell shape, signaling, and integrity depend on cytoskeletal organization. In this study we describe the cytoskeleton as a simple network of filamentary proteins (links) anchored by complex protein structures (nodes). The structure of this network is regulated by a distance-dependent probability of link formation as P = p/d(s), where p regulates the network density and s controls how fast the probability for link formation decays with node distance (d). It was previously shown that the regulation of the link lengths is crucial for the mechanical behavior of the cells. Here we examined the ability of the two-dimensional network to percolate (i.e. to have end-to-end connectivity), and found that the percolation threshold depends strongly on s. The system undergoes a transition around s = 2. The percolation threshold of networks with s < 2 decreases with increasing system size L, while the percolation threshold for networks with s > 2 converges to a finite value. We speculate that s < 2 may represent a condition in which cells can accommodate deformation while still preserving their mechanical integrity. Additionally, we measured the length distribution of F-actin filaments from publicly available images of a variety of cell types. In agreement with model predictions, cells originating from more deformable tissues show longer F-actin cytoskeletal filaments. (C) 2008 Elsevier B.V. All rights reserved.

The number of open paths in an oriented rho-percolation model

We study the asymptotic properties of the number of open paths of length n in an oriented rho-percolation model. We show that this number is e(n alpha(rho)(1+o(1))) as n ->infinity. The exponent alpha is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitly computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is n(-1/2)We (n alpha(rho))(1+o(1)) for some nondegenerate random variable W. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.