Selecting from amongst non–nested conditional variance models: information criteria and portfolio determination

We consider the finite sample properties of model selection by information criteria in conditionally heteroscedastic models. Recent theoretical results show that certain popular criteria are consistent in that they will select the true model asymptotically with probability 1. To examine the empirical relevance of this property, Monte Carlo simulations are conducted for a set of non–nested data generating processes (DGPs) with the set of candidate models consisting of all types of model used as DGPs. In addition, not only is the best model considered but also those with similar values of the information criterion, called close competitors, thus forming a portfolio of eligible models. To supplement the simulations, the criteria are applied to a set of economic and financial series. In the simulations, the criteria are largely ineffective at identifying the correct model, either as best or a close competitor, the parsimonious GARCH(1, 1) model being preferred for most DGPs. In contrast, asymmetric models are generally selected to represent actual data. This leads to the conjecture that the properties of parameterizations of processes commonly used to model heteroscedastic data are more similar than may be imagined and that more attention needs to be paid to the behaviour of the standardized disturbances of such models, both in simulation exercises and in empirical modelling.

Determination of the in vivo prebiotic potential of a maize based wholegrain breakfast cereal: a human feeding study

Epidemiological studies have shown an inverse relationship between risk of CVD and intake of whole grain (WG)-rich food. Regular consumption of breakfast cereals can provide not only an increase in dietary WG but also improvements to cardiovascular health. Various mechanisms have been proposed, including prebiotic modulation of the colonic microbiota. In the present study, the prebiotic activity of a maize-derived WG cereal (WGM) was evaluated in a double-blind, placebo-controlled human feeding study (n 32). For a period of 21 d, healthy men and women, mean age 32 (sd 8) years and BMI 23·3 (sd 0·58) kg/m2, consumed either 48 g/d WG cereal (WGM) or 48 g placebo cereal (non-whole grain (NWG)) in a crossover fashion. Faecal samples were collected at five points during the study on days 0, 21, 42, 63 and 84 (representing at baseline, after both treatments and both wash-out periods). Faecal bacteriology was assessed using fluorescence in situ hybridisation with 16S rRNA oligonucleotide probes specific for Bacteroides spp., Bifidobacterium spp., Clostridium histolyticum/perfringens subgroup, Lactobacillus–Enterococcus subgroup and total bacteria. After 21 d consumption of WGM, mean group levels of faecal bifidobacteria increased significantly compared with the control cereal (P = 0·001). After a 3-week wash-out period, bifidobacterial levels returned to pre-intervention levels. No statistically significant changes were observed in serum lipids, glucose or measures of faecal output. In conclusion, this WG maize-enriched breakfast cereal mediated a bifidogenic modulation of the gut microbiota, indicating a possible prebiotic mode of action

Determination of the degradation kinetics of anthocyanins in a model juice system using isothermal and non-isothermal methods

The effect of temperature on the degradation of blackcurrant anthocyanins in a model juice system was determined over a temperature range of 4–140 °C. The thermal degradation of anthocyanins followed pseudo first-order kinetics. From 4–100 °C an isothermal method was used to determine the kinetic parameters. In order to mimic the temperature profile in retort systems, a non-isothermal method was applied to determine the kinetic parameters in the model juice over the temperature range 110–140 °C. The results from both isothermal and non-isothermal methods fit well together, indicating that the non-isothermal procedure is a reliable mathematical method to determine the kinetics of anthocyanin degradation. The reaction rate constant (k) increased from 0.16 (±0.01) × 10−3 to 9.954 (±0.004) h−1 at 4 and 140 °C, respectively. The temperature dependence of the rate of anthocyanin degradation was modelled by an extension of the Arrhenius equation, which showed a linear increase in the activation energy with temperature.

A new method for the determination of Holocene palaeohydrology

This paper describes a new method for the assessment of palaeohydrology through the Holocene. A palaeoclimate model was linked with a hydrological model, using a weather generator to correct bias in the rainfall estimates, to simulate the changes in the flood frequency and the groundwater response through the late Pleistocene and Holocene for the Wadi Faynan in southern Jordan, a site considered internationally important due to its rich archaeological heritage spanning the Pleistocene and Holocene. This is the first study to describe the hydrological functioning of the Wadi Faynan, a meso-scale (241 km2) semi-arid catchment, setting this description within the framework of contemporary archaeological investigations. Historic meteorological records were collated and supplemented with new hydrological and water quality data. The modelled outcomes indicate that environmental changes, such as deforestation, had a major impact on the local water cycle and this amplified the effect of the prevailing climate on the flow regime. The results also show that increased rainfall alone does not necessarily imply better conditions for farming and highlight the importance of groundwater. The discussion focuses on the utility of the method and the importance of the local hydrology to the sustained settlement of the Wadi Faynan through pre-history and history.

Determination of turbulent heat fluxes using a large aperture scintillometer over undulating mixed agricultural terrain

Scintillometry is an established technique for determining large areal average sensible heat fluxes. The scintillometer measurement is related to sensible heat flux via Monin–Obukhov similarity theory, which was developed for ideal homogeneous land surfaces. In this study it is shown that judicious application of scintillometry over heterogeneous mixed agriculture on undulating topography yields valid results when compared to eddy covariance (EC). A large aperture scintillometer (LAS) over a 2.4 km path was compared with four EC stations measuring sensible (H) and latent (LvE) heat fluxes over different vegetation (cereals and grass) which when aggregated were representative of the LAS source area. The partitioning of available energy into H and LvE varied strongly for different vegetation types, with H varying by a factor of three between senesced winter wheat and grass pasture. The LAS derived H agrees (one-to-one within the experimental uncertainty) with H aggregated from EC with a high coefficient of determination of 0.94. Chronological analysis shows individual fields may have a varying contribution to the areal average sensible heat flux on short (weekly) time scales due to phenological development and changing soil moisture conditions. Using spatially aggregated measurements of net radiation and soil heat flux with H from the LAS, the areal averaged latent heat flux (LvELAS) was calculated as the residual of the surface energy balance. The regression of LvELAS against aggregated LvE from the EC stations has a slope of 0.94, close to ideal, and demonstrates that this is an accurate method for the landscape-scale estimation of evaporation over heterogeneous complex topography.

The determination of molecular orientation in uniaxially compressed PMMA by X-ray scattering

A procedure is presented for obtaining full molecular orientation information from wide angle X-ray scattering patterns of deformed non-crystalline polymers. The method is based on the analysis of experimental and calculated scattering patterns into their spherical harmonics. The results obtained for PMMA are compared with values predicted by the pseudo affine and affine deformation schemes.

Complete Experimental Structure Determination of the p(3x2)pg Phase of Glycine on Cu{110}

We present a quantitative low energy electron diffraction (LEED) surface-crystallograpic study of the complete adsorption geometry of glycine adsorbed on Cu{110} in the ordered p(3×2) phase. The glycine molecules form bonds to the surface through the N atoms of the amino group and the two O atoms of the de-protonated carboxylate group, each with separate Cu atoms such that every Cu atom in the first layer is involved in a bond. Laterally, N atoms are nearest to the atop site (displacement 0.41 Å). The O atoms are asymmetrically displaced from the atop site by 0.54 Å and 1.18 Å with two very different O-Cu bond lengths of 1.93 Å and 2.18 Å. The atom positions of the upper-most Cu layers show small relaxations within 0.07 Å of the bulk-truncated surface geometry. The unit cell of the adsorbate layer consists of two glycine molecules, which are related by a glide-line symmetry operation. This study clearly shows that a significant coverage of adsorbate structures without this glide-line symmetry must be rejected, both on the grounds of the energy dependence of the spot intensities (LEED-IV curves) and of systematic absences in the LEED pattern.

Determination of the density of the multiple access interference of a CDMA system from its moments

A standard CDMA system is considered and an extension of Pearson's results is used to determine the density function of the interference. The method is shown to work well in some cases, but not so in others. However this approach can be useful in further determining the probability of error of the system with minimal computational requirements.

Sampling series for determination of probability density of CDMA multiple access interference

Consideration is given to a standard CDMA system and determination of the density function of the interference with and without Gaussian noise using sampling theory concepts. The formula derived provides fast and accurate results and is a simple, useful alternative to other methods

PPARγ2 gene Pro12Ala and PPARα gene Leu162Val single nucleotide polymorphisms interact with dietary intake of fat in determination of plasma lipid concentrations

Background/Aims: The peroxisome proliferator-activated receptors (PPARs) are transcriptional regulators of lipid metabolism, activated by unsaturated fatty acids. We investigated independent and interactive effects of PPARγ2 gene PPARG Pro12Ala (rs1801282) andPPARαgene PPARA Leu162Val (rs1800206) genotypes with dietary intake of fatty acids on concentrations of plasma lipids in subjects of whom 47.5% had metabolic syndrome. Methods: The RISCK study is a parallel design, randomised controlled trial. Plasma lipids were quantified at baseline after a 4-week high saturated fatty acids diet and after three parallel 24-week interventions with reference (high saturated fatty acids), high monounsaturated fatty acids and low-fat diets. Single nucleotide polymorphisms were genotyped in 466 subjects. Results: At baseline, the PPARG Ala12allele was associated with increased plasma total cholesterol (n = 378; p = 0.04), LDL cholesterol (p = 0.05) and apoB (p =0.05) after adjustment for age, gender and ethnicity. At baseline, PPARA Leu162Val × PPARG Pro12Ala genotype interaction did not significantly influence plasma lipid concentrations. After dietary intervention, gene-gene interaction significantly influenced LDL cholesterol (p =0.0002) and small dense LDL as a proportion of LDL (p = 0.005) after adjustments. Conclusions: Interaction between PPARG Pro12Ala and PPARA Leu162Valgenotypes may influence plasma LDL cholesterol concentration and the proportion as small dense LDL after a high monounsaturated fatty acids diet.

Chemical characterisation and determination of sensory attributes of hydrolysates produced by enzymatic hydrolysis of whey proteins following a novel integrative process

The overall aim of this work was to characterize the major angiotensin converting enzyme (ACE) inhibitory peptides produced by enzymatic hydrolysis of whey proteins, through the application of a novel integrative process. This process consisted of the combination of adsorption and microfiltration within a stirred cell unit for the selective immobilization of β-lactoglobulin and casein derived peptides (CDP) from whey. The adsorbed proteins were hydrolyzed in-situ which resulted in the separation of peptide products from the substrate and fractionation of peptides. Two different hydrolysates were produced: (i) from CDP (IC50 =287μg/mL) and (ii) from β-lactoglobulin (IC50=128μg/mL). IC50 is the concentration of inhibitor needed to inhibit ACE by half. The well known antihypertensive peptide IPP and several novel peptides that have structural similarities with reported ACE inhibitory peptides were identified and characterized in both hydrolysates. Furthermore, the hydrolysates were assessed for bitterness. No significant difference was found between the control (milk with no hydrolysate) and hydrolysate samples at different concentrations (at, below and above the IC50).

Comparative biology of mammalian telomeres: hypotheses on ancestral states and the roles of telomeres in longevity determination

Progressive telomere shortening from cell division (replicative aging) provides a barrier for human tumor progression. This program is not conserved in laboratory mice, which have longer telomeres and constitutive telomerase. Wild species that do ⁄ do not use replicative aging have been reported, but the evolution of different phenotypes and a conceptual framework for understanding their uses of telomeres is lacking. We examined telomeres ⁄ telomerase in cultured cells from > 60 mammalian species to place different uses of telomeres in a broad mammalian context. Phylogeny-based statistical analysis reconstructed ancestral states. Our analysis suggested that the ancestral mammalian phenotype included short telomeres (< 20 kb, as we now see in humans) and repressed telomerase. We argue that the repressed telomerase was a response to a higher mutation load brought on by the evolution of homeothermy. With telomerase repressed, we then see the evolution of replicative aging. Telomere length inversely correlated with lifespan, while telomerase expression co-evolved with body size. Multiple independent times smaller, shorter-lived species changed to having longer telomeres and expressing telomerase. Trade-offs involving reducing the energetic ⁄ cellular costs of specific oxidative protection mechanisms (needed to protect < 20 kb telomeres in the absence oftelomerase) could explain this abandonment of replicative aging. These observations provide a conceptual framework for understanding different uses of telomeres in mammals, support a role for human-like telomeres in allowing longer lifespans to evolve, demonstrate the need to include telomere length in the analysis of comparative studies of oxidative protection in the biology of aging, and identify which mammals can be used as appropriate model organisms for the study of the role of telomeres in human cancer and aging. Key words: evolution of telomeres; immortalization; telomerase; replicative aging; senescence.