The Power of Bootstrap Tests of Cointegration Rank with Financial Time Series

Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection probabilities that are closer to the nominal level than the rejection probabilities of the correspond- ing asymptotic tests. The e¤ect of bootstrapping the test on its power is largely unknown. We show that a new computationally inexpensive procedure can be applied to the estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is found to have a power function close to that of the level-adjusted asymp- totic test. The bootstrap test estimates the level-adjusted power of the asymptotic test highly accurately. The bootstrap test may have low power to reject the null hypothesis of cointegration rank zero, or underestimate the cointegration rank. An empirical application to Euribor interest rates is provided as an illustration of the findings.

Design of temperature-compensated reference electrodes for non-isothermal galvanic sensors

The criterion for the design of a temperature-compensated reference electrode for non-isothermal galvanic sensors is deduced from the basic flux equations of irreversible thermodynamics. It is shown that when the Seebeck coefficient of the non-isothermal cell using a solid oxygen ion-conducting electrolyte under pure oxygen is equal to the relative partial molar entropy of oxygen in the reference electrode divided by 4F, then the EMF of the non-isothermal cell is the same as that of an isothermal cell with the same electrodes operating at the higher temperature. By measuring the temperature of the melt alone and the EMF of the non-isothermal galvanic sensor, one can derive the chemical potential or the concentration of oxygen in a corrosive medium. The theory is experimentally checked using sensors for oxygen in liquid copper constructed with various metal+oxide electrodes and fully stabilised (CaO)ZrO2 as the electrolyte. To satisfy the exact condition for temperature compensation it is often necessary to have the metal or oxide as a solid solution in the reference electrode.

A core-level photoemission spectroscopic study of the electron-doped superconductor, Nd2-xCexCuO4-δ

A photoemission study of superconducting Nd1.85Ce0.15CuO4-δ shows that Ce in the cuprate is essentially in the 4+ state. While the electron donated by Ce does not appear to affect the Cu 3d band, we still find evidence for the presence of considerable Cu1+ - related configurations due to covalency effects. A role for oxygen holes and Cu1+ species is indicated just as in other cuprate superconductors.

Studies on removal of metal ions and sulphate reduction using rice husk and Desulfotomaculum nigrificans with reference to remediation of acid mine drainage

The utility of rice husk as an adsorbent for metal ions such as iron, zinc and copper from acid mine water was assessed. The adsorption isotherms exhibited Langmuirian behavior and were endothermic in nature. The free energy values for adsorption of the chosen metal ions onto rice husk were found to be highly negative attesting to favorable interaction. Over 99% Fe3+, 98% of Fe2+ and Zn2+ and 95% Cu2+ uptake was achieved from acid mine water, with a concomitant increase in the pH value by two units using rice husk. The remediation studies carried out on acid mine water and simulated acid mine water pretreated with rice husk indicated successful growth of Desulfotomaculum nigrificans (D. nigrificans). The amount of sulphate bioreduction in acid mine water at an initial pH of 5.3 was enhanced by D. nigrificans from 21% to 40% in the presence of rice husk filtrate supplemented with carbon and nitrogen. In simulated acid mine water with fortified husk filtrate, the sulphate reduction was even more extensive, with an enhancement to 73%. Concurrently, almost 90% Fe2+, 89% Zn2+ and 75% Cu2+ bioremoval was attained from simulated acid mine water. Metal adsorption by rice husk was confirmed in desorption experiments in which almost complete removal of metal ions from the rice husk was achieved after two elutions using 1 M HCl. The possible mechanisms of metal ion adsorption onto rice husk and sulphate reduction using D. nigrificans are discussed.

An SIMD machine for low-level vision

This paper presents an SIMD machine which has been tuned to execute low-level vision algorithms employing the relaxation labeling paradigm. Novel features of the design include: 1. (1) a communication scheme capable of window accessing under a single instruction. 2. (2) flexible I/O instructions to load overlapped data segments; and 3. (3) data-conditional instructions which can be nested to an arbitrary degree. A time analysis of the stereo correspondence problem, as implemented on a simulated version of the machine using the probabilistic relaxation technique, shows a speed up of almost N2 for an N × N array of PEs.

A Simple Five-Level Inverter Topology for Induction Motor Drive Using Conventional Two-Level Inverters and Flying Capacitor Technique

This paper proposes a new five-level inverter topology for open-end winding induction motor (IM) drive. The popular existing circuit configurations for five-level inverter include the NPC inverter and flying capacitor topologies. Compared to the NPC inverter, the proposed topology eliminates eighteen clamping diodes having different voltage ratings in the present circuit. Moreover it requires only one capacitor bank per phase, whereas flying capacitor schemes for five level topologies require six capacitor banks per phase. The proposed topology is realized by feeding the phase winding of an open-end induction motor with two-level inverters in series with flying capacitors. The flying capacitor voltages are balanced using the switching state redundancy for full modulation range. The proposed inverter scheme is capable of producing two-level to five-level pulse width modulated voltage across the phase winding depending on the modulation range. Additionally, in case of any switch failure in the flying capacitor connection, the proposed inverter topology can be operated as a three-level inverter for full modulation range. The proposed scheme is experimentally verified on a four pole, 5hp induction motor drive.

Electronic structure of high-Tc superconductors from core-level spectroscopies

Using the configuration-interaction approach, we show that various core-level spectroscopic observations on the high-Tc superconducting oxides can be consistently described in terms of mixing between d9 and d10 configurations, with a negligible amount of the d8 (Cu3+) state. From our analysis of the existing experimental data, we provide evidence of a wide and continuous valence transition in these systems as a function of temperature. The changes in the hybridization strengths deduced here are indicative of structural modifications of the square-planar CuO4 clusters with decreasing temperature.

Merkel cell carcinoma : Epidemiological study with special reference to polyomavirus and vascular factors in pathogenesis

Merkel cell carcinoma (MCC) is a rare cutaneous malignancy that occurs predominantly on sun exposed skin areas. A new polyomavirus (MCPyV) was identified in MCC tumor tissues in 2008 suggesting that a viral infection might be an etiological factor. A typical MCC is a rapidly growing painless purple nodule. In its early stage it can be misjudged by its appearance as a cyst or abscess. Recurrences are common and approximately half of the patients will develop lymph node metastases and third of the patents will have distant metastases. It affects mostly elderly persons at an average age of 70 at the time of diagnosis. MCC was first described in 1972 and the first MCC patient in Finland was identified in 1983. MCC has been poorly recognized, but increased awareness and better diagnostic accuracy has increased the incidence since the early years. In this study, all cases with a notation of MCC during 1979 2008 were obtained from the Finnish Cancer Registry. Based on this data, the incidence is 0.11 for men and 0.12 for women. It is similar than that of other Nordic countries, but lower than in the USA. For clinical series, the files of patients diagnosed with MCC during 1983 2004 were reviewed, and the tissue samples were re-evaluated, if available (n=181). Third of the patients were men, and the most common site of the primary tumor was the head and neck (53%). The majority of the patients (86%) presented with a clinically node-negative (Stage I or II) disease, but the disease recurred in 38% of them. The treatment schemes were heterogeneous. No additional benefit from a wide margin (≥2 cm) was found compared to a margin of 0.1-1.9 cm, but intralesional excision was more often associated with local recurrence. None of the patients with Stage I-II disease who had received postoperative radiotherapy had local recurrence during the follow-up period. The 5-year relative survival ratio for Stage I disease was 68%, for Stage II 67%, for Stage III 16%, and for Stage IV 0%. The relative excess risk of death was significantly lower among women than among men. Some of these tissue samples were further analyzed for vascular invasion (n=126) by immunohistochemistry using vascular endothelial markers CD-31 and D2-40. Vascular invasion was seen in 93% of the samples and it was observed already in very small, <5mm tumors. The tissue samples were also analyzed for the presence of MCPyV by using a polymerase chain reaction (PCR) and quantitative PCR. MCPyV DNA was present in 80% of 114 samples studied. The patients with virus-positive tumors had better overall survival than patients with virus-negative tumors. Immunohistochemical analyses were performed for the expression of VEGFR-2 (n=21) and endostatin (n=19), but they had no prognostic value. Our results support the concept of treating MCC with margin-negative excision and radiotherapy to the tumor bed to reduce local recurrence. The finding of a high frequency of lymphovascular invasion reduces its value as a prognostic factor, but emphasizes the role of sentinel node biopsy even in very small primary MCC.

Novel Approaches to the Sampling of Atmospheric Aerosols and Determination of Chemical Composition

The Earth s climate is a highly dynamic and complex system in which atmospheric aerosols have been increasingly recognized to play a key role. Aerosol particles affect the climate through a multitude of processes, directly by absorbing and reflecting radiation and indirectly by changing the properties of clouds. Because of the complexity, quantification of the effects of aerosols continues to be a highly uncertain science. Better understanding of the effects of aerosols requires more information on aerosol chemistry. Before the determination of aerosol chemical composition by the various available analytical techniques, aerosol particles must be reliably sampled and prepared. Indeed, sampling is one of the most challenging steps in aerosol studies, since all available sampling techniques harbor drawbacks. In this study, novel methodologies were developed for sampling and determination of the chemical composition of atmospheric aerosols. In the particle-into-liquid sampler (PILS), aerosol particles grow in saturated water vapor with further impaction and dissolution in liquid water. Once in water, the aerosol sample can then be transported and analyzed by various off-line or on-line techniques. In this study, PILS was modified and the sampling procedure was optimized to obtain less altered aerosol samples with good time resolution. A combination of denuders with different coatings was tested to adsorb gas phase compounds before PILS. Mixtures of water with alcohols were introduced to increase the solubility of aerosols. Minimum sampling time required was determined by collecting samples off-line every hour and proceeding with liquid-liquid extraction (LLE) and analysis by gas chromatography-mass spectrometry (GC-MS). The laboriousness of LLE followed by GC-MS analysis next prompted an evaluation of solid-phase extraction (SPE) for the extraction of aldehydes and acids in aerosol samples. These two compound groups are thought to be key for aerosol growth. Octadecylsilica, hydrophilic-lipophilic balance (HLB), and mixed phase anion exchange (MAX) were tested as extraction materials. MAX proved to be efficient for acids, but no tested material offered sufficient adsorption for aldehydes. Thus, PILS samples were extracted only with MAX to guarantee good results for organic acids determined by liquid chromatography-mass spectrometry (HPLC-MS). On-line coupling of SPE with HPLC-MS is relatively easy, and here on-line coupling of PILS with HPLC-MS through the SPE trap produced some interesting data on relevant acids in atmospheric aerosol samples. A completely different approach to aerosol sampling, namely, differential mobility analyzer (DMA)-assisted filter sampling, was employed in this study to provide information about the size dependent chemical composition of aerosols and understanding of the processes driving aerosol growth from nano-size clusters to climatically relevant particles (>40 nm). The DMA was set to sample particles with diameters of 50, 40, and 30 nm and aerosols were collected on teflon or quartz fiber filters. To clarify the gas-phase contribution, zero gas-phase samples were collected by switching off the DMA every other 15 minutes. Gas-phase compounds were adsorbed equally well on both types of filter, and were found to contribute significantly to the total compound mass. Gas-phase adsorption is especially significant during the collection of nanometer-size aerosols and needs always to be taken into account. Other aims of this study were to determine the oxidation products of β-caryophyllene (the major sesquiterpene in boreal forest) in aerosol particles. Since reference compounds are needed for verification of the accuracy of analytical measurements, three oxidation products of β-caryophyllene were synthesized: β-caryophyllene aldehyde, β-nocaryophyllene aldehyde, and β-caryophyllinic acid. All three were identified for the first time in ambient aerosol samples, at relatively high concentrations, and their contribution to the aerosol mass (and probably growth) was concluded to be significant. Methodological and instrumental developments presented in this work enable fuller understanding of the processes behind biogenic aerosol formation and provide new tools for more precise determination of biosphere-atmosphere interactions.

Hila- ja kuviotason laskennan vaikutus kuvion kokonaistilavuuteen, tallennustilaan ja laskentaaikaan teoreettista läpimittajakaumaa ja runkolukusarjaa käyttämällä

Metsäsuunnittelussa tarvittavan metsävaratiedon keräämisessä ollaan Suomessa siirtymässä kuvioittaisesta arvioinnista laserkeilaus- ja ilmakuvapohjaiseen kaukokartoitukseen. Tämän tutkimuksen tarkoitus oli selvittää kuvion kokonaistilavuuden ja läpimittajakauman ennustamisen tarkkuus koealan metsikkö- ja puustotunnuksista MSN-, PRM-, ML- ja FMM-menetelmiä sekä Weibull-jakaumaa hyödyntäen seuraavilla tavoilla: 1. PRM-menetelmällä hilatasolla, 2. PRMmenetelmällä kuviotasolla, 3. ML-menetelmällä hilatasolla ja 4. ML-menetelmällä kuviotasolla. Lisäksi kuvion kokonaistilavuuden ennustamisen tarkkuus selvitettiin hyödyntäen kuviolle tuotettua runkolukusarjaa. Tulokset laskettiin puulajikohtaisesti männylle, kuuselle, koivulle ja muille puulajeille. Puulajien tulokset laskettiin kuviotasolla yhteen. Lisäksi selvitettiin menetelmien laskenta-ajan ja tallennustilan tarve. Tutkimuksen aineistona käytettiin Hämeen ammattikorkeakoulun Evon toimipisteen metsistä mitattuja kiinteäsäteisiä ympyräkoealoja, joita oli 249 kappaletta. Hakkuukoneella mitattiin 12kuvion, joiden pinta-alat vaihtelivat välillä 0,2 – 1,94 hehtaaria, puustotiedot. Aluepohjaisen laserkeilausaineiston pulssin tiheys oli 1,8/m2 ja ilmakuvien pikselikoko 0,5 metriä. Kuvion kokonaistilavuus ennustettiin tai estimoitiin laserkeilaus- ja ilmakuva-aineiston piirteiden avulla koealojen puustotunnuksista. Tulokset laskettiin erikseen kaikille kuvioille ja kuvioille, joiden pinta-ala oli yli 0,5 hehtaaria. Yli 0,5 hehtaarin kuvioita oli 8 kappaletta. Kuvion hilojen naapureina käytettiin 1 - 10 koealaa. Menetelmästä ja naapurien määrästä riippuen kokonaistilavuuden suhteellinen RMSE ja harha vaihtelivat välillä 20,76 – 52,86 prosenttia ja -12,04 – 46,54 prosenttia. Vastaavat luvut yli 0,5 hehtaarin kuvioilla olivat 6,74 – 59,41 prosenttia ja -8,04 – 49,59 prosenttia. Laskenta-aika vaihteli menetelmien ja käytettyjen naapurien määrän mukaan voimakkaasti. Kehittyneemmällä ohjelmoinnilla ja ohjelmistolla laskenta-ajat voivat laskea merkittävästi. Tallennustila ei testatuilla menetelmillä ole rajoittava tekijä laajassakaan mittakaavassa. Läpimittajakauman perusteella PRM-menetelmä ennustaa puulajille erittäin kapean läpimittajakauman, jos koeala koostuu vain muutamasta lähes samankokoisesta puusta. Tämä vaikutti tuloksiin erityisesti menetelmällä PRM2.

Vitamin A and thyroxine carrier proteins in chicken plasma Steady-state control of the plasma level of free retinol-binding protein and free thyroxine

1. 1. The binding parameters of prealbumin-2 with retinol-binding protein and thyroxine (T4) revealed the existence of distinct and multiple sites for both retinol-binding protein and T4. 2. 2. From the analysis of binding parameters of retinol-binding protein with prealbumin-2 it is clear that under steady-state conditions about 99% of the holo-retinol-binding protein remains bound to prealbumin-2. 3. 3. Equilibrium dialysis studies on binding properties of thyroid hormones with prealbumin-2 revealed that it has a single high affinity site and three low affinity sites. 4. 4. The occurrence of three carrier proteins for thyroid hormones, thyroxine-binding globulin, prealbumin-2 and albumin has been demonstrated. However, the chicken thyroxine-binding globulin differs from human thyroxine-binding globulin by being relatively less acidic and occuring at a two-fold lower concentration. But the thyroid hormone binding parameters are comparable. 5. 5. Highly sensitive methods were developed for determination of T4 binding capacities of the various proteins and plasma level of total T4 by fractionation of carrier proteins and further quantitatively employing in electrophoresis and equilibrium dialysis. 6. 6. The thyroxine-binding proteins were found to be two types, one (viz., thyroxine-binding globulin) of great affinity but of low binding capacity, which mainly acts as reservoir of T4, and another (viz.,prealbumin-2) of low affinity but of high binding capacity, which can participate predominantly in the control of the free T4 pool.