Promotion carryover as a missing data problem

An important feature of agribusiness promotion programs is their lagged impact on consumption. Efficient investment in advertising requires reliable estimates of these lagged responses and it is desirable from both applied and theoretical standpoints to have a flexible method for estimating them. This note derives an alternative Bayesian methodology for estimating lagged responses when investments occur intermittently within a time series. The method exploits a latent-variable extension of the natural-conjugate, normal-linear model, Gibbs sampling and data augmentation. It is applied to a monthly time series on Turkish pasta consumption (1993:5-1998:3) and three, nonconsecutive promotion campaigns (1996:3, 1997:3, 1997:10). The results suggest that responses were greatest to the second campaign, which allocated its entire budget to television media; that its impact peaked in the sixth month following expenditure; and that the rate of return (measured in metric tons additional consumption per thousand dollars expended) was around a factor of 20.

Developing new components for variable flow distribution system modelling in TRNSYS

This study attempts to fill the existing gap in the simulation of variable flow distribution systems through developing new pressure governing components. These components are able to capture the actual ever-changing system performance curve in variable flow distribution systems together with the prediction of controversial issues such as starving, over-flow and the lack of controllability on the flow rate of different branches in a hydronic system. The performance of the proposed components is verified using a case study under design and off-design circumstances. Full integration of the new components within the TRNSYS simulation package is another advantage of this study, which makes it more applicable for designers in both the design and commissioning of hydronic systems.

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.

The neural bases of the short-term storage of verbal information are anatomically variable across individuals

What are the precise brain regions supporting the short-term retention of verbal information? A previous functional magnetic resonance imaging (fMRI) study suggested that they may be topographically variable across individuals, occurring, in most, in regions posterior to prefrontal cortex (PFC), and that detection of these regions may be best suited to a single-subject (SS) approach to fMRI analysis (Feredoes and Postle, 2007). In contrast, other studies using spatially normalized group-averaged (SNGA) analyses have localized storage-related activity to PFC. To evaluate the necessity of the regions identified by these two methods, we applied repetitive transcranial magnetic stimulation (rTMS) to SS- and SNGA-identified regions throughout the retention period of a delayed letter-recognition task. Results indicated that rTMS targeting SS analysis-identified regions of left perisylvian and sensorimotor cortex impaired performance, whereas rTMS targeting the SNGA-identified region of left caudal PFC had no effect on performance. Our results support the view that the short-term retention of verbal information can be supported by regions associated with acoustic, lexical, phonological, and speech-based representation of information. They also suggest that the brain bases of some cognitive functions may be better detected by SS than by SNGA approaches to fMRI data analysis.

The interval and indoor playmaking

Although early modern acting companies were adept at using different kinds of venue, performing indoors imposed a significant change in practice. Since indoor theatres required artificial lighting to augment the natural light admitted via windows, candles were employed; but the technology was such that candles could not last untended throughout an entire performance. Performing indoors thus introduced a new component into stage practice: the interval. This article explores what extant evidence (such as it is) might tell us about the introduction of act breaks, how they may have worked, and the implications for actors, audiences and dramatists. Ben Jonson's scripting of the interval in two late plays, The Staple of News and The Magnetic Lady, is examined for what it may suggest about actual practice, and the ways in which the interval may have been considered integral to composition and performance is explored through a reading of Middleton and Rowley's The Changeling. The interval offered playwrights a form of structural punctuation, drawing attention to how acts ended and began; actors could use the space to bring on props for use in the next act; spectators might use the pause between acts to reflect on what had happened and, perhaps, anticipate what was to come; and stage-sitters, the evidence indicates, often took advantage of the hiatus in the play to assert their presence in the space to which all eyes naturally were drawn.

The variable link between PNA and NAO in observations and in multi-century CGCM simulations

The link between the Pacific/North American pattern (PNA) and the North Atlantic Oscillation (NAO) is investigated in reanalysis data (NCEP, ERA40) and multi-century CGCM runs for present day climate using three versions of the ECHAM model. PNA and NAO patterns and indices are determined via rotated principal component analysis on monthly mean 500 hPa geopotential height fields using the varimax criteria. On average, the multi-century CGCM simulations show a significant anti-correlation between PNA and NAO. Further, multi-decadal periods with significantly enhanced (high anti-correlation, active phase) or weakened (low correlations, inactive phase) coupling are found in all CGCMs. In the simulated active phases, the storm track activity near Newfoundland has a stronger link with the PNA variability than during the inactive phases. On average, the reanalysis datasets show no significant anti-correlation between PNA and NAO indices, but during the sub-period 1973–1994 a significant anti-correlation is detected, suggesting that the present climate could correspond to an inactive period as detected in the CGCMs. An analysis of possible physical mechanisms suggests that the link between the patterns is established by the baroclinic waves forming the North Atlantic storm track. The geopotential height anomalies associated with negative PNA phases induce an increased advection of warm and moist air from the Gulf of Mexico and cold air from Canada. Both types of advection contribute to increase baroclinicity over eastern North America and also to increase the low level latent heat content of the warm air masses. Thus, growth conditions for eddies at the entrance of the North Atlantic storm track are enhanced. Considering the average temporal development during winter for the CGCM, results show an enhanced Newfoundland storm track maximum in the early winter for negative PNA, followed by a downstream enhancement of the Atlantic storm track in the subsequent months. In active (passive) phases, this seasonal development is enhanced (suppressed). As the storm track over the central and eastern Atlantic is closely related to the NAO variability, this development can be explained by the shift of the NAO index to more positive values.

A refined sampling strategy for intra-tooth stable isotope analysis of mammalian enamel

Serial sampling and stable isotope analysis performed along the growth axis of vertebrate tooth enamel records differences attributed to seasonal variation in diet, climate or animal movement. Because several months are required to obtain mature enamel in large mammals, modifications in the isotopic composition of environmental parameters are not instantaneously recorded, and stable isotope analysis of tooth enamel returns a time-averaged signal attenuated in its amplitude relative to the input signal. For convenience, stable isotope profiles are usually determined on the side of the tooth where enamel is thickest. Here we investigate the possibility of improving the time resolution by targeting the side of the tooth where enamel is thinnest. Observation of developing third molars (M3) in sheep shows that the tooth growth rate is not constant but decreases exponentially, while the angle between the first layer of enamel deposited and the enamel–dentine junction increases as a tooth approaches its maximal length. We also noted differences in thickness and geometry of enamel growth between the mesial side (i.e., the side facing the M2) and the buccal side (i.e., the side facing the cheek) of the M3. Carbon and oxygen isotope variations were measured along the M3 teeth from eight sheep raised under controlled conditions. Intra-tooth variability was systematically larger along the mesial side and the difference in amplitude between the two sides was proportional to the time of exposure to the input signal. Although attenuated, the mesial side records variations in the environmental signal more faithfully than the buccal side. This approach can be adapted to other mammals whose teeth show lateral variation in enamel thickness and could potentially be used as an internal check for diagenesis.

Evaluating relative impact of virtual reality system variables on architectural design comprehension and presence - A variable-centered approach using fractional factorial experiment

The relative contributions of five variables (Stereoscopy, screen size, field of view, level of realism and level of detail) of virtual reality systems on spatial comprehension and presence are evaluated here. Using a variable-centered approach instead of an object-centric view as its theoretical basis, the contributions of these five variables and their two-way interactions are estimated through a 25-1 fractional factorial experiment (screening design) of resolution V with 84 subjects. The experiment design, procedure, measures used, creation of scales and indices, results of statistical analysis, their meaning and agenda for future research are elaborated.

Modelling human visual navigation using multi-view scene reconstruction

It is often assumed that humans generate a 3D reconstruction of the environment, either in egocentric or world-based coordinates, but the steps involved are unknown. Here, we propose two reconstruction-based models, evaluated using data from two tasks in immersive virtual reality. We model the observer’s prediction of landmark location based on standard photogrammetric methods and then combine location predictions to compute likelihood maps of navigation behaviour. In one model, each scene point is treated independently in the reconstruction; in the other, the pertinent variable is the spatial relationship between pairs of points. Participants viewed a simple environment from one location, were transported (virtually) to another part of the scene and were asked to navigate back. Error distributions varied substantially with changes in scene layout; we compared these directly with the likelihood maps to quantify the success of the models. We also measured error distributions when participants manipulated the location of a landmark to match the preceding interval, providing a direct test of the landmark-location stage of the navigation models. Models such as this, which start with scenes and end with a probabilistic prediction of behaviour, are likely to be increasingly useful for understanding 3D vision.

Further evidence for variable synchrotron emission in XTE J1118+480 in outburst

We present simultaneous multicolor infrared and optical photometry of the black hole X-ray transient XTE J1118+480 during its short 2005 January outburst, supported by simultaneous X-ray observations. The variability is dominated by short timescales, ~10 s, although a weak superhump also appears to be present in the optical. The optical rapid variations, at least, are well correlated with those in X-rays. Infrared JHKs photometry, as in the previous outburst, exhibits especially large-amplitude variability. The spectral energy distribution (SED) of the variable infrared component can be fitted with a power law of slope α=-0.78+/-0.07, where F_ν~ν^α. There is no compelling evidence for evolution in the slope over five nights, during which time the source brightness decayed along almost the same track as seen in variations within the nights. We conclude that both short-term variability and longer timescale fading are dominated by a single component of constant spectral shape. We cannot fit the SED of the IR variability with a credible thermal component, either optically thick or thin. This IR SED is, however, approximately consistent with optically thin synchrotron emission from a jet. These observations therefore provide indirect evidence to support jet-dominated models for XTE J1118+480 and also provide a direct measurement of the slope of the optically thin emission, which is impossible, based on the average spectral energy distribution alone.

The dependent variable problem in quantitative studies of Active Labour Market Programmes: uncovering hidden dynamics?

The question of what explains variation in expenditures on Active Labour Market Programs (ALMPs) has attracted significant scholarship in recent years. Significant insights have been gained with respect to the role of employers, unions and dual labour markets, openness, and partisanship. However, there remain significant disagreements with respects to key explanatory variables such the role of unions or the impact of partisanship. Qualitative studies have shown that there are both good conceptual reasons as well as historical evidence that different ALMPs are driven by different dynamics. There is little reason to believe that vastly different programs such as training and employment subsidies are driven by similar structural, interest group or indeed partisan dynamics. The question is therefore whether different ALMPs have the same correlation with different key explanatory variables identified in the literature? Using regression analysis, this paper shows that the explanatory variables identified by the literature have different relation to distinct ALMPs. This refinement adds significant analytical value and shows that disagreements are at least partly due to a dependent variable problem of ‘over-aggregation’.

Evaluating interval forecasts of high-frequency financial data

A number of methods of evaluating the validity of interval forecasts of financial data are analysed, and illustrated using intraday FTSE100 index futures returns. Some existing interval forecast evaluation techniques, such as the Markov chain approach of Christoffersen (1998), are shown to be inappropriate in the presence of periodic heteroscedasticity. Instead, we consider a regression-based test, and a modified version of Christoffersen's Markov chain test for independence, and analyse their properties when the financial time series exhibit periodic volatility. These approaches lead to different conclusions when interval forecasts of FTSE100 index futures returns generated by various GARCH(1,1) and periodic GARCH(1,1) models are evaluated.

Variable binding and coreference in sentence comprehension: evidence from eye movements

The hypothesis that pronouns can be resolved via either the syntax or the discourse representation has played an important role in linguistic accounts of pronoun interpretation (e.g. Grodzinsky & Reinhart, 1993). We report the results of an eye-movement monitoring study investigating the relative timing of syntactically-mediated variable binding and discourse-based coreference assignment during pronoun resolution. We examined whether ambiguous pronouns are preferentially resolved via either the variable binding or coreference route, and in particular tested the hypothesis that variable binding should always be computed before coreference assignment. Participants’ eye movements were monitored while they read sentences containing a pronoun and two potential antecedents, a c-commanding quantified noun phrase and a non c-commanding proper name. Gender congruence between the pronoun and either of the two potential antecedents was manipulated as an experimental diagnostic for dependency formation. In two experiments, we found that participants’ reading times were reliably longer when the linearly closest antecedent mismatched in gender with the pronoun. These findings fail to support the hypothesis that variable binding is computed before coreference assignment, and instead suggest that antecedent recency plays an important role in affecting the extent to which a variable binding antecedent is considered. We discuss these results in relation to models of memory retrieval during sentence comprehension, and interpret the antecedent recency preference as an example of forgetting over time.