Cross-correlations and cross-bicorrelations in Sterling exchange rates

This paper proposes two new tests for linear and nonlinear lead/lag relationships between time series based on the concepts of cross-correlations and cross-bicorrelations, respectively. The tests are then applied to a set of Sterling-denominated exchange rates. Our analysis indicates that there existed periods during the post-Bretton Woods era where the temporal relationship between different exchange rates was strong, although these periods have become less frequent over the past 20 years. In particular, our results demonstrate the episodic nature of the nonlinearity, and have implications for the speed of flow of information between financial series. The method generalises recently proposed tests for nonlinearity to the multivariate context.

Variation in genes related to hepatic lipid metabolism and changes in waist circumference and body weight.

We analysed single nucleotide polymorphisms (SNPs) tagging the genetic variability of six candidate genes (ATF6, FABP1, LPIN2, LPIN3, MLXIPL and MTTP) involved in the regulation of hepatic lipid metabolism, an important regulatory site of energy balance for associations with body mass index (BMI) and changes in weight and waist circumference. We also investigated effect modification by sex and dietary intake. Data of 6,287 individuals participating in the European prospective investigation into cancer and nutrition were included in the analyses. Data on weight and waist circumference were followed up for 6.9 ± 2.5 years. Association of 69 tagSNPs with baseline BMI and annual changes in weight as well as waist circumference were investigated using linear regression analysis. Interactions with sex, GI and intake of carbohydrates, fat as well as saturated, monounsaturated and polyunsaturated fatty acids were examined by including multiplicative SNP-covariate terms into the regression model. Neither baseline BMI nor annual weight or waist circumference changes were significantly associated with variation in the selected genes in the entire study population after correction for multiple testing. One SNP (rs1164) in LPIN2 appeared to be significantly interacting with sex (p = 0.0003) and was associated with greater annual weight gain in men (56.8 ± 23.7 g/year per allele, p = 0.02) than in women (-25.5 ± 19.8 g/year per allele, p = 0.2). With respect to gene-nutrient interaction, we could not detect any significant interactions when accounting for multiple testing. Therefore, out of our six candidate genes, LPIN2 may be considered as a candidate for further studies.

A simple model of the effects of the mid-latitude total ion trough in the bottomsideFlayer on HF radiowave propagation

Observations of the amplitudes and Doppler shifts of received HF radio waves are compared with model predictions made using a two-dimensional ray-tracing program. The signals are propagated over a sub-auroral path, which is shown to lie along the latitudes of the mid-latitude trough at times of low geomagnetic activity. Generalizing the predictions to include a simple model of the trough in the density and height of the F2 peak enables the explanation of the anomalous observed diurnal variations. The behavior of received amplitude, Doppler shift, and signal-to-noise ratio as a function of the Kp index value, the time of day, and the season (in 17 months of continuous recording) is found to agree closely with that predicted using the statistical position of the trough as deduced from 8 years of Alouette satellite soundings. The variation in the times of the observation of large signal amplitudes with the Kp value and the complete absence of such amplitudes when it exceeds 2.75 are two features that implicate the trough in these effects.

Two fast radiative transfer methods to improve the temporal sampling of clouds in numerical weather prediction and climate models

The high computational cost of calculating the radiative heating rates in numerical weather prediction (NWP) and climate models requires that calculations are made infrequently, leading to poor sampling of the fast-changing cloud field and a poor representation of the feedback that would occur. This paper presents two related schemes for improving the temporal sampling of the cloud field. Firstly, the ‘split time-stepping’ scheme takes advantage of the independent nature of the monochromatic calculations of the ‘correlated-k’ method to split the calculation into gaseous absorption terms that are highly dependent on changes in cloud (the optically thin terms) and those that are not (optically thick). The small number of optically thin terms can then be calculated more often to capture changes in the grey absorption and scattering associated with cloud droplets and ice crystals. Secondly, the ‘incremental time-stepping’ scheme uses a simple radiative transfer calculation using only one or two monochromatic calculations representing the optically thin part of the atmospheric spectrum. These are found to be sufficient to represent the heating rate increments caused by changes in the cloud field, which can then be added to the last full calculation of the radiation code. We test these schemes in an operational forecast model configuration and find a significant improvement is achieved, for a small computational cost, over the current scheme employed at the Met Office. The ‘incremental time-stepping’ scheme is recommended for operational use, along with a new scheme to correct the surface fluxes for the change in solar zenith angle between radiation calculations.

Pasolini and Third World hunger: an approach to Cinema Novo through 'La ricotta'

Among the links between Pier Paolo Pasolini and Brazilian Cinema Novo, one of the most inspiring is the political approach to hunger and consumption. In this text, I analyse this topic to look at how some of the aesthetic ideas in Pasolini’s La ricotta (1963) can also be found in some of the most important films of Cinema Novo. In 'La ricotta' (1963), the irresistible need to eat of a subproletarian interacts and clashes with his responsibilities as an actor in a movie version of the Passion of Christ, so that the film creates a complex network of relations between film shooting, social differences, art, hunger, consumption, time and light, which turns the film set into a space for displaying political relations, differences, exploitation and revolution. The correspondences between these concepts and some aggression techniques of Cinema Novo are numerous and confirm the capacity of Pasolini’s film to project ideas on cinema and politics beyond its particular production context.

Ratios of UV, PAR and NIR components to global solar radiation measured at Botucatu site in Brazil

The relationships between the four radiant fluxes are analyzed based on a 4 year data archive of hourly and daily global ultraviolet (I(UV)), photosynthetically active-PAR (I(PAR)), near infrared (I(NIR)) and broadband global solar radiation (I(G)) collected at Botucatu, Brazil. These data are used to establish both the fractions of spectral components to global solar radiation and the proposed linear regression models. Verification results indicated that the proposed regression models predict accurately the spectral radiant fluxes at least for the Brazilian environment. Finally, results obtained in this analysis agreed well with most published results in the literature. (c) 2010 Elsevier Ltd. All rights reserved.

Modeling hourly and daily fractions of UV, PAR and NIR to global solar radiation under various sky conditions at Botucatu, Brazil

In this analysis, using available hourly and daily radiometric data performed at Botucatu, Brazil, several empirical models relating ultraviolet (UV), photosynthetically active (PAR) and near infrared (NIR) solar global components with solar global radiation (G) are established. These models are developed and discussed through clearness index K(T) (ratio of the global-to-extraterrestrial solar radiation). Results obtained reveal that the proposed empirical models predict hourly and daily values accurately. Finally. the overall analysis carried Out demonstrates that the sky conditions are more important in developing correlation models between the UV component and the global solar radiation. The linear regression models derived to estimate PAR and NIR components may be obtained without sky condition considerations within a maximum variation of 8%. In the case of UV, not taking into consideration the sky condition may cause a discrepancy of up to 18% for hourly values and 15% for daily values. (C) 2008 Elsevier Ltd. All rights reserved.

Reliability of orbital fits for resonant extrasolar planetary systems: the case of HD82943

We perform a statistical study of the process of orbital determination of the HD82943 extrasolar planetary system, using the current observational data set of N = 165 radial velocity (RV) measurements. Our aim is to analyse the dispersion of possible orbital fits leading to residuals compatible with the best solution, and to discuss the sensitivity of the results with respect to both the data set and the error distribution around the best fit. Although some orbital parameters (e.g. semimajor axis) appear well constrained, we show that the best fits for the HD82943 system are not robust, and at present it is not possible to estimate reliable solutions for these bodies. Finally, we discuss the possibility of a third planet, with a mass of 0.35M(Jup) and an orbital period of 900 d. Stability analysis and simulations of planetary migration indicate that such a hypothetical three-planet system could be locked in a double 2/1 mean-motion resonance, similar to the so-called Laplace resonance of the three inner Galilean satellites of Jupiter.

Possible signature of hypernova nucleosynthesis in a beryllium-rich halo dwarf

As part of a large survey of halo and thick disc stars, we found one halo star, HD106038, exceptionally overabundant in beryllium. In spite of its low metallicity, [Fe/H] = -1.26, the star has log(Be/H) = -10.60, which is similar to the solar meteoritic abundance, log(Be/H)=-10.58. This abundance is more than 10 times higher the abundance of stars with similar metallicity and cannot be explained by models of chemical evolution of the Galaxy that include the standard theory of cosmic ray spallation. No other halo star exhibiting such a beryllium overabundance is known. In addition, overabundances of Li, Si, Ni, Y and Ba are also observed. We suggest that all these chemical peculiarities, excepting the Ba abundance, can be simultaneously explained if the star was formed in the vicinity of a hypernova.

Iridaea cordata (Gigartinales, Rhodophyta): responses to artificial UVB radiation

The effects of UVB radiation on the different developmental stages of the carrageenan-producing red alga Iridaea cordata were evaluated considering: (1) carpospore and discoid germling mortality; (2) growth rates and morphology of young tetrasporophytes; and (3) growth rates and pigment content of field-collected plant fragments. Unialgal cultures were submitted to 0.17, 0.5, or 0.83 W m(-2) of UVB radiation for 3 h per day. The general culture conditions were as follows: 12 h light/12 h dark cycles; irradiance of 55 mu mol photon. per square meter per second; temperature of 9 +/- 1 degrees C; and seawater enriched with Provasoli solution. All UVB irradiation treatments were harmful to carpospores (0.17 W m(-2) = 40.9 +/- 6.9%, 0.5 W m(-2) = 59.8 +/- 13.4%, 0.83 W m(-2) = 49 +/- 17.4% mortality in 3 days). Even though the mortality of all discoid germlings exposed to UVB radiation was unchanged when compared to the control, those germlings exposed to 0.5 and 0.83 W m(-2) treatments became paler and had smaller diameters than those cultivated under control treatment. Decreases in growth rates were observed in young tetrasporophytes, mainly in 0.5 and 0.83 W m(-2) treatments. Similar effects were only observed in fragments of adult plants cultivated at 0.83 W m(-2). Additionally, UVB radiation caused morphological changes in fragments of adult plants in the first week, while the young individuals only displayed this pattern during the third week. The verified morphological alterations in I. cordata could be interpreted as a defense against UVB by reducing the area exposed to radiation. However, a high level of radiation appears to produce irreparable damage, especially under long-term exposure. Our results suggest that the sensitivity to ultraviolet radiation decreases with increased algal age and that the various developmental stages have different responses when exposed to the same doses of UVB radiation.

Alcantarea (Bromeliaceae) leaf anatomical characterization and its systematic implications

Alcantarea (Bromeliaceae) has 26 species that are endemic to eastern Brazil, occurring mainly on gneiss-granitic rock outcrops (`inselbergs`). Alcantarea has great ornamental potential and several species are cultivated in gardens. Limited data is available in the literature regarding the leaf anatomical features of the genus, though it has been shown that it may provide valuable information for characterizing of Bromeliaceae taxa. In the present work, we employed leaf anatomy to better characterize the genus and understand its radiation into harsh environments, such as inselbergs. We also searched for characteristics potentially useful in phylogenetic analyses and in delimiting Alcantarea and Vriesea. The anatomical features of the leaves, observed for various Alcantarea species, are in accordance with the general pattern shown by other Bromeliaceae members. However, some features are notable for their importance for sustaining life on rock outcrops, such as: small epidermal thick-walled cells, uneven sinuous epidermal walls, hypodermis often differentiated into lignified layers with thick-walled cells, aquiferous hypodermis bearing collapsible cells, and the presence of well developed epicuticular stratum. Alcantarea leaves tend to show different shapes in the spongy parenchyma, and have chlorenchymatous palisade parenchyma arranged in more well-defined arches, when compared to Vriesea species from the same habitat.