884 resultados para breaks
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We use non-parametric procedures to identify breaks in the underlying series of UK household sector money demand functions. Money demand functions are estimated using cointegration techniques and by employing both the Simple Sum and Divisia measures of money. P-star models are also estimated for out-of-sample inflation forecasting. Our findings suggest that the presence of breaks affects both the estimation of cointegrated money demand functions and the inflation forecasts. P-star forecast models based on Divisia measures appear more accurate at longer horizons and the majority of models with fundamentals perform better than a random walk model.
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This paper examines whether the observed long memory behavior of log-range series is to some extent spurious and whether it can be explained by the presence of structural breaks. Utilizing stock market data we show that the characterization of log-range series as long memory processes can be a strong assumption. Moreover, we find that all examined series experience a large number of significant breaks. Once the breaks are accounted for, the volatility persistence is eliminated. Overall, the findings suggest that volatility can be adequately represented, at least in-sample, through a multiple breaks process and a short run component.
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We present optical imaging and spectroscopy of supernova (SN) LSQ13fn, a type II supernova with several hitherto-unseen properties. Although it initially showed strong symmetric spectral emission features attributable to He ii, N iii, and C iii, reminiscent of some interacting SNe, it transitioned into an object that would fall more naturally under a type II-Plateau (IIP) classification. However, its spectral evolution revealed several unusual properties: metal lines appeared later than expected, were weak, and some species were conspicuous by their absence. Furthermore, the line velocities were found to be lower than expected given the plateau brightness, breaking the SN IIP standardised candle method for distance estimates. We found that, in combination with a short phase of early-time ejecta-circumstellar material interaction, metal-poor ejecta, and a large progenitor radius could reasonably account for the observed behaviour. Comparisons with synthetic model spectra of SNe IIP of a given progenitor mass would imply a progenitor star metallicity as low as 0.1 Z⊙. LSQ13fn highlights the diversity of SNe II and the many competing physical effects that come into play towards the final stages of massive star evolution immediately preceding core-collapse.
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We evaluate the effectiveness of the Colombian Central Bank´s interventions in the foreign exchange market during the period 2000 to 2014 -- We examine the stochastic process that describes the exchange rate, with a focus on the detection of structural breaks or unit roots in the data to determine whether the Central Bank´s interventions were effective -- We find that the exchange rate can be described either by a random walk or by a trend-stationary model with multiple breaks -- In neither cases do we find any evidence that the exchange rate was affected by the Central Bank interventions
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This thesis is concerned with change point analysis for time series, i.e. with detection of structural breaks in time-ordered, random data. This long-standing research field regained popularity over the last few years and is still undergoing, as statistical analysis in general, a transformation to high-dimensional problems. We focus on the fundamental »change in the mean« problem and provide extensions of the classical non-parametric Darling-Erdős-type cumulative sum (CUSUM) testing and estimation theory within highdimensional Hilbert space settings. In the first part we contribute to (long run) principal component based testing methods for Hilbert space valued time series under a rather broad (abrupt, epidemic, gradual, multiple) change setting and under dependence. For the dependence structure we consider either traditional m-dependence assumptions or more recently developed m-approximability conditions which cover, e.g., MA, AR and ARCH models. We derive Gumbel and Brownian bridge type approximations of the distribution of the test statistic under the null hypothesis of no change and consistency conditions under the alternative. A new formulation of the test statistic using projections on subspaces allows us to simplify the standard proof techniques and to weaken common assumptions on the covariance structure. Furthermore, we propose to adjust the principal components by an implicit estimation of a (possible) change direction. This approach adds flexibility to projection based methods, weakens typical technical conditions and provides better consistency properties under the alternative. In the second part we contribute to estimation methods for common changes in the means of panels of Hilbert space valued time series. We analyze weighted CUSUM estimates within a recently proposed »high-dimensional low sample size (HDLSS)« framework, where the sample size is fixed but the number of panels increases. We derive sharp conditions on »pointwise asymptotic accuracy« or »uniform asymptotic accuracy« of those estimates in terms of the weighting function. Particularly, we prove that a covariance-based correction of Darling-Erdős-type CUSUM estimates is required to guarantee uniform asymptotic accuracy under moderate dependence conditions within panels and that these conditions are fulfilled, e.g., by any MA(1) time series. As a counterexample we show that for AR(1) time series, close to the non-stationary case, the dependence is too strong and uniform asymptotic accuracy cannot be ensured. Finally, we conduct simulations to demonstrate that our results are practically applicable and that our methodological suggestions are advantageous.
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A chemical-specific photoelectron diffraction structure determination of a carbon rich buffer layer on SiC is reported. In addition to the long-range ripple of this surface, a local buckling in the hexagonal sublattice, which breaks the local range order symmetry, was unraveled.
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Monte Carlo track structures (MCTS) simulations have been recognized as useful tools for radiobiological modeling. However, the authors noticed several issues regarding the consistency of reported data. Therefore, in this work, they analyze the impact of various user defined parameters on simulated direct DNA damage yields. In addition, they draw attention to discrepancies in published literature in DNA strand break (SB) yields and selected methodologies. The MCTS code Geant4-DNA was used to compare radial dose profiles in a nanometer-scale region of interest (ROI) for photon sources of varying sizes and energies. Then, electron tracks of 0.28 keV-220 keV were superimposed on a geometric DNA model composed of 2.7 × 10(6) nucleosomes, and SBs were simulated according to four definitions based on energy deposits or energy transfers in DNA strand targets compared to a threshold energy ETH. The SB frequencies and complexities in nucleosomes as a function of incident electron energies were obtained. SBs were classified into higher order clusters such as single and double strand breaks (SSBs and DSBs) based on inter-SB distances and on the number of affected strands. Comparisons of different nonuniform dose distributions lacking charged particle equilibrium may lead to erroneous conclusions regarding the effect of energy on relative biological effectiveness. The energy transfer-based SB definitions give similar SB yields as the one based on energy deposit when ETH ≈ 10.79 eV, but deviate significantly for higher ETH values. Between 30 and 40 nucleosomes/Gy show at least one SB in the ROI. The number of nucleosomes that present a complex damage pattern of more than 2 SBs and the degree of complexity of the damage in these nucleosomes diminish as the incident electron energy increases. DNA damage classification into SSB and DSB is highly dependent on the definitions of these higher order structures and their implementations. The authors' show that, for the four studied models, different yields are expected by up to 54% for SSBs and by up to 32% for DSBs, as a function of the incident electrons energy and of the models being compared. MCTS simulations allow to compare direct DNA damage types and complexities induced by ionizing radiation. However, simulation results depend to a large degree on user-defined parameters, definitions, and algorithms such as: DNA model, dose distribution, SB definition, and the DNA damage clustering algorithm. These interdependencies should be well controlled during the simulations and explicitly reported when comparing results to experiments or calculations.
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Universidade Estadual de Campinas . Faculdade de Educação Física
A dimensão simbolica do recreio na escola de 1o. grau : uma analise a partir das praticas cotidianas
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Universidade Estadual de Campinas. Faculdade de Educação Física
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The DNA damage induced by S(IV) in the presence of some Cu(II) complexes in air saturated solution was investigated. The addition of S(IV) to an air saturated solution containing CuII GGA (GGA = glycylglycyl-L-alanine), CuII G3 (G3 = triglycine) or CuII G4 (G4 = tetraglycine) and Ni(II) traces, causes rapid formation of the respective Cu(III) complex, with simultaneous O2 uptake and S(IV) oxidation. SO3•- and HO• were detected by EPR-spin trapping experiments. The DNA strand breaks were attributed to the oxysulfur radicals formed. In the reduction of Cu(II)/BCA (BCA = 4,4' dicarboxy-2-2'-biquinoline) by S(IV), with CuI BCA complex formation, there is the possible formation of carbon centered radical of BCA or peroxyl radical (ROO•) capable of oxidizing DNA bases. The intensity of DNA damage in the presence of these Cu(II) complexes and S(IV) (10-300 µmol L-1) followed the order: CuII BCA ∼ CuII G4 ∼ Cu(II) (added as Cu(NO3)2) > CuII G3 ∼ CuII GGA. Specifically for CuII BCA the damage occurred even at lower S(IV) concentration (0.1 µmol L-1). For the Cu(II) complexes with glycylglycylhistidine, glycylhistidylglycine, glycylhistidyllysine and glycylglycyltyrosylarginine the Cu(III) formation and the DNA damage was not observed.
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Yerba mate (Ilex paraguariensis) is rich in several bioactive compounds that can act as free radical scavengers. Since oxidative DNA damage is involved in various pathological states such as cancer, the aim of this study was to evaluate the antioxidant activity of mate tea as well as the ability to influence DNA repair in male Swiss mice. Forty animals were randomly assigned to four groups. The animals received three different doses of mate tea aqueous extract, 0.5, 1.0 or 2.0 g/kg, for 60 days. After intervention, the liver, kidney and bladder cells were isolated and the DNA damage induced by H2O2 was investigated by the comet assay. The DNA repair process was also investigated for its potential to protect the cells from damage by the same methodology. The data presented here show that mate tea is not genotoxic in liver, kidney and bladder cells. The regular ingestion of mate tea increased the resistance of DNA to H2O2-induced DNA strand breaks and improved the DNA repair after H2O2 challenge in liver cells, irrespective of the dose ingested. These results suggest that mate tea could protect against DNA damage and enhance the DNA repair activity. Protection may be afforded by the antioxidant activity of the mate tea's bioactive compounds