Structural change in macroeconomic time series: A complex systems perspective

We demonstrate that the process of generating smooth transitions Call be viewed as a natural result of the filtering operations implied in the generation of discrete-time series observations from the sampling of data from an underlying continuous time process that has undergone a process of structural change. In order to focus discussion, we utilize the problem of estimating the location of abrupt shifts in some simple time series models. This approach will permit its to address salient issues relating to distortions induced by the inherent aggregation associated with discrete-time sampling of continuous time processes experiencing structural change, We also address the issue of how time irreversible structures may be generated within the smooth transition processes. (c) 2005 Elsevier Inc. All rights reserved.

Aggregation and errors in management accounting

Il est important pour les entreprises de compresser les informations détaillées dans des sets d'information plus compréhensibles. Au chapitre 1, je résume et structure la littérature sur le sujet « agrégation d'informations » en contrôle de gestion. Je récapitule l'analyse coûts-bénéfices que les comptables internes doivent considérer quand ils décident des niveaux optimaux d'agrégation d'informations. Au-delà de la perspective fondamentale du contenu d'information, les entreprises doivent aussi prendre en considération des perspectives cogni- tives et comportementales. Je développe ces aspects en faisant la part entre la comptabilité analytique, les budgets et plans, et la mesure de la performance. Au chapitre 2, je focalise sur un biais spécifique qui se crée lorsque les informations incertaines sont agrégées. Pour les budgets et plans, des entreprises doivent estimer les espérances des coûts et des durées des projets, car l'espérance est la seule mesure de tendance centrale qui est linéaire. A la différence de l'espérance, des mesures comme le mode ou la médiane ne peuvent pas être simplement additionnés. En considérant la forme spécifique de distributions des coûts et des durées, l'addition des modes ou des médianes résultera en une sous-estimation. Par le biais de deux expériences, je remarque que les participants tendent à estimer le mode au lieu de l'espérance résultant en une distorsion énorme de l'estimati¬on des coûts et des durées des projets. Je présente également une stratégie afin d'atténuer partiellement ce biais. Au chapitre 3, j'effectue une étude expérimentale pour comparer deux approches d'esti¬mation du temps qui sont utilisées en comptabilité analytique, spécifiquement « coûts basés sur les activités (ABC) traditionnelles » et « time driven ABC » (TD-ABC). Au contraire des affirmations soutenues par les défenseurs de l'approche TD-ABC, je constate que cette dernière n'est pas nécessairement appropriée pour les calculs de capacité. Par contre, je démontre que le TD-ABC est plus approprié pour les allocations de coûts que l'approche ABC traditionnelle. - It is essential for organizations to compress detailed sets of information into more comprehensi¬ve sets, thereby, establishing sharp data compression and good decision-making. In chapter 1, I review and structure the literature on information aggregation in management accounting research. I outline the cost-benefit trade-off that management accountants need to consider when they decide on the optimal levels of information aggregation. Beyond the fundamental information content perspective, organizations also have to account for cognitive and behavi¬oral perspectives. I elaborate on these aspects differentiating between research in cost accounti¬ng, budgeting and planning, and performance measurement. In chapter 2, I focus on a specific bias that arises when probabilistic information is aggregated. In budgeting and planning, for example, organizations need to estimate mean costs and durations of projects, as the mean is the only measure of central tendency that is linear. Different from the mean, measures such as the mode or median cannot simply be added up. Given the specific shape of cost and duration distributions, estimating mode or median values will result in underestimations of total project costs and durations. In two experiments, I find that participants tend to estimate mode values rather than mean values resulting in large distortions of estimates for total project costs and durations. I also provide a strategy that partly mitigates this bias. In the third chapter, I conduct an experimental study to compare two approaches to time estimation for cost accounting, i.e., traditional activity-based costing (ABC) and time-driven ABC (TD-ABC). Contrary to claims made by proponents of TD-ABC, I find that TD-ABC is not necessarily suitable for capacity computations. However, I also provide evidence that TD-ABC seems better suitable for cost allocations than traditional ABC.

Fluorescence, Aggregation Properties And Ft-ir Microspectroscopy Of Elastin And Collagen Fibers.

Histological and histochemical observations support the hypothesis that collagen fibers can link to elastic fibers. However, the resulting organization of elastin and collagen type complexes and differences between these materials in terms of macromolecular orientation and frequencies of their chemical vibrational groups have not yet been solved. This study aimed to investigate the macromolecular organization of pure elastin, collagen type I and elastin-collagen complexes using polarized light DIC-microscopy. Additionally, differences and similarities between pure elastin and collagen bundles (CB) were investigated by Fourier transform-infrared (FT-IR) microspectroscopy. Although elastin exhibited a faint birefringence, the elastin-collagen complex aggregates formed in solution exhibited a deep birefringence and formation of an ordered-supramolecular complex typical of collagen chiral structure. The FT-IR study revealed elastin and CB peptide NH groups involved in different types of H-bonding. More energy is absorbed in the vibrational transitions corresponding to CH, CH2 and CH3 groups (probably associated with the hydrophobicity demonstrated by 8-anilino-1-naphtalene sulfonic acid sodium salt [ANS] fluorescence), and to νCN, δNH and ωCH2 groups of elastin compared to CB. It is assumed that the α-helix contribution to the pure elastin amide I profile is 46.8%, whereas that of the B-sheet is 20% and that unordered structures contribute to the remaining percentage. An FT-IR profile library reveals that the elastin signature within the 1360-1189cm(-1) spectral range resembles that of Conex-Toray aramid fibers.

Metallochlorophylls of magnesium, copper and zinc: evaluation of the influence of the first coordination sphere on their solvatochromism and aggregation properties

In this study the role of different metal centers (magnesium, zinc and copper) on the enhancement of the hydrophilic character of metallochlorophylls, was evaluated. The solvatochromism as well as the aggregation process for these compounds in water/ethanol mixtures at different volume ratios were evaluated using Fluorescence, and Resonant Light Scattering (RLS) measurements, aiming to characterize the behavior of these compounds. Independently on the studied metallochlorophyll, the presence of at least 60% of water results in a considerable increase in the fluorescence emission, probably a direct consequence of a lower aggregation of these compounds, which is confirmed by the results from RLS measurements. Additionally, the results suggest that magnesium and zinc chlorophyll should be promising phototherapeutic agents for Photodynamic Therapy.

Developmental Potential of Bovine Hand-Made Clone Embryos Reconstructed by Aggregation or Fusion with Distinct Cytoplasmic Volumes

Animal cloning has been associated with developmental abnormalities, with the level of heteroplasmy caused by the procedure being one of its potential limiting factors. The aim of this study was to determine the effect of the fusion of hemicytoplasts or aggregation of hemiembryos, varying the final cytoplasmic volume, on development and cell density of embryos produced by hand-made cloning (HMC), parthenogenesis or by in vitro fertilization (IVF). One or two enucleated hemicytoplasts were paired and fused with one skin somatic cell. Activated clone and zona-free parthenote embryos and hemiembryos were in vitro cultured in the well-of-the-well (WOW) system, being allocated to one of six experimental groups, on a per WOW basis: single clone or parthenote hemiembryos (1 x 50%); aggregation of two (2 x 50%), three (3 x 50%), or four (4 x 50%) clone or parthenote hemiembryos; single clone or parthenote embryos (1 x 100%); or aggregation of two clone or parthenote embryos (2 x 100%). Control zona-intact parthenote or IVF embryos were in vitro cultured in four-well dishes. Results indicated that the increase in the number of aggregated structures within each WOW was followed by a linear increase in cleavage, blastocyst rate, and cell density. The increase in cytoplasmic volume, either by fusion or by aggregation, had a positive effect on embryo development, supporting the establishment of pregnancies and the birth of a viable clone calf after transfer to recipients. However, embryo aggregation did not improve development on a hemicytoplast basis, except for the aggregation of two clone embryos.

Protein aggregation containing beta-amyloid, alpha-synuclein and hyperphosphorylated tau in cultured cells of hippocampus, substantia nigra and locus coeruleus after rotenone exposure

Background: Protein aggregates containing alpha-synuclein, beta-amyloid and hyperphosphorylated tau are commonly found during neurodegenerative processes which is often accompanied by the impairment of mitochondrial complex I respiratory chain and dysfunction of cellular systems of protein degradation. In view of this, we aimed to develop an in vitro model to study protein aggregation associated to neurodegenerative diseases using cultured cells from hippocampus, locus coeruleus and substantia nigra of newborn Lewis rats exposed to 0.5, 1, 10 and 25 nM of rotenone, which is an agricultural pesticide, for 48 hours. Results: We demonstrated that the proportion of cells in culture is approximately the same as found in the brain nuclei they were extracted from. Rotenone at 0.5 nM was able to induce alpha-synuclein and beta amyloid aggregation, as well as increased hyperphosphorylation of tau, although high concentrations of this pesticide (over 1 nM) lead cells to death before protein aggregation. We also demonstrated that the 14kDa isoform of alpha-synuclein is not present in newborn Lewis rats. Conclusion: Rotenone exposure may lead to constitutive protein aggregation in vitro, which may be of relevance to study the mechanisms involved in idiopathic neurodegeneration.

High density flux of Co nanoparticles produced by a simple gas aggregation apparatus

Gas aggregation is a well known method used to produce clusters of different materials with good size control, reduced dispersion, and precise stoichiometry. The cost of these systems is relatively high and they are generally dedicated apparatuses. Furthermore, the usual sample production speed of these systems is not as fast as physical vapor deposition devices posing a problem when thick samples are needed. In this paper we describe the development of a multipurpose gas aggregation system constructed as an adaptation to a magnetron sputtering system. The cost of this adaptation is negligible and its installation and operation are both remarkably simple. The gas flow for flux in the range of 60-130 SCCM (SCCM denotes cubic centimeter per minute at STP) is able to completely collimate all the sputtered material, producing spherical nanoparticles. Co nanoparticles were produced and characterized using electron microscopy techniques and Rutherford back-scattering analysis. The size of the particles is around 10 nm with around 75 nm/min of deposition rate at the center of a Gaussian profile nanoparticle beam.

A Power-Quality Index to Assess the Impact of Voltage Harmonic Distortions and Unbalance to Three-Phase Induction Motors

This paper discusses the need to simultaneously monitor voltage unbalance and harmonic distortions in addition to root-mean-square voltage values. An alternative way to obtain the parameters related to voltage unbalance at fundamental frequency as well as voltage harmonic distortions is here proposed, which is based on the representation of instantaneous values at the axes and at the instantaneous Euclidean norm. A new power-quality (PQ) index is then proposed to combine the effects of voltage unbalance and harmonic distortions. This new index is easily implemented into existing electronic power meters. This PQ index is determined from the analysis of temperature rise in induction motor windings, which were tested for long periods of time. This paper also shows that these voltage disturbances, which are harmful to the lifetime expectancy of motors, can be measured by alternative ways in relation to conventional methods. Although this paper deals with induction motors only, the results show the relevance for further studies on other pieces of equipment.

Cyclic Guanosine Monophosphate Signaling Cascade Mediates Pigment Aggregation in Freshwater Shrimp Chromatophores

The cell signaling cascades that mediate pigment movements in crustacean chromatophores are not yet well established, although Ca(2+) and cyclic nucleotide second messengers are involved. Here, we examine the participation of cyclic guanosine monophosphate (cGMP) in pigment aggregation triggered by red pigment concentrating hormone (RPCH) in the red ovarian chromatophores of freshwater shrimp. In Ca(2+)-containing (5.5 mmol l(-1)) saline, 10 mu mol l(-1) dibutyryl cGMP alone produced complete pigment aggregation with the same time course (approximate to 20 min) and peak velocity (approximate to 17 mu m/min) as 10(-8) mol l(-1) RPCH; however, in Ca(2+)-free saline (9 X 10(-11) mol l(-1) Ca(2+)), db-cGMP was without effect. The soluble guanylyl cyclase (GC-S) activators sodium nitroprusside (SNP, 0.5 mu mol l(-1)) and 3-morpholinosydnonimine (SIN-1, 100 mu mol l(-1)) induced moderate aggregation by themselves (approximate to 35%-40%) but did not affect RPCH-triggered aggregation. The GC-S inhibitors zinc protoporphyrin IX (ZnPP-XI, 30 mu mol l(-1)) and 6-anilino-5,8-quinolinedione (LY83583, 10 mu mol l(-1)) partially inhibited RPCH-triggered aggregation by approximate to 35%. Escherichia coli heat-stable enterotoxin (STa, 1 mu mol l(-1)), a membrane-receptor guanylyl cyclase stimulator, did not induce or affect RPCH-triggered aggregation. We propose that the binding of RPCH to an unknown membrane-receptor type activates a Ca(2+)-dependent signaling cascade coupled via cytosolic guanylyl cyclase and cGMP to protein kinase G-phosphorylated proteins that regulate aggregation-associated, cytoskeletal molecular motor activity. This is a further example of a cGMP signaling cascade mediating the effect of a crustacean X-organ neurosecretory peptide.

Prion protein ablation increases cellular aggregation and embolization contributing to mechanisms of metastasis

Cellular Prion Protein (PrP(C)) is a cell surface protein highly expressed in the nervous system, and to a lesser extent in other tissues. PrP(C) binds to the extracellular matrix laminin and vitronectin, to mediate cell adhesion and differentiation. Herein, we investigate how PrP(C) expression modulates the aggressiveness of transformed cells. Mesenchymal embryonic cells (MEC) from wildtype (Prnp(+/+)) and PrP(C)-null (Prnp(0/0)) mice were immortalized and transformed by co-expression of ras and myc. These cells presented similar growth rates and tumor formation in vivo. When injected in the tail vein, PrnP(0/0)raS/myc cells exhibited increased lung colonization compared with Prnp(+/+)ras/myc cells. Additionally, Prnp(0/0)ras/myc cells form more aggregates with blood components than Prnp(+/+)ras/myc cells, facilitating the arrest of Prnp(0/0)ras/myc cells in the lung vasculature. Integrin alpha(v)beta(3) is more expressed and activated in MEC and in transformed Prnp(0/0) cells than in the respective Prnp(+/+) cells. The blocking of integrin alpha(v)beta(3) by RGD peptide reduces lung colonization in transformed Prnp(0/0) cells to similar levels of those presented by transformed Prnp(+/+) cells. Our data indicate that PrP(C) negatively modulates the expression and activation of integrin alpha(v)beta(3) resulting in a more aggressive phenotype. These results indicate that PrP(C) may have main implications in modulating metastasis formation. (C) 2009 UICC

Anisotropic Reversible Aggregation of Latex Nanoparticles Suspended in a Lyotropic Nematic Liquid Crystal: Effect of Gradients of Biaxial Order

We studied the anisotropic aggregation of spherical latex particles dispersed in a lyotropic liquid crystal presenting three nematic phases; calamitic, biaxial, and discotic. We observed that in the nematic calamitic phase aggregates of latex particles are formed, which become larger and anisotropic in the vicinity of the transition to the discotic phase, due to a coalescence process. Such aggregates are weakly anisotropic and up to 50 mu m long and tend to align parallel to the director field. At the transition to the discotic phase, the aggregates dissociated and re-formed when the system was brought back to the calamitic phase. This shows that the aggregation is due to attractive and repulsive forces generated by the particular structure of the nematic phase. The surface-induced positional order was investigated by surface force apparatus experiments with the lyotropic system confined between mica surfaces, revealing the existence of a presmectic wetting layer around the surfaces and oscillating forces of increasing amplitude as the confinement thickness was decreased. We discuss the possible mechanisms responsible for the reversible aggregation of latex particles, and we propose that capillary condensation of the N(C) phase, induced by the confinement between the particles, could reduce or remove the gradient of order parameter, driving the transition of aggregates from solidlike to liquidlike and gaslike.

A tick salivary protein targets cathepsin G and chymase and inhibits host inflammation and platelet aggregation

Platelet aggregation and acute inflammation are key processes in vertebrate defense to a skin injury. Recent studies uncovered the mediation of 2 serine proteases, cathepsin G and chymase, in both mechanisms. Working with a mouse model of acute inflammation, we revealed that an exogenous salivary protein of Ixodes ricinus, the vector of Lyme disease pathogens in Europe, extensively inhibits edema formation and influx of neutrophils in the inflamed tissue. We named this tick salivary gland secreted effector as I ricinus serpin-2 (IRS-2), and we show that it primarily inhibits cathepsin G and chymase, while in higher molar excess, it affects thrombin activity as well. The inhibitory specificity was explained using the crystal structure, determined at a resolution of 1.8 angstrom. Moreover, we disclosed the ability of IRS-2 to inhibit cathepsin G-induced and thrombin-induced platelet aggregation. For the first time, an ectoparasite protein is shown to exhibit such pharmacological effects and target specificity. The stringent specificity and biological activities of IRS-2 combined with the knowledge of its structure can be the basis for the development of future pharmaceutical applications. (Blood. 2011;117(2):736-744)

The effect of resource aggregation at different scales: Optimal foraging behavior of Cotesia rubecula

Resources can be aggregated both within and between patches. In this article, we examine how aggregation at these different scales influences the behavior and performance of foragers. We developed an optimal foraging model of the foraging behavior of the parasitoid wasp Cotesia rubecula parasitizing the larvae of the cabbage butterfly Pieris rapae. The optimal behavior was found using stochastic dynamic programming. The most interesting and novel result is that the effect of resource aggregation within and between patches depends on the degree of aggregation both within and between patches as well as on the local host density in the occupied patch, but lifetime reproductive success depends only on aggregation within patches. Our findings have profound implications for the way in which we measure heterogeneity at different scales and model the response of organisms to spatial heterogeneity.