Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and Berry-Esséen-Zolotarev bounds. The bounds are exact in finite samples, distribution-free and easy to compute. The performance of the bounds is evaluated and compared with traditional serial dependence tests in a simulation experiment. The procedures proposed are applied to U.S. data on interest rates (commercial paper rate).

Significant Differences Characterise the Correlation Coefficients between Biocide and Antibiotic Susceptibility Profiles in Staphylococcus aureus.

There is a growing concern by regulatory authorities for the selection of antibiotic resistance caused by the use of biocidal products. We aimed to complete the detailed information on large surveys by investigating the relationship between biocide and antibiotic susceptibility profiles of a large number of Staphylococcus aureus isolates using four biocides and antibiotics commonly used in clinical practice. The minimal inhibitory concentration (MIC) for most clinically-relevant antibiotics was determined according to the standardized methodology for over 1600 clinical S. aureus isolates and compared to susceptibility profiles of benzalkonium chloride, chlorhexidine, triclosan, and sodium hypochlorite. The relationship between antibiotic and biocide susceptibility profiles was evaluated using non-linear correlations. The main outcome evidenced was an absence of any strong or moderate statistically significant correlation when susceptibilities of either triclosan or sodium hypochlorite were compared for any of the tested antibiotics. On the other hand, correlation coefficients for MICs of benzalkonium chloride and chlorhexidine were calculated above 0.4 for susceptibility to quinolones, beta-lactams, and also macrolides. Our data do not support any selective pressure for association between biocides and antibiotics resistance and furthermore do not allow for a defined risk evaluation for some of the compounds. Importantly, our data clearly indicate that there does not involve any risk of selection for antibiotic resistance for the compounds triclosan and sodium hypochlorite. These data hence infer that biocide selection for antibiotic resistance has had so far a less significant impact than feared.

Improved damage detectability in a wind turbine blade by optimal selection of vibration signal correlation coefficients

Piotr Omenzetter and Simon Hoell’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.

Statnote 15: the non-parametric correlation coefficients

If in a correlation test, one or both variables are small whole numbers, scores based on a limited scale, or percentages, a non-parametric correlation coefficient should be considered as an alternative to Pearson’s ‘r’. Kendall’s t and Spearman’s rs are similar tests but the former should be considered if the analysis is to be extended to include partial correlations. If the data contain many tied values, then gamma should be considered as a suitable test.

Joint Densities of Correlation Coefficients for Samples from Multivariate Standard Normal Distribution

2000 Mathematics Subject Classification: 62H10.

Improved damage detectability in a wind turbine blade by optimal selection of vibration signal correlation coefficients

Piotr Omenzetter and Simon Hoell’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.

Cross-correlation of excitation functions for different fragments and different scattering angles in Al-27(F-19, x)y reactions

Excitation functions have been measured for different projectile-like fragments produced in Al-27(F-19,x)y reactions at incident energies from 110.25 to 118.75 MeV in 250 keV steps. Strong cross section fluctuations of the excitation functions are observed. The cross- correlation coefficients of the excitation functions for different atomic number Z and for different scattering angle theta(cm) have been deduced. These coefficients are much larger than the statistical theoretical calculated ones. This indicates that there are strong correlations between different exit channels in the dissipative heavy ion Collision of Al-27(F-19,x)y.

Prediction of soil organic carbon partition coefficients by soil column liquid chromatography

To avoid the limitation of the widely used prediction methods of soil organic carbon partition coefficients (K-OC) from hydrophobic parameters, e.g., the n-octanol/water partition coefficients (K-OW) and the reversed phase high performance liquid chromatographic (RP-HPLC) retention factors, the soil column liquid chromatographic (SCLC) method was developed for K-OC prediction. The real soils were used as the packing materials of RP-HPLC columns, and the correlations between the retention factors of organic compounds on soil columns (k(soil)) and K-OC measured by batch equilibrium method were studied. Good correlations were achieved between k(soil) and K-OC for three types of soils with different properties. All the square of the correlation coefficients (R-2) of the linear regression between log k(soi) and log K-OC were higher than 0.89 with standard deviations of less than 0.21. In addition, the prediction of K-OC from K-OW and the RP-HPLC retention factors on cyanopropyl (CN) stationary phase (k(CN)) was comparatively evaluated for the three types of soils. The results show that the prediction of K-OC from k(CN) and K-OW is only applicable to some specific types of soils. The results obtained in the present study proved that the SCLC method is appropriate for the K-OC prediction for different types of soils, however the applicability of using hydrophobic parameters to predict K-OC largely depends on the properties of soil concerned. (C) 2004 Elsevier B.V. All rights reserved.

Prediction of soil organic partition coefficients by a soil leaching column chromatographic method

The soil organic partition coefficient (K-oc) is one of the most important parameters to depict the transfer and fate of a chemical in the soil-water system. Predicting K-oc by using a chromatographic technique has been developing into a convenient and low-cost method. In this paper, a soil leaching column chromatograpy (SLCC) method employing the soil column packed with reference soil GSE 17201 (obtained from Bayer Landwirtschaftszentrum, Monheim, Germany) and methanol-water eluents was developed to predict the K-oc of hydrophobic organic chemicals (HOCs), over a log K-oc range of 4.8 orders of magnitude, from their capacity factors. The capacity factor with water as an eluent (k(w)') could be obtained by linearly extrapolating capacity factors in methanol-water eluents (k') with various volume fractions of methanol (phi). The important effects of solute activity coefficients in water on k(w)' and K-oc were illustrated. Hence, the correlation between log K-oc and log k(w)' (and log k') exists in the soil. The correlation coefficient (r) of the log K-oc vs. log k(w)' correlation for 58 apolar and polar compounds could reach 0.987, while the correlation coefficients of the log K-oc-log k' correlations were no less than 0.968, with phi ranging from 0 to 0.50. The smaller the phi, the higher the r. Therefore, it is recommended that the eluent of smaller phi, such as water, be used for accurately estimating K-oc. Correspondingly, the r value of the log K-oc-log k(w)' correlation on a reversed-phase Hypersil ODS (Thermo Hypersil, Kleinostheim, Germany) column was less than 0.940 for the same solutes. The SLCC method could provide a more reliable route to predict K-oc indirectly from a correlation with k(w)' than the reversed-phase liquid chromatographic (RPLC) one.

Deflation based nonlinear canonical correlation analysis

This paper introduces two new techniques for determining nonlinear canonical correlation coefficients between two variable sets. A genetic strategy is incorporated to determine these coefficients. Compared to existing methods for nonlinear canonical correlation analysis (NLCCA), the benefits here are that the nonlinear mapping requires fewer parameters to be determined, consequently a more parsimonious NLCCA model can be established which is therefore simpler to interpret. A further contribution of the paper is the investigation of a variety of nonlinear deflation procedures for determining the subsequent nonlinear canonical coefficients. The benefits of the new approaches presented are demonstrated by application to an example from the literature and to recorded data from an industrial melter process. These studies show the advantages of the new NLCCA techniques presented and suggest that a nonlinear deflation procedure should be considered. (c) 2006 Elsevier B.V. All rights reserved.

Correlation analysis as a tool to investigate the bioaccessibility of nickel, vanadium and zinc in Northern Ireland soils

Correlation analyses were conducted on nickel (Ni), vanadium (V) and zinc (Zn) oral bioaccessible fractions (BAFs) and selected geochemistry parameters to identify specific controls exerted over trace element bioaccessibility. BAFs were determined by previous research using the unified BARGE method. Total trace element concentrations and soil geochemical parameters were analysed as part of the Geological Survey of Northern Ireland Tellus Project. Correlation analysis included Ni, V and Zn BAFs against their total concentrations, pH, estimated soil organic carbon (SOC) and a further eight element oxides. BAF data were divided into three separate generic bedrock classifications of basalt, lithic arenite and mudstone prior to analysis, resulting in an increase in average correlation coefficients between BAFs and geochemical parameters. Sulphur trioxide and SOC, spatially correlated with upland peat soils, exhibited significant positive correlations with all BAFs in gastric and gastro-intestinal digestion phases, with such effects being strongest in the lithic arenite bedrock group. Significant negative relationships with bioaccessible Ni, V and Zn and their associated total concentrations were observed for the basalt group. Major element oxides were associated with reduced oral trace element bioaccessibility, with Al2O3 resulting in the highest number of significant negative correlations followed by Fe2O3. spatial mapping showed that metal oxides were present at reduced levels in peat soils. The findings illustrate how specific geology and soil geochemistry exert controls over trace element bioaccessibility, with soil chemical factors having a stronger influence on BAF results than relative geogenic abundance. In general, higher Ni, V and Zn bioaccessibility is expected in peat soil types.

Correlation of wear in vivo and six laboratory wear methods.

OBJECTIVE: We examined the correlation between clinical wear rates of restorative materials and enamel (TRAC Research Foundation, Provo, USA) and the results of six laboratory test methods (ACTA, Alabama (generalized, localized), Ivoclar (vertical, volumetric), Munich, OHSU (abrasion, attrition), Zurich). METHODS: Individual clinical wear data were available from clinical trials that were conducted by TRAC Research Foundation (formerly CRA) together with general practitioners. For each of the n=28 materials (21 composite resins for intra-coronal restorations [20 direct and 1 indirect], 5 resin materials for crowns, 1 amalgam, enamel) a minimum of 30 restorations had been placed in posterior teeth, mainly molars. The recall intervals were up to 5 years with the majority of materials (n=27) being monitored, however, only for up to 2 years. For the laboratory data, the databases MEDLINE and IADR abstracts were searched for wear data on materials which were also clinically tested by TRAC Research Foundation. Only those data for which the same test parameters (e.g. number of cycles, loading force, type of antagonist) had been published were included in the study. A different quantity of data was available for each laboratory method: Ivoclar (n=22), Zurich (n=20), Alabama (n=17), OHSU and ACTA (n=12), Munich (n=7). The clinical results were summed up in an index and a linear mixed model was fitted to the log wear measurements including the following factors: material, time (0.5, 1, 2 and 3 years), tooth (premolar/molar) and gender (male/female) as fixed effects, and patient as random effect. Relative ranks were created for each material and method; the same was performed with the clinical results. RESULTS: The mean age of the subjects was 40 (±12) years. The materials had been mostly applied in molars (81%) and 95% of the intracoronal restorations were Class II restorations. The mean number of individual wear data per material was 25 (range 14-42). The mean coefficient of variation of clinical wear data was 53%. The only significant correlation was reached by OHSU (abrasion) with a Spearman r of 0.86 (p=0.001). Zurich, ACTA, Alabama generalized wear and Ivoclar (volume) had correlation coefficients between 0.3 and 0.4. For Zurich, Alabama generalized wear and Munich, the correlation coefficient improved if only composites for direct use were taken into consideration. The combination of different laboratory methods did not significantly improve the correlation. SIGNIFICANCE: The clinical wear of composite resins is mainly dependent on differences between patients and less on the differences between materials. Laboratory methods to test conventional resins for wear are therefore less important, especially since most of them do not reflect the clinical wear.