270 research outputs found
An investigation of the polyphenols in barley, hop and beer using high performance liquid chromatography and electrospray mass spectrometry
No full textEstimating persistence in the volatility of asset returns with signal plus noise models
No full textThis paper examines the degree of persistence in the volatility of financial time series using a Long Memory Stochastic Volatility (LMSV) model. Specifically, it employs a Gaussian semiparametric (or local Whittle) estimator of the memory parameter, based on the frequency domain, proposed by Robinson (1995a), and shown by Arteche (2004) to be consistent and asymptotically normal in the context of signal plus noise models. Daily data on the NASDAQ index are analysed. The results suggest that volatility has a component of longmemory
behaviour, the order of integration ranging between 0.3 and 0.5, the series being
therefore stationary and mean-reverting.The second-named author gratefully acknowledges financial support from the Ministerio de Ciencia y Tecnología (ECO2008-03035 ECON Y FINANZAS, Spain) and from a PIUNA project at the University of Navarra
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No full textSATB2 is a risk locus for schizophrenia and encodes a DNA-binding protein that regulates higher-order chromatin configuration. In the adult brain Satb2 is almost exclusively expressed in pyramidal neurons of two brain regions important for memory formation, the cerebral cortex and the CA1-hippocampal field. Here we show that Satb2 is required for key hippocampal functions since deletion of Satb2 from the adult mouse forebrain prevents the stabilization of synaptic long-term potentiation and markedly impairs long-term fear and object discrimination memory. At the molecular level, we find that synaptic activity and BDNF up-regulate Satb2, which itself binds to the promoters of coding and non-coding genes. Satb2 controls the hippocampal levels of a large cohort of miRNAs, many of which are implicated in synaptic plasticity and memory formation. Together, our findings demonstrate that Satb2 is critically involved in long-term plasticity processes in the adult forebrain that underlie the consolidation and stabilization of context-linked memory
Isolation and characterisation of novel bacteriophages for clostridium difficile
No full textClostridium difficile é um patogénico muito importante e a maior causa de diarreia infeciosa na Europa e na América do Norte. O ribótipo mais comum em humanos é o 027 e nos animais, nomeadamente em porcos, é o 078. A infeção por C. difficile tem vindo a aumentar por todo o mundo, assim como o número de isolados resistentes a antibióticos. Em algumas pessoas, C. difficile pertence à microbiota normal do intestino. Contudo, pode tornar-se oportunista quando a comunidade microbiana é suprimida pela toma de antibióticos como clindamicina, cefalosporinas, penincilina e fluoroquinolonas. Para além disso, os esporos produzidos por estas bactérias conseguem resistir à terapia por antibióticos e germinar. Isto suporta a necessidade de criar terapias alternativas. Bacteriófagos (fagos) são vírus que infetam bactérias. A terapia fágica é uma potencial alternativa à convencional antibioterapia. Esta terapia é mais específica do que outros tratamentos usados atualmente, uma vez que os fagos só afetam a bactéria alvo. Isto reduz as probabilidades de efeitos laterais. A manipulação do genoma destes vírus é outra vantagem para o uso desta terapia. Além do mais, a investigação de fagos é mais rápida e barata do que outras terapias recomendadas para a infeção por C. difficile. Este estudo teve como objetivo o isolamento de bacteriófagos que infetem estirpes de C. difficile dos ribótipos mais comumente isolados nomeadamente, 023, 027 e 078. Três fagos ΦCD24-01, ΦCD78-01 e ΦCDL11 foram isolados e propagados em amostras ambientais recolhidas em três países Europeus, Polónia, Portugal e Reino Unido. O fago ΦCD24-01 foi isolado usando C. difficile ribótipo 023 e a caracterização taxonómica mostrou que pertence à família Siphoviridae. Os outros dois fagos ΦCD78-01 e ΦCDL11 foram isolados usando células hospedeiras dos ribótipos 023 e 027, respetivamente. A avaliação do desempenho lítico do fago anteriormente reportado, ΦCD1801, confirmou a ampla infeção das estirpes de 078, suportando o uso deste para controlo de C. difficile do ribótipo 078. Os fagos reportados neste estudo podem ser boas alternativas quando usados em cocktail fágico com alvo nos principais ribótipos de C. difficile que afeta porcos e humanos.Clostridium difficile is a very important nosocomial pathogen and it is the most common cause of infectious diarrhea in Europe and North America. The most common PCR ribotype found in humans is the 027 and in animals, namely in pigs, the 078. Clostridium difficile infection (CDI) has been increasing worldwide as well as the number of antibiotic resistant isolates. In some people C. difficile belongs to the normal gut microbiota, although becomes opportunist when the microbial community is suppressed by taking some antibiotics such as clindamycin, cephalosporins, penicillin, and fluoroquinolones. Furthermore, the spores produced by these bacteria can resist antibiotic therapy and germinate. This supports the need of coming up with alternative therapies. Bacteriophages (phages) are viruses which infect bacteria and phage therapy is a potential alternative to conventional antibiotherapy. They are more specific than the other treatments currently used since they only affect the target bacteria. This reduces the probability of side effects. The genome manipulation of these viruses is another advantage for the use of this type of therapy. In addition, the phage research is more rapid and cheaper than the other therapies recommend for CDI. This study aimed at isolating bacteriophages targeting C. difficile strains from the most commonly isolated PCR ribotypes namely 023, 027 and 078. Three phages, ΦCD24-01, ΦCD78-01 and ΦCDL11 were isolated and propagated from environmental samples collected in three European countries, Poland, Portugal and The United Kingdom. The phage ΦCD24-01 was isolated using a C. difficile ribotype 023 and its taxonomic characterisation showed that it belongs to the Siphoviridae family. The other two phages ΦCD78-01 and ΦCDL11 were isolated using a 023 and a 027 host cell, respectively. The lytic performance evaluation of a previously reported phage, ΦCD1801, confirmed its wide infection of 078 strains supporting its use for the control of important C. difficile ribotype 078 isolates. Phages reported in this study may be good alternatives when employed as a phage cocktail targeting the main C. difficile PCR ribotype affecting pigs and humans
Evaluation of analytical methods to interpret ground deformations due to soft ground tunneling
No full textThesis (S.M.)--Massachusetts Institute of Technology, Dept. of Civil and Environmental Engineering, 2009.This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.Includes bibliographical references (p. 227-229).An in depth study was undertaken to evaluate the effectiveness of analytical solutions in describing ground movements induced by soft ground tunneling. The analytical solutions that were examined consider both isotropic and anisotropic stiffness parameters and were proposed by Pinto and Whittle (1999) and Chatzigiannelis and Whittle (2001) respectively. Computed ground movements were compared to field measurements from five published case studies of tunnels around the world that involved different excavation methods (open and closed face tunneling) and varying soil properties. A Least Squares Solution procedure has been employed in each case for selecting model input parameters that best describe the field data. The control study of the thesis involves the westbound tunnel of the Jubilee Line Extension project in London. The use of anisotropic stiffness parameters improved significantly the agreement with surface and subsurface field measurements. Moreover, the volume loss computed by the analytical solutions is significantly reduced comparing with previous published interpretations of volume loss that were based on empirical methods. The analytical solutions prove to be a very powerful tool for describing ground displacements induced by different methods of tunnel excavation through various soil types. They are practical, since they require minimal information on soil properties, while at the same provide a complete framework for understanding the relationships between the distribution of far-field deformations, construction methods and ground conditions.(cont.) Pinto's proposed design method proved to be effective in selecting appropriate input parameters for most tunnel cases apart from the tunnels excavated in London Clay.by Despina M. Zymnis.S.M
Interest rate dynamics in Kenya: Commercial banks’ rates and the 91-Day Treasury bill rate
No full textThis paper analyses the implicit dynamics underlying the interest rate structure in
Kenya. For this purpose we use data on four commercial banks’ interest rates (Deposits,
Savings, Lending and Overdraft) together with the 91-Day Treasury Bill rate, for the
time period July 1991 – August 2010, and apply various techniques based on long-range
dependence and, in particular, on fractional integration. The results indicate that all
series examined are nonstationary with orders of integration equal to or higher than 1. The analysis of various spreads suggests that they also are nonstationary I(1) variables, the only evidence of mean reversion being obtained in the case of the Deposits – Treasury Bill rate spread with autocorrelated errors.The second-named author gratefully acknowledges financial support from the Ministerio de Ciencia y Tecnología (ECO2008-03035 ECON Y FINANZAS, Spain) and from a PIUNA Project of the University of Navarra
The Periodogram of fractional processes.
No full textWe analyse asymptotic properties of the discrete Fourier transform and the periodogram of time series obtained through (truncated) linear filtering of stationary processes. The class of filters contains the fractional differencing operator and its coefficients decay at an algebraic rate, implying long-range-dependent properties for the filtered processes when the degree of integration α is positive. These include fractional time series which are nonstationary for any value of the memory parameter (α ≠ 0) and possibly nonstationary trending (α ≥ 0.5). We consider both fractional differencing or integration of weakly dependent and long-memory stationary time series. The results obtained for the moments of the Fourier transform and the periodogram at Fourier frequencies in a degenerating band around the origin are weaker compared with the stationary nontruncated case for α > 0, but sufficient for the analysis of parametric and semiparametric memory estimates. They are applied to the study of the properties of the log-periodogram regression estimate of the memory parameter α for Gaussian processes, for which asymptotic normality could not be showed using previous results. However, only consistency can be showed for the trending cases, 0.5 ≤ αDiscrete Fourier transform; Long-range dependence; Long memory; Nonstationary series; Log-periodogram regression; Asymptotic normality; Primary: 62M15; Secondary: 62M10, 60G18;
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators
No full textWe consider two Gaussian measures μ, ˜μ on a separable Hilbert space, with fractional-order covariance operators A−2β and Ã−2˜β, respectively, and derive necessary and sufficient conditions on A, à and β, ˜β > 0 for I. equivalence of the measures μ and ˜μ, and II. uniform asymptotic optimality of linear predictions for μ based on the misspecified measure ˜μ. These results hold, e.g., for Gaussian processes on compact metric spaces. As an important special case, we consider the class of generalized Whittle–Matérn Gaussian random fields, where A and à are elliptic second-order differential operators, formulated on a bounded Euclidean domain D ⊂ Rd and augmented with homogeneous Dirichlet boundary conditions. Our outcomes explain why the predictive performances of stationary and non-stationary models in spatial statistics often are comparable, and provide a crucial first step in deriving consistency results for parameter estimation of generalized Whittle–Matérn fields.Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.Analysi
Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle–Matérn fields
No full textWe analyze several types of Galerkin approximations of a Gaussian random field Z: D× Ω→ R indexed by a Euclidean domain D⊂ Rd whose covariance structure is determined by a negative fractional power L-2β of a second-order elliptic differential operator L: = - ∇ · (A∇) + κ2. Under minimal assumptions on the domain D, the coefficients A: D→ Rd×d, κ: D→ R, and the fractional exponent β> 0 , we prove convergence in Lq(Ω; Hσ(D)) and in Lq(Ω; Cδ(D¯)) at (essentially) optimal rates for (1) spectral Galerkin methods and (2) finite element approximations. Specifically, our analysis is solely based on H1+α(D) -regularity of the differential operator L, where 0 < α≤ 1. For this setting, we furthermore provide rigorous estimates for the error in the covariance function of these approximations in L∞(D× D) and in the mixed Sobolev space Hσ,σ(D× D) , showing convergence which is more than twice as fast compared to the corresponding Lq(Ω; Hσ(D)) -rate. We perform several numerical experiments which validate our theoretical results for (a) the original Whittle–Matérn class, where A≡IdRd and κ≡ const. , and (b) an example of anisotropic, non-stationary Gaussian random fields in d= 2 dimensions, where A: D→ R2×2 and κ: D→ R are spatially varying
Histone deacetylase inhibitors rescue impaired fear extinction in a persistent and context-independent manner
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