Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models

Abstract.  Standard signal extraction results for both stationary and nonstationary time series are expressed as linear filters applied to the observed series. Computation of the filter weights, and of the corresponding frequency response function, is relevant for studying properties of the filter and of the resulting signal extraction estimates. Methods for doing such computations for symmetric, doubly infinite filters are well established. This study develops an algorithm for computing filter weights for asymmetric, semi-infinite signal extraction filters, including the important case of the concurrent filter (for signal extraction at the current time point). The setting is where the time series components being estimated follow autoregressive integrated moving-average (ARIMA) models. The algorithm provides expressions for the asymmetric signal extraction filters as rational polynomial functions of the backshift operator. The filter weights are then readily generated by simple expansion of these expressions, and the corresponding frequency response function is directly evaluated. Recursive expressions are also developed that relate the weights for filters that use successively increasing amounts of data. The results for the filter weights are then used to develop methods for computing mean squared error results for the asymmetric signal extraction estimates.     

微波辅助胶团提取甘草中的甘草酸和甘草甙

The feasibility of emploving non-ionic surfactant （Triton X-100） as an alternative and effective solventfor the microwave-assisted extraction of glycyrrhizic acid （GA） and liquiritin （LQ） from licorice root was studied.The optimal extraction parameters based on the microwave-assisted micellar extraction technique were determined.Under the optimal conditions, i.e. 5% （by volume） Triton X-100, microwave-assisted extraction for 3--5min at 373K, the percentage extraction of active ingredients reached the highest value. The preconcentration tactor for GA and L＇Q （about 13.5） and the extraction efficiency for these two ingredients approached 100% showed the coupling of microwave-assisted extraction and cloud-point extraction could be employed as a new and. effective techniquefor the rapid extraction and preconcentration of pharrnacologically active ingredients from medicinal plants SUCh aslicorice root without disturbing chromatographic analysis.     

Empirical determination of the frequencies of an almost periodic time series

This article deals with the problem of the determination of the finite or countable set of frequencies belonging to any arbitrary almost periodic (in the sense of Bohr) time series. For this purpose, we present a simple computation procedure based on the local maxima of the modulus of a weighted Fourier transform from finite observation of the time series, computed at frequencies in a finite uniform grid of [0, 2π). We study the convergence of this algorithm as the length of the observation goes to infinity. First non‐random signals are considered. Then we tackle the case of a signal disturbed by an additive noise. Finally we show how the algorithm can be applied to almost periodically correlated random time series.     

Micelle-Mediated Extraction and Cloud Point Preconcentration of Chlorophylls from Spinach

A micelle-mediated extraction and cloud point preconcentration of chlorophylls method was developed. Non-ionic surfactant (Genapol X-080) was employed as an alternative and effective extraction solvent. The optimal extraction parameters based on the micelle extraction technique were determined. Under optimal conditions, i.e., 5% Genapol X-080 (v/v), pH 9.0, liquid/solid ratio of 10:1 (mL g^?1), ultrasonic-assisted extraction for 30 min, extraction amount reached the highest value. For the preconcentration of chlorophylls by cloud point extraction (CPE), the solution was incubated at 50° for 30 min, and 0.1 g mL^?1 sodium chloride was added to the solution to facilitate the phase separation. The microstructure of coacervate phase after CPE was explored with transmitting electron microscopy. The preconcentration factor for chlorophylls was about 12.5, the extraction recovery approached 99.2%, and the loading capacity was about 1 mg mL^?1. Thus coupling of ultrasonic-assisted micelle extraction and cloud point extraction could be employed as a new and effective technique for the rapid extraction and preconcentration of chlorophylls from plants such as spinach.     

Triton X-114萃取法去除脑膜炎球菌荚膜多糖中的内毒素

目的采用Triton X-114萃取法去除A群脑膜炎球菌荚膜多糖中的内毒素。方法1% Triton X-114与多糖溶液在0℃混合均匀,分别加热至25、37和56℃,观察分层情况。离心后收集上层水相,对其中残余萃取剂Triton X-114进行去除方法的选择。比较多糖浓度对萃取的影响及二次萃取的效果,并对终产物进行全面检定。对W135群和Y群脑膜炎球菌多糖进行萃取效果比较。结果最终选择56℃10min作为升温条件,3000r/min离心10min后,上清中多糖的内毒率含量均减少85%以上,多糖回收率不低于80%。残余的Triton X-114选择透析法去除。多糖浓度越低,越易于萃取。二次萃取多糖回收率大于85%。内毒素含量可降低至0.706EU/μg多糖。经检测,终产物多糖的相对分子质量未发生改变,免疫原性与萃取前差异无显著意义,异常毒性、多糖及内毒素含量合格。蛋白含量稍有增加,核酸含量降低。W135群和Y群脑膜炎球菌多糖的萃取结果与A群多糖相似。结论Triton X-114萃取法可以用于去除脑膜炎球菌多糖中的内毒素。     

Signal Extraction for Non‐Stationary Multivariate Time Series with Illustrations for Trend Inflation

This article advances the theory and methodology of signal extraction by developing the optimal treatment of difference stationary multivariate time‐series models. Using a flexible time‐series structure that includes co‐integrated processes, we derive and prove formulas for minimum mean square error estimation of signal vectors in multiple series, from both a finite sample and a bi‐infinite sample. As an illustration, we present econometric measures of the trend in total inflation that make optimal use of the signal content in core inflation.     

肠杆菌X-11对石油烃污染物的降解特性

考察了肠杆菌x-11对石油烃代表物十六烷及菲的降解特性,分析了菌在各碳源中的生长动力学曲线及各碳源的降解动力学曲线.结果表明肠杆菌X-11在十六烷、菲、十六烷与菲混合物这3种碳源中都能较好地生长,都能达到较高的生长速率,生长过程中都有二次生长现象;肠杆菌X-11对葡萄糖、十六烷、菲、以及十六烷与菲混合物中所含菲的1天内平均降解速率大小关系为:十六烷＞葡萄糖＞菲(十六烷与菲混合)＞菲,肠杆菌X-11对十六烷具有很强的降解能力.其对十六烷的1天内平均降解速率是其对葡萄糖的2.4倍,是对单独菲及混合菲的6 200倍.     

Partitioning equilibria in multicomponent surfactant systems for design of surfactant-based extraction processes

Aqueous biphasic systems based on nonionic surfactants have perspective applications in extraction processes, in particular, cloud point extraction of hazardous compounds or high valued products, especially biomolecules. Additives (e.g., ionic surfactants, salts) and variations in pH can significantly affect the surfactant-based separation processes, representing an additional degree of freedom for their optimization. However, there are few systematic studies of phase and partition behavior for these multicomponent surfactant systems.In this study we examined the clouding, phase compositions and partitioning equilibria for aqueous mixed surfactant systems of a nonionic surfactant (Triton X-114), ionic surfactants (cetyltrimethylammonium bromide or sodium dodecyl sulfate) and NaCl, in order to improve the extraction efficiency. Vanillin was used as a model substance at three different pH values, specifically in (partly) dissociated or non-dissociated states. The partition coefficients obtained in the batch experiments were compared to the predictions by the thermodynamic model COSMO-RS. Based on this knowledge a continuous multistep extraction process was carried out.To the best of our knowledge this is the first demonstration of using a mixed surfactant system for continuous countercurrent cloud point extraction.     

Supported Lipid Bilayer Platform for Characterizing the Membrane-Disruptive Behaviors of Triton X-100 and Potential Detergent Replacements

Triton X-100 (TX-100) is a widely used detergent to prevent viral contamination of manufactured biologicals and biopharmaceuticals, and acts by disrupting membrane-enveloped virus particles. However, environmental concerns about ecotoxic byproducts are leading to TX-100 phase out and there is an outstanding need to identify functionally equivalent detergents that can potentially replace TX-100. To date, a few detergent candidates have been identified based on viral inactivation studies, while direct mechanistic comparison of TX-100 and potential replacements from a biophysical interaction perspective is warranted. Herein, we employed a supported lipid bilayer (SLB) platform to comparatively evaluate the membrane-disruptive properties of TX-100 and a potential replacement, Simulsol SL 11W (SL-11W), and identified key mechanistic differences in terms of how the two detergents interact with phospholipid membranes. Quartz crystal microbalance-dissipation (QCM-D) measurements revealed that TX-100 was more potent and induced rapid, irreversible, and complete membrane solubilization, whereas SL-11W caused more gradual, reversible membrane budding and did not induce extensive membrane solubilization. The results further demonstrated that TX-100 and SL-11W both exhibit concentration-dependent interaction behaviors and were only active at or above their respective critical micelle concentration (CMC) values. Collectively, our findings demonstrate that TX-100 and SL-11W have distinct membrane-disruptive effects in terms of potency, mechanism of action, and interaction kinetics, and the SLB platform approach can support the development of biophysical assays to efficiently test potential TX-100 replacements.     

Triton X-100反相微乳液体系制备纳米粒子的研究进展

介绍了Triton X-100反相微乳液体系的形成机理、特性和制备纳米粒子的原理,总结了采用Triton X-100体系制备纳米粒子的影响因素。综述了近年来国内外用该微乳液系统制备纳米粒子的新进展,提出了该体系制备纳米颗粒存在的问题。     

Is Average Run Length to False Alarm Always an Informative Criterion?

Abstract

Apart from Bayesian approaches, the average run length (ARL) to false alarm has always been seen as the natural performance criterion for quantifying the propensity of a detection scheme to make false alarms, and no researchers seem to have questioned this on grounds that it does not always apply. In this article, we show that in the change-point problem with mixture prechange models, detection schemes with finite detection delays can have infinite ARLs to false alarm. We also discuss the implication of our results on the change-point problem with either exchangeable prechange models or hidden Markov models. Alternative minimax formulations with different false alarm criteria are proposed.     

Use of micellar extraction and cloud point preconcentration for valorization of saponins from sisal (Agave sisalana) waste

Sisal (Agave sisalana) is the main hard fiber produced worldwide, with an estimated generation of 400 thousands t in 2011. From its leaves, only the hard fibers, which represent 3–5% of their weight, are removed. The remaining 95–97% is referred to as sisal waste and contains steroidal saponins that can be potentially used in foods, cosmetics and pharmaceuticals formulations, as well as for soil bioremediation. The present work aimed at to evaluate strategies for the extraction and concentration of saponins from sisal waste, focused on the use of clean solvents, such as water and ethanol. For this purpose, it was firstly performed a central composite rotatable design for the optimization of the extraction conditions followed by a comparison of this strategy with other methods (Soxhlet, ultrasound-assisted extraction and micellar extraction). Cloud point preconcentration was then tested, using several types and concentrations of salts. The use of orbital shaker extraction (200 rpm) with an ethanolic solution (30%, v/v) at 50 °C, a mass/volume ratio sisal/solvent of 0.17 (g/mL) for 4 h allowed a recovery of 38.6% of the saponins. When a micellar extraction strategy using 7.5% (v/v) of Triton X-100, under the above-mentioned conditions was performed, saponins recovery raised to 98.4%. In a subsequent step, the addition of 20% (m/v) sodium carbonate led to a preconcentration factor of 20.3. The best adsorbent for Triton removal from the preconcentrated solution was Amberlite FPX-66. The process strategy proposed in the present study showed to be efficient for saponins extraction and preconcentration from a low-cost, highly available agricultural waste.     

稻草作为生物吸附剂去除水溶液中偶氮染料的研究

用低值易得的稻草作为生物吸附剂对活性红和中性黄两种偶氮染料进行吸附处理研究,考察了吸附剂粒径、初始染料浓度、吸附时间、溶液初始pH等因素对染料吸附的影响。结果显示,吸附剂粒径200目、活性红染料浓度40mg/L、中性黄染料浓度50mg/L、吸附时间20min、吸附物剂量5g/L、初始pH2时,碎稻草对两种偶氮染料的吸附效果显著,分别达到活性红84%、中性黄94%。     

抗肝癌基因疫苗内毒素去除方法的建立

目的建立去除抗肝癌基因疫苗pVAX1-aLCGV内毒素的方法。方法采用Triton X-114液相分离法去除抗肝癌基因疫苗中的内毒素,鲎试剂法检测疫苗中的内毒素含量,家兔法复试,ELISA法检测内毒素入血前后血浆中细胞因子TNF-α和IL-8的含量及疫苗的免疫原性,并比较处理前后的基因疫苗转染SMMC-7721和HepG2细胞的转染效率。结果经Triton X-114处理后,基因疫苗的内毒素含量及热原检测均合格;内毒素入血后,血浆中TNF-α和IL-8的含量均明显升高;疫苗的免疫原性与处理前比较,差异无统计学意义;处理后疫苗质粒的细胞转染效率增高。结论 Triton X-114能有效去除基因疫苗pVAX1-aLCGV中的内毒素,为其临床应用奠定了基础。     

Field emission properties and electronic structures of ultra small diameter carbon nanotubes

The field emission mechanisms of the ultra small armchair and zigzag single-walled carbon nanotubes with finite and infinite length are studied individually by using the first principle theory. For carbon nanotubes with finite length, the field emission is affected not only by the electronic behaviors related to the magnitude of diameter, but also by the geometrical conditions at the edge of finite nanotubes. On the other hand, for the ultra small carbon nanotube with infinite length, the work functions are enhanced significantly due to their remarkable curvature effects compared to the large one. For the open-ended carbon nanotubes, the no-bonding valence electrons induced at the mouth layer after geometrical relaxations are corresponding to the variation of work functions. The localized states at the mouth layer of the open-ended (3,0) and (5,0) exhibit the stable sp³-like and sp² structures, which will influence the occupied and the unoccupied states near the Fermi level and improve the field emission properties of carbon nanotubes.     

浊点萃取-192紫外可见分光光度法测定痕量铝

研究了浊点萃取(CPE)-紫外可见分光光度法测定痕量铝离子的新方法,利用非离子表面活性剂Triton X-114对铝试剂与铝离子形成的络合物进行浊点萃取。探讨了影响浊点萃取及测定灵敏度的因素。在最佳条件下,铝离子的富集倍率为13.5倍,检出限为0.33μg/L,RSD为0.2%(n=6),铝离子含量在10~150μg/L范围内服从比尔定律。本法对实际样品中的铝进行富集和测定,结果令人满意。     

浊点萃取-火焰原子吸收光谱法测定乙醛触媒微量钯含量

建立了以1-（2-吡啶偶氮）-2-萘（PAN）为络合剂,以非离子表面活性剂TritonX-100为萃取剂的浊点萃取分离富集-火焰原子吸收光谱法测定痕量钯的新方法。研究了溶液的酸度、络合剂和表面活性剂浓度、平衡温度和时间、离子强度等条件对浊点萃取效果的影响。该方法对钯的检出限为35．3ng／mL,相对标准偏差（RSD）为3．1％（n=8）,回收率97．6％0～106．7％。可用于乙醛催化剂中微量Pd（Ⅱ）的测定。     

Effects of Triton X-100 and Acyclovir on Human Serum Albumin Structure

The effects of acyclovir and Triton X-100 on the behavior of human serum albumin (HSA) in a acyclovir/HSA/H₂O system were studied by UV spectroscopy, fluorescence spectroscopy and polarization, conductivity, zeta potential, and circular dichroism. Both acyclovir and Triton X-100 affect the structure and behavior of HSA. The intrinsic fluorescence intensity, net charge of HSA and the conductivity of the system increase initially with increased acyclovir concentration, and the zeta potential of HSA decreases initially. The effects of Triton X-100 are similar to those of acyclovir except for the non-radiant energy transfer in the quenching process of Triton X-100 to HSA. The associating site of HSA with acyclovir is the same as that of HSA with Triton X-100.

Recovery of Natural Antioxidants from Olive Mill Wastewater Using Genapol-X080

The possibility of applying cloud point extraction (CPE) using Genapol X-080 as surfactant for the separation of phenolic compounds from olive mill wastewater was examined. The ability of the surfactant to recover individual and mixtures of polyphenols and tocopherols in various concentrations from aqueous solutions was tested before its application for the recovery of phenols from olive mill wastewater. Many of the examined individual polyphenols were recovered at high percentage. Especially, in the case of Luteolin, low surfactant concentrations were sufficient for quantitative removal. The recovery appeared proportional to the surfactant concentration. The complete recovery of tocopherols was also possible. Total phenol recovery by simple and successive CPE of olive mill wastewater with various concentrations (2, 5 and 20%, v/v) of Genapol X-080 was up to 89.5%.     

Portmanteau tests for ARMA models with infinite variance

Abstract. Autoregressive and moving‐average (ARMA) models with stable Paretian errors are some of the most studied models for time series with infinite variance. Estimation methods for these models have been studied by many researchers but the problem of diagnostic checking of fitted models has not been addressed. In this article, we develop portmanteau tests for checking the randomness of a time series with infinite variance and for ARMA diagnostic checking when the innovations have infinite variance. It is assumed that least squares or an asymptotically equivalent estimation method, such as Gaussian maximum likelihood, is used. It is also assumed that the distribution of the innovations is identically and independently distributed (i.i.d.) stable Paretian. It is seen via simulation that the proposed portmanteau tests do not converge well to the corresponding limiting distributions for practical series length so a Monte Carlo test is suggested. Simulation experiments show that the proposed Monte Carlo test procedure works effectively. Two illustrative applications to actual data are provided to demonstrate that an incorrect conclusion may result if the usual portmanteau test based on the finite variance assumption is used.