A DIAGNOSTIC TEST FOR NONLINEAR SERIAL DEPENDENCE IN TIME SERIES FITTING ERRORS

Abstract. Time series analysts have begun to consider the applicability of nonlinear models. In order for nonlinear models to be accepted by practitioners, practicai tests must be avilable to test for the presence of nonlinearity in both raw time series and in the residuals from fitted models. A diagnostic test, based on the bispectrum, for the presence of nonlinear serial dependence in these time series is investigated here using artificial data. Detection of such nonlinear dependence is taken to indicate that nonlinear modelling methods are necessary. The theory behind the test is reviewed and simulations driven by pseudorandom numbers are presented for a variety of models and sample sizes. The simulations indicate that the test has substantial power for many models. In addition, theoretical and empirical results are presented which show that the bispectral diagnostic test is equally powerful for both the source series and for the fitting errors from a line& model. Thus, while the test is suitable for use as a diagnostic test on the fitting errors of linear time series models, prior linear modeling of the time series is not required.     

B lymphocytes are critical antigen-presenting cells for the initiation of T cell-mediated autoimmune diabetes in nonobese diabetic mice

Nonobese diabetic (NOD) mice genetically deficient in B lymphocytes (NODJg mu(null)) are resistant to T cell-mediated autoimmune insulin-dependent diabetes mellitus (IDDM). Ig infusions from diabetic NOD donors did not abrogate IDDM resistance in NODJg mu(null) mice. However, T cell responses to the candidate pancreatic beta cell autoantigen glutamic acid decarboxylase (GAD), but not the control Ag keyhole limpet hemocyanin, were eliminated in NODJg mu(null) mice. To initially test whether they contribute to IDDM as APC, NOD B lymphocytes were transferred into NODJg mu(null) recipients. B lymphocytes transferred into unmanipulated NODJg mu(null) recipients were rejected by MHC class I-restricted T cells. Stable T and B lymphocyte repopulation was achieved in irradiated NODJg mu(null) mice reconstituted with syngeneic bone marrow admixed with NOD B lymphocytes. IDDM susceptibility was restored in NODJg mu(null) mice reconstituted with syngeneic marrow plus B lymphocytes, but not with syngeneic marrow only. T cell responses to GAD were restored only in NODJg mu(null) mice reconstituted with syngeneic marrow plus B lymphocytes. Hence, B lymphocytes appear to contribute to IDDM in NOD mice as APC with a preferential ability to present certain beta cell Ags such as GAD to autoreactive T cells.     

Orthographic, phonological, and articulatory contributions to masked letter and word priming.

A series of experiments assessed masked priming for letters and words that are visually similar (SIM) and dissimilar (DIS) in upper- and lowercase formats. For letters, robust DIS priming was obtained in a naming task, but this priming did not extend to a variety of non-naming tasks. For words, robust DIS priming was obtained in both naming and non-naming tasks. SIM letter and word priming extended to all tasks, but the effects were generally small for letters. The restricted set of conditions for DIS letter priming suggests that this priming is mediated by phonological-articulatory processes, and the generality of DIS word priming argues that abstract orthographic codes mediate these effects. Consistent with this conclusion, priming between homophones (for both letters and words) was found in a naming task, but little word homophone priming was obtained in a lexical decision task. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

The effect of small time-delays on the closed-loop stability of boundary control systems

It has been observed that for many stable feedback systems, the introduction of arbitrarily small time-delays into the loop causes instability. In this paper we present a systematic treatment of this phenomenon for a large class of boundary control systems which allows for in-span control. Our approach is based on a combination of input-output methods and modal analysis. We give a number of sufficient conditions for robustness/nonrobustness of closed-loop input-output stability with respect to delays. Our framework includes a large class of ill-posed systems, i.e., systems whose open-loop transfer function is unbounded on any right half-plane. We then analyze the relationship between the poles of the transfer function and the exponential modes of the underlying boundary-value problem to derive internal stability properties from external ones.This work was supported by the British Council/DAAD (ARC project 464), by the Human Capital and Mobility programme (Project number CHRX-CT93-0402), by the National Science Foundation (Grant DMS-9206986) and by NATO (Grant CRG 950179).     

Pyrazoline bisphosphonate esters as novel antiinflammatory and antiarthritic agents

Vinylidenebisphosphonic acid tetraethyl ester (1) and diazo ketones 7a-1 in ether at 22 degrees C yield pyrazoline bisphosphonate tetraethyl esters 8a-1 in moderate to good yield. These compounds were evaluated in animal models of arthritis: rat adjuvant-induced polyarthritis (AIP) and murine antigen-induced arthritis (AIA) and a murine model of chronic inflammation, the delayed type hypersensitivity granuloma reaction (DTH-GRA). (5-Benzoyl-2,4-dihydro-3H-pyrazol-3-ylidene)-bisphosphonic acid tetraethyl ester (8a), and [5-(3-fluorobenzoyl)-2,4-dihydro-3H-pyraxol-3-ylidene]- bisphosphonic acid tetraethyl ester (8d) significantly inhibited the arthritis models, AIP (15 mg/kg) and AIA (25 mg/kg), as well as the DTH-GRA (25 mg/kg). Conversion of 8a to the corresponding bisphosphonic acid, 10a, resulted in loss of activity. Compounds with alkyl substituents on the pyrazoline nitrogen, 9a-d, were inactive in the DTH-GRA. These results show that 8a and 8d have novel antiinflammatory activity and are capable of inhibiting chronic arthritis and inflammation in animals. Such compounds might be useful in man for treating chronic tissue injury associated with arthropathies such as inflammatory joint disease as well as other chronic inflammatory diseases.     

Outstanding problems in river regulation

Integrated river basin management has been the backcloth against which river regulation has been practiced in England and Wales for the past 14 years. Its success is reviewed and the forthcoming changes in legislation are critically examined. A number of problems facing the emergent National Rivers Authority are discussed. The need for co-operation rather than conflict is advocated wherever environment is to be protected and when competing pressures impact on river resources. A number of technical issues remain unresolved and the need for continuing work is recognized.     

The continuance and spillover of everyday tensions in distressed and nondistressed families.

This study compared 38 distressed and 35 nondistressed families on 2 interaction processes: the continuance of tensions involving the same family members and the spillover of tensions from one family subsystem to another. One parent reported perceptions of family tensions and satisfaction ratings each day for 2 wks. Sequential analyses revealed that distressed, compared with nondistressed, families experienced (1) greater continuance of tensions, particularly tensions that occurred the following day during the same time period, and (2) more spillover, particularly between marital and child-related tensions. Correlations with daily satisfaction ratings indicated that marital dissatisfaction in distressed families is highly related to the occurrence of marital tensions. These data support the importance of examining daily events and multiple family subsystems in order to understand family distress. (PsycINFO Database Record (c) 2010 APA, all rights reserved)