Simulation-based sequential analysis of Markov switching stochastic volatility models

We propose a simulation-based algorithm for inference in stochastic volatility models with possible regime switching in which the regime state is governed by a first-order Markov process. Using auxiliary particle filters we developed a strategy to sequentially learn about states and parameters of the model. The methodology is tested against a synthetic time series and validated with a real financial time series: the IBOVESPA stock index (São Paulo Stock Exchange).     

Specific consumption of liquid biofuels in gasoline fuelled engines

Oxygenated fuels increase fuel consumption due to their low enthalpy of combustion; however, their high antiknock index renders them suitable for use in engines with a high compression rate, increasing their thermal yield. This study evaluated the performance of biorenewable oxygenated fuels (ethanol and isoamyl alcohol) and partially renewable fuels (ETBE: ethyl tert-butyl ether, TAEE: tert-amyl ethyl ether and di-TAE: di-tert-amyl ether) with high degree of purity and in mixtures with automotive gasoline, based on tests with Otto cycle engines. Among the oxygenated fuels evaluated here, di-TAE was found to present the best characteristics of performance, both individually and in mixtures with gasoline.     

Development of correlation between potassium hydroxide number and conductivity of concentrated natural rubber latex

Increase in the ion concentration in the medium was found to increase conductivity and potassium hydroxide number (KOH No) in natural rubber latex (NRL). Addition of long chain fatty acids can increase the ion concentration in the medium and stability of NRL. A series of concentrated natural rubber latex samples from three different areas with different soils and climatic conditions were tested for the parameters such as KOH No and conductivity. They have been measured over a period of 62 days, upon addition of soap to natural rubber latex concentrate. The result showed that there was a strong positive linear correlation between conductivity and KOH No. The regression equation to express the relationship between the variables has also been found. © 2007 Wiley Periodicals, Inc. J Appl Polym Sci 2008     

Steady-State Control Reference and Token Conservation Laws in Continuous Petri Net Systems

This paper addresses several questions related to the control of timed continuous Petri nets under infinite server semantics. First, some results regarding equilibrium states and control actions are given. In particular, it is shown that the considered systems are piecewise linear, and for every linear subsystem the possible steady states are characterized. Second, optimal steady-state control is studied, a problem that surprisingly can be computed in polynomial time, when all transitions are controllable and the objective function is linear. Third, an interpretation of some controllability aspects in the framework of linear dynamic systems is presented. An interesting finding is that noncontrollable poles are zero valued.     

Empirically derived subtypes of adolescent depression: Latent profile analysis of co-occurring symptoms in the Treatment for Adolescents with Depression Study (TADS).

A latent profile analysis was conducted on the co-occurring symptoms of 423 adolescents diagnosed with major depressive disorder as part of the Treatment for Adolescents with Depression Study (TADS), a multisite, randomized treatment trial. The participants had a mean (SD) age of 14.6 (1.5) years; of the sample, 45.6% was male and 73.8% was white. Scores on the primary subscales of Conners' Parent Rating Scale-Revised were used as indicators in the analysis. Five classes of symptoms best described the clinical presentation of adolescents enrolled in the TADS. Of the adolescents in the sample, 80% were assigned to classes with clinically significant elevations on 1 or more subscales of the Children's Depression Rating Scale-Revised. The 5 classes met empirical criteria for distinctiveness and were validated against clinical diagnoses, child-rated symptoms, and clinician-rated functional impairment. The findings are consistent with prior studies that showed a high rate of co-occurring symptoms among depressed adolescents. The discussion focuses on understanding subtypes and comorbidity in adolescent depression as well as the implications for treatment and for prevention. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Design of a high-pressure ebulliometer,with vapor-liquid equilibrium results for the systems CHF2 Cl + CF3 CH3 and CF3 CH2 F + CH2F2

We describe the design and operation of a new high-pressure metal ebulliometer which can operate at pressures to at least 3 MPa in the range 220–400 K. Infinite-dilution activity coefficients are presented for the system CHF₂Cl + CF₃-CH, at 275 K and for the system CF₃-CH₂F + CH₂F₂, at 260, 230, and 300 K. The Wilson activity coellicient model and a virial coefficient model are applied to these systems, and the phase equilibrium conditions are calculated. The results are shown to agree well with predicted and with published measured values. The excess enthalpy is calculated and compared with results from a Peng Robinson equation of state. Vapor densities on the dew curves are given.     

Carbon based electronic materials: applications in electron field emission

The influence of the different types of bonding present in a range of carbon based materials is discussed as a precursor to describing the field emission characteristics of carbon cold cathode materials. Some of the controlling factors which govern electron emission from carbon based cathodes are discussed. It is shown that from disordered carbon films the interplay between the clustered sp² phase and the insulating sp³ matrix is important. The transition from a ‘back contact’ to ‘front surface’ controlled emission mechanism is described in terms of the sp² content and field penetration. A possible reason for high field enhancement factors found in disordered films also is provided. It is further shown that changes to the sp² phase by current stressing can improve the field emission characteristics. Emission from carbon nanotubes is also discussed and the prospects for new types of nanotube – polymer composite based cathodes are also considered.     

Rheological behaviour of processed avocado pulp emulsions

Shear rate vs. shear stress data were obtained on avocado pulp in water emulsions using a concentric cylinder rheometer and fitted to a power law model. Dilution, as volume fraction of water, had a pronounced effect on the apparent viscosity of the pulp emulsions and the Richardson equation, (η_R= exp.( a φ) for the emulsion viscosity fitted the data well. A mean slope coefficient, a , of 4.57 can be used as a first approximation. Enzymatic treatment (40°C, 1 h), is slightly more effective than thermal treatment (65°C, 1 h), in reducing the initial apparent viscosity of the pulp-water emulsions     

The microbiology of mixed salad containing raw and cooked ingredients without dressing

Growth of aerobic mesophilic bacteria in mixed salad without dressing, containing cooked sweet corn and raw endive, was similar to that of raw endive alone. At 9°C, sweet corn permitted the growth of the lactic acid bacterium Leuconostoc mesenteroides , whenever the bacterium was present on raw endive, whereas no growth of lactic acid bacteria was recorded on raw endive alone. Listeria monocytogenes , artificially inoculated in the samples, grew more in the mixed salad than in the raw endive alone, for products stored at 6°C and 9°C. Acidification of sweet corn to pH 5.0 was proposed to reduce the development of L. monocytogenes in the mixed salad to a level similar to that recorded in the raw endive alone. Acidification with citric acid reduced spoilage of sweet corn, whereas acetic acid caused necrosis on the leaves of raw endive.     

Localization by immunoelectron microscopy of Schistosoma mansoni antigens in the glomerulus of the hamster (Mesocricetus auratus) kidney

Gene therapy has the potential to provide cancer treatments based on novel mechanisms of action with potentially low toxicities. This therapy may provide more effective control of loco-regional recurrence in diseases such as non-small cell lung cancer (NSCLC), as well as systemic control of micrometastases. Despite current limitations, retroviral and adenoviral vectors can in certain circumstances provide an effective means of delivering therapeutic genes to tumour cells. Although multiple genes are involved in the process of carcinogenesis, mutations of the p53 gene are the most frequent abnormality identified in human tumours. Pre-clinical studies both in vitro and in vivo have shown that restoration of p53 function can induce apoptosis in cancer cells. Phase I clinical trials now show that p53 gene replacement therapy is feasible and safe using both retroviral and adenoviral vectors, and that it induces tumour regression in patients with advanced NSCLC and recurrent head and neck cancer. Other pre-clinical studies indicate that gene therapy may have useful synergy with cytotoxic and radiation therapy. This paper describes the different gene therapy strategies under investigation and the pre-clinical data that provides a rationale for the gene replacement approach, reviews clinical trial data and presents novel ideas for improving current vectors and gene delivery to tumours.