High‐frequency sampling and kernel estimation for continuous‐time moving average processes

Interest in continuous‐time processes has increased rapidly in recent years, largely because of high‐frequency data available in many applications. We develop a method for estimating the kernel function g of a second‐order stationary Lévy‐driven continuous‐time moving average (CMA) process Y based on observations of the discrete‐time process Y^Δ obtained by sampling Y at Δ, 2Δ, …, nΔ for small Δ. We approximate g by g^Δ based on the Wold representation and prove its pointwise convergence to g as Δ → 0 for continuous‐time autoregressive moving average (CARMA) processes. Two non‐parametric estimators of g^Δ, on the basis of the innovations algorithm and the Durbin–Levinson algorithm, are proposed to estimate g. For a Gaussian CARMA process, we give conditions on the sample size n and the grid spacing Δ(n) under which the innovations estimator is consistent and asymptotically normal as n → ∞. The estimators can be calculated from sampled observations of any CMA process, and simulations suggest that they perform well even outside the class of CARMA processes. We illustrate their performance for simulated data and apply them to the Brookhaven turbulent wind speed data. Finally, we extend results of Brockwell et al. (2012) for sampled CARMA processes to a much wider class of CMA processes.     

Bread crust melanoidins as potential prebiotic ingredients

Melanoidins are the final products of the Maillard reaction. They are a heterogeneous mixture of compounds characterized by brown color and high molecular weight. The physiological properties of melanoidins have been widely investigated and there is a general consensus on their poor digestibility and bioavailability. In vitro studies on food melanoidins are in many cases limited by their poor water solubility. This problem was recently overcome for bread melanoidins using an enzymatic digestion procedure. Bread melanoidins are constituted by low-molecular-weight, colored compounds linked to the gluten polymer. In this work, melanoidins from different bread types were investigated for their potential prebiotic activity by a static batch culture. Results showed that anaerobic bacteria, particularly Bifidobacteria strains, are able to use bread melanoidins as carbon source. The bacterial growth is different for the various types of melanoidins samples indicating that starting materials and processing conditions have a strong influence on the prebiotic potential of bread melanoidins. In all cases the bacterial growth obtained using bread melanoidins is lower than that previously observed using melanoidins from other sources, such as coffee silverskin.     

The influence of pre‐fermentative practices on the dominance of inoculated yeast starter under industrial conditions

The influence of pre‐fermentative practices on the growth dynamics of a ‘natural’ starter culture with specific phenotype (H₂S^?) concurrently with wild yeast populations was evaluated under winery conditions. Different clarification procedures and added SO₂ strongly influenced species and cell numbers isolable at the pre‐fermentation stage. Independent treatments of must with sulphite addition or vacuum‐filtering clarification caused a 30‐fold reduction in viable cells. Clarification procedures, enhanced by the selective effect of SO₂ addition, induced the appearance of Saccharomyces cerevisiae ‘wild’ yeasts. Correct application of the inoculum generally guarantees the dominance of fermentation by starter cultures. However, inoculated fermentations using unclarified white and red musts exhibited a consistent presence and persistence of non‐Saccharomyces and/or Saccharomyces ‘wild’ yeasts during fermentation. The extent and composition of the initial wild microflora at the start of fermentation may affect the presence and persistence of wild Saccharomyces and non‐Saccharomyces yeasts during guided fermentations under commercial conditions. The above findings confirm the results of previous works carried out at laboratory‐ or pilot‐scale level. Furthermore, they suggest a clear correlation between the modality of pre‐fermentative practices and the presence and persistence of ‘wild’ yeasts during fermentation. © 2002 Society of Chemical Industry     

Digital Median Filters

Several DSP algorithms need to remove high-frequency or impulsive noise while preserving edges, e.g., in speech and image processing applications: median filtering has been proved to be more effective for achieving this goal than other filtering techniques. Efficient architectural implementation for real-time applications involves a careful VLSI design, which takes into account modularity, regularity, adaptability, scalability, throughput, circuit complexity and fault tolerance.Four new architectural approaches are presented and evaluated in this paper to deal with different application and implementation constraints. They are: the serial-input polarizing median filter, the floating median filter, the pipelined polarizing median filter and the pipelined sorting median filter. The 1st and the 2nd architectures are based on majority voting, while the 3rd and the 4th ones are based on sorting techniques. All of them are designed so as to exhibit high scalability and to be easily pipelined for higher working frequencies.     

Materiaux pierreux non traditionnels dans la construction des routes

It is already many years that the lack of aggregates for building is deeply felt in the plain zones. This phenomenon hits both the building section, in which aggregates are mostly used in reinforced concrete, and mainly the road section where, as known, the use of lapidary material is enormous and, for the moment, non substituted not only in each single layer part of the pavement road structure but also in all the many works completing it. It is therefore evident the remarkable interest for a research tending to find non traditional aggregates with bad characteristics that, however, can compose accettables mixtures for parts of the pavement road structure.     

Kinetic behaviour of immobilized enzyme membrane reactors

Enzyme immobilization techniques which are founded on protein gelification onto the active surface of an ultrafiltration membrane are discussed in connection with p-nitro-phenyl-phosphate hydrolysis by acid phosphatase (E.C.3.1.3.2.)Two different immobilized enzyme membrane reactor layouts have been considered. In both the enzyme has been confined within a gel layer onto the active surface of the U.F. membrane. The gel formation has been obtained by means of a concentration polarization technique. In the first reactor the enzyme has been cogelified with albumin, in the second it has been previously co-cross-linked with the same albumin and subsequently ultrafiltered.The reduction in activation energy which is shown by both immobilized enzyme configurations as compared to the corresponding soluble enzyme tests, clearly indicates that a combined substrate mass transfer/reaction step is rate controlling.     

Synthesis of heat exchange networks: A non-iterative approach

The choice of the process streams to be contacted for heat recovery is carried out by structuring the model into one displaying the well-known patternResults compare favorably with the presently available techniques and allow to handle realistically large problems.     

An attempt to synthesize regular cresolic resins through solid-state polycondensation

p-Cresolic resins were synthesized by polycondensation of a monomer with ‘dimeric’ size (2,2′-dihydroxy-3-hydroxymethyl-5,5′-dimethyl-diphenylmethane, m.p. 136°C) in the solid state. A comparison was made with other products from polycondensation of the same monomer in the melt and in solution, and from reaction of p-cresol with formaldehyde. In the catalysed reactions, gaseous HCl or p-toluene sulphonic acid were used. Each raw product, after standard treatment in boiling toluene, gave a residue (‘final product’) which was always substantially insoluble, infusible and with noticeable X-ray crystallinity. Solid monomer polycondensation probably occurred in defect zones within the crystals. The crystallographic regularity of the final products appeared to decrease systematically by increasing the polycondensation temperature (from 90° to 175°C); critical changes in the transition from solid molten monomer polycondensation, possibly arising from topochemical effects, could not be clearly observed. The monomer crystal structure and the indexing of its powder X-ray diffraction spectrum were also determined.