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).     

Simultaneous HPLC quantification of total cholesterol,tocopherols and β-carotene in Barrosã-PDO veal

A simple, rapid and sensitive procedure for the simultaneous determination of total cholesterol, tocopherols and β-carotene in meat is described. The method involves a direct saponification of the meat, a single n-hexane extraction and the analysis of the extracted compounds by normal-phase HPLC, using fluorescence (tocopherols) and UV–Vis photodiode array (cholesterol and β-carotene) detections in tandem. Rates of recovery of spiked meat samples were 93% for cholesterol, 83–86% for (α-, β- and -γ) tocopherols and 89% for β-carotene. Repeatabilities were high (CV < 6%) for all determined compounds, except for δ-tocopherol. This tocopherol, which is not usually present in meat, showed a much lower recovery percentage (73%) and repeatability (12.8%). This methodology was applied for the quantification of total cholesterol, tocopherols and β-carotene in three muscles (longissimus thoracis, longissimus lumborum and semitendinosus) of the Portuguese traditional Barrosã-PDO veal, obtained from autochthonous calves fed extensively during summer (with the least abundant green pastures) and slaughtered in early autumn (October). Barrosã-PDO veal showed median contents of total cholesterol (0.50–0.56 mg/g) and, depending on the analysed muscle, moderate to high contents of α-tocopherol (3.3–3.9 μg/g) and β-carotene (0.07–0.09 μg/g), suggesting an high sensorial and hygienic quality.     

Spouted bed drying of cork stoppers

The spouted bed is commonly used to dry granular particles as it displays some special characteristics which render it capable of performing cyclic operations, with particles that are very difficult to fluidize under a different type of bed.Information on the characteristic drying rates of cork stoppers is still very limited in the technical and scientific literature, and until now no published data was found on the spouted bed drying of cork stoppers.The characterization of the drying performance of Port wine cork stoppers was carried out in a laboratory scale spouted bed. Characteristic drying curves were determined with 29 mm × 21 mm cork stoppers under several operating conditions. Values for the effective diffusivity were obtained in the range of 1.36 × 10⁻⁹ to 4.44 × 10⁻⁹ m²/s, with the temperature dependence represented by an Arrhenius-type relationship. The activation energy obtained was 28.72 kJ/mol.     

Evaluating reactivity to ecological momentary assessment during smoking cessation.

Ecological momentary assessment (EMA) consists of assessing phenomena in real time in the natural environment. EMA allows for more fine-grained analyses of addictive behavior and minimizes threats to internal validity, such as recall biases and errors. However, because of the intensive monitoring involved in EMA, measurement reactivity is a concern. To test whether EMA with palmtop personal computers induces reactivity, the authors compared smoking-related outcomes between smokers using EMA and those not using EMA during a quit attempt. The use of no-EMA control groups has been rare in reactivity investigations to date. The EMA protocol included event-contingent assessments (smoking episodes, urge episodes) and random assessments. Outcomes included biologically confirmed abstinence and self-report measures of withdrawal, self-efficacy, motivation, affect, and temptations. Participants were smokers motivated to quit (N = 96). They were randomized to 1 of 3 groups: EMA for the week preceding a planned quit date, EMA for the week following the quit date, and no EMA. Abstinence rates did not differ between the groups at Day 7 or at Day 28 postcessation. For the 20 subscales assessed at each of 3 assessment times, there were significant differences between participants with and without EMA experience for 3 subscales at the 1st of 3 assessment times, and significant differences for 3 different subscales at the 3rd assessment time. These differences suggest some reactivity to EMA, although the inconsistent pattern across time indicates that further research is needed to definitively conclude that EMA induces reactivity. (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Performance evaluation of a biotrickling filter degrading mixtures of hydrophobic and hydrophilic compounds

The removal of a mixture of painting solvents from waste air using a biofiltration process was evaluated in this project. The pollutants removed included hydrophobic (aromatic hydrocarbons) and hydrophilic (water soluble ketones and esters) compounds. A trickle bed reactor with a defined immobilized mixed culture on polyethylene Pall rings was utilized in this biodegradation study. The removal efficiencies (RE) of the individual groups of pollutants during loading experiments were determined. An increase of the aromatic hydrocarbons loading resulted in a drop of their RE_AROM with no effect on the RE value of ketones. The overloading of ketones caused a rapid drop in RE_AROM and a small drop in RE_KET. To achieve a restoration of the biocatalyst degradation properties after the increase in loading, an addition of phosphate to the aqueous medium was implemented which successfully restored the removal efficiency.     

Effect of Floodwater Extraction on Mountain Stream Morphology

Floodwater is often extracted for consumptive purposes from western mountain streams in the United States. The long-term extraction of floodwater may alter the morphological and ecological balance of such streams. Scale model experiments based on eight mountain gravel-bed streams in Idaho were conducted to test the effects of floodwater extraction on stream morphology. The model channel transported a poorly sorted mix of model “gravel,” as well as copious amounts of model “sand.” The channel had a discontinuous floodplain, developed its own bar morphology, and contained large model colluvium as well as a bedrock platform. A mobile-bed equilibrium was first developed using a repeated hydrograph. The experiment was then repeated using a sliding cutoff discharge. The discharges in the hydrograph that were below a given cutoff discharge were reduced to 30% of bankfull discharge. By raising the cutoff discharge, it was possible to study the effect of increasing severity of floodwater extraction on stream morphology. The experiments indicated an increase in sand content on the bed surface and a decrease in the standard deviation of fluctuations in bed elevation with increasing severity of floodwater extraction.     

Estimation of thermal diffusivity of foods using transfer functions

The effective thermal diffusivity of foodstuffs was estimated from time-temperature histories in the geometric center of samples exposed to heating and cooling processes.Transfer functions methodology was used as an alternative method to estimate the thermal diffusivity assuming that conduction was the main heat transfer mechanism. The samples were characterized as delayed first-order systems with unit gain, dead time (L) and time constant (τ).The results were compared with those obtained from the f_h value and with results reported in the literature.     

"The association between emotional upset and cardiac arrhythmia during daily life": Correction to Carels et al. (2003).

Reports an error in the original article by R. A. Carels et al (Journal of Consulting & Clinical Psychology, 2003[Jun], Vol 71[3], 613-618). On page 615, Lines 18, 20, 22, of Table 1, the data in the rows that read "Tachycardia in min per hr," "Repetitive PVCs per hr," and "PVCs per hr" are incorrectly reported in the n and % columns. They should have been reported in the M and SD columns. The corrected table is provided. (The following abstract of this article originally appeared in record 2003-00756-023.) Ventricular arrhythmia exhibits considerable within-subject variability that cannot be attributed to clinical status alone. This investigation examined the extent to which cardiac arrhythmia was associated with psychological and physical factors assessed during the hour preceding arrhythmic or nonarrhythmic activity. Approximately twice hourly, 46 patients randomly completed a diary assessing mood and physical symptoms during 24-hr electrocardiographic monitoring. Greater negative emotion was associated with increased arrhythmia. Additionally, greater negative emotion was significantly associated with increased arrhythmia among participants in a low left ventricular ejection fraction group (LVEF). However, this relationship between negative emotion and arrhythmia was not... (PsycINFO Database Record (c) 2010 APA, all rights reserved)     

Fe-substituted (La,Sr)TiO3 as potential electrodes for symmetrical fuel cells (SFCs)

In the work presented herein, the potential use of La₄Sr₈Ti_12−xFe_xO_38−δ (LSTF) materials as electrodes for a new concept of solid oxide fuel cells, symmetrical fuel cells (SFCs), is considered. Such fuel cells use simultaneously the same material as anode and cathode, which notably simplifies the assembly and further maintenance of the cells. Therefore, we search for materials showing high conductivity in a wide range of oxygen partial pressures in addition to certain degree of catalytic activity for the oxidation of the fuel and reduction of the oxidant, respectively. The preliminary electrochemical experiments performed reveal that the overall conductivity increases notably upon Fe substitution, being the main contribution electronic n-type. The fuel cell tests indicate that LSTF composites with YSZ and CeO₂ perform reasonably well under H₂ conditions, although the performance in methane is rather modest and require further optimisation.     

Post-translational cleavage of a histone H1-like protein in the sperm of Mytilus

Starting with total RNA from spermatogenic cells of Mytilus trossulus and using random priming, we have cloned and sequenced the c-DNAs corresponding to two variants of the sperm-specific protein PLII* (phi 2B). DNA sequencing in conjunction with mass spectrometry and protein sequence data have allowed us to establish that of the three sperm-specific proteins present in the sperm of Mytilus (PL-II*(phi 2B), PL-III (phi 1), PL-IV (phi 3)), the first and the last one are the result of post-translational cleavage of a common precursor. This common precursor is a member of the histone H1 family, and it exhibits inter- and intraspecific microheterogeneity.