Range Unit‐Root (RUR) Tests: Robust against Nonlinearities,Error Distributions,Structural Breaks and Outliers

Abstract. Since the seminal paper by Dickey and Fuller in 1979, unit‐root tests have conditioned the standard approaches to analysing time series with strong serial dependence in mean behaviour, the focus being placed on the detection of eventual unit roots in an autoregressive model fitted to the series. In this paper, we propose a completely different method to test for the type of long‐wave patterns observed not only in unit‐root time series but also in series following more complex data‐generating mechanisms. To this end, our testing device analyses the unit‐root persistence exhibited by the data while imposing very few constraints on the generating mechanism. We call our device the range unit‐root (RUR) test since it is constructed from the running ranges of the series from which we derive its limit distribution. These nonparametric statistics endow the test with a number of desirable properties, the invariance to monotonic transformations of the series and the robustness to the presence of important parameter shifts. Moreover, the RUR test outperforms the power of standard unit‐root tests on near‐unit‐root stationary time series; it is invariant with respect to the innovations distribution and asymptotically immune to noise. An extension of the RUR test, called the forward–backward range unit‐root (FB‐RUR) improves the check in the presence of additive outliers. Finally, we illustrate the performances of both range tests and their discrepancies with the Dickey–Fuller unit‐root test on exchange rate series.     

Diffusion coefficients of tetrazolium blue in homogeneous and micellar solutions

Diffusion coefficients of the electron acceptor dye tetrazolium blue were measured by the Taylor dispersion method, with an accuracy better than 4%, in two solvents: (i) a homogeneous one-aqueous phosphate buffer, 0.1 M, pH=7.0 (medium I); and (ii) a heterogeneous one-nonionic micelles of Triton X-100, 2.0 mM (where M stands for mol·dm^–3), in the same aqueous phosphate buffer (medium II). The values obtained were D ₁₂ ^I =3.64×10^–10m²·s^–1 and D ₁₂ ^II =3.01×10^–10m²·s^–1·D ₁₂ ^II has the meaning of a macroscopird or average diffusion coefficient, in which the partition coefficient of tetrazolium blue between micelles and water, as well as the diffusion coefficients of this dye and of the micelles in the aqueous phase, are involved.     

Capture device identification from digital images using Kullback-Leibler divergence

Multimedia Tools and Applications - It is proposed a forensic method for the capture device identification from digital images, which requires two elements: i) a digital image subject to...     

The Utility of Land-Surface Model Simulations to Provide Drought Information in a Water Management Context Using Global and Local Forcing Datasets

Drought diagnosis and forecasting are fundamental issues regarding hydrological management in Spain, where recurrent water scarcity periods are normal. Land-surface models (LSMs) could provide relevant information for water managers on how drought conditions evolve. Here, we explore the usefulness of LSMs driven by atmospheric analyses with different resolutions and accuracies in simulating drought and its propagation to precipitation, soil moisture and streamflow through the system. We perform simulations for the 1980-2014 period with SASER (5 km resolution) and LEAFHYDRO (2.5 km resolution), which are forced by the Spanish SAFRAN dataset (at 5km and 30km resolutions), and the global eartH2Observe datasets at 0.25 degrees (including the MSWEP precipitation dataset). We produce standardized indices for precipitation (SPI), soil moisture (SSMI) and streamflow (SSI). The results show that the model structure uncertainty remains an important issue in current generation large-scale hydrological simulations based on LSMs. This is true for both the SSMI and SSI. The differences between the simulated SSMI and SSI are large, and the propagation scales for drought regarding both soil moisture and streamflow are overly dependent on the model structure. Forcing datasets have an impact on the uncertainty of the results but, in general, this impact is not as large as the uncertainty due to model formulation. Concerning the global products, the precipitation product that includes satellite observations (MSWEP) represents a large improvement compared with the product that does not.

     

The role of the Tm3+ concentration on CaMoO4 properties processed by microwave hydrothermal under stirring condition

The compounds based on calcium molybdate (CaMoO₄) are the subject of extensive research due to their excellent optical properties and a broad range of potential technological applications. In this work, we report a systematic study of CaMoO₄:Tm³⁺ phosphors synthesized by coprecipitation and processed in a microwave-hydrothermal system at low temperature (100°C) and stirring. The effect of the Tm³⁺ doping content (0%–12%) is studied in full detail to understand their role in the CaMoO₄:Tm³⁺ morphological, structural, and luminescent properties. The X-ray diffraction, Raman, and Fourier Transform Infrared spectroscopic techniques revealed that all the prepared powders have a tetragonal crystal structure with a distinct density of cation vacancies and structural disorders. The band gap remains almost constant for doping levels lower than 8%, but it narrows strongly for powders doped with 12% Tm³⁺ ions. The designed phosphors have shown two emission bands in which intensity depends on the Tm³⁺ ions doping level. For doping levels lower than 2%, the photoluminescence profile displays a broad emission band peaking at 543 nm (green). For concentrations higher than 4%, the band centered at 543 nm decreases in intensity and the near-infrared emission band at around 800 nm, assigned to ³F₃, ³H₄ → ³H₆ transitions from Tm³⁺ ion, become more intense. The outcomes of this work reveal that appropriated Tm³⁺ ions doping levels can be applied to suppress the PL emission in the visible range and improve that in the near-infrared region in CaMoO₄-based materials.     

Iron recovery from zinc mine tailings by magnetic separation followed by carbothermal reduction of self‐reducing briquettes

The volume of tailings produced by the extractive industry has been increasing due to the processing of the low‐grade ore. This issue can cause environmental accidents and require significant investment to control the disposal of tailings. Therefore, this study aims to recover iron from zinc mine tailings by wet magnetic separation followed by the carbothermal reduction of self‐reducing briquettes. Two magnetic separation routes were investigated to concentrate iron. Zinc mine tailings were processed by route I, in a rougher stage followed by a scavenger stage; and route II, in a rougher stage followed by a cleaner stage. The carbothermal reductions were performed using self‐reducing briquettes composed of Fe concentrate from the route with high Fe content and charcoal. The products were analyzed by scanning electron microscopy with energy dispersive spectroscopy (SEM‐EDS), x‐ray diffraction (XRD), inductively coupled plasma optical emission spectrometry (ICP‐OES), and volumetric chemical analysis. Magnetic separation route II provided the highest‐grade Fe concentrate, 52% Fe, while route I provided 33% Fe. In the carbothermal reductions, a metallization degree of 98% in the Fe concentrate briquette, 97% in the briquette with a 10% replacement of its raw material by Fe concentrate, and 99% in the hematite briquette was reached. The replacement of raw material by Fe concentrate showed no significant change in Fe recovery. Considering the whole process, magnetic separation and carbothermal reduction, the recovery of Fe from the zinc mine tailings was 67%. Therefore, the process route suggested in this study will not only reduce tailings disposal and consequently the risk of environmental accidents, but it will also provide profitable raw material for the steel industry.     

Simple approach for the plasma treatment of polymeric membranes and investigation of the aging effect

The modification of the surface characteristics after treatment with plasma in polymeric materials, such as the aging phenomenon, calls the attention of research in the area of nonthermal plasma technology. In this work, a direct treatment with dielectric-barrier discharge plasma was used on the surfaces of ultrafiltration membranes. The measurements of the contact angle with water, attenuated total reflectance accessory, zeta potential, atomic force microscopy and scanning electron microscopy-MEV were performed on the surfaces to verify changes after plasma treatment and to understand the occurrence and timing of the plasma aging effect. In the analysis of the membrane performance, hydraulic permeation and protein retention tests were performed. The results showed an improvement in wettability and hydrophilic properties in the post-treated membranes. The study of reversibility/aging of the post-plasma surface is important for research that deals with the modification of polymeric membranes. Changes in surface morphology, topography and wettability of the membranes were observed up to seven days after treatment, with a tendency to return to the initial characteristics of the membranes.     

Rheological,thermal and morphological properties of polyethylene terephthalate/polyamide 6/rice husk ash composites

This work deals with the rheological, morphological, and thermal properties of composites having poly(ethylene terephthalate) (PET), polyamide-6 (PA6), and their blends as matrices, and rice husk ash (RHA) as a filler. The study determines the effect of composition on the change in viscosity and rate of degradation during processing in a torque rheometer. Our data indicates that thermal stability and degradation during processing depend on matrix composition and filler concentration. SEM micrographs show both partial adhesion of the filler to the matrices and filler pullout. Optical microscopy shows particle agglomeration and that agglomerate size increased with filler content. FTIR investigates the shifting of absorption bands of PET/PA6 composite after the addition of RHA and attributes the selective dispersion of RHA to the formation of hydrogen bonds. Our data supports the idea that filler employed here is an option to develop polymer composites with improved properties.     

Bi-layer gelatin active films with “Pitanga” leaf hydroethanolic extract and/or natamycin in the second layer

Research on biopolymers-based active films produced with natural antioxidants and/or antimicrobials has gained attention over the last few years; however, anti-mold activity has been less studied than those of anti-bacteria. The aim of this work was the development and characterization of bi-layer films based on gelatin with natamycin and/or “Pitanga” leaf hydroethanolic extract in the second thin layer in order to determine the effects of these bioactive compounds on bi-layered film properties. The films were characterized regarding their moisture content and solubility in water, optical properties, microstructure, mechanical and thermal properties, water contact angle, water vapor permeability, UV/visible light transmission, X-ray diffraction, Fourier transform infrared (FTIR) spectroscopy, and antioxidant and anti-mold activities. Active films presented activity against Penicillium spp and Aspergillus niger and demonstrated antioxidant activity, as measured by ABTS ^•+ and DPPH ^• methods. Neither additive used in the films' second layer significantly affected the films' moisture content, thermal properties or the molecular interactions of the polymer matrix, assessed by FTIR, although some mechanical properties were affected, and the water contact angle. In conclusion, bi-layer films have reduced the quantity of additives required to maintain the antioxidant and anti-mold activities, as compared to similar monolayer films of the same thickness.     

Great enhancement of mechanical features in PLA based composites containing aligned few layer graphene (FLG), the effect of FLG loading,size, and dispersion on mechanical and thermal properties

Four series of polylactide (PLA) based composite films containing horizontally aligned few layer graphene (FLG) flakes of high aspect ratio and adsorbed albumin are prepared. The mechanical and thermal properties varies with percentage, dispersion degree and size of FLG flakes. Great improvement up to 290% and 360% of tensile modulus and strength respectively were obtained for the composite containing high lateral size of FLG at 0.17% wt, and up to 60% and 80% for the composite with very well dispersed 0.02% wt FLG. The composites of PLA and PEG-PLLA containing very well dispersed FLG flakes at 0.07% wt are ductile showing enhancement of elongation at break up to respectively 80% and 88%. Relatively high electrical conductivity, 5 × 10⁻³ S/cm, is measured for PLA film charged with 3% of FLG.