Testing for a break in persistence under long-range dependencies

Abstract.  We show that tests for a break in the persistence of a time series in the classical I (0)/ I (1) framework have serious size distortions when the actual data-generating process (DGP) exhibits long-range dependencies. We prove that the limiting distribution of a CUSUM of squares-based test depends on the true memory parameter if the DGP exhibits long memory. We propose adjusted critical values for the test and give finite sample response curves that allow easy implementation of the test by the practitioner and also ease in computing the relevant critical values. We furthermore prove the consistency of the test for a simple breakpoint estimator also under long memory. We show that the test has satisfying power properties when the correct critical values are used.     

Hepatic and Adipose Tissue Depot-Specific Changes in Lipid Metabolism in Late-Onset Obese (LOB) Rats

Transgenic Late-onset OBesity (LOB) rats slowly develop a male-specific, autosomal dominant, obesity phenotype with a specific increase in peri-renal white adipose tissue (WAT) depot and preserved insulin sensitivity (Bains et al. in Endocrinology 145:2666–2679, 2004). To better understand the remarkable phenotype of these rats, the lipid metabolism was investigated in male LOB and non-transgenic (NT) littermates. Total plasma cholesterol (C) levels were normal but total plasma triacylglycerol (TAG) (2.8-fold) and hepatic TAG content (25%) was elevated in LOB males. Plasma VLDL-C and VLDL-TAG levels were higher while plasma apoB levels were 60% lower in LOB males. Increased hepatic TAG secretion explained the increased VLDL levels in LOB males. The hepatic gene expression of FAS, SCD-1, mitochondrial (mt)GPAT, and DGAT2 was up-regulated in both old obese and young non-obese LOB rats. Lipoprotein lipase (LPL) activity in heart and epididymal white adipose tissue (WAT) was unchanged, while LPL activity was increased in peri-renal WAT (30%) and decreased in soleus muscle (40%). Moreover, FAS, SCD-1 and DGAT2 gene expression was increased in peri-renal, but not in epididymal WAT. Basal lipolysis was reduced or unchanged and β-adrenergic stimulated lipolysis was reduced in WAT from both old obese and young non-obese LOB rats. To summarize, the obese phenotype of LOB male rats is associated with increased hepatic TAG production and secretion, a shift in LPL activity from skeletal muscle to WAT, reduced lipolytic response in WAT depots and a specific increase in expression of genes responsible for fatty acid and TAG synthesis in the peri-renal depot. F. Frick and R. Hume contributed equally to this work.     

Cure behavior of epoxy/MWCNT nanocomposites: The effect of nanotube surface modification

The effect of carboxyl and fluorine modified multi-wall carbon nanotubes (MWCNTs) on the curing behavior of diglycidyl ether of bisphenol A (DGEBA) epoxy resin was studied using differential scanning calorimetry (DSC), rheology and infrared spectroscopy (IR). Activation energy (E_a) and rate constants (k) obtained from isothermal DSC were the same for the neat resin and fluorinated MWCNT system (47.7 and 47.5 kJ/mol, respectively) whereas samples containing carboxylated MWCNTs exhibited a higher activation energy (61.7 kJ/mol) and lower rate constant. Comparison of the activation energies, rate constants, gelation behavior and vitrification times for all of the samples suggests that the cure mechanisms of the neat resin and fluorinated sample are similar but different from the carboxylated sample. This can be explained by the difference in how the fluorinated nanotubes react with the epoxy resin compared to the carboxylated nanotubes. Although the two systems have different reaction mechanisms, both systems have similar degrees of conversion as calculated from the infrared spectroscopic data, glass transition temperature (T_g), and predictions based on DSC data. This difference in reaction mechanism may be attributed to differences in nanotube dispersion; the fluorinated MWCNT system is more uniformly dispersed in the matrix whereas the more heterogeneously dispersed carboxylated MWCNTs can hinder mobility of the reactive species and disrupt the reaction stoichiometry on the local scale.     

SiC Recession Caused by SiO2 Scale Volatility under Combustion Conditions: I, Experimental Results and Empirical Model

A high-pressure burner rig was developed to evaluate the response of chemical-vapor-deposited SiC material during exposure to simulated gas turbine combustor conditions. Linear weight loss and surface recession rates of SiC were observed in both fuel-lean and fuel-rich gas mixtures. This response was shown to result from SiO₂ scale volatility. Arrhenius-type temperature dependence was demonstrated. In addition, the effects of pressure and gas velocity were defined in terms of a gaseous-diffusion-controlled process for volatile reaction products (such as SiO, Si(OH)₄, and iO(OH) _x ). Accordingly, multiple linear regression was used to develop empirical recession relationships of the form exp(-Delta Q/RT ) P^xv^y for both lean and rich combustion conditions. Part II of this paper discusses the thermodynamics and gaseous-diffusion model of this recession. The empirical models discussed here enable prediction of SiC recession for any combination of T, P , and v in turbine environments. For typical combustion conditions, recession of 0.2-2 µm/h was predicted at 1200°-1400°C. Thus, long-term, high-temperature, high-velocity exposure may degrade silicon-based or SiO₂-forming material by recession in combustion gas environments.     

Reduction of graphene oxide by electron beam generated plasmas produced in methane/argon mixtures

Graphene oxide (GO) was controllably reduced using electron beam generated plasmas produced in methane/argon mixtures. Operating parameters including, total pressure, duty factor (the ratio of the pulse duration to the pulse period), treatment time, and methane flow rate were varied to determine their impact on the reduction process. The resulting surface chemistry, topography and crystallinity of the reduced graphene oxide (r-GO) was determined with X-ray photoelectron spectroscopy (XPS), atomic force microscopy (AFM) and Raman spectroscopy. Oxygen concentration could be tuned to values between 43 at.% and 5 at.%, and under certain operating conditions the sp² cluster size grows. System diagnostics identified the critical operating parameters for the reduction of oxygen in GO.     

A cardinal model to describe the effect of water activity on the growth of moulds

A simple model was proposed to describe the effect of water activity (Aw) on the radial growth rate of moulds. This model is deduced from the cardinal model family proposed by Rosso in 1995, which is only defined from cardinal values of environmental factors (minimum, optimum and maximum values), the growth rate observed at the optimal value of the environmental factors, and n, a shape parameter. For Aw, a simple form of cardinal model is proposed. This form is obtained for n = 2 and Aw(max) = 1.0 (pure water). The final model is so defined from only three parameters: Aw(min), Aw(opt), and optimal radial growth rate (RGR(opt)). This model was successfully fitted on a data set of Aspergillus flavus, Aspergillus nomius, Aspergillus oryzae, Aspergillus parasiticus, Aspergillus candidus, Aspergillus sydowii, Eurotium amstelodami, Eurotium chevalieri, and Xeromyces bisporus. The same quality of fit was obtained for different solutes used to control the Aw (NaCl, glucose/fructose mixture, glycerol), and at different pH values. From this model and using cardinal values extracted from the literature, theoretical evolutions of the RGR of enicillium roqueforti, and Paecilomyces variotii, were proposed and superimposed on data published in the literature. The results showed a good concordance between the predicted and the observed values for these species. The use of this model in Predictive Microbiology is discussed.     

On the chemical kinetics of cyclopentadiene oxidation

The cyclopentadiene/cyclopentadienyl system forms a critical part in the oxidation chemistry of aromatic fuel components used in surrogate fuels and the importance of the cyclopentadienyl radical in poly-aromatic hydrocarbon (PAH) growth has also been noted due to its site dependent reactivity. The latter aspect has been subject to a number of studies along with the initial pyrolysis steps. By contrast, few studies have been performed of the corresponding oxidation chemistry under conditions of relevance to combustion applications. Thermochemical data for oxidation reactions featuring the cyclopentadienyl radical with O, OH, HO₂ and O₂ were determined at the G3B3 and G4/G4MP2 levels in combination with an analysis of internal rotations using density functional theory and with the Jahn–Teller effect treated as a pseudo-rotation. The calculated potential energy surfaces were subsequently used in a consistent manner for the determination of pressure dependent reaction rate parameters through the Rice–Ramsperger–Kassel–Marcus/master-equation approach with Eckart quantum tunnelling corrections applied to reactions involving hydrogen transfers. The accuracy of the method was further investigated by comparisons of computed rate parameters for pyrolysis reactions with alternative determinations. The resulting chemistry was incorporated into an evaluation framework for the study of cyclopentadiene oxidation using recent experimental flow reactor data and principal uncertainties in reaction pathways assessed.     

Developmental consequences of embryo and cell manipulation in mice and farm animals

Advances in biotechnology in recent decades have revolutionized our understanding of early mammalian development and promise to provide ever more finely tuned and precisely targeted techniques for genetic enhancement of domestic animal species. In demonstrating what is both technically and biologically possible, not only in mice but also in larger animal species, research has provided hope that previously intractable diseases and genetic defects can be successfully combated. Crucial to this research is the ability to culture oocytes, embryos and somatic cells in vitro and to sustain their development without inducing adverse short- or long-term consequences. There is a need to refine current culture strategies in farm animal species to avoid jeopardizing their dependent technologies. A key to resolving current limitations of culture strategies is to identify, acknowledge and then address those features of in vitro culture that compromise early regulation of mammalian development. The aim of this review is to appraise critically in vitro embryo and somatic cell production strategies in the context of their impact on developmental competence and normality at embryonic, fetal and later stages. In addition, effects of physically manipulating embryos and cells, most notably via nuclear and gene transfer technologies, are considered with a view to identifying how detrimental consequences can be avoided.     

Gender and ethnic differences in young adolescents' sources of cigarettes

OBJECTIVE: To identify the sources used by young adolescents to obtain cigarettes. DESIGN: In early 1994 a survey assessing usual sources of cigarettes and characteristics of the respondents was administered in homeroom classes. SETTING: A large urban, predominantly African American school system. SUBJECTS: A population-based sample of 6967 seventh graders averaging 13 years of age. MAIN OUTCOME MEASURE: Reports of usual sources of cigarettes. RESULTS: At this age level, young smokers were more likely to get cigarettes from friends (31.2%) than buy them in stores (14.3%). However, the odds of purchasing varied for different groups of children. Regular smokers were much more likely (48.3%) to have purchased cigarettes than experimental smokers (9.6%), p < 0.001. Girls were less likely to have bought their cigarettes than boys (p < 0.001), and black smokers were less likely to have purchased cigarettes than white children (p < 0.001). Results suggested that family members who smoke may constitute a more important source of tobacco products than previously recognised, particularly for young girls. CONCLUSIONS: In this middle-school sample, peers provided the major point of cigarette distribution. However, even at this age, direct purchase was not uncommon. Sources of cigarettes varied significantly with gender, ethnicity, and smoking rate.     

Changes in the quality parameters of seedling tea due to height and frequency of mechanical harvesting

Quality parameters of black tea change due to the use of a mechanical harvester, varying plucking round lengths and plucking heights. Compared with hand plucking, mechanically harvested teas have inferior quality as measured by volatile flavour compounds, theaflavins and caffeine. Similarly, longer plucking rounds produced inferior teas compared with shorter rounds. Raising mechanical plucking height by 2 cm from the previous plucking height caused less quality deterioration than increasing the height by 1 cm irrespective of plucking rounds.