Selecting the forgetting factor in subset autoregressive modelling

Abstract. Conventional methods to determine the forgetting factors in autoregressive (AR) models are mostly based on arbitrary or personal choices. In this paper, we present two procedures which can be used to select the forgetting factor in subset AR modelling. The first procedure uses the bootstrap to determine the value of a fixed forgetting factor. The second procedure starts from this base and applies the time-recursive maximum likelihood estimation to a variable forgetting factor. In one illustration using real exchange rates, we demonstrate the effect of the forgetting factor in subset AR modelling on ex ante forecasting of non-stationary time series. In a second illustration, these two procedures are applied to time-update forecasts for a stock market index. Subset AR models not including a forgetting factor act as a set of benchmarks for assessing ex ante forecasting performance, and consistently improved forecasting performance is demonstrated for these proposed procedures.     

Static and Cyclic Fatigue of Alumina at High Temperatures: II, Failure Analysis

Failure mechanisms of an alumina, tested at 1200°C under static and various cyclic loading conditions, were examined. Slow crack growth of a single crack is the dominant mechanism for the failure in specimens under cyclic loading with a short duration of maximum stress at all applied stress levels, as well as at high applied loads for static loading and cyclic loading with a longer hold time at maximum stress. At low stress levels, failure of static loading and cyclic loading with a longer hold time at maximum stress might occur by formation and/or growth of multiple macrocracks. More importantly, for all the given loading conditions. The viscous glassy phase behind the crack tip could have a bridging effect on the crack surfaces. A simplified model for calculating effective stress intensity factor at the crack tip under static and various cyclic loading demonstrated a trend consistent with the stress–life data.     

Shear rates investigation in a scraped surface heat exchanger

The electrodiffusion technique was performed in order to investigate the shear rate on a scraped surface heat exchanger. Microelectrodes were placed inside: the walls of the outer cylinder; the inlet and outlet bowls; the rotor and the blades. Highly viscous Newtonian fluid (Emkarox HV45 solutions) and non-Newtonian model fluid (aqueous solutions of CMC) were used. The electrodiffusion method allowed us to measure wall shear rates. Maximum shear rate was observed at the scraping surface and caused by blades scraping, high shear rate was also measured on the leading edge of the blades. In the other parts of the exchanger, shear rate remained low but the development of Taylor vortices completely modified the scraped surface heat exchangers behaviour inside the surface of the bowls. A dimensionless representation of the friction factor was established for the inner and outer wall surface of the exchanger.     

An FTIR/ATR in situ study of sorption and transport in corrosion protective organic coatings: Paper 2. The effects of temperature and isotopic dilution

A detailed temperature variation (18–50 °C) FTIR/ATR study of sorption and desorption of water into a series of cured epoxy resins has been reported. For higher temperatures (35–50 °C) the data were modelled with a single Fickian diffusion equation, giving an increased D as the temperature increased and an activation energy (E_A) in the 55–60 kJ mol⁻¹ region. At lower temperatures (18–35 °C)—well-below the T_g—a two-stage sorption equation was needed and the apparent E_A was negative. This is probably associated with changes in water clustering among the distributed ‘voids’ in the glassy polymer associated with chain relaxation at extended times. The use of D₂O as a penetrant allowed diffusion coefficient measurements for highly dense epoxy matrices, where FTIR/ATR cannot detect the ν(OH) band of water over and above the residual polymer–OH groups (in the dry state). The data for the D₂O studies were notably influenced by isotopic exchange; which was found to be a diffusion controlled process, even in a polymer matrix.     

Characterisation of CYP102A25 from Bacillus marmarensis and CYP102A26 from Pontibacillus halophilus: P450 Homologues of BM3 with Preference towards Hydroxylation of Medium‐Chain Fatty Acids

Cytochrome P450 monooxygenases are highly desired biocatalysts owing to their ability to catalyse a wide variety of chemically challenging C?H activation reactions. The CYP102A subfamily of enzymes are natural catalytically self‐sufficient proteins consisting of a haem and FMN‐FAD reductase domain fused in a single‐component system. They catalyse the oxygenation of saturated and unsaturated fatty acids to produce primarily ω?1, ω?2 and ω?3 hydroxy acids. These monooxygenases have potential applications in biotechnology; however, their substrate range is still limited and there is a continued need to add diversity to this class of biocatalysts. Herein, we present the characterisation of two new members of this class of enzymes, CYP102A25 (BMar) from Bacillus marmarensis and CYP102A26 (PHal) from Pontibacillus halophilus, both of which express readily in a recombinant bacterial host. BMar exhibits the highest activity toward myristic acid and shows moderate activity towards unsaturated fatty acids. PHal exhibits broader activity towards mid‐chain‐saturated (C₁₄–C₁₈) and unsaturated fatty acids. Furthermore, PHal shows good regioselectivity for the hydroxylation of myristic acid, targeting the ω?2 position for C?H activation.     

A Blend of Ethanol and (−)-α-Pinene were Highly Attractive to Native Siricid Woodwasps (Siricidae,Siricinae) Infesting Conifers of the Sierra Nevada and the Allegheny Mountains

Woodwasps in Sirex and related genera are well-represented in North American conifer forests, but the chemical ecology of native woodwasps is limited to a few studies demonstrating their attraction to volatile host tree compounds, primarily monoterpene hydrocarbons and monoterpene alcohols. Thus, we systematically investigated woodwasp-host chemical interactions in California’s Sierra Nevada and West Virginia’s Allegheny Mountains. We first tested common conifer monoterpene hydrocarbons and found that (?)-α-pinene, (+)-3-carene, and (?)-β-pinene were the three most attractive compounds. Based on these results and those of earlier studies, we further tested three monoterpene hydrocarbons and four monoterpene alcohols along with ethanol in California: monoterpene hydrocarbons caught 72.3% of all woodwasps. Among monoterpene hydrocarbons, (+)-3-carene was the most attractive followed by (?)-β-pinene and (?)-α-pinene. Among alcohols, ethanol was the most attractive, catching 41.4% of woodwasps trapped. Subsequent tests were done with fewer selected compounds, including ethanol, 3-carene, and ethanol plus (?)-α-pinene in both Sierra Nevada and Allegheny Mountains. In both locations, ethanol plus (?)-α-pinene caught more woodwasps than other treatments. We discussed the implications of these results for understanding the chemical ecology of native woodwasps and invasive Sirex noctilio in North America. In California, 749 woodwasps were caught, representing five species: Sirex areolatus Cresson, Sirex behrensii Cresson, Sirex cyaneus Fabricius, Sirex longicauda Middlekauff, and Urocerus californicus Norton. In West Virginia 411 woodwasps were caught representing four species: Sirex edwardsii Brullé, Tremex columba Linnaeus, Sirex nigricornis F., and Urocerus cressoni Norton.     

The Interaction of Isopenicillin N Synthase with Homologated Substrate Analogues δ‐(L‐α‐Aminoadipoyl)‐L‐homocysteinyl‐D‐Xaa Characterised by Protein Crystallography

Isopenicillin N synthase (IPNS) converts the linear tripeptide δ‐(L ‐α‐aminoadipoyl)‐L ‐cysteinyl‐D ‐valine (ACV) into bicyclic isopenicillin N (IPN) in the central step in the biosynthesis of penicillin and cephalosporin antibiotics. Solution‐phase incubation experiments have shown that IPNS turns over analogues with a diverse range of side chains in the third (valinyl) position of the substrate, but copes less well with changes in the second (cysteinyl) residue. IPNS thus converts the homologated tripeptides δ‐(L ‐α‐aminoadipoyl)‐L ‐homocysteinyl‐D ‐valine (AhCV) and δ‐(L ‐α‐aminoadipoyl)‐L ‐homocysteinyl‐D ‐allylglycine (AhCaG) into monocyclic hydroxy‐lactam products; this suggests that the additional methylene unit in these substrates induces conformational changes that preclude second ring closure after initial lactam formation. To investigate this and solution‐phase results with other tripeptides δ‐(L ‐α‐aminoadipoyl)‐L ‐homocysteinyl‐D ‐Xaa, we have crystallised AhCV and δ‐(L ‐α‐aminoadipoyl)‐L ‐homocysteinyl‐D ‐S‐methylcysteine (AhCmC) with IPNS and solved crystal structures for the resulting complexes. The IPNS:Fe^II:AhCV complex shows diffuse electron density for several regions of the substrate, revealing considerable conformational freedom within the active site. The substrate is more clearly resolved in the IPNS:Fe^II:AhCmC complex, by virtue of thioether coordination to iron. AhCmC occupies two distinct conformations, both distorted relative to the natural substrate ACV, in order to accommodate the extra methylene group in the second residue. Attempts to turn these substrates over within crystalline IPNS using hyperbaric oxygenation give rise to product mixtures.     

An Overview of Plastics Recycling

In 1980, plastic in the United States has overtaken steel on a volume basis as the dominant material. Though recycling of iron and steel goes back to the early years of United States history, plastics recycling is in its infancy. Today, plastics recycling is an urgent necessity as petrochemical raw materials, energy, and disposal become more costly.     

Aerosol and Precipitation Chemistry at a Remote Himalayan Site in Nepal

As a part of a year long aerosol measurement program in the Nepal Himalayas, a series of 12 h samples of aerosol and event-based samples of precipitation were collected in postmonsoon, 1996; premonsoon, 1997; and monsoon, 1997. Results show that diurnal variations in the regional valley wind system are responsible for variations in the major ion (Na + , NH 4 + , K + , Mg 2+ , Ca 2+ , Cl - , NO 3 - , and SO 4 -2 ) concentrations in the aerosol. On time scales greater than a day, changes in atmospheric circulation and associated changes in the precipitation regime have an important effect on aerosol ion concentrations. Periods of high major ion concentration in the aerosol generally coincide with similar periods in precipitation chemistry, although a linear relationship between concentrations in these 2 media is not robust due to limited data. High scavenging ratio values are found for all species except SO 4 2- . Nitrate, Cl - , and NH 4 + are enriched in the precipitation compared to the aerosol, implying the presence of gaseous acidic species (HNO 3 and HCl) and gaseous NH 3 in the air. Ammonium was also enriched with respect to SO 4 2- in aerosol during a dry episode in the monsoon season. This may represent relatively local sources of NH 3 (from neighboring villages) and was not scavenged due to the lack of precipitation. Empirical orthogonal function (EOF) analysis clearly shows the presence of 2 dominant pollutant transport mechanisms for the premonsoon and monsoon seasons (i.e., valley wind system and monsoon circulation). Although physically different, these 2 transport mechanisms follow similar transport pathways and transport aerosol into the Himalayas from similar source regions. Further, EOF analysis suggests a southerly maritime signal in the aerosol during monsoon and a more distant westerly maritime signal during premonsoon. Our results support the potential for using glaciochemical records from the Himalayas to investigate variations in the strength of past monsoon circulation and westerly disturbances.     

Spinodal clustering induced dewetting and non-monotonic stabilization of polymer blend films at high nanofiller concentrations

We examine the effects of high fullerene nanoparticle (f-NP) concentrations, ?_f-NP ∼ (10–20) mass% on polystyrene (PS)/polybutadiene (PB) blend thin film stability. Dewetting of the polymer blend around spinodally clustered f-NPs in this high concentration limit leads to a spinodal like dewetting morphology. This is in contrast to our previously observed results on the stabilization effects of f-NPs on PS/PB blend thin films in the intermediate f-NP concentration range of 7–10 mass%, wherein, after saturating the polymer–blend interface, the NPs stabilize the film by segregating to the blend–substrate interface. We determine three regimes of polymer blend film stability as a function of filler concentration: a) ?_f-NP < 7 mass% where preferential segregation of the f-NPs to the polymer–polymer interface leads to macroscopic dewetting, b) ?_f-NP ∼ (7–10) mass% where PS/PB blend films exhibit complete film stability, and c) ?_f-NP ∼ (11–20) mass%, where spinodal clustering of the f-NPs gives rise to polymer–NP phase exclusion and subsequent dewetting.