Structural Change in (Economic) Time Series

Methods for detecting structural changes, or change points, in time series data are widely used in many fields of science and engineering. This chapter sketches some basic methods for the analysis of structural changes in time series data. The exposition is confined to retrospective methods for univariate time series. Several recent methods for dating structural changes are compared using a time series of oil prices spanning more than 60 years. The methods broadly agree for the first part of the series up to the mid-1980s, for which changes are associated with major historical events, but provide somewhat different solutions thereafter, reflecting a gradual increase in oil prices that is not well described by a step function. As a further illustration, 1990s data on the volatility of the Hang Seng stock market index are reanalyzed.Comment: 12 pages, 6 figure

Metabolomic Profiling of Drug Responses in Acute Myeloid Leukaemia Cell Lines

Combined bezafibrate (BEZ) and medroxyprogesterone acetate (MPA) exert unexpected antileukaemic activities against acute myeloid leukaemia (AML) and these activities are associated with the generation of reactive oxygen species (ROS) within the tumor cells. Although the generation of ROS by these drugs is supported by preceding studies including our own, the interrelationship between the cellular effects of the drugs and ROS generation is not well understood. Here we report the use of NMR metabolomic profiling to further study the effect of BEZ and MPA on three AML cell lines and to shed light on the underlying mechanism of action. For this we focused on drug effects induced during the initial 24 hours of treatment prior to the onset of overt cellular responses and examined these in the context of basal differences in metabolic profiles between the cell lines. Despite their ultimately profound cellular effects, the early changes in metabolic profiles engendered by these drugs were less pronounced than the constitutive metabolic differences between cell types. Nonetheless, drug treatments engendered common metabolic changes, most markedly in the response to the combination of BEZ and MPA. These responses included changes to TCA cycle intermediates consistent with recently identified chemical actions of ROS. Notable amongst these was the conversion of α-ketoglutarate to succinate which was recapitulated by the treatment of cell extracts with exogenous hydrogen peroxide. These findings indicate that the actions of combined BEZ and MPA against AML cells are indeed mediated downstream of the generation of ROS rather than some hitherto unsuspected mechanism. Moreover, our findings demonstrate that metabolite profiles represent highly sensitive markers for genomic differences between cells and their responses to external stimuli. This opens new perspectives to use metabolic profiling as a tool to study the rational redeployment of drugs in new disease settings

Mechanism of the Interaction between the Intrinsically Disordered C-Terminus of the Pro-Apoptotic ARTS Protein and the Bir3 Domain of XIAP

ARTS (Sept4_i2) is a mitochondrial pro-apoptotic protein that functions as a tumor suppressor. Its expression is significantly reduced in leukemia and lymphoma patients. ARTS binds and inhibits XIAP (X-linked Inhibitor of Apoptosis protein) by interacting with its Bir3 domain. ARTS promotes degradation of XIAP through the proteasome pathway. By doing so, ARTS removes XIAP inhibition of caspases and enables apoptosis to proceed. ARTS contains 27 unique residues in its C-terminal domain (CTD, residues 248–274) which are important for XIAP binding. Here we characterized the molecular details of this interaction. Biophysical and computational methods were used to show that the ARTS CTD is intrinsically disordered under physiological conditions. Direct binding of ARTS CTD to Bir3 was demonstrated using NMR and fluorescence spectroscopy. The Bir3 interacting region in ARTS CTD was mapped to ARTS residues 266–274, which are the nine C-terminal residues in the protein. Alanine scan of ARTS 266–274 showed the importance of several residues for Bir3 binding, with His268 and Cys273 contributing the most. Adding a reducing agent prevented binding to Bir3. A dimer of ARTS 266–274 formed by oxidation of the Cys residues into a disulfide bond bound with similar affinity and was probably required for the interaction with Bir3. The detailed analysis of the ARTS – Bir3 interaction provides the basis for setting it as a target for anti cancer drug design: It will enable the development of compounds that mimic ARTS CTD, remove IAPs inhibition of caspases, and thereby induce apoptosis

The Human Affectome

Over the last decades, the interdisciplinary field of the affective sciences has seen proliferation rather than integration of theoretical perspectives. This is due to differences in metaphysical and mechanistic assumptions about human affective phenomena (what they are and how they work) which, shaped by academic motivations and values, have determined the affective constructs and operationalizations. An assumption on the purpose of affective phenomena can be used as a teleological principle to guide the construction of a common set of metaphysical and mechanistic assumptions—a framework for human affective research. In this capstone paper for the special issue “Towards an Integrated Understanding of the Human Affectome”, we gather the tiered purpose of human affective phenomena to synthesize assumptions that account for human affective phenomena collectively. This teleologically-grounded framework offers a principled agenda and launchpad for both organizing existing perspectives and generating new ones. Ultimately, we hope Human Affectome brings us a step closer to not only an integrated understanding of human affective phenomena, but an integrated field for affective research

Fractional Integration Versus Structural Change: Testing the Convergence of CO2 Emissions

This paper assesses the stochastic convergence of relative CO₂ emissions within 28 OECD countries over the period 1950–2013. Using the local Whittle estimator and some of its variants we assess whether relative per capita CO₂ emissions are long memory processes which, although highly persistent, may revert to their mean/trend in the long run thereby indicating evidence of stochastic convergence. Furthermore, we test whether (possibly) slow convergence or the complete lack of it may be the result of structural changes to the deterministics of each of the relative per-capita emissions series by means of the tests of Berkes et al. (Ann Stat 1140–1165, 2006) and Mayoral (Oxford Bull Econ Stat 74(2):278–305, 2012). Our results show relatively weak support for stochastic convergence of CO₂ emissions, indicating that only between 30 and 40% of the countries converge to the OECD average in a stochastic sense. This weak evidence disappears if we enlarge the sample to include 4 out of the 5 BRICS, indicating that our results are not robust to the inclusion of countries which are experiencing rates of growth which are far larger than those of the OECD members. Our results also decisively indicate that a slow or lack of convergence is not the results of a structural break in the relative CO₂ emissions series