Tests of time-invariance

Quantiles provide a comprehensive description of the properties of a variable and tracking changes in quantiles over time using signal extraction methods can be informative. It is shown here how stationarity tests can be generalized to test the null hypothesis that a particular quantile is constant over time by using weighted indicators. Corresponding tests based on expectiles are also proposed; these might be expected to be more powerful for distributions that are not heavy-tailed. Tests for changing dispersion and asymmetry may be based on contrasts between particular quantiles or expectiles. We report Monte Carlo experiments investigating the effectiveness of the proposed tests and then move on to consider how to test for relative time invariance, based on residuals from fitting a time-varying level or trend. Empirical examples, using stock returns and U.S. inflation, provide an indication of the practical importance of the tests

Stability of planets in triple star systems

Context: Numerous theoretical studies of the stellar dynamics of triple systems have been carried out, but fewer purely empirical studies that have addressed planetary orbits within these systems. Most of these empirical studies have been for coplanar orbits and with a limited number of orbital parameters. Aims: Our objective is to provide a more generalized empirical mapping of the regions of planetary stability in triples by considering both prograde and retrograde motion of planets and the outer star; investigating highly inclined orbits of the outer star; extending the parameters used to all relevant orbital elements of the triple's stars and expanding these elements and mass ratios to wider ranges that will accommodate recent and possibly future observational discoveries. Methods: Using N-body simulations, we integrated numerically the various four-body configurations over the parameter space, using a symplectic integrator designed specifically for the integration of hierarchical multiple stellar systems. The triples were then reduced to binaries and the integrations repeated to highlight the differences between these two types of system. Results: This established the regions of secular stability and resulted in 24 semi-empirical models describing the stability bounds for planets in each type of triple orbital configuration. The results were then compared with the observational extremes discovered to date to identify regions that may contain undiscovered planets.Comment: 12 pages, 8 figures, 14 tables. Accepted for publication in Astronomy & Astrophysic

Evaluation of interfacial sulfate complexation by a bis-thiourea ionophore at water-organic interfaces using microelectrochemistry and high resolution mass spectrometry

Simple, fast and low cost methods for the detection of sulfate are required for different applications. Electrochemistry at water/o-nitrophenyloctylether (W/NPOE) interfaces was employed to evaluate sulfate detection by ionophore-facilitated ion-transfer at an array of micro-interfaces. With ionophore 1,3-[Bis(3-phenylthioureidomethyl)]benzene present in the NPOE phase, the transfer of sulfate across the interface was determined by voltammetry at ca. - 0.35 V for 0.01 M Na2SO4 on the Galvani potential scale. The potentiometric detection limit for sulfate was 0.6 × 10- 6 M, based on the shift in the half-wave transfer potential with concentration. Amperometric detection limits for forward and reverse ion transfer currents were determined to be 14 × 10- 6 M and 0.8 × 10- 6 M, respectively. Electrochemical analysis of the half-wave potential versus logCSO42 -w and the corresponding electrospray ionisation – high resolution mass spectrometry (ESI-HRMS) analysis of W/NPOE emulsions indicated interfacial complexation via the formation of 1:1 sulfate:ionophore complexes. ESI-HRMS analysis of W/NPOE emulsions formed with water samples from an advanced water treatment plant revealed the binding of the ionophore to potential interferences from this environment, thus providing a guide to sensor development

Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation

We analyze the interaction among the common and country specific components for the inflation rates in twelve euro area countries through a factor model with time varying parameters. The variation of the model parameters is driven by the score of the predictive likelihood, so that, conditionally on past data, the model is Gaussian and the likelihood function can be evaluated using the Kalman filter. The empirical analysis uncovers significant variation over time in the model parameters. We find that, over an extended time period, inflation persistence has fallen over time and the importance of common shocks has increased relatively to the idiosyncratic disturbances. According to the model, the fall in inflation observed since the sovereign debt crisis, is broadly a common phenomenon, since no significant cross country inflation differentials have emerged. Stressed countries, however, have been hit by unusually large shocks

Organic haloamines in chlorine-based disinfected water systems: A critical review

This paper is a critical review of current knowledge of organic chloramines in water systems, including their formation, stability, toxicity, analytical methods for detection, and their impact on drinking water treatment and quality. The term organic chloramines may refer to any halogenated organic compounds measured as part of combined chlorine (the difference between the measured free and total chlorine concentrations), and may include N-chloramines, N-chloramino acids, N-chloraldimines and N-chloramides. Organic chloramines can form when dissolved organic nitrogen or dissolved organic carbon react with either free chlorine or inorganic chloramines. They are potentially harmful to humans and may exist as an intermediate for other disinfection by-products. However, little information is available on the formation or occurrence of organic chloramines in water due to a number of challenges. One of the biggest challenges for the identification and quantification of organic chloramines in water systems is the lack of appropriate analytical methods. In addition, many of the organic chloramines that form during disinfection are unstable, which results in difficulties in sampling and detection. To date research has focussed on the study of organic monochloramines. However, given that breakpoint chlorination is commonly undertaken in water treatment systems, the formation of organic dichloramines should also be considered. Organic chloramines can be formed from many different precursors and pathways. Therefore, studying the occurrence of their precursors in water systems would enable better prediction and management of their formation

Effect of membrane character and solution chemistry on microfiltration performance

To help understand and predict the role of natural organic matter (NOM) in the fouling of low-pressure membranes, experiments were carried out with an apparatus that incorporates automatic backwashing and long filtration runs. Three hollow fibre membranes of varying character were included in the study, and the filtration of two different surface waters was compared. The hydrophilic membrane had greater flux recovery after backwashing than the hydrophobic membranes, but the efficiency of backwashing decreased at extended filtration times. NOM concentration of these waters (7.9 and 9.1 mg/L) had little effect on the flux of the membranes at extended filtration times, as backwashing of the membrane restored the flux to similar values regardless of the NOM concentration. The solution pH also had little effect at extended filtration times. The backwashing efficiency of the hydrophilic membrane was dramatically different for the two waters, and the presence of colloid NOM alone could not explain these differences. It is proposed that colloidal NOM forms a filter cake on the surface of the membranes and that small molecular weight organics that have an adsorption peak at 220 nm but not 254 nm were responsible for “gluing” the colloids to the membrane surface. Alum coagulation improved membrane performance in all instances, and this was suggested to be because coagulation reduced the concentration of “glue” that holds the organic colloids to the membrane surface

Testing stock market convergence: a non-linear factor approach

This paper applies the Phillips and Sul (Econometrica 75(6):1771–1855, 2007) method to test for convergence in stock returns to an extensive dataset including monthly stock price indices for five EU countries (Germany, France, the Netherlands, Ireland and the UK) as well as the US between 1973 and 2008. We carry out the analysis on both sectors and individual industries within sectors. As a first step, we use the Stock and Watson (J Am Stat Assoc 93(441):349–358, 1998) procedure to filter the data in order to extract the long-run component of the series; then, following Phillips and Sul (Econometrica 75(6):1771–1855, 2007), we estimate the relative transition parameters. In the case of sectoral indices we find convergence in the middle of the sample period, followed by divergence, and detect four (two large and two small) clusters. The analysis at a disaggregate, industry level again points to convergence in the middle of the sample, and subsequent divergence, but a much larger number of clusters is now found. Splitting the cross-section into two subgroups including euro area countries, the UK and the US respectively, provides evidence of a global convergence/divergence process not obviously influenced by EU policies

Non-thermal Plasma Exposure Rapidly Attenuates Bacterial AHL-Dependent Quorum Sensing and Virulence.

The antimicrobial activity of atmospheric pressure non-thermal plasma has been exhaustively characterised, however elucidation of the interactions between biomolecules produced and utilised by bacteria and short plasma exposures are required for optimisation and clinical translation of cold plasma technology. This study characterizes the effects of non-thermal plasma exposure on acyl homoserine lactone (AHL)-dependent quorum sensing (QS). Plasma exposure of AHLs reduced the ability of such molecules to elicit a QS response in bacterial reporter strains in a dose-dependent manner. Short exposures (30–60 s) produce of a series of secondary compounds capable of eliciting a QS response, followed by the complete loss of AHL-dependent signalling following longer exposures. UPLC-MS analysis confirmed the time-dependent degradation of AHL molecules and their conversion into a series of by-products. FT-IR analysis of plasma-exposed AHLs highlighted the appearance of an OH group. In vivo assessment of the exposure of AHLs to plasma was examined using a standard in vivo model. Lettuce leaves injected with the rhlI/lasI mutant PAO-MW1 alongside plasma treated N-butyryl-homoserine lactone and n-(3-oxo-dodecanoyl)-homoserine lactone, exhibited marked attenuation of virulence. This study highlights the capacity of atmospheric pressure non-thermal plasma to modify and degrade AHL autoinducers thereby attenuating QS-dependent virulence in P. aeruginosa

Trace analysis of environmental matrices by large-volume injection and liquid chromatography-mass spectrometry

The time-honored convention of concentrating aqueous samples by solid-phase extraction (SPE) is being challenged by the increasingly widespread use of large-volume injection (LVI) liquid chromatography–mass spectrometry (LC–MS) for the determination of traces of polar organic contaminants in environmental samples. Although different LVI approaches have been proposed over the last 40 years, the simplest and most popular way of performing LVI is known as single-column LVI (SC-LVI), in which a large-volume of an aqueous sample is directly injected into an analytical column. For the purposes of this critical review, LVI is defined as an injected sample volume that is ≥10% of the void volume of the analytical column. Compared with other techniques, SC-LVI is easier to set up, because it requires only small hardware modifications to existing autosamplers and, thus, it will be the main focus of this review. Although not new, SC-LVI is gaining acceptance and the approach is emerging as a technique that will render SPE nearly obsolete for many environmental applications.In this review, we discuss: the history and development of various forms of LVI; the critical factors that must be considered when creating and optimizing SC-LVI methods; and typical applications that demonstrate the range of environmental matrices to which LVI is applicable, for example drinking water, groundwater, and surface water including seawater and wastewater. Furthermore, we indicate direction and areas that must be addressed to fully delineate the limits of SC-LVI