The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series

This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply it to test the hypothesis that one time series has no directional predictability to another time series. We establish the asymptotic distribution of the cross-quantilogram and the corresponding test statistic. The limiting distributions depend on nuisance parameters. To construct consistent confidence intervals we employ a stationary bootstrap procedure; we establish consistency of this bootstrap. Also, we consider a self-normalized approach, which yields an asymptotically pivotal statistic under the null hypothesis of no predictability. We provide simulation studies and two empirical applications. First, we use the cross-quantilogram to detect predictability from stock variance to excess stock return. Compared to existing tools used in the literature of stock return predictability, our method provides a more complete relationship between a predictor and stock return. Second, we investigate the systemic risk of individual financial institutions, such as JP Morgan Chase, Morgan Stanley and AIG.Cambridge INETThis is the author accepted manuscript. The final version is available from Elsevier via http://dx.doi.org/10.1016/j.jeconom.2016.03.00

UBR2 of the N-end rule pathway is required for chromosome stability via histone ubiquitylation in spermatocytes and somatic cells

The N-end rule pathway is a proteolytic system in which its recognition components (N-recognins) recognize destabilizing N-terminal residues of short-lived proteins as an essential element of specific degrons, called N-degrons. The RING E3 ligases UBR2 and UBR1 are major N-recognins that share size (200 kDa), conserved domains and substrate specificities to N-degrons. Despite the known function of the N-end rule pathway in degradation of cytosolic proteins, the major phenotype of UBR2-deficient male mice is infertility caused by arrest of spermatocytes at meiotic prophase I. UBR2-deficient spermatocytes are impaired in transcriptional silencing of sex chromosome-linked genes and ubiquitylation of histone H2A. In this study we show that the recruitment of UBR2 to meiotic chromosomes spatiotemporally correlates to the induction of chromatin-associated ubiquitylation, which is significantly impaired in UBR2-deficient spermatocytes. UBR2 functions as a scaffold E3 that promotes HR6B/UbcH2-dependent ubiquitylation of H2A and H2B but not H3 and H4, through a mechanism distinct from typical polyubiquitylation. The E3 activity of UBR2 in histone ubiquitylation is allosterically activated by dipeptides bearing destabilizing N-terminal residues. Insufficient monoubiquitylation and polyubiquitylation on UBR2-deficient meiotic chromosomes correlate to defects in double strand break (DSB) repair and other meiotic processes, resulting in pachytene arrest at stage IV and apoptosis. Some of these functions of UBR2 are observed in somatic cells, in which UBR2 is a chromatin-binding protein involved in chromatin-associated ubiquitylation upon DNA damage. UBR2-deficient somatic cells show an array of chromosomal abnormalities, including hyperproliferation, chromosome instability, and hypersensitivity to DNA damage-inducing reagents. UBR2-deficient mice enriched in C57 background die upon birth with defects in lung expansion and neural development. Thus, UBR2, known as the recognition component of a major cellular proteolytic system, is associated with chromatin and controls chromatin dynamics and gene expression in both germ cells and somatic cells. © 2012 Kwon et al

Characterization of carbohydrate fractions and fermentation quality in ensiled alfalfa treated with different additives

This experiment was carried out to evaluate the effects of adding fast-sile (FS), previous fermented juice (PFJ), sucrose (S) or fast-sile + sucrose (FS + S) on the fermentation characteristics and carbohydrates fractions of alfalfa silages by the Cornell net carbohydrates and proteins systems (CNCPS). Silages quality were well preserved determined by pH, lactic acid (LA), acetic acid (AA), propionic acid (PA), butyric acid (BA) and (NH3-N, % of TN). Except for the silage with no addition of (CK), all other silages were well preserved. FS + S addition showed the lowest pH and contents of AA, PA, BA, and the highest contents of LA. The contents of WSC (Water soluble carbohydrate) in all alfalfa silages decreased with the extension of ensiling time, especially in the former 15 days and decreased sharply in the first 2 days. The content of sucrose in all alfalfa silages in the residual mono and disaccharides was highest, and the content of fructose was the least. The contents of all these sugars decreased sharply in the first 2 days. The content of hemicellulose decreased during ensiling, while no obvious change on content of cellulose. The content of ADL (acid detergent lignin) in alfalfa silages increased during ensiling. The content of starch in silages reduced rapidly in the former days, and then had not obvious change.Key words: Carbohydrate fractions, alfalfa silage, additives, water soluble carbohydrate (WSC)

Agrobacterium-mediated genetic transformation of Miscanthus sinensis

Miscanthus species are tall perennial rhizomatous grasses with C4 photosynthesis originating from East Asia, and they are considered as important bioenergy crops for biomass production. In this study, Agrobacterium-mediated transformation system for M. sinensis was developed using embryogenic calli derived from mature seeds. In order to establish a stable system, optimum conditions to obtain highly regenerable and transformation-competent embryogenic calli were investigated, and embryogenic calli were efficiently induced with callus induction medium containing 3 mg L-1 2,4-dichlorophenoxyacetic acid and 25 mM l-proline, at pH 5.7 with an induction temperature of 28 A degrees C. In addition, the embryogenic callus induction and regeneration potentials were compared between seven M. sinensis germplasms collected from several sites in Korea, which revealed that the germplasm SNU-M-045 had superior embryogenic callus induction and regeneration potentials. With this germplasm, the genetic transformation of M. sinensis was performed using Agrobacterium tumefaciens EHA105 carrying pCAMBIA1300 with a green fluorescence protein gene as a reporter. After putative transgenic plants were obtained, the genomic integration of transgenes was confirmed by genomic PCR, transgene expression was validated by Northern blot analysis, and the number of transgene integration was confirmed by DNA gel blot analysis. Furthermore, the Agrobacterium-mediated transformation of M. sinensis was also performed with pCAMBIA3301 which contains an herbicide resistance gene (BAR), and we obtained transgenic M. sinensis plants whose herbicide resistance was confirmed by spraying with BASTA(A (R)). Therefore, we have established a stable Agrobacterium-mediated transformation system for M. sinensis, and also successfully produced herbicide-resistant Miscanthus plants by introducing BAR gene via the established method.X111210Ysciescopu

Silver-based surface plasmon waveguide for terahertz quantum cascade lasers

Terahertz quantum cascade lasers (THz QCLs) have undergone rapid developments since their first demonstration in 2002. Presently, the wide spectral range (1.2–5.2 THz) and high output power (1 W) make THz QCLs promising sources for applications in high-resolution spectroscopy and THz imaging. However, their maximum operating temperature is only 199.5 K and therefore cryogenic cooling is still needed. Improving the thermal performance of THz QCLs is a key challenge for their practical usage. The waveguide loss is closely related with the device thermal performance. To lower the loss, copper has been used to replace the gold in the standard metal–metal waveguide scheme, and around 10 K increase in the maximum lasing temperature has been achieved. Here, we employ silver as the waveguide metal and investigate its effects on devices with a single surface-plasmon waveguide configuration

Improved Beam-Scannable Ultra-Wideband Sparse Antenna Arrays by Iterative Convex Optimization Based on Raised Power Series Representation

© 1963-2012 IEEE. A novel method is presented to design beam-scannable ultra-wideband (UWB) sparse arrays. A concept of design frequency is introduced which transforms the beam-scannable UWB array design to the problem of synthesizing a broadside-beam array at single frequency. The raised power series (RPS) representation with appropriate parameter selection is adopted to generate initial element positions, and then an iterative convex optimization is applied to successively optimize the element positions for further sidelobe level (SLL) reduction. Multiple constraints for controlling the first-order Taylor expansion accuracy, the minimum element spacing, and the array aperture are incorporated in the iterative convex optimization to obtain stable and practical synthesis results. Several examples for synthesizing UWB arrays with different frequency bands, beam scanning, ranges and element counts are conducted to validate the effectiveness and advantages of the proposed method. It is shown that the proposed method achieves much lower SLLs than those by the original RPS method for all test cases, and it also significantly outperforms some conventional stochastic optimization methods for large UWB array cases

Interactions between Transmembrane Helices within Monomers of the Aquaporin AtPIP2;1 Play a Crucial Role in Tetramer Formation

Aquaporin (AQP) is a water channel protein found in various subcellular membranes of both prokaryotic and eukaryotic cells. The physiological functions of AQPs have been elucidated in many organisms. However, understanding their biogenesis remains elusive, particularly regarding how they assemble into tetramers. Here, we investigated the amino acid residues involved in the tetramer formation of the Arabidopsis plasma membrane AQP AtPIP2; 1 using extensive amino acid substitution mutagenesis. The mutant proteins V41A/E44A, F51A/L52A, F87A/I91A, F92A/I93A, V95A/Y96A, and H216A/L217A, harboring alanine substitutions in the transmembrane (TM) helices of AtPIP2; 1 polymerized into multiple oligomeric complexes with a variable number of subunits greater than four. Moreover, these mutant proteins failed to traffic to the plasma membrane, instead of accumulating in the endoplasmic reticulum(ER). Structure-based modeling revealed that these residues are largely involved in interactions between TM helices within monomers. These results suggest that inter-TM interactions occurring both within and between monomers play crucial roles in tetramer formation in the AtPIP2; 1 complex. Moreover, the assembly of AtPIP2; 1 tetramers is critical for their trafficking from the ER to the plasma membrane, as well as water permeability.1133Ysciescopu

Terahertz frequency quantum cascade lasers for use as waveguide-integrated local oscillators

Since their first demonstration in 2002, the performance of terahertz frequency quantum cascade lasers has developed extremely rapidly. We consider the potential use of terahertz frequency quantum cascade lasers as local oscillators in satellite-borne instrumentation for future Earth observation and planetary science missions. A specific focus will be on the development of compact, waveguide-integrated, heterodyne detection systems for the supra-terahertz range