1,987 research outputs found

    Nonlinear Autoregressive Models and Long Memory

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    This note shows that regime switching nonlinear autoregressive models widely used in the time series literature can exhibit arbitrary degrees of long memory via appropriate definition of the model regimes.Long memory, Nonlinearity

    Is it possible to discriminate between different switching regressions models? An empirical investigation

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    In this paper we study, using the sup LR test, the possibility of discrimination between two classes of models: the Markov switching models of Hamilton (1989) and the Threshold Auto-Regressive Models (TAR) of Lim and Tong (1980). This work is motivated by the fact that generally practicians use, in applications, switching models without any statistical justification. Using experiment simulations, we show that it is very difficult to discriminate between the MSAR and the SETAR models specially using large samples. This means that when the null hypothesis is rejected, it appears that different switching models are significant. Moreover, the results show that the power of the sup LR test is sensitive to the mean, the noise variance and the delay parameter. Then, we apply this methodology to two time series: the US GNP growth rate and the US/UK exchange rate. We shall retain retain a Markov switching process for the US GNP growth rate and the US/UK exchange rate (monthly data). For the US/UK exchange rate (quarterly data), we accept the null hypothesis of a random walk.Switching Models, Sup LR test, Empirical power, Exchange rate

    The cleanability of stainless steel used as a food contact surface: an updated short review

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    The effect of surface roughness on the cleanability of stainless steel as used in the foodindustry

    Quantifying the entropy of binding for water molecules in protein cavities by computing correlations.

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    Protein structural analysis demonstrates that water molecules are commonly found in the internal cavities of proteins. Analysis of experimental data on the entropies of inorganic crystals suggests that the entropic cost of transferring such a water molecule to a protein cavity will not typically be greater than 7.0 cal/mol/K per water molecule, corresponding to a contribution of approximately +2.0 kcal/mol to the free energy. In this study, we employ the statistical mechanical method of inhomogeneous fluid solvation theory to quantify the enthalpic and entropic contributions of individual water molecules in 19 protein cavities across five different proteins. We utilize information theory to develop a rigorous estimate of the total two-particle entropy, yielding a complete framework to calculate hydration free energies. We show that predictions from inhomogeneous fluid solvation theory are in excellent agreement with predictions from free energy perturbation (FEP) and that these predictions are consistent with experimental estimates. However, the results suggest that water molecules in protein cavities containing charged residues may be subject to entropy changes that contribute more than +2.0 kcal/mol to the free energy. In all cases, these unfavorable entropy changes are predicted to be dominated by highly favorable enthalpy changes. These findings are relevant to the study of bridging water molecules at protein-protein interfaces as well as in complexes with cognate ligands and small-molecule inhibitors.Acknowledgments go to the Cambridge High Performance Computing Service for technical assistance, Professor Mike Gilson for helpful discussions, and Professor Bruce Tidor for support. This work was supported by the MRC under grant ML/L007266/1. All calculations were performed using the Darwin Supercomputer of the University of Cambridge High Performance Computing Service (http://www.hpc.cam.ac.uk/) provided by Dell, Inc., using Strategic Research Infrastructure Funding from the Higher Education Funding Council for England and were funded by the EPSRC under grants EP/F032773/1 and EP/J017639/1.This is the final published version. It first appeared in Biophysics Journal, Volume 108 February 2015, 928–936 DOI: http://dx.doi.org/10.1016/j.bpj.2014.12.035

    T violation in (Lambda_b -> Lambda l^+ l^-) decay beyond standard model

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    Using the most general, model independent form of effective Hamiltonian, the transverse polarization P_T of Lambda in Lambda_b -> Lambda l^+ l^- decay is studied. It is observed that the averaged is very sensitive to the existence of new physics and can attain large values, which can be measured at future colliders.Comment: 12 pages, 7 figures, LaTeX formatte

    Inquiry into local safeguarding children boards in Wales

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    "The Committee agreed to conduct an inquiry into Local Safeguarding Children Boards to ensure that relevant organisations in each local authority area co-operate to safeguard and promote the welfare of children." - Page 9

    Modulate your immune response using cereals

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    Institute of Food Science and Technology (IFST) Young Scientist Competition (2018
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