Ratio tests for change point detection

We propose new tests to detect a change in the mean of a time series. Like many existing tests, the new ones are based on the CUSUM process. Existing CUSUM tests require an estimator of a scale parameter to make them asymptotically distribution free under the no change null hypothesis. Even if the observations are independent, the estimation of the scale parameter is not simple since the estimator for the scale parameter should be at least consistent under the null as well as under the alternative. The situation is much more complicated in case of dependent data, where the empirical spectral density at 0 is used to scale the CUSUM process. To circumvent these difficulties, new tests are proposed which are ratios of CUSUM functionals. We demonstrate the applicability of our method to detect a change in the mean when the errors are AR(1) and GARCH(1,1) sequences.Comment: Published in at http://dx.doi.org/10.1214/193940307000000220 the IMS Collections (http://www.imstat.org/publications/imscollections.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

Szintleírások és teljesítményszintek a közoktatásban. Az Országos Képesítési Keretrendszer lehetséges közoktatási vonatkozásai

Az oktatás teleologikus jellege, céltételező volta, célra irányulása a „legyen” nyelvi kategóriáiban képviseli a célok tudás-, képesség- és cselekvésetikai dimenzióit. Az oktatási folyamat valószínűsíthető eredményeit viszont már a tapasztalati-empirikus úton szerzett verbális kijelentések („van”, „lehet”) strukturált szövedékével írjuk le. Az oktatási eredmények leírásának strukturáltsága összefügg azzal, milyen kategóriákkal tartjuk leírhatónak az adott oktatási-képzési szakaszban szerzett tudást. A leíró kategóriák, leíró jellemzők (deskriptorok) létrehozásának további kérdése, hogy milyen szempontok teszik lehetővé a tudásszerveződés (növekvő) komplexitásának leírását. Kérdés tehát, hogyan tudjuk megragadni a leírás tárgyának fokozatait, egyúttal át is lépve a folyamat magyarázatát, azt, hogyan épül az új, komplexebb tudás az egyszerűbb, kevésbé összetett előzetes tanulásra, vagy átlépünk azon is, hol találunk diszkontinuitásra

Pecuniam credere : életképek az antik római hitelélet világából

After the introduction part, I first studied the Sulpicians. I found that these individuals could have run a banking house and also played a role in the financing of long-distance trade by providing a loan contract to repay a loan (intermediate financing). In this section, we can gain an insight into the activities of professional bankers who were engaged in financial operations in an organised way, as a profession. The next section deals with the occasional lending transactions of ‚small people’. These were subsistence transactions. The conclusion of this chapter is that the presence of ‚money men’ was also necessary in this social situation, since their loans were often a matter of necessity for the poorer classes. In the context of depositum irregulare, we have been introduced to a possible financial transaction (‚money transfer’) procedure in ancient Rome. The aim was to facilitate financial transactions for the customer, even by providing a way to take out the money in another city. The other purpose of it was for the customer to make a profit by depositing his available assets in a bank. This financial operation already involved quasi ‚investment’ elements. All this required trust between the client and the banker. So we can see that bankers and other financial actors were present in everyday life and, as we have just seen, there is a process of development in their activities. Lastly, this shows that these people (bankers in particular) had not been genuine ‚social parasites’, because their activities were necessary to the extent shown in this thesis. Also, they showed signs of professionalism

Analysis of change of the colour parameters of paprika powder with different added oleoresin

The instrumental colour measurement isn’t used in course of the making and the qualification of the paprika powder, although the colour is the most important sense property of its. Paprika is also used as a natural food colour. The colour of paprika powder is very important too, because the consumer concludes its colouring power based on its colour. The colouring power is determined by quality and quantity of colouring agent of paprika squarely. The colour of the powder is influenced by its particle size, oil content and moisture content and first of all the colour agent content. We investigated how the colour agent content increasing influences the colour characteristics of paprika powders. The L*, a* , b* colour coordinates defined in the CIELab colour space were applied for the colour characterization. The measurements were carried out using a Minolta CR300 tristimulus colour analyser. We loosed the colour agent from the paprika powder samples using acetone. The colour agent content of obtained samples was less than 10 ASTA units. After different quantity of oleoresin ( 0.0186g, 0.0461g, 0.0626g, 0.0953, 0.3500g, 0.6399g) was added to samples of 10 g of powder. The colour characteristics and colour agent content of these samples were determined. The relation between colour agent content and colour coordinates was analysed using regression analysis and the colour differences * ∆Eab were determined between samples with different colour agent content. The results depicted that L* lightness coordinate decreased with increasing colour agent content, the points fitted on a reciprocal function with a significant correlation ( p=0.01). In the case of a* redness coordinate the points fitted on a saturation function (0.01), the redness coordinate didn’t change above 129 ASTA units. The b* yellowness coordinate increased to 97 ASTA units, then decreased, the points fitted on a second degree function with a significant correlation (p=0.01). The function has maximum at 97.17 ASTA units; the maximum value was 25.22 coordinate units. The value of hue angle ( o hab ) progressively decreased while the colour agent content was added. The * Cab chroma increased to 121 ASTA units, then decreased, the points fitted on a second degree function with a significant correlation (p=0.01). It depicts, that the colour of powder became more red and darker as the colour agent content increased. The colour differences * ∆Eab calculated between samples with different colour agent content were smaller above 130 ASTA units. It shows that the rate of the change of the paprika powders colour was smaller while the colour agent content increased

Effect of oil content change on colour characteristics of paprika powder

The several quality Hungarian paprika powders were investigated. The colour, determined by using the CIE L \ a', b colour system, was measured with a Minolta CR300 tristimulus colorimeter. The oil contents of paprika powders were increased by 1%, 2%, 3%. and 4% relative to the initial sample. The lightness coordinate L* and yellowness coordinate b* were found to decrease significantly. A significant and perceptible change relative to the initial samples is observed at an added oil content of 3%. The redness coordinate a* did not change significantly. Ihe changes in the colour characteristics in response to oil content increase can be observed visually, the powder becoming darker and redder

Investigation of effects of two environmental heavy metals in a combined exposure model on the nervous system in rats

In the present study, the interaction of inhalational and oral exposure to manganese and lead was investigated. Young adult male Wistar rats (2 x 10 per group) were treated orally with MnCl2 (15 and 60 mg/kg b.w.) or Pb acetate (80 and 320 mg/kg) for 3 or 6 weeks. Then, one half of the groups was further treated by intratracheal instillation of nanoparticulate MnO2 (2.63 mg/kg) or PbO (2 mg/kg) for an equal period of time. Body weight gain and signs of general toxicity were regularly checked. Finally, the rats’ motor behavior was tested in an open field box, and their spontaneous and evoked cortical electrical activity was recorded in urethane anesthesia. MnO2 nanoparticles caused disproportionately strong reduction of body weight gain but with Pb the weight effect was more dependent on dose. In the open field test, Mn caused hypomotility, more strongly after 6 weeks oral plus 6 weeks intratracheal than after 6 weeks oral treatment. Pb-treated rats showed increased ambulation but less rearing and somewhat longer local activity. Spontaneous cortical activity was shifted to higher frequencies after oral Mn application, but this change was not intensified by subsequent nanoparticle application. Oral Pb had an opposite effect. Cortical evoked potentials showed latency lengthening. In several cases, the effect of Mn and Pb was about as strong after 3 weeks oral plus 3 weeks intratracheal as after 6 weeks oral administration, although the summed dose was ca. two times lower in the former case. There can be a more-than-additive interaction between the amounts of heavy metals entering the organism in different routes and chemical forms