Digging with ‘hands’: observations of food capture in the flying gurnard Dactylopterus volitans (Linnaeus, 1758)

ABSTRACT

Videofilms of a foraging flying gurnard (Dactylopterus volitans) were collected at Itaipu, Niterói, RJ, Brazil. Analysis revealed details of the use of anterior parts of the pectoral fins which act as digging ‘hands’ to access infaunal prey items that are subsequently captured by oral suction feeding. Each pectoral fin has two distinct sections articulated separately on the pectoral girdle. The digging ‘anterior pectoral fin’ mainly consists of segmented and flexible fin rays but has an anterior robust unsegmented ray that provides an edge to the ‘hand’, allowing penetration of the substratum. The huge ‘posterior pectoral fins’ are supported by unsegmented rays. Most digging episodes involved one ‘hand’ and consisted of 1–7 cycles of movement with frequencies 1.15–3.74 cycles s^?1. During a cycle, the ‘hand’ is moved forwards and medially above the substratum, then is twisted medially and simultaneously depressed so that the anterior unsegmented ray impacts and enters the substratum. The hand is then drawn backwards and laterally to disturb the substratum. To prevent upward pitching of the head during digging, the ‘posterior pectoral fins’ are both moved anteriorly and laterally to shift the centre of gravity forwards while the caudal and ?second dorsal fins continue to provide propulsive force.     

Constructing and evaluating core inflation measures from component‐level inflation data

This paper undertakes a comprehensive examination of 10 measures of core inflation and evaluates which measure produces the best forecast of headline inflation out‐of‐sample. We use the Personal Consumption Expenditure Price Index as our measure of inflation. We use two sets of components (17 and 50) of the Personal Consumption Expenditure Price Index to construct these core inflation measures and evaluate these measures at the three time horizons (6, 12 and 24 months) most relevant for monetary policy decisions. The best measure of core inflation for both sets of components and over all time horizons uses weights based on the first principal component of the disaggregated (component‐level) prices. Interestingly, the results vary by the number of components used; when more components are used the weights based on the persistence of each component is statistically equivalent to the weights generated by the first principal component. However, those forecasts using the persistence of 50 components are statistically worse than those generated using the first principal component of 17 components. The statistical superiority of the principal component method is due to the fact that it extracts (in the first principal component) the common source of variation in the component level prices that accurately describes trend inflation over the next 6–24 months.     

Virtual Garment Sewing

Introduction3D garment CAD tools are increasingly required byclothing industries to assist the cloth design andmanufacturing process for quick response when faced withrapidly changing in style and fabrics with variable materialproperties. In the context of virtual prototyping, modelingand simulation of garment fitting to mannequin areattracting more and more people from both research andindustrial communities.Different approaches and techniques can be used…     

浅谈功率因数的补偿及其应用

根据我国当前电力系统运行情况，对电网无功功率补偿的必要性及通用补偿方法及其装置进行了具体阐述。     

建筑物地基处理的设计与施工探讨

以具体工程为例，介绍了建筑物地基处理的设计、施工中遵循的原则，施工中遇到特殊情况时采取的处理方法和必要的检测方法，对几种桩基的设计要求、施工工艺及过程、质量控制等情况进行了简单阐述。     

顶凌覆盖节水增产技术研究

通过1998年、2000年的试验研究，系统分析了顶凌覆盖技术在高寒区节水增温保温、增产增收的机理及其应用效果。提出该技术可以缓解低温干旱特别是春旱对农业生产的困扰，是一项可以抗旱保春播增产增收的实用技术，在高寒地区具有较高的推广价值。     

Robustness of alternative non‐linearity tests for SETAR models

In recent years there has been a growing interest in exploiting potential forecast gains from the non‐linear structure of self‐exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR‐type non‐linearities in an observed time series. It is important to study the power and robustness properties of these tests since erroneous test results might lead to misspecified prediction problems. In this paper we investigate the robustness properties of several commonly used non‐linearity tests. Both the robustness with respect to outlying observations and the robustness with respect to model specification are considered. The power comparison of these testing procedures is carried out using Monte Carlo simulation. The results indicate that all of the existing tests are not robust to outliers and model misspecification. Finally, an empirical application applies the statistical tests to stock market returns of the four little dragons (Hong Kong, South Korea, Singapore and Taiwan) in East Asia. The non‐linearity tests fail to provide consistent conclusions most of the time. The results in this article stress the need for a more robust test for SETAR‐type non‐linearity in time series analysis and forecasting. Copyright © 2004 John Wiley & Sons, Ltd.