Outlier Detection in Regression Models with ARIMA Errors using Robust Estimates

A diagnostic procedure for detecting additive and innovation outliers as well as level shifts in a regression model with ARIMA errors is introduced. The procedure is based on a robust estimate of the model parameters and on innovation residuals computed by means of robust filtering. A Monte Carlo study shows that, when there is a large proportion of outliers, this procedure is more powerful than the classical methods based on maximum likelihood type estimates and Kalman filtering. Copyright © 2001 John Wiley & Sons, Ltd.     

连续模态Pushover分析法在钢交错桁架结构中的应用及改进

连续模态Pushover分析(Consecutive Modal Pushover,简称CMP)是一种能够考虑结构高阶振型的Pushover分析方法.为研究该法是否适用于钢交错桁架结构的抗震性能评估,分别时10层、15层和20层钢交错桁架结构体系进行CMP分析和非线性时程分析,并通过比较由CMP分析和非线性时程分析所得结构的反应,对CMP分析法提出相应的改进方案.分析结果表明,改进后的CMP分析法对于铜交错桁架结构的抗震性能评估是一种行之有效的方法.     

Evaluating volatility and interval forecasts

A widely used approach to evaluating volatility forecasts uses a regression framework which measures the bias and variance of the forecast. We show that the associated test for bias is inappropriate before introducing a more suitable procedure which is based on the test for bias in a conditional mean forecast. Although volatility has been the most common measure of the variability in a financial time series, in many situations confidence interval forecasts are required. We consider the evaluation of interval forecasts and present a regression‐based procedure which uses quantile regression to assess quantile estimator bias and variance. We use exchange rate data to illustrate the proposal by evaluating seven quantile estimators, one of which is a new non‐parametric autoregressive conditional heteroscedasticity quantile estimator. The empirical analysis shows that the new evaluation procedure provides useful insight into the quality of quantile estimators. Copyright © 1999 John Wiley & Sons, Ltd.     

Murine primitive neuroectodermal tumor: nucleolar isolation and RNA polymerase inhibition.

A nucleolar isolation procedure was developed for the murine primitive neuroectodermal tumor originally induced with methylcholanthrene. This procedure utilizes sonication for breakage of the nuclei at a magnesium concentration which disperses the extranucleolar chromatin. The nucleoli retain RNA synthetic activity which is inhibited to about 90% by actinomycin D and the chemotherapeutic drug adriamycin.     

Detection of regime switches between stationary and nonstationary processes and economic forecasting

It often occurs that no model may be exactly right, and that different portions of the data may favour different models. The purpose of this paper is to propose a new procedure for the detection of regime switches between stationary and nonstationary processes in economic time series and to show its usefulness in economic forecasting. In the proposed procedure, time series observations are divided into several segments, and a stationary or nonstationary autoregressive model is fitted to each segment. The goodness of fit of the global model composed of these local models is evaluated using the corresponding information criterion, and the division which minimizes the information criterion defines the best model. Simulation and forecasting results show the efficacy and limitations of the proposed procedure. Copyright © 2005 John Wiley & Sons, Ltd.     

A forecasting procedure for nonlinear autoregressive time series models

Forecasting for nonlinear time series is an important topic in time series analysis. Existing numerical algorithms for multi‐step‐ahead forecasting ignore accuracy checking, alternative Monte Carlo methods are also computationally very demanding and their accuracy is difficult to control too. In this paper a numerical forecasting procedure for nonlinear autoregressive time series models is proposed. The forecasting procedure can be used to obtain approximate m‐step‐ahead predictive probability density functions, predictive distribution functions, predictive mean and variance, etc. for a range of nonlinear autoregressive time series models. Examples in the paper show that the forecasting procedure works very well both in terms of the accuracy of the results and in the ability to deal with different nonlinear autoregressive time series models. Copyright © 2005 John Wiley & Sons, Ltd.     

Glutathione peroxidase in dried blood spots.

A new procedure utilizing dried blood spots was developed for detecting glutathione peroxidase deficiency. Samples from a known patient with a partial defect and from rats with an induced deficiency were distinguished from respective control groups by their longer defluorescence endpoints. Samples from 100 patients with anemia and 2 phenyl-ketonuric infants on low-protein diets contained glutathione peroxidase activity similar to that in 82 controls, when screened for the enzyme defect by the new procedure.     

On Selecting a Power Transformation in Time-Series Analysis

The primary aim of this paper is to select an appropriate power transformation when we use ARMA models for a given time series. We propose a Bayesian procedure for estimating the power transformation as well as other parameters in time series models. The posterior distributions of interest are obtained utilizing the Gibbs sampler, a Markov Chain Monte Carlo (MCMC) method. The proposed methodology is illustrated with two real data sets. The performance of the proposed procedure is compared with other competing procedures. © 1997 John Wiley & Sons, Ltd.     

Effect of acute administration of delta 1-tetrahydrocannabinol on beta-endorphin levels in plasma and brain tissue of the rat

Acute treatment with delta 1-tetrahydrocannabinol (delta 1-THC) elevated the concentration of beta-endorphin-like immunoreactivity (beta-ELIR) in plasma and in the hypothalamus, but not in the hippocampus of rats habituated to the injection procedure. These effects were not obtained with the psychotropically inert analog of delta 1-THC, cannabidiol. In animals that had not been habituated to the injection procedure, placebo treatment induced a decrease in hippocampal beta-ELIR.     

Pregnancy following segmental isthmic reversal of the rabbit oviduct

Summary Microsurgical reversal of a segment of rabbit proximal tubal isthmus has been followed by normal pregnancy in the first two animals to undergo the procedure. Establishment of pregnancy despite radical modification of the oviduct furnishes the opportunity to gain new insights into the mechanisms controlling tubal ovum transport and emphasizes the evolving feasibility and importance of tuboplastic microsurgery both as a research tool and clinical procedure.This study was partly supported by an N.I.H. Institutional Research Grant.Supported by the Rockefeller Foundation.     

Merging monthly and quarterly forecasts: Experience with mqem

Forecasts from quarterly econometric models are typically revised on a monthly basis to reflect the information in current economic data. The revision process usually involves setting targets for the quarterly values of endogenous variables for which monthly observations are available and then altering the intercept terms in the quarterly forecasting model to achieve the target values. A formal statistical approach to the use of monthly data to update quarterly forecasts is described and the procedure is applied to the Michigan Quarterly Econometric Model of the US Economy. The procedure is evaluated in terms of both ex post and ex ante forecasting performance. The ex ante results for 1986 and 1987 indicate that the method is quite promising. With a few notable exceptions, the formal procedure produces forecasts of GNP growth that are very close to the published ex ante forecasts.     

Variance estimation for multivariate dynamic linear models

The problem of estimating unknown observational variances in multivariate dynamic linear models is considered. Conjugate procedures are possible for univariate models and also for special very restrictive common components models but they are not generally applicable. However, for clarity of operation and in order to avoid numerical integration, it is desirable to have conjugacy or approximate conjugacy. Such an approximate procedure is proposed based upon a simple analytic approximation. It is exact for the sub-class of conjugate models and improves on a previous procedure based upon the Robust filter.     

Reducing uncertainty in short-term projections: Linkage of monthly and quarterly models

This paper shows how monthly data and forecasts can be used in a systematic way to improve the predictive accuracy of a quarterly macroeconometric model. The problem is formulated as a model pooling procedure (equivalent to non-recursive Kalman filtering) where a baseline quarterly model forecast is modified through ‘add-factors’ or ‘constant adjustments’. The procedure ‘automatically’ constructs these adjustments in a covariance-minimizing fashion to reflect the revised expectation of the quarterly model's forecast errors, conditional on the monthly information set. Results obtained using Federal Reserve Board models indicate the potential for significant reduction in forecast error variance through application of these procedures.     

The decomposition of forecast in seasonal arima models

This paper presents a procedure to break down the forecast function of a seasonal ARIMA model in terms of its permanent and transitory components. Both depend on the initial values at the forecast origin, but their structures are fixed and independent of this origin. The permanent component is an estimate of the long-run projection of the corresponding economic variable and the transitory element describes the approach towards the permanent one. Within the permanent component a distinction is made between the factors that depend on the initial conditions of the system and those that are deterministic. The procedure is compared to other methods presented in the literature and illustrated in an example.     

Time series forecasts and extra-model information

Often a forecaster has supplementary information (e.g. field reports or forecasts from another source) that cannot be included directly in a time series model. Especially interesting are cases where this information is given at time intervals that are different from those of the time series model forecasts. Previous authors have considered a numerical and a model-based statistical method for combining extra-model information of this type with ARIMA model forecasts. This paper extends both methods to vector ARMA model forecasts and dynamic regression (transfer function) model forecasts. It is also shown that a Lagrange multiplier numerical procedure arises as a special case of the model-based procedure. An empirical example is given.     

Murine primitive neuroectodermal tumor: nucleolar isolation and RNA polymerase inhibition

Summary A nucleolar isolation procedure was developed for the murine primitive neuroectodermal tumor originally induced with methylcholanthrene. This procedure utilizes sonication for breakage of the nuclei at a magnesium concentration which disperses the extranucleolar chromatin. The nucleoli retain RNA synthetic activity which is inhibited to about 90% by actinomycin D and the chemotherapeutic drug adriamycin.Acknowledgments. This work was supported in part by USPHS Grant CM-67058. We wish to thank Dr William Brooks for his generous support of this project.     

Measurement of vitamin A in milk and cheese by means of high pressure liquid chromatography (HPLC)

Summary A high pressure liquid chromatography (HPLC) procedure has been developed for the determination of vitamin A in milk and cheese. Recovery studies and reproducibility data showed an average recovery of 93±6% and a SD of 4%. We also report results obtained from HPLC in comparison with the colorimetric procedure.Acknowledgments. We thank Prof. H. Isliker, Institute of Vitamins, Lausanne, for his hospitality and for making available the necessary working rooms. We also thank Mrs L. Paris for her technical assistance.     

Histofluorescence of catecholamines and visualization of retrograde transported peroxidase in the same tissue section and in the same neuron]

The demonstration of fluorescent catecholamines and horseradish peroxidase (HRP) in the same neuron has been achieved in the Rat in two ways: by submitting vibratome sections to a modified glyoxylic acid fluorescence method followed by the usual procedure to reveal HRP; or by combining the last procedure with the cryostat technique of Chiba et coll. After HRP injection into the striatum or the nucleus accumbens of the Rat, non-fluorescent HRP labelled neurons were observed in the substantia nigra and the ventral tegmental area respectively, in addition to the HRP labelled fluorescent dopaminergic neurons.     

Underdetermination and decomposition in Kepler's Astronomia Nova

This paper examines the underdetermination between the Ptolemaic, Copernican, and the Tychonic theories of planetary motions and its attempted resolution by Kepler. I argue that past philosophical analyses of the problem of the planetary motions have not adequately grasped a method through which the underdetermination might have been resolved. This method involves a procedure of what I characterize as decomposition and identification. I show that this procedure is used by Kepler in the first half of the Astronomia Nova, where he ultimately claims to have refuted the Ptolemaic theory, thus partially overcoming the underdetermination. Finally, I compare this method with other views of scientific inference such as bootstrapping.