A remark on least-squares and naive extrapolations in non-linear AR (1) processes

The m-step least squares extrapolation is generally different from the m-step naive extrapolation in non-linear AR (1) models when m ≥ 2. We show that there exists a class of non-linear AR (1) models in which a difference between these two extrapolations is arbitrary large.     

Prediction from the One‐Way Error Components Model with AR(1) Disturbances

In this paper we extend the works of Baillie and Baltagi (1999, in Analysis of Panels and Limited Dependent Variables Models, Hsiao C et al. (eds). Cambridge University Press: Cambridge, UK; 255–267) and generalize certain results from the Baltagi and Li (1992, Journal of Forecasting 11 : 561–567) paper accounting for AR(1) errors in the disturbance term. In particular, we derive six predictors for the one‐way error components model, as well as their associated asymptotic mean squared error of multi‐step prediction in the presence of AR(1) errors in the disturbance term. In addition, we also provide both theoretical and simulation evidence as to the relative efficiency of our alternative predictors. The adequacy of the prediction AMSE formula is also investigated by the use of Monte Carlo methods and indicates that the ordinary optimal predictor performs well for various accuracy criteria. Copyright © 2011 John Wiley & Sons, Ltd.     

State space trend-cycle decomposition of the ARIMA(1,1,1) process

It has been common practice to decompose an integrated time series into a random walk trend and a stationary cycle using the state space model. Application of state space trend-cycle decomposition, however, often results in a misleading interpretation of the model, especially when the observability of the state space model and the redundant relationships among the model parameters are not properly considered. In this study, it is shown that spurious trend-cycle decomposition, discussed by Nelson (1988), results from an unobservable state space model, and the usual assumption of independent noise processes in the model results in parameter redundancy. Equivalence relationships for the ARIMA(1,1,1) process and the state space model consisting of a random walk trend and an AR(1) cycle, where the noise processes of the trend and of the cycle are generally correlated, are also derived. © 1997 John Wiley & Sons, Ltd.     

Bounds for the least squares extrapolation in non‐linear AR(1) processes

It is proved that formula for least squares extrapolation in stationary non‐linear AR(1) process is valid also for non‐stationary non‐linear AR(1) processes. This formula depends on the distribution of the corresponding white noise. If the non‐linear function used in the model is non‐decreasing and concave, upper and lower bounds are derived for least squares extrapolation such that the bounds depend only on the expectation of the white noise. It is shown in an example that the derived bounds in some cases give a good approximation to the least squares extrapolation. Copyright © 2001 John Wiley & Sons, Ltd.     

Australian goats detoxify the goitrogen 3-hydroxy-4(1H) pyridone (DHP) after rumen infusion from an indonesian goat

Summary The failure of Australian goats fedLeucaena leucocephala (leucaena) to degrade 3-hydroxy-4(1H) pyridone (DHP), the goitrogenic metabolite of mimosine, was overcome when they were infused with rumen fluid from an Indonesían goat. The leucaena toxicity problem in Australia may well be solved by transfer of specific bacteria capable of degrading DHP anaerobically.We acknowkledge the assistance of R.G. Megarrity in preparation of the goats in Australia and R. Dixon and staff at the CSIRO Lansdown Research Station for preparation of the feed. In Balai Penelitian Ternak; G. Riding, and Suwandi for the metabolism study facilities, Riad the feeding, Miss Leanne Rochanda sample preparation and Mrs M. Young for veterinary assistance. Analyses were carried out by R. Lowe, Jernih Rosida and Wildan.     

1-(Substituted)benzyl-5-aminoimidazole-4-carboxamides are potent orally active inhibitors ofTrypanosoma cruzi in mice

Summary 1-(Substituted)benzyl-5-aminoimidazole-4-carboxamides are potent orally active inhibitors ofTrypanosoma cruzi infections in mice. The most active compounds are the 1-(4-chlorobenzyl)- and 1-(3,4-dichlorobenzyl)-analogs (L-153,094 [2] and L-153,153 [4], resp.) which are approximately 7-fold more potent upon oral administration than nifurtimox (Lampit) in suppressing parasite levels in the blood of mice with acuteTrypanosoma cruzi infections.     

A study of granulated metrial gland cell differentiation in pregnant,macrophage-deficient,osteopetrotic (op/op) mice

A population of uterine natural killer (NK) cells, commonly called granulated metrial gland (GMG) cells, differentiates in the mouse uterus during normal pregnancy. Little is known regarding the process of differentiation of GMG cells or of other NK cell subsets. It has been suggested that macrophage precursors, under the combined influences of the cytokine growth factors colony stimulating factor-1 (CSF-1) and interleukin-2, become NK-cell like in morphology, pattern of target cell lysis and surface antigen phenotype. Mice expressing the mutation osteopetrosis (op/op) are unable to produce the cytokine CSF-1. To determine whether CSF-1 is required for the successful differentiation of uterine NK cells, implantation sites in pregnant,op/op mice were studied histologically. GMG cell differentiation appeared to progress normally inop/op mice studied between days 7 and 14 of gestation. Thus, the growth factor CSF-1 is not required for differentiation of the uterine NK cell subset known as GMG cells and probably GMG cells do not differentiate from macrophage precursor cells which are deficient inop/op mice.     

Multiple roles of the DSCR1 (Adapt78 or RCAN1) gene and its protein product Calcipressin 1 (or RCAN1) in disease

The DSCR1 (Adapt78) gene¹ is transiently induced by stresses to temporarily protect cells against further potentially lethal challenges. However, chronic expression of the DSCR1 (Adapt78) gene has now been implicated in several pathological conditions including Alzheimer’s disease, Down syndrome and cardiac hypertrophy. Calcipressin 1 has been shown to function through direct binding and inhibition of the serine threonine protein phosphatase Calcineurin. Pharmacological inhibition of calcineurin, by the immunosuppressive drugs cyclosporin A and FK506, affects a wide variety of diseases. It is, therefore, likely that this endogenous calcineurin inhibitor, calcipressin 1, may also play a role in a variety of human diseases. ¹Please note that the mammalian DSCR1 gene is also called Adapt78 or RCAN1, and its protein products have been named Calcipressin1, MCIP1 and RCAN1. A proposal to adopt a single gene name of RCAN1 and a protein name RCAN1 (for Regulator of Calcineurin) has been endorsed by the HUGO Gene Nomenclature Committee, but final approval must await agreement from a majority of researchers in the field. Received 2 March 2005; received after revision 27 May 2005; accepted 19 July 2005     

Effects of TA [4-ethoxy-1-(p-tolyl)-s-triazine-2,6-(1H, 3H)-dione] on growth,antheridium differentiation and gibberellin uptake of gametophytes ofAnemia phyllitidis L. Sw.

Summary Synergistic effects of TA on gibberellin-dependent reactions in spermatophytes are not detectable in gametophytes of the fernAnemia phyllitidis where gibberellin substitutes for antheridiogens with regard to induction of male sexual organs and dark germination. In this archegoniate TA caused a significant reduction in growth rate and morphogenesis of the gametophytes, inhibitions that were not abolished by simultaneous application of gibberellin.     

(Z)-9-tetradecen-1-ol and (Z)-9-tetradecenyl acetate: A potent attractant system for maleSesamia cretica Led. (Lep., Noctuidae)

Summary Field studies have shown that a combination of (Z)-9-tetradecenol with (Z)-9-tetradecenyl acetate is an effective attractant for maleSesamia cretica Led., a pest of sorghum crops. These studies also indicated that the most effective composition is 7525 (alcohol:acetate).We thank Dr E. Berio for the insect determination.     

Prediction in the Random Effects Model with MA (q) Remainder Disturbances

This paper considers the problem of forecasting in a panel data model with random individual effects and MA (q) remainder disturbances. It utilizes a recursive transformation for the MA (q) process derived by Baltagi and Li (Econometric Theory 1994; 10 : 396–408) which yields a simple generalized least‐squares estimator for this model. This recursive transformation is used in conjunction with Goldberger's result (Journal of the American Statistical Association 1962; 57 : 369–375) to derive an analytic expression for the best linear unbiased predictor, for the ith cross‐sectional unit, s periods ahead. Copyright © 2011 John Wiley & Sons, Ltd.     

Assessment of agricultural energy consumption of Turkey by MLR and Bayesian optimized SVR and GPR models

Agricultural productivity highly depends on the cost of energy required for cultivation. Thus prior knowledge of energy consumption is an important step for energy planning and policy development in agriculture. The aim of the present study is to evaluate the application potential of multiple linear regression (MLR) and machine learning tools such as support vector regression (SVR) and Gaussian process regression (GPR) to forecast the agricultural energy consumption of Turkey. In the development of the models, widespread indicators such as agricultural value-added, total arable land, gross domestic product share of agriculture, and population data were used as input parameters. Twenty-eight-year historical data from 1990 to 2017 were utilized for the training and testing stages of the models. A Bayesian optimization method was applied to improve the prediction capability of SVR and GPR models. The performance of the models was measured by various statistical tools. The results indicated that the Bayesian optimized GPR (BGPR) model with exponential kernel function showed a superior prediction capability over MLR and Bayesian optimized SVR model. The root mean square error, mean absolute deviation, mean absolute percentage error, and coefficient of determination (R²) values for the BGPR model were determined as 0.0022, 0.0005, 0.2041, and 0.9999 in the training phase and 0.0452, 0.0310, 7.7152, and 0.9677 in the testing phase, respectively. As a result, it can be concluded that the proposed BGPR model is an efficient technique and has the potential to predict agricultural energy consumption with high accuracy.     

On estimation and prediction procedures for ar(1) models with power transformation

The power transformation of Box and Cox (1964) has been shown to be quite useful in short-term forecasting for the linear regression model with AR(1) dependence structure (see, for example, Lee and Lu, 1987, 1989). It is crucial to have good estimates of the power transformation and serial. correlation parameters, because they form the basis for estimating other parameters and predicting future observations. The prediction of future observations is the main focus of this paper. We propose to estimate these two parameters by minimizing the mean squared prediction errors. These estimates and the corresponding predictions compare favourably, via revs and simulated data, with those obtained by the maximum likelihood method. Similar results are also demonstrated in the repeated measurements setting.     

Central IL-1 differentially regulates peripheral IL-6 and TNF synthesis

Centrally given interleukin (IL)-1 is known to induce a rapid rises in blood IL-6. To extend this and to examine the mechanism by which this occurs, the effects of intracerebroventricular (icv) injection of human recombinant IL-1β on mRNA expression of IL-6 and tumour necrosis factor (TNF) in the spleen and liver were examined in rats. Icv injection of IL-1 produced a rapid rise of the tissue mRNA levels of IL-6 and TNF in both organs, prior to and/or in parallel with an increase in their serum levels. Pretreatment with chlorisondamine, a ganglionic blocking agent, inhibited the IL-6 responses, while it had little influence on the TNF responses. The results suggest that brain IL-1 induces peripheral production of IL-6, but not of TNF, through autonomic nervous system activation. Received 27 October 1997; received after revision 15 December 1997; accepted 12 January 1998     

Biosynthesis of 1-alkenes in the defensive secretions ofTribolium confusum (Tenebrionidae); stereochemical implications

Summary The terminally unsaturated hydrocarbons of the defensive secretion ofTribolium confusum are biosynthesized from fatty acids by oxidative decarboxylation. The process involves an enantiospecific cleavage of the C–H bond of thepro-(S) C(3)–H atom and simultaneous decarboxylation of the acid into an 1-alkene and carbon dioxide via ananti-periplanar transition state geometry (anti-elimination). The stereochemistry of this biotranformation is identical in all respects with the same reaction in higher plants. The mechanism seems to be of general importance for the biosynthesis of many vinylic substructures of natural products from oxygen-containing precursors.     

Sensitivity of univariate AR(1) time‐series forecasts near the unit root

We consider the linear time‐series model y_t=d_t+u_t(t=1,...,n), where d_t is the deterministic trend and u_t the stochastic term which follows an AR(1) process; u_t=θu_t−1+ϵ_t, with normal innovations ϵ_t. Various assumptions about the start‐up will be made. Our main interest lies in the behaviour of the l‐period‐ahead forecast y_n+1 near θ=1. Unlike in other studies of the AR(1) unit root process, we do not wish to ask the question whether θ=1 but are concerned with the behaviour of the forecast estimate near and at θ=1. For this purpose we define the sth (s=1,2) order sensitivity measure λ_l^(s) of the forecast y_n+1 near θ=1. This measures the sensitivity of the forecast at the unit root. In this study we consider two deterministic trends: d_t=β_t and d_t=β_t+β_tt. The forecast will be the Best Linear Unbiased forecast. We show that, when d_t=β_t, the number of observations has no effect on forecast sensitivity. When the deterministic trend is linear, the sensitivity is zero. We also develop a large‐sample procedure to measure the forecast sensitivity when we are uncertain whether to include the linear trend. Our analysis suggests that, depending on the initial conditions, it is better to include a linear trend for reduced sensitivity of the medium‐term forecast. Copyright © 2001 John Wiley & Sons, Ltd.     

Distribution of HIV-1 in the genomes of AIDS patients

The localization of HIV-1 proviruses in compositional DNA fractions from 27 AIDS patients during the chronic phase of the disease with depletion of CD4+ and different levels of viremia showed the following. (1) At low viremia, proviruses are predominantly localized in the GC-richest isochores, which are characterized by an open chromatin structure; this result mimics findings on HIV-1 integration in early infected cells in culture. (2) At higher viremia, an increased distribution of proviruses in GC-poor isochores (which match the GC poorness of HIV-1) was found; this suggests a selection of cells in which the isopycnic localization leads to a higher expression of proviruses and, in turn, to higher viremia. (3) At the highest viremia, integrations in GC-rich isochores are often predominant again, but generally not at the same level as in (1); this may be the consequence of new integrations from the extremely abundant RNA copies.Received 21 November 2003; received after revision 13 January 2004: accepted 15 January 2004     

Forecasting and trading currency volatility: an application of recurrent neural regression and model combination

In this paper, we examine the use of non‐parametric Neural Network Regression (NNR) and Recurrent Neural Network (RNN) regression models for forecasting and trading currency volatility, with an application to the GBP/USD and USD/JPY exchange rates. Both the results of the NNR and RNN models are benchmarked against the simpler GARCH alternative and implied volatility. Two simple model combinations are also analysed. The intuitively appealing idea of developing a nonlinear nonparametric approach to forecast FX volatility, identify mispriced options and subsequently develop a trading strategy based upon this process is implemented for the first time on a comprehensive basis. Using daily data from December 1993 through April 1999, we develop alternative FX volatility forecasting models. These models are then tested out‐of‐sample over the period April 1999–May 2000, not only in terms of forecasting accuracy, but also in terms of trading efficiency: in order to do so, we apply a realistic volatility trading strategy using FX option straddles once mispriced options have been identified. Allowing for transaction costs, most trading strategies retained produce positive returns. RNN models appear as the best single modelling approach yet, somewhat surprisingly, model combination which has the best overall performance in terms of forecasting accuracy, fails to improve the RNN‐based volatility trading results. Another conclusion from our results is that, for the period and currencies considered, the currency option market was inefficient and/or the pricing formulae applied by market participants were inadequate. Copyright © 2002 John Wiley & Sons, Ltd.     

The roles of poly(ADP-ribose)-metabolizing enzymes in alkylation-induced cell death

Poly(ADP-ribose) (PAR) has been identified as a DNA damage-inducible cell death signal upstream of apoptosis-inducing factor (AIF). PAR causes the translocation of AIF from mitochondria to the nucleus and triggers cell death. In living cells, PAR molecules are subject to dynamic changes pending on internal and external stress factors. Using RNA interference (RNAi), we determined the roles of poly(ADP-ribose) polymerases-1 and -2 (PARP-1, PARP-2) and poly(ADP-ribose) glycohydrolase (PARG), the key enzymes configuring PAR molecules, in cell death induced by an alkylating agent. We found that PARP-1, but not PARP-2 and PARG, contributed to alkylation-induced cell death. Likewise, AIF translocation was only affected by PARP-1. PARP-1 seems to play a major role configuring PAR as a death signal involving AIF translocation regardless of the death pathway involved. Received 7 November 2007; received after revision 19 December 2007; accepted 21 December 2007 O. Cohausz, C. Blenn: These two authors contributed equally to this work.     

Beobachtungen beim Transplantieren von Organanlagen am Embryo vonLoligo vulgaris (Cephalopoda,Decapoda)

Summary The author describes a method for transplanting the organ anlagen ofLoligo vulgaris embryos. The anlagen of the eye, the statocyste and the tentacle arm were explanted and transplanted in toto as homo- or heterografts on the vitelline syncytium in different regions of the embryo body. The transplanted anlagen combine perfectly with the host tissue and differentiate according to their original determination.