Subset threshold autoregression

We develop in this paper an efficient way to select the best subset threshold autoregressive model. The proposed method uses a stochastic search idea. Differing from most conventional approaches, our method does not require us to fix the delay or the threshold parameters in advance. By adopting the Markov chain Monte Carlo techniques, we can identify the best subset model from a very large of number of possible models, and at the same time estimate the unknown parameters. A simulation experiment shows that the method is very effective. In its application to the US unemployment rate, the stochastic search method successfully selects lag one as the time delay and five best models from more than 4000 choices. Copyright © 2003 John Wiley & Sons, Ltd.     

Specific binding of antigenic peptides to cell-associated MHC class I molecules

T lymphocytes recognize antigen in the form of peptides that associate with specific alleles of class I or class II major histocompatibility (MHC) molecules. By contrast with the clear MHC allele-specific binding of peptides to purified class II molecules purified solubilized class I molecules either bind relatively poorly or show degenerate specificity. Using photo-affinity labelling, we demonstrate here the specific interaction of peptides with cell-associated MHC class I molecules and show that this involves metabolically active processes.     

Truth and openness: an epistemology for interpretive systemology

Both an ontoepistemology for reductionist modern science (counter-ontoepistemology) and an ontology for interpretive Systemology have been outlined in the two preceding papers in this special issue ofSystems Practice. In the present article, the notion of “truth” is interpreted in terms of both the ontoepistemology of “reductionism” and the ontology of interpretive systemology. Both interpretations are discussed. Such a discussion represents the objective of this paper, that is, to outline the epistemological “face” of the ontoepistemology of interpretive systemology. In order to design that “epistemological face,” the relation between ontology and epistemology must be clarified. Such a relation is seen from the standpoint already provided by the ontology. After the discussion on the notion of truth, the general shape of a systemic-interpretive inquiring process is outlined.     

Genetic and photoperiodic control of an avian reproductive cycle

European blackcaps,Sylvia atricapilla, with one breeding season per year, have a single-peaked annual testes cycle. However, African conspecifics from the Cape Verde Islands with two breeding seasons per annum demonstrate a two-peaked cycle. Both population-specific cycles reflect differences in the respective endogenous circannual rhythms. Experimental hybridization of birds of the two populations resulted in an intermediate pattern of testes cycle, thus demonstrating that there are genetic components for some temporal aspects in an avian reproductive cycle. Another characteristic of the African birds, their extremely rapid juvenile development and early sexual maturity (at an age of 5–6 months) proved largely to be a photoperiodic (short-day) effect in birds hatched in autumn. The same effect could also be induced in European conspecifics exposed to correspondingly short day-lengths.     

Characterization of the rough endoplasmic reticulum ribosome-binding activity.

The rough endoplasmic reticulum membranes of mammalian cells contain specific ribosome-binding sites. A purification to apparent homogeneity of a negatively charged protein (ERp180) of relative molecular mass 180,000 (180 K) was reported which was proposed to function as a rough endoplasmic reticulum ribosome receptor. We report here that ribosome-binding site activity quantitatively solubilized from rough endoplasmic reticulum membranes does not cofractionate with ERp180. By contrast, ribosome-binding site activity fractionates as a much smaller, positively charged protein.     

Forecasting volatility by means of threshold models

The aim of this paper is to compare the forecasting performance of competing threshold models, in order to capture the asymmetric effect in the volatility. We focus on examining the relative out‐of‐sample forecasting ability of the SETAR‐Threshold GARCH (SETAR‐TGARCH) and the SETAR‐Threshold Stochastic Volatility (SETAR‐THSV) models compared to the GARCH model and Stochastic Volatility (SV) model. However, the main problem in evaluating the predictive ability of volatility models is that the ‘true’ underlying volatility process is not observable and thus a proxy must be defined for the unobservable volatility. For the class of nonlinear state space models (SETAR‐THSV and SV), a modified version of the SIR algorithm has been used to estimate the unknown parameters. The forecasting performance of competing models has been compared for two return time series: IBEX 35 and S&P 500. We explore whether the increase in the complexity of the model implies that its forecasting ability improves. Copyright © 2007 John Wiley & Sons, Ltd.