A class of periodic trend models for seasonal time series

Trend and seasonality are the most prominent features of economic time series that are observed at the subannual frequency. Modeling these components serves a variety of analytical purposes, including seasonal adjustment and forecasting. In this paper we introduce unobserved components models for which both the trend and seasonal components arise from systematically sampling a multivariate transition equation, according to which each season evolves as a random walk with a drift. By modeling the disturbance covariance matrix we can encompass traditional models for seasonal time series, like the basic structural model, and can formulate more elaborate ones, dealing with season specific features, such as seasonal heterogeneity and correlation, along with the different role of the nonstationary cycles defined at the fundamental and the harmonic frequencies in determining the shape of the seasonal pattern.     

Chicken genomics: feather-pecking and victim pigmentation

Feather-pecking in domestic birds is associated with cannibalism and severe welfare problems. It is a dramatic example of a spiteful behaviour in which the victim's fitness is reduced for no immediate direct benefit to the perpetrator and its evolution is unexplained. Here we show that the plumage pigmentation of a chicken may predispose it to become a victim: birds suffer more drastic feather-pecking when the colour of their plumage is due to the expression of a wild recessive allele at PMEL17, a gene that controls plumage melanization, and when these birds are relatively common in a flock. These findings, obtained using an intercross between a domestic fowl and its wild ancestor, have implications for the welfare of domestic species and offer insight into the genetic changes associated with the evolution of feather-pecking during the early stages of domestication.     

Seasonal heteroscedasticity and trends

This paper discusses the possibility of accommodating features such as seasonal heteroscedasticity and trends in a seasonal model. The former takes place when one or more seasonal effects are more variable than others and it is quite pervasive in hydrology, although interesting examples are found in economics, where it has recently been shown to characterize the output of the manufacturing series; seasonal trends occur when the seasonal effect shows a systematic tendency to increase or decrease its amplitude over the years. We consider different models of seasonality available in the literature and we argue that the Harrison and Stevens seasonal model enhances the flexibility that is necessary to capture effects associated to particular seasons. The resulting seasonally heteroscedastic model provides an explanation for the periodicity in the series alternative to that provided by the literature on periodic integration. © 1998 John Wiley & Sons, Ltd.     

Cavity solitons as pixels in semiconductor microcavities

Cavity solitons are localized intensity peaks that can form in a homogeneous background of radiation. They are generated by shining laser pulses into optical cavities that contain a nonlinear medium driven by a coherent field (holding beam). The ability to switch cavity solitons on and off and to control their location and motion by applying laser pulses makes them interesting as potential 'pixels' for reconfigurable arrays or all-optical processing units. Theoretical work on cavity solitons has stimulated a variety of experiments in macroscopic cavities and in systems with optical feedback. But for practical devices, it is desirable to generate cavity solitons in semiconductor structures, which would allow fast response and miniaturization. The existence of cavity solitons in semiconductor microcavities has been predicted theoretically, and precursors of cavity solitons have been observed, but clear experimental realization has been hindered by boundary-dependence of the resulting optical patterns-cavity solitons should be self-confined. Here we demonstrate the generation of cavity solitons in vertical cavity semiconductor microresonators that are electrically pumped above transparency but slightly below lasing threshold. We show that the generated optical spots can be written, erased and manipulated as objects independent of each other and of the boundary. Numerical simulations allow for a clearer interpretation of experimental results.     

Forecasting and signal extraction with misspecified models

This paper evaluates multistep estimation for the purposes of signal extraction, and in particular the separation of the trend from the cycle in economic time series, and long‐range forecasting, in the presence of a misspecified, but simply parameterized model. Our workhorse models are two popular unobserved components models, namely the local level and the local linear model. The paper introduces a metric for assessing the accuracy of the unobserved components estimates and concludes that multistep estimation can be valuable. However, its performance depends crucially on the properties of the series and the paper explores the role of the order of integration and the relative size of the cyclical variation. On the contrary, cross‐validation is usually not suitable for the purposes considered. Copyright © 2005 John Wiley & Sons, Ltd.     

Sophisticated sperm allocation in male fowl

When a female is sexually promiscuous, the ejaculates of different males compete for the fertilization of her eggs; the more sperm a male inseminates into a female, the more likely he is to fertilize her eggs. Because sperm production is limited and costly, theory predicts that males will strategically allocate sperm (1) according to female promiscuity, (2) saving some for copulations with new females, and (3) to females producing more and/or better offspring. Whether males allocate sperm in all of these ways is not known, particularly in birds where the collection of natural ejaculates only recently became possible. Here we demonstrate male sperm allocation of unprecedented sophistication in the fowl Gallus gallus. Males show status-dependent sperm investment in females according to the level of female promiscuity; they progressively reduce sperm investment in a particular female but, on encountering a new female, instantaneously increase their sperm investment; and they preferentially allocate sperm to females with large sexual ornaments signalling superior maternal investment. Our results indicate that female promiscuity leads to the evolution of sophisticated male sexual behaviour.     

Phoenixin-14: detection and novel physiological implications in cardiac modulation and cardioprotection

Phoenixin-14 (PNX) is a newly identified peptide co-expressed in the hypothalamus with the anorexic and cardioactive Nesfatin-1. Like Nesfatin-1, PNX is able to cross the blood–brain barrier and this suggests a role in peripheral modulation. Preliminary mass spectrography data indicate that, in addition to the hypothalamus, PNX is present in the mammalian heart. This study aimed to quantify PNX expression in the rat heart, and to evaluate whether the peptide influences the myocardial function under basal condition and in the presence of ischemia/reperfusion (I/R). By ELISA the presence of PNX was detected in both hypothalamus and heart. In plasma of normal, but not of obese rats, the peptide concentrations increased after meal. Exposure of the isolated and Langendorff perfused rat heart to exogenous PNX induces a reduction of contractility and relaxation, without effects on coronary pressure and heart rate. As revealed by immunoblotting, these effects were accompanied by an increase of Erk1/2, Akt and eNOS phosphorylation. PNX (EC₅₀ dose), administered after ischemia, induced post-conditioning-like cardioprotection. This was revealed by a smaller infarct size and a better systolic recovery with respect to those detected on hearts exposed to I/R alone. The peptide also activates the cardioprotective RISK and SAFE cascades and inhibits apoptosis. These effects were also observed in the heart of obese rats. Our data provide a first evidence on the peripheral activity of PNX and on its direct cardiomodulatory and cardioprotective role under both normal conditions and in the presence of metabolic disorders.     

New proposals for the quantification of qualitative survey data

In this paper we propose and evaluate two new methods for the quantification of business surveys concerning the qualitative assessment of the state of the economy. The first is a nonparametric method based on the spectral envelope, originally proposed by Stoffer, Tyler and McDougall (Spectral analysis for categorical time series: scaling and the spectral envelope, Biometrika 80 : 611–622) to the multivariate time series of the counts in each response category. Secondly, we fit by maximum likelihood a cumulative logit unobserved components models featuring a common cycle. The conditional mean of the cycle, which can be evaluated by importance sampling, offers the required quantification. We assess the validity of the two methods by comparing the results with a standard quantification based on the balance of opinions and with a quantitative economic indicator. Copyright ? 2010 John Wiley & Sons, Ltd.