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.     

复数,实数及实对称数据下Bruun FFT算法的实现

本文在复数、实数以及实对称数据下研究和实现了Ｂｒｕｕｎ ＦＦＴ算法。文章分析和评价了各种数据下ＢｒｕｕｎＦＦＴ的运算量和特点，提出了算法的实现结构和方法。最后给了ＴＭＳ３２０Ｃ３０上的运算时间，我们实现的算法比基２ＦＦＴ速度提高３５％。     

Chemical basis of pupal cannibalism in a caterpillar (Utetheisa ornatrix).

The moth Utetheisa ornatrix derives protection against predation from systemic pyrrolizidine alkaloids (PAs) that it sequesters as a larva from its foodplants (Leguminosae, Crotalaria spp.). We here show, in laboratory tests, that Utetheisa deficient in body PA can make up for the chemical shortfall by cannibalizing pupae. We present evidence indicating that cannibalism in larvae is elicited not by hunger, but possibly by PA deficiency itself, and that in making cannibalistic choices larvae prefer PA-containing over PA-free pupae. PAs themselves, either in crystalline form or as additives to food items, proved phagostimulatory to larvae. In nature Utetheisa tend to pupate away from their foodplant, essentially out of reach of larval attack. The threat of cannibalism may have contributed to the evolution of this pupation behavior.     

P pili in uropathogenic E. coli are composite fibres with distinct fibrillar adhesive tips.

Escherichia coli is a frequent cause of several common bacterial infections in humans and animals, including urinary tract infections, bacteraemia and bacteria-related diarrhoea and is also the main cause of neonatal meningitis. Microbial attachment to surfaces is a key event in colonization and infection and results mainly from a stereochemical fit between microbial adhesins and complementary receptors on host cells. Bacterial adhesins required for extracellular colonization by Gram-negative bacteria are often minor components of heteropolymeric fibres called pili which must be oriented in an accessible manner in these structures to be able to bind to specific receptor architectures. P pili mediate the binding of uropathogenic E. coli to a digalactoside receptor determinant present in the urinary tract epithelium. We report here that the adhesin is a component of distinct fibrillar structures present at the tips of the pili. These virulence-associated tip fibrillae are thin, flexible polymers composed mostly of repeating subunits of PapE that frequently terminate with the alpha-D-galactopyranosyl-(1-4)-beta-D-galactopyranose or Gal alpha (1-4)Gal binding PapG adhesin.     

Overcompensation and population cycles in an ungulate.

Although theoretical studies show that overcompensatory density-dependent mechanisms can potentially generate regular or chaotic fluctuations in animal numbers, the majority of realistic single-species models of invertebrate populations are not overcompensatory enough to cause sustained population cycles. The possibility that overcompensation may generate cycles or chaos in vertebrate populations has seldom been considered. Here we show that highly overcompensatng density-dependent mortality can generate recurrent population crashes consistent with those observed in a naturally limited population of Soay sheep. The observed interval of three or more years between crashes points to sharp 'focusing' of mortality over a narrow range of population density.