1,818 research outputs found

    Segmentation algorithm for non-stationary compound Poisson processes. With an application to inventory time series of market members in a financial market

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    We introduce an algorithm for the segmentation of a class of regime switching processes. The segmentation algorithm is a non parametric statistical method able to identify the regimes (patches) of a time series. The process is composed of consecutive patches of variable length. In each patch the process is described by a stationary compound Poisson process, i.e. a Poisson process where each count is associated with a fluctuating signal. The parameters of the process are different in each patch and therefore the time series is non-stationary. Our method is a generalization of the algorithm introduced by Bernaola-Galván, et al. [Phys. Rev. Lett. 87, 168105 (2001)]. We show that the new algorithm outperforms the original one for regime switching models of compound Poisson processes. As an application we use the algorithm to segment the time series of the inventory of market members of the London Stock Exchange and we observe that our method finds almost three times more patches than the original one. © 2010 EDP Sciences, Società Italiana di Fisica, Springer-Verlag

    The Pioneer Anomaly

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    Radio-metric Doppler tracking data received from the Pioneer 10 and 11 spacecraft from heliocentric distances of 20-70 AU has consistently indicated the presence of a small, anomalous, blue-shifted frequency drift uniformly changing with a rate of ~6 x 10^{-9} Hz/s. Ultimately, the drift was interpreted as a constant sunward deceleration of each particular spacecraft at the level of a_P = (8.74 +/- 1.33) x 10^{-10} m/s^2. This apparent violation of the Newton's gravitational inverse-square law has become known as the Pioneer anomaly; the nature of this anomaly remains unexplained. In this review, we summarize the current knowledge of the physical properties of the anomaly and the conditions that led to its detection and characterization. We review various mechanisms proposed to explain the anomaly and discuss the current state of efforts to determine its nature. A comprehensive new investigation of the anomalous behavior of the two Pioneers has begun recently. The new efforts rely on the much-extended set of radio-metric Doppler data for both spacecraft in conjunction with the newly available complete record of their telemetry files and a large archive of original project documentation. As the new study is yet to report its findings, this review provides the necessary background for the new results to appear in the near future. In particular, we provide a significant amount of information on the design, operations and behavior of the two Pioneers during their entire missions, including descriptions of various data formats and techniques used for their navigation and radio-science data analysis. As most of this information was recovered relatively recently, it was not used in the previous studies of the Pioneer anomaly, but it is critical for the new investigation.Comment: 165 pages, 40 figures, 16 tables; accepted for publication in Living Reviews in Relativit

    Efficient Syntax-Driven Lumping of Differential Equations

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    We present an algorithm to compute exact aggregations of a class of systems of ordinary differential equations (ODEs). Our approach consists in an extension of Paige and Tarjan’s seminal solution to the coarsest refinement problem by encoding an ODE system into a suitable discrete-state representation. In particular, we consider a simple extension of the syntax of elementary chemical reaction networks because (i) it can express ODEs with derivatives given by polynomials of degree at most two, which are relevant in many applications in natural sciences and engineering; and (ii) we can build on two recently introduced bisimulations, which yield two complementary notions of ODE lumping. Our algorithm computes the largest bisimulations in O(r⋅s⋅logs)O(r⋅s⋅log⁡s) time, where r is the number of monomials and s is the number of variables in the ODEs. Numerical experiments on real-world models from biochemistry, electrical engineering, and structural mechanics show that our prototype is able to handle ODEs with millions of variables and monomials, providing significant model reductions

    Agronomic Management of Indigenous Mycorrhizas

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    Many of the advantages conferred to plants by arbuscular mycorrhiza (AM) are associated to the ability of AM plants to explore a greater volume of soil through the extraradical mycelium. Sieverding (1991) estimates that for each centimetre of colonized root there is an increase of 15 cm3 on the volume of soil explored, this value can increase to 200 cm3 depending on the circumstances. Due to the enhancement of the volume of soil explored and the ability of the extraradical mycelium to absorb and translocate nutrients to the plant, one of the most obvious and important advantages resulting from mycorrhization is the uptake of nutrients. Among of which the ones that have immobilized forms in soil, such as P, assume particular significance. Besides this, many other benefits are recognized for AM plants (Gupta et al, 2000): water stress alleviation (Augé, 2004; Cho et al, 2006), protection from root pathogens (Graham, 2001), tolerance to toxic heavy metals and phytoremediation (Audet and Charest, 2006; Göhre and Paszkowski, 2006), tolerance to adverse conditions such as very high or low temperature, high salinity (Sannazzaro et al, 2006), high or low pH (Yano and Takaki, 2005) or better performance during transplantation shock (Subhan et al, 1998). The extraradical hyphae also stabilize soil aggregates by both enmeshing soil particles (Miller e Jastrow, 1992) and producing a glycoprotein, golmalin, which may act as a glue-like substance to adhere soil particles together (Wright and Upadhyaya, 1998). Despite the ubiquous distribution of mycorrhizal fungi (Smith and Read, 2000) and only a relative specificity between host plants and fungal isolates (McGonigle and Fitter, 1990), the obligate nature of the symbiosis implies the establishment of a plant propagation system, either under greenhouse conditions or in vitro laboratory propagation. These techniques result in high inoculum production costs, which still remains a serious problem since they are not competitive with production costs of phosphorus fertilizer. Even if farmers understand the significance of sustainable agricultural systems, the reduction of phosphorus inputs by using AM fungal inocula alone cannot be justified except, perhaps, in the case of high value crops (Saioto and Marumoto, 2002). Nurseries, high income horticulture farmers and no-agricultural application such as rehabilitation of degraded or devegetated landscapes are examples of areas where the use of commercial inoculum is current. Another serious problem is quality of commercial available products concerning guarantee of phatogene free content, storage conditions, most effective application methods and what types to use. Besides the information provided by suppliers about its inoculum can be deceiving, as from the usually referred total counts, only a fraction may be effective for a particular plant or in specific soil conditions. Gianinazzi and Vosátka (2004) assume that progress should be made towards registration procedures that stimulate the development of the mycorrhizal industry. Some on-farm inoculum production and application methods have been studied, allowing farmers to produce locally adapted isolates and generate a taxonomically diverse inoculum (Mohandas et al, 2004; Douds et al, 2005). However the inocula produced this way are not readily processed for mechanical application to the fields, being an obstacle to the utilization in large scale agriculture, especially row crops, moreover it would represent an additional mechanical operation with the corresponding economic and soil compaction costs. It is well recognized that inoculation of AM fungi has a potential significance in not only sustainable crop production, but also environmental conservation. However, the status quo of inoculation is far from practical technology that can be widely used in the field. Together a further basic understanding of the biology and diversity of AM fungi is needed (Abbott at al, 1995; Saito and Marumoto, 2002). Advances in ecology during the past decade have led to a much more detailed understanding of the potential negative consequences of species introductions and the potential for negative ecological consequences of invasions by mycorrhizal fungi is poorly understood. Schwartz et al, (2006) recommend that a careful assessment documenting the need for inoculation, and the likelihood of success, should be conducted prior to inoculation because inoculations are not universally beneficial. Agricultural practices such as crop rotation, tillage, weed control and fertilizer apllication all produce changes in the chemical, physical and biological soil variables and affect the ecological niches available for occupancy by the soil biota, influencing in different ways the symbiosis performance and consequently the inoculum development, shaping changes and upset balance of native populations. The molecular biology tools developed in the latest years have been very important for our perception of these changes, ensuing awareness of management choice implications in AM development. In this context, for extensive farming systems and regarding environmental and economic costs, the identification of agronomic management practices that allow controlled manipulation of the fungal community and capitalization of AM mutualistic effect making use of local inoculum, seem to be a wise option for mycorrhiza promotion and development of sustainable crop production

    Robustness of circadian clocks to daylight fluctuations: hints from the picoeucaryote Ostreococcus tauri

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    The development of systemic approaches in biology has put emphasis on identifying genetic modules whose behavior can be modeled accurately so as to gain insight into their structure and function. However most gene circuits in a cell are under control of external signals and thus quantitative agreement between experimental data and a mathematical model is difficult. Circadian biology has been one notable exception: quantitative models of the internal clock that orchestrates biological processes over the 24-hour diurnal cycle have been constructed for a few organisms, from cyanobacteria to plants and mammals. In most cases, a complex architecture with interlocked feedback loops has been evidenced. Here we present first modeling results for the circadian clock of the green unicellular alga Ostreococcus tauri. Two plant-like clock genes have been shown to play a central role in Ostreococcus clock. We find that their expression time profiles can be accurately reproduced by a minimal model of a two-gene transcriptional feedback loop. Remarkably, best adjustment of data recorded under light/dark alternation is obtained when assuming that the oscillator is not coupled to the diurnal cycle. This suggests that coupling to light is confined to specific time intervals and has no dynamical effect when the oscillator is entrained by the diurnal cycle. This intringuing property may reflect a strategy to minimize the impact of fluctuations in daylight intensity on the core circadian oscillator, a type of perturbation that has been rarely considered when assessing the robustness of circadian clocks

    Search for Charged Higgs Bosons in e+e- Collisions at \sqrt{s} = 189 GeV

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    A search for pair-produced charged Higgs bosons is performed with the L3 detector at LEP using data collected at a centre-of-mass energy of 188.6 GeV, corresponding to an integrated luminosity of 176.4 pb^-1. Higgs decays into a charm and a strange quark or into a tau lepton and its associated neutrino are considered. The observed events are consistent with the expectations from Standard Model background processes. A lower limit of 65.5 GeV on the charged Higgs mass is derived at 95 % confidence level, independent of the decay branching ratio Br(H^{+/-} -> tau nu)

    Handling method alters the hedonic value of reward in laboratory mice

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    Mice are the most widely used model species for drug discovery and scientific research. Consequently, it is important to refine laboratory procedures and practices to ensure high standards of welfare and scientific data quality. Recent studies have identified that the standard practice of handling laboratory mice by their tails increases behaviours indicative of anxiety, which can be overcome by handling mice using a tunnel. However, despite clear negative effects on mice’s behaviour, tunnel handling has yet to be widely implemented. In this study, we provide the first evidence that tail handling also reduces mice’s responses to reward. Anhedonia is a core symptom of clinical depression, and is measured in rodents by assessing how they consume a sucrose solution: depressed mice consume less sucrose and the size of their licking bouts when drinking (their ‘lick cluster sizes’) also tend to be smaller. We found that tail handled mice showed more anhedonic responses in both measures compared to tunnel handled mice, indicative of a decreased responsiveness to reward and potentially a more depressive-like state. Our findings have significant implications for the welfare of laboratory mice as well as the design and interpretation of scientific studies, particularly those investigating or involving reward

    Search for the standard model Higgs boson at LEP

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