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In this paper, we derive the asymptotic distribution of the Augmented Dickey-Fuller t Test statistics, t_{ADF}, against a generalized fractional integrated process (for example: ARFIMA(p,1+d,q) ,|d|<1/2,and p, q be positive integer) by using the propositions of Lee and Shie (2003). Then we discuss why the power decreases with the increasing lags in the same and large enough sample size T when d is unequal to 0. We also get that the estimator of the disturbance's variance, S^2, has slightly increasing bias with increasing k. Finally, we support the conclusion by the Monte Carlo experiments.

The primary goal of this study was to investigate and compare the fermentation performance of malt produced from eleven Canadian two-row barley varieties grown during the 2007 and 2008 crop seasons. Common malting varieties tested included Harrington, AC Metcalfe, CDC Copeland, CDC Kendall, and feed varieties CDC Dolly, CDC Bold, CDC Helgason and McLeod. As well, three experimental varieties, TR251; TR306; and BM9752D-17, were included in this study due to their varied display of enzymatic activity; of chief interest was the ?-amylase thermal stability. Fermentations were carried out using the standard miniaturized fermentation assay and SMA yeast. Apparent Extract (AE), absorbance, fermentable carbohydrates, and ethanol were measured throughout fermentation. Attenuation, carbohydrate and ethanol data were modeled using the logistic equation, and absorbance data was modeled using the newly developed Tilted Gaussian equation. Results indicate that all but the feed varieties fermented well, achieving low final attenuation, and exhibiting similar fermentation characteristics. Despite only minor performance differences among the top fermenters, it was found that between crop seasons both AC Metcalfe and CDC Copeland fermented as well or better than Harrington, as measured by their respective Apparent Degree of Fermentation (ADF). Harrington displayed substantial performance variation between seasons, while test variety BM9752D-17 fermented the most consistently between years, displaying enhanced fermentation to that of Harrington in 2008. Despite high ?-amylase thermostability, BM9752D-17 did not display enhanced fermentation performance to that of CDC Copeland or AC Metcalfe.

Indiana University-Purdue University Indianapolis (IUPUI) / Our ability to hear relies on sensory cells found in the inner ear that transduce sound into biological signals. Microvilli-like protrusions called stereocilia are bundled on the apical surfaces of these cells and allow them to respond to sound-evoked vibrations. The architecture of the stereocilia bundle is highly patterned to ensure normal hearing. Filaments of polymerized actin proteins are bundled in parallel into large cylindrical structures that define the dimensions of stereocilia. This network is then anchored to the cell by inserting into another actin-based structure called the cuticular plate, which forms a gel-like structure and facilitates the mechanical properties of the bundle. The shape of the bundle is determined through tissue-level and intrinsic polarization signaling pathways. Auditory brainstem-evoked response testing, immunofluorescence imaging, scanning electron microscopy, and biochemical labeling techniques were used to study how the ADF/cofilin family of actin filament severing and depolymerizing proteins contributes to the development of the stereocilia bundle. Loss of these proteins disrupts the normal bundle patterning process, changes the lengths and widths of stereocilia, and alters the regulation of filament ends near the ion channel at stereocilia tips that is responsible for mechanotransduction. The activity of this channel regulates ADF/cofilins and the actin at stereocilia tips. Aberrant actin growth in actin networks beneath the stereocilia bundle influences the bundle patterning process, causes dysmorphic bundles to form. This work identifies that ADF/cofilins are necessary during auditory sensory cell development to facilitate normal bundle patterning and establishes this protein family as a molecular link between mechanotransduction and stereocilia bundle maturation.

Durant mon travail de thèse, j'ai étudié le rôle central de l'ADF/cofiline, une protéine qui se lie au cytosquelette d'actine, décore spécifiquement les parties ‘âgées' des filaments d'actine, diminue localement par un facteur 5 la rigidité du filament et provoque la fragmentation du filament à l'interface entre les sections nues et décorées. Dans ma première étude (Suarez et al., Current Biology, 2011), j'ai utilisé la microscopie à onde évanescente et une ADF/cofiline fluorescente pour démontrer que l'ADF/cofiline est un marqueur de l'état nucléotidique (ATP, ADP-Pi ou ADP) des sous-unités d'un filament d'actine en cours de polymérisation. De plus, l'ADF/cofiline, en accélérant la dissociation du phosphate inorganique (Pi), limite la taille du cap ATP/ADP-Pi du filament d'actine, sans toutefois le réduire à une taille zéro. Des analyses statistiques sur filaments isolés établissent une corrélation parfaite entre la densité de fixation de l'ADF/cofiline et son efficacité de fragmentation. Paradoxalement, l'efficacité de fragmentation est maximale pour une densité d'ADF/cofiline de 0.5. Ceci est confirmé par des analyses supplémentaires qui montrent que les sites de fragmentation du filament coïncident avec la position des frontières entre zones décorées et zones nues. Les conséquences de ce dernier résultat paradoxal sont l'objet de ma seconde étude (McCullough et al., 2011, Biophysical Journal). En combinant différentes sources d'ADF/cofilines (vertébré et levure) et d'actines (vertébré et levure), nous montrons, sur les quatre couples actine-ADF/cofiline possibles, qu'il existe une très forte corrélation entre (1) l'efficacité de fragmentation (qui dépend de la combinaison entre actine et ADF/cofiline) et (2) la déformation du filament, mesurée à la frontière entre zone décorée et zone nue. Au cours de ma troisième étude (Reymann et al., Molecular Biology of the Cell, 2011), nous montrons que le mécanisme de fragmentation ADF/cofiline-dépendant, établi à l'échelle d'un filament isolé, peut s'appliquer aussi à l'échelle d'une comète d'actine qui comporte un réseau complexe de filaments. Mon travail de thèse a montré que le mode d'action de l'ADF/cofiline se situe à l'intersection entre mécanismes microscopiques et macroscopiques, d'une part, et entre chimie et physique, d'autre part. Les caractéristiques microscopiques des interactions de cette protéine avec un filament d'actine isolé sont fondamentales pour expliquer des évènements macroscopiques, comme la fragmentation de filaments ou de structures complexes. D'autre part, nous avons montré comment les propriétés chimiques de l'ADF/cofiline modifient les propriétés physiques locales du filament et conduisent à la fragmentation. L'ADF/cofiline a un rôle central pour l'intégration de mécanismes physico-chimiques, à l'échelle microscopique, afin d'assurer un comportement cohérent à l'échelle de la cellule. / During my thesis, I have studied the pivotal role of ADF/cofilin, a protein that binds to the actin cytoskeleton, specifically decorates ‘old' actin filament parts, decreases by a factor of 5 the local filament rigidity and triggers filament fragmentation at boundaries between decorated and non-decorated filament sections. In my first study (Suarez et al., Current Biology, 2011), I have used evanescent wave microscopy and labeled ADF/cofilin to demonstrate that ADF/cofilin is a marker of the nucleotide state (i.e. ATP, ADP-Pi or ADP) associated with the actin sub-units in actively polymerizing filaments. In addition, because ADF/cofilin accelerates inorganic phosphate (Pi) release, the size of the ATP/ADP-Pi cap is diminished, although it cannot be reduced to zero. Fragmentation events frequency, determined from a thorough analysis of a population of single filaments decorated with labeled ADF/cofilin, is perfectly correlated with the binding density of ADF/cofilin on filaments. However, the maximal severing efficiency is obtained for half ADF/cofilin density. This paradoxical result is confirmed by analysis showing that severing sites are mainly associated with boundaries between decorated and bare actin filament sections. In consequence, in a second paper (McCullough et al., Biophysical Journal, 2011), I have took part in the study of actin filament deformation in relation with severing efficiency. Using different ADF/cofilin (vertebrate and yeast) and actin (vertebrate and yeast), we have shown that filament deformation at the boundary between bare and ADF/cofilin-decorated filament sections (which depends on the ADF/cofilin/actin combination) and severing are highly correlated. During my third study, (Reymann et al., Molecular Biology of the Cell, 2011), we established that stochastic dynamics, discovered at the molecular level for single filaments (or bundles of them), is also relevant to describe the macroscopic fragmentation of a comet tail consisting of hundreds of thousands filaments. I have shown that ADF/cofilin activity is at the crossroad between macroscopic and microscopic systems, on one hand, and physics and chemistry, on the other hand. The characteristics of microscopic interactions of ADF/cofilin with a single filament are fundamental to understand the macroscopic dynamics of a fragmenting comet. In addition, we have established how the binding of ADF/cofilin (chemistry) controls the mechanical properties of the filament (physics) before fragmentation. ADF/cofilin is essential in the integration of physical and chemical mechanisms at the microscopic level, to ensure consistent behavior at the cell scale.

Šiame darbe yra supažindinama su stacionarumo ir kointegracijos sąvokomis, nagrinėjami kriterijai stacionarumui ir kointegravimui patikrinti, kadangi tai sudaro pagrindą portfelių, kurie atkartoja indeksą, konstravimui. Sukonstruoti kointegruoti su indeksu portfeliai yra palyginami tarpusavyje. Darbo tikslas susipažinti su kointegracijos ryšiais finansų teorijoje, bendra portfelių konstravimo metodika, pagrįsta kointegracija, ir pritaikymu realių rinkos akcijų investicinių portfelių sudarymui. Šiam tikslui panaudojama MathCad matematinė programinė įranga, leidžianti braižyti grafikus, spręsti tiesinius, netiesinius ir kitus programavimo uždavinius, reikalingus portfelio konstravimo realizavimui. / In this study there is realized a model of constructing portfolios by using mathematical programming language MathCad. Much attention is paid to explore the portfolios which are modeled to track an index. If tracking portfolio and index are cointegrated together, portfolio can not drift too far from the index because the tracking error is mean-reverting. This study should help us to decide in what way it is better to allocate our funds when choosing portfolio for tracking the index.

This note analyzes the empirical size of the augmented Dickey and Fuller (ADF) statistic proposedby Perron and Rodríguez (2003) when the errors are fractional. This ADF is based on a searching procedure for additive outliers based on first-differences of the data named td. Simulations show that empirical size of the ADF is not affected by fractional errors confirming the claim of Perron and Rodríguez (2003) that the procedure td is robust to departures of the unit root framework. In particular the results show low sensitivity of the size of the ADF statistic respect to the fractional parameter (d). However, as expected, when there is strong negative moving average autocorrelation or negative autoregressive autocorrelation, the ADF statistic is oversized. These difficulties are fixed when sample increases (from T = 100 to T = 200). Empirical application to eight quarterly Latin American inflation series is also provided showing the importance of taking into account dummy variables for the detected additive outliers. / En esta nota se analiza el tamaño empírico del estadístico Dickey y Fuller aumentado (ADF), propuesto por Perron y Rodríguez (2003), cuando los errores son fraccionales. Este estadístico se basa en un procedimiento de búsqueda de valores atípicos aditivos basado en las primeras diferencias de los datos denominado td. Las simulaciones muestran que el tamaño empírico del estadístico ADF no es afectado por los errores fraccionales confirmando el argumento de Perron y Rodríguez (2003) que el procedimiento td es robusto a las desviaciones del marco de raíz unitaria. En particular, los resultados muestran una baja sensibilidad del tamaño del estadístico ADF respecto al parámetro fraccional (d). Sin embargo, como es de esperar, cuando hay una fuerte autocorrelación negativa de tipo promedio móvil o autocorrelación autorregresiva negativa, el estadístico ADF tiene un tamaño exacto mayor que el nominal. Estas dificultades desaparecen cuando aumenta la muestra (a partir de T = 100 a T = 200). La aplicación empírica a ocho series de inflación latinoamericana trimestral proporciona evidencia de la importancia de tener en cuenta las variables ficticias para controlar por los outliers aditivos detectados.

<p> </p><p>I uppsatsen undersöks effektiviteten av de tre nordiska aktieindexterminerna OMXS30, OBX och OMXC20 vars underliggande index representerar den svenska, norska respektive den danska aktiemarknaden. Analysen baseras på den svaga formen av den effektiva marknadshypotesen och den närbesläktade random walk hypotesen. Aktieindexterminerna undersöks under perioden januari 1997 till december 2008 samt under perioder då den nordiska marknaden karaktäriseras av bull och bear perioder. Testresultaten av Augmented Dickey-Fuller (ADF) samt Kwiatkowski, Phillips, Schmidt och Shin (KPSS) testet tyder på att aktieindexterminerna följer en random walk och att nordiska aktieindexterminer är effektiva under den undersökta perioden. Då testen utförs för de kortare bull och bear perioderna erhålls motsägelsefulla resultat vilket medför att slutsatser om huruvida aktieindexterminerna är effektiva under dessa perioder ej kan dras.</p><p> </p>

Os multirrotores vêm sendo usados como plataforma padrão para a pesquisa de mobilidade e percepção tridimensional. Seu baixo custo e facilidade para sua construção destacam-se. Eles são utilizados no setor agrícola, em pesquisas climáticas, exploração de minérios, guarda costeira e policiamento urbano, telecomunicações, energia, televisão e cinema e entretenimento. Os multirrotores são compostos por braços, onde todos os movimentos da aeronave são dependentes do conjunto ESC (Controle Eletrônico de Velocidade) – Motor – Hélice. No entanto, boa parte dos trabalhos abordam sistemas de controle, deixando de lado a modelagem matemática da estrutura da aeronave. Este trabalho aborda a modelagem matemática do conjunto ESC-Motor-Hélice, a fim de obter um modelo que descreva de forma satisfatória a dinâmica do conjunto. Foi realizado o estudo de cada um dos componentes do conjunto e apresentadas as suas principais características e funcionalidade dentro do conjunto. Construiu-se uma plataforma de testes, a qual possibilitou obter os dados necessários para a modelagem matemática. Os dados foram coletados em forma de uma série temporal. Sendo usados testes de estacionariedade, função de autocorrelação e função de autocorrelação parcial, os quais possibilitaram determinar a estrutura e a ordem dos modelos autoregressivos. Para a estimação dos parâmetros foi escolhida a metodologia da identificação de sistemas. A comparação de resultados experimentais e de simulação computacional ilustraram as características do modelo proposto. / 123 f.