Box and Jenkins: Time Series Analysis, Forecasting and Control

Box, George E. P.

doi:10.1057/9781137291264_6

Cited by 2,067 publications

(2,880 citation statements)

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“…The couplings H DA were computed as described below for 1000 MD snapshots, spaced 1 fs appart, as well as the corresponding autocorrelation function C H DA . 81 τ H DA was found to be 29 fs from a single exponential fit of C H DA up to a maximum time lag of 300 fs. Repeating the calculation for nine different starting conformations yielded similar or larger results for τ H DA .…”

Section: ■ Models and Methodsmentioning

confidence: 93%

Charge Transfer in Model Peptides: Obtaining Marcus Parameters from Molecular Simulation

et al. 2012

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Charge transfer within and between biomolecules remains a highly active field of biophysics. Due to the complexities of real systems, model compounds are a useful alternative to study the mechanistic fundamentals of charge transfer. In recent years, such model experiments have been underpinned by molecular simulation methods as well. In this work, we study electron hole transfer in helical model peptides by means of molecular dynamics simulations. A theoretical framework to extract Marcus parameters of charge transfer from simulations is presented. We find that the peptides form stable helical structures with sequence dependent small deviations from ideal PPII helices. We identify direct exposure of charged side chains to solvent as a cause of high reorganization energies, significantly larger than typical for electron transfer in proteins. This, together with small direct couplings, makes long-range superexchange electron transport in this system very slow. In good agreement with experiment, direct transfer between the terminal amino acid side chains can be dicounted in favor of a two-step hopping process if appropriate bridging groups exist. ■ INTRODUCTIONCharge transfer is a fundamental phenomenon in physical chemistry, enjoying strong and consistent scientific interest for more than fifty years. 1 Understanding charge transfer in complex and flexible biomolecules is crucial for a huge variety of processes, from cellular respiration and photosynthesis to DNA damage and repair. 2−4 Describing it accurately has turned out to be particularly challenging, both to experimentalists and theoreticians. Biochemical charge transfer involves the directed movement of electrons over large distances (multiple nanometers) through macromolecules, typically proteins or large heterogeneous multiprotein assemblies. These processes involve dynamical changes that occur on a time scale spanning multiple orders of magnitude, from subpicosecond changes in electronic structure to microsecond or even slower conformational changes. Only recently has the complicated interplay between atomic structural fluctuations and electron dynamics become a focus for charge transfer studies in biochemical systems, 5−9 building onto earlier work on model systems. 10−15 This fact, combined with the large system dimensions and difficult experimental conditions, explains why many open questions on electron transfer (ET) in biomolecules remain. Therefore, simpler model systems to study some aspects of ET have gained popularity, and theoretical models based on computer simulations have become important tools to help interpret experiments and gain a better understanding of the structure and function of the involved molecules. 16−22 An important model system in the study of charge transfer processes has always been peptide systems. Extensive experimental work was done by Isied et al., who have studied ET over distances of 8−32 Å via spectroscopical techniques and determined the properties of polyproline II helices as ET bridges. 27−34 This wo...

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Section: ■ Models and Methodsmentioning

confidence: 93%

Charge Transfer in Model Peptides: Obtaining Marcus Parameters from Molecular Simulation

et al. 2012

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“…We used the method devised by Box and Jenkins to detect and model autocorrelation in the monthly MISCT (Box et al, 2008). The method --Autoregressive, Integrated, Moving Average (ARIMA) modeling --identifies which of a very large family of mathematical expressions best predicts measurements made over time.…”

Section: Analysesmentioning

confidence: 99%

Twins Less Frequent Than Expected Among Male Births in Risk Averse Populations

et al. 2015

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Male twin gestations exhibit higher incidence of fetal morbidity and mortality than singleton gestations. From an evolutionary perspective, the relatively high rates of infant and child mortality among male twins born into threatening environments reduce the fitness of these gestations, making them more vulnerable to fetal loss. Women do not perceive choosing to spontaneously abort gestations although the outcome may result from estimates, made without awareness, of the risks of continuing a pregnancy. Here, we examine whether the non-conscious decisional biology of gestation can be linked to conscious risk aversion. We test this speculation by measuring the association between household surveys in Sweden that gauge financial risk aversion in the population and the frequency of twins among live male births. We used time-series regression methods to estimate our suspected associations and Box-Jenkins modeling to ensure that autocorrelation did not confound the estimation or reduce its efficiency. We found, consistent with theory, that financial risk aversion in the population correlates inversely with the odds of a twin among Swedish males born two months later. The odds of a twin among males fell by approximately 3.5% two months after unexpectedly great risk aversion in the population. This work implies that shocks that affect population risk aversion carry implications for fetal loss in vulnerable twin pregnancies.

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“…To determine the accuracy of the simulations, the consumption and concentration data generated by the MCSMs were compared with the original data using KolmogorovSmirnov and Chi-square tests (Siegel and Castellan 1988). Autocorrelation for the WMI output data were thoroughly checked using the procedure of Box and Jenkins (Box and Jenkins 1976). Autocorrelation coefficients (r k ) were calculated for lag values (k) between 1 and 999 (the limit imposed by the software).…”

Section: Treatment Of Input Data and Statistical Proceduresmentioning

confidence: 99%

Cadmium, Lead, and Chromium in Large Game: A Local-Scale Exposure Assessment for Hunters Consuming Meat and Liver of Wild Boar

Danieli

Serrani

Primi

et al. 2012

Arch Environ Contam Toxicol

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Heavy metals are ubiquitous in soil, water, and air. Their entrance into the food chain is an important environmental issue that entails risks to humans. Several reports indicate that game meat can be an important source of heavy metals, particularly because of the increasing consumption of game meat, mainly by hunters. We performed an exposure assessment of hunters and members of their households, both adults and children, who consumed wild boar (WB) meat and offal. We estimated the amount of cadmium, lead, and chromium in the tissues of WB hunted in six areas within Viterbo Province (Italy) and gathered data on WB meat and offal consumption by conducting specific diet surveys in the same areas. The exposure to cadmium, lead, and chromium was simulated with specifically developed Monte Carlo simulation models. Cadmium and lead levels in WB liver and meat harvested in Viterbo Province (Italy) were similar to or lower than the values reported in other studies. However, some samples contained these metals at levels greater then the EU limits set for domestic animals. The chromium content of meat or liver cannot be evaluated against any regulatory limit, but our results suggest that the amounts of this metal found in WB products may reflect a moderate environmental load. Our survey of the hunter population confirmed that their consumption of WB meat and liver was greater than that of the general Italian population. This level of consumption was comparable with other European studies. Consumption of WB products contributes significantly to cadmium and lead exposure of both adults and children. More specifically, consumption of the WB liver contributed significantly to total cadmium and lead exposure of members of the households of WB hunters. As a general rule, liver consumption should be kept to a minimum, especially for children living in these hunter households. The exposure to chromium estimated for this population of hunters may be considered to be safe. However, a specific and complete assessment of chromium speciation in relevant dietary and environmental situations should be conducted.

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Box and Jenkins: Time Series Analysis, Forecasting and Control

Cited by 2,067 publications

References 0 publications

Charge Transfer in Model Peptides: Obtaining Marcus Parameters from Molecular Simulation

Charge Transfer in Model Peptides: Obtaining Marcus Parameters from Molecular Simulation

Twins Less Frequent Than Expected Among Male Births in Risk Averse Populations

Cadmium, Lead, and Chromium in Large Game: A Local-Scale Exposure Assessment for Hunters Consuming Meat and Liver of Wild Boar

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