The effect of temperature on height growth of Scots pine in northern Finland

The effect of temperature on height growth of Scots pine in the northern boreal zone in Lapland was studied in two different time scales. Intra-annual growth was monitored in four stands in up to four growing seasons using an approximately biweekly measurement interval. Inter-annual growth was studied using growth records representing seven stands and five geographical locations. All the stands were growing on a dry to semi-dry heath that is a typical site type for pine stands in Finland. The applied methodology is based on applied time-series analysis and multilevel modelling. Intra-annual elongation of the leader shoot correlated with temperature sum accumulation. Height growth ceased when, on average, 41% of the relative temperature sum of the site was achieved (observed minimum and maximum were 38% and 43%). The relative temperature sum was calculated by dividing the actual temperature sum by the long-term mean of the total annual temperature sum for the site. Our results suggest that annual height growth ceases when a location-specific temperature sum threshold is attained. The positive effect of the mean July temperature of the previous year on annual height increment proved to be very strong at high latitudes. The mean November temperature of the year before the previous had a statistically significantly effect on height increment in the three northernmost stands. The effect of mean monthly precipitation on annual height growth was statistically insignificant. There was a non-linear dependence between length and needle density of annual shoots. Exceptionally low height growth results in high needle-density, but the effect is weaker in years of average or good height growth. Radial growth and next year s height growth are both largely controlled by current July temperature. Nevertheless, their growth variation in terms of minimum and maximum is not necessarily strongly correlated. This is partly because height growth is more sensitive to changes in temperature. In addition, the actual effective temperature period is not exactly the same for these two growth components. Yet, there is a long-term balance that was also statistically distinguishable; radial growth correlated significantly with height growth with a lag of 2 years. Temperature periods shorter than a month are more effective variables than mean monthly values, but the improvement is on the scale of modest to good when applying Julian days or growing-degree-days as pointers.

Elements of Volatility at High Frequency

Volatility is central in options pricing and risk management. It reflects the uncertainty of investors and the inherent instability of the economy. Time series methods are among the most widely applied scientific methods to analyze and predict volatility. Very frequently sampled data contain much valuable information about the different elements of volatility and may ultimately reveal the reasons for time varying volatility. The use of such ultra-high-frequency data is common to all three essays of the dissertation. The dissertation belongs to the field of financial econometrics. The first essay uses wavelet methods to study the time-varying behavior of scaling laws and long-memory in the five-minute volatility series of Nokia on the Helsinki Stock Exchange around the burst of the IT-bubble. The essay is motivated by earlier findings which suggest that different scaling laws may apply to intraday time-scales and to larger time-scales, implying that the so-called annualized volatility depends on the data sampling frequency. The empirical results confirm the appearance of time varying long-memory and different scaling laws that, for a significant part, can be attributed to investor irrationality and to an intraday volatility periodicity called the New York effect. The findings have potentially important consequences for options pricing and risk management that commonly assume constant memory and scaling. The second essay investigates modelling the duration between trades in stock markets. Durations convoy information about investor intentions and provide an alternative view at volatility. Generalizations of standard autoregressive conditional duration (ACD) models are developed to meet needs observed in previous applications of the standard models. According to the empirical results based on data of actively traded stocks on the New York Stock Exchange and the Helsinki Stock Exchange the proposed generalization clearly outperforms the standard models and also performs well in comparison to another recently proposed alternative to the standard models. The distribution used to derive the generalization may also prove valuable in other areas of risk management. The third essay studies empirically the effect of decimalization on volatility and market microstructure noise. Decimalization refers to the change from fractional pricing to decimal pricing and it was carried out on the New York Stock Exchange in January, 2001. The methods used here are more accurate than in the earlier studies and put more weight on market microstructure. The main result is that decimalization decreased observed volatility by reducing noise variance especially for the highly active stocks. The results help risk management and market mechanism designing.

Fast in-memory XPath search using compressed indexes

A large fraction of an XML document typically consists of text data. The XPath query language allows text search via the equal, contains, and starts-with predicates. Such predicates can be efficiently implemented using a compressed self-index of the document's text nodes. Most queries, however, contain some parts querying the text of the document, plus some parts querying the tree structure. It is therefore a challenge to choose an appropriate evaluation order for a given query, which optimally leverages the execution speeds of the text and tree indexes. Here the SXSI system is introduced. It stores the tree structure of an XML document using a bit array of opening and closing brackets plus a sequence of labels, and stores the text nodes of the document using a global compressed self-index. On top of these indexes sits an XPath query engine that is based on tree automata. The engine uses fast counting queries of the text index in order to dynamically determine whether to evaluate top-down or bottom-up with respect to the tree structure. The resulting system has several advantages over existing systems: (1) on pure tree queries (without text search) such as the XPathMark queries, the SXSI system performs on par or better than the fastest known systems MonetDB and Qizx, (2) on queries that use text search, SXSI outperforms the existing systems by 1-3 orders of magnitude (depending on the size of the result set), and (3) with respect to memory consumption, SXSI outperforms all other systems for counting-only queries.

Augustine and the functions of concupiscence

This study analyses Augustine s concept of concupiscentia, or evil desire (together with two cognate terms, libido and cupiditas) in the context of his entire oeuvre. By the aid of systematic analysis, the concept and its development is explored in four distinct ways. It is claimed that Augustine used the concept of concupiscentia for several theological purposes, and the task of the study is to represent these distinct functions, and their connections to Augustine s general theological and philosophical convictions. The study opens with a survey on terminology. A general overview of the occurrences of the negatively connoted words for desire in Latin literature precedes a corresponding examination of Augustine s own works. In this introductory chapter it is shown that, despite certain preferences in the uses of the words, a sufficient degree of synonymy reigns so as to allow an analysis of the concept without tightly discriminating between the terms. The theological functions of concupiscentia with its distinct contexts are analysed in separate chapters. The function of concupiscentia as a divine punishment is explored first (Ch 3). It is seen how Augustine links together concupiscentia and ideas about divine justice, and finally suggests that in the inordinate, psychologically experienced sexual desire, the original theological disobedience of Adam and Eve can be perceived. Augustine was criticized for this solution already in his own times, and the analysis of the function of concupiscentia as a divine punishment ends in a discussion on the critical response of punitive concupiscentia by Julian of Aeclanum. Augustine also attached to concupiscentia another central theological function by viewing evil desire as an inward originating cause for all external evil actions. In the study, this function is analysed by surveying two formally distinct images of evil desire, i.e. as the root (radix) of all evil, and as a threefold (triplex) matrix of evil actions (Ch 4). Both of these images were based on a single verse of the Bible (1 Jn 2, 16 and 1 Tim 6, 10). This function of concupiscentia was formed both parallel to, and in answer to, Manichaean insights into concupiscentia. Being familiar with the traditional philosophical discussions on the nature and therapy of emotions, Augustine situated concupiscentia also into this context. It is acknowledged that these philosophical traditions had an obvious impact into his way of explaining psychological processes in connection with concupiscentia. Not only did Augustine implicitly receive and exploit these traditions, but he also explicitly moulded and criticized them in connection with concupiscentia. Eventually, Augustine conceives the philosophical traditions of emotions as partly useful but also partly inadequate to deal with concupiscentia (Ch 5). The role of concupiscentia in connection to divine grace and Christian renewal is analysed in the final chapter of the study. Augustine s gradual development in internalizing the effects of concupiscentia also into the life of a baptized Christian are elucidated, as are the strong limitations and mitigations Augustine makes to the concept when attaching it into the life under grace (sub gratia). A crucial part in the development of this function is played by Augustine s changing interpretation of Rom 7, and the way concupiscentia appears in Augustine s readings of this text is therefore also analysed. As a result of the analysis of these four distinct functions and contexts of concupiscentia, it is concluded that Augustine s concept of concupiscentia is fairly tightly and coherently connected to his views of central theological importance. Especially the functions of concupiscentia as a punishment and the function of concupiscentia in Christian renewal were both tightly interwoven into Augustine s view of God s being and God s grace. The study shows the importance of reading Augustine s discussions on evil desire with a constant awareness of their role in their larger context, that is, of their function in each situation. The study warns against too simplistic and unifying readings of Augustine s concupiscentia, emphasizing the need to acknowledge both the necessitating, sinful aspects of concupiscentia, and the domesticated features of concupiscentia during Christian renewal.