Modeling Asymmetries in Financial Data with Multiplicative Error Models

This thesis addresses modeling of financial time series, especially stock market returns and daily price ranges. Modeling data of this kind can be approached with so-called multiplicative error models (MEM). These models nest several well known time series models such as GARCH, ACD and CARR models. They are able to capture many well established features of financial time series including volatility clustering and leptokurtosis. In contrast to these phenomena, different kinds of asymmetries have received relatively little attention in the existing literature. In this thesis asymmetries arise from various sources. They are observed in both conditional and unconditional distributions, for variables with non-negative values and for variables that have values on the real line. In the multivariate context asymmetries can be observed in the marginal distributions as well as in the relationships of the variables modeled. New methods for all these cases are proposed. Chapter 2 considers GARCH models and modeling of returns of two stock market indices. The chapter introduces the so-called generalized hyperbolic (GH) GARCH model to account for asymmetries in both conditional and unconditional distribution. In particular, two special cases of the GARCH-GH model which describe the data most accurately are proposed. They are found to improve the fit of the model when compared to symmetric GARCH models. The advantages of accounting for asymmetries are also observed through Value-at-Risk applications. Both theoretical and empirical contributions are provided in Chapter 3 of the thesis. In this chapter the so-called mixture conditional autoregressive range (MCARR) model is introduced, examined and applied to daily price ranges of the Hang Seng Index. The conditions for the strict and weak stationarity of the model as well as an expression for the autocorrelation function are obtained by writing the MCARR model as a first order autoregressive process with random coefficients. The chapter also introduces inverse gamma (IG) distribution to CARR models. The advantages of CARR-IG and MCARR-IG specifications over conventional CARR models are found in the empirical application both in- and out-of-sample. Chapter 4 discusses the simultaneous modeling of absolute returns and daily price ranges. In this part of the thesis a vector multiplicative error model (VMEM) with asymmetric Gumbel copula is found to provide substantial benefits over the existing VMEM models based on elliptical copulas. The proposed specification is able to capture the highly asymmetric dependence of the modeled variables thereby improving the performance of the model considerably. The economic significance of the results obtained is established when the information content of the volatility forecasts derived is examined.

Structure of Relativistic States

QCD factorization in the Bjorken limit allows to separate the long-distance physics from the hard subprocess. At leading twist, only one parton in each hadron is coherent with the hard subprocess. Higher twist effects increase as one of the active partons carries most of the longitudinal momentum of the hadron, x -> 1. In the Drell-Yan process \pi N -> \mu^- mu^+ + X, the polarization of the virtual photon is observed to change to longitudinal when the photon carries x_F > 0.6 of the pion. I define and study the Berger-Brodsky limit of Q^2 -> \infty with Q^2(1-x) fixed. A new kind of factorization holds in the Drell-Yan process in this limit, in which both pion valence quarks are coherent with the hard subprocess, the virtual photon is longitudinal rather than transverse, and the cross section is proportional to a multiparton distribution. Generalized parton distributions contain information on the longitudinal momentum and transverse position densities of partons in a hadron. Transverse charge densities are Fourier transforms of the electromagnetic form factors. I discuss the application of these methods to the QED electron, studying the form factors, charge densities and spin distributions of the leading order |e\gamma> Fock state in impact parameter and longitudinal momentum space. I show how the transverse shape of any virtual photon induced process, \gamma^*(q)+i -> f, may be measured. Qualitative arguments concerning the size of such transitions have been previously made in the literature, but without a precise analysis. Properly defined, the amplitudes and the cross section in impact parameter space provide information on the transverse shape of the transition process.

Vyra enie obob čёnno-ličnogo značenija v russkom jazyke

Expressing generalized-personal meaning in Russian Based on data from Russian, this doctoral dissertation examines generalized-personal meaning that is, generic expressions referring to all human beings, people in general, each or any person (e.g. S vozrastom načinae cenit prostye ve či With age you start to appreciate simple things ). The study shares its basic theoretical orientation with functional approaches going from meaning to form . The objective of the thesis is to determine and describe the various linguistic means which can be used by the speaker to express generalized-personal meaning. The main material of the study consists of 2,000 examples collected from modern Russian literature, newspapers, and magazines. The linguistic means of expressing generalized-personal meaning are divided into three main classes. Morphological and lexico-grammatical means (22% of the material) include the use of personal pronouns and personal verbal endings. In Russian, all personal forms except the 3rd person singular can be used in a generalized-personal meaning. Lexical means (14% of the material) involve, above all, pronouns like vse all , ka dyj everyone , nikto no one , as well as the nouns čelovek man and ljudi people . In emotional speech, generalized-personal meaning can also be conveyed lexically by using utterances like da e idiot znaet even an idiot knows . In rhetorical questions the pronoun kto who can appear in this meaning (cf. Kto ne ljubit moro enoe?! Who doesn t like ice cream?! ). The third main class, syntactic means (64% of the material), consists of constructions in which the generic person is not expressed at the surface level. This class mainly includes two-component structures in which the infinitive relates to a modal predicative adverb (e.g. mo no can, be allowed to , nado must ), modal verb (e.g. stoit be worth(while) , sleduet must, be obliged to ), or predicative adverb ending in -о (e.g. trudno it is hard to , neprilično is not appropriate ). Other syntactic means are: one-component infinitive structures, so-called embedded structures, structures with a processual noun, passive constructions, and gerund constructions. The different forms of expression available in Russian are not interchangeable in all contexts. Even if a given context tolerates the substitution of one construction for another, the two expressions are never entirely synonymous. In addition to determining the range of forms which can express generalized-personal meaning, the study aims to compare these forms and to specify the conditions and possible restrictions (contextual, semantic, syntactic, stylistic, etc.) associated with the use of each construction. In Russian linguistics, the generalized-personal meaning has not been extensively studied from a functional perspective. The advantage of a meaning-based functional approach is that it gives a comprehensive picture of the diversity and distribution of the phenomenon.

Neuronal oscillations in gamma- and alpha-frequency bands: from object representations to sensory awareness

The synchronization of neuronal activity, especially in the beta- (14-30 Hz) /gamma- (30 80 Hz) frequency bands, is thought to provide a means for the integration of anatomically distributed processing and for the formation of transient neuronal assemblies. Thus non-stimulus locked (i.e. induced) gamma-band oscillations are believed to underlie feature binding and the formation of neuronal object representations. On the other hand, the functional roles of neuronal oscillations in slower theta- (4 8 Hz) and alpha- (8 14 Hz) frequency bands remain controversial. In addition, early stimulus-locked activity has been largely ignored, as it is believed to reflect merely the physical properties of sensory stimuli. With human neuromagnetic recordings, both the functional roles of gamma- and alpha-band oscillations and the significance of early stimulus-locked activity in neuronal processing were examined in this thesis. Study I of this thesis shows that even the stimulus-locked (evoked) gamma oscillations were sensitive to high-level stimulus features for speech and non-speech sounds, suggesting that they may underlie the formation of early neuronal object representations for stimuli with a behavioural relevance. Study II shows that neuronal processing for consciously perceived and unperceived stimuli differed as early as 30 ms after stimulus onset. This study also showed that the alpha band oscillations selectively correlated with conscious perception. Study III, in turn, shows that prestimulus alpha-band oscillations influence the subsequent detection and processing of sensory stimuli. Further, in Study IV, we asked whether phase synchronization between distinct frequency bands is present in cortical circuits. This study revealed prominent task-sensitive phase synchrony between alpha and beta/gamma oscillations. Finally, the implications of Studies II, III, and IV to the broader scientific context are analysed in the last study of this thesis (V). I suggest, in this thesis that neuronal processing may be extremely fast and that the evoked response is important for cognitive processes. I also propose that alpha oscillations define the global neuronal workspace of perception, action, and consciousness and, further, that cross-frequency synchronization is required for the integration of neuronal object representations into global neuronal workspace.

Expression of functional GABAc receptors in the brain

γ-aminobutyric acid (GABA) is the main inhibitory transmitter in the nervous system and acts via three distinct receptor classes: A, B, and C. GABAC receptors are ionotropic receptors comprising ρ subunits. In this work, we aimed to elucidate the expression of ρ subunits in the postnatal brain, the characteristics of ρ2 homo-oligomeric receptors, and the function of GABAC receptors in the hippocampus. In situ hybridization on rat brain slices showed ρ2 mRNA expression from the newborn in the superficial grey layer of the superior colliculus, from the first postnatal week in the hippocampal CA1 region and the pretectal nucleus of the optic tract, and in the adult dorsal lateral geniculate nucleus. Quantitative RT-PCR revealed expression of all three ρ subunits in the hippocampus and superior colliculus from the first postnatal day. In the hippocampus, ρ2 mRNA expression clearly dominated over ρ1 and ρ3. GABAC receptor protein expression was confirmed in the adult hippocampus, superior colliculus, and dorsal lateral geniculate nucleus by immunohistochemistry. From the selective distribution of ρ subunits, GABAC receptors may be hypothesized to be specifically involved in aspects of visual image motion processing in the rat brain. Although previous data had indicated a much higher expression level for ρ2 subunit transcripts than for ρ1 or ρ3 in the brain, previous work done on Xenopus oocytes had suggested that rat ρ2 subunits do not form functional homo-oligomeric GABAC receptors but need ρ1 or ρ3 subunits to form hetero-oligomers. Our results demonstrated, for the first time, that HEK 293 cells transfected with ρ2 cDNA displayed currents in whole-cell patch-clamp recordings. Homomeric rat ρ2 receptors had a decreased sensitivity to, but a high affinity for picrotoxin and a marked sensitivity to the GABAC receptor agonist CACA. Our results suggest that ρ2 subunits may contribute to brain function, also in areas not expressing other ρ subunits. Using extracellular electrophysiological recordings, we aimed to study the effects of the GABAC receptor agonists and antagonists on responses of the hippocampal neurons to electrical stimulation. Activation of GABAC receptors with CACA suppressed postsynaptic excitability and the GABAC receptor antagonist TPMPA inhibited the effects of CACA. Next, we aimed to display the activation of the GABAC receptors by synaptically released GABA using intracellular recordings. GABA-mediated long-lasting depolarizing responses evoked by high-frequency stimulation were prolonged by TPMPA. For weaker stimulation, the effect of TPMPA was enhanced after GABA uptake was inhibited. Our data demonstrate that GABAC receptors can be activated by endogenous synaptic transmitter release following strong stimulation or under conditions of reduced GABA uptake. The lack of GABAC receptor activation by less intensive stimulation under control conditions suggests that these receptors are extrasynaptic and activated via spillover of synaptically released GABA. Taken together with the restricted expression pattern of GABAC receptors in the brain and their distinctive pharmacological and biophysical properties, our findings supporting extrasynaptic localization of these receptors raise interesting possibilities for novel pharmacological therapies in the treatment of, for example, epilepsy and sleep disorders.

Distribution and adhesion-promoting activity of alpha4 and alpha5 chain laminins in human endothelia and carcinomas

Basement membranes are specialized sheets of extracellular matrix found in contact with epithelia, endothelia, and certain isolated cells. They support tissue architecture and regulate cell behaviour. Laminins are among the main constituents of basement membranes. Due to differences between laminin isoforms, laminins confer structural and functional diversity to basement membranes. The first aim of this study was to gain insights into the potential functions of the then least characterized laminins, alpha4 chain laminins, by evaluating their distribution in human tissues. We thus created a monoclonal antibody specific for laminin alpha4 chain. By immunohistochemistry, alpha4 chain laminins were primarily localized to basement membranes of blood vessel endothelia, skeletal, heart, and smooth muscle cells, nerves, and adipocytes. In addition, alpha4 chain laminins were found in the region of certain epithelial basement membranes in the epidermis, salivary gland, pancreas, esophagus, stomach, intestine, and kidney. Because of the consistent presence of alpha4 chain laminins in endothelial basement membranes of blood vessels, we evaluated the potential roles of endothelial laminins in blood vessels, lymphatic vessels, and carcinomas. Human endothelial cells produced alpha4 and alpha5 chain laminins. In quantitative and morphological adhesion assays, human endothelial cells barely adhered to alpha4 chain-containing laminin-411. The weak interaction of endothelial cells with laminin-411 appeared to be mediated by alpha6beta1 integrin. The alpha5 chain-containing laminin-511 promoted endothelial cell adhesion better than laminin-411, but it did not promote the formation of cell-extracellular matrix adhesion complexes. The adhesion of endothelial cells to laminin-511 appeared to be mediated by Lutheran glycoprotein together with beta1 and alphavbeta3 integrins. The results suggest that these laminins may induce a migratory phenotype in endothelial cells. In lymphatic capillaries, endothelial basement membranes showed immunoreactivity for laminin alpha4, beta1, beta2, and gamma1 chains, type IV and XVIII collagens, and nidogen-1. Considering the assumed inability of alpha4 chain laminins to polymerize and to promote basement membrane assembly, the findings may in part explain the incomplete basement membrane formation in these vessels. Lymphatic capillaries of ovarian carcinomas showed immunoreactivity also for laminin alpha5 chain and its receptor Lutheran glycoprotein, emphasizing a difference between normal and ovarian carcinoma lymphatic capillaries. In renal cell carcinomas, immunoreactivity for laminin alpha4 chain was found in stroma and basement membranes of blood vessels. In most tumours, immunoreactivity for laminin alpha4 chain was also observed in the basement membrane region of tumour cell islets. Renal carcinoma cells produced alpha4 chain laminins. Laminin-411 did not promote adhesion of renal carcinoma cells, but inhibited their adhesion to fibronectin. Renal carcinoma cells migrated more on laminin-411 than on fibronectin. The results suggest that alpha4 chain laminins have a counteradhesive function, and may thus have a role in detachment and invasion of renal carcinoma cells.

Molecular genetic studies on nemaline myopathy and related disorders

Nemaline myopathy (NM) is a rare muscle disorder characterised by muscle weakness and nemaline bodies in striated muscle tissue. Nemaline bodies are derived from sarcomeric Z discs and may be detected by light microscopy. The disease can be divided into six subclasses varying from very severe, in some cases lethal forms to milder forms. NM is usually the consequence of a gene mutation and the mode of inheritance varies between NM subclasses and different families. Mutations in six genes are known to cause NM; nebulin (NEB), alpha-actin, alpha-tropomyosin (TPM3), troponin T1, beta-tropomyosin (TPM2) and cofilin 2, of which nebulin and -actin are the most common. One of the main interests of my research is NEB. Nebulin is a giant muscle protein (600-900 kDa) expressed mainly in the thin filaments of striated muscle. Mutations in NEB are the main cause of autosomal recessive NM. The gene consists of 183 exons. Thus being gigantic, NEB is very challenging to investigate. NEB was screened for mutations using denaturing High Performance Liquid Chromatography (dHPLC) and sequencing. DNA samples from 44 families were included in this study, and we found and published 45 different mutations in them. To date, we have identified 115 mutations in NEB in a total of 96 families. In addition, we determined the occurrence in a world-wide sample cohort of a 2.5 kb deletion containing NEB exon 55 identified in the Ashkenazi Jewish population. In order to find the seventh putative NM gene a genome-wide linkage study was performed in a series of Turkish families. In two of these families, we identified a homozygous mutation disrupting the termination signal of the TPM3 gene, a previously known NM-causing gene. This mutation is likely a founder mutation in the Turkish population. In addition, we described a novel recessively inherited distal myopathy, named distal nebulin myopathy, caused by two different homozygous missense mutations in NEB in six Finnish patients. Both mutations, when combined in compound heterozygous form with a more disruptive mutation, are known to cause NM. This study consisted of molecular genetic mutation analyses, light and electron microscopic studies of muscle biopsies, muscle imaging and clinical examination of patients. In these patients the distribution of muscle weakness was different from NM. Nemaline bodies were not detectable with routine light microscopy, and they were inconspicuous or absent even using electron microscopy. No genetic cause was known to underlie cap myopathy, a congenital myopathy characterised by cap-like structures in the muscle fibres, until we identified a deletion of one codon of the TPM2 gene, in a 30-year-old cap myopathy patient. This mutation does not change the reading frame of the gene, but a deletion of one amino acid does affect the conformation of the protein produced. In summary, this thesis describes a novel distal myopathy caused by mutations in the nebulin gene, several novel nebulin mutations associated with nemaline myopathy, the first molecular genetic cause of cap myopathy, i.e. a mutation in the beta-tropomyosin gene, and a founder mutation in the alpha-tropomyosin gene underlying autosomal recessive nemaline myopathy in the Turkish population.

Heterotrophic Bacteria Associated with Cyanobacteria in Recreational and Drinking Water

Cyanobacterial mass occurrences, also known as water blooms, have been associated with adverse health effects of both humans and animals. They can also be a burden to drinking water treatment facilities. Risk assessments of the blooms have generally focused on the cyanobacteria themselves and their toxins. However, heterotrophic bacteria thriving among cyanobacteria may also be responsible for many of the adverse health effects, but their role as the etiological agents of these health problems is poorly known. In addition, studies on the water purification efficiency of operating water treatment plants during cyanobacterial mass occurrences in their water sources are rare. In the present study, over 600 heterotrophic bacterial strains were isolated from natural freshwater, brackish water or from treated drinking water. The sampling sites were selected as having frequent cyanobacterial occurrences in the water bodies or in the water sources of the drinking water treatment plants. In addition, samples were taken from sites where cyanobacterial water blooms were surmised to have caused human health problems. The isolated strains represented bacteria from 57 different genera of the Gamma-, Alpha- or Betaproteobacteria, Actinobacteria, Flavobacteria, Sphingobacteria, Bacilli and Deinococci classes, based on their partial 16S rRNA sequences. Several isolates had no close relatives among previously isolated bacteria or cloned 16S rRNA genes of uncultivated bacteria. The results show that water blooms are associated with a diverse community of cultivable heterotrophic bacteria. Chosen subsets of the isolated strains were analysed for features such as their virulence gene content and possible effect on cyanobacterial growth. Of the putatively pathogenic haemolytic strains isolated in the study, the majority represented the genus Aeromonas. Therefore, the Aeromonas spp. strains isolated from water samples associated with adverse health effects were screened for the virulence gene types encoding for enterotoxins (ast, alt and act/aerA/hlyA), flagellin subunits (flaA/flaB), lipase (lip/pla/lipH3/alp-1) and elastase (ahyB) by PCR. The majority (90%) of the Aeromonas strains included one or more of the six screened Aeromonas virulence gene types. The most common gene type was act, which was present in 77% of the strains. The fla, ahyB and lip genes were present in 30 37% of the strains. The prevalence of the virulence genes implies that the Aeromonas may be a factor in some of the cyanobacterial associated health problems. Of the 183 isolated bacterial strains that were studied for possible effects on cyanobacterial growth, the majority (60%) either enhanced or inhibited growth of cyanobacteria. In most cases, they enhanced the growth, which implies mutualistic interactions. The results indicate that the heterotrophic bacteria have a role in the rise and fall of the cyanobacterial water blooms. The genetic and phenotypic characteristics and the ability to degrade cyanobacterial hepatotoxins of 13 previously isolated Betaproteobacteria strains, were also studied. The strains originated from Finnish lakes with frequent cyanobacterial occurrence. Tested strains degraded microcystins -LR and -YR and nodularin. The strains could not be assigned to any described bacterial genus or species based on their genetic or phenotypic features. On the basis of their characteristics a new genus and species Paucibacter toxinivorans was proposed for them. The water purification efficiency of the drinking water treatment processes during cyanobacterial water bloom in water source was assessed at an operating surface water treatment plant. Large phytoplankton, cyanobacterial hepatotoxins, endotoxins and cultivable heterotrophic bacteria were efficiently reduced to low concentrations, often below the detection limits. In contrast, small planktonic cells, including also possible bacterial cells, regularly passed though the water treatment. The passing cells may contribute to biofilm formation within the water distribution system, and therefore lower the obtained drinking water quality. The bacterial strains of this study offer a rich source of isolated strains for examining interactions between cyanobacteria and the heterotrophic bacteria associated with them. The degraders of cyanobacterial hepatotoxins could perhaps be utilized to assist the removal of the hepatotoxins during water treatment, whereas inhibitors of cyanobacterial growth might be useful in controlling cyanobacterial water blooms. The putative pathogenicity of the strains suggests that the health risk assessment of the cyanobacterial blooms should also cover the heterotrophic bacteria.

Development of analytical techniques for studies on dispersion of actinides in the environment and characterization of environmental radioactive particles

Radioactive particles from three locations were investigated for elemental composition, oxidation states of matrix elements, and origin. Instrumental techniques applied to the task were scanning electron microscopy, X-ray and gamma-ray spectrometry, secondary ion mass spectrometry, and synchrotron radiation based microanalytical techniques comprising X-ray fluorescence spectrometry, X-ray fluorescence tomography, and X-ray absorption near-edge structure spectroscopy. Uranium-containing low activity particles collected from Irish Sea sediments were characterized in terms of composition and distribution of matrix elements and the oxidation states of uranium. Indications of the origin were obtained from the intensity ratios and the presence of thorium, uranium, and plutonium. Uranium in the particles was found to exist mostly as U(IV). Studies on plutonium particles from Runit Island (Marshall Islands) soil indicated that the samples were weapon fuel fragments originating from two separate detonations: a safety test and a low-yield test. The plutonium in the particles was found to be of similar age. The distribution and oxidation states of uranium and plutonium in the matrix of weapon fuel particles from Thule (Greenland) sediments were investigated. The variations in intensity ratios observed with different techniques indicated more than one origin. Uranium in particle matrixes was mostly U(IV), but plutonium existed in some particles mainly as Pu(IV), and in others mainly as oxidized Pu(VI). The results demonstrated that the various techniques were effectively applied in the characterization of environmental radioactive particles. An on-line method was developed for separating americium from environmental samples. The procedure utilizes extraction chromatography to separate americium from light lanthanides, and cation exchange to concentrate americium before the final separation in an ion chromatography column. The separated radiochemically pure americium fraction is measured by alpha spectrometry. The method was tested with certified sediment and soil samples and found to be applicable for the analysis of environmental samples containing a wide range of Am-241 activity. Proceeding from the on-line method developed for americium, a method was also developed for separating plutonium and americium. Plutonium is reduced to Pu(III), and separated together with Am(III) throughout the procedure. Pu(III) and Am(III) are eluted from the ion chromatography column as anionic dipicolinate and oxalate complexes, respectively, and measured by alpha spectrometry.

TlBr raw material purification, crystal growth, annealing, detector fabrication and characterisation for gamma-ray detector applications

The research reported in this thesis dealt with single crystals of thallium bromide grown for gamma-ray detector applications. The crystals were used to fabricate room temperature gamma-ray detectors. Routinely produced TlBr detectors often are poor quality. Therefore, this study concentrated on developing the manufacturing processes for TlBr detectors and methods of characterisation that can be used for optimisation of TlBr purity and crystal quality. The processes under concern were TlBr raw material purification, crystal growth, annealing and detector fabrication. The study focused on single crystals of TlBr grown from material purified by a hydrothermal recrystallisation method. In addition, hydrothermal conditions for synthesis, recrystallisation, crystal growth and annealing of TlBr crystals were examined. The final manufacturing process presented in this thesis deals with TlBr material purified by the Bridgman method. Then, material is hydrothermally recrystallised in pure water. A travelling molten zone (TMZ) method is used for additional purification of the recrystallised product and then for the final crystal growth. Subsequent processing is similar to that described in the literature. In this thesis, literature on improving quality of TlBr material/crystal and detector performance is reviewed. Aging aspects as well as the influence of different factors (temperature, time, electrode material and so on) on detector stability are considered and examined. The results of the process development are summarised and discussed. This thesis shows the considerable improvement in the charge carrier properties of a detector due to additional purification by hydrothermal recrystallisation. As an example, a thick (4 mm) TlBr detector produced by the process was fabricated and found to operate successfully in gamma-ray detection, confirming the validity of the proposed purification and technological steps. However, for the complete improvement of detector performance, further developments in crystal growth are required. The detector manufacturing process was optimized by characterisation of material and crystals using methods such as X-ray diffraction (XRD), polarisation microscopy, high-resolution inductively coupled plasma mass (HR-ICPM), Fourier transform infrared (FTIR), ultraviolet and visual (UV-Vis) spectroscopy, field emission scanning electron microscope (FESEM) and energy-dispersive X-ray spectroscopy (EDS), current-voltage (I-V) and capacity voltage (CV) characterisation, and photoconductivity, as well direct detector examination.

Environmental factors affecting the occurrence of periglacial landforms in Finnish Lapland: a numerical approach

Determination of the environmental factors controlling earth surface processes and landform patterns is one of the central themes in physical geography. However, the identification of the main drivers of the geomorphological phenomena is often challenging. Novel spatial analysis and modelling methods could provide new insights into the process-environment relationships. The objective of this research was to map and quantitatively analyse the occurrence of cryogenic phenomena in subarctic Finland. More precisely, utilising a grid-based approach the distribution and abundance of periglacial landforms were modelled to identify important landscape scale environmental factors. The study was performed using a comprehensive empirical data set of periglacial landforms from an area of 600 km2 at a 25-ha resolution. The utilised statistical methods were generalized linear modelling (GLM) and hierarchical partitioning (HP). GLMs were used to produce distribution and abundance models and HP to reveal independently the most likely causal variables. The GLM models were assessed utilising statistical evaluation measures, prediction maps, field observations and the results of HP analyses. A total of 40 different landform types and subtypes were identified. Topographical, soil property and vegetation variables were the primary correlates for the occurrence and cover of active periglacial landforms on the landscape scale. In the model evaluation, most of the GLMs were shown to be robust although the explanation power, prediction ability as well as the selected explanatory variables varied between the models. The great potential of the combination of a spatial grid system, terrain data and novel statistical techniques to map the occurrence of periglacial landforms was demonstrated in this study. GLM proved to be a useful modelling framework for testing the shapes of the response functions and significances of the environmental variables and the HP method helped to make better deductions of the important factors of earth surface processes. Hence, the numerical approach presented in this study can be a useful addition to the current range of techniques available to researchers to map and monitor different geographical phenomena.

Geospatial environmental data modelling applications using remote sensing, GIS and spatial statistics

This thesis presents novel modelling applications for environmental geospatial data using remote sensing, GIS and statistical modelling techniques. The studied themes can be classified into four main themes: (i) to develop advanced geospatial databases. Paper (I) demonstrates the creation of a geospatial database for the Glanville fritillary butterfly (Melitaea cinxia) in the Åland Islands, south-western Finland; (ii) to analyse species diversity and distribution using GIS techniques. Paper (II) presents a diversity and geographical distribution analysis for Scopulini moths at a world-wide scale; (iii) to study spatiotemporal forest cover change. Paper (III) presents a study of exotic and indigenous tree cover change detection in Taita Hills Kenya using airborne imagery and GIS analysis techniques; (iv) to explore predictive modelling techniques using geospatial data. In Paper (IV) human population occurrence and abundance in the Taita Hills highlands was predicted using the generalized additive modelling (GAM) technique. Paper (V) presents techniques to enhance fire prediction and burned area estimation at a regional scale in East Caprivi Namibia. Paper (VI) compares eight state-of-the-art predictive modelling methods to improve fire prediction, burned area estimation and fire risk mapping in East Caprivi Namibia. The results in Paper (I) showed that geospatial data can be managed effectively using advanced relational database management systems. Metapopulation data for Melitaea cinxia butterfly was successfully combined with GPS-delimited habitat patch information and climatic data. Using the geospatial database, spatial analyses were successfully conducted at habitat patch level or at more coarse analysis scales. Moreover, this study showed it appears evident that at a large-scale spatially correlated weather conditions are one of the primary causes of spatially correlated changes in Melitaea cinxia population sizes. In Paper (II) spatiotemporal characteristics of Socupulini moths description, diversity and distribution were analysed at a world-wide scale and for the first time GIS techniques were used for Scopulini moth geographical distribution analysis. This study revealed that Scopulini moths have a cosmopolitan distribution. The majority of the species have been described from the low latitudes, sub-Saharan Africa being the hot spot of species diversity. However, the taxonomical effort has been uneven among biogeographical regions. Paper III showed that forest cover change can be analysed in great detail using modern airborne imagery techniques and historical aerial photographs. However, when spatiotemporal forest cover change is studied care has to be taken in co-registration and image interpretation when historical black and white aerial photography is used. In Paper (IV) human population distribution and abundance could be modelled with fairly good results using geospatial predictors and non-Gaussian predictive modelling techniques. Moreover, land cover layer is not necessary needed as a predictor because first and second-order image texture measurements derived from satellite imagery had more power to explain the variation in dwelling unit occurrence and abundance. Paper V showed that generalized linear model (GLM) is a suitable technique for fire occurrence prediction and for burned area estimation. GLM based burned area estimations were found to be more superior than the existing MODIS burned area product (MCD45A1). However, spatial autocorrelation of fires has to be taken into account when using the GLM technique for fire occurrence prediction. Paper VI showed that novel statistical predictive modelling techniques can be used to improve fire prediction, burned area estimation and fire risk mapping at a regional scale. However, some noticeable variation between different predictive modelling techniques for fire occurrence prediction and burned area estimation existed.