Theoretical modeling of ionospheric electrodynamics including induction effects

This thesis deals with theoretical modeling of the electrodynamics of auroral ionospheres. In the five research articles forming the main part of the thesis we have concentrated on two main themes: Development of new data-analysis techniques and study of inductive phenomena in the ionospheric electrodynamics. The introductory part of the thesis provides a background for these new results and places them in the wider context of ionospheric research. In this thesis we have developed a new tool (called 1D SECS) for analysing ground based magnetic measurements from a 1-dimensional magnetometer chain (usually aligned in the North-South direction) and a new method for obtaining ionospheric electric field from combined ground based magnetic measurements and estimated ionospheric electric conductance. Both these methods are based on earlier work, but contain important new features: 1D SECS respects the spherical geometry of large scale ionospheric electrojet systems and due to an innovative way of implementing boundary conditions the new method for obtaining electric fields can be applied also at local scale studies. These new calculation methods have been tested using both simulated and real data. The tests indicate that the new methods are more reliable than the previous techniques. Inductive phenomena are intimately related to temporal changes in electric currents. As the large scale ionospheric current systems change relatively slowly, in time scales of several minutes or hours, inductive effects are usually assumed to be negligible. However, during the past ten years, it has been realised that induction can play an important part in some ionospheric phenomena. In this thesis we have studied the role of inductive electric fields and currents in ionospheric electrodynamics. We have formulated the induction problem so that only ionospheric electric parameters are used in the calculations. This is in contrast to previous studies, which require knowledge of the magnetospheric-ionosphere coupling. We have applied our technique to several realistic models of typical auroral phenomena. The results indicate that inductive electric fields and currents are locally important during the most dynamical phenomena (like the westward travelling surge, WTS). In these situations induction may locally contribute up to 20-30% of the total ionospheric electric field and currents. Inductive phenomena do also change the field-aligned currents flowing between the ionosphere and magnetosphere, thus modifying the coupling between the two regions.

Essays on Risk Modeling. Applications to Portfolio and Risk Management (summary section only)

In this thesis we deal with the concept of risk. The objective is to bring together and conclude on some normative information regarding quantitative portfolio management and risk assessment. The first essay concentrates on return dependency. We propose an algorithm for classifying markets into rising and falling. Given the algorithm, we derive a statistic: the Trend Switch Probability, for detection of long-term return dependency in the first moment. The empirical results suggest that the Trend Switch Probability is robust over various volatility specifications. The serial dependency in bear and bull markets behaves however differently. It is strongly positive in rising market whereas in bear markets it is closer to a random walk. Realized volatility, a technique for estimating volatility from high frequency data, is investigated in essays two and three. In the second essay we find, when measuring realized variance on a set of German stocks, that the second moment dependency structure is highly unstable and changes randomly. Results also suggest that volatility is non-stationary from time to time. In the third essay we examine the impact from market microstructure on the error between estimated realized volatility and the volatility of the underlying process. With simulation-based techniques we show that autocorrelation in returns leads to biased variance estimates and that lower sampling frequency and non-constant volatility increases the error variation between the estimated variance and the variance of the underlying process. From these essays we can conclude that volatility is not easily estimated, even from high frequency data. It is neither very well behaved in terms of stability nor dependency over time. Based on these observations, we would recommend the use of simple, transparent methods that are likely to be more robust over differing volatility regimes than models with a complex parameter universe. In analyzing long-term return dependency in the first moment we find that the Trend Switch Probability is a robust estimator. This is an interesting area for further research, with important implications for active asset allocation.

Thin-Layer Chromatography with Ultraviolet and Mass Spectrometric Detection: From Preparative-Layer to Miniaturized Ultra-Thin-Layer Technique

The present challenge in drug discovery is to synthesize new compounds efficiently in minimal time. The trend is towards carefully designed and well-characterized compound libraries because fast and effective synthesis methods easily produce thousands of new compounds. The need for rapid and reliable analysis methods is increased at the same time. Quality assessment, including the identification and purity tests, is highly important since false (negative or positive) results, for instance in tests of biological activity or determination of early-ADME parameters in vitro (the pharmacokinetic study of drug absorption, distribution, metabolism, and excretion), must be avoided. This thesis summarizes the principles of classical planar chromatographic separation combined with ultraviolet (UV) and mass spectrometric (MS) detection, and introduces powerful, rapid, easy, low-cost, and alternative tools and techniques for qualitative and quantitative analysis of small drug or drug-like molecules. High performance thin-layer chromatography (HPTLC) was introduced and evaluated for fast semi-quantitative assessment of the purity of synthesis target compounds. HPTLC methods were compared with the liquid chromatography (LC) methods. Electrospray ionization mass spectrometry (ESI MS) and atmospheric pressure matrix-assisted laser desorption/ionization MS (AP MALDI MS) were used to identify and confirm the product zones on the plate. AP MALDI MS was rapid, and easy to carry out directly on the plate without scraping. The PLC method was used to isolate target compounds from crude synthesized products and purify them for bioactivity and preliminary ADME tests. Ultra-thin-layer chromatography (UTLC) with AP MALDI MS and desorption electrospray ionization mass spectrometry (DESI MS) was introduced and studied for the first time. Because of the thinner adsorbent layer, the monolithic UTLC plate provided 10 100 times better sensitivity in MALDI analysis than did HPTLC plates. The limits of detection (LODs) down to low picomole range were demonstrated for UTLC AP MALDI and UTLC DESI MS. In a comparison of AP and vacuum MALDI MS detection for UTLC plates, desorption from the irregular surface of the plates with the combination of an external AP MALDI ion source and an ion trap instrument provided clearly less variation in mass accuracy than the vacuum MALDI time-of-flight (TOF) instrument. The performance of the two-dimensional (2D) UTLC separation with AP MALDI MS method was studied for the first time. The influence of the urine matrix on the separation and the repeatability was evaluated with benzodiazepines as model substances in human urine. The applicability of 2D UTLC AP MALDI MS was demonstrated in the detection of metabolites in an authentic urine sample.

Capillary electrochromatography: a versatile instrumental technique for nanodomain interaction studies

This doctoral thesis describes the development of a miniaturized capillary electrochromatography (CEC) technique suitable for the study of interactions between various nanodomains of biological importance. The particular focus of the study was low-density lipoprotein (LDL) particles and their interaction with components of the extracellular matrix (ECM). LDL transports cholesterol to the tissues through the blood circulation, but when the LDL level becomes too high the particles begin to permeate and accumulate in the arteries. Through binding sites on apolipoprotein B-100 (apoB-100), LDL interacts with components of the ECM, such as proteoglycans (PGs) and collagen, in what is considered the key mechanism in the retention of lipoproteins and onset of atherosclerosis. Hydrolytic enzymes and oxidizing agents in the ECM may later successively degrade the LDL surface. Metabolic diseases such as diabetes may provoke damage of the ECM structure through the non-enzymatic reaction of glucose with collagen. In this work, fused silica capillaries of 50 micrometer i.d. were successfully coated with LDL and collagen, and steroids and apoB-100 peptide fragments were introduced as model compounds for interaction studies. The LDL coating was modified with copper sulphate or hydrolytic enzymes, and the interactions of steroids with the native and oxidized lipoproteins were studied. Lipids were also removed from the LDL particle coating leaving behind an apoB-100 surface for further studies. The development of collagen and collagen decorin coatings was helpful in the elucidation of the interactions of apoB-100 peptide fragments with the primary ECM component, collagen. Furthermore, the collagen I coating provided a good platform for glycation studies and for clarification of LDL interactions with native and modified collagen. All methods developed are inexpensive, requiring just small amounts of biomaterial. Moreover, the experimental conditions in CEC are easily modified, and the analyses can be carried out in a reasonable time frame. Other techniques were employed to support and complement the CEC studies. Scanning electron microscopy and atomic force microscopy provided crucial visual information about the native and modified coatings. Asymmetrical flow field-flow fractionation enabled size measurements of the modified lipoproteins. Finally, the CEC results were exploited to develop new sensor chips for a continuous flow quartz crystal microbalance technique, which provided complementary information about LDL ECM interactions. This thesis demonstrates the potential of CEC as a valuable and flexible technique for surface interaction studies. Further, CEC can serve as a novel microreactor for the in situ modification of LDL and collagen coatings. The coatings developed in this study provide useful platforms for a diversity of future investigations on biological nanodomains.

Copper Diffusion Barrier Deposition on Integrated Circuit Devices by Atomic Layer Deposition Technique

Transfer from aluminum to copper metallization and decreasing feature size of integrated circuit devices generated a need for new diffusion barrier process. Copper metallization comprised entirely new process flow with new materials such as low-k insulators and etch stoppers, which made the diffusion barrier integration demanding. Atomic Layer Deposition technique was seen as one of the most promising techniques to deposit copper diffusion barrier for future devices. Atomic Layer Deposition technique was utilized to deposit titanium nitride, tungsten nitride, and tungsten nitride carbide diffusion barriers. Titanium nitride was deposited with a conventional process, and also with new in situ reduction process where titanium metal was used as a reducing agent. Tungsten nitride was deposited with a well-known process from tungsten hexafluoride and ammonia, but tungsten nitride carbide as a new material required a new process chemistry. In addition to material properties, the process integration for the copper metallization was studied making compatibility experiments on different surface materials. Based on these studies, titanium nitride and tungsten nitride processes were found to be incompatible with copper metal. However, tungsten nitride carbide film was compatible with copper and exhibited the most promising properties to be integrated for the copper metallization scheme. The process scale-up on 300 mm wafer comprised extensive film uniformity studies, which improved understanding of non-uniformity sources of the ALD growth and the process-specific requirements for the ALD reactor design. Based on these studies, it was discovered that the TiN process from titanium tetrachloride and ammonia required the reactor design of perpendicular flow for successful scale-up. The copper metallization scheme also includes process steps of the copper oxide reduction prior to the barrier deposition and the copper seed deposition prior to the copper metal deposition. Easy and simple copper oxide reduction process was developed, where the substrate was exposed gaseous reducing agent under vacuum and at elevated temperature. Because the reduction was observed efficient enough to reduce thick copper oxide film, the process was considered also as an alternative method to make the copper seed film via copper oxide reduction.

Gene flow from transgenic plant populations: models and applications for risk assessment

The future use of genetically modified (GM) plants in food, feed and biomass production requires a careful consideration of possible risks related to the unintended spread of trangenes into new habitats. This may occur via introgression of the transgene to conventional genotypes, due to cross-pollination, and via the invasion of GM plants to new habitats. Assessment of possible environmental impacts of GM plants requires estimation of the level of gene flow from a GM population. Furthermore, management measures for reducing gene flow from GM populations are needed in order to prevent possible unwanted effects of transgenes on ecosystems. This work develops modeling tools for estimating gene flow from GM plant populations in boreal environments and for investigating the mechanisms of the gene flow process. To describe spatial dimensions of the gene flow, dispersal models are developed for the local and regional scale spread of pollen grains and seeds, with special emphasis on wind dispersal. This study provides tools for describing cross-pollination between GM and conventional populations and for estimating the levels of transgenic contamination of the conventional crops. For perennial populations, a modeling framework describing the dynamics of plants and genotypes is developed, in order to estimate the gene flow process over a sequence of years. The dispersal of airborne pollen and seeds cannot be easily controlled, and small amounts of these particles are likely to disperse over long distances. Wind dispersal processes are highly stochastic due to variation in atmospheric conditions, so that there may be considerable variation between individual dispersal patterns. This, in turn, is reflected to the large amount of variation in annual levels of cross-pollination between GM and conventional populations. Even though land-use practices have effects on the average levels of cross-pollination between GM and conventional fields, the level of transgenic contamination of a conventional crop remains highly stochastic. The demographic effects of a transgene have impacts on the establishment of trangenic plants amongst conventional genotypes of the same species. If the transgene gives a plant a considerable fitness advantage in comparison to conventional genotypes, the spread of transgenes to conventional population can be strongly increased. In such cases, dominance of the transgene considerably increases gene flow from GM to conventional populations, due to the enhanced fitness of heterozygous hybrids. The fitness of GM plants in conventional populations can be reduced by linking the selectively favoured primary transgene to a disfavoured mitigation transgene. Recombination between these transgenes is a major risk related to this technique, especially because it tends to take place amongst the conventional genotypes and thus promotes the establishment of invasive transgenic plants in conventional populations.

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.

Modeling Efficient Classification as a Process of Confidence Assessment and Delegation

In visual object detection and recognition, classifiers have two interesting characteristics: accuracy and speed. Accuracy depends on the complexity of the image features and classifier decision surfaces. Speed depends on the hardware and the computational effort required to use the features and decision surfaces. When attempts to increase accuracy lead to increases in complexity and effort, it is necessary to ask how much are we willing to pay for increased accuracy. For example, if increased computational effort implies quickly diminishing returns in accuracy, then those designing inexpensive surveillance applications cannot aim for maximum accuracy at any cost. It becomes necessary to find trade-offs between accuracy and effort. We study efficient classification of images depicting real-world objects and scenes. Classification is efficient when a classifier can be controlled so that the desired trade-off between accuracy and effort (speed) is achieved and unnecessary computations are avoided on a per input basis. A framework is proposed for understanding and modeling efficient classification of images. Classification is modeled as a tree-like process. In designing the framework, it is important to recognize what is essential and to avoid structures that are narrow in applicability. Earlier frameworks are lacking in this regard. The overall contribution is two-fold. First, the framework is presented, subjected to experiments, and shown to be satisfactory. Second, certain unconventional approaches are experimented with. This allows the separation of the essential from the conventional. To determine if the framework is satisfactory, three categories of questions are identified: trade-off optimization, classifier tree organization, and rules for delegation and confidence modeling. Questions and problems related to each category are addressed and empirical results are presented. For example, related to trade-off optimization, we address the problem of computational bottlenecks that limit the range of trade-offs. We also ask if accuracy versus effort trade-offs can be controlled after training. For another example, regarding classifier tree organization, we first consider the task of organizing a tree in a problem-specific manner. We then ask if problem-specific organization is necessary.

Modeling ecological and evolutionary processes in spatially structured populations

Many species inhabit fragmented landscapes, resulting either from anthropogenic or from natural processes. The ecological and evolutionary dynamics of spatially structured populations are affected by a complex interplay between endogenous and exogenous factors. The metapopulation approach, simplifying the landscape to a discrete set of patches of breeding habitat surrounded by unsuitable matrix, has become a widely applied paradigm for the study of species inhabiting highly fragmented landscapes. In this thesis, I focus on the construction of biologically realistic models and their parameterization with empirical data, with the general objective of understanding how the interactions between individuals and their spatially structured environment affect ecological and evolutionary processes in fragmented landscapes. I study two hierarchically structured model systems, which are the Glanville fritillary butterfly in the Åland Islands, and a system of two interacting aphid species in the Tvärminne archipelago, both being located in South-Western Finland. The interesting and challenging feature of both study systems is that the population dynamics occur over multiple spatial scales that are linked by various processes. My main emphasis is in the development of mathematical and statistical methodologies. For the Glanville fritillary case study, I first build a Bayesian framework for the estimation of death rates and capture probabilities from mark-recapture data, with the novelty of accounting for variation among individuals in capture probabilities and survival. I then characterize the dispersal phase of the butterflies by deriving a mathematical approximation of a diffusion-based movement model applied to a network of patches. I use the movement model as a building block to construct an individual-based evolutionary model for the Glanville fritillary butterfly metapopulation. I parameterize the evolutionary model using a pattern-oriented approach, and use it to study how the landscape structure affects the evolution of dispersal. For the aphid case study, I develop a Bayesian model of hierarchical multi-scale metapopulation dynamics, where the observed extinction and colonization rates are decomposed into intrinsic rates operating specifically at each spatial scale. In summary, I show how analytical approaches, hierarchical Bayesian methods and individual-based simulations can be used individually or in combination to tackle complex problems from many different viewpoints. In particular, hierarchical Bayesian methods provide a useful tool for decomposing ecological complexity into more tractable components.