Questions to Artificial Nature: A Philosophical Study of Interdisciplinary Models and their Functions in Scientific Practice

This thesis presents an interdisciplinary analysis of how models and simulations function in the production of scientific knowledge. The work is informed by three scholarly traditions: studies on models and simulations in philosophy of science, so-called micro-sociological laboratory studies within science and technology studies, and cultural-historical activity theory. Methodologically, I adopt a naturalist epistemology and combine philosophical analysis with a qualitative, empirical case study of infectious-disease modelling. This study has a dual perspective throughout the analysis: it specifies the modelling practices and examines the models as objects of research. The research questions addressed in this study are: 1) How are models constructed and what functions do they have in the production of scientific knowledge? 2) What is interdisciplinarity in model construction? 3) How do models become a general research tool and why is this process problematic? The core argument is that the mediating models as investigative instruments (cf. Morgan and Morrison 1999) take questions as a starting point, and hence their construction is intentionally guided. This argument applies the interrogative model of inquiry (e.g., Sintonen 2005; Hintikka 1981), which conceives of all knowledge acquisition as process of seeking answers to questions. The first question addresses simulation models as Artificial Nature, which is manipulated in order to answer questions that initiated the model building. This account develops further the "epistemology of simulation" (cf. Winsberg 2003) by showing the interrelatedness of researchers and their objects in the process of modelling. The second question clarifies why interdisciplinary research collaboration is demanding and difficult to maintain. The nature of the impediments to disciplinary interaction are examined by introducing the idea of object-oriented interdisciplinarity, which provides an analytical framework to study the changes in the degree of interdisciplinarity, the tools and research practices developed to support the collaboration, and the mode of collaboration in relation to the historically mutable object of research. As my interest is in the models as interdisciplinary objects, the third research problem seeks to answer my question of how we might characterise these objects, what is typical for them, and what kind of changes happen in the process of modelling. Here I examine the tension between specified, question-oriented models and more general models, and suggest that the specified models form a group of their own. I call these Tailor-made models, in opposition to the process of building a simulation platform that aims at generalisability and utility for health-policy. This tension also underlines the challenge of applying research results (or methods and tools) to discuss and solve problems in decision-making processes.

Radiative transfer, interception and scattering in coniferous forests : models and applications for production ecology and remote sensing

This work develops methods to account for shoot structure in models of coniferous canopy radiative transfer. Shoot structure, as it varies along the light gradient inside canopy, affects the efficiency of light interception per unit needle area, foliage biomass, or foliage nitrogen. The clumping of needles in the shoot volume also causes a notable amount of multiple scattering of light within coniferous shoots. The effect of shoot structure on light interception is treated in the context of canopy level photosynthesis and resource use models, and the phenomenon of within-shoot multiple scattering in the context of physical canopy reflectance models for remote sensing purposes. Light interception. A method for estimating the amount of PAR (Photosynthetically Active Radiation) intercepted by a conifer shoot is presented. The method combines modelling of the directional distribution of radiation above canopy, fish-eye photographs taken at shoot locations to measure canopy gap fraction, and geometrical measurements of shoot orientation and structure. Data on light availability, shoot and needle structure and nitrogen content has been collected from canopies of Pacific silver fir (Abies amabilis (Dougl.) Forbes) and Norway spruce (Picea abies (L.) Karst.). Shoot structure acclimated to light gradient inside canopy so that more shaded shoots have better light interception efficiency. Light interception efficiency of shoots varied about two-fold per needle area, about four-fold per needle dry mass, and about five-fold per nitrogen content. Comparison of fertilized and control stands of Norway spruce indicated that light interception efficiency is not greatly affected by fertilization. Light scattering. Structure of coniferous shoots gives rise to multiple scattering of light between the needles of the shoot. Using geometric models of shoots, multiple scattering was studied by photon tracing simulations. Based on simulation results, the dependence of the scattering coefficient of shoot from the scattering coefficient of needles is shown to follow a simple one-parameter model. The single parameter, termed the recollision probability, describes the level of clumping of the needles in the shoot, is wavelength independent, and can be connected to previously used clumping indices. By using the recollision probability to correct for the within-shoot multiple scattering, canopy radiative transfer models which have used leaves as basic elements can use shoots as basic elements, and thus be applied for coniferous forests. Preliminary testing of this approach seems to explain, at least partially, why coniferous forests appear darker than broadleaved forests in satellite data.

Geant4 Hadronic Cascade Models and CMS Data Analysis : Computational Challenges in the LHC era

This work belongs to the field of computational high-energy physics (HEP). The key methods used in this thesis work to meet the challenges raised by the Large Hadron Collider (LHC) era experiments are object-orientation with software engineering, Monte Carlo simulation, the computer technology of clusters, and artificial neural networks. The first aspect discussed is the development of hadronic cascade models, used for the accurate simulation of medium-energy hadron-nucleus reactions, up to 10 GeV. These models are typically needed in hadronic calorimeter studies and in the estimation of radiation backgrounds. Various applications outside HEP include the medical field (such as hadron treatment simulations), space science (satellite shielding), and nuclear physics (spallation studies). Validation results are presented for several significant improvements released in Geant4 simulation tool, and the significance of the new models for computing in the Large Hadron Collider era is estimated. In particular, we estimate the ability of the Bertini cascade to simulate Compact Muon Solenoid (CMS) hadron calorimeter HCAL. LHC test beam activity has a tightly coupled cycle of simulation-to-data analysis. Typically, a Geant4 computer experiment is used to understand test beam measurements. Thus an another aspect of this thesis is a description of studies related to developing new CMS H2 test beam data analysis tools and performing data analysis on the basis of CMS Monte Carlo events. These events have been simulated in detail using Geant4 physics models, full CMS detector description, and event reconstruction. Using the ROOT data analysis framework we have developed an offline ANN-based approach to tag b-jets associated with heavy neutral Higgs particles, and we show that this kind of NN methodology can be successfully used to separate the Higgs signal from the background in the CMS experiment.

Oxidative stability of phytosterols in food models and foods

An important safety aspect to be considered when foods are enriched with phytosterols and phytostanols is the oxidative stability of these lipid compounds, i.e. their resistance to oxidation and thus to the formation of oxidation products. This study concentrated on producing scientific data to support this safety evaluation process. In the absence of an official method for analyzing of phytosterol/stanol oxidation products, we first developed a new gas chromatographic - mass spectrometric (GC-MS) method. We then investigated factors affecting these compounds' oxidative stability in lipid-based food models in order to identify critical conditions under which significant oxidation reactions may occur. Finally, the oxidative stability of phytosterols and stanols in enriched foods during processing and storage was evaluated. Enriched foods covered a range of commercially available phytosterol/stanol ingredients, different heat treatments during food processing, and different multiphase food structures. The GC-MS method was a powerful tool for measuring the oxidative stability. Data obtained in food model studies revealed that the critical factors for the formation and distribution of the main secondary oxidation products were sterol structure, reaction temperature, reaction time, and lipid matrix composition. Under all conditions studied, phytostanols as saturated compounds were more stable than unsaturated phytosterols. In addition, esterification made phytosterols more reactive than free sterols at low temperatures, while at high temperatures the situation was the reverse. Generally, oxidation reactions were more significant at temperatures above 100°C. At lower temperatures, the significance of these reactions increased with increasing reaction time. The effect of lipid matrix composition was dependent on temperature; at temperatures above 140°C, phytosterols were more stable in an unsaturated lipid matrix, whereas below 140°C they were more stable in a saturated lipid matrix. At 140°C, phytosterols oxidized at the same rate in both matrices. Regardless of temperature, phytostanols oxidized more in an unsaturated lipid matrix. Generally, the distribution of oxidation products seemed to be associated with the phase of overall oxidation. 7-ketophytosterols accumulated when oxidation had not yet reached the dynamic state. Once this state was attained, the major products were 5,6-epoxyphytosterols and 7-hydroxyphytosterols. The changes observed in phytostanol oxidation products were not as informative since all stanol oxides quantified represented hydroxyl compounds. The formation of these secondary oxidation products did not account for all of the phytosterol/stanol losses observed during the heating experiments, indicating the presence of dimeric, oligomeric or other oxidation products, especially when free phytosterols and stanols were heated at high temperatures. Commercially available phytosterol/stanol ingredients were stable during such food processes as spray-drying and ultra high temperature (UHT)-type heating and subsequent long-term storage. Pan-frying, however, induced phytosterol oxidation and was classified as a rather deteriorative process. Overall, the findings indicated that although phytosterols and stanols are stable in normal food processing conditions, attention should be paid to their use in frying. Complex interactions between other food constituents also suggested that when new phytosterol-enriched foods are developed their oxidative stability must first be established. The results presented here will assist in choosing safe conditions for phytosterol/stanol enrichment.

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.

Postoperative soft tissue defects in the ankle area : The etiology and methods of reconstruction

The risk is obvious for soft tissue complications after operative treatment of the Achilles tendon, calcaneal bone or after ankle arthroplasty. Such complications after malleolar fractures are, however, seldom seen. The reason behind these complications is that the soft tissue in this region is tight and does not allow much tension to the wound area after surgery. Furthermore the area of operation may be damaged by swelling after the injury, or can be affected by peripheral vascular disease. While complications in this area are unavoidable, they can be diminished. This study attempts to highlight the possible predisposing factors leading to complications in these operations and on the other hand, to determine the solutions to solve soft tissue problems in this region. The study consists of five papers. The first article is a reprint on the soft tissue reconstruction of 25 patients after their complicated Achilles tendon surgeries were analysed. The second study reviews a series of 126 patients after having undergone an operative treatment of calcaneal bone fractures and analyses the complications and possible reasons behind them. The third part analyses a series of corrections of 35 soft tissue complications after calcaneal fracture operations. The fourth part reviews a series of 7 patients who had undergone complicated ankle arthroplasties. The last article presents a series of post operative lateral defects of the ankle treated with a less frequently used distally based peroneus brevis muscle flap and analyses the results. What can be conducted from these studies is that in general, the results after the correction of even severe soft tissue complications in the ankle region are good. For the small defects around the Achilles tendon, the local flaps are useful, but the larger defects are best treated with a free flap. We found that a long delay from trauma to surgery and a long operating time were predisposing factors that lead to soft tissue complications after operatively treated calcaneal bone fractures. The more severe the injury, the greater the risk for wound complication. Surprisingly, the long-term results after infected calcaneal osteosyntheses were acceptable and the calcaneal bone seems to tolerate chronic infections very well if the soft tissue is reconstructed successfully. Behind the complicated ankle arthroplasties, unexpectedly high number of cases experiencing arteriosclerosis of the lower extremity was found. These complications lead to ankle fusion but can be solved with a free flap if the vascularity is intact or can be reconstructed. For this reason a vascular examination of the lower extremity arteries of the patients going to ankle arthroplasty is strongly recommended. Moreover postoperative lateral malleolar wound infections which typically create lateral ankle defects can successfully be treated with a peroneus brevis muscle flap covered with a free skin graft.

Applications of Treatment Effects Models and Semiparametric Estimation

This thesis is composed of an introductory chapter and four applications each of them constituting an own chapter. The common element underlying each of the chapters is the econometric methodology. The applications rely mostly on the leading econometric techniques related to estimation of causal effects. The first chapter introduces the econometric techniques that are employed in the remaining chapters. Chapter 2 studies the effects of shocking news on student performance. It exploits the fact that the school shooting in Kauhajoki in 2008 coincided with the matriculation examination period of that fall. It shows that the performance of men declined due to the news of the school shooting. For women the similar pattern remains unobserved. Chapter 3 studies the effects of minimum wage on employment by employing the original Card and Krueger (1994; CK) and Neumark and Wascher (2000; NW) data together with the changes-in-changes (CIC) estimator. As the main result it shows that the employment effect of an increase in the minimum wage is positive for small fast-food restaurants and negative for big fast-food restaurants. Therefore, it shows that the controversial positive employment effect reported by CK is overturned for big fast-food restaurants and that the NW data are shown, in contrast to their original results, to provide support for the positive employment effect. Chapter 4 employs the state-specific U.S. data (collected by Cohen and Einav [2003; CE]) on traffic fatalities to re-evaluate the effects of seat belt laws on the traffic fatalities by using the CIC estimator. It confirms the CE results that on the average an implementation of a mandatory seat belt law results in an increase in the seat belt usage rate and a decrease in the total fatality rate. In contrast to CE, it also finds evidence on compensating-behavior theory, which is observed especially in the states by the border of the U.S. Chapter 5 studies the life cycle consumption in Finland, with the special interest laid on the baby boomers and the older households. It shows that the baby boomers smooth their consumption over the life cycle more than other generations. It also shows that the old households smoothed their life cycle consumption more as a result of the recession in the 1990s, compared to young households.

Dynamic Factor Models and Forecasting Finnish Macroeconomic Variables

In recent years, thanks to developments in information technology, large-dimensional datasets have been increasingly available. Researchers now have access to thousands of economic series and the information contained in them can be used to create accurate forecasts and to test economic theories. To exploit this large amount of information, researchers and policymakers need an appropriate econometric model.Usual time series models, vector autoregression for example, cannot incorporate more than a few variables. There are two ways to solve this problem: use variable selection procedures or gather the information contained in the series to create an index model. This thesis focuses on one of the most widespread index model, the dynamic factor model (the theory behind this model, based on previous literature, is the core of the first part of this study), and its use in forecasting Finnish macroeconomic indicators (which is the focus of the second part of the thesis). In particular, I forecast economic activity indicators (e.g. GDP) and price indicators (e.g. consumer price index), from 3 large Finnish datasets. The first dataset contains a large series of aggregated data obtained from the Statistics Finland database. The second dataset is composed by economic indicators from Bank of Finland. The last dataset is formed by disaggregated data from Statistic Finland, which I call micro dataset. The forecasts are computed following a two steps procedure: in the first step I estimate a set of common factors from the original dataset. The second step consists in formulating forecasting equations including the factors extracted previously. The predictions are evaluated using relative mean squared forecast error, where the benchmark model is a univariate autoregressive model. The results are dataset-dependent. The forecasts based on factor models are very accurate for the first dataset (the Statistics Finland one), while they are considerably worse for the Bank of Finland dataset. The forecasts derived from the micro dataset are still good, but less accurate than the ones obtained in the first case. This work leads to multiple research developments. The results here obtained can be replicated for longer datasets. The non-aggregated data can be represented in an even more disaggregated form (firm level). Finally, the use of the micro data, one of the major contributions of this thesis, can be useful in the imputation of missing values and the creation of flash estimates of macroeconomic indicator (nowcasting).

Dynamic nature of proteins - interpretation of residual dipolar couplings

Protein conformations and dynamics can be studied by nuclear magnetic resonance spectroscopy using dilute liquid crystalline samples. This work clarifies the interpretation of residual dipolar coupling data yielded by the experiments. It was discovered that unfolded proteins without any additional structure beyond that of a mere polypeptide chain exhibit residual dipolar couplings. Also, it was found that molecular dynamics induce fluctuations in the molecular alignment and doing so affect residual dipolar couplings. The finding clarified the origins of low order parameter values observed earlier. The work required the development of new analytical and computational methods for the prediction of intrinsic residual dipolar coupling profiles for unfolded proteins. The presented characteristic chain model is able to reproduce the general trend of experimental residual dipolar couplings for denatured proteins. The details of experimental residual dipolar coupling profiles are beyond the analytical model, but improvements are proposed to achieve greater accuracy. A computational method for rapid prediction of unfolded protein residual dipolar couplings was also developed. Protein dynamics were shown to modulate the effective molecular alignment in a dilute liquid crystalline medium. The effects were investigated from experimental and molecular dynamics generated conformational ensembles of folded proteins. It was noted that dynamics induced alignment is significant especially for the interpretation of molecular dynamics in small, globular proteins. A method of correction was presented. Residual dipolar couplings offer an attractive possibility for the direct observation of protein conformational preferences and dynamics. The presented models and methods of analysis provide significant advances in the interpretation of residual dipolar coupling data from proteins.

Computational Methods for Reconstruction and Analysis of Genome-Scale Metabolic Networks

Metabolism is the cellular subsystem responsible for generation of energy from nutrients and production of building blocks for larger macromolecules. Computational and statistical modeling of metabolism is vital to many disciplines including bioengineering, the study of diseases, drug target identification, and understanding the evolution of metabolism. In this thesis, we propose efficient computational methods for metabolic modeling. The techniques presented are targeted particularly at the analysis of large metabolic models encompassing the whole metabolism of one or several organisms. We concentrate on three major themes of metabolic modeling: metabolic pathway analysis, metabolic reconstruction and the study of evolution of metabolism. In the first part of this thesis, we study metabolic pathway analysis. We propose a novel modeling framework called gapless modeling to study biochemically viable metabolic networks and pathways. In addition, we investigate the utilization of atom-level information on metabolism to improve the quality of pathway analyses. We describe efficient algorithms for discovering both gapless and atom-level metabolic pathways, and conduct experiments with large-scale metabolic networks. The presented gapless approach offers a compromise in terms of complexity and feasibility between the previous graph-theoretic and stoichiometric approaches to metabolic modeling. Gapless pathway analysis shows that microbial metabolic networks are not as robust to random damage as suggested by previous studies. Furthermore the amino acid biosynthesis pathways of the fungal species Trichoderma reesei discovered from atom-level data are shown to closely correspond to those of Saccharomyces cerevisiae. In the second part, we propose computational methods for metabolic reconstruction in the gapless modeling framework. We study the task of reconstructing a metabolic network that does not suffer from connectivity problems. Such problems often limit the usability of reconstructed models, and typically require a significant amount of manual postprocessing. We formulate gapless metabolic reconstruction as an optimization problem and propose an efficient divide-and-conquer strategy to solve it with real-world instances. We also describe computational techniques for solving problems stemming from ambiguities in metabolite naming. These techniques have been implemented in a web-based sofware ReMatch intended for reconstruction of models for 13C metabolic flux analysis. In the third part, we extend our scope from single to multiple metabolic networks and propose an algorithm for inferring gapless metabolic networks of ancestral species from phylogenetic data. Experimenting with 16 fungal species, we show that the method is able to generate results that are easily interpretable and that provide hypotheses about the evolution of metabolism.

Statistical and Information-Theoretic Methods for Data-Analysis

In this Thesis, we develop theory and methods for computational data analysis. The problems in data analysis are approached from three perspectives: statistical learning theory, the Bayesian framework, and the information-theoretic minimum description length (MDL) principle. Contributions in statistical learning theory address the possibility of generalization to unseen cases, and regression analysis with partially observed data with an application to mobile device positioning. In the second part of the Thesis, we discuss so called Bayesian network classifiers, and show that they are closely related to logistic regression models. In the final part, we apply the MDL principle to tracing the history of old manuscripts, and to noise reduction in digital signals.

Theory and Analysis of Classic Heavy Metal Harmony

This thesis explores melodic and harmonic features of heavy metal, and while doing so, explores various methods of music analysis; their applicability and limitations regarding the study of heavy metal music. The study is built on three general hypotheses according to which 1) acoustic characteristics play a significant role for chord constructing in heavy metal, 2) heavy metal has strong ties and similarities with other Western musical styles, and 3) theories and analytical methods of Western art music may be applied to heavy metal. It seems evident that in heavy metal some chord structures appear far more frequently than others. It is suggested here that the fundamental reason for this is the use of guitar distortion effect. Subsequently, theories as to how and under what principles heavy metal is constructed need to be put under discussion; analytical models regarding the classification of consonance and dissonance and chord categorization are here revised to meet the common practices of this music. It is evident that heavy metal is not an isolated style of music; it is seen here as a cultural fusion of various musical styles. Moreover, it is suggested that the theoretical background to the construction of Western music and its analysis can offer invaluable insights to heavy metal. However, the analytical methods need to be reformed to some extent to meet the characteristics of the music. This reformation includes an accommodation of linear and functional theories that has been found rather rarely in music theory and musicology.

Uncertainty in forest simulators and forest planning systems

The forest simulator is a computerized model for predicting forest growth and future development as well as effects of forest harvests and treatments. The forest planning system is a decision support tool, usually including a forest simulator and an optimisation model, for finding the optimal forest management actions. The information produced by forest simulators and forest planning systems is used for various analytical purposes and in support of decision making. However, the quality and reliability of this information can often be questioned. Natural variation in forest growth and estimation errors in forest inventory, among other things, cause uncertainty in predictions of forest growth and development. This uncertainty stemming from different sources has various undesirable effects. In many cases outcomes of decisions based on uncertain information are something else than desired. The objective of this thesis was to study various sources of uncertainty and their effects in forest simulators and forest planning systems. The study focused on three notable sources of uncertainty: errors in forest growth predictions, errors in forest inventory data, and stochastic fluctuation of timber assortment prices. Effects of uncertainty were studied using two types of forest growth models, individual tree-level models and stand-level models, and with various error simulation methods. New method for simulating more realistic forest inventory errors was introduced and tested. Also, three notable sources of uncertainty were combined and their joint effects on stand-level net present value estimates were simulated. According to the results, the various sources of uncertainty can have distinct effects in different forest growth simulators. The new forest inventory error simulation method proved to produce more realistic errors. The analysis on the joint effects of various sources of uncertainty provided interesting knowledge about uncertainty in forest simulators.

Remote sensing of boreal land cover: estimation of forest attributes and extent

Remote sensing provides methods to infer land cover information over large geographical areas at a variety of spatial and temporal resolutions. Land cover is input data for a range of environmental models and information on land cover dynamics is required for monitoring the implications of global change. Such data are also essential in support of environmental management and policymaking. Boreal forests are a key component of the global climate and a major sink of carbon. The northern latitudes are expected to experience a disproportionate and rapid warming, which can have a major impact on vegetation at forest limits. This thesis examines the use of optical remote sensing for estimating aboveground biomass, leaf area index (LAI), tree cover and tree height in the boreal forests and tundra taiga transition zone in Finland. The continuous fields of forest attributes are required, for example, to improve the mapping of forest extent. The thesis focus on studying the feasibility of satellite data at multiple spatial resolutions, assessing the potential of multispectral, -angular and -temporal information, and provides regional evaluation for global land cover data. Preprocessed ASTER, MISR and MODIS products are the principal satellite data. The reference data consist of field measurements, forest inventory data and fine resolution land cover maps. Fine resolution studies demonstrate how statistical relationships between biomass and satellite data are relatively strong in single species and low biomass mountain birch forests in comparison to higher biomass coniferous stands. The combination of forest stand data and fine resolution ASTER images provides a method for biomass estimation using medium resolution MODIS data. The multiangular data improve the accuracy of land cover mapping in the sparsely forested tundra taiga transition zone, particularly in mires. Similarly, multitemporal data improve the accuracy of coarse resolution tree cover estimates in comparison to single date data. Furthermore, the peak of the growing season is not necessarily the optimal time for land cover mapping in the northern boreal regions. The evaluated coarse resolution land cover data sets have considerable shortcomings in northernmost Finland and should be used with caution in similar regions. The quantitative reference data and upscaling methods for integrating multiresolution data are required for calibration of statistical models and evaluation of land cover data sets. The preprocessed image products have potential for wider use as they can considerably reduce the time and effort used for data processing.

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.