9 resultados para State space modelling

em Helda - Digital Repository of University of Helsinki


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Population dynamics are generally viewed as the result of intrinsic (purely density dependent) and extrinsic (environmental) processes. Both components, and potential interactions between those two, have to be modelled in order to understand and predict dynamics of natural populations; a topic that is of great importance in population management and conservation. This thesis focuses on modelling environmental effects in population dynamics and how effects of potentially relevant environmental variables can be statistically identified and quantified from time series data. Chapter I presents some useful models of multiplicative environmental effects for unstructured density dependent populations. The presented models can be written as standard multiple regression models that are easy to fit to data. Chapters II IV constitute empirical studies that statistically model environmental effects on population dynamics of several migratory bird species with different life history characteristics and migration strategies. In Chapter II, spruce cone crops are found to have a strong positive effect on the population growth of the great spotted woodpecker (Dendrocopos major), while cone crops of pine another important food resource for the species do not effectively explain population growth. The study compares rate- and ratio-dependent effects of cone availability, using state-space models that distinguish between process and observation error in the time series data. Chapter III shows how drought, in combination with settling behaviour during migration, produces asymmetric spatially synchronous patterns of population dynamics in North American ducks (genus Anas). Chapter IV investigates the dynamics of a Finnish population of skylark (Alauda arvensis), and point out effects of rainfall and habitat quality on population growth. Because the skylark time series and some of the environmental variables included show strong positive autocorrelation, the statistical significances are calculated using a Monte Carlo method, where random autocorrelated time series are generated. Chapter V is a simulation-based study, showing that ignoring observation error in analyses of population time series data can bias the estimated effects and measures of uncertainty, if the environmental variables are autocorrelated. It is concluded that the use of state-space models is an effective way to reach more accurate results. In summary, there are several biological assumptions and methodological issues that can affect the inferential outcome when estimating environmental effects from time series data, and that therefore need special attention. The functional form of the environmental effects and potential interactions between environment and population density are important to deal with. Other issues that should be considered are assumptions about density dependent regulation, modelling potential observation error, and when needed, accounting for spatial and/or temporal autocorrelation.

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The Thesis presents a state-space model for a basketball league and a Kalman filter algorithm for the estimation of the state of the league. In the state-space model, each of the basketball teams is associated with a rating that represents its strength compared to the other teams. The ratings are assumed to evolve in time following a stochastic process with independent Gaussian increments. The estimation of the team ratings is based on the observed game scores that are assumed to depend linearly on the true strengths of the teams and independent Gaussian noise. The team ratings are estimated using a recursive Kalman filter algorithm that produces least squares optimal estimates for the team strengths and predictions for the scores of the future games. Additionally, if the Gaussianity assumption holds, the predictions given by the Kalman filter maximize the likelihood of the observed scores. The team ratings allow probabilistic inference about the ranking of the teams and their relative strengths as well as about the teams’ winning probabilities in future games. The predictions about the winners of the games are correct 65-70% of the time. The team ratings explain 16% of the random variation observed in the game scores. Furthermore, the winning probabilities given by the model are concurrent with the observed scores. The state-space model includes four independent parameters that involve the variances of noise terms and the home court advantage observed in the scores. The Thesis presents the estimation of these parameters using the maximum likelihood method as well as using other techniques. The Thesis also gives various example analyses related to the American professional basketball league, i.e., National Basketball Association (NBA), and regular seasons played in year 2005 through 2010. Additionally, the season 2009-2010 is discussed in full detail, including the playoffs.

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Many active pharmaceutical ingredients (APIs) have both anhydrate and hydrate forms. Due to the different physicochemical properties of solid forms, the changes in solid-state may result in therapeutic, pharmaceutical, legal and commercial problems. In order to obtain good solid dosage form quality and performance, there is a constant need to understand and control these phase transitions during manufacturing and storage. Thus it is important to detect and also quantify the possible transitions between the different forms. In recent years, vibrational spectroscopy has become an increasingly popular tool to characterise the solid-state forms and their phase transitions. It offers several advantages over other characterisation techniques including an ability to obtain molecular level information, minimal sample preparation, and the possibility of monitoring changes non-destructively in-line. Dehydration is the phase transition of hydrates which is frequently encountered during the dosage form production and storage. The aim of the present thesis was to investigate the dehydration behaviour of diverse pharmaceutical hydrates by near infrared (NIR), Raman and terahertz pulsed spectroscopic (TPS) monitoring together with multivariate data analysis. The goal was to reveal new perspectives for investigation of the dehydration at the molecular level. Solid-state transformations were monitored during dehydration of diverse hydrates on hot-stage. The results obtained from qualitative experiments were used to develop a method and perform the quantification of the solid-state forms during process induced dehydration in a fluidised bed dryer. Both in situ and in-line process monitoring and quantification was performed. This thesis demonstrated the utility of vibrational spectroscopy techniques and multivariate modelling to monitor and investigate dehydration behaviour in situ and during fluidised bed drying. All three spectroscopic methods proved complementary in the study of dehydration. NIR spectroscopy models could quantify the solid-state forms in the binary system, but were unable to quantify all the forms in the quaternary system. Raman spectroscopy models on the other hand could quantify all four solid-state forms that appeared upon isothermal dehydration. The speed of spectroscopic methods makes them applicable for monitoring dehydration and the quantification of multiple forms was performed during phase transition. Thus the solid-state structure information at the molecular level was directly obtained. TPS detected the intermolecular phonon modes and Raman spectroscopy detected mostly the changes in intramolecular vibrations. Both techniques revealed information about the crystal structure changes. NIR spectroscopy, on the other hand was more sensitive to water content and hydrogen bonding environment of water molecules. This study provides a basis for real time process monitoring using vibrational spectroscopy during pharmaceutical manufacturing.

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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.

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The output of a laser is a high frequency propagating electromagnetic field with superior coherence and brightness compared to that emitted by thermal sources. A multitude of different types of lasers exist, which also translates into large differences in the properties of their output. Moreover, the characteristics of the electromagnetic field emitted by a laser can be influenced from the outside, e.g., by injecting an external optical field or by optical feedback. In the case of free-running solitary class-B lasers, such as semiconductor and Nd:YVO4 solid-state lasers, the phase space is two-dimensional, the dynamical variables being the population inversion and the amplitude of the electromagnetic field. The two-dimensional structure of the phase space means that no complex dynamics can be found. If a class-B laser is perturbed from its steady state, then the steady state is restored after a short transient. However, as discussed in part (i) of this Thesis, the static properties of class-B lasers, as well as their artificially or noise induced dynamics around the steady state, can be experimentally studied in order to gain insight on laser behaviour, and to determine model parameters that are not known ab initio. In this Thesis particular attention is given to the linewidth enhancement factor, which describes the coupling between the gain and the refractive index in the active material. A highly desirable attribute of an oscillator is stability, both in frequency and amplitude. Nowadays, however, instabilities in coupled lasers have become an active area of research motivated not only by the interesting complex nonlinear dynamics but also by potential applications. In part (ii) of this Thesis the complex dynamics of unidirectionally coupled, i.e., optically injected, class-B lasers is investigated. An injected optical field increases the dimensionality of the phase space to three by turning the phase of the electromagnetic field into an important variable. This has a radical effect on laser behaviour, since very complex dynamics, including chaos, can be found in a nonlinear system with three degrees of freedom. The output of the injected laser can be controlled in experiments by varying the injection rate and the frequency of the injected light. In this Thesis the dynamics of unidirectionally coupled semiconductor and Nd:YVO4 solid-state lasers is studied numerically and experimentally.

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A large proportion of our knowledge about the surfaces of atmosphereless solar-system bodies is obtained through remote-sensing measurements. The measurements can be carried out either as ground-based telescopic observations or space-based observations from orbiting spacecraft. In both cases, the measurement geometry normally varies during the observations due to the orbital motion of the target body, the spacecraft, etc.. As a result, the data are acquired over a variety of viewing and illumination angles. Surfaces of planetary bodies are usually covered with a layer of loose, broken-up rock material called the regolith whose physical properties affect the directional dependence of remote-sensed measurements. It is of utmost importance for correct interpretation of the remote-sensed data to understand the processes behind this alteration. In the thesis, the multi-angular effects that the physical properties of the regolith have on remote-sensing measurements are studied in two regimes of electromagnetic radiation, visible to near infrared and soft X-rays. These effects are here termed generally the regolith effects in remote sensing. Although the physical mechanisms that are important in these regions are largely different, notable similarities arise in the methodology that is used in the study of the regolith effects, including the characterization of the regolith both in experimental studies and in numerical simulations. Several novel experimental setups have been constructed for the thesis. Alongside the experimental work, theoretical modelling has been carried out, and results from both approaches are presented. Modelling of the directional behaviour of light scattered from a regolith is utilized to obtain shape and spin-state information of several asteroids from telescopic observations and to assess the surface roughness and single-scattering properties of lunar maria from spacecraft observations. One of the main conclusions is that the azimuthal direction is an important factor in detailed studies of planetary surfaces. In addition, even a single parameter, such as porosity, can alter the light scattering properties of a regolith significantly. Surface roughness of the regolith is found to alter the elemental fluorescence line ratios of a surface obtained through planetary soft X-ray spectrometry. The results presented in the thesis are among the first to report this phenomenon. Regolith effects need to be taken into account in the analysis of remote-sensed data, providing opportunities for retrieving physical parameters of the surface through inverse methods.

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In this dissertation we study the interaction between Saturn's moon Titan and the magnetospheric plasma and magnetic field. The method of research is a three-dimensional computer simulation model, that is used to simulate this interaction. The simulation model used is a hybrid model. Hybrid models enable individual tracking or tracing of ions and also take into account the particle motion in the propagation of the electromagnetic fields. The hybrid model has been developed at the Finnish Meteorological Institute. This thesis gives a general description of the effects that the solar wind has on Earth and other planets of our solar system. Planetary satellites can also have similar interactions with the solar wind but also with the plasma flows of planetary magnetospheres. Titan is clearly the largest among the satellites of Saturn and also the only known satellite with a dense atmosphere. It is the atmosphere that makes Titan's plasma interaction with the magnetosphere of Saturn so unique. Nevertheless, comparisons with the plasma interactions of other solar system bodies are valuable. Detecting charged plasma particles requires in situ measurements obtainable through scientific spacecraft. The Cassini mission has been one of the most remarkable international efforts in space science. Since 2004 the measurements and images obtained from instruments onboard the Cassini spacecraft have increased the scientific knowledge of Saturn as well as its satellites and magnetosphere in a way no one was probably able to predict. The current level of science on Titan is practically unthinkable without the Cassini mission. Many of the observations by Cassini instrument teams have influenced this research both the direct measurements of Titan as well as observations of its plasma environment. The theoretical principles of the hybrid modelling approach are presented in connection to the broader context of plasma simulations. The developed hybrid model is described in detail: e.g. the way the equations of the hybrid model are solved is shown explicitly. Several simulation techniques, such as the grid structure and various boundary conditions, are discussed in detail as well. The testing and monitoring of simulation runs is presented as an essential routine when running sophisticated and complex models. Several significant improvements of the model, that are in preparation, are also discussed. A main part of this dissertation are four scientific articles based on the results of the Titan model. The Titan model developed during the course of the Ph.D. research has been shown to be an important tool to understand Titan's plasma interaction. One reason for this is that the structures of the magnetic field around Titan are very much three-dimensional. The simulation results give a general picture of the magnetic fields in the vicinity of Titan. The magnetic fine structure of Titan's wake as seen in the simulations seems connected to Alfvén waves an important wave mode in space plasmas. The particle escape from Titan is also a major part of these studies. Our simulations show a bending or turning of Titan's ionotail that we have shown to be a direct result of the basic principles in plasma physics. Furthermore, the ion flux from the magnetosphere of Saturn into Titan's upper atmosphere has been studied. The modelled ion flux has asymmetries that would likely have a large impact in the heating in different parts of Titan's upper atmosphere.

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The goal of the single building information model has existed for at least thirty years and various standards have been published leading up to the ten-year development of the Industry Foundation Classes. These have been initiatives from researchers, software developers and standards committees. Now large property owners are becoming aware of the benefits of moving IT tools from specific applications towards more comprehensive solutions. This study addresses the state of Building Information Models and the conditions necessary for them to become more widely used. It is a qualitative study based on information from a number of international experts and has asked a series of questions about the feasibility of BIMs, the conditions necessary for their success, and the role of standards with particular reference to the IFCs. Some key statements were distilled from the diverse answers received and indicate that BIM solutions appear too complex for many and may need to be applied in limited areas initially. Standards are generally supported but not applied rigorously and a range of these are relevant to BIM. Benefits will depend upon the building procurement methods used and there should be special roles within the project team to manage information. Case studies are starting to appear and these could be used for publicity. The IFCs are rather oversold and their complexities should be hidden within simple-to-use software. Inevitably major questions remain and property owners may be the key to answering some of these. A framework for presenting standards, backed up by case studies of successful projects, is the solution proposed to provide better information on where particular BIM standards and solutions should be applied in building projects.

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Floating in the air that surrounds us is a number of small particles, invisible to the human eye. The mixture of air and particles, liquid or solid, is called an aerosol. Aerosols have significant effects on air quality, visibility and health, and on the Earth's climate. Their effect on the Earth's climate is the least understood of climatically relevant effects. They can scatter the incoming radiation from the Sun, or they can act as seeds onto which cloud droplets are formed. Aerosol particles are created directly, by human activity or natural reasons such as breaking ocean waves or sandstorms. They can also be created indirectly as vapors or very small particles are emitted into the atmosphere and they combine to form small particles that later grow to reach climatically or health relevant sizes. The mechanisms through which those particles are formed is still under scientific discussion, even though this knowledge is crucial to make air quality or climate predictions, or to understand how aerosols will influence and will be influenced by the climate's feedback loops. One of the proposed mechanisms responsible for new particle formation is ion-induced nucleation. This mechanism is based on the idea that newly formed particles were ultimately formed around an electric charge. The amount of available charges in the atmosphere varies depending on radon concentrations in the soil and in the air, as well as incoming ionizing radiation from outer space. In this thesis, ion-induced nucleation is investigated through long-term measurements in two different environments: in the background site of Hyytiälä and in the urban site that is Helsinki. The main conclusion of this thesis is that ion-induced nucleation generally plays a minor role in new particle formation. The fraction of particles formed varies from day to day and from place to place. The relative importance of ion-induced nucleation, i.e. the fraction of particles formed through ion-induced nucleation, is bigger in cleaner areas where the absolute number of particles formed is smaller. Moreover, ion-induced nucleation contributes to a bigger fraction of particles on warmer days, when the sulfuric acid and water vapor saturation ratios are lower. This analysis will help to understand the feedbacks associated with climate change.