30 resultados para Variability Modeling

em Helda - Digital Repository of University of Helsinki


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Multi- and intralake datasets of fossil midge assemblages in surface sediments of small shallow lakes in Finland were studied to determine the most important environmental factors explaining trends in midge distribution and abundance. The aim was to develop palaeoenvironmental calibration models for the most important environmental variables for the purpose of reconstructing past environmental conditions. The developed models were applied to three high-resolution fossil midge stratigraphies from southern and eastern Finland to interpret environmental variability over the past 2000 years, with special focus on the Medieval Climate Anomaly (MCA), the Little Ice Age (LIA) and recent anthropogenic changes. The midge-based results were compared with physical properties of the sediment, historical evidence and environmental reconstructions based on diatoms (Bacillariophyta), cladocerans (Crustacea: Cladocera) and tree rings. The results showed that the most important environmental factor controlling midge distribution and abundance along a latitudinal gradient in Finland was the mean July air temperature (TJul). However, when the dataset was environmentally screened to include only pristine lakes, water depth at the sampling site became more important. Furthermore, when the dataset was geographically scaled to southern Finland, hypolimnetic oxygen conditions became the dominant environmental factor. The results from an intralake dataset from eastern Finland showed that the most important environmental factors controlling midge distribution within a lake basin were river contribution, water depth and submerged vegetation patterns. In addition, the results of the intralake dataset showed that the fossil midge assemblages represent fauna that lived in close proximity to the sampling sites, thus enabling the exploration of within-lake gradients in midge assemblages. Importantly, this within-lake heterogeneity in midge assemblages may have effects on midge-based temperature estimations, because samples taken from the deepest point of a lake basin may infer considerably colder temperatures than expected, as shown by the present test results. Therefore, it is suggested here that the samples in fossil midge studies involving shallow boreal lakes should be taken from the sublittoral, where the assemblages are most representative of the whole lake fauna. Transfer functions between midge assemblages and the environmental forcing factors that were significantly related with the assemblages, including mean air TJul, water depth, hypolimnetic oxygen, stream flow and distance to littoral vegetation, were developed using weighted averaging (WA) and weighted averaging-partial least squares (WA-PLS) techniques, which outperformed all the other tested numerical approaches. Application of the models in downcore studies showed mostly consistent trends. Based on the present results, which agreed with previous studies and historical evidence, the Medieval Climate Anomaly between ca. 800 and 1300 AD in eastern Finland was characterized by warm temperature conditions and dry summers, but probably humid winters. The Little Ice Age (LIA) prevailed in southern Finland from ca. 1550 to 1850 AD, with the coldest conditions occurring at ca. 1700 AD, whereas in eastern Finland the cold conditions prevailed over a longer time period, from ca. 1300 until 1900 AD. The recent climatic warming was clearly represented in all of the temperature reconstructions. In the terms of long-term climatology, the present results provide support for the concept that the North Atlantic Oscillation (NAO) index has a positive correlation with winter precipitation and annual temperature and a negative correlation with summer precipitation in eastern Finland. In general, the results indicate a relatively warm climate with dry summers but snowy winters during the MCA and a cool climate with rainy summers and dry winters during the LIA. The results of the present reconstructions and the forthcoming applications of the models can be used in assessments of long-term environmental dynamics to refine the understanding of past environmental reference conditions and natural variability required by environmental scientists, ecologists and policy makers to make decisions concerning the presently occurring global, regional and local changes. The developed midge-based models for temperature, hypolimnetic oxygen, water depth, littoral vegetation shift and stream flow, presented in this thesis, are open for scientific use on request.

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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.

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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.

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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.

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Cyclosporine is an immunosuppressant drug with a narrow therapeutic index and large variability in pharmacokinetics. To improve cyclosporine dose individualization in children, we used population pharmacokinetic modeling to study the effects of developmental, clinical, and genetic factors on cyclosporine pharmacokinetics in altogether 176 subjects (age range: 0.36–20.2 years) before and up to 16 years after renal transplantation. Pre-transplantation test doses of cyclosporine were given intravenously (3 mg/kg) and orally (10 mg/kg), on separate occasions, followed by blood sampling for 24 hours (n=175). After transplantation, in a total of 137 patients, cyclosporine concentration was quantified at trough, two hours post-dose, or with dose-interval curves. One-hundred-four of the studied patients were genotyped for 17 putatively functionally significant sequence variations in the ABCB1, SLCO1B1, ABCC2, CYP3A4, CYP3A5, and NR1I2 genes. Pharmacokinetic modeling was performed with the nonlinear mixed effects modeling computer program, NONMEM. A 3-compartment population pharmacokinetic model with first order absorption without lag-time was used to describe the data. The most important covariate affecting systemic clearance and distribution volume was allometrically scaled body weight i.e. body weight**3/4 for clearance and absolute body weight for volume of distribution. The clearance adjusted by absolute body weight declined with age and pre-pubertal children (< 8 years) had an approximately 25% higher clearance/body weight (L/h/kg) than did older children. Adjustment of clearance for allometric body weight removed its relationship to age after the first year of life. This finding is consistent with a gradual reduction in relative liver size towards adult values, and a relatively constant CYP3A content in the liver from about 6–12 months of age to adulthood. The other significant covariates affecting cyclosporine clearance and volume of distribution were hematocrit, plasma cholesterol, and serum creatinine, explaining up to 20%–30% of inter-individual differences before transplantation. After transplantation, their predictive role was smaller, as the variations in hematocrit, plasma cholesterol, and serum creatinine were also smaller. Before transplantation, no clinical or demographic covariates were found to affect oral bioavailability, and no systematic age-related changes in oral bioavailability were observed. After transplantation, older children receiving cyclosporine twice daily as the gelatine capsule microemulsion formulation had an about 1.25–1.3 times higher bioavailability than did the younger children receiving the liquid microemulsion formulation thrice daily. Moreover, cyclosporine oral bioavailability increased over 1.5-fold in the first month after transplantation, returning thereafter gradually to its initial value in 1–1.5 years. The largest cyclosporine doses were administered in the first 3–6 months after transplantation, and thereafter the single doses of cyclosporine were often smaller than 3 mg/kg. Thus, the results suggest that cyclosporine displays dose-dependent, saturable pre-systemic metabolism even at low single doses, whereas complete saturation of CYP3A4 and MDR1 (P-glycoprotein) renders cyclosporine pharmacokinetics dose-linear at higher doses. No significant associations were found between genetic polymorphisms and cyclosporine pharmacokinetics before transplantation in the whole population for which genetic data was available (n=104). However, in children older than eight years (n=22), heterozygous and homozygous carriers of the ABCB1 c.2677T or c.1236T alleles had an about 1.3 times or 1.6 times higher oral bioavailability, respectively, than did non-carriers. After transplantation, none of the ABCB1 SNPs or any other SNPs were found to be associated with cyclosporine clearance or oral bioavailability in the whole population, in the patients older than eight years, or in the patients younger than eight years. In the whole population, in those patients carrying the NR1I2 g.-25385C–g.-24381A–g.-205_-200GAGAAG–g.7635G–g.8055C haplotype, however, the bioavailability of cyclosporine was about one tenth lower, per allele, than in non-carriers. This effect was significant also in a subgroup of patients older than eight years. Furthermore, in patients carrying the NR1I2 g.-25385C–g.-24381A–g.-205_-200GAGAAG–g.7635G–g.8055T haplotype, the bioavailability was almost one fifth higher, per allele, than in non-carriers. It may be possible to improve individualization of cyclosporine dosing in children by accounting for the effects of developmental factors (body weight, liver size), time after transplantation, and cyclosporine dosing frequency/formulation. Further studies are required on the predictive value of genotyping for individualization of cyclosporine dosing in children.

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Airway inflammation is a key feature of bronchial asthma. In asthma management, according to international guidelines, the gold standard is anti-inflammatory treatment. Currently, only conventional procedures (i.e., symptoms, use of rescue medication, PEF-variability, and lung function tests) were used to both diagnose and evaluate the results of treatment with anti-inflammatory drugs. New methods for evaluation of degree of airway inflammation are required. Nitric oxide (NO) is a gas which is produced in the airways of healthy subjects and especially produced in asthmatic airways. Measurement of NO from the airways is possible, and NO can be measured from exhaled air. Fractional exhaled NO (FENO) is increased in asthma, and the highest concentrations are measured in asthmatic patients not treated with inhaled corticosteroids (ICS). Steroid-treated patients with asthma had levels of FENO similar to those of healthy controls. Atopic asthmatics had higher levels of FENO than did nonatopic asthmatics, indicating that level of atopy affected FENO level. Associations between FENO and bronchial hyperresponsiveness (BHR) occur in asthma. The present study demonstrated that measurement of FENO had good reproducibility, and the FENO variability was reasonable both short- and long-term in both healthy subjects and patients with respiratory symptoms or asthma. We demonstrated the upper normal limit for healthy subjects, which was 12 ppb calculated from two different healthy study populations. We showed that patients with respiratory symptoms who did not fulfil the diagnostic criteria of asthma had FENO values significantly higher than in healthy subjects, but significantly lower than in asthma patients. These findings suggest that BHR to histamine is a sensitive indicator of the effect of ICS and a valuable tool for adjustment of corticosteroid treatment in mild asthma. The findings further suggest that intermittent treatment periods of a few weeks’ duration are insufficient to provide long-term control of BHR in patients with mild persistent asthma. Moreover, during the treatment with ICS changes in BHR and changes in FENO were associated. FENO level was associated with BHR measured by a direct (histamine challenge) or indirect method (exercise challenge) in steroid-naïve symptomatic, non-smoking asthmatics. Although these associations could be found only in atopics, FENO level in nonatopic asthma was also increased. It can thus be concluded that assessment of airway inflammation by measuring FENO can be useful for clinical purposes. The methodology of FENO measurements is now validated. Especially in those patients with respiratory symptoms who did not fulfil the diagnostic criteria of asthma, FENO measurement can aid in treatment decisions. Serial measurement of FENO during treatment with ICS can be a complementary or an alternative method for evaluation in patients with asthma.

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Aerosols impact the planet and our daily lives through various effects, perhaps most notably those related to their climatic and health-related consequences. While there are several primary particle sources, secondary new particle formation from precursor vapors is also known to be a frequent, global phenomenon. Nevertheless, the formation mechanism of new particles, as well as the vapors participating in the process, remain a mystery. This thesis consists of studies on new particle formation specifically from the point of view of numerical modeling. A dependence of formation rate of 3 nm particles on the sulphuric acid concentration to the power of 1-2 has been observed. This suggests nucleation mechanism to be of first or second order with respect to the sulphuric acid concentration, in other words the mechanisms based on activation or kinetic collision of clusters. However, model studies have had difficulties in replicating the small exponents observed in nature. The work done in this thesis indicates that the exponents may be lowered by the participation of a co-condensing (and potentially nucleating) low-volatility organic vapor, or by increasing the assumed size of the critical clusters. On the other hand, the presented new and more accurate method for determining the exponent indicates high diurnal variability. Additionally, these studies included several semi-empirical nucleation rate parameterizations as well as a detailed investigation of the analysis used to determine the apparent particle formation rate. Due to their high proportion of the earth's surface area, oceans could potentially prove to be climatically significant sources of secondary particles. In the lack of marine observation data, new particle formation events in a coastal region were parameterized and studied. Since the formation mechanism is believed to be similar, the new parameterization was applied in a marine scenario. The work showed that marine CCN production is feasible in the presence of additional vapors contributing to particle growth. Finally, a new method to estimate concentrations of condensing organics was developed. The algorithm utilizes a Markov chain Monte Carlo method to determine the required combination of vapor concentrations by comparing a measured particle size distribution with one from an aerosol dynamics process model. The evaluation indicated excellent agreement against model data, and initial results with field data appear sound as well.

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This thesis contains three subject areas concerning particulate matter in urban area air quality: 1) Analysis of the measured concentrations of particulate matter mass concentrations in the Helsinki Metropolitan Area (HMA) in different locations in relation to traffic sources, and at different times of year and day. 2) The evolution of traffic exhaust originated particulate matter number concentrations and sizes in local street scale are studied by a combination of a dispersion model and an aerosol process model. 3) Some situations of high particulate matter concentrations are analysed with regard to their meteorological origins, especially temperature inversion situations, in the HMA and three other European cities. The prediction of the occurrence of meteorological conditions conducive to elevated particulate matter concentrations in the studied cities is examined. The performance of current numerical weather forecasting models in the case of air pollution episode situations is considered. The study of the ambient measurements revealed clear diurnal variation of the PM10 concentrations in the HMA measurement sites, irrespective of the year and the season of the year. The diurnal variation of local vehicular traffic flows seemed to have no substantial correlation with the PM2.5 concentrations, indicating that the PM10 concentrations were originated mainly from local vehicular traffic (direct emissions and suspension), while the PM2.5 concentrations were mostly of regionally and long-range transported origin. The modelling study of traffic exhaust dispersion and transformation showed that the number concentrations of particles originating from street traffic exhaust undergo a substantial change during the first tens of seconds after being emitted from the vehicle tailpipe. The dilution process was shown to dominate total number concentrations. Minimal effect of both condensation and coagulation was seen in the Aitken mode number concentrations. The included air pollution episodes were chosen on the basis of occurrence in either winter or spring, and having at least partly local origin. In the HMA, air pollution episodes were shown to be linked to predominantly stable atmospheric conditions with high atmospheric pressure and low wind speeds in conjunction with relatively low ambient temperatures. For the other European cities studied, the best meteorological predictors for the elevated concentrations of PM10 were shown to be temporal (hourly) evolutions of temperature inversions, stable atmospheric stability and in some cases, wind speed. Concerning the weather prediction during particulate matter related air pollution episodes, the use of the studied models were found to overpredict pollutant dispersion, leading to underprediction of pollutant concentration levels.