2 resultados para Value-at-Risk forecasting

em Reposit


Relevância:

30.00% 30.00%

Publicador:

Resumo:

For climate risk management, cumulative distribution functions (CDFs) are an important source of information. They are ideally suited to compare probabilistic forecasts of primary (e.g. rainfall) or secondary data (e.g. crop yields). Summarised as CDFs, such forecasts allow an easy quantitative assessment of possible, alternative actions. Although the degree of uncertainty associated with CDF estimation could influence decisions, such information is rarely provided. Hence, we propose Cox-type regression models (CRMs) as a statistical framework for making inferences on CDFs in climate science. CRMs were designed for modelling probability distributions rather than just mean or median values. This makes the approach appealing for risk assessments where probabilities of extremes are often more informative than central tendency measures. CRMs are semi-parametric approaches originally designed for modelling risks arising from time-to-event data. Here we extend this original concept beyond time-dependent measures to other variables of interest. We also provide tools for estimating CDFs and surrounding uncertainty envelopes from empirical data. These statistical techniques intrinsically account for non-stationarities in time series that might be the result of climate change. This feature makes CRMs attractive candidates to investigate the feasibility of developing rigorous global circulation model (GCM)-CRM interfaces for provision of user-relevant forecasts. To demonstrate the applicability of CRMs, we present two examples for El Ni ? no/Southern Oscillation (ENSO)-based forecasts: the onset date of the wet season (Cairns, Australia) and total wet season rainfall (Quixeramobim, Brazil). This study emphasises the methodological aspects of CRMs rather than discussing merits or limitations of the ENSO-based predictors.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Resumo: Predição da concentração de baixo risco de diflubenzuron para organismos aquáticos e avaliação da argila e brita na redução da toxicidade. O diflubenzuron é um inseticida que além de ser usado agricultura, tem sido amplamente empregado na piscicultura, apesar do seu uso ser proibido nesta atividade. Este composto não consta na lista da legislação brasileira que estabelece limites máximos permissíveis em corpos de água para a proteção das comunidades aquáticas. No presente trabalho, a partir da toxicidade do diflubenzuron em organismos não-alvo, foi calculada a concentração de risco para somente 5% das espécies (HC5). O valor deste parâmetro foi estimado em aproximadamente 7 x 10-6 mg L-1 . Este baixo valor é devido à extremamente alta toxicidade do diflubenzuron para dafnídeos e à grande variação de sensibilidade entre as espécies testadas. Dois matérias de relativamente baixo custo se mostraram eficientes na remoção da toxicidade do diflubenzuron de soluções contendo este composto. Dentre esses materiais, a argila expandida promoveu a redução em aproximadamente 50% da toxicidade de uma solução contendo diflubenzuron. Os resultados podem contribuir para políticas públicas no Brasil relacionadas ao estabelecimento de limites máximos permissíveis de xenobióticos no compartimento aquático. Também, para a pesquisa de matérias inertes e de baixo custo com potencial de remoção de xenobióticos presentes em efluentes da aquicultura ou da agricultura. Abstract: Diflubenzuron is an insecticide that, besides being used in the agriculture, has been widely used in fish farming. However, its use is prohibited in this activity. Diflubenzuron is not in the list of Brazilian legislation establishing maximum permissible limits in water bodies for the protection of aquatic communities. In this paper, according toxicity data of diflubenzuron in non-target organisms, it was calculated an hazardous concentration for only 5% of the species (HC5) of the aquatic community. This parameter value was estimated to be about 7 x 10 -6 mg L -1 . The low value is due to the extreme high toxicity of diflubenzuron to daphnids and to the large variation in sensitivity among the species tested. Two relatively low cost and inert materials were efficient in removing the diflubenzuron from solutions containing this compound. Among these materials, expanded clay shown to promote reduction of approximately 50% of the toxicity of a solution containing diflubenzuron. The results may contribute to the establishment of public policies in Brazil associated to the definition of maximum permissible limits of xenobiotics in the aquatic compartment. This study is also relevant to the search of low cost and inert materials for xenobiotics removal from aquaculture or agricultural effluents.