16 resultados para autocorrelation

em University of Queensland eSpace - Australia


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We compare the performance of two different low-storage filter diagonalisation (LSFD) strategies in the calculation of complex resonance energies of the HO2, radical. The first is carried out within a complex-symmetric Lanczos subspace representation [H. Zhang, S.C. Smith, Phys. Chem. Chem. Phys. 3 (2001) 2281]. The second involves harmonic inversion of a real autocorrelation function obtained via a damped Chebychev recursion [V.A. Mandelshtam, H.S. Taylor, J. Chem. Phys. 107 (1997) 6756]. We find that while the Chebychev approach has the advantage of utilizing real algebra in the time-consuming process of generating the vector recursion, the Lanczos, method (using complex vectors) requires fewer iterations, especially for low-energy part of the spectrum. The overall efficiency in calculating resonances for these two methods is comparable for this challenging system. (C) 2001 Elsevier Science B.V. All rights reserved.

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This paper examines the statistical and economic significance of short-term autocorrelation in Australian equities. We document large negative first-order autocorrelation in individual stock returns. Preliminary results suggest this autocorrelation is economically significant, as two simple trading strategies based on the autocorrelation structure appear to yield large risk-adjusted returns. Further analysis, however, shows that these results are driven by the inclusion of small-capitalisation and low-priced stocks which are vulnerable to a number of market-microstructure-related problems. After revising the dataset to mitigate these problems, little evidence of economic significance remains.

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Minimum/maximum autocorrelation factor (MAF) is a suitable algorithm for orthogonalization of a vector random field. Orthogonalization avoids the use of multivariate geostatistics during joint stochastic modeling of geological attributes. This manuscript demonstrates in a practical way that computation of MAF is the same as discriminant analysis of the nested structures. Mathematica software is used to illustrate MAF calculations from a linear model of coregionalization (LMC) model. The limitation of two nested structures in the LMC for MAF is also discussed and linked to the effects of anisotropy and support. The analysis elucidates the matrix properties behind the approach and clarifies relationships that may be useful for model-based approaches. (C) 2003 Elsevier Science Ltd. All rights reserved.

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The degree and distribution of parasitisation in relation to densities of pink wax scale, Ceroplastes rubens Maskell, on umbrella trees, Schefflera actinophylla (Endl.), in south-eastern Queensland were investigated to determine whether scale outbreaks could be attributed, in part, to low levels of parasitisation. Rates of parasitisation were independent of or inversely dependent on host density, and highly variable, especially at low densities. The absence of density dependent parasitisation may occur as a result of: (i) non-aggregation by parasitoids; (ii) aggregation by parasitoids where parasitisation is limited by intrinsic or extrinsic factors; and/or (iii) high rates of hyperparasitisation.

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The majority of past and current individual-tree growth modelling methodologies have failed to characterise and incorporate structured stochastic components. Rather, they have relied on deterministic predictions or have added an unstructured random component to predictions. In particular, spatial stochastic structure has been neglected, despite being present in most applications of individual-tree growth models. Spatial stochastic structure (also called spatial dependence or spatial autocorrelation) eventuates when spatial influences such as competition and micro-site effects are not fully captured in models. Temporal stochastic structure (also called temporal dependence or temporal autocorrelation) eventuates when a sequence of measurements is taken on an individual-tree over time, and variables explaining temporal variation in these measurements are not included in the model. Nested stochastic structure eventuates when measurements are combined across sampling units and differences among the sampling units are not fully captured in the model. This review examines spatial, temporal, and nested stochastic structure and instances where each has been characterised in the forest biometry and statistical literature. Methodologies for incorporating stochastic structure in growth model estimation and prediction are described. Benefits from incorporation of stochastic structure include valid statistical inference, improved estimation efficiency, and more realistic and theoretically sound predictions. It is proposed in this review that individual-tree modelling methodologies need to characterise and include structured stochasticity. Possibilities for future research are discussed. (C) 2001 Elsevier Science B.V. All rights reserved.

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In this study, the pattern of movement of young male and female rabbits and the genetic structures present in adult male and female populations in four habitats was examined. The level of philopatry in young animals was found to vary between 18-90% for males and 32-95% for females in different populations. It was skewed, with more males dispersing than females in some but not all populations. Analysis of allozyme data using spatial autocorrelation showed that adult females from the same social group, unlike males, were significantly related in four of the five populations studied. Changes in genetic structure and rate of dispersal were measured before and during the recovery of a population that was artificially reduced in size. There were changes in the rate and distance of dispersal with density and sex. Subadults of both sexes moved further in the first year post crash (low density) than in the following years. While the level of dispersal for females was lower than that of the males for the first 3 years, thereafter (high density) both sexes showed similar, low levels of dispersal (20%). The density at which young animals switch behaviour between dispersal and philopatry differed for males and females. The level of genetic structuring in adult females was high in the precrash population, reduced in the first year post crash and undetectable in the second year. Dispersal behaviour of rabbits both affects the genetic structure of the population and changes with conditions. Over a wide range of levels of philopatry, genetic structuring is present in the adult female, but not the male population. Consequently, though genetic structuring is present, it does not lead to inbreeding. More long-distance movements are found in low-density populations, even though vacant warrens are available near birth warrens. The distances moved decreased as density increased. Calculation of the effective population size (N-e) shows that changes in dispersal distance offset changes in density, so that N-e remains constant.

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The spatial pattern of outbreaks of pink wax scale, Ceroplastes rubens Maskell, within and among umbrella trees, Schefflera actinophylla (Endl.), in southeastern Queensland was investigated. Pink wax scale was common on S. actinophylla, with approximately 84% of trees positive for scale and 14% of bees recording outbreak densities exceeding 0.4 adults per leaflet. Highly aggregated distributions of C. rubens occur within and among umbrella trees. Clumped distributions within trees appear to result from variable birth and death rates and limited movement of first instar crawlers. The patchy distribution of pink wax scale among trees is probably a consequence of variation in dispersal success of scale, host and environmental suitability for establishment and rates of biological control. Pink wax scale was more prevalent on trees in roadside positions and in exposed situations, indicating that such trees are more suitable and/or susceptible to scale colonisation.

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1. Chrysophtharta bimaculata is a native chrysomelid species that can cause chronic defoliation of plantation and regrowth Eucalyptus forests in Tasmania, Australia. Knowledge of the dispersion pattern of C. bimaculata was needed in order to assess the efficiency of an integrated pest management (IPM) programme currently used for its control. 2. Using data from yellow flight traps, local populations of C. bimaculata adults were monitored over a season at spatial scales relevant to commercial forestry: within a 50-ha operational management unit (a forestry 'coupe') and between coupes. In addition, oviposition was monitored over a season at a subset of the between-coupe sites. 3. Dispersion indices (Taylor's Power Law and Iwao's Mean Crowding regression method) demonstrated that C. bimaculata adults were spatially aggregated within and between coupes, although the number of egg-batches laid at the between-coupe scale was uniform. Spatial autocorrelation analysis showed that trap-catches at the within-coupe level were similar (positively autocorrelated) to a radius distance of approximately 110 m, and then dissimilar (negatively autocorrelated) at approximately 250 m. At the between-coupe scale, no repeatable spatial autocorrelation patterns were observed. 4. For any individual site, rapid changes in beetle density were observed to be associated with loosely aggregated flights of beetles into and out of that site. Peak adult catches (> the weekly mean plus standard deviation trap-catch) for a site occurred for a period of 2.0 +/- 0.22 weeks at a time (n = 37), with normally only one or two peaks per site per season. Peak oviposition events for a site occurred on average 1.4 +/- 0.11 times per season and lasted 1.5 +/- 0.12 weeks. 5. Analysis of an extensive data set (n = 417) demonstrated that adult abundance at a site was positively correlated with egg density, but negatively correlated with tree damage (caused by conspecifics) and the presence of conspecific larvae. There was no relationship between adult abundance and a visual estimate of the amount of young foliage on trees. 6. Adults of C. bimaculata are show n to occur in relatively small, mobile aggregations. This means that pest surveys must be both regular (less than 2 weeks apart) and intensive (with sampling points no more than 150 m apart) if beetle populations are to be monitored with confidence. Further refinement of the current IPM strategy must recognize the problems posed by this temporal and spatial patchiness, particularly with regard to the use of biological insecticides, such as Bacillus thuringiensis, for which only a very short operational window exists.

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This paper proposed a novel model for short term load forecast in the competitive electricity market. The prior electricity demand data are treated as time series. The forecast model is based on wavelet multi-resolution decomposition by autocorrelation shell representation and neural networks (multilayer perceptrons, or MLPs) modeling of wavelet coefficients. To minimize the influence of noisy low level coefficients, we applied the practical Bayesian method Automatic Relevance Determination (ARD) model to choose the size of MLPs, which are then trained to provide forecasts. The individual wavelet domain forecasts are recombined to form the accurate overall forecast. The proposed method is tested using Queensland electricity demand data from the Australian National Electricity Market. (C) 2001 Elsevier Science B.V. All rights reserved.

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Resonance phenomena associated with the unimolecular dissociation of HO2 have been investigated quantum-mechanically by the Lanczos homogeneous filter diagonalization (LHFD) method. The calculated resonance energies, rates (widths), and product state distributions are compared to results from an autocorrelation function-based filter diagonalization (ACFFD) method. For calculating resonance wave functions via ACFFD, an analytical expression for the expansion coefficients of the modified Chebyshev polynomials is introduced. Both dissociation rates and product state distributions of O-2 show strong fluctuations, indicating the dissociation of HO2 is essentially irregular. (C) 2001 American Institute of Physics.

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This paper develops an Internet geographical information system (GIS) and spatial model application that provides socio-economic information and exploratory spatial data analysis for local government authorities (LGAs) in Queensland, Australia. The application aims to improve the means by which large quantities of data may be analysed, manipulated and displayed in order to highlight trends and patterns as well as provide performance benchmarking that is readily understandable and easily accessible for decision-makers. Measures of attribute similarity and spatial proximity are combined in a clustering model with a spatial autocorrelation index for exploratory spatial data analysis to support the identification of spatial patterns of change. Analysis of socio-economic changes in Queensland is presented. The results demonstrate the usefulness and potential appeal of the Internet GIS applications as a tool to inform the process of regional analysis, planning and policy.

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We combine spatial data on home ranges of individuals and microsatellite markers to examine patterns of fine-scale spatial genetic structure and dispersal within a brush-tailed rock-wallaby (Petrogale penicillata) colony at Hurdle Creek Valley, Queensland. Brush-tailed rock-wallabies were once abundant and widespread throughout the rocky terrain of southeastern Australia; however, populations are nearly extinct in the south of their range and in decline elsewhere. We use pairwise relatedness measures and a recent multilocus spatial autocorrelation analysis to test the hypotheses that in this species, within-colony dispersal is male-biased and that female philopatry results in spatial clusters of related females within the colony. We provide clear evidence for strong female philopatry and male-biased dispersal within this rock-wallaby colony. There was a strong, significant negative correlation between pairwise relatedness and geographical distance of individual females along only 800 m of cliff line. Spatial genetic autocorrelation analyses showed significant positive correlation for females in close proximity to each other and revealed a genetic neighbourhood size of only 600 m for females. Our study is the first to report on the fine-scale spatial genetic structure within a rock-wallaby colony and we provide the first robust evidence for strong female philopatry and spatial clustering of related females within this taxon. We discuss the ecological and conservation implications of our findings for rock-wallabies, as well as the importance of fine-scale spatial genetic patterns in studies of dispersal behaviour.

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Ochlerotatus notoscriptus (Skuse) (Diptera: Culicidae) is the predominant peridomestic mosquito in Australia where it is the primary vector of dog heartworm, Dirofilaria immitis (Leidy), and a potentially important vector of arboviruses (Barmah Forest, Ross River) with geographical variation of vector competence. Although widespread, Oc. notoscriptus has low dispersal ability, so it may have isolated subpopulations. The identification of gene flow barriers may assist in understanding arbovirus epidemiology and disease risk, and for developing control strategies for this species. We investigated the population structure of Oc. notoscriptus from 17 sites around Australia, using up to 31 putative allozyme loci, 11 of which were polymorphic. We investigated the effect of larval environment and adult morphology on genetic variation. At least five subpopulations were found, four in New South Wales (NSW) and one unique to Darwin. Perth samples appear to be a product of recent colonization from the Australian east coast. For NSW sites, a Mantel test revealed an isolation by distance effect and spatial autocorrelation analysis revealed an area of effective gene flow of 67 km, which is high given the limited dispersal ability of this species. No consistent difference was observed between 'urban' and 'sylvan' habitats, which suggests frequent movement between these sites. However, a finer-scaled habitat study at Darwin revealed small but significant allele frequency differences, including for Gpi. No fixed allozyme differences were detected for sex, size, integument colour or the colour of species-diagnostic pale scales on the scutum. The domestic habit of Oc. notoscriptus and assisted dispersal have helped to homogenize this species geographically but population structure is still detectable on several levels associated with geographical variation of vector competence.

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Fine-scale spatial genetic structure (SGS) in natural tree populations is largely a result of restricted pollen and seed dispersal. Understanding the link between limitations to dispersal in gene vectors and SGS is of key interest to biologists and the availability of highly variable molecular markers has facilitated fine-scale analysis of populations. However, estimation of SGS may depend strongly on the type of genetic marker and sampling strategy (of both loci and individuals). To explore sampling limits, we created a model population with simulated distributions of dominant and codominant alleles, resulting from natural regeneration with restricted gene flow. SGS estimates from subsamples (simulating collection and analysis with amplified fragment length polymorphism (AFLP) and microsatellite markers) were correlated with the 'real' estimate (from the full model population). For both marker types, sampling ranges were evident, with lower limits below which estimation was poorly correlated and upper limits above which sampling became inefficient. Lower limits (correlation of 0.9) were 100 individuals, 10 loci for microsatellites and 150 individuals, 100 loci for AFLPs. Upper limits were 200 individuals, five loci for microsatellites and 200 individuals, 100 loci for AFLPs. The limits indicated by simulation were compared with data sets from real species. Instances where sampling effort had been either insufficient or inefficient were identified. The model results should form practical boundaries for studies aiming to detect SGS. However, greater sample sizes will be required in cases where SGS is weaker than for our simulated population, for example, in species with effective pollen/seed dispersal mechanisms.