Genetic assignment methods for the direct, real-time estimation of migration rate: a simulation-based exploration of accuracy and power

Genetic assignment methods use genotype likelihoods to draw inference about where individuals were or were not born, potentially allowing direct, real-time estimates of dispersal. We used simulated data sets to test the power and accuracy of Monte Carlo resampling methods in generating statistical thresholds for identifying F-0 immigrants in populations with ongoing gene flow, and hence for providing direct, real-time estimates of migration rates. The identification of accurate critical values required that resampling methods preserved the linkage disequilibrium deriving from recent generations of immigrants and reflected the sampling variance present in the data set being analysed. A novel Monte Carlo resampling method taking into account these aspects was proposed and its efficiency was evaluated. Power and error were relatively insensitive to the frequency assumed for missing alleles. Power to identify F-0 immigrants was improved by using large sample size (up to about 50 individuals) and by sampling all populations from which migrants may have originated. A combination of plotting genotype likelihoods and calculating mean genotype likelihood ratios (D-LR) appeared to be an effective way to predict whether F-0 immigrants could be identified for a particular pair of populations using a given set of markers.

Impact of the Corporate Law Economic Reform Program Act 1999 on initial public offering prospectus earnings forecasts

Commencing 13 March 2000, the Corporate Law Economic Reform Program Act 1999 (Cth) introduced changes to the regulation of corporate fundraising in Australia. In particular, it effected a reduction in the litigation risk associated with initial public offering prospectus disclosure. We find that the change is associated with a reduction in forecast frequency and an increase in forecast value relevance, but not with forecast error or bias. These results confirm previous findings that changes in litigation risk affect the level but not the quality of disclosure. They also suggest that the reforms' objectives of reducing fundraising costs while improving investor protection, have been achieved.

Accuracy of SRM and power tap power monitoring systems for bicycling

Purpose: Although manufacturers of bicycle power monitoring devices SRM and Power Tap (PT) claim accuracy to within 2.5%, there are limited scientific data available in support. The purpose of this investigation was to assess the accuracy of SRM and PT under different conditions. Methods: First, 19 SRM were calibrated, raced for 11 months, and retested using a dynamic CALRIG (50-1000 W at 100 rpm). Second, using the same procedure, five PT were repeat tested on alternate days. Third, the most accurate SRM and PT were tested for the influence of cadence (60, 80, 100, 120 rpm), temperature (8 and 21degreesC) and time (1 h at similar to300 W) on accuracy. Finally, the same SRM and PT were downloaded and compared after random cadence and gear surges using the CALRIG and on a training ride. Results: The mean error scores for SRM and PT factory calibration over a range of 50-1000 W were 2.3 +/- 4.9% and -2.5 +/- 0.5%, respectively. A second set of trials provided stable results for 15 calibrated SRM after 11 months (-0.8 +/- 1.7%), and follow-up testing of all PT units confirmed these findings (-2.7 +/- 0.1%). Accuracy for SRM and PT was not largely influenced by time and cadence; however. power output readings were noticeably influenced by temperature (5.2% for SRM and 8.4% for PT). During field trials, SRM average and max power were 4.8% and 7.3% lower, respectively, compared with PT. Conclusions: When operated according to manufacturers instructions, both SRM and PT offer the coach, athlete, and sport scientist the ability to accurately monitor power output in the lab and the field. Calibration procedures matching performance tests (duration, power, cadence, and temperature) are, however, advised as the error associated with each unit may vary.

Protocols for listing threatened species can forecast extinction

Risk-ranking protocols are used widely to classify the conservation status of the world's species. Here we report on the first empirical assessment of their reliability by using a retrospective study of 18 pairs of bird and mammal species (one species extinct and the other extant) with eight different assessors. The performance of individual assessors varied substantially, but performance was improved by incorporating uncertainty in parameter estimates and consensus among the assessors. When this was done, the ranks from the protocols were consistent with the extinction outcome in 70-80% of pairs and there were mismatches in only 10-20% of cases. This performance was similar to the subjective judgements of the assessors after they had estimated the range and population parameters required by the protocols, and better than any single parameter. When used to inform subjective judgement, the protocols therefore offer a means of reducing unpredictable biases that may be associated with expert input and have the advantage of making the logic behind assessments explicit. We conclude that the protocols are useful for forecasting extinctions, although they are prone to some errors that have implications for conservation. Some level of error is to be expected, however, given the influence of chance on extinction. The performance of risk assessment protocols may be improved by providing training in the application of the protocols, incorporating uncertainty in parameter estimates and using consensus among multiple assessors, including some who are experts in the application of the protocols. Continued testing and refinement of the protocols may help to provide better absolute estimates of risk, particularly by re-evaluating how the protocols accommodate missing data.

Design of an X-band tray-type spatial power combiner using uniplanar quasi-Yagi antennas

The design of an X-band tray-type spatial power combiner, which employs uniplanar quasi-Yagi antennas (QYAs) for receiving and transmitting signals by individual amplifiers, is presented. Passive and active varieties of a seven-tray power-combining structure that includes two hard horns for uniform signal launching and combining across the tray stack are developed and measured. In order to compensate for nonuniform phase across the stack, which is caused by the nonplanar wave front of the horn antennas, Schiffman phase shifters are implemented in individual trays. The experimental-results show an improved performance of the investigated tray-type power combiner when the proposed phase-error compensation is implemented. (C) 2004 Wiley Periodicals, Inc.

Zero-non-zero patterned vector error correction modeling for I(2) cointegrated time series with applications in testing PPP and stock market relationships

Vector error-correction models (VECMs) have become increasingly important in their application to financial markets. Standard full-order VECM models assume non-zero entries in all their coefficient matrices. However, applications of VECM models to financial market data have revealed that zero entries are often a necessary part of efficient modelling. In such cases, the use of full-order VECM models may lead to incorrect inferences. Specifically, if indirect causality or Granger non-causality exists among the variables, the use of over-parameterised full-order VECM models may weaken the power of statistical inference. In this paper, it is argued that the zero–non-zero (ZNZ) patterned VECM is a more straightforward and effective means of testing for both indirect causality and Granger non-causality. For a ZNZ patterned VECM framework for time series of integrated order two, we provide a new algorithm to select cointegrating and loading vectors that can contain zero entries. Two case studies are used to demonstrate the usefulness of the algorithm in tests of purchasing power parity and a three-variable system involving the stock market.

Electricity market price spike forecast with data mining techniques

Electricity market price forecast is a changeling yet very important task for electricity market managers and participants. Due to the complexity and uncertainties in the power grid, electricity prices are highly volatile and normally carry with spikes. which may be (ens or even hundreds of times higher than the normal price. Such electricity spikes are very difficult to be predicted. So far. most of the research on electricity price forecast is based on the normal range electricity prices. This paper proposes a data mining based electricity price forecast framework, which can predict the normal price as well as the price spikes. The normal price can be, predicted by a previously proposed wavelet and neural network based forecast model, while the spikes are forecasted based on a data mining approach. This paper focuses on the spike prediction and explores the reasons for price spikes based on the measurement of a proposed composite supply-demand balance index (SDI) and relative demand index (RDI). These indices are able to reflect the relationship among electricity demand, electricity supply and electricity reserve capacity. The proposed model is based on a mining database including market clearing price, trading hour. electricity), demand, electricity supply and reserve. Bayesian classification and similarity searching techniques are used to mine the database to find out the internal relationships between electricity price spikes and these proposed. The mining results are used to form the price spike forecast model. This proposed model is able to generate forecasted price spike, level of spike and associated forecast confidence level. The model is tested with the Queensland electricity market data with promising results. Crown Copyright (C) 2004 Published by Elsevier B.V. All rights reserved.

Vector Error-Correction Models in a consumer packaged goods category forecasting decision support system

A framework for developing marketing category management decision support systems (DSS) based upon the Bayesian Vector Autoregressive (BVAR) model is extended. Since the BVAR model is vulnerable to permanent and temporary shifts in purchasing patterns over time, a form that can correct for the shifts and still provide the other advantages of the BVAR is a Bayesian Vector Error-Correction Model (BVECM). We present the mechanics of extending the DSS to move from a BVAR model to the BVECM model for the category management problem. Several additional iterative steps are required in the DSS to allow the decision maker to arrive at the best forecast possible. The revised marketing DSS framework and model fitting procedures are described. Validation is conducted on a sample problem.