Nonlinear inverse dynamic models of gas sensing systems based on chemical sensor arrays for quantitative measurements

Gas sensing systems based on low-cost chemical sensor arrays are gaining interest for the analysis of multicomponent gas mixtures. These sensors show different problems, e.g., nonlinearities and slow time-response, which can be partially solved by digital signal processing. Our approach is based on building a nonlinear inverse dynamic system. Results for different identification techniques, including artificial neural networks and Wiener series, are compared in terms of measurement accuracy.

Distributional equivalence and subcompositional coherence in the analysis of contingency tables, ratio-scale measurements and compositional data

We consider two fundamental properties in the analysis of two-way tables of positive data: the principle of distributional equivalence, one of the cornerstones of correspondence analysis of contingency tables, and the principle of subcompositional coherence, which forms the basis of compositional data analysis. For an analysis to be subcompositionally coherent, it suffices to analyse the ratios of the data values. The usual approach to dimension reduction in compositional data analysis is to perform principal component analysis on the logarithms of ratios, but this method does not obey the principle of distributional equivalence. We show that by introducing weights for the rows and columns, the method achieves this desirable property. This weighted log-ratio analysis is theoretically equivalent to spectral mapping , a multivariate method developed almost 30 years ago for displaying ratio-scale data from biological activity spectra. The close relationship between spectral mapping and correspondence analysis is also explained, as well as their connection with association modelling. The weighted log-ratio methodology is applied here to frequency data in linguistics and to chemical compositional data in archaeology.

A priori parameterisation of the CERES soil-crop models and tests against several European data sets

Mechanistic soil-crop models have become indispensable tools to investigate the effect of management practices on the productivity or environmental impacts of arable crops. Ideally these models may claim to be universally applicable because they simulate the major processes governing the fate of inputs such as fertiliser nitrogen or pesticides. However, because they deal with complex systems and uncertain phenomena, site-specific calibration is usually a prerequisite to ensure their predictions are realistic. This statement implies that some experimental knowledge on the system to be simulated should be available prior to any modelling attempt, and raises a tremendous limitation to practical applications of models. Because the demand for more general simulation results is high, modellers have nevertheless taken the bold step of extrapolating a model tested within a limited sample of real conditions to a much larger domain. While methodological questions are often disregarded in this extrapolation process, they are specifically addressed in this paper, and in particular the issue of models a priori parameterisation. We thus implemented and tested a standard procedure to parameterize the soil components of a modified version of the CERES models. The procedure converts routinely-available soil properties into functional characteristics by means of pedo-transfer functions. The resulting predictions of soil water and nitrogen dynamics, as well as crop biomass, nitrogen content and leaf area index were compared to observations from trials conducted in five locations across Europe (southern Italy, northern Spain, northern France and northern Germany). In three cases, the model’s performance was judged acceptable when compared to experimental errors on the measurements, based on a test of the model’s root mean squared error (RMSE). Significant deviations between observations and model outputs were however noted in all sites, and could be ascribed to various model routines. In decreasing importance, these were: water balance, the turnover of soil organic matter, and crop N uptake. A better match to field observations could therefore be achieved by visually adjusting related parameters, such as field-capacity water content or the size of soil microbial biomass. As a result, model predictions fell within the measurement errors in all sites for most variables, and the model’s RMSE was within the range of published values for similar tests. We conclude that the proposed a priori method yields acceptable simulations with only a 50% probability, a figure which may be greatly increased through a posteriori calibration. Modellers should thus exercise caution when extrapolating their models to a large sample of pedo-climatic conditions for which they have only limited information.

Improved understanding of drought controls on seasonal variation in Mediterranean forest canopy CO2 and water fluxes through combined in situ measurements and ecosystem modelling

Water stress is a defining characteristic of Mediterranean ecosystems, and is likely to become more severe in the coming decades. Simulation models are key tools for making predictions, but our current understanding of how soil moisture controls ecosystem functioning is not sufficient to adequately constrain parameterisations. Canopy-scale flux data from four forest ecosystems with Mediterranean-type climates were used in order to analyse the physiological controls on carbon and water flues through the year. Significant non-stomatal limitations on photosynthesis were detected, along with lesser changes in the conductance-assimilation relationship. New model parameterisations were derived and implemented in two contrasting modelling approaches. The effectiveness of two models, one a dynamic global vegetation model ('ORCHIDEE'), and the other a forest growth model particularly developed for Mediterranean simulations ('GOTILWA+'), was assessed and modelled canopy responses to seasonal changes in soil moisture were analysed in comparison with in situ flux measurements. In contrast to commonly held assumptions, we find that changing the ratio of conductance to assimilation under natural, seasonally-developing, soil moisture stress is not sufficient to reproduce forest canopy CO2 and water fluxes. However, accurate predictions of both CO2 and water fluxes under all soil moisture levels encountered in the field are obtained if photosynthetic capacity is assumed to vary with soil moisture. This new parameterisation has important consequences for simulated responses of carbon and water fluxes to seasonal soil moisture stress, and should greatly improve our ability to anticipate future impacts of climate changes on the functioning of ecosystems in Mediterranean-type climates.

Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal

This comment corrects the errors in the estimation process that appear in Martins (2001). The first error is in the parametric probit estimation, as the previously presented results do not maximize the log-likelihood function. In the global maximum more variables become significant. As for the semiparametric estimation method, the kernel function used in Martins (2001) can take on both positive and negative values, which implies that the participation probability estimates may be outside the interval [0,1]. We have solved the problem by applying local smoothing in the kernel estimation, as suggested by Klein and Spady (1993).

Are one factor logarithmic volatility models useful to fit the features of financial data? An application to microsoft data.

This paper provides empirical evidence that continuous time models with one factor of volatility, in some conditions, are able to fit the main characteristics of financial data. It also reports the importance of the feedback factor in capturing the strong volatility clustering of data, caused by a possible change in the pattern of volatility in the last part of the sample. We use the Efficient Method of Moments (EMM) by Gallant and Tauchen (1996) to estimate logarithmic models with one and two stochastic volatility factors (with and without feedback) and to select among them.

Subjective income expectations, canonical models and income risk

Expectations are central to behaviour. Despite the existence of subjective expectations data, the standard approach is to ignore these, to hypothecate a model of behaviour and to infer expectations from realisations. In the context of income models, we reveal the informational gain obtained from using both a canonical model and subjective expectations data. We propose a test for this informational gain, and illustrate our approach with an application to the problem of measuring income risk.

La transmissió dels models bizantins d’Itàlia a Hispània

Estudi realitzat a partir d’una estada a Roma entre el 7 de gener i el 28 de febrer de 2006. S’ estudia la influència de les produccions bizantines i orientals a la península Ibèrica, a l’època visigoda i més enllà, fins i tot justificant una cronologia dels segles VIII-X dC per a molts dels capitells tradicionalment denominats mossàrabs del nord-oest peninsular. A més, s’enuncia una via per la investigació de les possibles influències llombardes a la península Ibèrica. També es comenten les relacions entre els capitells del nord-est peninsular i els de la Gàl.lia.

Els models d'organització metropolitana: el cas de Montreal

Estudi realitzat a partir d’una estada a l’Institut National de Recherche Scientifique, de Montreal, entre l’1 de setembre i el 30 de desembre de 2005. S’analitza el model d’organització de l’àrea metropolitana de Montreal (Canadà) després de la reforma realitzada entre 2000 i 2002, així com les causes que van conduïr a adoptar-lo.

Estudi comparatiu dels models d’organització de les últimes sis seus olímpiques

Transcripció de la intervenció del Sr. Gabriel Colomé en el Curs Universitari sobre Olimpisme que va organitzar el Centre d'Estudis Olí­mpics (CEO-UAB) el febrer de 1992. L'autor amb aquest text es proposa dos objectius principals: d'una banda, analitzar la influència de l'entorn sociopolí­tic sobre l'estructura organitzativa del Comitè Organitzador dels Jocs; de l'altra, veure com afecta el tipus de finançament en l'estructura i la infrastructura dels mateixos Jocs, i quines diferències hi ha entre els Jocs de 1972 i els següents fins a arribar a Barcelona.

Well-posedness and invariant measures for HJM models with deterministic volatility and Lévy noise

We give sufficient conditions for existence, uniqueness and ergodicity of invariant measures for Musiela's stochastic partial differential equation with deterministic volatility and a Hilbert space valued driving Lévy noise. Conditions for the absence of arbitrage and for the existence of mild solutions are also discussed.

Estimation of dynamic latent variable models using simulated nonparametric moments

Given a model that can be simulated, conditional moments at a trial parameter value can be calculated with high accuracy by applying kernel smoothing methods to a long simulation. With such conditional moments in hand, standard method of moments techniques can be used to estimate the parameter. Since conditional moments are calculated using kernel smoothing rather than simple averaging, it is not necessary that the model be simulable subject to the conditioning information that is used to define the moment conditions. For this reason, the proposed estimator is applicable to general dynamic latent variable models. Monte Carlo results show that the estimator performs well in comparison to other estimators that have been proposed for estimation of general DLV models.

Generalized factor models: a bayesian approach

There is recent interest in the generalization of classical factor models in which the idiosyncratic factors are assumed to be orthogonal and there are identification restrictions on cross-sectional and time dimensions. In this study, we describe and implement a Bayesian approach to generalized factor models. A flexible framework is developed to determine the variations attributed to common and idiosyncratic factors. We also propose a unique methodology to select the (generalized) factor model that best fits a given set of data. Applying the proposed methodology to the simulated data and the foreign exchange rate data, we provide a comparative analysis between the classical and generalized factor models. We find that when there is a shift from classical to generalized, there are significant changes in the estimates of the structures of the covariance and correlation matrices while there are less dramatic changes in the estimates of the factor loadings and the variation attributed to common factors.

Caracteritació de models funcionals d'àmfores romanes mitjançant Finite Element Analysis

Projecte de recerca elaborat a partir d’una estada al Laboratory of Archaeometry del National Centre of Scientific Research “Demokritos” d’Atenes, Grècia, entre juny i setembre 2006. Aquest estudi s’emmarca dins d’un context més ampli d’estudi del canvi tecnològic que es documenta en la producció d’àmfores de tipologia romana durant els segles I aC i I dC en els territoris costaners de Catalunya. Una part d’aquest estudi contempla el càlcul de les propietats mecàniques d’aquestes àmfores i la seva avaluació en funció de la tipologia amforal, a partir de l’Anàlisi d’Elements Finits (AEF). L’AEF és una aproximació numèrica que té el seu origen en les ciències d’enginyeria i que ha estat emprada per estimar el comportament mecànic d’un model en termes, per exemple, de deformació i estrès. Així, un objecte, o millor dit el seu model, es dividit en sub-dominis anomenats elements finits, als quals se’ls atribueixen les propietats mecàniques del material en estudi. Aquests elements finits estan connectats formant una xarxa amb constriccions que pot ser definida. En el cas d’aplicar una força determinada a un model, el comportament de l’objecte pot ser estimat mitjançant el conjunt d’equacions lineals que defineixen el rendiment dels elements finits, proporcionant una bona aproximació per a la descripció de la deformació estructural. Així, aquesta simulació per ordinador suposa una important eina per entendre la funcionalitat de ceràmiques arqueològiques. Aquest procediment representa un model quantitatiu per predir el trencament de l’objecte ceràmic quan aquest és sotmès a diferents condicions de pressió. Aquest model ha estat aplicat a diferents tipologies amforals. Els resultats preliminars mostren diferències significatives entre la tipologia pre-romana i les tipologies romanes, així com entre els mateixos dissenys amforals romans, d’importants implicacions arqueològiques.