Feeding rates, parental investment, and brood reduction in Caspian terns (Sterna caspia)

Fresh egg-weights and feeding rates to chicks were related to chick survival as one means of quantifying apportionment of parental investment wi thin broods of Caspian Terns (SterDI casRla) at a colony in Georgian Bay. Lake Huron, during 1978 and 1979. Ftrst-laid eggs from 2-egg clutches were Significantly heavier and usually hatched one to three days earlier than second-laid eggs in both years of the study. In both years, first-hatched chicks were larger and generally better fed than second-hatched siblings. The disparity between feedIng rates of first- and second-hatched ehicks was greater in 1979. Brood feeding I rates correlated positively with the percentage of food fed to the least-fed sibUng through the period of B-chick ages zero to 10 days in 1978. I suggest that after this age period, parental control over whlcb cbick was fed diminished. In 1978, 10 of 16 secondhatched chicks were fed more than their older siblings during their first 5 days. 'lb.is is interpreted as a parental response to reduce the competitive advantage of the larger first-hatched chicks. Most chick losses were apparently caused by starvation or preda. tion. In 1979, seeorvl-hatched chick disappearance (due to predation) was -related to low feeding rates, whereas first-hatched chick disappearance was related to low fresh egg-weights.. First-hatched chicks survived better than second-hatched chicks both years, and more pairs fledged two chicks in 1978. Maximum estimated feeding rates at the nest and fledging ages suggested that food was more avatlable in 1978 than in 1979. In 1979, second eggs apparently functioned as "insurance" eggs. When the first-laid egg falled to hatch, or the first-hatched chick died, the second-hatched chick was often successfully fledged. When first-hatched chicks survived, the second-hatched chick usually starved or was preyed upon, reducing the brood to one chick. Parental investment patterns favored first-hatched chicks. Brood reduction, when employed, discouraged total nest failure, however, under appropriate conditions, brood reduction was avoided and full broods (or two chicks) were fledged.

The effect of feeding regime on larval black fly (Diptera: simuliidae) primary head fan ray number

Identification of larval simuliids has always been difficult due to the morphological similarity many species bear to one another. For this reason all characters available have been drawn upon to aid in species identification, including head fan ray number. Even in light of an increasing body of anecdotal reports that head fan ray number is not fixed, it has continued to be used to aid species identification. In the current experiment simuliid larvae were reared under controlled laboratory conditions to last instar in one of three feeding regimes. Out of nine trials, the results of six showed a significant inverse relationship between feeding regime and head fan ray number. In addition to the laboratory experiments, larvae were also collected from the field over the course of the spring and summer, 1994. From these samples significant interspecific and intraspecific variations in head fan ray number were found both spatially and temporally within Algonquin Park. From these data it is concluded that head fan ray number for the species analysed is a developmentally plastic character, which varies in response to food availability. Furthermore, given the extreme variations in head fan ray number found in some species, I recommend that head fan ray number not be used as an aid to identification unless it can be shown to be a fixed character for the species in question.

Flow regime prediction via froude number calculation in a rock-bedded stream

Mathematical predictions of flow conditions along a steep gradient rock bedded stream are examined. Stream gage discharge data and Manning's Equation are used to calculate alternative velocities, and subsequently Froude Numbers, assuming varying values of velocity coefficient, full depth or depth adjusted for vertical flow separation. Comparison of the results with photos show that Froude Numbers calculated from velocities derived from Manning's Equation, assuming a velocity coefficient of 1.30 and full depth, most accurately predict flow conditions, when supercritical flow is defined as Froude Number values above 0.84. Calculated Froude Number values between 0.8 and 1.1 correlate well with observed transitional flow, defined as the first appearance of small diagonal waves. Transitions from subcritical through transitional to clearly supercritical flow are predictable. Froude Number contour maps reveal a sinuous rise and fall of values reminiscent of pool riffle energy distribution.

Dynamic Performance Evaluation of Canadian Fixed-Income Funds using Markov Regime Switching Models

This thesis examines the performance of Canadian fixed-income mutual funds in the context of an unobservable market factor that affects mutual fund returns. We use various selection and timing models augmented with univariate and multivariate regime-switching structures. These models assume a joint distribution of an unobservable latent variable and fund returns. The fund sample comprises six Canadian value-weighted portfolios with different investing objectives from 1980 to 2011. These are the Canadian fixed-income funds, the Canadian inflation protected fixed-income funds, the Canadian long-term fixed-income funds, the Canadian money market funds, the Canadian short-term fixed-income funds and the high yield fixed-income funds. We find strong evidence that more than one state variable is necessary to explain the dynamics of the returns on Canadian fixed-income funds. For instance, Canadian fixed-income funds clearly show that there are two regimes that can be identified with a turning point during the mid-eighties. This structural break corresponds to an increase in the Canadian bond index from its low values in the early 1980s to its current high values. Other fixed-income funds results show latent state variables that mimic the behaviour of the general economic activity. Generally, we report that Canadian bond fund alphas are negative. In other words, fund managers do not add value through their selection abilities. We find evidence that Canadian fixed-income fund portfolio managers are successful market timers who shift portfolio weights between risky and riskless financial assets according to expected market conditions. Conversely, Canadian inflation protected funds, Canadian long-term fixed-income funds and Canadian money market funds have no market timing ability. We conclude that these managers generally do not have positive performance by actively managing their portfolios. We also report that the Canadian fixed-income fund portfolios perform asymmetrically under different economic regimes. In particular, these portfolio managers demonstrate poorer selection skills during recessions. Finally, we demonstrate that the multivariate regime-switching model is superior to univariate models given the dynamic market conditions and the correlation between fund portfolios.