Testing the expectations theory of the term structure in threshold models

We test the expectations theory of the term structure of U.S. interest rates in nonlinear systems. These models allow the response of the change in short rates to past values of the spread to depend upon the level of the spread. The nonlinear system is tested against a linear system, and the results of testing the expectations theory in both models are contrasted. We find that the results of tests of the implications of the expectations theory depend on the size and sign of the spread. The long maturity spread predicts future changes of the short rate only when it is high.

Exploitation of Geostationary Earth Radiation Budget data using simulations from a numerical weather prediction model: Methodology and data validation

We describe a new methodology for comparing satellite radiation budget data with a numerical weather prediction (NWP) model. This is applied to data from the Geostationary Earth Radiation Budget (GERB) instrument on Meteosat-8. The methodology brings together, in near-real time, GERB broadband shortwave and longwave fluxes with simulations based on analyses produced by the Met Office global NWP model. Results for the period May 2003 to February 2005 illustrate the progressive improvements in the data products as various initial problems were resolved. In most areas the comparisons reveal systematic errors in the model's representation of surface properties and clouds, which are discussed elsewhere. However, for clear-sky regions over the oceans the model simulations are believed to be sufficiently accurate to allow the quality of the GERB fluxes themselves to be assessed and any changes in time of the performance of the instrument to be identified. Using model and radiosonde profiles of temperature and humidity as input to a single-column version of the model's radiation code, we conduct sensitivity experiments which provide estimates of the expected model errors over the ocean of about ±5–10 W m−2 in clear-sky outgoing longwave radiation (OLR) and ±0.01 in clear-sky albedo. For the more recent data the differences between the observed and modeled OLR and albedo are well within these error estimates. The close agreement between the observed and modeled values, particularly for the most recent period, illustrates the value of the methodology. It also contributes to the validation of the GERB products and increases confidence in the quality of the data, prior to their release.

Development and illustrative outputs of the Community Integrated Assessment System (CIAS), a multi-institutional modular integrated assessment approach for modelling climate change.

This paper describes the development and first results of the “Community Integrated Assessment System” (CIAS), a unique multi-institutional modular and flexible integrated assessment system for modelling climate change. Key to this development is the supporting software infrastructure, SoftIAM. Through it, CIAS is distributed between the community of institutions which has each contributed modules to the CIAS system. At the heart of SoftIAM is the Bespoke Framework Generator (BFG) which enables flexibility in the assembly and composition of individual modules from a pool to form coupled models within CIAS, and flexibility in their deployment onto the available software and hardware resources. Such flexibility greatly enhances modellers’ ability to re-configure the CIAS coupled models to answer different questions, thus tracking evolving policy needs. It also allows rigorous testing of the robustness of IA modelling results to the use of different component modules representing the same processes (for example, the economy). Such processes are often modelled in very different ways, using different paradigms, at the participating institutions. An illustrative application to the study of the relationship between the economy and the earth’s climate system is provided.

An ichnofabric approach to the depositional interpretation of the intensely burrowed Bateig Limestone, Miocene, SE Spain

The foraminiferal-rich pelagic Bateig Limestone forms several varieties of the important building stones quarried at Bateig Hill in southeastern Spain. Three principal ichnofabrics (Bichordites, mottled-Palaeophycus and mottled-Ophiomorpha) are recognized, which are present in at least two (possibly up to four) repeated successions (cycles). Each succession begins with an erosional event. The Bichordites ichnofabric represents a new type of facies, formed as thin turbidity/grain flow, stratiform units derived from sediment slips off a fault into deep water. Each slipped unit became almost completely bioturbated by infaunal echinoids, colonizing by lateral migration. Because of the thinness of the units, successive colonizations tended to truncate the underlying burrows giving rise to a pseudo-stratification. As the Bichordites ichnofabric accumulated on the fault apron, thus reducing the effective height of the fault scarp, the substrate gradually came under the influence of currents traversing the shelf. This led to a change in hydraulic regime, and to the mottled-Palaeophycus and mottled-Ophiomorpha ichnofabrics in sediment deposited under bed load transport, and associated with laminar and cross-stratified beds and local muddy intervals. Reactivation of the fault triggered erosion and channeling and a return to grain flow sedimentation, and to the Bichordites ichnofabric of the succeeding cycle. The highest unit of the Bateig Limestone is formed entirely of cross-stratified calcarenites with occasional Ophiomorpha (Ophiomorpha-primary lamination ichnofabric) and is similar to many shallow marine facies but they still bear a significant content of pelagic foraminifera. The sedimentary setting bears resemblance with that described for the Pleistocene Monte Torre Paleostrait and the modem Strait of Messina (Italy), where the narrow morphology of the depositional area enhanced tidal currents and allowed for high-energy sandy deposition in relatively deep areas. More data on the Miocene paleogeography of the Bateig area should provide further testing for this hypothesis. The ichnofacies and stacking of the Bateig Limestone differ from the classic Seilacherian model in that they reflect changes in hydraulic process and are associated with faulting and subsidence and changes in sediment supply. Recognition of the unusual ichnofabrics and their relationships provides a clear indication of the overall dynamic setting. (c) 2006 Elsevier B.V. All rights reserved.

MEASUREMENT AND MODELING OF THE TOXICITY OF BINARY MIXTURES IN THE NEMATODE CAENORHABDITIS ELEGANS-A TEST OF INDEPENDENT ACTION

Ecological risk assessments must increasingly consider the effects of chemical mixtures on the environment as anthropogenic pollution continues to grow in complexity. Yet testing every possible mixture combination is impractical and unfeasible; thus, there is an urgent need for models that can accurately predict mixture toxicity from single-compound data. Currently, two models are frequently used to predict mixture toxicity from single-compound data: Concentration addition and independent action (IA). The accuracy of the predictions generated by these models is currently debated and needs to be resolved before their use in risk assessments can be fully justified. The present study addresses this issue by determining whether the IA model adequately described the toxicity of binary mixtures of five pesticides and other environmental contaminants (cadmium, chlorpyrifos, diuron, nickel, and prochloraz) each with dissimilar modes of action on the reproduction of the nematode Caenorhabditis elegans. In three out of 10 cases, the IA model failed to describe mixture toxicity adequately with significant or antagonism being observed. In a further three cases, there was an indication of synergy, antagonism, and effect-level-dependent deviations, respectively, but these were not statistically significant. The extent of the significant deviations that were found varied, but all were such that the predicted percentage effect seen on reproductive output would have been wrong by 18 to 35% (i.e., the effect concentration expected to cause a 50% effect led to an 85% effect). The presence of such a high number and variety of deviations has important implications for the use of existing mixture toxicity models for risk assessments, especially where all or part of the deviation is synergistic.

Neolithic woodland composition and exploitation in the Southern Levant: a comparison between archaeobotanical remains from WF16 and present day woodland at Hammam Adethni

Excavations at the Pre-Pottery Neolithic site of WF16 in the Southern Levant produced an archaeobotanical assemblage constituted by plant macro-fossils and wood charcoal. As with all such assemblages, its species composition will most likely provide a biased reflection of those within the Neolithic woodland that had been exploited owing to cultural selection and differential preservation. As a means of facilitating its interpretation, a survey was undertaken of a relatively undisturbed patch of gallery woodland associated with a permanent water course at Hammam Adethni, approximately four kilometres south-east of WF16. The substantial overlap of the species within this woodland and those in the archaeobotanical assemblage suggests that this present-day woodland provides an analogue for that of the Neolithic and may therefore indicate what other plant resources the inhabitants of WF16 may have exploited, but which have left no archaeological trace. The interpretation of the results is supported by a comparative study of wood charcoal from present-day Bedouin hearths in Wadi Faynan.

An application of the GLUE methodology for estimating the parameters of the INCA-N model

The conceptual and parameter uncertainty of the semi-distributed INCA-N (Integrated Nutrients in Catchments-Nitrogen) model was studied using the GLUE (Generalized Likelihood Uncertainty Estimation) methodology combined with quantitative experimental knowledge, the concept known as 'soft data'. Cumulative inorganic N leaching, annual plant N uptake and annual mineralization proved to be useful soft data to constrain the parameter space. The INCA-N model was able to simulate the seasonal and inter-annual variations in the stream-water nitrate concentrations, although the lowest concentrations during the growing season were not reproduced. This suggested that there were some retention processes or losses either in peatland/wetland areas or in the river which were not included in the INCA-N model. The results of the study suggested that soft data was a way to reduce parameter equifinality, and that the calibration and testing of distributed hydrological and nutrient leaching models should be based both on runoff and/or nutrient concentration data and the qualitative knowledge of experimentalist. (c) 2006 Elsevier B.V. All rights reserved.

Adaptation of the Integrated Nitrogen Model for Catchments (INCA) to seasonally snow-covered catchments

Testing of the Integrated Nitrogen model for Catchments (INCA) in a wide range of ecosystem types across Europe has shown that the model underestimates N transformation processes to a large extent in northern catchments of Finland and Norway in winter and spring. It is found, and generally assumed, that microbial activity in soils proceeds at low rates at northern latitudes during winter, even at sub-zero temperatures. The INCA model was modified to improve the simulation of N transformation rates in northern catchments, characterised by cold climates and extensive snow accumulation and insulation in winter, by introducing an empirical function to simulate soil temperatures below the seasonal snow pack, and a degree-day model to calculate the depth of the snow pack. The proposed snow-correction factor improved the simulation of soil temperatures at Finnish and Norwegian field sites in winter, although soil temperature was still underestimated during periods with a thin snow cover. Finally, a comparison between the modified INCA version (v. 1.7) and the former version (v. 1.6) was made at the Simojoki river basin in northern Finland and at Dalelva Brook in northern Norway. The new modules did not imply any significant changes in simulated NO3- concentration levels in the streams but improved the timing of simulated higher concentrations. The inclusion of a modified temperature response function and an empirical snow-correction factor improved the flexibility and applicability of the model for climate effect studies.

Interdisciplinarity: perceptions of the value of computer-supported collaborative work in design for the built environment

This paper presents the findings from a study into the current exploitation of computer-supported collaborative working (CSCW) in design for the built environment in the UK. The research is based on responses to a web-based questionnaire. Members of various professions, including civil engineers, architects, building services engineers, and quantity surveyors, were invited to complete the questionnaire. The responses reveal important trends in the breadth and size of project teams at the same time as new pressures are emerging regarding team integration and efficiency. The findings suggest that while CSCW systems may improve project management (e.g., via project documentation) and the exchange of information between team members, it has yet to significantly support those activities that characterize integrated collaborative working between disparate specialists. The authors conclude by combining the findings with a wider discussion of the application of CSCW to design activity-appealing for CSCW to go beyond multidisciplinary working to achieve interdisciplinary working.

Quantitative response of the longevity of seed of twelve crops to temperature and moisture in hermetic storage

Seeds of 39 seed lots of a total of twelve different crops were stored hermetically in a wide range of air-dry environments (2-25% moisture content at 0-50 degrees C), viability assessed periodically, and the seed viability equation constants estimated. Within a species, estimates of the constants which quantify absolute longevity (K-E) and the relative effects on longevity of moisture content (C-W) and temperature (C-H and C-Q) did not differ (P >0.05 to P >0.25) among lots. Comparison among the 12 crops provided variant estimates of K-E and C-W (P< 0.01), but common values of C-H and C-Q (0.0322 and 0.000454, respectively, P >0.25). Maize (Zea mays) provided the greatest estimate of K-E (9.993, s.e.= 0.456), followed by sorghum (Sorghum bicolor) (9.381, s.e. 0.428), pearl millet (Pennisetum typhoides) (9.336, s.e.= 0.408), sugar beet (Beta vulgaris) (8.988, s.e.= 0.387), African rice (Oryza glaberrima) (8.786, s.e.= 0.484), wheat (Triticum aestivum) (8.498, s.e.= 0.431), foxtail millet (Setaria italica) (8.478, s.e.= 0.396), sugarcane (Saccharum sp.) (8.454, s.e.= 0.545), finger millet (Eleusine coracana) (8.288, s.e.= 0.392), kodo millet (Paspalum scrobiculatum) (8.138, s.e.= 0.418), rice (Oryza sativa) (8.096, s.e.= 0.416) and potato (Solanum tuberosum) (8.037, s.e.= 0.397). Similarly, estimates of C-W were ranked maize (5.993, s.e.= 0.392), pearl millet (5.540, s.e.= 0.348), sorghum (5.379, s.e.=0.365), potato (5.152, s.e.= 0.347), sugar beet (4.969, s.e.= 0.328), sugar cane (4.964, s.e.= 0.518), foxtail millet (4.829, s.e.= 0.339), wheat (4.836, s.e.= 0.366), African rice (4.727, s.e.= 0.416), kodo millet (4.435, s.e.= 0.360), finger millet (4.345, s.e.= 0.336) and rice (4.246, s.e.= 0.355). The application of these constants to long-term seed storage is discussed.

The effects of non-host plant essential oil volatiles on the behaviour of the pollen beetle Meligethes aeneus

The use of semiochemicals for manipulation of the pollen beetle Meligethes aeneus (Fabricius) (Coleoptera: Nitidulidae) is being investigated for potential incorporation into a push-pull control strategy for this pest, which damages oilseed rape, Brassica napus L. (Brassicaceae), throughout Europe. The response of M. aeneus to non-host plant volatiles was investigated in laboratory assays to establish whether they have any effect on host plant location behaviour. Two approaches were used. First a novel, moving-air bioassay using air funnels was developed to compare the response of M. aeneus to several non-host plant essential oils. The beetles avoided the host plant flowers in the presence of non-host volatiles, suggesting that M. aeneus uses olfactory cues in host location and/or acceptance. The results were expressed as 'repellency values' in order to compare the effects of the different oils tested. Lavender (Lavendula angustifolia Miller) (Lamiaceae) essential oil gave the highest repellency value. In addition, a four-arm olfactometer was used to investigate olfactory responses, as this technique eliminated the influence of host plant visual and contact cues. The attraction to host plant volatiles was reduced by the addition of non-host plant volatiles, but in addition to masking the host plant volatiles, the non-host volatiles were avoided when these were presented alone. This is encouraging for the potential use of non-host plants within a push-pull strategy to reduce the pest colonisation of crops. Further testing in more realistic semi-field and field trials is underway.

Statistical evaluation of the fixed concentration procedure for acute inhalation toxicity assessment

The conventional method for the assessment of acute inhalation toxicity (OECD Test Guideline 403, 1981) uses death of animals as an endpoint to identify the median lethal concentration (LC50). A new OECD Testing Guideline called the Fixed Concentration Procedure (FCP) is being prepared to provide an alternative to Test Guideline 403. Unlike Test Guideline 403, the FCP does not provide a point estimate of the LC50, but aims to identify an airborne exposure level that causes clear signs of nonlethal toxicity. This is then used to assign classification according to the new Globally Harmonized System of Classification and Labelling scheme (GHS). The FCP has been validated using statistical simulation rather than byin vivo testing. The statistical simulation approach predicts the GHS classification outcome and the numbers of deaths and animals used in the test for imaginary substances with a range of LC50 values and dose response curve slopes. This paper describes the FCP and reports the results from the statistical simulation study assessing its properties. It is shown that the procedure will be completed with considerably less death and suffering than Test Guideline 403, and will classify substances either in the same or a more stringent GHS class than that assigned on the basis of the LC50 value.

On the question of proportionality of the count of observed Scrapie cases and the size of holding

Background: The present paper investigates the question of a suitable basic model for the number of scrapie cases in a holding and applications of this knowledge to the estimation of scrapie-ffected holding population sizes and adequacy of control measures within holding. Is the number of scrapie cases proportional to the size of the holding in which case it should be incorporated into the parameter of the error distribution for the scrapie counts? Or, is there a different - potentially more complex - relationship between case count and holding size in which case the information about the size of the holding should be better incorporated as a covariate in the modeling? Methods: We show that this question can be appropriately addressed via a simple zero-truncated Poisson model in which the hypothesis of proportionality enters as a special offset-model. Model comparisons can be achieved by means of likelihood ratio testing. The procedure is illustrated by means of surveillance data on classical scrapie in Great Britain. Furthermore, the model with the best fit is used to estimate the size of the scrapie-affected holding population in Great Britain by means of two capture-recapture estimators: the Poisson estimator and the generalized Zelterman estimator. Results: No evidence could be found for the hypothesis of proportionality. In fact, there is some evidence that this relationship follows a curved line which increases for small holdings up to a maximum after which it declines again. Furthermore, it is pointed out how crucial the correct model choice is when applied to capture-recapture estimation on the basis of zero-truncated Poisson models as well as on the basis of the generalized Zelterman estimator. Estimators based on the proportionality model return very different and unreasonable estimates for the population sizes. Conclusion: Our results stress the importance of an adequate modelling approach to the association between holding size and the number of cases of classical scrapie within holding. Reporting artefacts and speculative biological effects are hypothesized as the underlying causes of the observed curved relationship. The lack of adjustment for these artefacts might well render ineffective the current strategies for the control of the disease.

Reproductive performance of the generalist predator Hypoaspis aculeifer (Acari : Gamasida) when foraging on different invertebrate prey

In this study, we assessed the influence of prey quality and prey biomass during a standardized 3-week test on adult survival and reproductive output of the predatory mite Hypoaspis aculeifer when fed one of six different diets: springtails (Folsomia candida and Folsomia fimetaria), a storage mite (Caloglyphus cf. michaeli), an oligochaete (Enchytraeus crypticus), a nematode (Turbatrix silusiae), and a 1:1:1 mix of F. candida:F.fimetaria:E. crypticus. Our results revealed that a single prey species may be nutritionally sufficient for a 3-week period, as H. aculeifer performed equally well, or better, on a diet based on a 1:1:1 mix of F. candida:F. fimetaria:E. crypticus. However, when fed C. cf. michaeli, H. aculeifer had a poor reproductive output (< 200 juveniles) and a reduced survival (60-70%). Thus, investigators should validate their choice of prey prior to testing H. aculeifer performance during toxicant exposure. (c) 2007 Elsevier B.V. All rights reserved.