Periodic time series modeling of environmental proxy records with guaranteed positive growth rate estimation

Identifying a periodic time-series model from environmental records, without imposing the positivity of the growth rate, does not necessarily respect the time order of the data observations. Consequently, subsequent observations, sampled in the environmental archive, can be inversed on the time axis, resulting in a non-physical signal model. In this paper an optimization technique with linear constraints on the signal model parameters is proposed that prevents time inversions. The activation conditions for this constrained optimization are based upon the physical constraint of the growth rate, namely, that it cannot take values smaller than zero. The actual constraints are defined for polynomials and first-order splines as basis functions for the nonlinear contribution in the distance-time relationship. The method is compared with an existing method that eliminates the time inversions, and its noise sensitivity is tested by means of Monte Carlo simulations. Finally, the usefulness of the method is demonstrated on the measurements of the vessel density, in a mangrove tree, Rhizophora mucronata, and the measurement of Mg/Ca ratios, in a bivalve, Mytilus trossulus.

Anxiety problems in young people with Asperger syndrome: a case series

It is now well established that the prevalence of mental health difficulties in individuals with autism spectrum disorders (ASD) is considerably higher than in the general population. With recent estimates of the prevalence of autism spectrum disorders being as high as one percent, increasing numbers of children and young people are presenting to local and specialist services with mental health problems in addition to a diagnosis of ASD. Many families report that the impact of the mental health problems can be as or more impairing than the autism spectrum difficulties themselves. Clinical services are frequently called upon to treat these difficulties; however, there is limited evidence for the effectiveness of treatments in this population. This paper reports a case series of children and adolescents with ASD and an anxiety disorder who were treated with a standard cognitive behaviour therapy (CBT) rationale adapted to take account of the neuropsychological features of ASD. Common features of the presentation of the disorders and also treatment processes are discussed.

Spatial disaggregation and intensity correction of TRMM-based rainfall time series for hydrological applications in dryland catchments

A novel approach is presented for combining spatial and temporal detail from newly available TRMM-based data sets to derive hourly rainfall intensities at 1-km spatial resolution for hydrological modelling applications. Time series of rainfall intensities derived from 3-hourly 0.25° TRMM 3B42 data are merged with a 1-km gridded rainfall climatology based on TRMM 2B31 data to account for the sub-grid spatial distribution of rainfall intensities within coarse-scale 0.25° grid cells. The method is implemented for two dryland catchments in Tunisia and Senegal, and validated against gauge data. The outcomes of the validation show that the spatially disaggregated and intensity corrected TRMM time series more closely approximate ground-based measurements than non-corrected data. The method introduced here enables the generation of rainfall intensity time series with realistic temporal and spatial detail for dynamic modelling of runoff and infiltration processes that are especially important to water resource management in arid regions.

"Oft expectation fails": a time-series analysis of construction starts in the London office market

Expectations of future market conditions are generally acknowledged to be crucial for the development decision and hence for shaping the built environment. This empirical study of the Central London office market from 1987 to 2009 tests for evidence of adaptive and naive expectations. Applying VAR models and a recursive OLS regression with one-step forecasts, we find evidence of adaptive and naïve, rather than rational expectations of developers. Although the magnitude of the errors and the length of time lags vary over time and development cycles, the results confirm that developers’ decisions are explained to a large extent by contemporaneous and past conditions in both London submarkets. The corollary of this finding is that developers may be able to generate excess profits by exploiting market inefficiencies but this may be hindered in practice by the long periods necessary for planning and construction of the asset. More generally, the results of this study suggest that real estate cycles are largely generated endogenously rather than being the result of unexpected exogenous shocks.