27 resultados para Box-Jenkins (1970)

em CentAUR: Central Archive University of Reading - UK


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Data from various stations having different measurement record periods between 1988 and 2007 are analyzed to investigate the surface ozone concentration, long-term trends, and seasonal changes in and around Ireland. Time series statistical analysis is performed on the monthly mean data using seasonal and trend decomposition procedures and the Box-Jenkins approach (autoregressive integrated moving average). In general, ozone concentrations in the Irish region are found to have a negative trend at all sites except at the coastal sites of Mace Head and Valentia. Data from the most polluted Dublin city site have shown a very strong negative trend of −0.33 ppb/yr with a 95% confidence limit of 0.17 ppb/yr (i.e., −0.33 ± 0.17) for the period 2002−2007, and for the site near the city of Cork, the trend is found to be −0.20 ± 0.11 ppb/yr over the same period. The negative trend for other sites is more pronounced when the data span is considered from around the year 2000 to 2007. Rural sites of Wexford and Monaghan have also shown a very strong negative trend of −0.99 ± 0.13 and −0.58 ± 0.12, respectively, for the period 2000−2007. Mace Head, a site that is representative of ozone changes in the air advected from the Atlantic to Europe in the marine planetary boundary layer, has shown a positive trend of about +0.16 ± 0.04 ppb per annum over the entire period 1988−2007, but this positive trend has reduced during recent years (e.g., in the period 2001−2007). Cluster analysis for back trajectories are performed for the stations having a long record of data, Mace Head and Lough Navar. For Mace Head, the northern and western clean air sectors have shown a similar positive trend (+0.17 ± 0.02 ppb/yr for the northern sector and +0.18 ± 0.02 ppb/yr for the western sector) for the whole period, but partial analysis for the clean western sector at Mace Head shows different trends during different time periods with a decrease in the positive trend since 1988 indicating a deceleration in the ozone trend for Atlantic air masses entering Europe.

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Model-based estimates of future uncertainty are generally based on the in-sample fit of the model, as when Box-Jenkins prediction intervals are calculated. However, this approach will generate biased uncertainty estimates in real time when there are data revisions. A simple remedy is suggested, and used to generate more accurate prediction intervals for 25 macroeconomic variables, in line with the theory. A simulation study based on an empirically-estimated model of data revisions for US output growth is used to investigate small-sample properties.

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In the Uruguay Round Agreement on Agriculture, so-called 'blue box' support measures were exempted from reduction commitments, provided they were delivered under 'production-limiting' programs. Although classified as 'blue box', the EU system of direct payments (DP) to beef farmers imposes 'claim-limiting' restrictions rather than 'production-limiting' restrictions, allowing farmers to keep additional animals over and above the number upon which they are eligible to claim DP. The present paper provides empirical evidence that EU direct payments capitalise into the market prices of male calves and young steers in Ireland. It is also likely that DP capitalises into the prices of beef cows and heifers. Given this capitalisation process, some farmers can obtain 'capitalised' DP on animals produced over and above the 'claim-limiting' restrictions, by selling these animals through auction markets. Thus, 'capitalised' DP probably encourages production over and above the limiting measures.

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Current gas-based in vitro evaluation systems are extremely powerful research techniques. However they have the potential to generate a great deal more than simple fermentation dynamics. Details from four experiments are presented in which adaptation, and novel application, of an in vitro system allowed widely differing objectives to be examined. In the first two studies, complement methodologies were utilised. In such assays, an activity or outcome is inferred through the occurrence of a secondary event rather than by direct observation. Using an N-deficient incubation medium, the increase in starch fermentation, when supplemented with individual amino acids (i.e., known level of N) relative to that of urea (i.e., known quantity and N availability), provided an estimate of their microbial utilisation. Due to the low level of response observed with some arnino acids (notably methionine and lysine), it was concluded, that they may not need to be offered in a rumen-inert form to escape rumen microbial degradation. In another experiment, the extent to which degradation of plant cell wall components was inhibited by lipid supplementation was evaluated using fermentation gas release profiles of washed hay. The different responses due to lipid source and level of inclusion suggested that the degree of rumen protection required to ameliorate this depression was supplement dependent. That in vitro inocula differ in their microbial composition is of little interest per se, as long as the outcome is the same (i.e., that similar substrates are degraded at comparable rates and end-product release is equivalent). However where a microbial population is deficient in a particular activity, increasing the level of inoculation will have no benefit. Estimates of hydrolytic activity were obtained by examining fermentation kinetics of specific substrates. A number of studies identified a fundamental difference between rumen fluid and faecal inocula, with the latter having a lower fibrolytic activity, which could not be completely attributed to microbial numbers. The majority of forage maize is offered as an ensiled feed, however most of the information on which decisions such as choice of variety, crop management and harvesting date are made is based on fresh crop measurements. As such, an attempt was made to estimate ensiled maize quality from an in vitro analysis of the fresh crop. Fermentation profiles and chemical analysis confirmed changes in crop composition over the growing season, and loss of labile carbohydrates during ensiling. In addition, examination of degradation residues allowed metabolizable energy (ME) contents to be estimated. Due to difficulties associated with starch analysis, the observation that this parameter could be predicted by difference (together with an assumed degradability), allowed an estimate of ensiled maize ME to be developed from fresh material. In addition, the contribution of the main carbohydrates towards ME showed the importance of delaying harvest until maximum starch content has been achieved. (c) 2005 Elsevier B.V. All rights reserved.

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Recent reform of the EU’s Common Agricultural Policy (CAP) has led to a further decoupling of farm support. The EU believes that the new Single Payment Scheme, which replaces the former system of area and headage payments to farmers, tied to production, will qualify for green-box status in the WTO. We examine this contention, particularly in light of the recent WTO panel report on upland cotton.

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Single crystals of trans-cinnamic acid and of a range of derivatives of this compound containing halogen substituents on the aromatic ring have been reacted with 165 Torr pressure of bromine vapour in a sealed desiccator at 20 degrees C for 1 week. Infrared and Raman microspectroscopic examination of the crystals shows that bromination of the aliphatic double bond, but not of the aromatic ring, has occurred. It is demonstrated also that the reaction is truly gas-solid in nature. A time-dependent study of these reactions shows that they do not follow a smooth diffusion-controlled pathway. Rather the reactions appear to be inhomogeneous and to occur at defects within the crystal. The reaction products are seen to flake from the surface of the crystal. It is shown, therefore, that these are not single crystal to single crystal transitions, as have been observed previously for the photodimerisation of trans-cinnamic acid and several of its derivatives. It is shown that there are no by-products of the reaction and that finely ground samples react to form the same products as single crystals.

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A fast neutron-mutagenized population of Arabidopsis ( Arabidopsis thaliana) Columbia-0 wild-type plants was screened for floral phenotypes and a novel mutant, termed hawaiian skirt ( hws), was identified that failed to shed its reproductive organs. The mutation is the consequence of a 28 bp deletion that introduces a premature amber termination codon into the open reading frame of a putative F-box protein ( At3g61590). The most striking anatomical characteristic of hws plants is seen in flowers where individual sepals are fused along the lower part of their margins. Crossing of the abscission marker, Pro(PGAZAT):beta-glucuronidase, into the mutant reveals that while floral organs are retained it is not the consequence of a failure of abscission zone cells to differentiate. Anatomical analysis indicates that the fusion of sepal margins precludes shedding even though abscission, albeit delayed, does occur. Spatial and temporal characterization, using Pro(HWS):beta-glucuronidase or Pro(HWS):green fluorescent protein fusions, has identified HWS expression to be restricted to the stele and lateral root cap, cotyledonary margins, tip of the stigma, pollen, abscission zones, and developing seeds. Comparative phenotypic analyses performed on the hws mutant, Columbia-0 wild type, and Pro(35S):HWS ectopically expressing lines has revealed that loss of HWS results in greater growth of both aerial and below-ground organs while overexpressing the gene brings about a converse effect. These observations are consistent with HWS playing an important role in regulating plant growth and development.

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A basic principle in data modelling is to incorporate available a priori information regarding the underlying data generating mechanism into the modelling process. We adopt this principle and consider grey-box radial basis function (RBF) modelling capable of incorporating prior knowledge. Specifically, we show how to explicitly incorporate the two types of prior knowledge: the underlying data generating mechanism exhibits known symmetric property and the underlying process obeys a set of given boundary value constraints. The class of orthogonal least squares regression algorithms can readily be applied to construct parsimonious grey-box RBF models with enhanced generalisation capability.

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In this letter, a Box-Cox transformation-based radial basis function (RBF) neural network is introduced using the RBF neural network to represent the transformed system output. Initially a fixed and moderate sized RBF model base is derived based on a rank revealing orthogonal matrix triangularization (QR decomposition). Then a new fast identification algorithm is introduced using Gauss-Newton algorithm to derive the required Box-Cox transformation, based on a maximum likelihood estimator. The main contribution of this letter is to explore the special structure of the proposed RBF neural network for computational efficiency by utilizing the inverse of matrix block decomposition lemma. Finally, the Box-Cox transformation-based RBF neural network, with good generalization and sparsity, is identified based on the derived optimal Box-Cox transformation and a D-optimality-based orthogonal forward regression algorithm. The proposed algorithm and its efficacy are demonstrated with an illustrative example in comparison with support vector machine regression.

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A cross-platform field campaign, OP3, was conducted in the state of Sabah in Malaysian Borneo between April and July of 2008. Among the suite of observations recorded, the campaign included measurements of NOx and O3 – crucial outputs of any model chemistry mechanism. We describe the measurements of these species made from both the ground site and aircraft. We then use the output from two resolutions of the chemistry transport model p-TOMCAT to illustrate the ability of a global model chemical mechanism to capture the chemistry at the rainforest site. The basic model performance is good for NOx and poor for ozone. A box model containing the same chemical mechanism is used to explore the results of the global model in more depth and make comparisons between the two. Without some parameterization of the nighttime boundary layer – free troposphere mixing (i.e. the use of a dilution parameter), the box model does not reproduce the observations, pointing to the importance of adequately representing physical processes for comparisons with surface measurements. We conclude with a discussion of box model budget calculations of chemical reaction fluxes, deposition and mixing, and compare these results to output from p-TOMCAT. These show the same chemical mechanism behaves similarly in both models, but that emissions and advection play particularly strong roles in influencing the comparison to surface measurements.