39 resultados para non-constant discount factor

em CentAUR: Central Archive University of Reading - UK


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Survival times for the Acacia mangium plantation in the Segaliud Lokan Project, Sabah, East Malaysia were analysed based on 20 permanent sample plots (PSPs) established in 1988 as a spacing experiment. The PSPs were established following a complete randomized block design with five levels of spacing randomly assigned to units within four blocks at different sites. The survival times of trees in years are of interest. Since the inventories were only conducted annually, the actual survival time for each tree was not observed. Hence, the data set comprises censored survival times. Initial analysis of the survival of the Acacia mangium plantation suggested there is block by spacing interaction; a Weibull model gives a reasonable fit to the replicate survival times within each PSP; but a standard Weibull regression model is inappropriate because the shape parameter differs between PSPs. In this paper we investigate the form of the non-constant Weibull shape parameter. Parsimonious models for the Weibull survival times have been derived using maximum likelihood methods. The factor selection for the parameters is based on a backward elimination procedure. The models are compared using likelihood ratio statistics. The results suggest that both Weibull parameters depend on spacing and block.

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Radiation schemes in general circulation models currently make a number of simplifications when accounting for clouds, one of the most important being the removal of horizontal inhomogeneity. A new scheme is presented that attempts to account for the neglected inhomogeneity by using two regions of cloud in each vertical level of the model as opposed to one. One of these regions is used to represent the optically thinner cloud in the level, and the other represents the optically thicker cloud. So, along with the clear-sky region, the scheme has three regions in each model level and is referred to as “Tripleclouds.” In addition, the scheme has the capability to represent arbitrary vertical overlap between the three regions in pairs of adjacent levels. This scheme is implemented in the Edwards–Slingo radiation code and tested on 250 h of data from 12 different days. The data are derived from cloud retrievals using radar, lidar, and a microwave radiometer at Chilbolton, southern United Kingdom. When the data are grouped into periods equivalent in size to general circulation model grid boxes, the shortwave plane-parallel albedo bias is found to be 8%, while the corresponding bias is found to be less than 1% using Tripleclouds. Similar results are found for the longwave biases. Tripleclouds is then compared to a more conventional method of accounting for inhomogeneity that multiplies optical depths by a constant scaling factor, and Tripleclouds is seen to improve on this method both in terms of top-of-atmosphere radiative flux biases and internal heating rates.

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An integration by parts formula is derived for the first order differential operator corresponding to the action of translations on the space of locally finite simple configurations of infinitely many points on Rd. As reference measures, tempered grand canonical Gibbs measures are considered corresponding to a non-constant non-smooth intensity (one-body potential) and translation invariant potentials fulfilling the usual conditions. It is proven that such Gibbs measures fulfill the intuitive integration by parts formula if and only if the action of the translation is not broken for this particular measure. The latter is automatically fulfilled in the high temperature and low intensity regime.

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We analyse by simulation the impact of model-selection strategies (sometimes called pre-testing) on forecast performance in both constant-and non-constant-parameter processes. Restricted, unrestricted and selected models are compared when either of the first two might generate the data. We find little evidence that strategies such as general-to-specific induce significant over-fitting, or thereby cause forecast-failure rejection rates to greatly exceed nominal sizes. Parameter non-constancies put a premium on correct specification, but in general, model-selection effects appear to be relatively small, and progressive research is able to detect the mis-specifications.

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We consider forecasting using a combination, when no model coincides with a non-constant data generation process (DGP). Practical experience suggests that combining forecasts adds value, and can even dominate the best individual device. We show why this can occur when forecasting models are differentially mis-specified, and is likely to occur when the DGP is subject to location shifts. Moreover, averaging may then dominate over estimated weights in the combination. Finally, it cannot be proved that only non-encompassed devices should be retained in the combination. Empirical and Monte Carlo illustrations confirm the analysis.

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Investment risk models with infinite variance provide a better description of distributions of individual property returns in the IPD UK database over the period 1981 to 2003 than normally distributed risk models. This finding mirrors results in the US and Australia using identical methodology. Real estate investment risk is heteroskedastic, but the characteristic exponent of the investment risk function is constant across time – yet it may vary by property type. Asset diversification is far less effective at reducing the impact of non‐systematic investment risk on real estate portfolios than in the case of assets with normally distributed investment risk. The results, therefore, indicate that multi‐risk factor portfolio allocation models based on measures of investment codependence from finite‐variance statistics are ineffective in the real estate context

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Investment risk models with infinite variance provide a better description of distributions of individual property returns in the IPD database over the period 1981 to 2003 than Normally distributed risk models, which mirrors results in the U.S. and Australia using identical methodology. Real estate investment risk is heteroscedastic, but the Characteristic Exponent of the investment risk function is constant across time yet may vary by property type. Asset diversification is far less effective at reducing the impact of non-systematic investment risk on real estate portfolios than in the case of assets with Normally distributed investment risk. Multi-risk factor portfolio allocation models based on measures of investment codependence from finite-variance statistics are ineffectual in the real estate context.

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Three rapid, poleward bursts of plasma flow, observed by the U.K.-POLAR EISCAT experiment, are studied in detail. In all three cases the large ion velocities (> 1 kms−1) are shown to drive the ion velocity distribution into a non-Maxwellian form, identified by the characteristic shape of the observed spectra and the fact that analysis of the spectra with the assumption of a Maxwellian distribution leads to excessive rises in apparent ion temperature, and an anticorrelation of apparent electron and ion temperatures. For all three periods the total scattered power is shown to rise with apparent ion temperature by up to 6 dB more than is expected for an isotropic Maxwellian plasma of constant density and by an even larger factor than that expected for non-thermal plasma. The anomalous increases in power are only observed at the lower altitudes (< 300 km). At greater altitudes the rise in power is roughly consistent with that simulated numerically for homogeneous, anisotropic, non-Maxwellian plasma of constant density, viewed using the U.K.-POLAR aspect angle. The spectra at times of anomalously high power are found to be asymmetric, showing an enhancement near the downward Doppler-shifted ion-acoustic frequency. Although it is not possible to eliminate completely rapid plasma density fluctuations as a cause of these power increases, such effects cannot explain the observed spectra and the correlation of power and apparent ion temperature without an unlikely set of coincidences. The observations are made along a beam direction which is as much as 16.5° from orthogonality with the geomagnetic field. Nevertheless, some form of coherent-like echo contamination of the incoherent scatter spectrum is the most satisfactory explanation of these data.

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The flow dynamics of crystal-rich high-viscosity magma is likely to be strongly influenced by viscous and latent heat release. Viscous heating is observed to play an important role in the dynamics of fluids with temperature-dependent viscosities. The growth of microlite crystals and the accompanying release of latent heat should play a similar role in raising fluid temperatures. Earlier models of viscous heating in magmas have shown the potential for unstable (thermal runaway) flow as described by a Gruntfest number, using an Arrhenius temperature dependence for the viscosity, but have not considered crystal growth or latent heating. We present a theoretical model for magma flow in an axisymmetric conduit and consider both heating effects using Finite Element Method techniques. We consider a constant mass flux in a 1-D infinitesimal conduit segment with isothermal and adiabatic boundary conditions and Newtonian and non-Newtonian magma flow properties. We find that the growth of crystals acts to stabilize the flow field and make the magma less likely to experience a thermal runaway. The additional heating influences crystal growth and can counteract supercooling from degassing-induced crystallization and drive the residual melt composition back towards the liquidus temperature. We illustrate the models with results generated using parameters appropriate for the andesite lava dome-forming eruption at Soufriere Hills Volcano, Montserrat. These results emphasize the radial variability of the magma. Both viscous and latent heating effects are shown to be capable of playing a significant role in the eruption dynamics of Soufriere Hills Volcano. Latent heating is a factor in the top two kilometres of the conduit and may be responsible for relatively short-term (days) transients. Viscous heating is less restricted spatially, but because thermal runaway requires periods of hundreds of days to be achieved, the process is likely to be interrupted. Our models show that thermal evolution of the conduit walls could lead to an increase in the effective diameter of flow and an increase in flux at constant magma pressure.

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The relationship of the anharmonic force constants in curvilinear internal coordinates to the observed vibration-rotation spectrum of a molecule is reviewed. A simplified method of setting up the required non-linear coordinate transformations is described: this makes use of an / tensor, which is a straightforward generalization of the / matrix used in the customary description of harmonic force constant calculations. General formulae for the / tensor elements, in terms of the familiar L matrix elements, are presented. The use of non-linear symmetry coordinates and redundancies are described. Sample calculations on the water and ammonia molecules are reported.

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This article is a commentary on several research studies conducted on the prospects for aerobic rice production systems that aim at reducing the demand for irrigation water which in certain major rice producing areas of the world is becoming increasingly scarce. The research studies considered, as reported in published articles mainly under the aegis of the International Rice Research Institute (IRRI), have a narrow scope in that they test only 3 or 4 rice varieties under different soil moisture treatments obtained with controlled irrigation, but with other agronomic factors of production held as constant. Consequently, these studies do not permit an assessment of the interactions among agronomic factors that will be of critical significance to the performance of any production system. Varying the production factor of "water" will seriously affect also the levels of the other factors required to optimise the performance of a production system. The major weakness in the studies analysed in this article originates from not taking account of the interactions between experimental and non-experimental factors involved in the comparisons between different production systems. This applies to the experimental field design used for the research studies as well as to the subsequent statistical analyses of the results. The existence of such interactions is a serious complicating element that makes meaningful comparisons between different crop production systems difficult. Consequently, the data and conclusions drawn from such research readily become biased towards proposing standardised solutions for possible introduction to farmers through a linear technology transfer process. Yet, the variability and diversity encountered in the real-world farming environment demand more flexible solutions and approaches in the dissemination of knowledge-intensive production practices through "experiential learning" types of processes, such as those employed by farmer field schools. This article illustrates, based on expertise of the 'system of rice intensification' (SRI), that several cost-effective and environment-friendly agronomic solutions to reduce the demand for irrigation water, other than the asserted need for the introduction of new cultivars, are feasible. Further, these agronomic Solutions can offer immediate benefits of reduced water requirements and increased net returns that Would be readily accessible to a wide range of rice producers, particularly the resource poor smallholders. (C) 2009 Elsevier B.V. All rights reserved.

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Following parturition, all cows display a wave of ovarian follicular growth, but a large proportion fail to generate a preovulatory rise in estradiol, and hence fail to ovulate. Follicle-stimulating hormone (FSH) exists as multiple isoforms in the circulation depending on the type and extent of glycosylation, and this has pronounced effects on its biological properties. This study examined differences in plasma FSH, estradiol, and inhibin A concentrations, and the distribution of FSH isoforms in cows with ovulatory or atretic dominant follicles during the first postpartum follicle wave. Plasma FSH isoform distribution was examined in both groups during the period of final development of the dominant follicle by liquid phase isoelectric focusing. Cows with an ovulatory follicle had higher circulating estradiol and inhibin A concentrations, and lower plasma FSH concentrations. The distribution of FSH isoforms displayed a marked shift toward the less acidic isoforms in cows with ovulatory follicles. A higher proportion of the FSH isoforms had a pl>5.0 in cows with ovulatory follicles compared to those with atretic follicles. In addition, cows with ovulatory follicles had greater dry matter intake, superior energy balance, elevated circulating concentrations of insulin and insulin-like growth factor-I, and lower plasma nonesterified fatty acids. The shift in FSH isoforms toward a greater abundance of the less acidic isoforms appears to be a key component in determining the capability for producing a preovulatory rise in estradiol, and this shift in FSH isoforms was associated with more favorable bioenergetic and metabolic status. (C) 2008 Elsevier Inc. All rights reserved.

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1. We studied a reintroduced population of the formerly critically endangered Mauritius kestrel Falco punctatus Temmink from its inception in 1987 until 2002, by which time the population had attained carrying capacity for the study area. Post-1994 the population received minimal management other than the provision of nestboxes. 2. We analysed data collected on survival (1987-2002) using program MARK to explore the influence of density-dependent and independent processes on survival over the course of the population's development. 3.We found evidence for non-linear, threshold density dependence in juvenile survival rates. Juvenile survival was also strongly influenced by climate, with the temporal distribution of rainfall during the cyclone season being the most influential climatic variable. Adult survival remained constant throughout. 4. Our most parsimonious capture-mark-recapture statistical model, which was constrained by density and climate, explained 75.4% of the temporal variation exhibited in juvenile survival rates over the course of the population's development. 5. This study is an example of how data collected as part of a threatened species recovery programme can be used to explore the role and functional form of natural population regulatory processes. With the improvements in conservation management techniques and the resulting success stories, formerly threatened species offer unique opportunities to further our understanding of the fundamental principles of population ecology.

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A new primary model based on a thermodynamically consistent first-order kinetic approach was constructed to describe non-log-linear inactivation kinetics of pressure-treated bacteria. The model assumes a first-order process in which the specific inactivation rate changes inversely with the square root of time. The model gave reasonable fits to experimental data over six to seven orders of magnitude. It was also tested on 138 published data sets and provided good fits in about 70% of cases in which the shape of the curve followed the typical convex upward form. In the remainder of published examples, curves contained additional shoulder regions or extended tail regions. Curves with shoulders could be accommodated by including an additional time delay parameter and curves with tails shoulders could be accommodated by omitting points in the tail beyond the point at which survival levels remained more or less constant. The model parameters varied regularly with pressure, which may reflect a genuine mechanistic basis for the model. This property also allowed the calculation of (a) parameters analogous to the decimal reduction time D and z, the temperature increase needed to change the D value by a factor of 10, in thermal processing, and hence the processing conditions needed to attain a desired level of inactivation; and (b) the apparent thermodynamic volumes of activation associated with the lethal events. The hypothesis that inactivation rates changed as a function of the square root of time would be consistent with a diffusion-limited process.

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Dietary antioxidants can affect cellular processes relevant to chronic inflammatory diseases such as atherosclerosis. We have used non- standard techniques to quantify effects of the antioxidant soy isoflavones genistein and daidzein on translocation of Nuclear Factor-KB (NF-KB) and nitric oxide (NO) production, which are important in these diseases. Translocation was quantified using confocal immunofluoresecence microscopy and ratiometric image analysis. NO was quantified by an electrochemical method after reduction of its oxidation products in cell culture supernatants. Activation of the RAW 264.7 murine monocyte/macrophage cell line increased the ratio of nuclear to cytoplasmic immunostaining for NF-kB. The increase was exacerbated by pre-treatment with genistein or daidzein. To show that decreases could also be detected, pre-treatment with the pine bark extract Pycnogenol (R) r was examined, and found to reduce translocation. NO production was also increased by activation, but was reduced by pre-treatment with genistein or daidzein. In the EA. hy926 human endothelial cell line, constitutive production was detectable and was increased by thrombin. The confocal and electrochemical methods gave data that agreed with results obtained using the established electromobility shift and Griess assays, but were more sensitive, more convenient, gave more detailed information and avoided the use of radioisotopes.