Multivariate modelling of landuse on in-stream salinity over multiple spatial scales

An impediment to sustainable dryland salinity management is the lack of information on contributing factors. GIS and satellite imagery now offer a cost-effective means of generating relevant land and water resource information for integrated regional management of salinity. In this paper the relationships between patterns in land uselcover distribution and base flow salt concentration in streams (indicated by EC) are investigated and modelled. The Glenelg-Hopkins area is a large regional watershed in southwest Victoria, Australia, covering approximately 2.6 million ha. It is currently estimated that 27,400 ha of land is affected by dryland salinity and this is predicted to rapidly increase in the next decade' if current conditions prevail. Salt concentration data from five gauging stations were analysed with multi-temporal land use maps obtained from satellite imagery. Multiple regression analyses demonstrated that the variables Native Vegetation and Dry/and Grain Cropping were the most significant influences on in~stream salinity in the whole catchment (1=88.9%) and 500 m V=88.3%) and 100 m riparian buffers (1=86.9%) during times of base flow. The implications for future land use planning, effectiveness of riparian zones and revegetation programmes is discussed. This work also demonstrates the utility of applying nmltivariate statistical analyses, spatial statistics, and remote sensing with data integrated in a GIS framework for the purpose of predicting and managing the regional salinity threat.

Class library ranlip for multivariate nonuniform random variate generation

This paper describes generation of nonuniform random variates from Lipschitz-continuous densities using acceptance/rejection, and the class library _ranlip which implements this method. It is assumed that the required distribution has Lipschitz-continuous density, which is either given analytically or as a black box. The algorithm builds a piecewise constant upper approximation to the density (the hat function), using a large number of its values and subdivision of the domain into hyperrectangles. The class library _ranlip provides very competitive preprocessing and generation times, and yields small rejection constant, which is a measure of efficiency of the generation step. It exhibits good performance for up to five variables, and provides the user with a black box nonuniform random variate generator for a large class of distributions, in particular, multimodal distributions. It will be valuable for researchers who frequently face the task of sampling from unusual distributions, for which specialized random variate generators are not available.

Monotonicity preserving approximation of multivariate scattered data

This paper describes a new method of monotone interpolation and smoothing of multivariate scattered data. It is based on the assumption that the function to be approximated is Lipschitz continuous. The method provides the optimal approximation in the worst case scenario and tight error bounds. Smoothing of noisy data subject to monotonicity constraints is converted into a quadratic programming problem. Estimation of the unknown Lipschitz constant from the data by sample splitting and cross-validation is described. Extension of the method for locally Lipschitz functions is presented.

A comprehensive formal ranking of the popularity of financial ratios in multivariate modeling of corporate collapse

This paper provides a fonnal ranking of the popularity of financial ratios in modeling corporate collapse. The analysis identified 48 financial ratios and ranked them according to their usefulness as portrayed in 53 studies that have utilized such ratios in modeling corporate collapse. The methodologies adopted in those studies are predominantly of the "multivariate" type. The 53 studies extend from 1966 to 2002, inclusive.

Multivariate modelling of variability in sheet metal forming

The inherent variability in incoming material and process conditions in sheet metal forming makes quality control and the maintenance of consistency extremely difficult. A single FEM simulation is successful at predicting the formability for a given system, however lacks the ability to capture the variability in an actual production process due to the numerical deterministic nature. This paper investigates a probabilistic analytical model where the variation of five input parameters and their relationship to the sensitivity of springback in a stamping process is examined. A range of sheet tensions are investigated, simulating different operating windows in an attempt to highlight robust regions where the distribution of springback is small. A series of FEM simulations were also performed, to compare with the findings from the analytical model using AutoForm Sigma v4.04 and to validate the analytical model assumptions.

Results show that an increase in sheet tension not only decreases springback, but more importantly reduces the sensitivity of the process to variation. A relative sensitivity analysis has been performed where the most influential parameters and the changes in sensitivity at various sheet tensions have been investigated. Variation in the material parameters, yield stress and n-value were the most influential causes of springback variation, when compared to process input parameters such as friction, which had a small effect. The probabilistic model presented allows manufacturers to develop a more comprehensive assessment of the success of their forming processes by capturing the effects of inherent variation.

Multivariate granger causality between electricity consumption, exports and GDP : Evidence from a panel of Middle Eastern countries

This paper examines the causal relationship between electricity consumption, exports and gross domestic product (GDP) for a panel of Middle Eastern countries. We find that for the panel as a whole there are statistically significant feedback effects between these variables. A 1 per cent increase in electricity consumption increases GDP by 0.04 per cent, a 1 per cent increase in exports increases GDP by 0.17 per cent and a 1 per cent increase in GDP generates a 0.95 per cent increase in electricity consumption. The policy implications are that for the panel as a whole these countries should invest in electricity infrastructure and step up electricity conservation policies to avoid a reduction in electricity consumption adversely affecting economic growth. Further policy implications are that for the panel as a whole promoting exports, particularly non-oil exports, is a means to promote economic growth and that expansion of exports can be realized without having adverse effects on energy conservation policies.

Electricity consumption, employment and real income in Australia evidence from multivariate Granger causality tests

This paper examines the relationship between electricity consumption, employment and real income in Australia within a cointegration and causality framework. We find that electricity consumption, employment and real income are cointegrated and that in the long-run employment and real income Granger cause electricity consumption, while in the short run there is weak unidirectional Granger causality running from income to electricity consumption and from income to employment.

The exact distribution of the maximum, minimum and the range of multinomial/dirichlet and multivariate hypergeometric frequencies

The exact distribution of the maximum and minimum frequencies of Multinomial/Dirichlet and Multivariate Hypergeometric distributions of n balls in m urns is compactly represented as a product of stochastic matrices. This representation does not require equal urn probabilities, is invariant to urn order, and permits rapid calculation of exact probabilities. The exact distribution of the range is also obtained. These algorithms satisfy a long-standing need for routines to compute exact Multinomial/Dirichlet and Multivariate Hypergeometric maximum, minimum, and range probabilities in statistical computation libraries and software packages.

A method for the visual representation of historic multivariate point data

The visual representation of multivariate spatial and temporal data is important for interpreting and analyzing historical geographic patterns that change over time. The introduction of geospatial technologies in historical scholarship has challenged the suitability of current visual representations due to the need for greater temporal emphasis and the tracking of historical events over time. This research presents a holistic multivariate approach to historical visual representation for point based historical data. The method has been developed through extending the spatial presence in information graphics and through meaningful spatial classification. This paper demonstrates the benefits gained from integrating historical, geographic, temporal, and attribute data through the development of a case study on the history of Melbourne’s cinema venues between 1946 and 1986.

Global non-smooth optimization in robust multivariate regression

Robust regression in statistics leads to challenging optimization problems. Here, we study one such problem, in which the objective is non-smooth, non-convex and expensive to calculate. We study the numerical performance of several derivative-free optimization algorithms with the aim of computing robust multivariate estimators. Our experiences demonstrate that the existing algorithms often fail to deliver optimal solutions. We introduce three new methods that use Powell's derivative-free algorithm. The proposed methods are reliable and can be used when processing very large data sets containing outliers.

An extended multivariate autoregressive framework for EEG-based information flow analysis of a brain network

Recently effective connectivity studies have gained significant attention among the neuroscience community as Electroencephalography (EEG) data with a high time resolution can give us a wider understanding of the information flow within the brain. Among other tools used in effective connectivity analysis Granger Causality (GC) has found a prominent place. The GC analysis, based on strictly causal multivariate autoregressive (MVAR) models does not account for the instantaneous interactions among the sources. If instantaneous interactions are present, GC based on strictly causal MVAR will lead to erroneous conclusions on the underlying information flow. Thus, the work presented in this paper applies an extended MVAR (eMVAR) model that accounts for the zero lag interactions. We propose a constrained adaptive Kalman filter (CAKF) approach for the eMVAR model identification and demonstrate that this approach performs better than the short time windowing-based adaptive estimation when applied to information flow analysis.