A New Birth-Interval Approach to Estimating Demographic Parameters of Humpback Whales

A demographic model is developed based on interbirth intervals and is applied to estimate the population growth rate of humpback whales (Megaptera novaeangliae) in the Gulf of Maine. Fecundity rates in this model are based on the probabilities of giving birth at time t after a previous birth and on the probabilities of giving birth first at age x. Maximum likelihood methods are used to estimate these probabilities using sighting data collected for individually identified whales. Female survival rates are estimated from these same sighting data using a modified Jolly–Seber method. The youngest age at first parturition is 5 yr, the estimated mean birth interval is 2.38 yr (SE = 0.10 yr), the estimated noncalf survival rate is 0.960 (SE = 0.008), and the estimated calf survival rate is 0.875 (SE = 0.047). The population growth rate (l) is estimated to be 1.065; its standard error is estimated as 0.012 using a Monte Carlo approach, which simulated sampling from a hypothetical population of whales. The simulation is also used to investigate the bias in estimating birth intervals by previous methods. The approach developed here is applicable to studies of other populations for which individual interbirth intervals can be measured.

A quasi-maximum likelihood method for estimating the parameters of multivariate diffusions

A quasi-maximum likelihood procedure for estimating the parameters of multi-dimensional diffusions is developed in which the transitional density is a multivariate Gaussian density with first and second moments approximating the true moments of the unknown density. For affine drift and diffusion functions, the moments are exactly those of the true transitional density and for nonlinear drift and diffusion functions the approximation is extremely good and is as effective as alternative methods based on likelihood approximations. The estimation procedure generalises to models with latent factors. A conditioning procedure is developed that allows parameter estimation in the absence of proxies.

Estimating the parameters of stochastic volatility models using option price data

This article describes a maximum likelihood method for estimating the parameters of the standard square-root stochastic volatility model and a variant of the model that includes jumps in equity prices. The model is fitted to data on the S&P 500 Index and the prices of vanilla options written on the index, for the period 1990 to 2011. The method is able to estimate both the parameters of the physical measure (associated with the index) and the parameters of the risk-neutral measure (associated with the options), including the volatility and jump risk premia. The estimation is implemented using a particle filter whose efficacy is demonstrated under simulation. The computational load of this estimation method, which previously has been prohibitive, is managed by the effective use of parallel computing using graphics processing units (GPUs). The empirical results indicate that the parameters of the models are reliably estimated and consistent with values reported in previous work. In particular, both the volatility risk premium and the jump risk premium are found to be significant.

A simple method for estimating growth parameters from multiple length-frequency data in presence of continuous recruitment

The extended recruitment season for short-lived species such as prawns biases the estimation of growth parameters from length-frequency data when conventional methods are used. We propose a simple method for overcoming this bias given a time series of length-frequency data. The difficulties arising from extended recruitment are eliminated by predicting the growth of the succeeding samples and the length increments of the recruits in previous samples. This method requires that some maximum size at recruitment can be specified. The advantages of this multiple length-frequency method are: it is simple to use; it requires only three parameters; no specific distributions need to be assumed; and the actual seasonal recruitment pattern does not have to be specified. We illustrate the new method with length-frequency data on the tiger prawn Penaeus esculentus from the north-western Gulf of Carpentaria, Australia.

An approximate likelihood method for estimating static parameters in multi-target tracking models

This paper considers a class of dynamic Spatial Point Processes (PP) that evolves over time in a Markovian fashion. This Markov in time PP is hidden and observed indirectly through another PP via thinning, displacement and noise. This statistical model is important for Multi object Tracking applications and we present an approximate likelihood based method for estimating the model parameters. The work is supported by an extensive numerical study.

An increment technique for estimating growth parameters of tropical tunas, as applied to yellowfin tuna (Thunnus albacares)

ENGLISH: The rate of growth of tropical tunas has been studied by various investigators using diverse methods. Hayashi (1957) examined methods to determine the age of tunas by interpreting growth patterns on the bony or hard parts, but the results proved unreliable. Moore (1951), Hennemuth (1961), and Davidoff (1963) studied the age and growth of yellowfin tuna by the analysis of size frequency distributions. Schaefer, Chatwin and Broadhead (1961), and Fink (ms.), estimated the rate of growth of yellowfin tuna from tagging data; their estimates gave a somewhat slower rate of growth than that obtained by the study of length-frequency distributions. For the yellowfin tuna, modal groups representing age groups can be identified and followed for relatively long periods of time in length-frequency graphs. This may not be possible, however, for other tropical tunas where the modal groups may not represent identifiable age groups; this appears to be the case for skipjack tuna (Schaefer, 1962). It is necessary, therefore, to devise a method of estimating the growth rates of such species without identifying the year classes. The technique described in this study, hereafter called the "increment technique", employs the measurement of the change in length per unit of time, with respect to mean body length, without the identification of year classes. This technique is applied here as a method of estimating the growth rate of yellowfin tuna from the entire Eastern Tropical Pacific, and from the Commission's northern statistical areas (Areas 01-04 and 08) as shown in Figure 1. The growth rates of yellowfin tuna from Area 02 (Hennemuth, 1961) and from the northern areas (Davidoff, 1963) have been described by the technique of tracing modal progressions of year classes, hereafter termed the "year class technique". The growth rate analyses performed by both techniques apply to the segment of the population which is captured by tuna fishing vessels. The results obtained by both methods are compared in this report. SPANISH: La tasa del crecimiento de los atunes tropicales ha sido estudiada por varios investigadores quienes usaron diversos métodos. Hayashi (1957) examinó los métodos para determinar la edad de los atunes interpretando las marcas del crecimiento de las partes óseas o duras, pero los resultados no han demostrado eficacia. Moore (1951), Hennemuth (1961) y Davidoff (1963) estudiaron la edad y el crecimiento del atún aleta amarilla por medio del análisis de las distribuciones de la frecuencia de tamaños. Schaefer, Chatwin y Broadhead (1961) y Fink (Ms.), estimaron la tasa del crecimiento del atún aleta amarilla valiéndose de los datos de la marcación de los peces; ambos estimaron una tasa del crecimiento algo más lenta que la que se obtiene mediante el estudio de las distribuciones de la frecuencia de longitudes. Para el atún aleta amarilla, los grupos modales que representan grupos de edad pueden ser identificados y seguidos durante períodos de tiempo relativamente largos en los gráficos de la frecuencia de longitudes. Sin embargo, ésto puede no ser posible para otros atunes tropicales para los cuales los grupos modales posiblemente no representan grupos de edad identificables; este parece ser el caso para el barrilete (Schaefer, 1962). Consecuentemente, es necesario idear un método para estimar las tasas del crecimiento de las mencionadas especies sin necesidad de identificar las clases anuales. La técnica descrita en este estudio, en adelante llamada la "técnica incremental", emplea la medida del cambio en la longitud por unidad de tiempo, con respecto al promedio de la longitud corporal, sin tener que identificar las clases anuales. Esta técnica se aplica aquí como un método para estimar la tasa del crecimiento del atún aleta amarilla de todo el Pacífico Oriental Tropical, y de las áreas estadísticas norteñas de la Comisión (Areas 01-04 y 08), como se muestra en la Figura 1. Las tasas del crecimiento del atún aleta amarilla del Area 02 (Hennemuth, 1961) y de las áreas del norte (Davidoff, 1963), han sido descritas por medio de una técnica que consiste en delinear las progresiones modales de las clases anuales, en adelante llamada la "técnica de la clase anual". Los análisis de la tasa del crecimiento llevados a cabo por ambas técnicas se refieren al segmento de la población capturada por embarcaciones pesqueras de atún. Los resultados obtenidos por ambos métodos se comparan en este informe.

Sensitivity of Lake Sturgeon population dynamics and genetics to demographic parameters [Powerpoint Slide]

Lake sturgeon Acipenser fulvescens restoration is a priority throughout the Great Lakes basin, where sturgeon have been reduced to less than 1% of historic levels due to habitat degradation, overharvest, and fragmentation of spawning populations. The population parameters most important to long-term lake sturgeon persistence are unknown.

A procedure for automatically estimating model parameters in optical motion capture

Model-based optical motion capture systems require knowledge of the position of the markers relative to the underlying skeleton, the lengths of the skeleton's limbs, and which limb each marker is attached to. These model parameters are typically assumed and entered into the system manually, although techniques exist for calculating some of them, such as the position of the markers relative to the skeleton's joints. We present a fully automatic procedure for determining these model parameters. It tracks the 2D positions of the markers on the cameras' image planes and determines which markers lie on each limb before calculating the position of the underlying skeleton. The only assumption is that the skeleton consists of rigid limbs connected with ball joints. The proposed system is demonstrated on a number of real data examples and is shown to calculate good estimates of the model parameters in each. © 2004 Elsevier B.V. All rights reserved.

Development of a Technique for Estimating Rain Parameters from Rain Noise Measurements

The measurement of global precipitation is of great importance in climate modeling since the release of latent heat associated with tropical convection is one of the pricipal driving mechanisms of atmospheric circulation.Knowledge of the larger-scale precipitation field also has important potential applications in the generation of initial conditions for numerical weather prediction models Knowledge of the relationship between rainfall intensity and kinetic energy, and its variations in time and space is important for erosion prediction. Vegetation on earth also greatly depends on the total amount of rainfall as well as the drop size distribution (DSD) in rainfall.While methods using visible,infrared, and microwave radiometer data have been shown to yield useful estimates of precipitation, validation of these products for the open ocean has been hampered by the limited amount of surface rainfall measurements available for accurate assessement, especially for the tropical oceans.Surface rain fall measurements(often called the ground truth)are carried out by rain gauges working on various principles like weighing type,tipping bucket,capacitive type and so on.The acoustic technique is yet another promising method of rain parameter measurement that has many advantages. The basic principle of acoustic method is that the droplets falling in water produce underwater sound with distinct features, using which the rainfall parameters can be computed. The acoustic technique can also be used for developing a low cost and accurate device for automatic measurement of rainfall rate and kinetic energy of rain.especially suitable for telemetry applications. This technique can also be utilized to develop a low cost Disdrometer that finds application in rainfall analysis as well as in calibration of nozzles and sprinklers. This thesis is divided into the following 7 chapters, which describes the methodology adopted, the results obtained and the conclusions arrived at.