974 resultados para mean-variance efficiency


Relevância:

30.00% 30.00%

Publicador:

Resumo:

Field studies were carried out on the water and sediment dynamics in the tropical, macro-tidal, Daly Estuary. The estuary is shallow, very-turbid, about 100 km long, and the entrance is funnel-shape. In the wet, high flow season, normal tidal ranges can be suppressed in the estuary, depending on inflow rates, and freshwater becomes dominant up to the mouth. At that time a fraction of the fine sediment load is exported offshore as a bottom-tagging nepheloid layer after the sediment falls out of suspension of the thin, near-surface, river plume. The remaining fraction and the riverine coarse sediment form a large sediment bar 10 km long, up to 6 m in height and extending across the whole width of the channel near the mouth. This bar, as well as shoals in the estuary, partially pond the mid- to upper-estuary. This bar builds up from the deposition of riverine sediment during a wet season with high runoff and can raise mean water level by up to 2 m in the upper estuary in the low flow season. This ponding effect takes about three successive dry years to disappear by the sediment forming the bar being redistributed all over the estuary by tidal pumping of fine and coarse sediment in the dry season, which is the low flow season. The swift reversal of the tidal currents from ebb to flood results in macro-turbulence that lasts about 20 min. Bed load transport is preferentially landward and occurs only for water currents greater than 0.6 m s(-1). This high value of the threshold velocity suggests that the sand may be cemented by the mud. The Daly Estuary thus is a leaky sediment trap with an efficiency varying both seasonally and inter-annually. (c) 2006 Elsevier Ltd. All rights reserved.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Observations suggest a possible link between the Atlantic Multidecadal Oscillation (AMO) and El Nino Southern Oscillation (ENSO) variability, with the warm AMO phase being related to weaker ENSO variability. A coupled ocean-atmosphere model is used to investigate this relationship and to elucidate mechanisms responsible for it. Anomalous sea surface temperatures (SSTs) associated with the positive AMO lead to change in the basic state in the tropical Pacific Ocean. This basic state change is associated with a deepened thermocline and reduced vertical stratification of the equatorial Pacific ocean, which in turn leads to weakened ENSO variability. We suggest a role for an atmospheric bridge that rapidly conveys the influence of the Atlantic Ocean to the tropical Pacific. The results suggest a non-local mechanism for changes in ENSO statistics and imply that anomalous Atlantic ocean SSTs can modulate both mean climate and climate variability over the Pacific.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We evaluate the profitability and technical efficiency of aquaculture in the Philippines. Farm-level data are used to compare two production systems corresponding to the intensive monoculture of tilapia in freshwater ponds and the extensive polyculture of shrimps and fish in brackish water ponds. Both activities are very lucrative, with brackish water aquaculture achieving the higher level of profit per farm. Stochastic frontier production functions reveal that technical efficiency is low in brackish water aquaculture, with a mean of 53%, explained primarily by the operator's experience and by the frequency of his visits to the farm. In freshwater aquaculture, the farms achieve a mean efficiency level of 83%. The results suggest that the provision of extension services to brackish water fish farms might be a cost-effective way of increasing production and productivity in that sector. By contrast, technological change will have to be the driving force of future productivity growth in freshwater aquaculture.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The systematic sampling (SYS) design (Madow and Madow, 1944) is widely used by statistical offices due to its simplicity and efficiency (e.g., Iachan, 1982). But it suffers from a serious defect, namely, that it is impossible to unbiasedly estimate the sampling variance (Iachan, 1982) and usual variance estimators (Yates and Grundy, 1953) are inadequate and can overestimate the variance significantly (Särndal et al., 1992). We propose a novel variance estimator which is less biased and that can be implemented with any given population order. We will justify this estimator theoretically and with a Monte Carlo simulation study.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

An evaluation of milk urea nitrogen (MUN) as a diagnostic of protein feeding in dairy cows was performed using mean treatment data (n = 306) from 50 production trials conducted in Finland (n = 48) and Sweden (n = 2). Data were used to assess the effects of diet composition and certain animal characteristics on MUN and to derive relationships between MUN and the efficiency of N utilization for milk production and urinary N excretion. Relationships were developed using regression analysis based on either models of fixed factors or using mixed models that account for between-experiment variations. Dietary crude protein (CP) content was the best single predictor of MUN and accounted for proportionately 0.778 of total variance [ MUN (mg/dL) = -14.2 + 0.17 x dietary CP content (g/kg dry matter)]. The proportion of variation explained by this relationship increased to 0.952 when a mixed model including the random effects of study was used, but both the intercept and slope remained unchanged. Use of rumen degradable CP concentration in excess of predicted requirements, or the ratio of dietary CP to metabolizable energy as single predictors, did not explain more of the variation in MUN (R-2 = 0.767 or 0.778, respectively) than dietary CP content. Inclusion of other dietary factors with dietary CP content in bivariate models resulted in only marginally better predictions of MUN (R-2 = 0.785 to 0.804). Closer relationships existed between MUN and dietary factors when nutrients (CP to metabolizable energy) were expressed as concentrations in the diet, rather than absolute intakes. Furthermore, both MUN and MUN secretion (g/d) provided more accurate predictions of urinary N excretion (R-2 = 0.787 and 0.835, respectively) than measurements of the efficiency of N utilization for milk production (R-2 = 0.769). It is concluded that dietary CP content is the most important nutritional factor influencing MUN, and that measurements of MUN can be utilized as a diagnostic of protein feeding in the dairy cow and used to predict urinary N excretion.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This study examines the numerical accuracy, computational cost, and memory requirements of self-consistent field theory (SCFT) calculations when the diffusion equations are solved with various pseudo-spectral methods and the mean field equations are iterated with Anderson mixing. The different methods are tested on the triply-periodic gyroid and spherical phases of a diblock-copolymer melt over a range of intermediate segregations. Anderson mixing is found to be somewhat less effective than when combined with the full-spectral method, but it nevertheless functions admirably well provided that a large number of histories is used. Of the different pseudo-spectral algorithms, the 4th-order one of Ranjan, Qin and Morse performs best, although not quite as efficiently as the full-spectral method.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We qualitatively describe the condition of communally managed rangelands in the Transkei, South Africa, using GIS and high resolution near-infrared imagery. Using livestock census data from 28 magisterial districts in the Transkei, we explored the trends in livestock biomass from 1923–1998. The area had been subjected to intensive herbivory by domestic livestock during that period, and the high livestock biomass had been blamed for the perceived degradation or ‘overgrazing’ of the region. Our assessment used the concept rain-use efficiency (RUE) (kg dry matter ha–1 mm–1) to determine whether there is evidence of change in the efficiency of the system to produce domestic livestock. We calculated RUE from annual livestock numbers and the mean annual rainfall for each district. We found no evidence of a decline in rain-use efficiency between the two assessment periods (1923–1944, 1945–1998). There was evidence of a shift in the ratio of sheep to goats between 1923 and 1998, with goat numbers increasing (greater than twofold) relative to sheep in eight districts. This trend may be associated with changes in the structure of vegetation. We conclude that this region is not showing evidence of system run down that affects domestic livestock production.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This paper uses appropriately modified information criteria to select models from the GARCH family, which are subsequently used for predicting US dollar exchange rate return volatility. The out of sample forecast accuracy of models chosen in this manner compares favourably on mean absolute error grounds, although less favourably on mean squared error grounds, with those generated by the commonly used GARCH(1, 1) model. An examination of the orders of models selected by the criteria reveals that (1, 1) models are typically selected less than 20% of the time.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Purpose – Investors are now able to analyse more noise-free news to inform their trading decisions than ever before. Their expectation that more information means better performance is not supported by previous psychological experiments which argue that too much information actually impairs performance. The purpose of this paper is to examine whether the degree of information explicitness improves stock market performance. Design/methodology/approach – An experiment is conducted in a computer laboratory to examine a trading simulation manipulated from a real market-shock. Participants’ performance efficiency and effectiveness are measured separately. Findings – The results indicate that the explicitness of information neither improves nor impairs participants’ performance effectiveness from the perspectives of returns, share and cash positions, and trading volumes. However, participants’ performance efficiency is significantly affected by information explicitness. Originality/value – The novel approach and findings of this research add to the knowledge of the impact of information explicitness on the quality of decision making in a financial market environment.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The hypothesis that foraging male and female Coccinella septempunctata L. would exhibit a turning bias when walking along a branched linear wire in a Y-maze was tested. Individuals were placed repeatedly in the maze. Approximately 45% of all individuals tested displayed significant turning biases, with a similar number of individuals biased to the left and right. In the maze right-handed individuals turned right at 84.4% of turns and the left-handed individuals turned left at 80.2% of turns. A model of the searching efficiency of C. septempunctata in dichotomous branched environments showed that model coccinellids with greater turning biases discovered a higher proportion of the plant for a given number of searches than those with no bias. A modification of the model to investigate foraging efficiency, by calculating the mean time taken by individuals to find randomly distributed aphid patches, suggested that on four different sizes of plants, with a variety of aphid patch densities, implementing a turning bias was a significantly more efficient foraging strategy than no bias. In general the benefits to foraging of implementing a turning bias increased with the degree of the bias. It may be beneficial for individuals in highly complex branched environments to have a turning bias slightly lower than 100% in order to benefit from increased foraging efficiency without walking in circles. Foraging bias benefits increased with increasing plant size and decreasing aphid density. In comparisons of two different plant morphologies, one with a straight stem and side branches and one with a symmetrically branched morphology, there were few significant differences in the effects of turning biases on foraging efficiency between morphologies

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Although the benefits of maternal care have been investigated in many species, the caring role of males in species with exclusive paternal care has received less attention. We experimentally quantified the protective role of paternal care in the harvestman Iporangaia pustulosa. Additionally, we compared the effectiveness of paternal care against predation in this species with a syntopic harvestman with maternal care, Acutisoma proximum. We demonstrated that nearly one-third of the unprotected Iporangaia clutches disappeared entirely in 12 days, while the other two-thirds suffered a mean reduction of 55% in egg number. Conversely, 50% of the control clutches did not suffer any reduction, and only one was entirely consumed by predators. We also demonstrated that the mucus coat that covers Iporangaia clutches has an important deterrent role against predation by conspecifics: 58.3% of the clutches without mucus were attacked and three of them were entirely consumed, whereas only three clutches with mucus were attacked, suffering a reduction of up to three eggs. Iporangaia males were as efficient as Acutisoma females in protecting eggs. However, unattended Acutisoma eggs were attacked 20% more frequently than unattended Iporangaia eggs. Unattended Iporangaia eggs are protected by a mucus coat that prevents or decreases predation rate, whereas Acutisoma eggs are more susceptible to predation, probably because they lack this mucus coat. Thus, besides the fact that Iporangaia males efficiently protect the offspring against egg predators, females also contribute to egg protection by providing a mucus coat that deters egg predators. (C) 2009 The Association for the Study of Animal Behaviour. Published by Elsevier Ltd. All rights reserved.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

In clinical trials, it may be of interest taking into account physical and emotional well-being in addition to survival when comparing treatments. Quality-adjusted survival time has the advantage of incorporating information about both survival time and quality-of-life. In this paper, we discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models for the sojourn times in health states. Semiparametric and parametric (with exponential distribution) approaches are considered. A simulation study is presented to evaluate the performance of the proposed estimator and the jackknife resampling method is used to compute bias and variance of the estimator. (C) 2007 Elsevier B.V. All rights reserved.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The genetic improvement in litter size in pigs has been substantial during the last 10-15 years. The number of teats on the sow must increase as well to meet the needs of the piglets, because each piglet needs access to its own teat. We applied a genetic heterogeneity model on teat numberin sows, and estimated medium-high heritability for teat number (0.5), but low heritability for residual variance (0.05), indicating that selection for reduced variance might have very limited effect. A numerically positive correlation (0.8) between additive genetic breeding values for mean and for variance was found, but because of the low heritability for residual variance, the variance will increase very slowly with the mean.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This thesis develops and evaluates statistical methods for different types of genetic analyses, including quantitative trait loci (QTL) analysis, genome-wide association study (GWAS), and genomic evaluation. The main contribution of the thesis is to provide novel insights in modeling genetic variance, especially via random effects models. In variance component QTL analysis, a full likelihood model accounting for uncertainty in the identity-by-descent (IBD) matrix was developed. It was found to be able to correctly adjust the bias in genetic variance component estimation and gain power in QTL mapping in terms of precision.  Double hierarchical generalized linear models, and a non-iterative simplified version, were implemented and applied to fit data of an entire genome. These whole genome models were shown to have good performance in both QTL mapping and genomic prediction. A re-analysis of a publicly available GWAS data set identified significant loci in Arabidopsis that control phenotypic variance instead of mean, which validated the idea of variance-controlling genes.  The works in the thesis are accompanied by R packages available online, including a general statistical tool for fitting random effects models (hglm), an efficient generalized ridge regression for high-dimensional data (bigRR), a double-layer mixed model for genomic data analysis (iQTL), a stochastic IBD matrix calculator (MCIBD), a computational interface for QTL mapping (qtl.outbred), and a GWAS analysis tool for mapping variance-controlling loci (vGWAS).