Estimating extreme value cumulative distribution functions using bias-corrected kernel approaches

We propose a new kernel estimation of the cumulative distribution function based on transformation and on bias reducing techniques. We derive the optimal bandwidth that minimises the asymptotic integrated mean squared error. The simulation results show that our proposed kernel estimation improves alternative approaches when the variable has an extreme value distribution with heavy tail and the sample size is small.

Sexual dimorphism of sonic apparatus and extreme intersexual variation of sounds in Ophidion rochei (Ophidiidae): first evidence of a tight relationship between morphology and sound characteristics in Ophidiidae

Many Ophidiidae are active in dark environments and display complex sonic apparatus morphologies. However, sound recordings are scarce and little is known about acoustic communication in this family. This paper focuses on Ophidion rochei which is known to display an important sexual dimorphism in swimbladder and anterior skeleton. The aims of this study were to compare the sound producing morphology, and the resulting sounds in juveniles, females and males of O. rochei.Results: Males, females, and juveniles possessed different morphotypes. Females and juveniles contrasted with males because they possessed dramatic differences in morphology of their sonic muscles, swimbladder, supraoccipital crest, and first vertebrae and associated ribs. Further, they lacked the ‘rocker bone’ typically found in males. Sounds from each morphotype were highly divergent. Males generally produced non harmonic, multiple-pulsed sounds that lasted for several seconds (3.5 ± 1.3 s) with a pulse period of ca. 100 ms. Juvenile and female sounds were recorded for the first time in ophidiids. Female sounds were harmonic, had shorter pulse period (±3.7 ms), and never exceeded a few dozen milliseconds (18 ± 11 ms). Moreover, unlike male sounds, female sounds did not have alternating long and short pulse periods. Juvenile sounds were weaker but appear to be similar to female sounds.Conclusions: Although it is not possible to distinguish externally male from female in O. rochei, they show a sonic apparatus and sounds that are dramatically different. This difference is likely due to their nocturnal habits that may have favored the evolution of internal secondary sexual characters that help to distinguish males from females and that could facilitate mate choice by females. Moreover, the comparison of different morphotypes in this study shows that these morphological differences result from a peramorphosis that takes place during the development of the gonads

Palaeolithic Populations and Waves of Advance

The wave-of-advance model has been previously applied to Neolithic human range expansions, yielding good agreement to the speeds inferred from archaeological data. Here, we apply it for the first time to Palaeolithic human expansions by using reproduction and mobility parameters appropriate to hunter-gatherers (instead of the corresponding values for preindustrial farmers). The order of magnitude of the predicted speed is in agreement with that implied by the AMS radiocarbon dating of the lateglacial human recolonization of northern Europe (14.2–12.5 kyr BP). We argue that this makes it implausible for climate change to have limited the speed of the recolonization front. It is pointed out that a similar value for the speed can be tentatively inferred from the archaeological data on the expansion of modern humans into the Levant and Europe (42–36 kyr BP)

Dispersion of Hybrid Electromagnetic-Spin Waves in the Slotline

The presented thesis is devoted to investigation of wave processes in hybrid ferrite / ferroelectric structures. Spin wave devices based on ferrite films have such disadvantages, as huge size of the magnetic systems, low tuning velocity, considerable power inputs for parameters control that limits possible device applications. The considered layered structures allow to overcome the disadvantages mentioned and to promote the development of novel class of tunable microwave devices. The proposed theoretical analysis is intended to construct a model of hybrid electromagnetic-spin waves. Based on the theoretical analysis the experimental investigations were carried out. The experimental resonance characteristics of ferrite / ferroelectric resonator were obtained and their tunability by means of magnetic and electric field was demonstrated.

Classification, comorbidity, heredity, and risk factors of female sexual dysfunctions

Female sexual dysfunctions, including desire, arousal, orgasm and pain problems, have been shown to be highly prevalent among women around the world. The etiology of these dysfunctions is unclear but associations with health, age, psychological problems, and relationship factors have been identified. Genetic effects explain individual variation in orgasm function to some extent but until now quantitative behavior genetic analyses have not been applied to other sexual functions. In addition, behavior genetics can be applied to exploring the cause of any observed comorbidity between the dysfunctions. Discovering more about the etiology of the dysfunctions may further improve the classification systems which are currently under intense debate. The aims of the present thesis were to evaluate the psychometric properties of a Finnish-language version of a commonly used questionnaire for measuring female sexual function, the Female Sexual Function Index (FSFI), in order to investigate prevalence, comorbidity, and classification, and to explore the balance of genetic and environmental factors in the etiology as well as the associations of a number of biopsychosocial factors with female sexual functions. Female sexual functions were studied through survey methods in a population based sample of Finnish twins and their female siblings. There were two waves of data collection. The first data collection targeted 5,000 female twins aged 33–43 years and the second 7,680 female twins aged 18–33 and their over 18–year-old female siblings (n = 3,983). There was no overlap between the data collections. The combined overall response rate for both data collections was 53% (n = 8,868), with a better response rate in the second (57%) compared to the first (45%). In order to measure female sexual function, the FSFI was used. It includes 19 items which measure female sexual function during the previous four weeks in six subdomains; desire, subjective arousal, lubrication, orgasm, sexual satisfaction, and pain. In line with earlier research in clinical populations, a six factor solution of the Finnish-language version of the FSFI received supported. The internal consistencies of the scales were good to excellent. Some questions about how to avoid overestimating the prevalence of extreme dysfunctions due to women being allocated the score of zero if they had had no sexual activity during the preceding four weeks were raised. The prevalence of female sexual dysfunctions per se ranged from 11% for lubrication dysfunction to 55% for desire dysfunction. The prevalence rates for sexual dysfunction with concomitant sexual distress, in other words, sexual disorders were notably lower ranging from 7% for lubrication disorder to 23% for desire disorder. The comorbidity between the dysfunctions was substantial most notably between arousal and lubrication dysfunction even if these two dysfunctions showed distinct patterns of associations with the other dysfunctions. Genetic influences on individual variation in the six subdomains of FSFI were modest but significant ranging from 3–11% for additive genetic effects and 5–18% for nonadditive genetic effects. The rest of the variation in sexual functions was explained by nonshared environmental influences. A correlated factor model, including additive and nonadditive genetic effects and nonshared environmental effects had the best fit. All in all, every correlation between the genetic factors was significant except between lubrication and pain. All correlations between the nonshared environment factors were significant showing that there is a substantial overlap in genetic and nonshared environmental influences between the dysfunctions. In general, psychological problems, poor satisfaction with the relationship, sexual distress, and poor partner compatibility were associated with more sexual dysfunctions. Age was confounded with relationship length but had over and above relationship length a negative effect on desire and sexual satisfaction and a positive effect on orgasm and pain functions. Alcohol consumption in general was associated with better desire, arousal, lubrication, and orgasm function. Women pregnant with their first child had fewer pain problems than nulliparous nonpregnant women. Multiparous pregnant women had more orgasm problems compared to multiparous nonpregnant women. Having children was associated with less orgasm and pain problems. The conclusions were that desire, subjective arousal, lubrication, orgasm, sexual satisfaction, and pain are separate entities that have distinct associations with a number of different biopsychosocial factors. However, there is also considerable comorbidity between the dysfunctions which are explained by overlap in additive genetic, nonadditive genetic and nonshared environmental influences. Sexual dysfunctions are highly prevalent and are not always associated with sexual distress and this relationship might be moderated by a good relationship and compatibility with partner. Regarding classification, the results supports separate diagnoses for subjective arousal and genital arousal as well as the inclusion of pain under sexual dysfunctions.

From Fluid Dynamics to Human Psychology.What Drives Financial Markets Towards Extreme Events

For decades researchers have been trying to build models that would help understand price performance in financial markets and, therefore, to be able to forecast future prices. However, any econometric approaches have notoriously failed in predicting extreme events in markets. At the end of 20th century, market specialists started to admit that the reasons for economy meltdowns may originate as much in rational actions of traders as in human psychology. The latter forces have been described as trading biases, also known as animal spirits. This study aims at expressing in mathematical form some of the basic trading biases as well as the idea of market momentum and, therefore, reconstructing the dynamics of prices in financial markets. It is proposed through a novel family of models originating in population and fluid dynamics, applied to an electricity spot price time series. The main goal of this work is to investigate via numerical solutions how well theequations succeed in reproducing the real market time series properties, especially those that seemingly contradict standard assumptions of neoclassical economic theory, in particular the Efficient Market Hypothesis. The results show that the proposed model is able to generate price realizations that closely reproduce the behaviour and statistics of the original electricity spot price. That is achieved in all price levels, from small and medium-range variations to price spikes. The latter were generated from price dynamics and market momentum, without superimposing jump processes in the model. In the light of the presented results, it seems that the latest assumptions about human psychology and market momentum ruling market dynamics may be true. Therefore, other commodity markets should be analyzed with this model as well.

Probabilistic structure of an annual extreme rainfall series of a coastal area of the State of São Paulo, Brazil

This study aimed to describe the probabilistic structure of the annual series of extreme daily rainfall (Preabs), available from the weather station of Ubatuba, State of São Paulo, Brazil (1935-2009), by using the general distribution of extreme value (GEV). The autocorrelation function, the Mann-Kendall test, and the wavelet analysis were used in order to evaluate the presence of serial correlations, trends, and periodical components. Considering the results obtained using these three statistical methods, it was possible to assume the hypothesis that this temporal series is free from persistence, trends, and periodicals components. Based on quantitative and qualitative adhesion tests, it was found that the GEV may be used in order to quantify the probabilities of the Preabs data. The best results of GEV were obtained when the parameters of this function were estimated using the method of maximum likelihood. The method of L-moments has also shown satisfactory results.

Dry months in the agricultural region of Ribeirão Preto, state of São Paulo-Brazil: an study based on the extreme value theory

The application of the Extreme Value Theory (EVT) to model the probability of occurrence of extreme low Standardized Precipitation Index (SPI) values leads to an increase of the knowledge related to the occurrence of extreme dry months. This sort of analysis can be carried out by means of two approaches: the block maxima (BM; associated with the General Extreme Value distribution) and the peaks-over-threshold (POT; associated with the Generalized Pareto distribution). Each of these procedures has its own advantages and drawbacks. Thus, the main goal of this study is to compare the performance of BM and POT in characterizing the probability of occurrence of extreme dry SPI values obtained from the weather station of Ribeirão Preto-SP (1937-2012). According to the goodness-of-fit tests, both BM and POT can be used to assess the probability of occurrence of the aforementioned extreme dry SPI monthly values. However, the scalar measures of accuracy and the return level plots indicate that POT provides the best fit distribution. The study also indicated that the uncertainties in the parameters estimates of a probabilistic model should be taken into account when the probability associated with a severe/extreme dry event is under analysis.

Effect of a simulated heat wave in thermal and aerial environment broiler-rearing environment

ABSTRACT Global warming increases the occurrence of events such as extreme heat waves. Research on thermal and air conditions affecting broiler-rearing environment are important to evaluate the animal welfare under extreme heat aiming mitigation measures. This study aimed at evaluating the effect of a simulated heat wave, in a climatic chamber, on the thermal and air environment of 42-day-old broilers. One hundred and sixty broilers were housed and reared for 42 days in a climatic chamber; the animals were divided into eight pens. Heat wave simulation was performed on the 42nd day, the period of great impact and data sampling. The analyzed variables were room and litter temperatures, relative humidity, concentrations of oxygen, carbon monoxide and ammonia at each pen. These variables were assessed each two hours, starting at 8 am, simulating a day heating up to 4 pm, when it is reached the maximum temperature. By the results, we concluded that increasing room temperatures promoted a proportional raise in litter temperatures, contributing to ammonia volatilization. In addition, oxygen concentrations decreased with increasing temperatures; and the carbon monoxide was only observed at temperatures above 27.0 °C, relative humidity higher than 88.4% and litter temperatures superior to 30.3 °C.

Effect of wave frequency on the nonlinear interaction between Görtler vortices and three-dimensional Tollmien-Schlichting waves

The nonlinear interaction between Görtler vortices (GV) and three-dimensional Tollmien-Schlichting (TS) waves nonlinear interaction is studied with a spatial, nonparallel model based on the Parabolized Stability Equations (PSE). In this investigation the effect of TS wave frequency on the nonlinear interaction is studied. As verified in previous investigations using the same numerical model, the relative amplitudes and growth rates are the dominant parameters in GV/TS wave interaction. In this sense, the wave frequency influence is important in defining the streamwise distance traveled by the disturbances in the unstable region of the stability diagram and in defining the amplification rates that they go through.

A survey of the generation of ocean waves in a test basin

At present stage the analytical design of wave tolerance for floating structures and vessels is still imperfect due to the mutually complex and nonlinear phenomena between structures and waves. Wave tolerance design is usually carried out through iterative evaluations of results from model tests in a wave basin, and this is done in order to reach a final structural design. The wave generation has then become an important technology in the field of the coastal and ocean engineering. This paper summarizes the facilities of a test basin and a wave maker in Japan and also surveys the methodology of the generation of ocean waves in a test basin.