Characterising phosphorus and nitrate inputs to a rural river using high-frequency concentration-flow relationships

The total reactive phosphorus (TRP) and nitrate concentrations of the River Enborne, southern England, were monitored at hourly interval between January 2010 and December 2011. The relationships between these high-frequency nutrient concentration signals and flow were used to infer changes in nutrient source and dynamics through the annual cycle and each individual storm event, by studying hysteresis patterns. TRP concentrations exhibited strong dilution patterns with increasing flow, and predominantly clockwise hysteresis through storm events. Despite the Enborne catchment being relatively rural for southern England, TRP inputs were dominated by constant, non-rain-related inputs from sewage treatment works (STW) for the majority of the year, producing the highest phosphorus concentrations through the spring–summer growing season. At higher river flows, the majority of the TRP load was derived from within-channel remobilisation of phosphorus from the bed sediment, much of which was also derived from STW inputs. Therefore, future phosphorus mitigation measures should focus on STW improvements. Agricultural diffuse TRP inputs were only evident during storms in the May of each year, probably relating to manure application to land. The nitrate concentration–flow relationship produced a series of dilution curves, indicating major inputs from groundwater and to a lesser extent STW. Significant diffuse agricultural inputs with anticlockwise hysteresis trajectories were observed during the first major storms of the winter period. The simultaneous investigation of high-frequency time series data, concentration–flow relationships and hysteresis behaviour through multiple storms for both phosphorus and nitrate offers a simple and innovative approach for providing new insights into nutrient sources and dynamics.

Acoustic scattering : high frequency boundary element methods and unified transform methods

We describe some recent advances in the numerical solution of acoustic scattering problems. A major focus of the paper is the efficient solution of high frequency scattering problems via hybrid numerical-asymptotic boundary element methods. We also make connections to the unified transform method due to A. S. Fokas and co-authors, analysing particular instances of this method, proposed by J. A. De-Santo and co-authors, for problems of acoustic scattering by diffraction gratings.

High-frequency water quality monitoring in an urban catchment: hydrochemical dynamics, primary production and implications for the Water Framework Directive

This paper describes the hydrochemistry of a lowland, urbanised river-system, The Cut in England, using in situ sub-daily sampling. The Cut receives effluent discharges from four major sewage treatment works serving around 190,000 people. These discharges consist largely of treated water, originally abstracted from the River Thames and returned via the water supply network, substantially increasing the natural flow. The hourly water quality data were supplemented by weekly manual sampling with laboratory analysis to check the hourly data and measure further determinands. Mean phosphorus and nitrate concentrations were very high, breaching standards set by EU legislation. Though 56% of the catchment area is agricultural, the hydrochemical dynamics were significantly impacted by effluent discharges which accounted for approximately 50% of the annual P catchment input loads and, on average, 59% of river flow at the monitoring point. Diurnal dissolved oxygen data demonstrated high in-stream productivity. From a comparison of high frequency and conventional monitoring data, it is inferred that much of the primary production was dominated by benthic algae, largely diatoms. Despite the high productivity and nutrient concentrations, the river water did not become anoxic and major phytoplankton blooms were not observed. The strong diurnal and annual variation observed showed that assessments of water quality made under the Water Framework Directive (WFD) are sensitive to the time and season of sampling. It is recommended that specific sampling time windows be specified for each determinand, and that WFD targets should be applied in combination to help identify periods of greatest ecological risk. This article is protected by copyright. All rights reserved.

Using high-frequency water quality data to assess sampling strategies for the EU Water Framework Directive

The EU Water Framework Directive (WFD) requires that the ecological and chemical status of water bodies in Europe should be assessed, and action taken where possible to ensure that at least "good" quality is attained in each case by 2015. This paper is concerned with the accuracy and precision with which chemical status in rivers can be measured given certain sampling strategies, and how this can be improved. High-frequency (hourly) chemical data from four rivers in southern England were subsampled to simulate different sampling strategies for four parameters used for WFD classification: dissolved phosphorus, dissolved oxygen, pH and water temperature. These data sub-sets were then used to calculate the WFD classification for each site. Monthly sampling was less precise than weekly sampling, but the effect on WFD classification depended on the closeness of the range of concentrations to the class boundaries. In some cases, monthly sampling for a year could result in the same water body being assigned to three or four of the WFD classes with 95% confidence, due to random sampling effects, whereas with weekly sampling this was one or two classes for the same cases. In the most extreme case, the same water body could have been assigned to any of the five WFD quality classes. Weekly sampling considerably reduces the uncertainties compared to monthly sampling. The width of the weekly sampled confidence intervals was about 33% that of the monthly for P species and pH, about 50% for dissolved oxygen, and about 67% for water temperature. For water temperature, which is assessed as the 98th percentile in the UK, monthly sampling biases the mean downwards by about 1 °C compared to the true value, due to problems of assessing high percentiles with limited data. Low-frequency measurements will generally be unsuitable for assessing standards expressed as high percentiles. Confining sampling to the working week compared to all 7 days made little difference, but a modest improvement in precision could be obtained by sampling at the same time of day within a 3 h time window, and this is recommended. For parameters with a strong diel variation, such as dissolved oxygen, the value obtained, and thus possibly the WFD classification, can depend markedly on when in the cycle the sample was taken. Specifying this in the sampling regime would be a straightforward way to improve precision, but there needs to be agreement about how best to characterise risk in different types of river. These results suggest that in some cases it will be difficult to assign accurate WFD chemical classes or to detect likely trends using current sampling regimes, even for these largely groundwater-fed rivers. A more critical approach to sampling is needed to ensure that management actions are appropriate and supported by data.

High-frequency extensions of magnetorotational instability in astrophysical plasmas

High-frequency extensions of magnetorotational instability driven by the Velikhov effect beyond the standard magnetohydrodynamic (MHD) regime are studied. The existence of the well-known Hall regime and a new electron inertia regime is demonstrated. The electron inertia regime is realized for a lesser plasma magnetization of rotating plasma than that in the Hall regime. It includes the subregime of nonmagnetized electrons. It is shown that, in contrast to the standard MHD regime and the Hall regime, magnetorotational instability in this subregime can be driven only at positive values of dln Omega/dlnr, where Omega is the plasma rotation frequency and r is the radial coordinate. The permittivity of rotating plasma beyond the standard MHD regime, including both the Hall regime and the electron inertia regime, is calculated.

Testing the Markov property with ultra high frequency financial data

This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.

Modelo da dinâmica de um livro de ordens para aplicações em high-frequency trading

As operações de alta frequência (High-Frequency Trading - HFT) estão crescendo cada vez mais na BOVESPA (Bolsa de Valores de São Paulo), porém seu volume ainda se encontra muito atrás do volume de operações similares realizadas em outras bolsas de relevância internacional. Este trabalho pretende criar oportunidades para futuras aplicações e pesquisas nesta área. Visando aplicações práticas, este trabalho foca na aplicação de um modelo que rege a dinâmica do livro de ordens a dados do mercado brasileiro. Tal modelo é construído com base em informações do próprio livro de ordens, apenas. Depois de construído o modelo, o mesmo é utilizado em uma simulação de uma estratégia de arbitragem estatística de alta frequência. A base de dados utilizada para a realização deste trabalho é constituída pelas ordens lançadas na BOVESPA para a ação PETR4.

Forecasting daily volatility using high frequency financial data

Aiming at empirical findings, this work focuses on applying the HEAVY model for daily volatility with financial data from the Brazilian market. Quite similar to GARCH, this model seeks to harness high frequency data in order to achieve its objectives. Four variations of it were then implemented and their fit compared to GARCH equivalents, using metrics present in the literature. Results suggest that, in such a market, HEAVY does seem to specify daily volatility better, but not necessarily produces better predictions for it, what is, normally, the ultimate goal. The dataset used in this work consists of intraday trades of U.S. Dollar and Ibovespa future contracts from BM&FBovespa.

Industry analysis of the high frequency trading industry : an assessment of the industry boundaries, environment and strategic options

O Mercado Acionário Americano evoluiu rapidamente na última década. Este tornou-se uma arquitetura aberta em que participantes com tecnologia inovadora podem competir de forma eficaz. Várias mudanças regulatórias e inovações tecnológicas permitiram mudanças profundas na estrutura do mercado. Essas mudanças, junto com o desenvolvimento tecnológico de redes de alta velocidade, agiu como um catalisador, dando origem a uma nova forma de negociação, denominada Negociação em Alta Frequência (HFT). As empresas de HFT surgiram e se apropriaram em larga escala do negócio de formação de mercado, no fornecimento de liquidez. Embora HFT tem crescido massivamente, ao longo dos últimos quatro anos, HFT perdeu rentabilidade significativamente, uma vez que mais empresas aderiram ao setor reduzindo as margens. Portanto, diante deste contexto, esta tese buscou apresentar uma breve revisão sobre a atividade de HFT, seguida de uma análise dos limites deste setor, bem como, das características do macroambiente do HFT. Para tanto, a tese realizou uma extensa revisão do histórico literário, documentos públicos qualitativos, tais como, jornais, atas de reunião e relatórios oficiais. A tese empregou um ferramental de análise, Barreiras de Entrada e Mobilidade (Porter, 1980); Modelos de Evolução Setorial (McGahan, 2004); Estrutura do Setor de Informação Intensiva (Sampler, 1998), para analisar os limites do setor de HFT. Adicionalmente, empregou as ferramentas de análise, Modelos de Evolução Setorial (McGahan, 2004) e PESTEL (JOHNSON, SCHOLES, and WHITTINGTON, 2011), para analisar o setor e o contexto que envolve o negócio de HFT. A análise concluiu que as empresas que empregam HFT para atuar e competir no mercado acionário, compoem um setor independente.

Theta-associated high-frequency oscillations (110–160 Hz) in the hippocampus and neocortex

TORT, A. B. L. ; SCHEFFER-TEIXEIRA, R ; Souza, B.C. ; DRAGUHN, A. ; BRANKACK, J. . Theta-associated high-frequency oscillations (110-160 Hz) in the hippocampus and neocortex. Progress in Neurobiology , v. 100, p. 1-14, 2013.

Wavelet shrinkage: High frequency multipath reduction from GPS relative positioning

The wavelet transform is used to reduce the high frequency multipath of pseudorange and carrier phase GPS double differences (DDs). This transform decomposes the DD signal, thus separating the high frequencies due to multipath effects. After the decomposition, the wavelet shrinkage is performed by thresholding to eliminate the high frequency component. Then the signal can be reconstructed without the high frequency component. We show how to choose the best threshold. Although the high frequency multipath is not the main multipath error component, its correction provides improvements of about 30% in pseudorange average residuals and 24% in carrier phases. The results also show that the ambiguity solutions become more reliable after correcting the high frequency multipath.

Recalled and recorded bowel habits confirm early onset and high frequency of constipation in day-care nursery children

CONTEXTO: Mães relatam início precoce de constipação em crianças atendidas em clínicas de gastroenterologia. OBJETIVOS: Estudar o hábito intestinal em crianças de baixa idade na comunidade, para avaliar se início precoce da constipação é confirmado neste contexto e se há concordância entre o hábito intestinal relatado e o registrado prospectivamente. MÉTODOS: Obtiveram-se dados sobre evacuações de 57 crianças com idade 6.0-40.7 meses, mediante relato materno (questionário sobre características fecais predominantes) e, a seguir, foram registradas 1.934 evacuações em casa e na creche. O hábito intestinal foi classificado como adequado, constipação, diarréia funcional, outro hábito intestinal, conforme frequência evacuatória e proporção das características fecais (macias, duras e/ou que escorrem). Usaram-se dois critérios para classificar o hábito intestinal registrado, devido indefinição no ponto de corte para fezes duras na identificação de constipação em crianças: critério predominante e critério adulto, respectivamente com >50% e >25% de evacuações com consistência alterada. Usou-se estatística não-paramétrica e, para concordância entre hábito intestinal relatado e registrado, o índice Kappa. RESULTADOS: Constipação ocorreu em 17.5%, 10.5%, 19.3% das crianças, respectivamente pelo relato e pelo registro segundo critérios predominante e adulto. Constipação foi o hábito intestinal mais frequentemente relatado, versus 12.3% outro hábito intestinal. Só uma criança se classificou como tendo diarréia funcional (pelo critério adulto). Concordância entre o hábito intestinal relatado e o registrado foi razoável (fair) para constipação, pelos critérios predominante e adulto (K=0.28 e 0.24, respectivamente), mas apenas leve (slight) para os demais hábito intestinal (K <0.16). Entretanto, dados individuais indicaram melhor relação entre relato de constipação com o critério adulto do que com o critério predominante. CONCLUSÕES: Confirmou-se que constipação é frequente e de início precoce. Concordância razoável entre o hábito intestinal relatado e o registrado segundo os dois critérios indica que o relato materno é razoavelmente confiável para detectar constipação.

High frequency of Paracoccidioides brasiliensis infection in armadillos (Dasypus novemcinctus): an ecological study

The fungus Paracoccidioides brasiliensis has been isolated from nine-banded armadillos (Dasypus novemcinctus) in different regions where paracoccidiodomycosis (PCM) is endemic. The link between PCM and these animals has provided the first valuable clue in the effort to elucidate the ecological niche of P. brasiliensis. The present study was aimed at correlating P. brasiliensis infection in armadillos with local ecological features and, if possible, the presence of the fungus in the soil in the Botucatu hyperendemic area of PCM. In this region the mean temperature ranges from 14.8 to 25.8degreesC and the annual average precipitation is 1520 mm. The sites where 10 infected animals (positive group) were collected were studied and compared with the sites where five uninfected animals were found. The occurrence of the fungus in soil samples collected from the positive armadillos' burrows and foraging sites was investigated by the indirect method of animal inoculation. Environmental data from the sites of animal capture, such as temperature, rainfall, altitude, vegetation, soil composition, presence of water and proximity of urban areas, were recorded. All 37 soil samples collected from the sites had negative fungal cultures. Positive animals were found much more frequently in sites with disturbed vegetation, such as riparian forests and artificial Eucalyptus Or Pinus forests, in altitudes below 800 m, near water sources. The soil type of the sites of positive animals was mainly sandy, with medium to low concentrations of organic matter. The pH was mainly acidic at all the sites, although the concentrations of aluminum cations (H+Al) were lower at the sites where positive animals were found. Positive armadillos were also captured in sites very close to urban areas. Our data and previous studies indicate that P. brasiliensis occurs preferentially in humid and shady disturbed forests in a strong association with armadillos.

High-Frequency Oscillatory Ventilation Associated With Inhaled Nitric Oxide Compared to Pressure-Controlled Assist/Control Ventilation and Inhaled Nitric Oxide in Children: Randomized, Non-Blinded, Crossover Study

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)