Correcting Measurement Error Bias in Interaction Models with Small Samples

Several methods have been suggested to estimate non-linear models with interaction terms in the presence of measurement error. Structural equation models eliminate measurement error bias, but require large samples. Ordinary least squares regression on summated scales, regression on factor scores and partial least squares are appropriate for small samples but do not correct measurement error bias. Two stage least squares regression does correct measurement error bias but the results strongly depend on the instrumental variable choice. This article discusses the old disattenuated regression method as an alternative for correcting measurement error in small samples. The method is extended to the case of interaction terms and is illustrated on a model that examines the interaction effect of innovation and style of use of budgets on business performance. Alternative reliability estimates that can be used to disattenuate the estimates are discussed. A comparison is made with the alternative methods. Methods that do not correct for measurement error bias perform very similarly and considerably worse than disattenuated regression

Networks of PhD Students and Academic Performance: A Comparison across Countries

In this article we compare regression models obtained to predict PhD students’ academic performance in the universities of Girona (Spain) and Slovenia. Explanatory variables are characteristics of PhD student’s research group understood as an egocentered social network, background and attitudinal characteristics of the PhD students and some characteristics of the supervisors. Academic performance was measured by the weighted number of publications. Two web questionnaires were designed, one for PhD students and one for their supervisors and other research group members. Most of the variables were easily comparable across universities due to the careful translation procedure and pre-tests. When direct comparison was not possible we created comparable indicators. We used a regression model in which the country was introduced as a dummy coded variable including all possible interaction effects. The optimal transformations of the main and interaction variables are discussed. Some differences between Slovenian and Girona universities emerge. Some variables like supervisor’s performance and motivation for autonomy prior to starting the PhD have the same positive effect on the PhD student’s performance in both countries. On the other hand, variables like too close supervision by the supervisor and having children have a negative influence in both countries. However, we find differences between countries when we observe the motivation for research prior to starting the PhD which increases performance in Slovenia but not in Girona. As regards network variables, frequency of supervisor advice increases performance in Slovenia and decreases it in Girona. The negative effect in Girona could be explained by the fact that additional contacts of the PhD student with his/her supervisor might indicate a higher workload in addition to or instead of a better advice about the dissertation. The number of external student’s advice relationships and social support mean contact intensity are not significant in Girona, but they have a negative effect in Slovenia. We might explain the negative effect of external advice relationships in Slovenia by saying that a lot of external advice may actually result from a lack of the more relevant internal advice

Recovering Euclidean deformable models from stereo-motion

In this paper we present a novel structure from motion (SfM) approach able to infer 3D deformable models from uncalibrated stereo images. Using a stereo setup dramatically improves the 3D model estimation when the observed 3D shape is mostly deforming without undergoing strong rigid motion. Our approach first calibrates the stereo system automatically and then computes a single metric rigid structure for each frame. Afterwards, these 3D shapes are aligned to a reference view using a RANSAC method in order to compute the mean shape of the object and to select the subset of points on the object which have remained rigid throughout the sequence without deforming. The selected rigid points are then used to compute frame-wise shape registration and to extract the motion parameters robustly from frame to frame. Finally, all this information is used in a global optimization stage with bundle adjustment which allows to refine the frame-wise initial solution and also to recover the non-rigid 3D model. We show results on synthetic and real data that prove the performance of the proposed method even when there is no rigid motion in the original sequence

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Forecasting the spot prices of various coffee types using linear and non-linear error correction models

Este documento estima modelos lineales y no-lineales de corrección de errores para los precios spot de cuatro tipos de café. En concordancia con las leyes económicas, se encuentra evidencia que cuando los precios están por encima de su nivel de equilibrio, retornan a éste mas lentamente que cuando están por debajo. Esto puede reflejar el hecho que, en el corto plazo, para los países productores de café es mas fácil restringir la oferta para incrementar precios, que incrementarla para reducirlos. Además, se encuentra evidencia que el ajuste es más rápido cuando las desviaciones del equilibrio son mayores. Los pronósticos que se obtienen a partir de los modelos de corrección de errores no lineales y asimétricos considerados en el trabajo, ofrecen una leve mejoría cuando se comparan con los pronósticos que resultan de un modelo de paseo aleatorio.

Predictors of knowledge creation performance. A quantitative qualitative comparative study of European doctorandi

Aquesta tesi forma part d'un projecte destinat a predir el rendiment acadèmic dels estudiants de doctorat portat a terme per l'INSOC (International Network on Social Capital and Performance). El grup de recerca INSOC està format per les universitats de Girona (Espanya), Ljubljana (Eslovènia), Giessen (Alemanya) i Ghent (Bèlgica). El primer objectiu d'aquesta tesi és desenvolupar anàlisis quantitatius comparatius sobre el rendiment acadèmic dels estudiants de doctorat entre Espanya, Eslovènia i Alemanya a partir dels resultats individuals del rendiment acadèmic obtinguts de cada una de les universitats. La naturalesa internacional del grup de recerca implica la recerca comparativa. Vam utilitzar variables personal, actitudinals i de xarxa per predir el rendiment. El segon objectiu d'aquesta tesi és entendre de manera qualitativa perquè les variables de xarxa no ajuden quantitativament a predir el rendiment a la universitat de Girona (Espanya). En el capítol 1, definim conceptes relacionats amb el rendiment i donam un llistat de cada una de les variables independents (variables de xarxa, personals i actitudinals), resumint la lliteratura. Finalment, explicam com s'organitzen els estudis de doctorat a cada un dels diferents països. A partir d'aquestes definicions teòriques, en els pròxims capítols, primer presentarem els qüestionaris utilitzats a Espanya, Eslovènia i Alemanya per mesurar aquests diferents tipus de variables. Després, compararem les variables que són relevants per predir el rendiment dels estudiants de doctorat a cada país. Després d'això, fixarem diferents models de regressió per predir el rendiment entre països. En tots aquests models les variables de xarxa fallen a predir el rendiment a la Universitat de Girona. Finalment, utilitzem estudis qualitatius per entendre aquests resultats inesperats. En el capítol 2, expliquem com hem dissenyat i conduït els qüestionaris en els diferents països amb l'objectiu d'explicar el rendiment dels estudiants de doctorat obtinguts a Espanya, Eslovènia i Alemanya. En el capítol 3, cream indicadors comparables però apareixen problemes de comparabilitat en preguntes particulars a Espanya, Eslovènia i Alemanya. En aquest capítol expliquem com utilitzem les variables dels tres països per crear indicadors comparables. Aquest pas és molt important perquè el principal objectiu del grup de recerca INSOC és comparar el rendiment dels estudiants de doctorat entre els diferents països. En el capítol 4 comparem models de regressió obtinguts de predir el rendiment dels estudiants de doctorat a les universitats de Girona (Espanya) i Eslovènia. Les variables són característiques dels grups de recerca dels estudiants de doctorat enteses com una xarxa social egocèntrica, característiques personals i actitudinals dels estudiants de doctorat i algunes carecterístiques dels directors. Vam trobar que les variables de xarxa egocèntriques no predien el rendiment a la Universitat de Girona. En el capítol 5, comparem dades eslovenes, espanyoles i alemnayes, seguint la metodologia del capítol 4. Concluïm que el cas alemany és molt diferent. El poder predictiu de les variables de xarxa no millora. En el capítol 6 el grup de recerca dels estudiants de doctorat és entès com una xarxa duocèntrica (Coromina et al., 2008), amb l'objectiu d'obtendre informació de la relació mútua entre els estudiants i els seus directors i els contactes d'ambdós amb els altres de la xarxa. La inclusió de la xarxa duocèntrica no millora el poder predictiu del model de regressió utilitzant les variales egocèntriques de xarxa. El capítol 7 pretèn entendre perquè les variables de xarxa no predeixen el rendiment a la Universitat de Girona. Utilitzem el mètode mixte, esperant que l'estudi qualitatiu pugui cobrir les raons de perquè la qualitat de la xarxa falla en la qualitat del treball dels estudiants. Per recollir dades per l'estudi qualitatiu utilitzem entrevistes en profunditat.

Social networks and performance in knowledge creation. An application and a methodological proposal

El objetivo de esta tesis es predecir el rendimiento de los estudiantes de doctorado en la Universidad de Girona según características personales (background), actitudinales y de redes sociales de los estudiantes. La población estudiada son estudiantes de tercer y cuarto curso de doctorado y sus directores de tesis doctoral. Para obtener los datos se ha diseño un cuestionario web especificando sus ventajas y teniendo en cuenta algunos problemas tradicionales de no cobertura o no respuesta. El cuestionario web se hizo debido a la complejidad que comportan de las preguntas de red social. El cuestionario electrónico permite, mediante una serie de instrucciones, reducir el tiempo para responder y hacerlo menos cargado. Este cuestionario web, además es auto administrado, lo cual nos permite, según la literatura, unas respuestas mas honestas que cuestionario con encuestador. Se analiza la calidad de las preguntas de red social en cuestionario web para datos egocéntricos. Para eso se calcula la fiabilidad y la validez de este tipo de preguntas, por primera vez a través del modelo Multirasgo Multimétodo (Multitrait Multimethod). Al ser datos egocéntricos, se pueden considerar jerárquicos, y por primera vez se una un modelo Multirasgo Multimétodo Multinivel (multilevel Multitrait Multimethod). Las la fiabilidad y validez se pueden obtener a nivel individual (within group component) o a nivel de grupo (between group component) y se usan para llevar a cabo un meta-análisis con otras universidades europeas para analizar ciertas características de diseño del cuestionario. Estas características analizan si para preguntas de red social hechas en cuestionarios web son más fiables y validas hechas "by questions" o "by alters", si son presentes todas las etiquetas de frecuencia para los ítems o solo la del inicio y final, o si es mejor que el diseño del cuestionario esté en con color o blanco y negro. También se analiza la calidad de la red social en conjunto, en este caso específico son los grupos de investigación de la universidad. Se tratan los problemas de los datos ausentes en las redes completas. Se propone una nueva alternativa a la solución típica de la red egocéntrica o los respondientes proxies. Esta nueva alternativa la hemos nombrado "Nosduocentered Network" (red Nosduocentrada), se basa en dos actores centrales en una red. Estimando modelos de regresión, esta "Nosduocentered network" tiene mas poder predictivo para el rendimiento de los estudiantes de doctorado que la red egocéntrica. Además se corrigen las correlaciones de las variables actitudinales por atenuación debido al pequeño tamaño muestral. Finalmente, se hacen regresiones de los tres tipos de variables (background, actitudinales y de red social) y luego se combinan para analizar cual para predice mejor el rendimiento (según publicaciones académicas) de los estudiantes de doctorado. Los resultados nos llevan a predecir el rendimiento académico de los estudiantes de doctorado depende de variables personales (background) i actitudinales. Asimismo, se comparan los resultados obtenidos con otros estudios publicados.

A proposal for the diagnosis of uncertain dynamic systems based on interval models

The performance of a model-based diagnosis system could be affected by several uncertainty sources, such as,model errors,uncertainty in measurements, and disturbances. This uncertainty can be handled by mean of interval models.The aim of this thesis is to propose a methodology for fault detection, isolation and identification based on interval models. The methodology includes some algorithms to obtain in an automatic way the symbolic expression of the residual generators enhancing the structural isolability of the faults, in order to design the fault detection tests. These algorithms are based on the structural model of the system. The stages of fault detection, isolation, and identification are stated as constraint satisfaction problems in continuous domains and solved by means of interval based consistency techniques. The qualitative fault isolation is enhanced by a reasoning in which the signs of the symptoms are derived from analytical redundancy relations or bond graph models of the system. An initial and empirical analysis regarding the differences between interval-based and statistical-based techniques is presented in this thesis. The performance and efficiency of the contributions are illustrated through several application examples, covering different levels of complexity.

Simplification, approximation and deformation of large models

The high level of realism and interaction in many computer graphic applications requires techniques for processing complex geometric models. First, we present a method that provides an accurate low-resolution approximation from a multi-chart textured model that guarantees geometric fidelity and correct preservation of the appearance attributes. Then, we introduce a mesh structure called Compact Model that approximates dense triangular meshes while preserving sharp features, allowing adaptive reconstructions and supporting textured models. Next, we design a new space deformation technique called *Cages based on a multi-level system of cages that preserves the smoothness of the mesh between neighbouring cages and is extremely versatile, allowing the use of heterogeneous sets of coordinates and different levels of deformation. Finally, we propose a hybrid method that allows to apply any deformation technique on large models obtaining high quality results with a reduced memory footprint and a high performance.

Models to predict the distribution and abundance of breeding ducks in Canada

Detailed knowledge of waterfowl abundance and distribution across Canada is lacking, which limits our ability to effectively conserve and manage their populations. We used 15 years of data from an aerial transect survey to model the abundance of 17 species or species groups of ducks within southern and boreal Canada. We included 78 climatic, hydrological, and landscape variables in Boosted Regression Tree models, allowing flexible response curves and multiway interactions among variables. We assessed predictive performance of the models using four metrics and calculated uncertainty as the coefficient of variation of predictions across 20 replicate models. Maps of predicted relative abundance were generated from resulting models, and they largely match spatial patterns evident in the transect data. We observed two main distribution patterns: a concentrated prairie-parkland distribution and a more dispersed pan-Canadian distribution. These patterns were congruent with the relative importance of predictor variables and model evaluation statistics among the two groups of distributions. Most species had a hydrological variable as the most important predictor, although the specific hydrological variable differed somewhat among species. In some cases, important variables had clear ecological interpretations, but in some instances, e.g., topographic roughness, they may simply reflect chance correlations between species distributions and environmental variables identified by the model-building process. Given the performance of our models, we suggest that the resulting prediction maps can be used in future research and to guide conservation activities, particularly within the bounds of the survey area.

Pose and Structure Recovery using Active Models

A new formulation of a pose refinement technique using ``active'' models is described. An error term derived from the detection of image derivatives close to an initial object hypothesis is linearised and solved by least squares. The method is particularly well suited to problems involving external geometrical constraints (such as the ground-plane constraint). We show that the method is able to recover both the pose of a rigid model, and the structure of a deformable model. We report an initial assessment of the performance and cost of pose and structure recovery using the active model in comparison with our previously reported ``passive'' model-based techniques in the context of traffic surveillance. The new method is more stable, and requires fewer iterations, especially when the number of free parameters increases, but shows somewhat poorer convergence.

Calibration of uncertain flood inundation models using remotely sensed water levels

A traditional method of validating the performance of a flood model when remotely sensed data of the flood extent are available is to compare the predicted flood extent to that observed. The performance measure employed often uses areal pattern-matching to assess the degree to which the two extents overlap. Recently, remote sensing of flood extents using synthetic aperture radar (SAR) and airborne scanning laser altimetry (LIDAR) has made more straightforward the synoptic measurement of water surface elevations along flood waterlines, and this has emphasised the possibility of using alternative performance measures based on height. This paper considers the advantages that can accrue from using a performance measure based on waterline elevations rather than one based on areal patterns of wet and dry pixels. The two measures were compared for their ability to estimate flood inundation uncertainty maps from a set of model runs carried out to span the acceptable model parameter range in a GLUE-based analysis. A 1 in 5-year flood on the Thames in 1992 was used as a test event. As is typical for UK floods, only a single SAR image of observed flood extent was available for model calibration and validation. A simple implementation of a two-dimensional flood model (LISFLOOD-FP) was used to generate model flood extents for comparison with that observed. The performance measure based on height differences of corresponding points along the observed and modelled waterlines was found to be significantly more sensitive to the channel friction parameter than the measure based on areal patterns of flood extent. The former was able to restrict the parameter range of acceptable model runs and hence reduce the number of runs necessary to generate an inundation uncertainty map. A result of this was that there was less uncertainty in the final flood risk map. The uncertainty analysis included the effects of uncertainties in the observed flood extent as well as in model parameters. The height-based measure was found to be more sensitive when increased heighting accuracy was achieved by requiring that observed waterline heights varied slowly along the reach. The technique allows for the decomposition of the reach into sections, with different effective channel friction parameters used in different sections, which in this case resulted in lower r.m.s. height differences between observed and modelled waterlines than those achieved by runs using a single friction parameter for the whole reach. However, a validation of the modelled inundation uncertainty using the calibration event showed a significant difference between the uncertainty map and the observed flood extent. While this was true for both measures, the difference was especially significant for the height-based one. This is likely to be due to the conceptually simple flood inundation model and the coarse application resolution employed in this case. The increased sensitivity of the height-based measure may lead to an increased onus being placed on the model developer in the production of a valid model

Simulating SOC changes in 11 land use change chronosequences from the Brazilian Amazon with RothC and Century models

Land use and land cover changes in the Brazilian Amazon have major implications for regional and global carbon (C) cycling. Cattle pasture represents the largest single use (about 70%) of this once-forested land in most of the region. The main objective of this study was to evaluate the accuracy of the RothC and Century models at estimating soil organic C (SOC) changes under forest-to-pasture conditions in the Brazilian Amazon. We used data from 11 site-specific 'forest to pasture' chronosequences with the Century Ecosystem Model (Century 4.0) and the Rothamsted C Model (RothC 26.3). The models predicted that forest clearance and conversion to well managed pasture would cause an initial decline in soil C stocks (0-20 cm depth), followed in the majority of cases by a slow rise to levels exceeding those under native forest. One exception to this pattern was a chronosequence in Suia-Missu, which is under degraded pasture. In three other chronosequences the recovery of soil C under pasture appeared to be only to about the same level as under the previous forest. Statistical tests were applied to determine levels of agreement between simulated SOC stocks and observed stocks for all the sites within the 11 chronosequences. The models also provided reasonable estimates (coefficient of correlation = 0.8) of the microbial biomass C in the 0-10 cm soil layer for three chronosequences, when compared with available measured data. The Century model adequately predicted the magnitude and the overall trend in delta C-13 for the six chronosequences where measured 813 C data were available. This study gave independent tests of model performance, as no adjustments were made to the models to generate outputs. Our results suggest that modelling techniques can be successfully used for monitoring soil C stocks and changes, allowing both the identification of current patterns in the soil and the projection of future conditions. Results were used and discussed not only to evaluate soil C dynamics but also to indicate soil C sequestration opportunities for the Brazilian Amazon region. Moreover, modelling studies in these 'forest to pasture' systems have important applications, for example, the calculation of CO, emissions from land use change in national greenhouse gas inventories. (0 2007 Elsevier B.V. All rights reserved.

Evaluation of two soil carbon models using two Kenyan long term experimental datasets

RothC and Century are two of the most widely used soil organic matter (SOM) models. However there are few examples of specific parameterisation of these models for environmental conditions in East Africa. The aim of this study was therefore, to evaluate the ability of RothC and the Century to estimate changes in soil organic carbon (SOC) resulting from varying land use/management practices for the climate and soil conditions found in Kenya. The study used climate, soils and crop data from a long term experiment (1976-2001) carried out at The Kabete site at The Kenya National Agricultural Research Laboratories (NARL, located in a semi-humid region) and data from a 13 year experiment carried out in Machang'a (Embu District, located in a semi-arid region). The NARL experiment included various fertiliser (0, 60 and 120 kg of N and P2O5 ha(-1)), farmyard manure (FYM - 5 and 10 t ha(-1)) and plant residue treatments, in a variety of combinations. The Machang'a experiment involved a fertiliser (51 kg N ha(-1)) and a FYM (0, 5 and 10 t ha(-1)) treatment with both monocropping and intercropping. At Kabete both models showed a fair to good fit to measured data, although Century simulations for treatments with high levels of FYM were better than those without. At the Machang'a site with monocrops, both models showed a fair to good fit to measured data for all treatments. However, the fit of both models (especially RothC) to measured data for intercropping treatments at Machang'a was much poorer. Further model development for intercrop systems is recommended. Both models can be useful tools in soil C Predictions, provided time series of measured soil C and crop production data are available for validating model performance against local or regional agricultural crops. (C) 2007 Elsevier B.V. All rights reserved.

Metrics for solar wind prediction models: Comparison of empirical, hybrid, and physics-based schemes with 8 years of L1 observations

Space weather effects on technological systems originate with energy carried from the Sun to the terrestrial environment by the solar wind. In this study, we present results of modeling of solar corona-heliosphere processes to predict solar wind conditions at the L1 Lagrangian point upstream of Earth. In particular we calculate performance metrics for (1) empirical, (2) hybrid empirical/physics-based, and (3) full physics-based coupled corona-heliosphere models over an 8-year period (1995–2002). L1 measurements of the radial solar wind speed are the primary basis for validation of the coronal and heliosphere models studied, though other solar wind parameters are also considered. The models are from the Center for Integrated Space-Weather Modeling (CISM) which has developed a coupled model of the whole Sun-to-Earth system, from the solar photosphere to the terrestrial thermosphere. Simple point-by-point analysis techniques, such as mean-square-error and correlation coefficients, indicate that the empirical coronal-heliosphere model currently gives the best forecast of solar wind speed at 1 AU. A more detailed analysis shows that errors in the physics-based models are predominately the result of small timing offsets to solar wind structures and that the large-scale features of the solar wind are actually well modeled. We suggest that additional “tuning” of the coupling between the coronal and heliosphere models could lead to a significant improvement of their accuracy. Furthermore, we note that the physics-based models accurately capture dynamic effects at solar wind stream interaction regions, such as magnetic field compression, flow deflection, and density buildup, which the empirical scheme cannot.