Model Configuration And Data Management In The Short-Term Water Information Forecasting Tools

The Short-term Water Information and Forecasting Tools (SWIFT) is a suite of tools for flood and short-term streamflow forecasting, consisting of a collection of hydrologic model components and utilities. Catchments are modeled using conceptual subareas and a node-link structure for channel routing. The tools comprise modules for calibration, model state updating, output error correction, ensemble runs and data assimilation. Given the combinatorial nature of the modelling experiments and the sub-daily time steps typically used for simulations, the volume of model configurations and time series data is substantial and its management is not trivial. SWIFT is currently used mostly for research purposes but has also been used operationally, with intersecting but significantly different requirements. Early versions of SWIFT used mostly ad-hoc text files handled via Fortran code, with limited use of netCDF for time series data. The configuration and data handling modules have since been redesigned. The model configuration now follows a design where the data model is decoupled from the on-disk persistence mechanism. For research purposes the preferred on-disk format is JSON, to leverage numerous software libraries in a variety of languages, while retaining the legacy option of custom tab-separated text formats when it is a preferred access arrangement for the researcher. By decoupling data model and data persistence, it is much easier to interchangeably use for instance relational databases to provide stricter provenance and audit trail capabilities in an operational flood forecasting context. For the time series data, given the volume and required throughput, text based formats are usually inadequate. A schema derived from CF conventions has been designed to efficiently handle time series for SWIFT.

Robustness of stationary tests under long-memory alternatives

This paper investigates the presence of long memory in financiaI time series using four test statistics: V/S, KPSS, KS and modified R/S. There has been a large amount of study on the long memory behavior in economic and financiaI time series. However, there is still no consensus. We argue in this paper that spurious short-term memory may be found due to the incorrect use of data-dependent bandwidth to estimating the longrun variance. We propose a partially adaptive lag truncation procedure that is robust against the presence of long memory under the alternative hypothesis and revisit several economic and financiaI time series using the proposed bandwidth choice. Our results indicate the existence of spurious short memory in real exchange rates when Andrews' formula is employed, but long memory is detected when the proposed lag truncation procedure is used. Using stock market data, we also found short memory in returns and long memory in volatility.

Spread trading strategy for intraday short term interest rate futures markets

Neste trabalho analisaram-se estratégias de spread calendário de contratos futuros de taxa de juros de curto prazo (STIR – Short Term Interest Rate) em operações de intraday trade. O spread calendário consiste na compra e venda simultânea de contratos de STIR com diferentes maturidades. Cada um dos contratos individualmente se comporta de forma aleatória e dificilmente previsível. No entanto, no longo prazo, pares de contratos podem apresentar um comportamento comum, com os desvios de curto prazo sendo corrigidos nos períodos seguintes. Se este comportamento comum for empiricamente confirmado, há a possibilidade de desenvolver uma estratégia rentável de trading. Para ser bem sucedida, esta estratégia depende da confirmação da existência de um equilíbrio de longo prazo entre os contratos e a definição do limite de spread mais adequado para a mudança de posições entre os contratos. Neste trabalho, foram estudadas amostras de 1304 observações de 5 diferentes séries de spread, coletadas a cada 10 minutos, durante um período de 1 mês. O equilíbrio de longo prazo entre os pares de contratos foi testado empiricamente por meio de modelos de cointegração. Quatro pares mostraram-se cointegrados. Para cada um destes, uma simulação permitiu a estimação de um limite que dispararia a troca de posições entre os contratos, maximizando os lucros. Uma simulação mostrou que a aplicação deste limite, levando em conta custos de comissão e risco de execução, permitiria obter um fluxo de caixa positivo e estável ao longo do tempo.

The role of bond covenants and short-term debt: evidence from Brazil

Esta dissertação tem como objetivo analisar a relação entre covenants e alavancagem financeira no curto e longo prazo com oportunidades de crescimento. A partir de uma amostra de 159 debêntures, encontramos evidência de que: 1) Covenants e dívida de curto-prazo podem ser considerados substitutos na atenuação do conflito de agência, uma vez que apresentaram relação negativa e significante e; 2) A relação negativa existente entre dívida de curto prazo e oportunidades de crescimento pode ser reduzida através da utilização de covenants.

Short-term temporal changes of soil carbon losses after tillage described by a first-order decay model

Tillage stimulates soil carbon (C) losses by increasing aeration, changing temperature and moisture conditions, and thus favoring microbial decomposition. In addition, soil aggregate disruption by tillage exposes once protected organic matter to decomposition. We propose a model to explain carbon dioxide (CO2) emission after tillage as a function of the no-till emission plus a correction due to the tillage disturbance. The model assumes that C in the readily decomposable organic matter follows a first-order reaction kinetics equation as: dC(sail)(t)/dt = -kC(soil)(t) and that soil C-CO2 emission is proportional to the C decay rate in soil, where C-soil(t) is the available labile soil C (g m(-2)) at any time (t). Emissions are modeled in terms soil C available to decomposition in the tilled and non-tilled plots, and a relationship is derived between no-till (F-NT) and tilled (F-Gamma) fluxes, which is: F-T = a1F(NT)e(-a2t), where t is time after tillage. Predicted and observed fluxes showed good agreement based on determination coefficient (R-2), index of agreement and model efficiency, with R-2 as high as 0.97. The two parameters included in the model are related to the difference between the decay constant (k factor) of tilled and no-till plots (a(2)) and also to the amount of labile carbon added to the readily decomposable soil organic matter due to tillage (a,). These two parameters were estimated in the model ranging from 1.27 and 2.60 (a(1)) and - 1.52 x 10(-2) and 2.2 x 10(-2) day(-1) (a(2)). The advantage is that temporal variability of tillage-induced emissions can be described by only one analytical function that includes the no-till emission plus an exponential term modulated by tillage and environmentally dependent parameters. (C) 2008 Elsevier B.V. All rights reserved.

Short-term temporal changes of bare soil CO2 fluxes after tillage described by first-order decay models

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

Effects of a probiotic soy product and physical exercise on formation of pre-neoplastic lesions in rat colons in a short-term model of carcinogenic

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

Combined Pool/Bilateral Short-Term Hydrothermal Scheduling Model for Day-Ahead Energy Markets

This paper proposes a combined pool/bilateral short term hydrothermal scheduling model (PDC) for the context of the day-ahead energy markets. Some innovative aspects are introduced in the model, such as: i) the hydraulic generation is optimized through the opportunity cost function proposed; ii) there is no decoupling between physical and commercial dispatches, as is the case today in Brazil; iii) interrelationships between pool and bilateral markets are represented through a single optimization problem; iv) risk exposures related to future deficits are intrinsically mitigated; v) the model calculates spot prices in an hourly basis and the results show a coherent correlation between hydrological conditions and calculated prices. The proposed PDC model is solved by a primal-dual interior point method and is evaluated by simulations involving a test system. The results are focused on sensitivity analyses involving the parameters of the model, in such a way to emphasize its main modeling aspects. The results show that the proposed PDC provides a conceptual means for short term price formation for hydrothermal systems.

Short-Term Multinodal Load Forecasting Using a Modified General Regression Neural Network

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The mutagenic potential of Clusia alata (Clusiaceae) extract based on two short-term in vivo assays

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Short-term evaluation of non-absorbable microgranular hydroxyapatite infiltration in the guinea pig subepidermal abdominal region

Non-absorbable microgranular hydroxyapatite was infiltrated into the subepidermal abdominal region of guinea pigs in order to assess the possibility of using this material to correct deficiencies in orbital volume. Microgranular hydroxyapatite (2.0 ml) was subepidermally infiltrated into the abdominal region of 20 guinea pigs. The animals were divided into four experimental groups of 5 animals each, which were killed 7 (G1), 15 (G2), 30 (G3) and 60 (G4) days after infiltration. The area and the largest and smallest diameters of the nodules formed by infiltration were evaluated at the site of infiltration and histological examination was performed. The mean granuloma area was similar in all groups. Histopathological examination showed that the material remained isolated from surrounding tissues by a pseudocapsule that became denser throughout the experiment. A host reaction started with young fibroblastic tissue that evolved to dense tissue until cartilaginous tissue was formed in G4, progressively advancing towards the center of the granuloma from G1 to G4. Non-absorbable microgranular hydroxyapatite is an inert material that was well tolerated by the animals studied, with maintenance of the infiltrated volume, and may perhaps be useful to fill anophthalmic cavities.

Ovarian response of Suffolk ewes to estrous synchronization using short-term protocol

The efficacy of estrus synchronization using short-term protocol was evaluated by ultrasound exams in Suffolk ewes during the pre-breeding season. The control Group (n = 12) was synchronized by treatment for 12 days with vaginal sponges impregnated with medroxyprogesterone acetate, and 400 IU eCG at sponge withdrawal. Experimental groups I, II and III kept the sponge in place for 4 days, and 100 µg of PGF2a was administered at sponge withdrawal. Additionally, Group I (n = 12) had 0.1 mg of estradiol benzoate (EB) administered during sponge placement and 50 µg of GnRH 48 hours after sponge removal. Group II (n = 6) had 35 mg of progesterone (P4) injected, and 0.1 mg of EB administered during sponge placement, 400 IU eCG at withdrawal and 48 hours after, 50 µg GnRH were administrated. Group III (n = 12) had 35 mg of P4 and 0.2 mg of EB administered at sponge placement, 400 IU eCG at withdrawal, and 50 µg of GnRH was administrated after 56 hours. Ovaries were monitored through ultrasound scanning. Concerning the first wave, no difference was detected between the control group and the experimental groups. However, the characteristics of ovulatory wave were significantly different between the groups. The duration of the follicular wave was shorter for Group III than for Group II. The follicle in Group I reached its maximum diameter before the Group II. The diameter of the follicle at the sponge withdrawal in the control group was larger than in Group I. After sponge withdrawal, the follicular growth rate was smaller in the control group than in Group III. The maximum diameter of the follicle in Group II was larger than in the other groups. The short-term protocol in which estrogen was used did not synchronize the emergence of the wave of follicular development.

Ovarian activity reversibility after the use of deslorelin acetate as a short-term contraceptive in domestic queens

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