Estimation of water percolation by different methods using TDR

Detailed knowledge on water percolation into the soil in irrigated areas is fundamental for solving problems of drainage, pollution and the recharge of underground aquifers. The aim of this study was to evaluate the percolation estimated by time-domain-reflectometry (TDR) in a drainage lysimeter. We used Darcy's law with K(θ) functions determined by field and laboratory methods and by the change in water storage in the soil profile at 16 points of moisture measurement at different time intervals. A sandy clay soil was saturated and covered with plastic sheet to prevent evaporation and an internal drainage trial in a drainage lysimeter was installed. The relationship between the observed and estimated percolation values was evaluated by linear regression analysis. The results suggest that percolation in the field or laboratory can be estimated based on continuous monitoring with TDR, and at short time intervals, of the variations in soil water storage. The precision and accuracy of this approach are similar to those of the lysimeter and it has advantages over the other evaluated methods, of which the most relevant are the possibility of estimating percolation in short time intervals and exemption from the predetermination of soil hydraulic properties such as water retention and hydraulic conductivity. The estimates obtained by the Darcy-Buckingham equation for percolation levels using function K(θ) predicted by the method of Hillel et al. (1972) provided compatible water percolation estimates with those obtained in the lysimeter at time intervals greater than 1 h. The methods of Libardi et al. (1980), Sisson et al. (1980) and van Genuchten (1980) underestimated water percolation.

Plant-available soil water capacity: estimation methods and implications

The plant-available water capacity of the soil is defined as the water content between field capacity and wilting point, and has wide practical application in planning the land use. In a representative profile of the Cerrado Oxisol, methods for estimating the wilting point were studied and compared, using a WP4-T psychrometer and Richards chamber for undisturbed and disturbed samples. In addition, the field capacity was estimated by the water content at 6, 10, 33 kPa and by the inflection point of the water retention curve, calculated by the van Genuchten and cubic polynomial models. We found that the field capacity moisture determined at the inflection point was higher than by the other methods, and that even at the inflection point the estimates differed, according to the model used. By the WP4-T psychrometer, the water content was significantly lower found the estimate of the permanent wilting point. We concluded that the estimation of the available water holding capacity is markedly influenced by the estimation methods, which has to be taken into consideration because of the practical importance of this parameter.

Estimation of the parameters of the gravitational-wage signal of a coalescing binary system

The statistical theory of signal detection and the estimation of its parameters are reviewed and applied to the case of detection of the gravitational-wave signal from a coalescing binary by a laser interferometer. The correlation integral and the covariance matrix for all possible static configurations are investigated numerically. Approximate analytic formulas are derived for the case of narrow band sensitivity configuration of the detector.

Spatial estimation of foliar phosphorus in different species of the genus Coffea based on soil properties

Information underlying analyses of coffee fertilization systems should consider both the soil and the nutritional status of plants. This study investigated the spatial relationship between phosphorus (P) levels in coffee plant tissues and soil chemical and physical properties. The study was performed using two arabica and one canephora coffee variety. Sampling grids were established in the areas, and the points georeferenced. The assessed properties of the soil were levels of available phosphorus (P-Mehlich), remaining phosphorus (P-rem) and particle size, and of the plant tissue, phosphorus levels (foliar P). The data were subjected to descriptive statistical analysis, correlation analysis, cluster analysis, and probability tests. Geostatistical and trend analyses were only performed for pairs of variables with significant linear correlation. The spatial variability for foliar P content was high for the variety Catuai and medium for the other evaluated plants. Unlike P-Mehlich, the variability in P-rem of the soil indicated the nutritional status of this nutrient in the plant.

Revisiting Field Capacity (FC): variation of definition of FC and its estimation from pedotransfer functions

Taking into account the nature of the hydrological processes involved in in situ measurement of Field Capacity (FC), this study proposes a variation of the definition of FC aiming not only at minimizing the inadequacies of its determination, but also at maintaining its original, practical meaning. Analysis of FC data for 22 Brazilian soils and additional FC data from the literature, all measured according to the proposed definition, which is based on a 48-h drainage time after infiltration by shallow ponding, indicates a weak dependency on the amount of infiltrated water, antecedent moisture level, soil morphology, and the level of the groundwater table, but a strong dependency on basic soil properties. The dependence on basic soil properties allowed determination of FC of the 22 soil profiles by pedotransfer functions (PTFs) using the input variables usually adopted in prediction of soil water retention. Among the input variables, soil moisture content θ (6 kPa) had the greatest impact. Indeed, a linear PTF based only on it resulted in an FC with a root mean squared residue less than 0.04 m³ m-3 for most soils individually. Such a PTF proved to be a better FC predictor than the traditional method of using moisture content at an arbitrary suction. Our FC data were compatible with an equivalent and broader USA database found in the literature, mainly for medium-texture soil samples. One reason for differences between FCs of the two data sets of fine-textured soils is due to their different drainage times. Thus, a standardized procedure for in situ determination of FC is recommended.

Estimation of field capacity from ring infiltrometer-drainage data

Field capacity (FC) is a parameter widely used in applied soil science. However, its in situ method of determination may be difficult to apply, generally because of the need of large supplies of water at the test sites. Ottoni Filho et al. (2014) proposed a standardized procedure for field determination of FC and showed that such in situ FC can be estimated by a linear pedotransfer function (PTF) based on volumetric soil water content at the matric potential of -6 kPa [θ(6)] for the same soils used in the present study. The objective of this study was to use soil moisture data below a double ring infiltrometer measured 48 h after the end of the infiltration test in order to develop PTFs for standard in situ FC. We found that such ring FC data were an average of 0.03 m³ m- 3 greater than standard FC values. The linear PTF that was developed for the ring FC data based only on θ(6) was nearly as accurate as the equivalent PTF reported by Ottoni Filho et al. (2014), which was developed for the standard FC data. The root mean squared residues of FC determined from both PTFs were about 0.02 m³ m- 3. The proposed method has the advantage of estimating the soil in situ FC using the water applied in the infiltration test.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Estimation of the correlation structure of crustal velocity heterogeneity from seismic reflection data

Numerous sources of evidence point to the fact that heterogeneity within the Earth's deep crystalline crust is complex and hence may be best described through stochastic rather than deterministic approaches. As seismic reflection imaging arguably offers the best means of sampling deep crustal rocks in situ, much interest has been expressed in using such data to characterize the stochastic nature of crustal heterogeneity. Previous work on this problem has shown that the spatial statistics of seismic reflection data are indeed related to those of the underlying heterogeneous seismic velocity distribution. As of yet, however, the nature of this relationship has remained elusive due to the fact that most of the work was either strictly empirical or based on incorrect methodological approaches. Here, we introduce a conceptual model, based on the assumption of weak scattering, that allows us to quantitatively link the second-order statistics of a 2-D seismic velocity distribution with those of the corresponding processed and depth-migrated seismic reflection image. We then perform a sensitivity study in order to investigate what information regarding the stochastic model parameters describing crustal velocity heterogeneity might potentially be recovered from the statistics of a seismic reflection image using this model. Finally, we present a Monte Carlo inversion strategy to estimate these parameters and we show examples of its application at two different source frequencies and using two different sets of prior information. Our results indicate that the inverse problem is inherently non-unique and that many different combinations of the vertical and lateral correlation lengths describing the velocity heterogeneity can yield seismic images with the same 2-D autocorrelation structure. The ratio of all of these possible combinations of vertical and lateral correlation lengths, however, remains roughly constant which indicates that, without additional prior information, the aspect ratio is the only parameter describing the stochastic seismic velocity structure that can be reliably recovered.

Bio-electrical impedance analysis for estimation of fat-free mass and muscle mass in cystic fibrosis patients.

The nutritional status of cystic fibrosis (CF) patients has to be regularly evaluated and alimentary support instituted when indicated. Bio-electrical impedance analysis (BIA) is a recent method for determining body composition. The present study evaluates its use in CF patients without any clinical sign of malnutrition. Thirty-nine patients with CF and 39 healthy subjects aged 6-24 years were studied. Body density and mid-arm muscle circumference were determined by anthropometry and skinfold measurements. Fat-free mass was calculated taking into account the body density. Muscle mass was obtained from the urinary creatinine excretion rate. The resistance index was calculated by dividing the square of the subject's height by the body impedance. We show that fat-free mass, mid-arm muscle circumference and muscle mass are each linearly correlated to the resistance index and that the regression equations are similar for both CF patients and healthy subjects.

Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

High amplitude contractions in the middle third of the esophagus: a manometric marker of chronic alcoholism?

BACKGROUND--Oesophageal motor abnormalities have been reported in alcoholism. AIM--To investigate the effects of chronic alcoholism and its withdrawal on oesophageal disease. PATIENTS--23 chronic alcoholic patients (20 men and three women; mean age 43, range 23 to 54). METHODS--Endoscopy, manometry, and 24 hour pH monitoring 7-10 days and six months after ethanol withdrawal. Tests for autonomic and peripheral neuropathy were also performed. Motility and pH tracings were compared with those of age and sex matched control groups: healthy volunteers, nutcracker oesophagus, and gastro-oesophageal reflux disease. RESULTS--14 (61%) alcoholic patients had reflux symptoms, and endoscopy with biopsy showed oesophageal inflammation in 10 patients. One patient had an asymptomatic squamous cell carcinoma. Oesophageal motility studies in the alcoholic patients showed that peristaltic amplitude in the middle third was > 150 mm Hg (95th percentile (P95) of healthy controls) in 13 (57%), the ratio lower/ middle amplitude was < 0.9 in 15 (65%) (> 0.9 in all control groups), and the lower oesophageal sphincter was hypertensive (> 23.4 mm Hg, P95 of healthy controls) in 13 (57%). All three abnormalities were present in five (22%). Abnormal reflux (per cent reflux time > 2.9, P95 of healthy controls) was shown in 12 (52%) alcoholic patients, and was unrelated to peristaltic dysfunction. Subclinical neuropathy in 10 patients did not effect oesophageal abnormalities. Oesophageal motility abnormalities persisted at six months in six patients with ongoing alcoholism, whereas they reverted towards normal in 13 who remained abstinent; reflux, however, was unaffected. CONCLUSIONS--Oesophageal peristaltic dysfunction and reflux are frequent in alcoholism. High amplitude contractions in the middle third of the oesophagus seem to be a marker of excessive alcohol consumption, and tend to improve with abstinence.

Osteoporotic fracture risk in elderly women: estimation with quantitative heel US and clinical risk factors

PURPOSE: To derive a prediction rule by using prospectively obtained clinical and bone ultrasonographic (US) data to identify elderly women at risk for osteoporotic fractures. MATERIALS AND METHODS: The study was approved by the Swiss Ethics Committee. A prediction rule was computed by using data from a 3-year prospective multicenter study to assess the predictive value of heel-bone quantitative US in 6174 Swiss women aged 70-85 years. A quantitative US device to calculate the stiffness index at the heel was used. Baseline characteristics, known risk factors for osteoporosis and fall, and the quantitative US stiffness index were used to elaborate a predictive rule for osteoporotic fracture. Predictive values were determined by using a univariate Cox model and were adjusted with multivariate analysis. RESULTS: There were five risk factors for the incidence of osteoporotic fracture: older age (>75 years) (P < .001), low heel quantitative US stiffness index (<78%) (P < .001), history of fracture (P = .001), recent fall (P = .001), and a failed chair test (P = .029). The score points assigned to these risk factors were as follows: age, 2 (3 if age > 80 years); low quantitative US stiffness index, 5 (7.5 if stiffness index < 60%); history of fracture, 1; recent fall, 1.5; and failed chair test, 1. The cutoff value to obtain a high sensitivity (90%) was 4.5. With this cutoff, 1464 women were at lower risk (score, <4.5) and 4710 were at higher risk (score, >or=4.5) for fracture. Among the higher-risk women, 6.1% had an osteoporotic fracture, versus 1.8% of women at lower risk. Among the women who had a hip fracture, 90% were in the higher-risk group. CONCLUSION: A prediction rule obtained by using quantitative US stiffness index and four clinical risk factors helped discriminate, with high sensitivity, women at higher versus those at lower risk for osteoporotic fracture.

Validation of a wrist monitor for accurate estimation of RR intervals during sleep.

While the incidence of sleep disorders is continuously increasing in western societies, there is a clear demand for technologies to asses sleep-related parameters in ambulatory scenarios. The present study introduces a novel concept of accurate sensor to measure RR intervals via the analysis of photo-plethysmographic signals recorded at the wrist. In a cohort of 26 subjects undergoing full night polysomnography, the wrist device provided RR interval estimates in agreement with RR intervals as measured from standard electrocardiographic time series. The study showed an overall agreement between both approaches of 0.05 ± 18 ms. The novel wrist sensor opens the door towards a new generation of comfortable and easy-to-use sleep monitors.