Branching Processes with Immigration and Integer-valued Time Series

In this paper, we indicate how integer-valued autoregressive time series Ginar(d) of ordre d, d ≥ 1, are simple functionals of multitype branching processes with immigration. This allows the derivation of a simple criteria for the existence of a stationary distribution of the time series, thus proving and extending some results by Al-Osh and Alzaid [1], Du and Li [9] and Gauthier and Latour [11]. One can then transfer results on estimation in subcritical multitype branching processes to stationary Ginar(d) and get consistency and asymptotic normality for the corresponding estimators. The technique covers autoregressive moving average time series as well.

Application of the Multivariate Prediction Method to Time Series

* This work was financially supported by RFBR-04-01-00858.

Extreme Situations Prediction by MultidimenSional Heterogeneous Time Series Using Logical Decision Functions

* The work is supported by RFBR, grant 04-01-00858-a

Unifractality and multifractality in the Italian stock market

Tests for random walk behaviour in the Italian stock market are presented, based on an investigation of the fractal properties of the log return series for the Mibtel index. The random walk hypothesis is evaluated against alternatives accommodating either unifractality or multifractality. Critical values for the test statistics are generated using Monte Carlo simulations of random Gaussian innovations. Evidence is reported of multifractality, and the departure from random walk behaviour is statistically significant on standard criteria. The observed pattern is attributed primarily to fat tails in the return probability distribution, associated with volatility clustering in returns measured over various time scales. © 2009 Elsevier Inc. All rights reserved.

Hermite Polynomials and the Zero-Distribution of Riemann's Zeta Function

AMS Subject Classification 2010: 11M26, 33C45, 42A38.

Local-Median Method of Forecasting for Regression Time Series under Outliers

2002 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20.

Indication strength of coenological similarity patterns based on genus-level taxon lists and prevalence distribution

Several methods and indicators can be used to evaluate the coenological state of a given habitat, the ones which can be created simply, quickly, standardizably and reliably and which can be used to exactly quantify the state of a given habitat in point of numbers can be of outstanding practical importance in ecology. One possible method is the examination of the genera which can be found in a given habitat in great abundance and have little number of species and various ecological characteristics. For this purpose one of the most appropriate groups is that of ground-dwelling oribatid mites (Acari: Oribatida). In our research, joining the bioindication methodological project of the “Adaptation to Climate Change” Research Group of the Hungarian Academy of Sciences, the indication strength of genus-level taxon lists and the effects of the main pattern-generating factors creating similarity patterns were analysed with the help of data series on oribatid mites collected by us and originating from literature. Our aim was to develop a method with the help of which the difference expressed with distance functions between two oribatid mite genus lists originating from any sources can correspond to spatial and temporal scales. Our results prove that these genus lists are able to express the spatial distance of the habitats. With the help of this base of comparison changes in disturbed or transformed habitats can be expressed by means of oribatid mite communities, with spatial and temporal distances.

Distribution of planktonic foraminifera in Quaternary sediments east of New Zealand

A series of cores from east of New Zealand have been examined to determine the paleoceanographic history of the late Quaternary in the SW Pacific using planktonic foraminiferal data. Distinct shifts of species can be seen between glacial and interglacial times especially south of Chatham Rise east of South Island. Foraminiferal fragmentation ratios and benthic/planktonic foraminiferal ratios both show increased dissolution during glacials, especially isotope stage 2 to the south of Chatham Rise. The present-day Subtropical Convergence appears to be tied to the Chatham Rise at 44°S, but during glacial times this rise separated cold water to the south from much warmer water to the north, with an associated strong thermal gradient across the rise. We estimate that this gradient could have presented as much as an 8°C temperature change across 4°C of latitude during the maximum of the last ice age. There is only weak evidence of the Younger Dryas cool event, but there is a clear climatic optimum between 8 and 6.4 ka with temperatures 1°-2°C higher than the present day. The marine changes compare well with vegetational changes on both South and North Island.

Gaussian Process Kernels for Cross-Spectrum Analysis in Electrophysiological Time Series

Multi-output Gaussian processes provide a convenient framework for multi-task problems. An illustrative and motivating example of a multi-task problem is multi-region electrophysiological time-series data, where experimentalists are interested in both power and phase coherence between channels. Recently, the spectral mixture (SM) kernel was proposed to model the spectral density of a single task in a Gaussian process framework. This work develops a novel covariance kernel for multiple outputs, called the cross-spectral mixture (CSM) kernel. This new, flexible kernel represents both the power and phase relationship between multiple observation channels. The expressive capabilities of the CSM kernel are demonstrated through implementation of 1) a Bayesian hidden Markov model, where the emission distribution is a multi-output Gaussian process with a CSM covariance kernel, and 2) a Gaussian process factor analysis model, where factor scores represent the utilization of cross-spectral neural circuits. Results are presented for measured multi-region electrophysiological data.

Distribution and Conservation of the Antillean Manatee in Hispaniola

Antillean manatees (Trichechus manatus manatus) were heavily hunted in the past throughout the Wider Caribbean Region (WCR), and are currently listed as endangered on the IUCN Red List of Threatened Species. In most WCR countries, including Haiti and the Dominican Republic, remaining manatee populations are believed to be small and declining, but current information is needed on their status, distribution, and local threats to the species.

To assess the past and current distribution and conservation status of the Antillean manatee in Hispaniola, I conducted a systematic review of documentary archives dating from the pre-Columbian era to 2013. I then surveyed more than 670 artisanal fishers from Haiti and the Dominican Republic in 2013-2014 using a standardized questionnaire. Finally, to identify important areas for manatees in the Dominican Republic, I developed a country-wide ensemble model of manatee distribution, and compared modeled hotspots with those identified by fishers.

Manatees were historically abundant in Hispaniola, but were hunted for their meat and became relatively rare by the end of the 19th century. The use of manatee body parts diversified with time to include their oil, skin, and bones. Traditional uses for folk medicine and handcrafts persist today in coastal communities in the Dominican Republic. Most threats to Antillean manatees in Hispaniola are anthropogenic in nature, and most mortality is caused by fisheries. I estimated a minimum island-wide annual mortality of approximately 20 animals. To understand the impact of this level of mortality, and to provide a baseline for measuring the success of future conservation actions, the Dominican Republic and Haiti should work together to obtain a reliable estimate of the current population size of manatees in Hispaniola.

In Haiti, the survey of fishers showed a wider distribution range of the species than suggested by the documentary archive review: fishers reported recent manatee sightings in seven of nine coastal departments, and three manatee hotspot areas were identified in the north, central, and south coasts. Thus, the contracted manatee distribution range suggested by the documentary archive review likely reflects a lack of research in Haiti. Both the review and the interviews agreed that manatees no longer occupy freshwater habitats in the country. In general, more dedicated manatee studies are needed in Haiti, employing aerial, land, or boat surveys.

In the Dominican Republic, the documentary archive review and the survey of fishers showed that manatees still occur throughout the country, and occasionally occupy freshwater habitats. Monte Cristi province in the north coast, and Barahona province in the south coast, were identified as focal areas. Sighting reports of manatees decreased from Monte Cristi eastwards to the adjacent province in the Dominican Republic, and westwards into Haiti. Along the north coast of Haiti, the number of manatee sighting and capture reports decreased with increasing distance to Monte Cristi province. There was good agreement among the modeled manatee hotspots, hotspots identified by fishers, and hotspots identified during previous dedicated manatee studies. The concordance of these results suggests that the distribution and patterns of habitat use of manatees in the Dominican Republic have not changed dramatically in over 30 years, and that the remaining manatees exhibit some degree of site fidelity. The ensemble modeling approach used in the present study produced accurate and detailed maps of manatee distribution with minimum data requirements. This modeling strategy is replicable and readily transferable to other countries in the Caribbean or elsewhere with limited data on a species of interest.

The intrinsic value of manatees was stronger for artisanal fishers in the Dominican Republic than in Haiti, and most Dominican fishers showed a positive attitude towards manatee conservation. The Dominican Republic is an upper middle income country with a high Human Development Index. It possesses a legal framework that specifically protects manatees, and has a greater number of marine protected areas, more dedicated manatee studies, and more manatee education and awareness campaigns than Haiti. The constant presence of manatees in specific coastal segments of the Dominican Republic, the perceived decline in the number of manatee captures, and a more conservation-minded public, offer hope for manatee conservation, as non-consumptive uses of manatees become more popular. I recommend a series of conservation actions in the Dominican Republic, including: reducing risks to manatees from harmful fishing gear and watercraft at confirmed manatee hotspots; providing alternative economic alternatives for displaced fishers, and developing responsible ecotourism ventures for manatee watching; improving law enforcement to reduce fisheries-related manatee deaths, stop the illegal trade in manatee body parts, and better protect manatee habitat; and continuing education and awareness campaigns for coastal communities near manatee hotspots.

In contrast, most fishers in Haiti continue to value manatees as a source of food and income, and showed a generally negative attitude towards manatee conservation. Haiti is a low income country with a low Human Development Index. Only a single dedicated manatee study has been conducted in Haiti, and manatees are not officially protected. Positive initiatives for manatees in Haiti include: protected areas declared in 2013 and 2014 that enclose two of the manatee hotspots identified in the present study; and local organizations that are currently working on coastal and marine environmental issues, including research and education on marine mammals. Future conservation efforts for manatees in Haiti should focus on addressing poverty and providing viable economic alternatives for coastal communities. I recommend a community partnership approach for manatee conservation, paired with education and awareness campaigns to inform coastal communities about the conservation situation of manatees in Haiti, and to help change their perceived value. Haiti should also provide legal protection for manatees and their habitat.

Distribution of living benthic foraminifera in sediment cores of cruise M77 Leg 1 and 2, 63-2000 µm fraction

Recent benthic foraminifera and their distribution in surface sediments were studied on a transect through the Peruvian oxygen minimum zone (OMZ) between 10 and 12°S. The OMZ with its steep gradients of oxygen concentrations allows to determine the oxygen-dependent changes of species compositions in a relatively small area. Our results from sediments of thirteen multicorer stations from 79 to 823 m water depth demonstrate that calcareous species, especially bolivinids dominate the assemblages throughout the OMZ. The depth distribution of several species matches distinct ranges of bottom water oxygen levels. The distribution pattern inferred a proxy which allows to estimate dissolved oxygen concentrations for reconstructing oxygen levels in the geological past.

The distribution of meiofauna in surface sediments of the Fladen Ground, North Sea

A general study of structure, biomass, and dynamic estimates on meiofauna was carried out during PREFLEX (1975) and FLEX (1976), in 117- 141 m water depth. On the basis of these data an attempt was made to estimate meiofauna production, and this is discussed in relation to the energy input from the spring phytoplankton bloom. Sampling was performed at five stations, but only the stations 1, 4, and 5 were covered by a complete series from August 1975 to July 1976. At each station, from four replicate box core samples, two were withdrawn to study the abundance, distribution, and biomass of meiofauna, the content of chloroplastic pigment equivalents (CPE), and chemical and grain size analyses. At all stations grain size fell in the range of fine sand having median diameters (MD) of < 125 µm. From station 1 to 5 an increase in MD was observed. Highest values of CPE (7.81 µg m l**-1) and organic matter (4.7 %) were obtained in June and July (1976)/ August (1975), respectively. Meiofauna abundance was fairly uniform at all stations examined. Station 1 displayed maximal numbers during the whole investigation period. The abundance per 100 cm**2 varied between 15,550 and 34,900 organisms. All meiofauna studied both in total and as separate taxa showed annual cycles of abundance. Low abundance values were recorded during early summer, and maximum values during winter. High numbers of Foraminifera were obtained for August 1975 (9,460 per 100 cm**2) and July 1976 (9,710 per 100 cm**2). From December to June the values decreased from 3,280 to 1,030 per 100 cm**2. At station 1 maximum values of meiofauna biomass were recorded ranging from 1.5 to 2.7 g DWT m**-2. The mean meiofauna dry weight amounted to 2.1 g DWT m**-2. Based on minimum production, the P/B ratio for the area of station 1 might have a mean of 1.4. Taking into consideration generation times we believe that a turnover ratio of 2 is a conservative value for the Fladen Ground meiofauna. The annual production would amount to 4.2 g DWT m**-2 yr**-1. This is 27.5 % of the energy supply during the spring phytoplankton bloom, which is channelled into the meiofauna. The hypothesis is put forward that the energetic strategy of deep offshore meiofauna differs distinctively from that of shallow inshore meiofauna. While the shallow inshore meiofauna show a relatively fast response to organic matter input, the deep offshore meiofauna reacts much more slowly, the food energy consumption seems to be spread out over a longer period.

(Table 3, page 280) Chemical composition of micronodules from a series of stations and sediment depths from Areas C, F, G and K in the Pacific Ocean from R/V Sonne Cruise SO06

Compositional data for coexisting manganese nodules, micronodules, sediments and pore waters from five areas in the equatorial and S.W. Pacific have been obtained. This represents the largest study of its type ever undertaken to establish the distribution of elements between the various phases within the sediment column. The composition of manganese nodules, micronodules and sediments (on a carbonate-free basis) shows marked differences between the equatorial high productivity zone and the low productivity region of the S.W. Pacific. In the case of the nodules, th is reflects an increased supply of transition elements (notably Ni, Cu and Zn) to the nodules as a result of the in situ dissolution of siliceous tests within the sediment column in the equatorial Pacific high productivity zone. Micronodules display similar, but somewhat different, compositions to those of the associated nodules in each area. Micronodule composition is therefore influenced by the same basic factors that control nodule composition, but is modified by dissolution of the micronodules in situ within the sediment column. Locally, as in the area immediately south of the Marquesas Fracture Zone, the micronodule population is contaminated by small, angular volcanic rock fragments; this leads to apparently anomalous micronodule compositions. Micronodules appear to be a transient feature in the sediment column, especially in the equatorial Pacific. Dissolution of micronodules in the sediment column therefore represents an important source of elements for the growth of manganese nodules in the equatorial Pacific. Sediment composition is markedly influenced by the carbonate content. On a carbonate-free basis, the sediments from the equatorial high productivity zone are quite distinct in composition from those in the S.W. Pacific. This reflects differences in the lithology of the sediments. In the Aitutaki Passage, the local influence of volcanoclastic material in sediment composition has been established. The major cations and anions in pore waters measured here show no major differences between equatorial and S.W. Pacific sediments. Silica is, however, higher in equatorial Pacific pore waters reflecting the dissolution of siliceous tests in these sediments.

EUSAAR size distribution analysis database

Two years of harmonized aerosol number size distribution data from 24 European field monitoring sites have been analysed. The results give a comprehensive overview of the European near surface aerosol particle number concentrations and number size distributions between 30 and 500 nm of dry particle diameter. Spatial and temporal distribution of aerosols in the particle sizes most important for climate applications are presented. We also analyse the annual, weekly and diurnal cycles of the aerosol number concentrations, provide log-normal fitting parameters for median number size distributions, and give guidance notes for data users. Emphasis is placed on the usability of results within the aerosol modelling community. We also show that the aerosol number concentrations of Aitken and accumulation mode particles (with 100 nm dry diameter as a cut-off between modes) are related, although there is significant variation in the ratios of the modal number concentrations. Different aerosol and station types are distinguished from this data and this methodology has potential for further categorization of stations aerosol number size distribution types. The European submicron aerosol was divided into characteristic types: Central European aerosol, characterized by single mode median size distributions, unimodal number concentration histograms and low variability in CCN-sized aerosol number concentrations; Nordic aerosol with low number concentrations, although showing pronounced seasonal variation of especially Aitken mode particles; Mountain sites (altitude over 1000 m a.s.l.) with a strong seasonal cycle in aerosol number concentrations, high variability, and very low median number concentrations. Southern and Western European regions had fewer stations, which decreases the regional coverage of these results. Aerosol number concentrations over the Britain and Ireland had very high variance and there are indications of mixed air masses from several source regions; the Mediterranean aerosol exhibit high seasonality, and a strong accumulation mode in the summer. The greatest concentrations were observed at the Ispra station in Northern Italy with high accumulation mode number concentrations in the winter. The aerosol number concentrations at the Arctic station Zeppelin in Ny-Ålesund in Svalbard have also a strong seasonal cycle, with greater concentrations of accumulation mode particles in winter, and dominating summer Aitken mode indicating more recently formed particles. Observed particles did not show any statistically significant regional work-week or weekday related variation in number concentrations studied. Analysis products are made for open-access to the research community, available in a freely accessible internet site. The results give to the modelling community a reliable, easy-to-use and freely available comparison dataset of aerosol size distributions.

Time series of seawater carbonate chemistry calculated throughout incubation periods of Boreogadus saida and Gadus morhua during exposure to different CO2 and temperature conditions

Oceans are experiencing increasing acidification in parallel to a distinct warming trend in consequence of ongoing climate change. Rising seawater temperatures are mediating a northward shift in distribution of Atlantic cod (Gadus morhua), into the habitat of polar cod (Boreogadus saida), that is associated with retreating cold water masses. This study investigates the competitive strength of the co-occurring gadoids under ocean acidification and warming (OAW) scenarios. Therefore, we incubated specimens of both species in individual tanks for 4 months, under different control and projected temperatures (polar cod: 0, 3, 6, 8 °C, Atlantic cod: 3, 8, 12, 16 °C) and PCO2 conditions (390 and 1170 µatm) and monitored growth, feed consumption and standard metabolic rate. Our results revealed distinct temperature effects on both species. While hypercapnia by itself had no effect, combined drivers caused nonsignificant trends. The feed conversion efficiency of normocapnic polar cod was highest at 0 °C, while optimum growth performance was attained at 6 °C; the long-term upper thermal tolerance limit was reached at 8 °C. OAW caused only slight impairments in growth performance. Under normocapnic conditions, Atlantic cod consumed progressively increasing amounts of feed than individuals under hypercapnia despite maintaining similar growth rates during warming. The low feed conversion efficiency at 3 °C may relate to the lower thermal limit of Atlantic cod. In conclusion, Atlantic cod displayed increased performance in the warming Arctic such that the competitive strength of polar cod is expected to decrease under future OAW conditions.