Promotion carryover as a missing data problem

An important feature of agribusiness promotion programs is their lagged impact on consumption. Efficient investment in advertising requires reliable estimates of these lagged responses and it is desirable from both applied and theoretical standpoints to have a flexible method for estimating them. This note derives an alternative Bayesian methodology for estimating lagged responses when investments occur intermittently within a time series. The method exploits a latent-variable extension of the natural-conjugate, normal-linear model, Gibbs sampling and data augmentation. It is applied to a monthly time series on Turkish pasta consumption (1993:5-1998:3) and three, nonconsecutive promotion campaigns (1996:3, 1997:3, 1997:10). The results suggest that responses were greatest to the second campaign, which allocated its entire budget to television media; that its impact peaked in the sixth month following expenditure; and that the rate of return (measured in metric tons additional consumption per thousand dollars expended) was around a factor of 20.

Four-dimensional data assimilation and balanced dynamics

The problem of spurious excitation of gravity waves in the context of four-dimensional data assimilation is investigated using a simple model of balanced dynamics. The model admits a chaotic vortical mode coupled to a comparatively fast gravity wave mode, and can be initialized such that the model evolves on a so-called slow manifold, where the fast motion is suppressed. Identical twin assimilation experiments are performed, comparing the extended and ensemble Kalman filters (EKF and EnKF, respectively). The EKF uses a tangent linear model (TLM) to estimate the evolution of forecast error statistics in time, whereas the EnKF uses the statistics of an ensemble of nonlinear model integrations. Specifically, the case is examined where the true state is balanced, but observation errors project onto all degrees of freedom, including the fast modes. It is shown that the EKF and EnKF will assimilate observations in a balanced way only if certain assumptions hold, and that, outside of ideal cases (i.e., with very frequent observations), dynamical balance can easily be lost in the assimilation. For the EKF, the repeated adjustment of the covariances by the assimilation of observations can easily unbalance the TLM, and destroy the assumptions on which balanced assimilation rests. It is shown that an important factor is the choice of initial forecast error covariance matrix. A balance-constrained EKF is described and compared to the standard EKF, and shown to offer significant improvement for observation frequencies where balance in the standard EKF is lost. The EnKF is advantageous in that balance in the error covariances relies only on a balanced forecast ensemble, and that the analysis step is an ensemble-mean operation. Numerical experiments show that the EnKF may be preferable to the EKF in terms of balance, though its validity is limited by ensemble size. It is also found that overobserving can lead to a more unbalanced forecast ensemble and thus to an unbalanced analysis.

On SETAR non-linearity and forecasting

We compare linear autoregressive (AR) models and self-exciting threshold autoregressive (SETAR) models in terms of their point forecast performance, and their ability to characterize the uncertainty surrounding those forecasts, i.e. interval or density forecasts. A two-regime SETAR process is used as the data-generating process in an extensive set of Monte Carlo simulations, and we consider the discriminatory power of recently developed methods of forecast evaluation for different degrees of non-linearity. We find that the interval and density evaluation methods are unlikely to show the linear model to be deficient on samples of the size typical for macroeconomic data

Within-person analyses of situational interest and boredom: Interactions between task-specific perceptions and achievement goals

Despite the increasing number of studies examining the correlates of interest and boredom, surprisingly little research has focused on within-person fluctuations in these emotions, making it difficult to describe their situational nature. To address this gap in the literature, this study conducted repeated measurements (12 times) on a sample of 158 undergraduate students using a variety of self-report assessments, and examined the within-person relationships between task-specific perceptions (expectancy, utility, and difficulty) and interest and boredom. This study further explored the role of achievement goals in predicting between-person differences in these within-person relationships. Utilizing hierarchical-linear modeling, we found that, on average, a higher perception of both expectancy and utility, as well as a lower perception of difficulty, was associated with higher interest and lower boredom levels within individuals. Moreover, mastery-approach goals weakened the negative within-person relationship between difficulty and interest and the negative within-person relationship between utility and boredom. Mastery-avoidance and performance-avoidance goals strengthened the negative relationship between expectancy and boredom. These results suggest how educators can more effectively instruct students with different types of goals, minimizing boredom and maximizing interest and learning.

Impact of non-hydrostatic effects and trapped lee waves on mountain wave drag in directionally sheared flow

The orographic gravity wave drag produced in flow over an axisymmetric mountain when both vertical wind shear and non-hydrostatic effects are important was calculated using a semi-analytical two-layer linear model, including unidirectional or directional constant wind shear in a layer near the surface, above which the wind is constant. The drag behaviour is determined by partial wave reflection at the shear discontinuity, wave absorption at critical levels (both of which exist in hydrostatic flow), and total wave reflection at levels where the waves become evanescent (an intrinsically non-hydrostatic effect), which produces resonant trapped lee wave modes. As a result of constructive or destructive wave interference, the drag oscillates with the thickness of the constant-shear layer and the Richardson number within it (Ri), generally decreasing at low Ri and when the flow is strongly non-hydrostatic. Critical level absorption, which increases with the angle spanned by the wind velocity in the constant-shear layer, shields the surface from reflected waves, keeping the drag closer to its hydrostatic limit. While, for the parameter range considered here, the drag seldom exceeds this limit, a substantial drag fraction may be produced by trapped lee waves, particularly when the flow is strongly non-hydrostatic, the lower layer is thick and Ri is relatively high. In directionally sheared flows with Ri = O(1), the drag may be misaligned with the surface wind in a direction opposite to the shear, a behaviour which is totally due to non-trapped waves. The trapped lee wave drag, whose reaction force on the atmosphere is felt at low levels, may therefore have a distinctly different direction from the drag associated with vertically propagating waves, which acts on the atmosphere at higher levels.

Causal relationships vs. emergent patterns in the global controls of fire frequency

Global controls on month-by-month fractional burnt area (2000–2005) were investigated by fitting a generalised linear model (GLM) to Global Fire Emissions Database (GFED) data, with 11 predictor variables representing vegetation, climate, land use and potential ignition sources. Burnt area is shown to increase with annual net primary production (NPP), number of dry days, maximum temperature, grazing-land area, grass/shrub cover and diurnal temperature range, and to decrease with soil moisture, cropland area and population density. Lightning showed an apparent (weak) negative influence, but this disappeared when pure seasonal-cycle effects were taken into account. The model predicts observed geographic and seasonal patterns, as well as the emergent relationships seen when burnt area is plotted against each variable separately. Unimodal relationships with mean annual temperature and precipitation, population density and gross domestic product (GDP) are reproduced too, and are thus shown to be secondary consequences of correlations between different controls (e.g. high NPP with high precipitation; low NPP with low population density and GDP). These findings have major implications for the design of global fire models, as several assumptions in current models – most notably, the widely assumed dependence of fire frequency on ignition rates – are evidently incorrect.

Typographic meaning: readers’ impressions of patterns of typographic differentiation

This research explores whether patterns of typographic differentiation influence readers’ impressions of documents. It develops a systematic approach to typographic investigation that considers relationships between different kinds of typographic attributes, rather than testing the influence of isolated variables. An exploratory study using multiple sort tasks and semantic differential scales identifies that readers form a variety of impressions in relation to how typographic elements are differentiated in document design. Building on the findings of the exploratory study and analysis of a sample of magazines, the research describes three patterns of typographic differentiation: high, moderate, and low. Each pattern comprises clusters of typographic attributes and organisational principles that are articulated in relation to a specified level of typographic differentiation (amplified, medium, or subtle). The patterns are applied to two sets of controlled test material. Using this purposely-designed material, the influence of patterns of typographic differentiation on readers’ impressions of documents is explored in a repertory grid analysis and a paired comparison procedure. The results of these studies indicate that patterns of typographic differentiation consistently shape readers’ impressions of documents, influencing judgments of credibility, document address, and intended readership; and suggesting particular kinds of engagement and genre associations. For example, high differentiation documents are likely to be considered casual, sensationalist, and young; moderate differentiation documents are most likely to be seen as formal and serious; and low differentiation examples are considered calm. Typographic meaning is shown to be created through complex, yet systematic, interrelationships rather than reduced to a linear model of increasing or decreasing variation. The research provides a way of describing typographic articulation that has application across a variety of disciplines and design practice. In particular, it illuminates the ways in which typographic presentation is meaningful to readers, providing knowledge that document producers can use to communicate more effectively.

Maternal postnatal depression predicts altered offspring biological stress reactivity in adulthood

The offspring of depressed parents have been found to show elevated basal levels of the stress hormone cortisol. Whether heightened cortisol stress reactivity is also present in this group has yet to be clearly demonstrated. We tested whether postnatal maternal depression predicts subsequent increases in offspring biological sensitivity to social stress, as indexed by elevated cortisol reactivity. Participants (mean age 22.4-years) derived from a 22-year prospective longitudinal study of the offspring of mothers who had postnatal depression (PND group; n=38) and a control group (n=38). Salivary cortisol response to a social-evaluative threat (Trier Social Stress Test) was measured. Hierarchical linear modelling indicated that PND group offspring showed greater cortisol reactivity to the stress test than control group participants. Group differences were not explained by offspring depressive or anxiety symptoms, experiences of negative life events, elevated basal cortisol at age 13-years, subsequent exposure to maternal depression, or other key covariates. The findings indicate that the presence of early maternal depression can predict offspring biological sensitivity to social stress in adulthood, with potential implications for broader functioning.

Evaluation of optical techniques for characterising soil organic matter quality in agricultural soils

Soil organic matter (SOM) is one of the main global carbon pools. It is a measure of soil quality as its presence increases carbon sequestration and improves physical and chemical soil properties. The determination and characterisation of humic substances gives essential information of the maturity and stresses of soils as well as of their health. However, the determination of the exact nature and molecular structure of these substances has been proven difficult. Several complex techniques exist to characterise SOM and mineralisation and humification processes. One of the more widely accepted for its accuracy is nuclear magnetic resonance (NMR) spectroscopy. Despite its efficacy, NMR needs significant economic resources, equipment, material and time. Proxy measures like the fluorescence index (FI), cold and hot-water extractable carbon (CWC and HWC) and SUVA-254 have the potential to characterise SOM and, in combination, provide qualitative and quantitative data of SOM and its processes. Spanish and British agricultural cambisols were used to measure SOM quality and determine whether similarities were found between optical techniques and 1H NMR results in these two regions with contrasting climatic conditions. High correlations (p < 0.001) were found between the specific aromatic fraction measured with 1H NMR and SUVA-254 (Rs = 0.95) and HWC (Rs = 0.90), which could be described using a linear model. A high correlation between FI and the aromatics fraction measured with 1H NMR (Rs = −0.976) was also observed. In view of our results, optical measures have a potential, in combination, to predict the aromatic fraction of SOM without the need of expensive and time consuming techniques.

Field phenotyping of potato to assess root and shoot characteristics associated with drought tolerance

Aims Potatoes are a globally important source of food whose production requires large inputs of fertiliser and water. Recent research has highlighted the importance of the root system in acquiring resources. Here measurements, previously generated by field phenotyping, tested the effect of root size on maintenance of yield under drought (drought tolerance). Methods Twelve potato genotypes, including genotypes with extremes of root size, were grown to maturity in the field under a rain shelter and either irrigated or subjected to drought. Soil moisture, canopy growth, carbon isotope discrimination and final yields were measured. Destructively harvested field phenotype data were used as explanatory variables in a general linear model (GLM) to investigate yield under conditions of drought or irrigation. Results Drought severely affected the small rooted genotype Pentland Dell but not the large rooted genotype Cara. More plantlets, longer and more numerous stolons and stolon roots were associated with drought tolerance. Previously measured carbon isotope discrimination did not correlate with the effect of drought. Conclusions These data suggest that in-field phenotyping can be used to identify useful characteristics when known genotypes are subjected to an environmental stress. Stolon root traits were associated with drought tolerance in potato and could be used to select genotypes with resilience to drought.

Implicit equal-weights particle filter

Filter degeneracy is the main obstacle for the implementation of particle filter in non-linear high-dimensional models. A new scheme, the implicit equal-weights particle filter (IEWPF), is introduced. In this scheme samples are drawn implicitly from proposal densities with a different covariance for each particle, such that all particle weights are equal by construction. We test and explore the properties of the new scheme using a 1,000-dimensional simple linear model, and the 1,000-dimensional non-linear Lorenz96 model, and compare the performance of the scheme to a Local Ensemble Kalman Filter. The experiments show that the new scheme can easily be implemented in high-dimensional systems and is never degenerate, with good convergence properties in both systems.

Effect of repeated torque/mechanical loading cycles on two different abutment types in implants with internal tapered connections: an in vitro study

Internal tapered connections were developed to improve biomechanical properties and to reduce mechanical problems found in other implant connection systems. The purpose of this study was to evaluate the effects of mechanical loading and repeated insertion/removal cycles on the torque loss of abutments with internal tapered connections. Sixty-eight conical implants and 68 abutments of two types were used. They were divided into four groups: groups 1 and 3 received solid abutments, and groups 2 and 4 received two-piece abutments. In groups 1 and 2, abutments were simply installed and uninstalled; torque-in and torque-out values were measured. In groups 3 and 4, abutments were installed, mechanically loaded and uninstalled; torque-in and torque-out values were measured. Under mechanical loading, two-piece abutments were frictionally locked into the implant; thus, data of group 4 were catalogued under two subgroups (4a: torque-out value necessary to loosen the fixation screw; 4b: torque-out value necessary to remove the abutment from the implant). Ten insertion/removal cycles were performed for every implant/abutment assembly. Data were analyzed with a mixed linear model (P <= 0.05). Torque loss was higher in groups 4a and 2 (over 30% loss), followed by group 1 (10.5% loss), group 3 (5.4% loss) and group 4b (39% torque gain). All the results were significantly different. As the number of insertion/removal cycles increased, removal torques tended to be lower. It was concluded that mechanical loading increased removal torque of loaded abutments in comparison with unloaded abutments, and removal torque values tended to decrease as the number of insertion/removal cycles increased. To cite this article:Ricciardi Coppede A, de Mattos MdaGC, Rodrigues RCS, Ribeiro RF. Effect of repeated torque/mechanical loading cycles on two different abutment types in implants with internal tapered connections: an in vitro study.Clin. Oral Impl. Res. 20, 2009; 624-632.doi: 10.1111/j.1600-0501.2008.01690.x.

Study of some physical properties of biodegradable films based on blends of gelatin and poly(vinyl alcohol) using a response-surface methodology

The aim of this work was to study the effect of the hydrolysis degree (HD) and the concentration (C(PVA)) Of two types of poly(vinyl alcohol) (PVA) and of the type (glycerol and sorbitol) and the concentration (C(P)) of plasticizers on some physical properties of biodegradable films based on blends of gelatin and PVA Using a response-surface methodology. The films were prepared with a film forming solutions (FFS) with 2 g of macromolecules (gelatin+PVA)/100 g de FFS. The responses analyzed were the mechanical properties, the solubility, the moisture Content. the color difference and the opacity. The linear model was statistically significant and predictive for puncture force and deformation. elongation at break, solubility in water, Moisture content and opacity. The CPVA affected strongly the elongation at break of the films. The interaction of the HD and the C(P) affected this property. Moreover. the puncture force was affected slightly by the C(PVA). Concerning the Solubility in water, the reduction of the HD increased it and this effect was greater for high CPVA Values. In general. the most important effect observed in the physical properties of the films was that of the plasticizer type and concentration. The PVA hydrolysis degree and concentration have an important effect only for the elongation at break, puncture deformation and solubility in water. (C) 2008 Elsevier B.V. All rights reserved.

Fluctuating abundance of humpback whales (Megaptera novaeangliae) in a calving ground off coastal Brazil

The humpback whale (Megaptera novaeangliae) population that uses Abrolhos Bank, off the east coast of Brazil as a breeding ground is increasing. To describe temporal changes in the relative abundance of humpback whales around Abrolhos, seven years (1998-2004) of whale count data were collected during July through to November. During one-hour-scans, observers determined group size within 9.3 km (5 n.m.) of a land-based observing station. A total Of 930 scans, comprising 7996 sightings of adults and 2044 calves were analysed using generalized linear models that included variables for time of day, day of the season, years and two-way interactions as possible predictors. The pattern observed was the gradual build-up and decline in whale counts within seasons. Patterns and peaks of adult and calf counts varied among years. Although fluctuation was observed, there was generally an increasing trend in adult counts among years. Calf counts increased only in 2004. These fluctuations may have been caused by some environmental conditions in humpback whales` summering grounds and also by changes in spatial-temporal concentrations in Abrolhos Bank. The general pattern observed within the study area mirrored what was observed in the whole Abrolhos Bank. Knowledge of the consistency with which humpback whales use this important nursing area should prove beneficial for designing future monitoring programmes especially related to whale watching activities around Abrolhos Archipelago.

The constrained compartmentalized knapsack problem: mathematical models and solution methods

The constrained compartmentalized knapsack problem can be seen as an extension of the constrained knapsack problem. However, the items are grouped into different classes so that the overall knapsack has to be divided into compartments, and each compartment is loaded with items from the same class. Moreover, building a compartment incurs a fixed cost and a fixed loss of the capacity in the original knapsack, and the compartments are lower and upper bounded. The objective is to maximize the total value of the items loaded in the overall knapsack minus the cost of the compartments. This problem has been formulated as an integer non-linear program, and in this paper, we reformulate the non-linear model as an integer linear master problem with a large number of variables. Some heuristics based on the solution of the restricted master problem are investigated. A new and more compact integer linear model is also presented, which can be solved by a branch-and-bound commercial solver that found most of the optimal solutions for the constrained compartmentalized knapsack problem. On the other hand, heuristics provide good solutions with low computational effort. (C) 2011 Elsevier BM. All rights reserved.