Spatial patterns and environmental constraints on ecosystem services at a catchment scale

Improved understanding and prediction of the fundamental environmental controls on ecosystem service supply across the landscape will help to inform decisions made by policy makers and land-water managers. To evaluate this issue for a local catchment case study, we explored metrics and spatial patterns of service supply for water quality regulation, agriculture production, carbon storage, and biodiversity for the Macronutrient Conwy catchment. Methods included using ecosystem models such as LUCI and JULES, integration of national scale field survey datasets, earth observation products and plant trait databases, to produce finely resolved maps of species richness and primary production. Analyses were done with both 1x1 km gridded and subcatchment data. A common single gradient characterised catchment scale ecosystem services supply with agricultural production and carbon storage at opposing ends of the gradient as reported for a national-scale assessment. Species diversity was positively related to production due to the below national average productivity levels in the Conwy combined with the unimodal relationship between biodiversity and productivity at the national scale. In contrast to the national scale assessment, a strong reduction in water quality as production increased was observed in these low productive systems. Various soil variables were tested for their predictive power of ecosystem service supply. Soil carbon, nitrogen, their ratio and soil pH all had double the power of rainfall and altitude, each explaining around 45% of variation but soil pH is proposed as a potential metric for ecosystem service supply potential as it is a simple and practical metric which can be carried out in the field with crowd-sourcing technologies now available. The study emphasises the importance of considering multiple ecosystem services together due to the complexity of covariation at local and national scales, and the benefits of exploiting a wide range of metrics for each service to enhance data robustness.

Mitochondrial sequence data and Dipsacales phylogeny: Mixed models, partitioned Bayesian analyses, and model selection

Phylogenetic analyses of chloroplast DNA sequences, morphology, and combined data have provided consistent support for many of the major branches within the angiosperm, clade Dipsacales. Here we use sequences from three mitochondrial loci to test the existing broad scale phylogeny and in an attempt to resolve several relationships that have remained uncertain. Parsimony, maximum likelihood, and Bayesian analyses of a combined mitochondrial data set recover trees broadly consistent with previous studies, although resolution and support are lower than in the largest chloroplast analyses. Combining chloroplast and mitochondrial data results in a generally well-resolved and very strongly supported topology but the previously recognized problem areas remain. To investigate why these relationships have been difficult to resolve we conducted a series of experiments using different data partitions and heterogeneous substitution models. Usually more complex modeling schemes are favored regardless of the partitions recognized but model choice had little effect on topology or support values. In contrast there are consistent but weakly supported differences in the topologies recovered from coding and non-coding matrices. These conflicts directly correspond to relationships that were poorly resolved in analyses of the full combined chloroplast-mitochondrial data set. We suggest incongruent signal has contributed to our inability to confidently resolve these problem areas. (c) 2007 Elsevier Inc. All rights reserved.

Influence of multi-scale landscape structure on the occurrence of carnivorous mammals in a human-modified savanna, Brazil

So Paulo is the most developed state in Brazil and contains few fragments of native ecosystems, generally surrounded by intensive agriculture lands. Despite this, some areas still shelter large native animals. We aimed at understanding how medium and large carnivores use a mosaic landscape of forest/savanna and agroecosystems, and how the species respond to different landscape parameters (percentage of landcover and edge density), in a multi-scale perspective. The response variables were: species richness, carnivore frequency and frequency for the three most recorded species (Puma concolor, Chrysocyon brachyurus and Leopardus pardalis). We compared 11 competing models using Akaike`s information criterion (AIC) and assessed model support using weight of AIC. Concurrent models were combinations of landcover types (native vegetation, ""cerrado"" formations, ""cerrado"" and eucalypt plantation), landscape feature (percentage of landcover and edge density) and spatial scale. Herein, spatial scale refers to the radius around a sampling point defining a circular landscape. The scales analyzed were 250 (fine), 1,000 (medium) and 2,000 m (coarse). The shape of curves for response variables (linear, exponential and power) was also assessed. Our results indicate that species with high mobility, P. concolor and C. brachyurus, were best explained by edge density of the native vegetation at a coarse scale (2,000 m). The relationship between P. concolor and C. brachyurus frequency had a negative power-shaped response to explanatory variables. This general trend was also observed for species richness and carnivore frequency. Species richness and P. concolor frequency were also well explained by a second concurrent model: edge density of cerrado at the fine (250 m) scale. A different response was recorded for L. pardalis, as the frequency was best explained for the amount of cerrado at the fine (250 m) scale. The curve of response was linearly positive. The contrasting results (P. concolor and C. brachyurus vs L. pardalis) may be due to the much higher mobility of the two first species, in comparison with the third. Still, L. pardalis requires habitat with higher quality when compared with other two species. This study highlights the importance of considering multiple spatial scales when evaluating species responses to different habitats. An important and new finding was the prevalence of edge density over the habitat extension to explain overall carnivore distribution, a key information for planning and management of protected areas.

Exact Search Directions for Optimization of Linear and Nonlinear Models Based on Generalized Orthonormal Functions

A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

A hands-on approach for fitting long-term survival models under the GAMLSS framework

In many data sets from clinical studies there are patients insusceptible to the occurrence of the event of interest. Survival models which ignore this fact are generally inadequate. The main goal of this paper is to describe an application of the generalized additive models for location, scale, and shape (GAMLSS) framework to the fitting of long-term survival models. in this work the number of competing causes of the event of interest follows the negative binomial distribution. In this way, some well known models found in the literature are characterized as particular cases of our proposal. The model is conveniently parameterized in terms of the cured fraction, which is then linked to covariates. We explore the use of the gamlss package in R as a powerful tool for inference in long-term survival models. The procedure is illustrated with a numerical example. (C) 2009 Elsevier Ireland Ltd. All rights reserved.

Log-Burr XII regression models with censored data

In survival analysis applications, the failure rate function may frequently present a unimodal shape. In such case, the log-normal or log-logistic distributions are used. In this paper, we shall be concerned only with parametric forms, so a location-scale regression model based on the Burr XII distribution is proposed for modeling data with a unimodal failure rate function as an alternative to the log-logistic regression model. Assuming censored data, we consider a classic analysis, a Bayesian analysis and a jackknife estimator for the parameters of the proposed model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the log-logistic and log-Burr XII regression models. Besides, we use sensitivity analysis to detect influential or outlying observations, and residual analysis is used to check the assumptions in the model. Finally, we analyze a real data set under log-Buff XII regression models. (C) 2008 Published by Elsevier B.V.

Aging and stationary properties of non-equilibrium symmetrical three-state models

We consider a non-equilibrium three-state model whose dynamics is Markovian and displays the same symmetry as the three-state Potts model, i.e. the transition rates are invariant under the cyclic permutation of the states. Unlike the Potts model, detailed balance is, in general, not satisfied. The aging and the stationary properties of the model defined on a square lattice are obtained by means of large-scale Monte Carlo simulations. We show that the phase diagram presents a critical line, belonging to the three-state Potts universality class, that ends at a point whose universality class is that of the Voter model. Aging is considered on the critical line, at the Voter point and in the ferromagnetic phase.

Oriented Percolation in One-dimensional 1/vertical bar x-y vertical bar(2) Percolation Models

We consider independent edge percolation models on Z, with edge occupation probabilities. We prove that oriented percolation occurs when beta > 1 provided p is chosen sufficiently close to 1, answering a question posed in Newman and Schulman (Commun. Math. Phys. 104: 547, 1986). The proof is based on multi-scale analysis.

Resilience of protein-protein interaction networks as determined by their large-scale topological features

The relationship between the structure and function of biological networks constitutes a fundamental issue in systems biology. Particularly, the structure of protein-protein interaction networks is related to important biological functions. In this work, we investigated how such a resilience is determined by the large scale features of the respective networks. Four species are taken into account, namely yeast Saccharomyces cerevisiae, worm Caenorhabditis elegans, fly Drosophila melanogaster and Homo sapiens. We adopted two entropy-related measurements (degree entropy and dynamic entropy) in order to quantify the overall degree of robustness of these networks. We verified that while they exhibit similar structural variations under random node removal, they differ significantly when subjected to intentional attacks (hub removal). As a matter of fact, more complex species tended to exhibit more robust networks. More specifically, we quantified how six important measurements of the networks topology (namely clustering coefficient, average degree of neighbors, average shortest path length, diameter, assortativity coefficient, and slope of the power law degree distribution) correlated with the two entropy measurements. Our results revealed that the fraction of hubs and the average neighbor degree contribute significantly for the resilience of networks. In addition, the topological analysis of the removed hubs indicated that the presence of alternative paths between the proteins connected to hubs tend to reinforce resilience. The performed analysis helps to understand how resilience is underlain in networks and can be applied to the development of protein network models.

A multi-GPU algorithm for large-scale neuronal networks

Large-scale simulations of parts of the brain using detailed neuronal models to improve our understanding of brain functions are becoming a reality with the usage of supercomputers and large clusters. However, the high acquisition and maintenance cost of these computers, including the physical space, air conditioning, and electrical power, limits the number of simulations of this kind that scientists can perform. Modern commodity graphical cards, based on the CUDA platform, contain graphical processing units (GPUs) composed of hundreds of processors that can simultaneously execute thousands of threads and thus constitute a low-cost solution for many high-performance computing applications. In this work, we present a CUDA algorithm that enables the execution, on multiple GPUs, of simulations of large-scale networks composed of biologically realistic Hodgkin-Huxley neurons. The algorithm represents each neuron as a CUDA thread, which solves the set of coupled differential equations that model each neuron. Communication among neurons located in different GPUs is coordinated by the CPU. We obtained speedups of 40 for the simulation of 200k neurons that received random external input and speedups of 9 for a network with 200k neurons and 20M neuronal connections, in a single computer with two graphic boards with two GPUs each, when compared with a modern quad-core CPU. Copyright (C) 2010 John Wiley & Sons, Ltd.

European resarch school on large scale solar thermal - SHINE

The Solar HeatIntegration NEtwork (SHINE) is a European research school in which 13 PhDstudents in solar thermal technologies are funded by the EU Marie-Curie program.It has five PhD course modules as well as workshops and seminars dedicated to PhDstudents both within the project as well as outside of it. The SHINE researchactivities focus on large solar heating systems and new applications: ondistrict heating, industrial processes and new storage systems. The scope ofthis paper is on systems for district heating for which there are five PhDstudents, three at universities and two at companies. The PhD students allstarted during the early part of 2014 and their initial work has concentratedon literature studies and on setting up models and data collection to be usedfor validation purposes. The PhD students will complete their studies in2017-18.

First-principle data-driven models for assessment of motor disorders in Parkinson’s disease

Parkinson’s disease (PD) is an increasing neurological disorder in an aging society. The motor and non-motor symptoms of PD advance with the disease progression and occur in varying frequency and duration. In order to affirm the full extent of a patient’s condition, repeated assessments are necessary to adjust medical prescription. In clinical studies, symptoms are assessed using the unified Parkinson’s disease rating scale (UPDRS). On one hand, the subjective rating using UPDRS relies on clinical expertise. On the other hand, it requires the physical presence of patients in clinics which implies high logistical costs. Another limitation of clinical assessment is that the observation in hospital may not accurately represent a patient’s situation at home. For such reasons, the practical frequency of tracking PD symptoms may under-represent the true time scale of PD fluctuations and may result in an overall inaccurate assessment. Current technologies for at-home PD treatment are based on data-driven approaches for which the interpretation and reproduction of results are problematic.  The overall objective of this thesis is to develop and evaluate unobtrusive computer methods for enabling remote monitoring of patients with PD. It investigates first-principle data-driven model based novel signal and image processing techniques for extraction of clinically useful information from audio recordings of speech (in texts read aloud) and video recordings of gait and finger-tapping motor examinations. The aim is to map between PD symptoms severities estimated using novel computer methods and the clinical ratings based on UPDRS part-III (motor examination). A web-based test battery system consisting of self-assessment of symptoms and motor function tests was previously constructed for a touch screen mobile device. A comprehensive speech framework has been developed for this device to analyze text-dependent running speech by: (1) extracting novel signal features that are able to represent PD deficits in each individual component of the speech system, (2) mapping between clinical ratings and feature estimates of speech symptom severity, and (3) classifying between UPDRS part-III severity levels using speech features and statistical machine learning tools. A novel speech processing method called cepstral separation difference showed stronger ability to classify between speech symptom severities as compared to existing features of PD speech. In the case of finger tapping, the recorded videos of rapid finger tapping examination were processed using a novel computer-vision (CV) algorithm that extracts symptom information from video-based tapping signals using motion analysis of the index-finger which incorporates a face detection module for signal calibration. This algorithm was able to discriminate between UPDRS part III severity levels of finger tapping with high classification rates. Further analysis was performed on novel CV based gait features constructed using a standard human model to discriminate between a healthy gait and a Parkinsonian gait. The findings of this study suggest that the symptom severity levels in PD can be discriminated with high accuracies by involving a combination of first-principle (features) and data-driven (classification) approaches. The processing of audio and video recordings on one hand allows remote monitoring of speech, gait and finger-tapping examinations by the clinical staff. On the other hand, the first-principles approach eases the understanding of symptom estimates for clinicians. We have demonstrated that the selected features of speech, gait and finger tapping were able to discriminate between symptom severity levels, as well as, between healthy controls and PD patients with high classification rates. The findings support suitability of these methods to be used as decision support tools in the context of PD assessment.

Software Tools For Large Scale Interactive Hydrodynamic Modeling

Running hydrodynamic models interactively allows both visual exploration and change of model state during simulation. One of the main characteristics of an interactive model is that it should provide immediate feedback to the user, for example respond to changes in model state or view settings. For this reason, such features are usually only available for models with a relatively small number of computational cells, which are used mainly for demonstration and educational purposes. It would be useful if interactive modeling would also work for models typically used in consultancy projects involving large scale simulations. This results in a number of technical challenges related to the combination of the model itself and the visualisation tools (scalability, implementation of an appropriate API for control and access to the internal state). While model parallelisation is increasingly addressed by the environmental modeling community, little effort has been spent on developing a high-performance interactive environment. What can we learn from other high-end visualisation domains such as 3D animation, gaming, virtual globes (Autodesk 3ds Max, Second Life, Google Earth) that also focus on efficient interaction with 3D environments? In these domains high efficiency is usually achieved by the use of computer graphics algorithms such as surface simplification depending on current view, distance to objects, and efficient caching of the aggregated representation of object meshes. We investigate how these algorithms can be re-used in the context of interactive hydrodynamic modeling without significant changes to the model code and allowing model operation on both multi-core CPU personal computers and high-performance computer clusters.

Cálculo do Value at Risk (VaR) para o Ibovespa, pós crise de 2008, por meio dos modelos de heterocedasticidade condicional (GARCH) e de volatilidade estocástica (Local Scale Model - LSM)

O objetivo deste estudo é propor a implementação de um modelo estatístico para cálculo da volatilidade, não difundido na literatura brasileira, o modelo de escala local (LSM), apresentando suas vantagens e desvantagens em relação aos modelos habitualmente utilizados para mensuração de risco. Para estimação dos parâmetros serão usadas as cotações diárias do Ibovespa, no período de janeiro de 2009 a dezembro de 2014, e para a aferição da acurácia empírica dos modelos serão realizados testes fora da amostra, comparando os VaR obtidos para o período de janeiro a dezembro de 2014. Foram introduzidas variáveis explicativas na tentativa de aprimorar os modelos e optou-se pelo correspondente americano do Ibovespa, o índice Dow Jones, por ter apresentado propriedades como: alta correlação, causalidade no sentido de Granger, e razão de log-verossimilhança significativa. Uma das inovações do modelo de escala local é não utilizar diretamente a variância, mas sim a sua recíproca, chamada de “precisão” da série, que segue uma espécie de passeio aleatório multiplicativo. O LSM captou todos os fatos estilizados das séries financeiras, e os resultados foram favoráveis a sua utilização, logo, o modelo torna-se uma alternativa de especificação eficiente e parcimoniosa para estimar e prever volatilidade, na medida em que possui apenas um parâmetro a ser estimado, o que representa uma mudança de paradigma em relação aos modelos de heterocedasticidade condicional.

Share bidding auctions, sliding scale royalty rates and the new brazilian regulatory framework for the pre-salt areas

O governo brasileiro recentemente aprovou uma legislação instituindo um novo marco regulatório para as reservas petrolíferas do pré-sal. Segundo as novas regras, estas áreas deverão ser licitadas mediante um leilão de partilha de lucro. Motivado por esta mudança, apresentamos um modelo de leilão de partilha sob afiliação, demonstrando a existência de um equilíbrio monótono em estratégias puras e caracterizando a solução. Alem disso, provamos que este mecanismo gera receita esperada maior ou igual a um leilão de primeiro preço usual. Em seguida, introduzimos no modelo uma função representando taxas de royalties que dependem do valor do objeto. Este instrumento permite uma elevação na receita esperada de ambos os modelos, fazendo com que a diferença entre eles encolha. Finalmente, analisando o novo marco regulatório sob o ponto de vista dos resultados obtidos, concluímos que o antigo modelo de concessão utilizado pelo governo brasileiro é mais adequado e lucrativo.