A spatiotemporal Data Envelopment Analysis (S-T DEA) approach:the need to assess evolving units

One of the major challenges in measuring efficiency in terms of resources and outcomes is the assessment of the evolution of units over time. Although Data Envelopment Analysis (DEA) has been applied for time series datasets, DEA models, by construction, form the reference set for inefficient units (lambda values) based on their distance from the efficient frontier, that is, in a spatial manner. However, when dealing with temporal datasets, the proximity in time between units should also be taken into account, since it reflects the structural resemblance among time periods of a unit that evolves. In this paper, we propose a two-stage spatiotemporal DEA approach, which captures both the spatial and temporal dimension through a multi-objective programming model. In the first stage, DEA is solved iteratively extracting for each unit only previous DMUs as peers in its reference set. In the second stage, the lambda values derived from the first stage are fed to a Multiobjective Mixed Integer Linear Programming model, which filters peers in the reference set based on weights assigned to the spatial and temporal dimension. The approach is demonstrated on a real-world example drawn from software development.

Temporal analysis of land use and transportation investments with geographic information system

Land use and transportation interaction has been a research topic for several decades. There have been efforts to identify impacts of transportation on land use from several different perspectives. One focus has been the role of transportation improvements in encouraging new land developments or relocation of activities due to improved accessibility. The impacts studied have included property values and increased development. Another focus has been on the changes in travel behavior due to better mobility and accessibility. Most studies to date have been conducted in metropolitan level, thus unable to account for interactions spatially and temporally at smaller geographic scales. ^ In this study, a framework for studying the temporal interactions between transportation and land use was proposed and applied to three selected corridor areas in Miami-Dade County, Florida. The framework consists of two parts: one is developing of temporal data and the other is applying time series analysis to this temporal data to identify their dynamic interactions. Temporal GIS databases were constructed and used to compile building permit data and transportation improvement projects. Two types of time series analysis approaches were utilized: univariate models and multivariate models. Time series analysis is designed to describe the dynamic consequences of time series by developing models and forecasting the future of the system based on historical trends. Model estimation results from the selected corridors were then compared. ^ It was found that the time series models predicted residential development better than commercial development. It was also found that results from three study corridors varied in terms of the magnitude of impacts, length of lags, significance of the variables, and the model structure. Long-run effect or cumulated impact of transportation improvement on land developments was also measured with time series techniques. The study offered evidence that congestion negatively impacted development and transportation investments encouraged land development. ^

Concentrations and d13C compositions of n-alkanes, n-alcohols, n-alkanoic acids in a 34-month time series of suspended sediments from the outflow of the Congo River

The concentrations, distributions, and stable carbon isotopes (d13C) of plant waxes carried by fluvial suspended sediments contain valuable information about terrestrial ecosystem characteristics. To properly interpret past changes recorded in sedimentary archives it is crucial to understand the sources and variability of exported plant waxes in modern systems on seasonal to inter-annual timescales. To determine such variability, we present concentrations and d13C compositions of three compound classes (n-alkanes, n-alcohols, n-alkanoic acids) in a 34-month time series of suspended sediments from the outflow of the Congo River. We show that exported plant-dominated n-alkanes (C25-C35) represent a mixture of C3 and C4 end members, each with distinct molecular distributions, as evidenced by an 8.1 ± 0.7 per mil (±1Sigma standard deviation) spread in d13C values across chain-lengths, and weak correlations between individual homologue concentrations (r = 0.52-0.94). In contrast, plant-dominated n-alcohols (C26-C36) and n-alkanoic acids (C26-C36) exhibit stronger positive correlations (r = 0.70-0.99) between homologue concentrations and depleted d13C values (individual homologues average <= -31.3 per mil and -30.8 per mil, respectively), with lower d13C variability across chain-lengths (2.6 ± 0.6 per mil and 2.0 ± 1.1 per mil, respectively). All individual plant-wax lipids show little temporal d13C variability throughout the time-series (1 Sigma <= 0.9 per mil), indicating that their stable carbon isotopes are not a sensitive tracer for temporal changes in plant-wax source in the Congo basin on seasonal to inter-annual timescales. Carbon-normalized concentrations and relative abundances of n-alcohols (19-58% of total plant-wax lipids) and n-alkanoic acids (26-76%) respond rapidly to seasonal changes in runoff, indicating that they are mostly derived from a recently entrained local source. In contrast, a lack of correlation with discharge and low, stable relative abundances (5-16%) indicate that n-alkanes better represent a catchment-integrated signal with minimal response to discharge seasonality. Comparison to published data on other large watersheds indicates that this phenomenon is not limited to the Congo River, and that analysis of multiple plant-wax lipid classes and chain lengths can be used to better resolve local vs. distal ecosystem structure in river catchments.

Surface velocity fields, digital elevation models, ice front positions and grounding line derived from remote sensing data at Dinsmoor-Bombardier-Edgeworth glacier system, Antarctic Peninsula (1992-2014)

The northern Antarctic Peninsula is one of the fastest changing regions on Earth. The disintegration of the Larsen-A Ice Shelf in 1995 caused tributary glaciers to adjust by speeding up, surface lowering, and overall increased ice-mass discharge. In this study, we investigate the temporal variation of these changes at the Dinsmoor-Bombardier-Edgeworth glacier system by analyzing dense time series from various spaceborne and airborne Earth observation missions. Precollapse ice shelf conditions and subsequent adjustments through 2014 were covered. Our results show a response of the glacier system some months after the breakup, reaching maximum surface velocities at the glacier front of up to 8.8 m/d in 1999 and a subsequent decrease to ~1.5 m/d in 2014. Using a dense time series of interferometrically derived TanDEM-X digital elevation models and photogrammetric data, an exponential function was fitted for the decrease in surface elevation. Elevation changes in areas below 1000 m a.s.l. amounted to at least 130±15 m130±15 m between 1995 and 2014, with change rates of ~3.15 m/a between 2003 and 2008. Current change rates (2010-2014) are in the range of 1.7 m/a. Mass imbalances were computed with different scenarios of boundary conditions. The most plausible results amount to -40.7±3.9 Gt-40.7±3.9 Gt. The contribution to sea level rise was estimated to be 18.8±1.8 Gt18.8±1.8 Gt, corresponding to a 0.052±0.005 mm0.052±0.005 mm sea level equivalent, for the period 1995-2014. Our analysis and scenario considerations revealed that major uncertainties still exist due to insufficiently accurate ice-thickness information. The second largest uncertainty in the computations was the glacier surface mass balance, which is still poorly known. Our time series analysis facilitates an improved comparison with GRACE data and as input to modeling of glacio-isostatic uplift in this region. The study contributed to a better understanding of how glacier systems adjust to ice shelf disintegration.

PIES time series in the North Atlantic at the Mid-Atlantic Ridge (2006-2010)

In the western North Atlantic, warm and saline water is brought by the North Atlantic Current (NAC) from the subtropics into the subpolar gyre. Four inverted echo sounders with high precision pressure sensors (PIES) were moored between 47°40' N and 52°30' N to study the main pathways of the NAC from the western into the eastern basin. The array configuration that forms three segments (northern, central, and southern) allows partitioning of the NAC and some assessment of NAC flow paths through the different Mid-Atlantic Ridge fracture zones. We exploit the correlation between the NAC transport measured between 2006 and 2010 and the geostrophic velocity from altimeter data to extend the time series of NAC transports to the period from 1992 to 2013. The mean NAC transport over the entire 21 years is 27 ± 5 Sv, consisting of 60% warm water of subtropical origin and 40% subpolar water. We did not find a significant trend in the total transport time series, but individual segments had opposing trends, leading to a more focused NAC in the central subsection and decreasing transports in the southern and northern segments. The spectral analysis exhibits several significant peaks. The two most prominent are around 120 days, identified as the time scale of meanders and eddies, and at 4-9 years, most likely related to the NAO. Transport composites for the years of highest and lowest NAO indices showed a significantly higher transport (+2.9 Sv) during strong NAO years, mainly in the southern segment.

Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

Structural Time Series Modeling: an Application to Environmental Variables

A structural time series model is one which is set up in terms of components which have a direct interpretation. In this paper, the discussion focuses on the dynamic modeling procedure based on the state space approach (associated to the Kalman filter), in the context of surface water quality monitoring, in order to analyze and evaluate the temporal evolution of the environmental variables, and thus identify trends or possible changes in water quality (change point detection). The approach is applied to environmental time series: time series of surface water quality variables in a river basin. The statistical modeling procedure is applied to monthly values of physico- chemical variables measured in a network of 8 water monitoring sites over a 15-year period (1999-2014) in the River Ave hydrological basin located in the Northwest region of Portugal.

Una aproximación a la estimación de los rendimientos de conveniencia y los precios teóricos de futuros del café en Colombia

El sector agrícola ha constituido una de las principales fuentes de ingreso para la economía colombiana; sin embargo, carece de un mercado de derivados financieros sólido que permita proteger a los productores y exportadores frente al riesgo de la volatilidad del precio -- Con esta propuesta se busca estimar los rendimientos de conveniencia y los precios teóricos para los futuros de café en Colombia -- Para este propósito, inicialmente se describe el mercado de café en Colombia y posteriormente se modelan el precio del café y su volatilidad con base en variables como el clima y los niveles de inventario -- Finalmente, se estiman las bandas en las cuales oscilaría el precio en caso de que se cumplan ciertas condiciones de no arbitraje, a partir de la metodología diseñada por Díaz y Vanegas (2001) y complementada por Cárcamo y Franco (2012) -- A manera de ilustración, se incorporan los rendimientos de conveniencia y se expone un caso hipotético en un mercado de café en Colombia

Hierarchical clustering with multiple-height branch-cut applied to short time-series gene expression data.

Rigid adherence to pre-specified thresholds and static graphical representations can lead to incorrect decisions on merging of clusters. As an alternative to existing automated or semi-automated methods, we developed a visual analytics approach for performing hierarchical clustering analysis of short time-series gene expression data. Dynamic sliders control parameters such as the similarity threshold at which clusters are merged and the level of relative intra-cluster distinctiveness, which can be used to identify "weak-edges" within clusters. An expert user can drill down to further explore the dendrogram and detect nested clusters and outliers. This is done by using the sliders and by pointing and clicking on the representation to cut the branches of the tree in multiple-heights. A prototype of this tool has been developed in collaboration with a small group of biologists for analysing their own datasets. Initial feedback on the tool has been positive.

Application of mathematical models to mycotoxins children risk assessment: a case study of Portuguese children exposure to co-occurring mycotoxins in processed cereal-based foods

People, animals and the environment can be exposed to multiple chemicals at once from a variety of sources, but current risk assessment is usually carried out based on one chemical substance at a time. In human health risk assessment, ingestion of food is considered a major route of exposure to many contaminants, namely mycotoxins, a wide group of fungal secondary metabolites that are known to potentially cause toxicity and carcinogenic outcomes. Mycotoxins are commonly found in a variety of foods including those intended for consumption by infants and young children and have been found in processed cereal-based foods available in the Portuguese market. The use of mathematical models, including probabilistic approaches using Monte Carlo simulations, constitutes a prominent issue in human health risk assessment in general and in mycotoxins exposure assessment in particular. The present study aims to characterize, for the first time, the risk associated with the exposure of Portuguese children to single and multiple mycotoxins present in processed cereal-based foods (CBF). Portuguese children (0-3 years old) food consumption data (n=103) were collected using a 3 days food diary. Contamination data concerned the quantification of 12 mycotoxins (aflatoxins, ochratoxin A, fumonisins and trichothecenes) were evaluated in 20 CBF samples marketed in 2014 and 2015 in Lisbon; samples were analyzed by HPLC-FLD, LC-MS/MS and GC-MS. Daily exposure of children to mycotoxins was performed using deterministic and probabilistic approaches. Different strategies were used to treat the left censored data. For aflatoxins, as carcinogenic compounds, the margin of exposure (MoE) was calculated as a ratio of BMDL (benchmark dose lower confidence limit) to the aflatoxin exposure. The magnitude of the MoE gives an indication of the risk level. For the remaining mycotoxins, the output of exposure was compared to the dose reference values (TDI) in order to calculate the hazard quotients (ratio between exposure and a reference dose, HQ). For the cumulative risk assessment of multiple mycotoxins, the concentration addition (CA) concept was used. The combined margin of exposure (MoET) and the hazard index (HI) were calculated for aflatoxins and the remaining mycotoxins, respectively. 71% of CBF analyzed samples were contaminated with mycotoxins (with values below the legal limits) and approximately 56% of the studied children consumed CBF at least once in these 3 days. Preliminary results showed that children exposure to single mycotoxins present in CBF were below the TDI. Aflatoxins MoE and MoET revealed a reduced potential risk by exposure through consumption of CBF (with values around 10000 or more). HQ and HI values for the remaining mycotoxins were below 1. Children are a particularly vulnerable population group to food contaminants and the present results point out an urgent need to establish legal limits and control strategies regarding the presence of multiple mycotoxins in children foods in order to protect their health. The development of packaging materials with antifungal properties is a possible solution to control the growth of moulds and consequently to reduce mycotoxin production, contributing to guarantee the quality and safety of foods intended for children consumption.