Louisiana rainfall; intensity, duration, frequency data, and depth, area [and] duration data.

Mode of access: Internet.

Rainfall intensity-frequency data.

Contribution from Bureau of agricultural engineering.

Standardized geo-referenced catch, fishing effort and length-frequency data for the Indian Ocean Bigeye Tuna, Thunnus obesus (1952-2014)

Geo-referenced catch and fishing effort data of the bigeye tuna fisheries in the Indian Ocean over 1952-2014 were analysed and standardized to facilitate population dynamics modelling studies. During this sixty-two years historical period of exploitation, many changes occurred both in the fishing techniques and the monitoring of activity. This study includes a series of processing steps used for standardization of spatial resolution, conversion and standardization of catch and effort units, raising of geo-referenced catch into nominal catch level, screening and correction of outliers, and detection of major catchability changes over long time series of fishing data, i.e., the Japanese longline fleet operating in the tropical Indian Ocean. A total of thirty fisheries were finally determined from longline, purse seine and other-gears data sets, from which 10 longline and four purse seine fisheries represented 96% of the whole historical catch. The geo-referenced records consists of catch, fishing effort and associated length frequency samples of all fisheries.

Analysis of the Bovespa Futures and Spot Indexes With High Frequency Data. Chinese Business Review

Data from the World Federation of Exchanges show that Brazil’s Sao Paulo stock exchange is one of the largest worldwide in terms of market value. Thus, the objective of this study is to obtain univariate and bivariate forecasting models based on intraday data from the futures and spot markets of the BOVESPA index. The interest is to verify if there exist arbitrage opportunities in Brazilian financial market. To this end, three econometric forecasting models were built: ARFIMA, vector autoregressive (VAR), and vector error correction (VEC). Furthermore, it presents the results of a Granger causality test for the aforementioned series. This type of study shows that it is important to identify arbitrage opportunities in financial markets and, in particular, in the application of these models on data of this nature. In terms of the forecasts made with these models, VEC showed better results. The causality test shows that futures BOVESPA index Granger causes spot BOVESPA index. This result may indicate arbitrage opportunities in Brazil.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Mixture of time-dependent growth models with an application to blue swimmer crab length-frequency data

Understanding how aquatic species grow is fundamental in fisheries because stock assessment often relies on growth dependent statistical models. Length-frequency-based methods become important when more applicable data for growth model estimation are either not available or very expensive. In this article, we develop a new framework for growth estimation from length-frequency data using a generalized von Bertalanffy growth model (VBGM) framework that allows for time-dependent covariates to be incorporated. A finite mixture of normal distributions is used to model the length-frequency cohorts of each month with the means constrained to follow a VBGM. The variances of the finite mixture components are constrained to be a function of mean length, reducing the number of parameters and allowing for an estimate of the variance at any length. To optimize the likelihood, we use a minorization–maximization (MM) algorithm with a Nelder–Mead sub-step. This work was motivated by the decline in catches of the blue swimmer crab (BSC) (Portunus armatus) off the east coast of Queensland, Australia. We test the method with a simulation study and then apply it to the BSC fishery data.

Sparse time-frequency data analysis : a multi-scale approach

In this work, we further extend the recently developed adaptive data analysis method, the Sparse Time-Frequency Representation (STFR) method. This method is based on the assumption that many physical signals inherently contain AM-FM representations. We propose a sparse optimization method to extract the AM-FM representations of such signals. We prove the convergence of the method for periodic signals under certain assumptions and provide practical algorithms specifically for the non-periodic STFR, which extends the method to tackle problems that former STFR methods could not handle, including stability to noise and non-periodic data analysis. This is a significant improvement since many adaptive and non-adaptive signal processing methods are not fully capable of handling non-periodic signals. Moreover, we propose a new STFR algorithm to study intrawave signals with strong frequency modulation and analyze the convergence of this new algorithm for periodic signals. Such signals have previously remained a bottleneck for all signal processing methods. Furthermore, we propose a modified version of STFR that facilitates the extraction of intrawaves that have overlaping frequency content. We show that the STFR methods can be applied to the realm of dynamical systems and cardiovascular signals. In particular, we present a simplified and modified version of the STFR algorithm that is potentially useful for the diagnosis of some cardiovascular diseases. We further explain some preliminary work on the nature of Intrinsic Mode Functions (IMFs) and how they can have different representations in different phase coordinates. This analysis shows that the uncertainty principle is fundamental to all oscillating signals.

Essays on mixed-frequency data : forecasting and unit root testing

Doutoramento em Economia

Genetic analysis of juvenile coho salmon (Oncorhynchus kisutch) off Oregon and Washington reveals few Columbia River wild fish

Little is known about the ocean distributions of wild juvenile coho salmon off the Oregon-Washington coast. In this study we report tag recoveries and genetic mixed-stock estimates of juvenile fish caught in coastal waters near the Columbia River plume. To support the genetic estimates, we report an allozyme-frequency baseline for 89 wild and hatchery-reared coho salmon spawning populations, extending from northern California to southern British Columbia. The products of 59 allozyme-encoding loci were examined with starch-gel electrophoresis. Of these, 56 loci were polymorphic, and 29 loci had P0.95 levels of polymorphism. Average heterozygosities within populations ranged from 0.021 to 0.046 and averaged 0.033. Multidimensional scaling of chord genetic distances between samples resolved nine regional groups that were sufficiently distinct for genetic mixed-stock analysis. About 2.9% of the total gene diversity was due to differences among populations within these regions, and 2.6% was due to differences among the nine regions. This allele-frequency data base was used to estimate the stock proportions of 730 juvenile coho salmon in offshore samples collected from central Oregon to northern Washington in June and September-October 1998−2000. Genetic mixed-stock analysis, together with recoveries of tagged or fin-clipped fish, indicates that about one half of the juveniles came from Columbia River hatcheries. Only 22% of the ocean-caught juveniles were wild fish, originating largely from coastal Oregon and Washington rivers (about 20%). Unlike previous studies of tagged juveniles, both tag recoveries and genetic estimates indicate the presence of fish from British Columbia and Puget Sound in southern waters. The most salient feature of genetic mixed stock estimates was the paucity of wild juveniles from natural populations in the Columbia River Basin. This result reflects the large decrease in the abundances of these populations in the last few decades.

Independent evolutionary origins of landlocked alewife populations and rapid parallel evolution of phenotypic traits.

Alewife, Alosa pseudoharengus, populations occur in two discrete life-history variants, an anadromous form and a landlocked (freshwater resident) form. Landlocked populations display a consistent pattern of life-history divergence from anadromous populations, including earlier age at maturity, smaller adult body size, and reduced fecundity. In Connecticut (USA), dams constructed on coastal streams separate anadromous spawning runs from lake-resident landlocked populations. Here, we used sequence data from the mtDNA control region and allele frequency data from five microsatellite loci to ask whether coastal Connecticut landlocked alewife populations are independently evolved from anadromous populations or whether they share a common freshwater ancestor. We then used microsatellite data to estimate the timing of the divergence between anadromous and landlocked populations. Finally, we examined anadromous and landlocked populations for divergence in foraging morphology and used divergence time estimates to calculate the rate of evolution for foraging traits. Our results indicate that landlocked populations have evolved multiple times independently. Tests of population divergence and estimates of gene flow show that landlocked populations are genetically isolated, whereas anadromous populations exchange genes. These results support a 'phylogenetic raceme' model of landlocked alewife divergence, with anadromous populations forming an ancestral core from which landlocked populations independently diverged. Divergence time estimates suggest that landlocked populations diverged from a common anadromous ancestor no longer than 5000 years ago and perhaps as recently as 300 years ago, depending on the microsatellite mutation rate assumed. Examination of foraging traits reveals landlocked populations to have significantly narrower gapes and smaller gill raker spacings than anadromous populations, suggesting that they are adapted to foraging on smaller prey items. Estimates of evolutionary rates (in haldanes) indicate rapid evolution of foraging traits, possibly in response to changes in available resources.

Evidence of a genetic bottleneck in an El Nino affected population of South American fur seals, Arctocephalus australis

The South American fur seal, Arctocephalus australis, was one of the earliest otariid seals to be exploited by humans: at least 6000 years ago on the Atlantic coast and 4000 on the Pacific coast of South America. More than 750,000 fur seals were killed in Uruguay until 1991. However, a climatological phenomenon-the severe 1997-1998 El Nino Southern Oscillation (ENSO)-was responsible for the decline of 72% Of the Peruvian fur seal population due to starvation as a consequence of warming of sea-surface temperatures and primary productivity reduction. Currently, there is no precise information on global population size or on the species` conservation status. The present study includes the first bottleneck test for the Pacific and Atlantic populations of A. australis based on the analysis of seven microsatellite loci. Genetic bottleneck compromises the evolutionary potential of a population to respond to environmental changes. The perspective becomes even more alarming due to current global warming models that predict stronger and more frequent ENSO events in the future. Our analysis found moderate support for deviation from neutrality-equilibrium for the Pacific population of fur seals and none for the Atlantic population. This difference among population reflects different demographic histories, and is consistent with a greater reduction in population size in the Pacific. Such an event could be a result of the synergic effects of recurrent ENSO events and the anthropogenic impact (sealing and prey overfishing) on this population.

Evidence for genetic differentiation of Octopus vulgaris (Mollusca, Cephalopoda) fishery populations from the southern coast of Brazil as revealed by microsatellites

Octopus vulgaris is a cephalopod species in several oceans and commonly caught by artisanal and industrial fisheries. In Brazil, O. vulgaris populations are mainly distributed along the southern coast and have been subjected to intensive fishing during recent years. Despite the importance of this marine resource, no genetic study has been carried out to examine genetic differences among populations along the coast of Brazil. In this study, 343 individuals collected by commercial vessels were genotyped at six microsatellite loci to investigate the genetic differences in O. vulgaris populations along the southern coast of Brazil. Genetic structure and levels of differentiation among sampling sites were estimated via a genotype assignment test and F-statistics. Our results indicate that the O. vulgaris stock consists of four genetic populations with an overall significant analogous F(ST). (phi(CT) = 0.10710, P<0.05) value. The genetic diversity was high with an observed heterozygosity of Ho = 0.987. The negative values of F(IS) found for most of the loci examined suggested a possible bottleneck process. These findings are important for further steps toward more sustainable octopus fisheries, so that this marine resource can be preserved for long-term utilization. (C) 2011 Elsevier B.V. All rights reserved.

Parentage analysis with genetic markers in natural populations. I. The expected proportion of offspring with unambiguous paternity.

Recent studies indicate that polymorphic genetic markers are potentially helpful in resolving genealogical relationships among individuals in a natural population. Genetic data provide opportunities for paternity exclusion when genotypic incompatibilities are observed among individuals, and the present investigation examines the resolving power of genetic markers in unambiguous positive determination of paternity. Under the assumption that the mother for each offspring in a population is unambiguously known, an analytical expression for the fraction of males excluded from paternity is derived for the case where males and females may be derived from two different gene pools. This theoretical formulation can also be used to predict the fraction of births for each of which all but one male can be excluded from paternity. We show that even when the average probability of exclusion approaches unity, a substantial fraction of births yield equivocal mother-father-offspring determinations. The number of loci needed to increase the frequency of unambiguous determinations to a high level is beyond the scope of current electrophoretic studies in most species. Applications of this theory to electrophoretic data on Chamaelirium luteum (L.) shows that in 2255 offspring derived from 273 males and 70 females, only 57 triplets could be unequivocally determined with eight polymorphic protein loci, even though the average combined exclusionary power of these loci was 73%. The distribution of potentially compatible male parents, based on multilocus genotypes, was reasonably well predicted from the allele frequency data available for these loci. We demonstrate that genetic paternity analysis in natural populations cannot be reliably based on exclusionary principles alone. In order to measure the reproductive contributions of individuals in natural populations, more elaborate likelihood principles must be deployed.

Genetic diversity and population structure of Tasmanian devils, the largest marsupial carnivore

Genetic diversity and population structure were investigated across the core range of Tasmanian devils (Sarcophilus laniarius; Dasyuridae), a wide-ranging marsupial carnivore restricted to the island of Tasmania. Heterozygosity (0.386-0.467) and allelic diversity (2.7-3.3) were low in all subpopulations and allelic size ranges were small and almost continuous, consistent with a founder effect. Island effects and repeated periods of low population density may also have contributed to the low variation. Within continuous habitat, gene flow appears extensive up to 50 km (high assignment rates to source or close neighbour populations; nonsignificant values of pairwise F-ST), in agreement with movement data. At larger scales (150-250 km), gene flow is reduced (significant pairwise F-ST) but there is no evidence for isolation by distance. The most substantial genetic structuring was observed for comparisons spanning unsuitable habitat, implying limited dispersal of devils between the well-connected, eastern populations and a smaller northwestern population. The genetic distinctiveness of the northwestern population was reflected in all analyses: unique alleles; multivariate analyses of gene frequency (multidimensional scaling, minimum spanning tree, nearest neighbour); high self-assignment (95%); two distinct populations for Tasmania were detected in isolation by distance and in Bayesian model-based clustering analyses. Marsupial carnivores appear to have stronger population subdivisions than their placental counterparts.