太阳活动变化对中低纬电离层的影响

With the variations of solar activity, solar EUV and X-ray radiations change over different timescales (e.g., from solar cycle variation to solar flare burst). Since solar EUV and X-ray radiations are the primary energy sources for the ionosphere, theirs variations undoubtedly produce significant and complicated effects on the ionosphere. So the variations of solar activity significantly affect the ionosphere. It is essential for both ionospheric theory and applications to study solar activity effects on the ionosphere. The study about solar activity variations of the ionosphere is an important part of the ionospheric climatology. It can enhance the understanding for the basic processes in the ionosphere, ionospheric structure and its change, ionosphere/thermosphere coupling, and so on. As for applications, people need sufficient knowledges about solar activity variations of the ionosphere in order to improve ionospheric models so that more accurate forecast for the ionospheric environments can be made. Presently, the whole image about the modalities of ionospheric solar activity variations is still unknown, and related mechanisms still cannot be well understood. This paper is about the effects of the 11-year change in solar activity to the low- and mid-latitude ionosphere. We use multi-type ionospheric observations and model to investigate solar activity effects on the electron density and ionospheric spatial structure, and we focus on discussing some related mechanisms. The main works are as follows: Firstly, solar activity variations of ionospheric peak electron density (NmF2) around 1400 LT were investigated using ionosonde observations in the 120°E sector. The result shows that the variation trend of NmF2 with F107 depends on latitudes and seasons. There is obvious saturation trend in low latitudes in all seasons; while in middle latitudes, NmF2 increases linearly with F107 in winter but saturates with F107 at higher solar activity levels in the other seasons. We calculated the photochemical equilibrium electron density to discuss the effects induced by the changes of neutral atmosphere and dynamics processes on the solar activity variations of NmF2. We found that: (1) Seasonal variation of neutral atmosphere plays an important role in the seasonal difference of the solar activity variations of NmF2 in middle latitudes. (2) Less [O]/[N2] and higher neutral temperature are important for the saturation effect in summer, and the increase of vibrational excited N2 is also important for the saturation effect. (3) Dynamics processes can significantly weaken the increase of NmF2 when solar activity enhances, which is also a necessary factor for the saturation effect. Secondly, solar activity variations of nighttime NmF2 were investigated using ionosonde observations in the 120°E sector. The result shows that the variation trends of NmF2 with F107 in nighttime are different from that in daytime in some cases, and the nighttime variation trends depend on seasons. There is linear increase trend in equinox nighttime, and saturation trend in summer nighttime, while the increase rate of NmF2 with F107 increases when solar activity enhances in winter nighttime (we term it with “amplification trend”). We discussed the possible mechanisms which affect the solar activity variations of nighttime NmF2. The primary conclusions are as follows: (1) In the equatorial ionization anomaly (EIA) crest region, the plasma influx induced by the pre-reversal enhancement (PRE) results in the change of the variation trend between NmF2 and F107 from “saturation” to “linear” after sunset in equinoxes and winter; while the recombination process at the F2-peak is the primary factor that affects the variation trend of NmF2 with F107 in middle latitudes. (2) The recombination coefficient at the F2-peak height reaches its maximum at moderate solar activity level in winter nighttime, which induces NmF2 attenuates more quickly at moderate solar activity level. This is the main reason for the amplification trend. (3) The change of the recombination process at the F2-peak with solar activity depends on the increases of neutral parameters (temperature, density et al.) and the F2-peak height (hmF2). The seasonal differences in the changes of neutral atmosphere and hmF2 with solar activity are the primary reasons for the seasonal difference in the variation trend of nighttime NmF2 with F107. Finally, we investigated the solar activity dependence of the topside ionosphere in low latitudes using ROCSAT-1 satellite (at 600 km altitude) observations. The primary results and conclusions are as follows: (1) Latitudinal distribution of the plasma density is local time, seasonal, and solar activity dependent. In daytime, there is a plasma density peak at the dip equator. The peak is obviously enhanced at high solar activity level, and the strength of the peak strongly depends on seasons. While at sunset, two profound plasma density peaks (double-peak structure) are found in solar maximum equinox months. (2) Local time dependence of the latitudinal distribution is due to the local time variation of the equatorial dynamics processes. Double-peak structure is attributed to the fountain effect induced by strong PRE. Daytime peak enhances with solar activity since the plasma density increases with solar activity more strongly at the dip equator due to the equatorial vertical drift, and its seasonal dependence is mainly due to the seasonal variations of neutral density and the equatorial vertical drift. In the sunset sector, seasonal and solar activity dependences of the latitudinal distribution are related to the seasonal and solar activity variations of PRE. (3) The variation trend of the plasma density with solar activity shows local time, seasonal, and latitudinal differences. That is different from the changeless amplification trend at the DMSP altitude (840 km). Profound saturation effect is found in the dip equator region at equinox sunset. This saturation effect in the topside ionosphere is realated to the increase of PRE with solar activity. Solar activity variation trend of the topside plasma density was discussed quantitatively by Chapman-α function. The result shows that the effect induced by the change of the scale height is dominant at high altitudes; while the variation trend of ROCSAT-1 plasma density with solar activity is suggested to be related to the changes of the peak height, the scale height, and the peak electron density with solar activity.

吐合盆地鲁克沁构造带断块油藏形成机制及油藏预测

Lukeqin arc belt is a compound structure generated by multi-movements and composed of 6 sub-structural zones, which are connected by Huoyanshan Mountain. General characteristics of the arc belt are multi-patterns of structure, multi-phases for petroleum, multi-types of trap and multi-layers for reservoirs. As a part of the eastern Lukeqin arc belt located on the south of Taibei depression, Lukeqin structural zone behaves as a complex faulted-fold zone, in which the formation and distribution of hydrocarbons are controlled by structures. As the dominant source of dynamics for the second migration of hydrocarbon, structure stress field is closely related with the potentials of hydrodynamics. Results derived from the simulations of stress field by finite element method indicate that the northwest tending faults prefer seal to the northeast tending ones. The reason is that the northwest tending faults were squeezed more strongly than the northeast tending ones. Therefor, the northeast tending faults become always the paths for oil to migrate southeastward. Lukeqin structural zone is the main site for oil to concentration because it is surrounded by high stress. Situated on the front of the foreland basin of Turpan-Hami, Lukeqing arc belt is a dam to hold back the southward migrating oil from Shengbei depression. The axis line of Shenquan-Shengnan-Yanmuxi, Lukeqin and Yubei controls the migrating paths and concentrating process of oil and gas. Results derived from stress simulation and structure analyses indicate consistently that both Yubei and Lukeqin structural zones are the favorite areas for oil to migrate. The generally southward paths for oil to migrate out of Taibei depression can be two ways. One of them is from Taibei depression to Yubei structural zone and the other is from Taibei depression to Lukeqin structural zone. By the both ways, oil migrated upward along the faults and southeastward along the structural axis to concentrate in either Permian or Triassic system. The newly ascertained path for oil migration, which is accurately southeastward instead of coarsely southward, indicates the directions for further explorations on the compound Lukeqin block zone. Five kinds of seal models of fault are all found in Lukeqin block zone by studying the seal features of faults occurred in the zone. Having studied the fault seal and their controlling factors by fuzzy set method, the paper deems that the northwest tended faults are better than the northeast tended ones for oil to concentrate. The most important factors to decide the seal extent of faults in this zone are the characteristics of main stress and fluids instead of capillary pressure differences between the two sides of fault and smear mud factors. There exist seal differences not only between the faults of different time but also between the sections within a fault due to the variation of depths, strata and positions. The general distribution rules of reservoirs were dominated by the seal characteristics of a fault during the time reservoirs formed. While the current features of fault seal decide the conservation of reservoirs and heights of oil accumulations. Seal or not of a fault is not absolute because the essential for fault to seal is the distribution of permeability of fault zone. Therefor, the multi cyclical activities of faults create the space-time variation of seal features of the fault. Totally, the seal extent of the faults within the area is not as perfect as to accumulate ordinary crude. Crude oil can only be sealed when it becomes viscous. Process for crude oil to become viscous and viscous happened strongly because of the fault-fold movements. Shallowly burying and even revealing of the objective layers of the reservoirs made the crude oil to be thickened by water washing biologically degradation and oxidation degradation. The northwestward deepening during or after the reservoir formation of the structural zone provided the power for oil to migrate one or more times. The main reason for oil accumulation is the formation of Lukeqin block zone during Xishanyao stage, middle Jurassic Period, Early Yanshanian Movement. While the main reason for reservoir conservation is the placidity of Triassic blocks after the formation of reservoirs. Contrasting to former opinions, it is concluded that the reservoirs in Lukeqin zone, including viscous reservoirs, were formed by one time but not more times. So the author proposes the opinion that the reservoirs of viscous oil were formed by viscous oil migration under the conditions of aptitude sets of fault seals controlled by fluid and other factors. To grope the distribution rules outside Taibei depression and discuss the formation mechanism of Anjurassic reservoirs, it is necessary to study the dominate factors for the formation of reservoirs in Lukeqin structural zone such as structural stress, fault seals and thickening mechanism of crude oil. Also, the necessary studies are the key to break through the Taibei depression and Anjurassic systems. Therefor, they are significant for the future exploration and reserve increasing of hydrocarbon within the Turpan-Hami basin. The paper studied the distribution rules of block reservoirs and forecasted the favorable zones for further exploration in Turpan-Hami basin. Conclusions can be useful for not only the exploration in the area but also the theory consult in the adjacent areas.

An Analog VLSI Chip for Estimating the Focus of Expansion

For applications involving the control of moving vehicles, the recovery of relative motion between a camera and its environment is of high utility. This thesis describes the design and testing of a real-time analog VLSI chip which estimates the focus of expansion (FOE) from measured time-varying images. Our approach assumes a camera moving through a fixed world with translational velocity; the FOE is the projection of the translation vector onto the image plane. This location is the point towards which the camera is moving, and other points appear to be expanding outward from. By way of the camera imaging parameters, the location of the FOE gives the direction of 3-D translation. The algorithm we use for estimating the FOE minimizes the sum of squares of the differences at every pixel between the observed time variation of brightness and the predicted variation given the assumed position of the FOE. This minimization is not straightforward, because the relationship between the brightness derivatives depends on the unknown distance to the surface being imaged. However, image points where brightness is instantaneously constant play a critical role. Ideally, the FOE would be at the intersection of the tangents to the iso-brightness contours at these "stationary" points. In practice, brightness derivatives are hard to estimate accurately given that the image is quite noisy. Reliable results can nevertheless be obtained if the image contains many stationary points and the point is found that minimizes the sum of squares of the perpendicular distances from the tangents at the stationary points. The FOE chip calculates the gradient of this least-squares minimization sum, and the estimation is performed by closing a feedback loop around it. The chip has been implemented using an embedded CCD imager for image acquisition and a row-parallel processing scheme. A 64 x 64 version was fabricated in a 2um CCD/ BiCMOS process through MOSIS with a design goal of 200 mW of on-chip power, a top frame rate of 1000 frames/second, and a basic accuracy of 5%. A complete experimental system which estimates the FOE in real time using real motion and image scenes is demonstrated.

Temporal Stability of Molecular Diversity Measures in Natural Populations of Drosophila pseudoobscura and Drosophila persimilis

Many molecular ecological and evolutionary studies sample wild populations at a single point in time, failing to consider that data they collect represents genetic variation from a potentially unrepresentative snapshot in time. Variation across time in genetic parameters may occur quickly in species that produce multiple generations of offspring per year. However, many studies of rapid contemporary microevolution examine phenotypic trait divergence as opposed to molecular evolutionary divergence. Here, we compare genetic diversity in wild caught populations of Drosophila persimilis and D. pseudoobscura collected 16 years apart at the same time of year and same site at four X-linked and two mitochondrial loci to assess genetic stability. We found no major changes in nucleotide diversity in either species, but we observed a drastic shift in Tajima’s D between D. pseudoobscura timepoints at one locus associated with the increased abundance of a set of related haplotypes. Our data also suggests that D. persimilis may have recently accelerated its demographic expansion. While the changes we observed were modest, this study reinforces the importance of considering potential temporal variation in genetic parameters within single populations over short evolutionary timescales.

Exploring the conditional performance of UK unit trusts

We evaluate the conditional performance of U.K. equity unit trusts using the approach of Lynch and Wachter (2007, 2008) relative to three conditional linear factor models. We find significant time variation in the conditional performance of some trust portfolios and individual trusts using the lag term spread as the information variable. The conditional performance of the trusts is countercyclical and larger trusts have more countercyclical performance than smaller trusts within certain investment sectors. These patterns in conditional trust performance cannot be fully explained by the underlying securities that the trusts hold.

Sampled-data gain scheduling of continuous LTV plants

This paper discusses the design of gain- scheduled sampled-data controllers for continuous-time polytopic linear parameter-varying systems. The scheduling variables are assumed to available only at the sampling instants, and a bound on the time-variation of the scheduling parameters is also assumed to be known. The resultant gain-scheduled controllers improve the maximum achieveable delay bound over previous constant-gain ones in the literature.

Macroeconomic information, structural change, and the prediction of fiscal aggregates

Previous research on the prediction of fiscal aggregates has shown evidence that simple autoregressive models often provide better forecasts of fiscal variables than multivariate specifications. We argue that the multivariate models considered by previous studies are small-scale, probably burdened by overparameterization, and not robust to structural changes. Bayesian Vector Autoregressions (BVARs), on the other hand, allow the information contained in a large data set to be summarized efficiently, and can also allow for time variation in both the coefficients and the volatilities. In this paper we explore the performance of BVARs with constant and drifting coefficients for forecasting key fiscal variables such as government revenues, expenditures, and interest payments on the outstanding debt. We focus on both point and density forecasting, as assessments of a country’s fiscal stability and overall credit risk should typically be based on the specification of a whole probability distribution for the future state of the economy. Using data from the US and the largest European countries, we show that both the adoption of a large system and the introduction of time variation help in forecasting, with the former playing a relatively more important role in point forecasting, and the latter being more important for density forecasting.

Factor models, VARMA processes and parameter instability with applications in macroeconomics

Avec les avancements de la technologie de l'information, les données temporelles économiques et financières sont de plus en plus disponibles. Par contre, si les techniques standard de l'analyse des séries temporelles sont utilisées, une grande quantité d'information est accompagnée du problème de dimensionnalité. Puisque la majorité des séries d'intérêt sont hautement corrélées, leur dimension peut être réduite en utilisant l'analyse factorielle. Cette technique est de plus en plus populaire en sciences économiques depuis les années 90. Étant donnée la disponibilité des données et des avancements computationnels, plusieurs nouvelles questions se posent. Quels sont les effets et la transmission des chocs structurels dans un environnement riche en données? Est-ce que l'information contenue dans un grand ensemble d'indicateurs économiques peut aider à mieux identifier les chocs de politique monétaire, à l'égard des problèmes rencontrés dans les applications utilisant des modèles standards? Peut-on identifier les chocs financiers et mesurer leurs effets sur l'économie réelle? Peut-on améliorer la méthode factorielle existante et y incorporer une autre technique de réduction de dimension comme l'analyse VARMA? Est-ce que cela produit de meilleures prévisions des grands agrégats macroéconomiques et aide au niveau de l'analyse par fonctions de réponse impulsionnelles? Finalement, est-ce qu'on peut appliquer l'analyse factorielle au niveau des paramètres aléatoires? Par exemple, est-ce qu'il existe seulement un petit nombre de sources de l'instabilité temporelle des coefficients dans les modèles macroéconomiques empiriques? Ma thèse, en utilisant l'analyse factorielle structurelle et la modélisation VARMA, répond à ces questions à travers cinq articles. Les deux premiers chapitres étudient les effets des chocs monétaire et financier dans un environnement riche en données. Le troisième article propose une nouvelle méthode en combinant les modèles à facteurs et VARMA. Cette approche est appliquée dans le quatrième article pour mesurer les effets des chocs de crédit au Canada. La contribution du dernier chapitre est d'imposer la structure à facteurs sur les paramètres variant dans le temps et de montrer qu'il existe un petit nombre de sources de cette instabilité. Le premier article analyse la transmission de la politique monétaire au Canada en utilisant le modèle vectoriel autorégressif augmenté par facteurs (FAVAR). Les études antérieures basées sur les modèles VAR ont trouvé plusieurs anomalies empiriques suite à un choc de la politique monétaire. Nous estimons le modèle FAVAR en utilisant un grand nombre de séries macroéconomiques mensuelles et trimestrielles. Nous trouvons que l'information contenue dans les facteurs est importante pour bien identifier la transmission de la politique monétaire et elle aide à corriger les anomalies empiriques standards. Finalement, le cadre d'analyse FAVAR permet d'obtenir les fonctions de réponse impulsionnelles pour tous les indicateurs dans l'ensemble de données, produisant ainsi l'analyse la plus complète à ce jour des effets de la politique monétaire au Canada. Motivée par la dernière crise économique, la recherche sur le rôle du secteur financier a repris de l'importance. Dans le deuxième article nous examinons les effets et la propagation des chocs de crédit sur l'économie réelle en utilisant un grand ensemble d'indicateurs économiques et financiers dans le cadre d'un modèle à facteurs structurel. Nous trouvons qu'un choc de crédit augmente immédiatement les diffusions de crédit (credit spreads), diminue la valeur des bons de Trésor et cause une récession. Ces chocs ont un effet important sur des mesures d'activité réelle, indices de prix, indicateurs avancés et financiers. Contrairement aux autres études, notre procédure d'identification du choc structurel ne requiert pas de restrictions temporelles entre facteurs financiers et macroéconomiques. De plus, elle donne une interprétation des facteurs sans restreindre l'estimation de ceux-ci. Dans le troisième article nous étudions la relation entre les représentations VARMA et factorielle des processus vectoriels stochastiques, et proposons une nouvelle classe de modèles VARMA augmentés par facteurs (FAVARMA). Notre point de départ est de constater qu'en général les séries multivariées et facteurs associés ne peuvent simultanément suivre un processus VAR d'ordre fini. Nous montrons que le processus dynamique des facteurs, extraits comme combinaison linéaire des variables observées, est en général un VARMA et non pas un VAR comme c'est supposé ailleurs dans la littérature. Deuxièmement, nous montrons que même si les facteurs suivent un VAR d'ordre fini, cela implique une représentation VARMA pour les séries observées. Alors, nous proposons le cadre d'analyse FAVARMA combinant ces deux méthodes de réduction du nombre de paramètres. Le modèle est appliqué dans deux exercices de prévision en utilisant des données américaines et canadiennes de Boivin, Giannoni et Stevanovic (2010, 2009) respectivement. Les résultats montrent que la partie VARMA aide à mieux prévoir les importants agrégats macroéconomiques relativement aux modèles standards. Finalement, nous estimons les effets de choc monétaire en utilisant les données et le schéma d'identification de Bernanke, Boivin et Eliasz (2005). Notre modèle FAVARMA(2,1) avec six facteurs donne les résultats cohérents et précis des effets et de la transmission monétaire aux États-Unis. Contrairement au modèle FAVAR employé dans l'étude ultérieure où 510 coefficients VAR devaient être estimés, nous produisons les résultats semblables avec seulement 84 paramètres du processus dynamique des facteurs. L'objectif du quatrième article est d'identifier et mesurer les effets des chocs de crédit au Canada dans un environnement riche en données et en utilisant le modèle FAVARMA structurel. Dans le cadre théorique de l'accélérateur financier développé par Bernanke, Gertler et Gilchrist (1999), nous approximons la prime de financement extérieur par les credit spreads. D'un côté, nous trouvons qu'une augmentation non-anticipée de la prime de financement extérieur aux États-Unis génère une récession significative et persistante au Canada, accompagnée d'une hausse immédiate des credit spreads et taux d'intérêt canadiens. La composante commune semble capturer les dimensions importantes des fluctuations cycliques de l'économie canadienne. L'analyse par décomposition de la variance révèle que ce choc de crédit a un effet important sur différents secteurs d'activité réelle, indices de prix, indicateurs avancés et credit spreads. De l'autre côté, une hausse inattendue de la prime canadienne de financement extérieur ne cause pas d'effet significatif au Canada. Nous montrons que les effets des chocs de crédit au Canada sont essentiellement causés par les conditions globales, approximées ici par le marché américain. Finalement, étant donnée la procédure d'identification des chocs structurels, nous trouvons des facteurs interprétables économiquement. Le comportement des agents et de l'environnement économiques peut varier à travers le temps (ex. changements de stratégies de la politique monétaire, volatilité de chocs) induisant de l'instabilité des paramètres dans les modèles en forme réduite. Les modèles à paramètres variant dans le temps (TVP) standards supposent traditionnellement les processus stochastiques indépendants pour tous les TVPs. Dans cet article nous montrons que le nombre de sources de variabilité temporelle des coefficients est probablement très petit, et nous produisons la première évidence empirique connue dans les modèles macroéconomiques empiriques. L'approche Factor-TVP, proposée dans Stevanovic (2010), est appliquée dans le cadre d'un modèle VAR standard avec coefficients aléatoires (TVP-VAR). Nous trouvons qu'un seul facteur explique la majorité de la variabilité des coefficients VAR, tandis que les paramètres de la volatilité des chocs varient d'une façon indépendante. Le facteur commun est positivement corrélé avec le taux de chômage. La même analyse est faite avec les données incluant la récente crise financière. La procédure suggère maintenant deux facteurs et le comportement des coefficients présente un changement important depuis 2007. Finalement, la méthode est appliquée à un modèle TVP-FAVAR. Nous trouvons que seulement 5 facteurs dynamiques gouvernent l'instabilité temporelle dans presque 700 coefficients.

The impact of news on measures of undiversifiable risk: evidence from the UK stock market

Using UK equity index data, this paper considers the impact of news on time varying measures of beta, the usual measure of undiversifiable risk. The empirical model implies that beta depends on news about the market and news about the sector. The asymmetric response of beta to news about the market is consistent across all sectors considered. Recent research is divided as to whether abnormalities in equity returns arise from changes in expected returns in an efficient market or over-reactions to new information. The evidence suggests that such abnormalities may be due to changes in expected returns caused by time-variation and asymmetry in beta.

The Carnegie curve

The Earth’s fair weather atmospheric electric field shows, in clean air, an average daily variation which follows universal time, globally independent of the measurement position. This single diurnal cycle variation (maximum around 19UT and minimum around 03UT) is widely known as the Carnegie curve, after the geophysical survey vessel of the Carnegie Institution of Washington on which the original measurement campaigns demonstrating the universal time variation were undertaken. The Carnegie curve’s enduring importance is in providing a reference variation against which atmospheric electricity measurements are still compared; it is believed to originate from regular daily variations in atmospheric electrification associated with the different global disturbed weather regions. Details of the instrumentation, measurement principles and data obtained on the Carnegie’s seventh and final cruise are reviewed here, also deriving new harmonic coefficients allowing calculation of the Carnegie curve for different seasons. The additional harmonic analysis now identifies changes in the phasing of the maximum and minimum in the Carnegie curve, which shows a systematic seasonal variation, linked to the solstices and equinoxes, respectively.

CHEMICAL EVOLUTION OF THE GALACTIC BULGE: SINGLE AND DOUBLE INFALL MODELS

Recent work, has produced a wealth of data concerning the chemical evolution of the Galactic bulge, both for stars and nebulae. Present theoretical models generally adopt it limited range of such constraints, frequenfly using it single chemical element (usually iron), which is not enough to describe it unambiguously. In this work, we take into account contraints involving,9 Many chemical elements as possible, basically obtained from bulge nebulae and stars. Our main goal is to show that different scenarios can describe, at least partially the abundance distribution and several dishuice-independent correlations for these objects . Three classes of models were developed. The first is it one-zone, single-infall model, the. Second is it one-zone, double-infall model and the third is a multizone, double-infall model. We show that a one-zone model with it single infall episode is able to reproduce some of the observational data, but the best results tire achieved using it multizone, double-infall model.

PLANETARY NEBULAE IN THE INNER MILKY WAY II: THE BULGE-DISK TRANSITION

In this work, a sample of planetary nebulae located in the inner-disk and bulge of the Galaxy is used in order to find the galactocentric distance which better separates these two populations, from the point of view of abundances. Statistical distance scales are used to study the distribution of abundances across the disk-bulge interface. A Kolmogorov-Smirnov test is used to find the distance at which the chemical properties of these regions better separate. The results of the statistical analysis indicate that, on the average, the inner population has lower abundances than the outer. Additionally, for the a-element abundances, the inner population does not follow the disk radial gradient towards the galactic center. Based on our results, we suggest a bulge-disk interface at 1.5 kpc, marking the transition between the bulge and inner-disk of the Galaxy as defined by the intermediate mass population.

PLANETARY NEBULAE IN THE INNER MILKY WAY: NEW ABUNDANCES

The study of planetary nebulae in the inner-disk and bulge gives important information on the chemical abundances of elements such as He, N, O, Ar, Ne, and on the evolution of these abundances, which is associated with the evolution of intermediate-mass stars and the chemical evolution of time Galaxy. We present accurate abundances of the elements He, N, 5, 0, Ar, and Ne for a sample of 54 planetary nebulae located towards the bulge of the Galaxy, for 33 of which the abundances are derived here for the first time. The abundances are obtained based on observations in the optical domain made at the National Laboratory for Astrophysics (LNA, Brazil). The data show a good agreement; with other results in the literature, in the sense that the distribution of the abundances is similar to that of those works.

State dependent asymmetric loss and the consensus forecast of real U.S. GDP growth

It has been well documented that the consensus forecast from surveys of professional forecasters shows a bias that varies over time. In this paper, we examine whether this bias may be due to forecasters having an asymmetric loss function. In contrast to previous research, we account for the time variation in the bias by making the loss function depend on the state of the economy. The asymmetry parameter in the loss function is specified to depend on set state variables which may cause forecaster to intentionally bias their forecasts. We consider both the Lin–Ex and asymmetric power loss functions. For the commonly used Lin–Ex and Lin–Lin loss functions, we show the model can be easily estimated by least squares. We apply our methodology to the consensus forecast of real U.S. GDP growth from the Survey of Professional Forecasters. We find that forecast uncertainty has an asymmetric effect on the asymmetry parameter in the loss function dependent upon whether the economy is in expansion or contraction. When the economy is in expansion, forecaster uncertainty is related to an overprediction in the median forecast of real GDP growth. In contrast, when the economy is in contraction, forecaster uncertainty is related to an underprediction in the median forecast of real GDP growth. Our results are robust to the particular loss function that is employed in the analysis.

Trajetória de desenvolvimento tecnológico na indústria de transmissão de energia elétrica: a experiência das Centrais Elétricas do Norte do Brasil S.A. - ELETRONORTE

Esta dissertação estuda as implicações dos processos de aprendizagem para acumulação de competências tecnológicas no nível de firmas. Este relacionamento foi examinado nas Centrais Elétricas do Norte do Brasil S.A. - Eletronorte, ao longo dos anos de 1990 a 2003. A empresa tem sua sede administrativa em Brasília e a sua área de atuação é caracterizada pela Amazônia Legal (Acre, Amapá, Amazonas, Maranhão, Mato Grosso, Pará, Rondônia, Roraima e Tocantins). A Eletronorte é uma empresa concessionária de geração e transmissão de energia elétrica, contudo, o presente trabalho enfocou apenas as atividades de transmissão, quer dizer, a geração está fora do escopo do estudo. A acumulação de competências tecnológicas para adaptar, modificar ou criar novas tecnologias é essencial para a sobrevivência e o desempenho competitivo das empresas. Para descrever o modo e a velocidade de acumulação de competências tecnológicas na Eletronorte, foram utilizadas estruturas analíticas existentes na literatura. Entretanto, tais estruturas foram adaptadas especificamente para a indústria de transmissão de energia elétrica. A acumulação de competências foi estudada para três funções tecnológicas: "engenharia, projetos e equipamento"; "operação e manutenção"; "processos operacionais". Os processos de aprendizagem foram examinados à luz de quatro características-chave: variedade, intensidade, funcionamento e interação. Durante o período de 1990 e 2003, a empresa construiu e acumulou diferentes níveis de competências tecnológicas nas funções estudadas. Com base nas evidências empíricas, verificou-se que a partir de 1995, quando a empresa passou a coordenar sistematicamente esforços para adquirir e converter conhecimentos do nível individual para o nível organizacional, a construção de capacitação tecnológica foi acelerada. Contudo, a partir do ano de 2000, em que foram diminuídos investimentos no setor elétrico brasileiro, o processo de capacitação tecnológica permaneceu estagnado. Assim, aliando-se a estudos anteriores realizados para outros tipos de indústria, a conclusão deste estudo sugere que o modo e a velocidade com que a firma acumulou capacitação tecnológica podem ser explicados pelos processos de aprendizagem (aquisição interna e externa, socialização e codificação do conhecimento) e pelas características-chave de como esses foram utilizados ao longo do tempo (variedade, intensidade, funcionamento e interação).