Propuesta metodológica para el análisis y protección de la calidad del agua subterránea de acuerdo con los requerimientos de la Directiva Marco y la Directiva derivada de Aguas Subterráneas

La protección de las aguas subterráneas es una prioridad de la política medioambiental de la UE. Por ello ha establecido un marco de prevención y control de la contaminación, que incluye provisiones para evaluar el estado químico de las aguas y reducir la presencia de contaminantes en ellas. Las herramientas fundamentales para el desarrollo de dichas políticas son la Directiva Marco del Agua y la Directiva Hija de Aguas Subterráneas. Según ellas, las aguas se consideran en buen estado químico si: • la concentración medida o prevista de nitratos no supera los 50 mg/l y la de ingredientes activos de plaguicidas, de sus metabolitos y de los productos de reacción no supera el 0,1 μg/l (0,5 μg/l para el total de los plaguicidas medidos) • la concentración de determinadas sustancias de riesgo es inferior al valor umbral fijado por los Estados miembros; se trata, como mínimo, del amonio, arsénico, cadmio, cloruro, plomo, mercurio, sulfatos, tricloroetileno y tetracloroetileno • la concentración de cualquier otro contaminante se ajusta a la definición de buen estado químico enunciada en el anexo V de la Directiva marco sobre la política de aguas • en caso de superarse el valor correspondiente a una norma de calidad o a un valor umbral, una investigación confirma, entre otros puntos, la falta de riesgo significativo para el medio ambiente. Analizar el comportamiento estadístico de los datos procedentes de la red de seguimiento y control puede resultar considerablemente complejo, debido al sesgo positivo que suelen presentar dichos datos y a su distribución asimétrica, debido a la existencia de valores anómalos y diferentes tipos de suelos y mezclas de contaminantes. Además, la distribución de determinados componentes en el agua subterránea puede presentar concentraciones por debajo del límite de detección o no ser estacionaria debida a la existencia de tendencias lineales o estacionales. En el primer caso es necesario realizar estimaciones de esos valores desconocidos, mediante procedimientos que varían en función del porcentaje de valores por debajo del límite de detección y el número de límites de detección aplicables. En el segundo caso es necesario eliminar las tendencias de forma previa a la realización de contrastes de hipótesis sobre los residuos. Con esta tesis se ha pretendido establecer las bases estadísticas para el análisis riguroso de los datos de las redes de calidad con objeto de realizar la evaluación del estado químico de las masas de agua subterránea para la determinación de tendencias al aumento en la concentración de contaminantes y para la detección de empeoramientos significativos, tanto en los casos que se ha fijado un estándar de calidad por el organismo medioambiental competente como en aquéllos que no ha sido así. Para diseñar una metodología que permita contemplar la variedad de casos existentes, se han analizado los datos de la Red Oficial de Seguimiento y Control del Estado Químico de las Aguas Subterráneas del Ministerio de Agricultura, Alimentación y Medio Ambiente (Magrama). A continuación, y dado que los Planes Hidrológicos de Cuenca son la herramienta básica de las Directivas, se ha seleccionado la Cuenca del Júcar, dada su designación como cuenca piloto en la estrategia de implementación común (CIS) de la Comisión Europea. El objetivo principal de los grupos de trabajo creados para ello se dirigió a implementar la Directiva Derivada de Agua Subterráneas y los elementos de la Directiva Marco del Agua relacionadas, en especial la toma de datos en los puntos de control y la preparación del primer Plan de Gestión de Cuencas Hidrográficas. Dada la extensión de la zona y con objeto de analizar una masa de agua subterránea (definida como la unidad de gestión en las Directivas), se ha seleccionado una zona piloto (Plana de Vinaroz Peñiscola) en la que se han aplicado los procedimientos desarrollados con objeto de determinar el estado químico de dicha masa. Los datos examinados no contienen en general valores de concentración de contaminantes asociados a fuentes puntuales, por lo que para la realización del estudio se han seleccionado valores de concentración de los datos más comunes, es decir, nitratos y cloruros. La estrategia diseñada combina el análisis de tendencias con la elaboración de intervalos de confianza cuando existe un estándar de calidad e intervalos de predicción cuando no existe o se ha superado dicho estándar. De forma análoga se ha procedido en el caso de los valores por debajo del límite de detección, tomando los valores disponibles en la zona piloto de la Plana de Sagunto y simulando diferentes grados de censura con objeto de comparar los resultados obtenidos con los intervalos producidos de los datos reales y verificar de esta forma la eficacia del método. El resultado final es una metodología general que integra los casos existentes y permite definir el estado químico de una masa de agua subterránea, verificar la existencia de impactos significativos en la calidad del agua subterránea y evaluar la efectividad de los planes de medidas adoptados en el marco del Plan Hidrológico de Cuenca. ABSTRACT Groundwater protection is a priority of the EU environmental policy. As a result, it has established a framework for prevention and control of pollution, which includes provisions for assessing the chemical status of waters and reducing the presence of contaminants in it. The measures include: • criteria for assessing the chemical status of groundwater bodies • criteria for identifying significant upward trends and sustained concentrations of contaminants and define starting points for reversal of such trends • preventing and limiting indirect discharges of pollutants as a result of percolation through soil or subsoil. The basic tools for the development of such policies are the Water Framework Directive and Groundwater Daughter Directive. According to them, the groundwater bodies are considered in good status if: • measured or predicted concentration of nitrate does not exceed 50 mg / l and the active ingredients of pesticides, their metabolites and reaction products do not exceed 0.1 mg / l (0.5 mg / l for total of pesticides measured) • the concentration of certain hazardous substances is below the threshold set by the Member States concerned, at least, of ammonium, arsenic, cadmium, chloride, lead, mercury, sulphates, trichloroethylene and tetrachlorethylene • the concentration of other contaminants fits the definition of good chemical status set out in Annex V of the Framework Directive on water policy • If the value corresponding to a quality standard or a threshold value is exceeded, an investigation confirms, among other things, the lack of significant risk to the environment. Analyzing the statistical behaviour of the data from the monitoring networks may be considerably complex due to the positive bias which often presents such information and its asymmetrical distribution, due to the existence of outliers and different soil types and mixtures of pollutants. Furthermore, the distribution of certain components in groundwater may have concentrations below the detection limit or may not be stationary due to the existence of linear or seasonal trends. In the first case it is necessary to estimate these unknown values, through procedures that vary according to the percentage of values below the limit of detection and the number of applicable limits of detection. In the second case removing trends is needed before conducting hypothesis tests on residuals. This PhD thesis has intended to establish the statistical basis for the rigorous analysis of data quality networks in order to conduct the evaluation of the chemical status of groundwater bodies for determining upward and sustained trends in pollutant concentrations and for the detection of significant deterioration in cases in which an environmental standard has been set by the relevant environmental agency and those that have not. Aiming to design a comprehensive methodology to include the whole range of cases, data from the Groundwater Official Monitoring and Control Network of the Ministry of Agriculture, Food and Environment (Magrama) have been analysed. Then, since River Basin Management Plans are the basic tool of the Directives, the Júcar river Basin has been selected. The main reason is its designation as a pilot basin in the common implementation strategy (CIS) of the European Commission. The main objective of the ad hoc working groups is to implement the Daughter Ground Water Directive and elements of the Water Framework Directive related to groundwater, especially the data collection at control stations and the preparation of the first River Basin Management Plan. Given the size of the area and in order to analyze a groundwater body (defined as the management unit in the Directives), Plana de Vinaroz Peñíscola has been selected as pilot area. Procedures developed to determine the chemical status of that body have been then applied. The data examined do not generally contain pollutant concentration values associated with point sources, so for the study concentration values of the most common data, i.e., nitrates and chlorides have been selected. The designed strategy combines trend analysis with the development of confidence intervals when there is a standard of quality and prediction intervals when there is not or the standard has been exceeded. Similarly we have proceeded in the case of values below the detection limit, taking the available values in Plana de Sagunto pilot area and simulating different degrees of censoring in order to compare the results obtained with the intervals achieved from the actual data and verify in this way the effectiveness of the method. The end result is a general methodology that integrates existing cases to define the chemical status of a groundwater body, verify the existence of significant impacts on groundwater quality and evaluate the effectiveness of the action plans adopted in the framework of the River Basin Management Plan.

Measurement of genetic structure within populations using Moran's spatial autocorrelation statistics.

Spatial structure of genetic variation within populations, an important interacting influence on evolutionary and ecological processes, can be analyzed in detail by using spatial autocorrelation statistics. This paper characterizes the statistical properties of spatial autocorrelation statistics in this context and develops estimators of gene dispersal based on data on standing patterns of genetic variation. Large numbers of Monte Carlo simulations and a wide variety of sampling strategies are utilized. The results show that spatial autocorrelation statistics are highly predictable and informative. Thus, strong hypothesis tests for neutral theory can be formulated. Most strikingly, robust estimators of gene dispersal can be obtained with practical sample sizes. Details about optimal sampling strategies are also described.

Essays on exchange rate economics

Exchange rate economics has achieved substantial development in the past few decades. Despite extensive research, a large number of unresolved problems remain in the exchange rate debate. This dissertation studied three puzzling issues aiming to improve our understanding of exchange rate behavior. Chapter Two used advanced econometric techniques to model and forecast exchange rate dynamics. Chapter Three and Chapter Four studied issues related to exchange rates using the theory of New Open Economy Macroeconomics. ^ Chapter Two empirically examined the short-run forecastability of nominal exchange rates. It analyzed important empirical regularities in daily exchange rates. Through a series of hypothesis tests, a best-fitting fractionally integrated GARCH model with skewed student-t error distribution was identified. The forecasting performance of the model was compared with that of a random walk model. Results supported the contention that nominal exchange rates seem to be unpredictable over the short run in the sense that the best-fitting model cannot beat the random walk model in forecasting exchange rate movements. ^ Chapter Three assessed the ability of dynamic general-equilibrium sticky-price monetary models to generate volatile foreign exchange risk premia. It developed a tractable two-country model where agents face a cash-in-advance constraint and set prices to the local market; the exogenous money supply process exhibits time-varying volatility. The model yielded approximate closed form solutions for risk premia and real exchange rates. Numerical results provided quantitative evidence that volatile risk premia can endogenously arise in a new open economy macroeconomic model. Thus, the model had potential to rationalize the Uncovered Interest Parity Puzzle. ^ Chapter Four sought to resolve the consumption-real exchange rate anomaly, which refers to the inability of most international macro models to generate negative cross-correlations between real exchange rates and relative consumption across two countries as observed in the data. While maintaining the assumption of complete asset markets, this chapter introduced endogenously segmented asset markets into a dynamic sticky-price monetary model. Simulation results showed that such a model could replicate the stylized fact that real exchange rates tend to move in an opposite direction with respect to relative consumption. ^

Essays on Exchange Rate Economics

Exchange rate economics has achieved substantial development in the past few decades. Despite extensive research, a large number of unresolved problems remain in the exchange rate debate. This dissertation studied three puzzling issues aiming to improve our understanding of exchange rate behavior. Chapter Two used advanced econometric techniques to model and forecast exchange rate dynamics. Chapter Three and Chapter Four studied issues related to exchange rates using the theory of New Open Economy Macroeconomics. Chapter Two empirically examined the short-run forecastability of nominal exchange rates. It analyzed important empirical regularities in daily exchange rates. Through a series of hypothesis tests, a best-fitting fractionally integrated GARCH model with skewed student-t error distribution was identified. The forecasting performance of the model was compared with that of a random walk model. Results supported the contention that nominal exchange rates seem to be unpredictable over the short run in the sense that the best-fitting model cannot beat the random walk model in forecasting exchange rate movements. Chapter Three assessed the ability of dynamic general-equilibrium sticky-price monetary models to generate volatile foreign exchange risk premia. It developed a tractable two-country model where agents face a cash-in-advance constraint and set prices to the local market; the exogenous money supply process exhibits time-varying volatility. The model yielded approximate closed form solutions for risk premia and real exchange rates. Numerical results provided quantitative evidence that volatile risk premia can endogenously arise in a new open economy macroeconomic model. Thus, the model had potential to rationalize the Uncovered Interest Parity Puzzle. Chapter Four sought to resolve the consumption-real exchange rate anomaly, which refers to the inability of most international macro models to generate negative cross-correlations between real exchange rates and relative consumption across two countries as observed in the data. While maintaining the assumption of complete asset markets, this chapter introduced endogenously segmented asset markets into a dynamic sticky-price monetary model. Simulation results showed that such a model could replicate the stylized fact that real exchange rates tend to move in an opposite direction with respect to relative consumption.

Aplicação do método de Elementos Finitos eXtendido (MEFX) para a previsão da resistência de juntas adesivas de sobreposição dupla

As ligações adesivas têm sido utilizadas em diversas áreas de aplicação. A utilização das juntas adesivas em aplicações industriais tem vindo a aumentar nos últimos anos, por causa das vantagens significativas que apresentam comparativamente com os métodos tradicionais de ligação tais como soldadura, ligações aparafusadas e rebitadas. A redução de peso, redução de concentrações de tensões e facilidade de fabrico são algumas das principais vantagens das ligações adesivas. Devido à crescente utilização das ligações adesivas, torna-se necessário a existência de ferramentas que permitam prever a resistência das juntas com elevada precisão. Assim, para a análise de juntas adesivas, está a ser cada vez mais utilizado o método de Elementos Finitos. Neste âmbito o Método de Elementos Finitos eXtendido (MEFX) perfila-se como um método capaz de prever o comportamento da junta, embora este ainda não esteja convenientemente estudado no que diz respeito à aplicação a juntas adesivas. Neste trabalho é apresentado um estudo experimental e numérico pelo MEFX de juntas de sobreposição dupla, nas quais são aplicados adesivos que variam desde frágeis e rígidos, como o caso do Araldite® AV138, até adesivos mais dúcteis, como o Araldite® 2015 e o Sikaforce® 7888. Foram considerados substratos de alumínio (AW6082-T651) em juntas com diferentes comprimentos de sobreposição, sendo sujeitos a esforços de tração de forma a avaliar o seu desempenho. Na análise numérica foi realizada uma análise da distribuição de tensões na camada adesiva, a previsão da resistência das juntas pelo MEFX segundo critérios de iniciação de dano baseados em tensões e deformações, e ainda um estudo sobre o critério energético de propagação de dano. A análise por MEFX revelou que este método é bastante preciso quando usados os critérios de iniciação de dano MAXS e QUADS, e parâmetro com valor de 1 no critério energético de propagação de dano. Apesar de ser um método pouco estudado na literatura comparativamente com outros, o MEFX apresentou resultados muito satisfatórios.

The ultra-low friction of the articular surface is pH-dependent and is built on a hydrophobic underlay including a hypothesis on joint lubrication mechanism

In this study, the influence of pH on interfacial energy distributed over the phospholipids-bilayer surface model and the effect of hydrophobicity on coefficient of friction (f) were investigated by using microelectrophoresis. An important clinical implication of deficiency in hydrophobicity is the loss of phospholipids that is readily observed in osteoarthritis joints. This paper establishes the influence of pH on interfacial energy upon an increase f, which might be associated with a decrease of hydrophobicity of the articular surface.

Double strap joint tests to determine the bond characteristics between CFRP and steel plates

Advanced composite materials offer remarkable potential in the upgrade of civil engineering structures. The evolution of CFRP (carbon fibre reinforced polymer) technologies and their versatility for applications in civil constructions require comprehensive and reliable codes of practice. Guidelines are available on the rehabilitation and retrofit of concrete structures with advanced composite materials. However, there is a need to develop appropriate design guidelines for CFRP strengthened steel structures. It is important to understand the bond characteristics between CFRP and steel plates. This paper describes a series of double strap shear tests loaded in tension to investigate the bond between CFRP sheets and steel plates. Both normal modulus (240 GPa) and high modulus (640 GPa) CFRPs were used in the test program. Strain gauges were mounted to capture the strain distribution along the CFRP length. Different failure modes were observed for joints with normal modulus CFRP and those with high modulus CFRP. The strain distribution along the CFRP length is similar for the two cases. A shorter effective bond length was obtained for joints with high modulus CFRP whereas larger ultimate load carrying capacity can be achieved for joints with normal modulus CFRP when the bond length is long enough.

Testing the Prebish-Singer hypothesis using second-generation panel data stationarity tests with a break

In this paper, we test the Prebish-Singer (PS) hypothesis, which states that real commodity prices decline in the long run, using two recent powerful panel data stationarity tests accounting for cross-sectional dependence and a structural break. We find that the hypothesis cannot be rejected for most commodities other than oil.

Statistical Tests for Joint Analysis of Performance Measures

Recently there has been an increasing interest in the development of new methods using Pareto optimality to deal with multi-objective criteria (for example, accuracy and architectural complexity). Once one has learned a model based on their devised method, the problem is then how to compare it with the state of art. In machine learning, algorithms are typically evaluated by comparing their performance on different data sets by means of statistical tests. Unfortunately, the standard tests used for this purpose are not able to jointly consider performance measures. The aim of this paper is to resolve this issue by developing statistical procedures that are able to account for multiple competing measures at the same time. In particular, we develop two tests: a frequentist procedure based on the generalized likelihood-ratio test and a Bayesian procedure based on a multinomial-Dirichlet conjugate model. We further extend them by discovering conditional independences among measures to reduce the number of parameter of such models, as usually the number of studied cases is very reduced in such comparisons. Real data from a comparison among general purpose classifiers is used to show a practical application of our tests.

Tests of Joint Hypotheses for Time Series Regression with a Unit Root

This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent Variable, and the Other with a Trend Added. the Statistics Studied Are the Regression \"F-Test\" Originally Analysed by Dickey and Fuller (1981) in a Less General Framework. the Limiting Distributions Are Found Using Functinal Central Limit Theory. New Test Statistics Are Proposed Which Require Only Already Tabulated Critical Values But Which Are Valid in a Quite General Framework (Including Finite Order Arma Models Generated by Gaussian Errors). This Study Extends the Results on Single Coefficients Derived in Phillips (1986A) and Phillips and Perron (1986).

Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel

Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and which series can be deemed nonstationary. Researchers will sometimes carry out this classification on the basis of n individual (univariate) unit root tests based on some ad hoc significance level. In this paper, we demonstrate how to use the false discovery rate (FDR) in evaluating I(1)=I(0) classifications based on individual unit root tests when the size of the cross section (n) and time series (T) dimensions are large. We report results from a simulation experiment and illustrate the methods on two data sets.

Tests of the Dynamic Field Theory and the Spatial Precision Hypothesis: Capturing a Qualitative Developmental Transition in Spatial Working Memory

This study tested a dynamic field theory (DFT) of spatial working memory and an associated spatial precision hypothesis (SPH). Between 3 and 6 years of age, there is a qualitative shift in how children use reference axes to remember locations: 3-year-olds’ spatial recall responses are biased toward reference axes after short memory delays, whereas 6-year-olds’ responses are biased away from reference axes. According to the DFT and the SPH, quantitative improvements over development in the precision of excitatory and inhibitory working memory processes lead to this qualitative shift. Simulations of the DFT in Experiment 1 predict that improvements in precision should cause the spatial range of targets attracted toward a reference axis to narrow gradually over development, with repulsion emerging and gradually increasing until responses to most targets show biases away from the axis. Results from Experiment 2 with 3- to 5-year-olds support these predictions. Simulations of the DFT in Experiment 3 quantitatively fit the empirical results and offer insights into the neural processes underlying this developmental change.

Negative mood, self-focused attention, and the experience of physical symptoms: the joint impact hypothesis

A joint impact hypothesis on symptom experience is introduced that specifies the role of negative mood and self-focus, which have been considered independently in previous research. Accordingly, negative affect only promotes symptom experience when people simultaneously focus their attention on the self. One correlational study and 4 experiments supported this prediction: Only negative mood combined with self-focus facilitated the experience (see the self-reports in Studies 1, 2a, & 2b) and the accessibility (lexical decisions, Stroop task in Studies 3 & 4) of physical symptoms, whereas neither positive mood nor negative mood without self-focus did. Furthermore, the joint impact of negative mood and self-focused attention on momentary symptom experience remained significant after controlling for the influence of dispositional symptom reporting and neuroticism.

Are interactions in Gray's Reinforcement Sensitivity Theory proximal or distal in the prediction of religiosity: a test of the joint subsystems hypothesis

Gray's Reinforcement Sensitivity Theory (RST) consists of the Behavioural Activation System (BAS) which is the basis of Impulsivity, and Behavioural Inhibition System (BIS) which is the basis of Anxiety. In this study, Impulsivity and Anxiety were used as distal predictors of attitudes to religion in the prediction of three religious dependent variables (Church attendance, Amount of prayer, and Importance of church). We hypothesised that Impulsivity would independently predict a Rewarding attitude to the Church and that Anxiety would independently predict an Anxious attitude to the church, and that these attitudes would be proximal predictors of our dependent variables. Moreover, we predicted that interactions between predictors would be proximal. Using structural equation modelling, data from 400 participants supported the hypotheses. We also tested Eysenck's personality scales of Extraversion and Neuroticism and found a key path of the structural equation model to be non-significant. (C) 2003 Elsevier Ltd. All rights reserved.

Long memory and multifractality:a joint test

The properties of statistical tests for hypotheses concerning the parameters of the multifractal model of asset returns (MMAR) are investigated, using Monte Carlo techniques. We show that, in the presence of multifractality, conventional tests of long memory tend to over-reject the null hypothesis of no long memory. Our test addresses this issue by jointly estimating long memory and multifractality. The estimation and test procedures are applied to exchange rate data for 12 currencies. Among the nested model specifications that are investigated, in 11 out of 12 cases, daily returns are most appropriately characterized by a variant of the MMAR that applies a multifractal time-deformation process to NIID returns. There is no evidence of long memory.