Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

A Resource Centric Approach For Advancing Collaboration Through Hydrologic Data And Model Sharing

HydroShare is an online, collaborative system being developed for open sharing of hydrologic data and models. The goal of HydroShare is to enable scientists to easily discover and access hydrologic data and models, retrieve them to their desktop or perform analyses in a distributed computing environment that may include grid, cloud or high performance computing model instances as necessary. Scientists may also publish outcomes (data, results or models) into HydroShare, using the system as a collaboration platform for sharing data, models and analyses. HydroShare is expanding the data sharing capability of the CUAHSI Hydrologic Information System by broadening the classes of data accommodated, creating new capability to share models and model components, and taking advantage of emerging social media functionality to enhance information about and collaboration around hydrologic data and models. One of the fundamental concepts in HydroShare is that of a Resource. All content is represented using a Resource Data Model that separates system and science metadata and has elements common to all resources as well as elements specific to the types of resources HydroShare will support. These will include different data types used in the hydrology community and models and workflows that require metadata on execution functionality. The HydroShare web interface and social media functions are being developed using the Drupal content management system. A geospatial visualization and analysis component enables searching, visualizing, and analyzing geographic datasets. The integrated Rule-Oriented Data System (iRODS) is being used to manage federated data content and perform rule-based background actions on data and model resources, including parsing to generate metadata catalog information and the execution of models and workflows. This presentation will introduce the HydroShare functionality developed to date, describe key elements of the Resource Data Model and outline the roadmap for future development.

NDVI With Artificial Neural Networks For SRTM Elevation Model Improvement – Hydrological Model Application

Digital elevation model (DEM) plays a substantial role in hydrological study, from understanding the catchment characteristics, setting up a hydrological model to mapping the flood risk in the region. Depending on the nature of study and its objectives, high resolution and reliable DEM is often desired to set up a sound hydrological model. However, such source of good DEM is not always available and it is generally high-priced. Obtained through radar based remote sensing, Shuttle Radar Topography Mission (SRTM) is a publicly available DEM with resolution of 92m outside US. It is a great source of DEM where no surveyed DEM is available. However, apart from the coarse resolution, SRTM suffers from inaccuracy especially on area with dense vegetation coverage due to the limitation of radar signals not penetrating through canopy. This will lead to the improper setup of the model as well as the erroneous mapping of flood risk. This paper attempts on improving SRTM dataset, using Normalised Difference Vegetation Index (NDVI), derived from Visible Red and Near Infra-Red band obtained from Landsat with resolution of 30m, and Artificial Neural Networks (ANN). The assessment of the improvement and the applicability of this method in hydrology would be highlighted and discussed.

Uncertainty Characterization Of A Conceptual Rainfall-Runoff Model By Using Grey Numbers

A procedure for characterizing global uncertainty of a rainfall-runoff simulation model based on using grey numbers is presented. By using the grey numbers technique the uncertainty is characterized by an interval; once the parameters of the rainfall-runoff model have been properly defined as grey numbers, by using the grey mathematics and functions it is possible to obtain simulated discharges in the form of grey numbers whose envelope defines a band which represents the vagueness/uncertainty associated with the simulated variable. The grey numbers representing the model parameters are estimated in such a way that the band obtained from the envelope of simulated grey discharges includes an assigned percentage of observed discharge values and is at the same time as narrow as possible. The approach is applied to a real case study highlighting that a rigorous application of the procedure for direct simulation through the rainfall-runoff model with grey parameters involves long computational times. However, these times can be significantly reduced using a simplified computing procedure with minimal approximations in the quantification of the grey numbers representing the simulated discharges. Relying on this simplified procedure, the conceptual rainfall-runoff grey model is thus calibrated and the uncertainty bands obtained both downstream of the calibration process and downstream of the validation process are compared with those obtained by using a well-established approach, like the GLUE approach, for characterizing uncertainty. The results of the comparison show that the proposed approach may represent a valid tool for characterizing the global uncertainty associable with the output of a rainfall-runoff simulation model.

City Of Toronto’S Approach On Implementing The New Federal Wastewater Effluent Regulations Using A GIS-Based Hydrologic And Hydraulic Model

Canada releases over 150 billion litres of untreated and undertreated wastewater into the water environment every year1. To clean up urban wastewater, new Federal Wastewater Systems Effluent Regulations (WSER) on establishing national baseline effluent quality standards that are achievable through secondary wastewater treatment were enacted on July 18, 2012. With respect to the wastewater from the combined sewer overflows (CSO), the Regulations require the municipalities to report the annual quantity and frequency of effluent discharges. The City of Toronto currently has about 300 CSO locations within an area of approximately 16,550 hectares. The total sewer length of the CSO area is about 3,450 km and the number of sewer manholes is about 51,100. A system-wide monitoring of all CSO locations has never been undertaken due to the cost and practicality. Instead, the City has relied on estimation methods and modelling approaches in the past to allow funds that would otherwise be used for monitoring to be applied to the reduction of the impacts of the CSOs. To fulfill the WSER requirements, the City is now undertaking a study in which GIS-based hydrologic and hydraulic modelling is the approach. Results show the usefulness of this for 1) determining the flows contributing to the combined sewer system in the local and trunk sewers for dry weather flow, wet weather flow, and snowmelt conditions; 2) assessing hydraulic grade line and surface water depth in all the local and trunk sewers under heavy rain events; 3) analysis of local and trunk sewer capacities for future growth; and 4) reporting of the annual quantity and frequency of CSOs as per the requirements in the new Regulations. This modelling approach has also allowed funds to be applied toward reducing and ultimately eliminating the adverse impacts of CSOs rather than expending resources on unnecessary and costly monitoring.

Analysis of contagion from the constant conditional correlation model with Markov regime switching

Over the last decades, the analysis of the transmissions of international nancial events has become the subject of many academic studies focused on multivariate volatility models volatility. The goal of this study is to evaluate the nancial contagion between stock market returns. The econometric approach employed was originally presented by Pelletier (2006), named Regime Switching Dynamic Correlation (RSDC). This methodology involves the combination of Constant Conditional Correlation Model (CCC) proposed by Bollerslev (1990) with Markov Regime Switching Model suggested by Hamilton and Susmel (1994). A modi cation was made in the original RSDC model, the introduction of the GJR-GARCH model formulated in Glosten, Jagannathan e Runkle (1993), on the equation of the conditional univariate variances to allow asymmetric e ects in volatility be captured. The database was built with the series of daily closing stock market indices in the United States (SP500), United Kingdom (FTSE100), Brazil (IBOVESPA) and South Korea (KOSPI) for the period from 02/01/2003 to 09/20/2012. Throughout the work the methodology was compared with others most widespread in the literature, and the model RSDC with two regimes was de ned as the most appropriate for the selected sample. The set of results provide evidence for the existence of nancial contagion between markets of the four countries considering the de nition of nancial contagion from the World Bank called very restrictive. Such a conclusion should be evaluated carefully considering the wide diversity of de nitions of contagion in the literature.

Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions

This paper has two original contributions. First, we show that the present value model (PVM hereafter), which has a wide application in macroeconomics and fi nance, entails common cyclical feature restrictions in the dynamics of the vector error-correction representation (Vahid and Engle, 1993); something that has been already investigated in that VECM context by Johansen and Swensen (1999, 2011) but has not been discussed before with this new emphasis. We also provide the present value reduced rank constraints to be tested within the log-linear model. Our second contribution relates to forecasting time series that are subject to those long and short-run reduced rank restrictions. The reason why appropriate common cyclical feature restrictions might improve forecasting is because it finds natural exclusion restrictions preventing the estimation of useless parameters, which would otherwise contribute to the increase of forecast variance with no expected reduction in bias. We applied the techniques discussed in this paper to data known to be subject to present value restrictions, i.e. the online series maintained and up-dated by Shiller. We focus on three different data sets. The fi rst includes the levels of interest rates with long and short maturities, the second includes the level of real price and dividend for the S&P composite index, and the third includes the logarithmic transformation of prices and dividends. Our exhaustive investigation of several different multivariate models reveals that better forecasts can be achieved when restrictions are applied to them. Moreover, imposing short-run restrictions produce forecast winners 70% of the time for target variables of PVMs and 63.33% of the time when all variables in the system are considered.

A systematic component of the jump-risk premium in an AJD model

We develop an affine jump diffusion (AJD) model with the jump-risk premium being determined by both idiosyncratic and systematic sources of risk. While we maintain the classical affine setting of the model, we add a finite set of new state variables that affect the paths of the primitive, under both the actual and the risk-neutral measure, by being related to the primitive's jump process. Those new variables are assumed to be commom to all the primitives. We present simulations to ensure that the model generates the volatility smile and compute the "discounted conditional characteristic function'' transform that permits the pricing of a wide range of derivatives.

Avaliação do potencial antiinflamatório, anticoagulante e hemorrágico de heparinóides presentes em "Artemia franciscana"

Heparan sulfate (HS) and Heparin (Hep) glycosaminoglycans (GAGs) are heterogeneous and highly charged polysaccharides. HS is structurally related to Hep but is much less substituted with sulfo groups than heparin and has a more varied structure (or sequence). Because of structural similiarities between these two polymers, they have been described together as heparinoids . Both chains bind a variety of proteins and mediate various physiologically important processes including, blood coagulation, cell adhesion and growth factor regulation. Heparinoids with structural characteristics similar to these described from HS and/or Hep from mammalian tissues have been isolated from different species of invertebrates, although only a few heparinoids from unusual sources have been characterized. The present study describes the presence of unusual heparinoids population from Artemia franciscana, isolated after proteolysis and fractionation by ion exchange resin and named, F-3.0M. The study model in vivo were hemostasis (rat tail scarification) and inflamatoty activity. The tests in vitro were used for coagulations assays (PT and APTT). The analyse of the heparinoids eluted with 3,0M NaCl showed electrophoretic migration in different buffer systems a single band with a behaviour intermediate between those of mammalian HEP and HS. The main products obtained from Artemia heparinoids after enzymatic degradation with heparitinases I and II from F. heparinum were N-sulphated disaccharides (∆U-GlcNS,6S/ ∆U,2S-GlcNS and ∆U-GlcNS) and N-acetylated disaccharides (∆U, GlcNAc). This heparinoid had a lower hemorrhagic effect (400μg/ml) when compared to unfractiionated heparins(25μg/ml).The results also suggest a negligible APTT activity of this heparinoid (62.2s). No action was observed on PT indicating that F-3.0M haven t action on the extrinsic pathway. The results showed that the fraction F- 3.0M have inhibitory effect on migration of leukocytes, 64.5% in the concentration of 10 μg/ml (P<0.001). The search for new heparin and/or heparan sulphates analogs devoid of anticoagulant activity is an atractive alternative and may open up a wide variety of new therapeutic applications

Short-term temporal changes of soil carbon losses after tillage described by a first-order decay model

Tillage stimulates soil carbon (C) losses by increasing aeration, changing temperature and moisture conditions, and thus favoring microbial decomposition. In addition, soil aggregate disruption by tillage exposes once protected organic matter to decomposition. We propose a model to explain carbon dioxide (CO2) emission after tillage as a function of the no-till emission plus a correction due to the tillage disturbance. The model assumes that C in the readily decomposable organic matter follows a first-order reaction kinetics equation as: dC(sail)(t)/dt = -kC(soil)(t) and that soil C-CO2 emission is proportional to the C decay rate in soil, where C-soil(t) is the available labile soil C (g m(-2)) at any time (t). Emissions are modeled in terms soil C available to decomposition in the tilled and non-tilled plots, and a relationship is derived between no-till (F-NT) and tilled (F-Gamma) fluxes, which is: F-T = a1F(NT)e(-a2t), where t is time after tillage. Predicted and observed fluxes showed good agreement based on determination coefficient (R-2), index of agreement and model efficiency, with R-2 as high as 0.97. The two parameters included in the model are related to the difference between the decay constant (k factor) of tilled and no-till plots (a(2)) and also to the amount of labile carbon added to the readily decomposable soil organic matter due to tillage (a,). These two parameters were estimated in the model ranging from 1.27 and 2.60 (a(1)) and - 1.52 x 10(-2) and 2.2 x 10(-2) day(-1) (a(2)). The advantage is that temporal variability of tillage-induced emissions can be described by only one analytical function that includes the no-till emission plus an exponential term modulated by tillage and environmentally dependent parameters. (C) 2008 Elsevier B.V. All rights reserved.

Use of direct and iterative solvers for estimation of SNP effects in genome-wide selection

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Numerical simulation of drop impact and jet buckling problems using the eXtended Pom-Pom model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Incommensurate spin-density-wave and metal-insulator transition in the one-dimensional periodic Anderson model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Monitoramento geoambiental do estuário do Rio Paraíba do Norte - PB por meio da cartografia temática digital e de produtos de sensoriamento remoto

The North Paraíba River Estuary, located in the eastern portion of the Paraíba State, Northeast Brazil, on coordinates 34º50 00 -34º57 30 S and 6º55 00 -7º7 30 W, constitutes a fluvio-marine plain formed by the North Paraíba River and its tributaries Sanhauá, Paroeira, Mandacaru, Tiriri, Tambiá, Ribeira and Guia. This estuary comprises an area of about 260 km2. Increasing human demands on the estuary area and inadequate environment managing have generated conflicts. The present work main purpose is to evaluate the geodynamic evolution of the North Paraíba River Estuary in the period from 1969 to 2001, using digital image processing techniques, thematic digital cartography and multitemporal data integration, combined to geological-geophysical field surveys. The SUDENE cartographic database, converted to digital format were, used to obtain occupation and topographic maps from 1969 and to generate a Digital Elevation Model (DEM). Digital Landsat 7 ETM+ and Spot HRVIR-PAN satellite images interpretation allowed the environmental characterization of the estuary. The most important digital processing results were achieved color composites RGB 5-4-3, 5-3-1, 5-2-NDWI and band ratio 7/4-5/3-4/2, 5/7-3/1-5/4). In addition the fusion image technique RGBI was used by the inclusion of the Spot HRVRI and Landsat 7 ETM+ panchromatic band on I layer with RGB triplets 5-4-3, 5-3-1 and 5/7-3/1-5/4. The DEM and digital images integration allowed the identification of seven geomorphological units: coastal tableland, flowing tray, tide plain, fluvial terrace, submerged dune, beach plain and beach). Both Side Scan Sonar and Echosound were used to analyse underwater surface and bedforms of the estuarine channel, sand predominance (fine to very fine) and 2D dune features 5 m wide and 0.5 m height. This investigation characterized the estuary as an environment dominated by regimen of average flow. The channel depth varies between 1 m and 11 m, being this last quota reached in the area of Porto de Cabedelo. The chanel estuary is relatively shallow, with erosion evidences mainly on its superior portion, attested by sand banks exposed during the low tide. Multitemporal digital maps from 1969 and 2001 integration were obtained through geoprocessing techniques, resulting the geodynamic evolution of the estuary based on landuse, DEM geomorphology and bathymetric maps

Stretched-exponential behavior and random walks on diluted hypercubic lattices

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)