Identificació de variables d'estat del sistema costaner sensibles a la càrrega de nutrients

Projecte de recerca elaborat a partir d’una estada a la Napier University, Gran Bretanya, des d’octubre del 2006 a febrer del 2007. Els ecosistemes marins costaners són sistemes complexos, tant pel que fa a l’estructura de les comunitats que hi viuen com per la seva dinàmica, amb processos que impliquen múltiples escales d’espai i de temps. Aquesta complexitat natural s’ha incrementat al llarg de les darreres dècades com a conseqüència directa del creixement urbà al litoral. L’augment de població a les zones costaneres ha comportat no només un augment generalitzat en l’aport de nutrients inorgànics al mar, sinó també una forta intervenció sobre la línia de costa –construcció de ports, dics- i canvis en el moviment de les masses d’aigua. En aquest context, la interacció entre els factors turbulència-nutrients a la zona costanera pot ser clau per a millorar la nostra comprensió sobre el funcionament dels sistemes planctònics i, en darrer terme, per a derivar-ne mesures de gestió. A diferència de treballs experimentals previs, que adrecen els efectes de la turbulència i/o els nutrients sobre grups específics de plàncton, per avaluar la resposta conjunta de la comunitat necessitem paràmetres integradors, que relacionin diversos processos i donin una idea general de l’estat i funcionament de l’ecosistema. Durant l’estada de recerca alguns dels algoritmes que es fan servir per la costa escocesa van reformular-se i recalcular-se amb dades de la Mediterrània (dades procedents de la badia de Blanes i de la costa de Barcelona). Els resultats mostren una capacitat de resposta molt ràpida del plàncton als increments de nutrients, una variabilitat anual marcada (quant a diversitat d’organismes planctònics) i apunten el fòsfor com a principal limitant del creixement dels organismes en aquesta zona de la Mediterrània.

Combining classification techniques to define topo-climatic landscapes

Landscape classification tackles issues related to the representation and analysis of continuous and variable ecological data. In this study, a methodology is created in order to define topo-climatic landscapes (TCL) in the north-west of Catalonia (north-east of the Iberian Peninsula). TCLs relate the ecological behaviour of a landscape in terms of topography, physiognomy and climate, which compound the main drivers of an ecosystem. Selected variables are derived from different sources such as remote sensing and climatic atlas. The proposed methodology combines unsupervised interative cluster classification with a supervised fuzzy classification. As a result, 28 TCLs have been found for the study area which may be differentiated in terms of vegetation physiognomy and vegetation altitudinal range type. Furthermore a hierarchy among TCLs is set, enabling the merging of clusters and allowing for changes of scale. Through the topo-climatic landscape map, managers may identify patches with similar environmental conditions and asses at the same time the uncertainty involved.

Model based fault diagnosis with application to an automotive engine

Report for the scientific sojourn at the University of Linköping between April to July 2007. Monitoring of the air intake system of an automotive engine is important to meet emission related legislative diagnosis requirements. During the research the problem of fault detection in the air intake system was stated as a constraint satisfaction problem over continuous domains with a big number of variables and constraints. This problem was solved using Interval-based Consistency Techniques. Interval-based consistency techniques are shown to be particularly efficient for checking the consistency of the Analytical Redundancy Relations (ARRs), dealing with uncertain measurements and parameters, and using experimental data. All experiments were performed on a four-cylinder turbo-charged spark-ignited SAAB engine located in the research laboratory at Vehicular System Group - University of Linköping.

Official Central Bank Interventions in the Foreign Exchange Markets: A DCC Approach with Exogenous Variables

This paper assesses the impact of official central bank interventions (CBIs) on exchange rate returns, their volatility and bilateral correlations. By exploiting the recent publication of intervention data by the Bank of England, this study is able to investigate fficial interventions by a total number of four central banks, while the previous studies have been limited to three (the Federal Reserve, Bundesbank and Bank of Japan). The results of the existing literature are reappraised and refined. In particular, unilateral CBI is found to be more successful than coordinated CBI. The likely implications of these findings are then discussed.

Modelling Breaks and Clusters in the Steady States of Macroeconomic Variables

Macroeconomists working with multivariate models typically face uncertainty over which (if any) of their variables have long run steady states which are subject to breaks. Furthermore, the nature of the break process is often unknown. In this paper, we draw on methods from the Bayesian clustering literature to develop an econometric methodology which: i) finds groups of variables which have the same number of breaks; and ii) determines the nature of the break process within each group. We present an application involving a five-variate steady-state VAR.

Adaptive Continuous time Markov Chain Approximation Model to General Jump-Diusions

We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

Financial health, exports, and rm survival: Evidence from UK and French firms

We use firm level data to assess the role of exporting in the link between financial health and rm survival. The data are for the UK and France. We examine whether fi rms at diff erent stages of export activity (starters, exiters, continuers, switchers) react di fferently to changes in financial variables. In general, export starters and exiters experience much stronger adverse e ffects of fi nancial constraints for their survival prospects. By contrast, the exit probability of continuous exporters and export switchers is less negatively a ffected by financial characteristics. These relationships between exporting, finance and survival are broadly similar in the British and French sub-samples.

The use of the likelihood ratio for evaluative and investigative purposes in comparative forensic handwriting examination

This paper extends previous research and discussion on the use of multivariate continuous data, which are about to become more prevalent in forensic science. As an illustrative example, attention is drawn here on the area of comparative handwriting examinations. Multivariate continuous data can be obtained in this field by analysing the contour shape of loop characters through Fourier analysis. This methodology, based on existing research in this area, allows one describe in detail the morphology of character contours throughout a set of variables. This paper uses data collected from female and male writers to conduct a comparative analysis of likelihood ratio based evidence assessment procedures in both, evaluative and investigative proceedings. While the use of likelihood ratios in the former situation is now rather well established (typically, in order to discriminate between propositions of authorship of a given individual versus another, unknown individual), focus on the investigative setting still remains rather beyond considerations in practice. This paper seeks to highlight that investigative settings, too, can represent an area of application for which the likelihood ratio can offer a logical support. As an example, the inference of gender of the writer of an incriminated handwritten text is forwarded, analysed and discussed in this paper. The more general viewpoint according to which likelihood ratio analyses can be helpful for investigative proceedings is supported here through various simulations. These offer a characterisation of the robustness of the proposed likelihood ratio methodology.

Using VARs and TVP-VARs with Many Macroeconomic Variables

This paper discusses the challenges faced by the empirical macroeconomist and methods for surmounting them. These challenges arise due to the fact that macroeconometric models potentially include a large number of variables and allow for time variation in parameters. These considerations lead to models which have a large number of parameters to estimate relative to the number of observations. A wide range of approaches are surveyed which aim to overcome the resulting problems. We stress the related themes of prior shrinkage, model averaging and model selection. Subsequently, we consider a particular modelling approach in detail. This involves the use of dynamic model selection methods with large TVP-VARs. A forecasting exercise involving a large US macroeconomic data set illustrates the practicality and empirical success of our approach.

A Simple Characterization of Dynamic Completeness in Continuous Time

This paper investigates dynamic completeness of financial markets in which the underlying risk process is a multi-dimensional Brownian motion and the risky securities dividends geometric Brownian motions. A sufficient condition, that the instantaneous dispersion matrix of the relative dividends is non-degenerate, was established recently in the literature for single-commodity, pure-exchange economies with many heterogenous agents, under the assumption that the intermediate flows of all dividends, utilities, and endowments are analytic functions. For the current setting, a different mathematical argument in which analyticity is not needed shows that a slightly weaker condition suffices for general pricing kernels. That is, dynamic completeness obtains irrespectively of preferences, endowments, and other structural elements (such as whether or not the budget constraints include only pure exchange, whether or not the time horizon is finite with lump-sum dividends available on the terminal date, etc.)

Structured and unstructured continuous models for Wolbachia infections

We introduce and investigate a series of models for an infection of a diplodiploid host species by the bacterial endosymbiont Wolbachia. The continuous models are characterized by partial vertical transmission, cytoplasmic incompatibility and fitness costs associated with the infection. A particular aspect of interest is competitions between mutually incompatible strains. We further introduce an age-structured model that takes into account different fertility and mortality rates at different stages of the life cycle of the individuals. With only a few parameters, the ordinary differential equation models exhibit already interesting dynamics and can be used to predict criteria under which a strain of bacteria is able to invade a population. Interestingly, but not surprisingly, the age-structured model shows significant differences concerning the existence and stability of equilibrium solutions compared to the unstructured model.

Fractional hepatic de novo lipogenesis in healthy subjects during near-continuous oral nutrition and bed rest: a comparison with published data in artificially fed, critically ill patients.

BACKGROUND AND AIMS: In critically ill patients, fractional hepatic de novo lipogenesis increases in proportion to carbohydrate administration during isoenergetic nutrition. In this study, we sought to determine whether this increase may be the consequence of continuous enteral nutrition and bed rest. We, therefore, measured fractional hepatic de novo lipogenesis in a group of 12 healthy subjects during near-continuous oral feeding (hourly isoenergetic meals with a liquid formula containing 55% carbohydrate). In eight subjects, near-continuous enteral nutrition and bed rest were applied over a 10 h period. In the other four subjects, it was extended to 34 h. Fractional hepatic de novo lipogenesis was measured by infusing(13) C-labeled acetate and monitoring VLDL-(13)C palmitate enrichment with mass isotopomer distribution analysis. Fractional hepatic de novo lipogenesis was 3.2% (range 1.5-7.5%) in the eight subjects after 10 h of near continuous nutrition and 1.6% (range 1.3-2.0%) in the four subjects after 34 h of near-continuous nutrition and bed rest. This indicates that continuous nutrition and physical inactivity do not increase hepatic de novo lipogenesis. Fractional hepatic de novo lipogenesis previously reported in critically ill patients under similar nutritional conditions (9.3%) (range 5.3-15.8%) was markedly higher than in healthy subjects (P<0.001). These data from healthy subjects indicate that fractional hepatic de novo lipogenesis is increased in critically ill patients.

Rigorous derivation of a nonlinear diffusion equation as fast-reaction limit of a continuous coagulation-fragmentation model with diffusion

Weak solutions of the spatially inhomogeneous (diffusive) Aizenmann-Bak model of coagulation-breakup within a bounded domain with homogeneous Neumann boundary conditions are shown to converge, in the fast reaction limit, towards local equilibria determined by their mass. Moreover, this mass is the solution of a nonlinear diffusion equation whose nonlinearity depends on the (size-dependent) diffusion coefficient. Initial data are assumed to have integrable zero order moment and square integrable first order moment in size, and finite entropy. In contrast to our previous result [CDF2], we are able to show the convergence without assuming uniform bounds from above and below on the number density of clusters.

Failure of vancomycin continuous infusion against experimental endocarditis due to vancomycin-intermediate Staphylococcus aureus.

Continuous infusion of vancomycin was evaluated against experimental endocarditis due to heterogeneous vancomycin-intermediate Staphylococcus aureus (hVISA) and VISA. Animals were infected with hVISA PC1 (vancomycin MIC, 2 mg/liter) or VISA PC3 (vancomycin MIC, 8 mg/liter) and treated for 5 days with constant serum levels of 20 or 40 mg/liter. Vancomycin continuous infusion was unsuccessful, as 20 mg/liter was barely active against PC1 (6 of 13 sterile vegetations) and 40 mg/liter failed against PC3 (2 of 9 sterile vegetations).