Predicting how many animals will be where: how to build, calibrate and evaluate individual-based models

Individual-based models (IBMs) can simulate the actions of individual animals as they interact with one another and the landscape in which they live. When used in spatially-explicit landscapes IBMs can show how populations change over time in response to management actions. For instance, IBMs are being used to design strategies of conservation and of the exploitation of fisheries, and for assessing the effects on populations of major construction projects and of novel agricultural chemicals. In such real world contexts, it becomes especially important to build IBMs in a principled fashion, and to approach calibration and evaluation systematically. We argue that insights from physiological and behavioural ecology offer a recipe for building realistic models, and that Approximate Bayesian Computation (ABC) is a promising technique for the calibration and evaluation of IBMs. IBMs are constructed primarily from knowledge about individuals. In ecological applications the relevant knowledge is found in physiological and behavioural ecology, and we approach these from an evolutionary perspective by taking into account how physiological and behavioural processes contribute to life histories, and how those life histories evolve. Evolutionary life history theory shows that, other things being equal, organisms should grow to sexual maturity as fast as possible, and then reproduce as fast as possible, while minimising per capita death rate. Physiological and behavioural ecology are largely built on these principles together with the laws of conservation of matter and energy. To complete construction of an IBM information is also needed on the effects of competitors, conspecifics and food scarcity; the maximum rates of ingestion, growth and reproduction, and life-history parameters. Using this knowledge about physiological and behavioural processes provides a principled way to build IBMs, but model parameters vary between species and are often difficult to measure. A common solution is to manually compare model outputs with observations from real landscapes and so to obtain parameters which produce acceptable fits of model to data. However, this procedure can be convoluted and lead to over-calibrated and thus inflexible models. Many formal statistical techniques are unsuitable for use with IBMs, but we argue that ABC offers a potential way forward. It can be used to calibrate and compare complex stochastic models and to assess the uncertainty in their predictions. We describe methods used to implement ABC in an accessible way and illustrate them with examples and discussion of recent studies. Although much progress has been made, theoretical issues remain, and some of these are outlined and discussed.

The bubbles or the boiling pot? An ecosystemic approach to culture, environment and quality of life

For the diagnosis and prognosis of the problems of quality of life, a multidisciplinary ecosystemic approach encompasses four dimensions of being-in-the-world, as donors and recipients: intimate, interactive, social and biophysical. Social, cultural and environmental vulnerabilities are understood and dealt with, in different circumstances of space and time, as the conjugated effect of all dimensions of being-in-the-world, as they induce the events (deficits and assets), cope with consequences (desired or undesired) and contribute for change. Instead of fragmented and reduced representations of reality, diagnosis and prognosis of cultural, educational, environmental and health problems considers the connections (assets) and ruptures (deficits) between the different dimensions, providing a planning model to develop and evaluate research, teaching programmes, public policies and field projects. The methodology is participatory, experiential and reflexive; heuristic-hermeneutic processes unveil cultural and epistemic paradigms that orient subject-object relationships; giving people the opportunity to reflect on their own realities, engage in new experiences and find new ways to live better in a better world. The proposal is a creative model for thought and practice, providing many opportunities for discussion, debate and development of holistic projects integrating different scientific domains (social sciences, psychology, education, philosophy, etc.).

The evolution of jumping performance in anurans: morphological correlates and ecological implications

We investigated the evolution of anuran locomotor performance and its morphological correlates as a function of habitat use and lifestyles. We reanalysed a subset of the data reported by Zug (Smithson. Contrib. Zool. 1978; 276: 1-31) employing phylogenetically explicit statistical methods (n = 56 species), and assembled morphological data on the ratio between hind-limb length and snout-vent length (SVL) from the literature and museum specimens for a large subgroup of the species from the original paper (n = 43 species). Analyses using independent contrasts revealed that classifying anurans into terrestrial, semi-aquatic, and arboreal categories cannot distinguish between the effects of phylogeny and ecological diversification in anuran locomotor performance. However, a more refined classification subdividing terrestrial species into `fossorials` and `non-fossorials`, and arboreal species into `open canopy`, `low canopy` and `high canopy`, suggests that part of the variation in locomotor performance and in hind-limb morphology can be attributed to ecological diversification. In particular, fossorial species had significantly lower jumping performances and shorter hind limbs than other species after controlling for SVL, illustrating how the trade-off between burrowing efficiency and jumping performance has resulted in morphological specialization in this group.

Patterns of diversification in two species of short-tailed bats (Carollia Gray, 1838): the effects of historical fragmentation of Brazilian rainforests

The small-sized frugivorous bat Carollia perspicillata is an understory specialist and occurs in a wide range of lowland habitats, tending to be more common in tropical dry or moist forests of South and Central America. Its sister species, Carollia brevicauda, occurs almost exclusively in the Amazon rainforest. A recent phylogeographic study proposed a hypothesis of origin and subsequent diversification for C. perspicillata along the Atlantic coastal forest of Brazil. Additionally, it also found two allopatric clades for C. brevicauda separated by the Amazon Basin. We used cytochrome b gene sequences and a more extensive sampling to test hypotheses related to the origin and diversification of C. perspicillata plus C. brevicauda clade in South America. The results obtained indicate that there are two sympatric evolutionary lineages within each species. In C. perspicillata, one lineage is limited to the Southern Atlantic Forest, whereas the other is widely distributed. Coalescent analysis points to a simultaneous origin for C. perspicillata and C. brevicauda, although no place for the diversification of each species can be firmly suggested. The phylogeographic pattern shown by C. perspicillata is also congruent with the Pleistocene refugia hypothesis as a likely vicariant phenomenon shaping the present distribution of its intraspecific lineages. (C) 2011 The Linnean Society of London, Biological Journal of the Linnean Society, 2011, 102, 527-539.

Global attractor for a model of extensible beam with nonlinear damping and source terms

This paper is concerned with the existence of a global attractor for the nonlinear beam equation, with nonlinear damping and source terms, u(tt) + Delta(2)u -M (integral(Omega)vertical bar del u vertical bar(2)dx) Delta u + f(u) + g(u(t)) = h in Omega x R(+), where Omega is a bounded domain of R(N), M is a nonnegative real function and h is an element of L(2)(Omega). The nonlinearities f(u) and g(u(t)) are essentially vertical bar u vertical bar(rho) u - vertical bar u vertical bar(sigma) u and vertical bar u(t)vertical bar(r) u(t) respectively, with rho, sigma, r > 0 and sigma < rho. This kind of problem models vibrations of extensible beams and plates. (C) 2010 Elsevier Ltd. All rights reserved.

Light-induced lens analysis in photorefractive crystals employing phase-shifting real-time holographic interferometry

The purpose of this work is to study the potentialities of phase-shifting real-time holographic interferometry for the analysis of light-induced lens in photoreffactive and nonlinear optical materials. We show that this technique can be used for quantitative evaluation of the phase distribution of a wavefront changed by a light-induced lens and, consequently, the refractive index changes in these materials. The basic principle of this technique combines real-time holographic interferometry with phase-shifting technique for interferogram analysis. This method is demonstrated with in situ visualization, monitoring and analysis in real-time and uses a Bi(12)SiO(20) crystal as the holographic medium and a Bi(12)TiO(20) as the test sample. (C) 2008 Elsevier B.V. All rights reserved.

Experimental characterization of nonlinear systems: a real-time evaluation of the analogous Chua`s circuit behavior

This paper presents an experimental characterization of the behavior of an analogous version of the Chua`s circuit. The electronic circuit signals are captured using a data acquisition board (DAQ) and processed using LabVIEW environment. The following aspects of the time series analysis are analyzed: time waveforms, phase portraits, frequency spectra, Poincar, sections, and bifurcation diagram. The circuit behavior is experimentally mapped with the parameter variations, where are identified equilibrium points, periodic and chaotic attractors, and bifurcations. These analysis techniques are performed in real-time and can be applied to characterize, with precision, several nonlinear systems.

Trigger and aperture of the surface detector array of the Pierre Auger Observatory

The surface detector array of the Pierre Auger Observatory consists of 1600 water-Cherenkov detectors, for the study of extensive air showers (EAS) generated by ultra-high-energy cosmic rays. We describe the trigger hierarchy, from the identification of candidate showers at the level of a single detector, amongst a large background (mainly random single cosmic ray muons), up to the selection of real events and the rejection of random coincidences. Such trigger makes the surface detector array fully efficient for the detection of EAS with energy above 3 x 10(18) eV, for all zenith angles between 0 degrees and 60 degrees, independently of the position of the impact point and of the mass of the primary particle. In these range of energies and angles, the exposure of the surface array can be determined purely on the basis of the geometrical acceptance. (C) 2009 Elsevier B.V. All rights reserved.

Prediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases

The purpose of this work is to verify the stability of the relationship between real activity and interest rate spread. The test is based on Chen (1988) and Osorio and Galea (2006). The analysis is applied to Chile and the United States, from 1980 to 1999. In general, in both cases the relationship was statistically significant in early 80s, but a break point is found in both countries during that decades, suggesting that the relationship depends on the monetary rule follow by the Central Bank.

Real-Time Recognition System for Traffic Signs

The aim of this thesis project is to develop the Traffic Sign Recognition algorithm for real time. Inreal time environment, vehicles move at high speed on roads. For the vehicle intelligent system itbecomes essential to detect, process and recognize the traffic sign which is coming in front ofvehicle with high relative velocity, at the right time, so that the driver would be able to pro-actsimultaneously on instructions given in the Traffic Sign. The system assists drivers about trafficsigns they did not recognize before passing them. With the Traffic Sign Recognition system, thevehicle becomes aware of the traffic environment and reacts according to the situation.The objective of the project is to develop a system which can recognize the traffic signs in real time.The three target parameters are the system’s response time in real-time video streaming, the trafficsign recognition speed in still images and the recognition accuracy. The system consists of threeprocesses; the traffic sign detection, the traffic sign recognition and the traffic sign tracking. Thedetection process uses physical properties of traffic signs based on a priori knowledge to detect roadsigns. It generates the road sign image as the input to the recognition process. The recognitionprocess is implemented using the Pattern Matching algorithm. The system was first tested onstationary images where it showed on average 97% accuracy with the average processing time of0.15 seconds for traffic sign recognition. This procedure was then applied to the real time videostreaming. Finally the tracking of traffic signs was developed using Blob tracking which showed theaverage recognition accuracy to 95% in real time and improved the system’s average response timeto 0.04 seconds. This project has been implemented in C-language using the Open Computer VisionLibrary.

Real exchange rate misalignments

This paper characterizes episodes of real appreciations and depreciations for a sample of 85 countries, approximately from 1960 to 1998. First, the equilibrium real exchange rate series are constructed for each country using Goldfajn and Valdes (1999) methodology (cointegration with fundamentals). Then, departures from equilibrium real exchange rate (misalignments) are obtained, and a Markov Switching Model is used to characterize the misalignments series as stochastic autoregressive processes governed by two states representing di¤erent means. Three are the main results we …nd: …rst, no evidence of di¤erent regimes for misalignment is found in some countries, second, some countries present one regime of no misalignment (tranquility) and the other regime with misalignment (crisis), and, third, for those countries with two misalignment regimes, the lower mean misalignment regime (appreciated) have higher persistence that the higher mean one (depreciated).

A note on growth and inflation

A simple exercise on growth and inflationary financing of public expenditures is presented in this note. In a parameterized overlapping generations mode1 where government expenses positivc1y affects the growth rate of human capital, steady state capital and output increase with inflation, reproducing the so called Tobin effect. For large inflation rates, however, government authorities cannot affect real variables and there are only nominal effects. It is also shown that the optimal policy implies some inflation but not growth maximization.

Desafios na economia do conhecimento - o caso do BNDES

Land, capital and work dictated the organizations¿ success in the industrial era. Added to these factors, the intangible assets are considered the key complement to determine business¿ sustainability in the knowledge era. The globalization creates a new dynamic in the markets and the knowledge management becomes focal point to the organizations. It becomes more common the incorporation of inter-organizational nets to improve business, in a strategy win-win where the tacit knowledge, noncodified, which is shared. More specifically, the innovation management, one of the intangible assets aspects, plays an important role in the Federal Government agenda, through the PDP and other market players. BNDES made significant progress to assist companies¿ demands in the knowledge era, among them: the adoption of the Intangible Assets BSC methodology to evaluate companies¿ credit risk and the partnership with Brightom University (UK) to train innovation management to companies¿ managers. Besides the initial steps, what are the challenges that BNDES will face from now on? In the bibliographic review, it is analyzed the competitive factors in the knowledge era, the evolution of the intangible assets concept, the consolidation of the networking as business strategy, evaluation its advantages and disadvantages, some innovation definitions and its management through the identification of the development level of the Brazilian companies¿ in this aspect. After that, it is analyzed the management tool so-called Balanced Scorecard, which is fundamental to the Intangible Assets BSC. The actions already implemented by BNDES, Sebrae and FINEP focused on the subject are identified in order to evaluate the integration level among those actions. Then, it is demonstrated the relevancy of the subject not only to BNDES, but also to society. This study faces the subject by the preparation of a diagnostic from 30 actives SMEs investments from BNDESPAR portfolio, a BNDES subsidiary, adopting the BSC methodology through questionnaire. The objective is to certify if there is enough space to elaborate an action plan focused on creating value to companies considering them intangible assets and, if it is viable, how this toll can be useful and adequate to achieve such objective. The questionnaire content, answered by the training participants in the innovation management program, is also evaluated to check the suggestions of actions to maximize the expected feedback. In the conclusion, it is verified that the tool so-called Intangible Assets BSC is adequate to the management activity of the investments in PMEs from BNDESPAR portfolio and there is enough space to adopt measures focused on creation of companies¿ value, mentioning some examples and highlighting some preliminary academicals contributions to improve the tool and also suggests other steps that BNDES can adopt to optimize the actions already implemented.

As exigências do novo acordo de capital da Basiléia quanto ao risco de crédito: estudo de caso de uma carteira de crédito imobiliário (pessoa física) em um banco múltiplo do Brasil

O presente trabalho visa descrever e analisar um processo de adequação às exigências do Novo Acordo de Capital da Basiléia quanto ao risco de crédito para a carteira de crédito imobiliário (pessoa física) de uma instituição financeira brasileira e identificar aspectos de melhoria na eficiência da gestão de riscos. A partir da revisão bibliográfica foram destacados os aspectos teóricos do Acordo de Basiléia de 1988 e de Basiléia II, com ênfase para aqueles relacionados com a problemática do risco de crédito. Em seguida, foram descritas as principais características do setor de crédito imobiliário no Brasil, bem como sua evolução nos últimos anos. A questão do risco de crédito imobiliário no contexto de Basiléia II foi discutida e considerações relevantes foram relacionadas. Por meio do estudo de caso, realizado em uma carteira de crédito imobiliário de uma instituição financeira brasileira, tais considerações foram aplicadas na prática e, logo depois, foram analisados os resultados e expostas as conclusões.

Administração ativa de portfólio de crédito: uma revisão dos principais conceitos para uma implementação efetiva em bancos comerciais

Trata dos principais aspectos da administração ativa de portfólio de crédito a pessoa jurídica por bancos comerciais, que vem tomando o lugar do modo tradicional de administrar crédito. Inicialmente, apresenta a definição de administração ativa de portfólio de crédito, compara com a abordagem tradicional e aponta as motivações para o surgimento desta nova abordagem. Segue demonstrando as adaptações dos conceitos da Teoria Moderna de Portfólios aos portfólios de crédito e apresenta alguns modelos para a determinação de variáveis importantes para a mensuração do risco de crédito, tais como probabilidades de inadimplência, correlações entre ativos de crédito e risco de crédito de portfólio. Apresenta, ainda, o conceito de capital econômico e o Risk-Adjusted Return on Capital (RAROC) relativamente ao risco de crédito. Discute as responsabilidades e funções a serem desempenhadas pela administração ativa de portfólio de crédito e, como contribuição, apresenta, à luz das considerações deste trabalho, uma estrutura hipotética de um banco comercial que adota a administração ativa de portfólio de crédito.