Forecasting US output growth with non-linear models in the presence of data uncertainty

We consider the impact of data revisions on the forecast performance of a SETAR regime-switching model of U.S. output growth. The impact of data uncertainty in real-time forecasting will affect a model's forecast performance via the effect on the model parameter estimates as well as via the forecast being conditioned on data measured with error. We find that benchmark revisions do affect the performance of the non-linear model of the growth rate, and that the performance relative to a linear comparator deteriorates in real-time compared to a pseudo out-of-sample forecasting exercise.

The effect of adding stinging nettle (Urtica dioica) haylage to a total mixed ration on performance and rumen function of lactating dairy cows

In vitro studies found that inclusion of dried stinging nettle (Urtica dioica) at 100 mg/g dry matter (DM) increased the pH of a rumen fluid inoculated fermentation buffer by 30% and the effect was persistent for 7 days. Our objective was to evaluate the effects of adding stinging nettle haylage to a total mixed ration on feed intake, eating and rumination activity, rumen pH, milk yield, and milk composition of lactating dairy cows. Six lactating Holstein-Friesian cows were used in a replicated 3 × 3 Latin Square design experiment with 3 treatments and 3 week periods. Treatments were a control (C) high-starch (311 g/kg DM) total mixed ration diet and two treatment diets containing 50 (N5) and 100 (N10) g nettle haylage (DM/kg) as a replacement for ryegrass silage (Lolium perenne). There was an increase (linear, P < 0.010) in the proportion of large particles and a reduction in medium (linear, P = 0.045) and fine particles (linear, P = 0.026) in the diet offered with increasing nettle inclusion. A numerical decrease (linear, P = 0.106) in DM intake (DMI) was observed as nettle inclusion in the diet increased. Milk yield averaged 20.3 kg/day and was not affected by diet. There was a decrease (quadratic, P = 0.01) in the time animals spent ruminating as nettle inclusion in the diet increased, in spite of an increase in the number of boli produced daily for the N5 diet (quadratic, P = 0.031). Animals fed the N10 diet spent less time with a rumen pH below 5.5 (P < 0.05) than cows fed the N5 diet. Averaged over an 8.5 h sampling period, there were no changes in the concentration or proportions of acetate or propionate in the rumen, but feeding nettle haylage reduced the concentrations of n-butyrate (quadratic, P < 0.001), i-butyrate (linear, P < 0.009) and n-caproate (linear, P < 0.003). Milk and fat and protein corrected milk yield were not affected when nettles replaced ryegrass silage in the diet of lactating dairy cows, despite a numerical reduction in feed intake. Rumination activity was reduced by the addition of nettle haylage to the diet, which may reflect differences in fibre structure between the nettle haylage and ryegrass silage fed. Changes observed in rumen pH suggest potential benefits of feeding nettle haylage for reducing rumen acidosis. However, the extent to which these effects were due to the fermentability and structure of the nettle haylage compared to the ryegrass silage fed, or a bioactive component of the nettles, is not certain

Improving power and accuracy of genome-wide association studies via a multi-locus mixed linear model methodology

Genome-wide association studies (GWAS) have been widely used in genetic dissection of complex traits. However, common methods are all based on a fixed-SNP-effect mixed linear model (MLM) and single marker analysis, such as efficient mixed model analysis (EMMA). These methods require Bonferroni correction for multiple tests, which often is too conservative when the number of markers is extremely large. To address this concern, we proposed a random-SNP-effect MLM (RMLM) and a multi-locus RMLM (MRMLM) for GWAS. The RMLM simply treats the SNP-effect as random, but it allows a modified Bonferroni correction to be used to calculate the threshold p value for significance tests. The MRMLM is a multi-locus model including markers selected from the RMLM method with a less stringent selection criterion. Due to the multi-locus nature, no multiple test correction is needed. Simulation studies show that the MRMLM is more powerful in QTN detection and more accurate in QTN effect estimation than the RMLM, which in turn is more powerful and accurate than the EMMA. To demonstrate the new methods, we analyzed six flowering time related traits in Arabidopsis thaliana and detected more genes than previous reported using the EMMA. Therefore, the MRMLM provides an alternative for multi-locus GWAS.

Mitochondrial sequence data and Dipsacales phylogeny: Mixed models, partitioned Bayesian analyses, and model selection

Phylogenetic analyses of chloroplast DNA sequences, morphology, and combined data have provided consistent support for many of the major branches within the angiosperm, clade Dipsacales. Here we use sequences from three mitochondrial loci to test the existing broad scale phylogeny and in an attempt to resolve several relationships that have remained uncertain. Parsimony, maximum likelihood, and Bayesian analyses of a combined mitochondrial data set recover trees broadly consistent with previous studies, although resolution and support are lower than in the largest chloroplast analyses. Combining chloroplast and mitochondrial data results in a generally well-resolved and very strongly supported topology but the previously recognized problem areas remain. To investigate why these relationships have been difficult to resolve we conducted a series of experiments using different data partitions and heterogeneous substitution models. Usually more complex modeling schemes are favored regardless of the partitions recognized but model choice had little effect on topology or support values. In contrast there are consistent but weakly supported differences in the topologies recovered from coding and non-coding matrices. These conflicts directly correspond to relationships that were poorly resolved in analyses of the full combined chloroplast-mitochondrial data set. We suggest incongruent signal has contributed to our inability to confidently resolve these problem areas. (c) 2007 Elsevier Inc. All rights reserved.

Local influence for Student-t partially linear models

In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved

Detecting Major Genes Controlling Robustness of Chicken Body Weight Using Double Generalized Linear Models

Detecting both the majors genes that control the phenotypic mean and those controlling phenotypic variance has been raised in quantitative trait loci analysis. In order to mapping both kinds of genes, we applied the idea of the classic Haley-Knott regression to double generalized linear models. We performed both kinds of quantitative trait loci detection for a Red Jungle Fowl x White Leghorn F2 intercross using double generalized linear models. It is shown that double generalized linear model is a proper and efficient approach for localizing variance-controlling genes. We compared two models with or without fixed sex effect and prefer including the sex effect in order to reduce the residual variances. We found that different genes might take effect on the body weight at different time as the chicken grows.

Effect of a heat-treatment on the linear dimensional change of a hard chairside reline resin

Statement of problem. Little data are available regarding the effect of heat-treatments on the dimensional stability of hard chairside reline resins. Purpose. The objective of this in vitro study was to evaluate whether a heat-treatment improves the dimensional stability of the reline resin Duraliner II and to compare the linear dimensional changes of this material with the heat-polymerized acrylic resin Lucitone 550. Material and methods. The materials were mixed according to the manufacturer's instructions and packed into a stainless steel split mold (50.0 mm diameter and 0.5 mm thickness) with reference points (A, B, C, and D). Duraliner II specimens were polymerized for 12 minutes in water at 37°C and bench cooled to room temperature before being removed from the mold. Twelve specimens were made and divided into 2 groups: group 1 specimens (n=6) were left untreated, and group 2 specimens (n=6) were submitted to a heat-treatment in a water bath at 55°C for 10 minutes and then bench cooled to room temperature. The 6 Lucitone specimens (control group) were polymerized in a water bath for 9 hours at 71°C. The specimens were removed after the mold reached the room temperature. A Nikon optical comparator was used to measure the distances between the reference points (AB and CD) on the stainless steel mold (baseline readings) and on the specimens to the nearest 0.001 mm. Measurements were made after processing and after the specimens had been stored in distilled water at 37°C for 8 different periods of time. Data were subjected to analysis of variance with repeated measures, followed by Tukey's multiple comparison test (P<.05). Results. All specimens exhibited shrinkage after processing (control, -0.41%; group 1, -0.26%; and group 2, -0.51%). Group 1 specimens showed greater shrinkage (-1.23%) than the control (-0.23%) and group 2 (-0.81%) specimens after 60 days of storage in water (P<.05). Conclusion. Within the limitations of this study, a significant improvement of the long-term dimensional stability of the Duraliner II reline resin was observed when the specimens were heat-treated. However, the shrinkage remained considerably higher than the denture base resin Lucitone 550. Copyright © 2002 by The Editorial Council of The Journal of Prosthetic Dentistry.

Bilevel approach for optimal location and contract pricing of distributed generation in radial distribution systems using mixed-integer linear programming

In this study, a novel approach for the optimal location and contract pricing of distributed generation (DG) is presented. Such an approach is designed for a market environment in which the distribution company (DisCo) can buy energy either from the wholesale energy market or from the DG units within its network. The location and contract pricing of DG is determined by the interaction between the DisCo and the owner of the distributed generators. The DisCo intends to minimise the payments incurred in meeting the expected demand, whereas the owner of the DG intends to maximise the profits obtained from the energy sold to the DisCo. This two-agent relationship is modelled in a bilevel scheme. The upper-level optimisation is for determining the allocation and contract prices of the DG units, whereas the lower-level optimisation is for modelling the reaction of the DisCo. The bilevel programming problem is turned into an equivalent single-level mixed-integer linear optimisation problem using duality properties, which is then solved using commercially available software. Results show the robustness and efficiency of the proposed model compared with other existing models. As regards to contract pricing, the proposed approach allowed to find better solutions than those reported in previous works. © The Institution of Engineering and Technology 2013.

Method validation using weighted linear regression models for quantification of UV filters in water samples

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Assessment of variance components in nonlinear mixed-effects elliptical models

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

Influence diagnostics for elliptical semiparametric mixed models

In this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.

Degree of multicollinearity and variables involved in linear dependence in additive-dominant models

The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567), yearling weight (n=58,124), and scrotal circumference (n=20,371) of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF) and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM) included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R) included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.

Mixed Mode Fracture Behaviour of Piezoelectric Materials

Piezoelectrics present an interactive electromechanical behaviour that, especially in recent years, has generated much interest since it renders these materials adapt for use in a variety of electronic and industrial applications like sensors, actuators, transducers, smart structures. Both mechanical and electric loads are generally applied on these devices and can cause high concentrations of stress, particularly in proximity of defects or inhomogeneities, such as flaws, cavities or included particles. A thorough understanding of their fracture behaviour is crucial in order to improve their performances and avoid unexpected failures. Therefore, a considerable number of research works have addressed this topic in the last decades. Most of the theoretical studies on this subject find their analytical background in the complex variable formulation of plane anisotropic elasticity. This theoretical approach bases its main origins in the pioneering works of Muskelishvili and Lekhnitskii who obtained the solution of the elastic problem in terms of independent analytic functions of complex variables. In the present work, the expressions of stresses and elastic and electric displacements are obtained as functions of complex potentials through an analytical formulation which is the application to the piezoelectric static case of an approach introduced for orthotropic materials to solve elastodynamics problems. This method can be considered an alternative to other formalisms currently used, like the Stroh’s formalism. The equilibrium equations are reduced to a first order system involving a six-dimensional vector field. After that, a similarity transformation is induced to reach three independent Cauchy-Riemann systems, so justifying the introduction of the complex variable notation. Closed form expressions of near tip stress and displacement fields are therefore obtained. In the theoretical study of cracked piezoelectric bodies, the issue of assigning consistent electric boundary conditions on the crack faces is of central importance and has been addressed by many researchers. Three different boundary conditions are commonly accepted in literature: the permeable, the impermeable and the semipermeable (“exact”) crack model. This thesis takes into considerations all the three models, comparing the results obtained and analysing the effects of the boundary condition choice on the solution. The influence of load biaxiality and of the application of a remote electric field has been studied, pointing out that both can affect to a various extent the stress fields and the angle of initial crack extension, especially when non-singular terms are retained in the expressions of the electro-elastic solution. Furthermore, two different fracture criteria are applied to the piezoelectric case, and their outcomes are compared and discussed. The work is organized as follows: Chapter 1 briefly introduces the fundamental concepts of Fracture Mechanics. Chapter 2 describes plane elasticity formalisms for an anisotropic continuum (Eshelby-Read-Shockley and Stroh) and introduces for the simplified orthotropic case the alternative formalism we want to propose. Chapter 3 outlines the Linear Theory of Piezoelectricity, its basic relations and electro-elastic equations. Chapter 4 introduces the proposed method for obtaining the expressions of stresses and elastic and electric displacements, given as functions of complex potentials. The solution is obtained in close form and non-singular terms are retained as well. Chapter 5 presents several numerical applications aimed at estimating the effect of load biaxiality, electric field, considered permittivity of the crack. Through the application of fracture criteria the influence of the above listed conditions on the response of the system and in particular on the direction of crack branching is thoroughly discussed.

Effect sizes and standardization in neighbourhood models of forest stands: potential biases and misinterpretations

Effects of conspecific neighbours on survival and growth of trees have been found to be related to species abundance. Both positive and negative relationships may explain observed abundance patterns. Surprisingly, it is rarely tested whether such relationships could be biased or even spurious due to transforming neighbourhood variables or influences of spatial aggregation, distance decay of neighbour effects and standardization of effect sizes. To investigate potential biases, communities of 20 identical species were simulated with log-series abundances but without species-specific interactions. No relationship of conspecific neighbour effects on survival or growth with species abundance was expected. Survival and growth of individuals was simulated in random and aggregated spatial patterns using no, linear, or squared distance decay of neighbour effects. Regression coefficients of statistical neighbourhood models were unbiased and unrelated to species abundance. However, variation in the number of conspecific neighbours was positively or negatively related to species abundance depending on transformations of neighbourhood variables, spatial pattern and distance decay. Consequently, effect sizes and standardized regression coefficients, often used in model fitting across large numbers of species, were also positively or negatively related to species abundance depending on transformation of neighbourhood variables, spatial pattern and distance decay. Tests using randomized tree positions and identities provide the best benchmarks by which to critically evaluate relationships of effect sizes or standardized regression coefficients with tree species abundance. This will better guard against potential misinterpretations.