Bayesian estimation and selection of nonlinear vector error correction models: The case of the sugar-ethanol-oil nexus in Brazil

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest that the long-run drivers of Brazilian sugar prices are oil prices and that there are nonlinearities in the adjustment processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices.

Plant species and functional group effects on abiotic and microbial soil properties and plant-soil feedback responses in two grasslands

1 Plant species differ in their capacity to influence soil organic matter, soil nutrient availability and the composition of soil microbial communities. Their influences on soil properties result in net positive or negative feedback effects, which influence plant performance and plant community composition. 2 For two grassland systems, one on a sandy soil in the Netherlands and one on a chalk soil in the United Kingdom, we investigated how individual plant species grown in monocultures changed abiotic and biotic soil conditions. Then, we determined feedback effects of these soils to plants of the same or different species. Feedback effects were analysed at the level of plant species and plant taxonomic groups (grasses vs. forbs). 3 In the sandy soils, plant species differed in their effects on soil chemical properties, in particular potassium levels, but PLFA (phospholipid fatty acid) signatures of the soil microbial community did not differ between plant species. The effects of soil chemical properties were even greater when grasses and forbs were compared, especially because potassium levels were lower in grass monocultures. 4 In the chalk soil, there were no effects of plant species on soil chemical properties, but PLFA profiles differed significantly between soils from different monocultures. PLFA profiles differed between species, rather than between grasses and forbs. 5 In the feedback experiment, all plant species in sandy soils grew less vigorously in soils conditioned by grasses than in soils conditioned by forbs. These effects correlated significantly with soil chemical properties. None of the seven plant species showed significant differences between performance in soil conditioned by the same vs. other plant species. 6 In the chalk soil, Sanguisorba minor and in particular Briza media performed best in soil collected from conspecifics, while Bromus erectus performed best in soil from heterospecifics. There was no distinctive pattern between soils collected from forb and grass monocultures, and plant performance could not be related to soil chemical properties or PLFA signatures. 7 Our study shows that mechanisms of plant-soil feedback can depend on plant species, plant taxonomic (or functional) groups and site-specific differences in abiotic and biotic soil properties. Understanding how plant species can influence their rhizosphere, and how other plant species respond to these changes, will greatly enhance our understanding of the functioning and stability of ecosystems.

The effects of environmental perturbation and measurement error on estimates of the shape parameter in the theta-logistic model of population regulation

The theta-logistic is a widely used generalisation of the logistic model of regulated biological processes which is used in particular to model population regulation. Then the parameter theta gives the shape of the relationship between per-capita population growth rate and population size. Estimation of theta from population counts is however subject to bias, particularly when there are measurement errors. Here we identify factors disposing towards accurate estimation of theta by simulation of populations regulated according to the theta-logistic model. Factors investigated were measurement error, environmental perturbation and length of time series. Large measurement errors bias estimates of theta towards zero. Where estimated theta is close to zero, the estimated annual return rate may help resolve whether this is due to bias. Environmental perturbations help yield unbiased estimates of theta. Where environmental perturbations are large, estimates of theta are likely to be reliable even when measurement errors are also large. By contrast where the environment is relatively constant, unbiased estimates of theta can only be obtained if populations are counted precisely Our results have practical conclusions for the design of long-term population surveys. Estimation of the precision of population counts would be valuable, and could be achieved in practice by repeating counts in at least some years. Increasing the length of time series beyond ten or 20 years yields only small benefits. if populations are measured with appropriate accuracy, given the level of environmental perturbation, unbiased estimates can be obtained from relatively short censuses. These conclusions are optimistic for estimation of theta. (C) 2008 Elsevier B.V All rights reserved.

Revisiting Youden's index as a useful measure of the misclassification error in meta-analysis of diagnostic studies

The paper considers meta-analysis of diagnostic studies that use a continuous Score for classification of study participants into healthy, or diseased groups. Classification is often done on the basis of a threshold or cut-off value, which might vary between Studies. Consequently, conventional meta-analysis methodology focusing solely on separate analysis of sensitivity and specificity might he confounded by a potentially unknown variation of the cut-off Value. To cope with this phenomena it is suggested to use, instead an overall estimate of the misclassification error previously suggested and used as Youden's index and; furthermore, it is argued that this index is less prone to between-study variation of cut-off values. A simple Mantel-Haenszel estimator as a summary measure of the overall misclassification error is suggested, which adjusts for a potential study effect. The measure of the misclassification error based on Youden's index is advantageous in that it easily allows an extension to a likelihood approach, which is then able to cope with unobserved heterogeneity via a nonparametric mixture model. All methods are illustrated at hand of an example on a diagnostic meta-analysis on duplex doppler ultrasound, with angiography as the standard for stroke prevention.

The reproductive response of rams to thyroidectomy: mediation by impaired inhibin feedback rather than a change in LH pulsatility

A series of experiments was conducted to examine the mechanism by which removal of the thyroid glands in seasonally suppressed rams brings about rapid testicular growth. In the first experiment, thyroidectomy at the nadir of the testicular cycle (late winter) initiated testis growth without any detectable change in the extent of spermatogenesis compared with sham-operated controls. The serum concentration of FSH, but not LH, was also markedly increased by thyroidectomy. In the second experiment, serum FSH concentration was again increased by thyroidectomy in late winter but there was no effect of thyroidectomy on LH concentration, LH pulses (measured in frequent blood samples) or testosterone concentration. Furthermore, there was no evidence of a change in central dopaminergic inhibition of GnRH, as measured by the pulsatile LH response to an i.m. injection of the dopaminergic D-2 agonist bromocriptine or antagonist sulpiride. The rapid increase in FSH concentration occurred despite a markedly increased serum inhibin A concentration in thyroidectomized rams. Therefore, the efficacy of inhibin feedback was examined by testing the FSH-suppressive effect of an inhibin preparation (5 ml charcoal-stripped bovine follicular fluid i.v.) in long-term thyroidectomized and thyroid intact castrated rams. Bovine follicular fluid suppressed FSH concentrations in control rams as expected but in marked contrast, was completely without effect in thyroidectomized animals. In castrated rams, the FSH concentration was only marginally increased by thyroidectomy, indicating that there is a major component of the mediation of the effects of thyroidectomy that is testicular in origin. It was concluded that a reduction in the ability of endogenous inhibin to inhibit FSH release at the pituitary, rather than a hypothalamic mechanism, is the primary cause of the stimulation of testis growth by thyroidectomy.

Web-based occupant feedback for building energy management systems using fuzzy logic

This paper describes the development and validation of a novel web-based interface for the gathering of feedback from building occupants about their environmental discomfort including signs of Sick Building Syndrome (SBS). The gathering of such feedback may enable better targeting of environmental discomfort down to the individual as well as the early detection and subsequently resolution by building services of more complex issues such as SBS. The occupant's discomfort is interpreted and converted to air-conditioning system set points using Fuzzy Logic. Experimental results from a multi-zone air-conditioning test rig have been included in this paper.

Variable step LMS algorithm using the accumulated instantaneous error concept

The convergence speed of the standard Least Mean Square adaptive array may be degraded in mobile communication environments. Different conventional variable step size LMS algorithms were proposed to enhance the convergence speed while maintaining low steady state error. In this paper, a new variable step LMS algorithm, using the accumulated instantaneous error concept is proposed. In the proposed algorithm, the accumulated instantaneous error is used to update the step size parameter of standard LMS is varied. Simulation results show that the proposed algorithm is simpler and yields better performance than conventional variable step LMS.

Bode's maximum available feedback and phase margin

'Maximum Available Feedback' is Bode's term for the highest possible loop gain over a given bandwidth, with specified stability margins, in a single loop feedback system. His work using asymptotic analysis allowed Bode to develop a methodology for achieving this. However, the actual system performance differs from that specified, due to the use of asymptotic approximations, and the author[2] has described how, for instance, the actual phase margin is often much lower than required when the bandwidth is high, and proposed novel modifications to the asymptotes to address the issue. This paper gives some new analysis of such systems, showing that the method also contravenes Bode's definition of phase margin, and shows how the author's modifications can be used for different amounts of bandwidth.

Stabilizing swarm intelligence search via positive feedback resource allocation

A novel Swarm Intelligence method for best-fit search, Stochastic Diffusion Search, is presented capable of rapid location of the optimal solution in the search space. Population based search mechanisms employed by Swarm Intelligence methods can suffer lack of convergence resulting in ill defined stopping criteria and loss of the best solution. Conversely, as a result of its resource allocation mechanism, the solutions SDS discovers enjoy excellent stability.

Predictive control using feedback linearization based on dynamic neural models

This paper presents a hybrid control strategy integrating dynamic neural networks and feedback linearization into a predictive control scheme. Feedback linearization is an important nonlinear control technique which transforms a nonlinear system into a linear system using nonlinear transformations and a model of the plant. In this work, empirical models based on dynamic neural networks have been employed. Dynamic neural networks are mathematical structures described by differential equations, which can be trained to approximate general nonlinear systems. A case study based on a mixing process is presented.

Exact error estimates and optimal randomized algorithms for integration

Exact error estimates for evaluating multi-dimensional integrals are considered. An estimate is called exact if the rates of convergence for the low- and upper-bound estimate coincide. The algorithm with such an exact rate is called optimal. Such an algorithm has an unimprovable rate of convergence. The problem of existing exact estimates and optimal algorithms is discussed for some functional spaces that define the regularity of the integrand. Important for practical computations data classes are considered: classes of functions with bounded derivatives and Holder type conditions. The aim of the paper is to analyze the performance of two optimal classes of algorithms: deterministic and randomized for computing multidimensional integrals. It is also shown how the smoothness of the integrand can be exploited to construct better randomized algorithms.

An optical force-feedback microphone for sensing biophotonics related photoacoustic and photo-thermal phenomena [poster]

We discuss a novel approach to the development of an ultrasonic optical force-feedback measurement microphone suitable for observing biophotonic related photoacoustic and photothermal phenomena at high modulation frequencies and spatial resolution.

Bringing the target to the cursor: proxy targets for older adults

Studies in the literature have proposed techniques to facilitate pointing in graphical user interfaces through the use of proxy targets. Proxy targets effectively bring the target to the cursor, thereby reducing the distance that the cursor must travel. This paper describes a study which aims to provide an initial understanding of how older adults respond to proxy targets, and compares older with younger users. We found that users in both age groups adjusted to the proxy targets without difficulty, and there was no indication in the cursor trajectories that users were confused about which target, i.e. the original versus the proxy, was to be selected. In terms of times, preliminary results show that for younger users, proxies did not provide any benefits over direct selection, while for older users, times were increased with proxy targets. A full analysis of the movement times, error rates, throughput and subjective feedback is currently underway.