Analysis of the claims data of a life insurance portfolio

Mestrado em Ciências Actuariais

Calibration of the maximum carboxylation velocity (Vcmax) using data mining techniques and ecophysiological data from the Brazilian Semiarid region, for use in Dynamic Global Vegetation Models.

The semiarid region of northeastern Brazil, the Caatinga, is extremely important due to its biodiversity and endemism. Measurements of plant physiology are crucial to the calibration of Dynamic Global Vegetation Models (DGVMs) that are currently used to simulate the responses of vegetation in face of global changes. In a field work realized in an area of preserved Caatinga forest located in Petrolina, Pernambuco, measurements of carbon assimilation (in response to light and CO2) were performed on 11 individuals of Poincianella microphylla, a native species that is abundant in this region. These data were used to calibrate the maximum carboxylation velocity (Vcmax) used in the INLAND model. The calibration techniques used were Multiple Linear Regression (MLR), and data mining techniques as the Classification And Regression Tree (CART) and K-MEANS. The results were compared to the UNCALIBRATED model. It was found that simulated Gross Primary Productivity (GPP) reached 72% of observed GPP when using the calibrated Vcmax values, whereas the UNCALIBRATED approach accounted for 42% of observed GPP. Thus, this work shows the benefits of calibrating DGVMs using field ecophysiological measurements, especially in areas where field data is scarce or non-existent, such as in the Caatinga

Preharvest factors affecting quality and antioxidant levels on Abate Fétel pears: study of superficial scald with a multivariate statistical approach and neural networks

There are only a few insights concerning the influence that agronomic and management variability may have on superficial scald (SS) in pears. Abate Fétel pears were picked during three seasons (2018, 2019 and 2020) from thirty commercial orchards in the Emilia Romagna region, Italy. Using a multivariate statistical approach, high heterogeneity between farms for SS development after cold storage with regular atmosphere was demonstrated. Indeed, some factors seem to affect SS in all growing seasons: high yields, soil texture, improper irrigation and Nitrogen management, use of plant growth regulators, late harvest, precipitations, Calcium and cow manure, presence of nets, orchard age, training system and rootstock. Afterwards, we explored the spatio/temporal variability of fruit attributes in two pear orchards. Environmental and physiological spatial variables were recorded by a portable RTK GPS. High spatial variability of the SS index was observed. Through a geostatistical approach, some characteristics, including soil electrical conductivity and fruit size, have been shown to be negatively correlated with SS. Moreover, regression tree analyses were applied suggesting the presence of threshold values of antioxidant capacity, total phenolic content, and acidity against SS. High pulp firmness and IAD values before storage, denoting a more immature fruit, appeared to be correlated with low SS. Finally, a convolution neural networks (CNN) was tested to detect SS and the starch pattern index (SPI) in pears for portable device applications. Preliminary statistics showed that the model for SS had low accuracy but good precision, and the CNN for SPI denoted good performances compared to the Ctifl and Laimburg scales. The major conclusion is that Abate Fétel pears can potentially be stored in different cold rooms, according to their origin and quality features, ensuring the best fruit quality for the final consumers. These results might lead to a substantial improvement in the Italian pear industry.

Towards greater accuracy in individual-tree mortality regression

Background mortality is an essential component of any forest growth and yield model. Forecasts of mortality contribute largely to the variability and accuracy of model predictions at the tree, stand and forest level. In the present study, I implement and evaluate state-of-the-art techniques to increase the accuracy of individual tree mortality models, similar to those used in many of the current variants of the Forest Vegetation Simulator, using data from North Idaho and Montana. The first technique addresses methods to correct for bias induced by measurement error typically present in competition variables. The second implements survival regression and evaluates its performance against the traditional logistic regression approach. I selected the regression calibration (RC) algorithm as a good candidate for addressing the measurement error problem. Two logistic regression models for each species were fitted, one ignoring the measurement error, which is the “naïve” approach, and the other applying RC. The models fitted with RC outperformed the naïve models in terms of discrimination when the competition variable was found to be statistically significant. The effect of RC was more obvious where measurement error variance was large and for more shade-intolerant species. The process of model fitting and variable selection revealed that past emphasis on DBH as a predictor variable for mortality, while producing models with strong metrics of fit, may make models less generalizable. The evaluation of the error variance estimator developed by Stage and Wykoff (1998), and core to the implementation of RC, in different spatial patterns and diameter distributions, revealed that the Stage and Wykoff estimate notably overestimated the true variance in all simulated stands, but those that are clustered. Results show a systematic bias even when all the assumptions made by the authors are guaranteed. I argue that this is the result of the Poisson-based estimate ignoring the overlapping area of potential plots around a tree. Effects, especially in the application phase, of the variance estimate justify suggested future efforts of improving the accuracy of the variance estimate. The second technique implemented and evaluated is a survival regression model that accounts for the time dependent nature of variables, such as diameter and competition variables, and the interval-censored nature of data collected from remeasured plots. The performance of the model is compared with the traditional logistic regression model as a tool to predict individual tree mortality. Validation of both approaches shows that the survival regression approach discriminates better between dead and alive trees for all species. In conclusion, I showed that the proposed techniques do increase the accuracy of individual tree mortality models, and are a promising first step towards the next generation of background mortality models. I have also identified the next steps to undertake in order to advance mortality models further.

WOOD DENSITY VARIATION AND TREE RING DEMARCATION IN Gmelina arborea TREES USING X-RAY DENSITOMETRY

Due to its relationship with other properties, wood density is the main wood quality parameter. Modern, accurate methods - such as X-ray densitometry - are applied to determine the spatial distribution of density in wood sections and to evaluate wood quality. The objectives of this study were to determinate the influence of growing conditions on wood density variation and tree ring demarcation of gmelina trees from fast growing plantations in Costa Rica. The wood density was determined by X-ray densitometry method. Wood samples were cut from gmelina trees and were exposed to low X-rays. The radiographic films were developed and scanned using a 256 gray scale with 1000 dpi resolution and the wood density was determined by CRAD and CERD software. The results showed tree-ring boundaries were distinctly delimited in trees growing in site with rainfall lower than 25 10 mm/year. It was demonstrated that tree age, climatic conditions and management of plantation affects wood density and its variability. The specific effect of variables on wood density was quantified by for multiple regression method. It was determined that tree year explained 25.8% of the total variation of density and 19.9% were caused by climatic condition where the tree growing. Wood density was less affected by the intensity of forest management with 5.9% of total variation.

Different Approaches for Modeling Grouped Survival Data: A Mango Tree Study

Interval-censored survival data, in which the event of interest is not observed exactly but is only known to occur within some time interval, occur very frequently. In some situations, event times might be censored into different, possibly overlapping intervals of variable widths; however, in other situations, information is available for all units at the same observed visit time. In the latter cases, interval-censored data are termed grouped survival data. Here we present alternative approaches for analyzing interval-censored data. We illustrate these techniques using a survival data set involving mango tree lifetimes. This study is an example of grouped survival data.

Pollen abortion rates, nitrogen dioxide by passive diffusive tubes and bioaccumulation in tree barks are effective in the characterization of air pollution

This study aims to evaluate the feasibility of using simple techniques - pollen abortion rates, passive diffusive tubes (NO(2)) and trace element accumulation in tree barks - when determining the area of influence of pollution emissions produced in a traffic corridor. Measurements were performed at 0, 60 and 120 meters from a major road with high vehicular traffic, taking advantage of a sharp gradient that exists between the road and a cemetery. NO(2) values and trace elements measured at 0 meters were significantly higher than those measured at more distant points. Al, S. Cl, V. Fe, Cu, and Zn exhibited a higher concentration in tree barks at the vicinity of the traffic corridor. The same pattern was observed for the pollen abortion rates measured at the three different sites. Our data suggests that simple techniques may be applied either to validate dispersion land-based models in an urban settings or, alternatively, to provide better spatial resolution to air pollution exposure when high-resolution pollution monitoring data are not available. (C) 2011 Elsevier B.V. All rights reserved.

Stochastic structure and individual-tree growth models

The majority of past and current individual-tree growth modelling methodologies have failed to characterise and incorporate structured stochastic components. Rather, they have relied on deterministic predictions or have added an unstructured random component to predictions. In particular, spatial stochastic structure has been neglected, despite being present in most applications of individual-tree growth models. Spatial stochastic structure (also called spatial dependence or spatial autocorrelation) eventuates when spatial influences such as competition and micro-site effects are not fully captured in models. Temporal stochastic structure (also called temporal dependence or temporal autocorrelation) eventuates when a sequence of measurements is taken on an individual-tree over time, and variables explaining temporal variation in these measurements are not included in the model. Nested stochastic structure eventuates when measurements are combined across sampling units and differences among the sampling units are not fully captured in the model. This review examines spatial, temporal, and nested stochastic structure and instances where each has been characterised in the forest biometry and statistical literature. Methodologies for incorporating stochastic structure in growth model estimation and prediction are described. Benefits from incorporation of stochastic structure include valid statistical inference, improved estimation efficiency, and more realistic and theoretically sound predictions. It is proposed in this review that individual-tree modelling methodologies need to characterise and include structured stochasticity. Possibilities for future research are discussed. (C) 2001 Elsevier Science B.V. All rights reserved.

3D-2D image registration by nonlinear regression

We propose a 3D-2D image registration method that relates image features of 2D projection images to the transformation parameters of the 3D image by nonlinear regression. The method is compared with a conventional registration method based on iterative optimization. For evaluation, simulated X-ray images (DRRs) were generated from coronary artery tree models derived from 3D CTA scans. Registration of nine vessel trees was performed, and the alignment quality was measured by the mean target registration error (mTRE). The regression approach was shown to be slightly less accurate, but much more robust than the method based on an iterative optimization approach.

Predicting positive food challenges in children sensitised to peanuts/tree nuts.

BACKGROUND: Children with atopic diseases in early life are frequently found with positive IgE tests to peanuts/tree nuts without a history of previous ingestion. We aimed to identify risk factors for reactions to nuts at first introduction. METHODS: A retrospective case-note and database analysis was performed. Recruitment criteria were: patients aged 3-16 yr who had a standardized food challenge to peanut and/or tree nuts due to sensitisation to the peanut/tree nut (positive spIgE or SPT) without previous consumption. A detailed assessment was performed of factors relating to food challenge outcome with univariate and multivariate logistic regression analysis. RESULTS: There were 98 food challenges (47 peanut, 51 tree nut) with 29 positive, 67 negative and 2 inconclusive outcomes. A positive maternal history of allergy and a specific IgE >5 kU/l were strongly associated with a significantly increased risk of a positive food challenge (OR 3.73; 95% CI 1.31-10.59; p = 0.013 and OR 3.35; 95% CI 1.23-9.11; p = 0.007, respectively). Adjusting for age, a three year-old with these criteria has a 67% probability of a positive challenge. There was no significant association between types of peanut/tree nut, other food allergies, atopic conditions or severity of previous food reactions and positive challenges. CONCLUSIONS: We have demonstrated an association between the presence of maternal atopic history and a specific IgE >5 kU/l, with a significant increase in the likelihood of a positive food challenge. Although requiring further prospective validation these easily identifiable components should be considered when deciding the need for a challenge.

Combining probabilistic land-use change and tree population dynamics modelling to simulate responses in mountain forests

Altitudinal tree lines are mainly constrained by temperature, but can also be influenced by factors such as human activity, particularly in the European Alps, where centuries of agricultural use have affected the tree-line. Over the last decades this trend has been reversed due to changing agricultural practices and land-abandonment. We aimed to combine a statistical land-abandonment model with a forest dynamics model, to take into account the combined effects of climate and human land-use on the Alpine tree-line in Switzerland. Land-abandonment probability was expressed by a logistic regression function of degree-day sum, distance from forest edge, soil stoniness, slope, proportion of employees in the secondary and tertiary sectors, proportion of commuters and proportion of full-time farms. This was implemented in the TreeMig spatio-temporal forest model. Distance from forest edge and degree-day sum vary through feed-back from the dynamics part of TreeMig and climate change scenarios, while the other variables remain constant for each grid cell over time. The new model, TreeMig-LAb, was tested on theoretical landscapes, where the variables in the land-abandonment model were varied one by one. This confirmed the strong influence of distance from forest and slope on the abandonment probability. Degree-day sum has a more complex role, with opposite influences on land-abandonment and forest growth. TreeMig-LAb was also applied to a case study area in the Upper Engadine (Swiss Alps), along with a model where abandonment probability was a constant. Two scenarios were used: natural succession only (100% probability) and a probability of abandonment based on past transition proportions in that area (2.1% per decade). The former showed new forest growing in all but the highest-altitude locations. The latter was more realistic as to numbers of newly forested cells, but their location was random and the resulting landscape heterogeneous. Using the logistic regression model gave results consistent with observed patterns of land-abandonment: existing forests expanded and gaps closed, leading to an increasingly homogeneous landscape.

Multiscale determinants of tree frog (Hyla arborea L.) calling ponds in western Switzerland

A tree frog (Hyla arborea L., 1758) metapopulation in western Switzerland was studied during spring 2001. All potential calling ponds in an area of 350 km(2) were searched for tree frog calling males. Twenty-nine out of 111 ponds sheltered between 1 and 250 callers. Most ponds were occupied by less than 12 males. Pond parameters were measured at three different levels using field analysis and a Geographical Information System (GIS). The first level was water chemistry and pond-associated measures. The second level was the surrounding land use in a 30 m buffer around the pond. The third level consisted of landscape indices on a broader scale (up to 2 km). Logistic regression was applied to identify parameters that can predict the presence of calling males in a pond. Response variable was the presence or absence of callers. Four significant parameters allowed us to explain about 40% of the total deviance of the observed occupational pattern. Urbanization around the pond had a highly negative impact on the probability of presence of calling males. Hours of direct sunlight on the pond was positively correlated with callers. Higher water conductivity was associated with a lesser probability of species presence. Finally, the further the closest two-lane road, the higher the probability of callers presence. Our results show that presence or absence of callers is influenced by factors acting at various geographical scales.

Molecular Proxies for Climate Maladaptation in a Long-Lived Tree (Pinus pinaster Aiton, Pinaceae).

Understanding adaptive genetic responses to climate change is a main challenge for preserving biological diversity. Successful predictive models for climate-driven range shifts of species depend on the integration of information on adaptation, including that derived from genomic studies. Long-lived forest trees can experience substantial environmental change across generations, which results in a much more prominent adaptation lag than in annual species. Here, we show that candidate-gene SNPs (single nucleotide polymorphisms) can be used as predictors of maladaptation to climate in maritime pine (Pinus pinaster Aiton), an outcrossing long-lived keystone tree. A set of 18 SNPs potentially associated with climate, 5 of them involving amino acid-changing variants, were retained after performing logistic regression, latent factor mixed models, and Bayesian analyses of SNP-climate correlations. These relationships identified temperature as an important adaptive driver in maritime pine and highlighted that selective forces are operating differentially in geographically discrete gene pools. The frequency of the locally advantageous alleles at these selected loci was strongly correlated with survival in a common garden under extreme (hot and dry) climate conditions, which suggests that candidate-gene SNPs can be used to forecast the likely destiny of natural forest ecosystems under climate change scenarios. Differential levels of forest decline are anticipated for distinct maritime pine gene pools. Geographically defined molecular proxies for climate adaptation will thus critically enhance the predictive power of range-shift models and help establish mitigation measures for long-lived keystone forest trees in the face of impending climate change.

Leaf area estimatites of custard apple tree progenies

Leaf area measurements are required in several agronomical studies. Usually, there is an interest for measurement methods that are simple, quick and that will not destroy the leaf. The objectives of this work were to evaluate leaf area (y), length (l) and width (w) of 20 half-sibling progenies of custard apple tree (Annona squamosa L.), and to fit regression equations of the type y = a + bx, where x = l.w, that will allow y to be estimated based on l and w. The experiment was conducted as random blocks with five replicates and four plants per plot. Five mature leaves were randomly collected from each plant. Leaf area was measured with an automatic measuring device and leaf dimensions were determined with a ruler. All values of b were different from zero. Differences occurred only in 11% of the 190 possible comparison pairs between progenies, with regard to the estimates of b. No differences were observed between progenies with respect to leaf length, width and area. In view of this fact, the equation y = 0.72 x (R² = 0.77) was fitted for all progenies.

Estimating 750 years of temperature variations and uncertainties in the Pyrenees by tree-ring reconstructions and climate simulations.

Past temperature variations are usually inferred from proxy data or estimated using general circulation models. Comparisons between climate estimations derived from proxy records and from model simulations help to better understand mechanisms driving climate variations, and also offer the possibility to identify deficiencies in both approaches. This paper presents regional temperature reconstructions based on tree-ring maximum density series in the Pyrenees, and compares them with the output of global simulations for this region and with regional climate model simulations conducted for the target region. An ensemble of 24 reconstructions of May-to-September regional mean temperature was derived from 22 maximum density tree-ring site chronologies distributed over the larger Pyrenees area. Four different tree-ring series standardization procedures were applied, combining two detrending methods: 300-yr spline and the regional curve standardization (RCS). Additionally, different methodological variants for the regional chronology were generated by using three different aggregation methods. Calibration verification trials were performed in split periods and using two methods: regression and a simple variance matching. The resulting set of temperature reconstructions was compared with climate simulations performed with global (ECHO-G) and regional (MM5) climate models. The 24 variants of May-to-September temperature reconstructions reveal a generally coherent pattern of inter-annual to multi-centennial temperature variations in the Pyrenees region for the last 750 yr. However, some reconstructions display a marked positive trend for the entire length of the reconstruction, pointing out that the application of the RCS method to a suboptimal set of samples may lead to unreliable results. Climate model simulations agree with the tree-ring based reconstructions at multi-decadal time scales, suggesting solar variability and volcanism as the main factors controlling preindustrial mean temperature variations in the Pyrenees. Nevertheless, the comparison also highlights differences with the reconstructions, mainly in the amplitude of past temperature variations and in the 20th century trends. Neither proxy-based reconstructions nor model simulations are able to perfectly track the temperature variations of the instrumental record, suggesting that both approximations still need further improvements.