960 resultados para Multiple or Simultaneous Equation Models: Time-Series Models
Resumo:
Ecological succession provides a widely accepted description of seasonal changes in phytoplankton and mesozooplankton assemblages in the natural environment, but concurrent changes in smaller (i.e. microbes) and larger (i.e. macroplankton) organisms are not included in the model because plankton ranging from bacteria to jellies are seldom sampled and analyzed simultaneously. Here we studied, for the first time in the aquatic literature, the succession of marine plankton in the whole-plankton assemblage that spanned 5 orders of magnitude in size from microbes to macroplankton predators (not including fish or fish larvae, for which no consistent data were available). Samples were collected in the northwestern Mediterranean Sea (Bay of Villefranche) weekly during 10 months. Simultaneously collected samples were analyzed by flow cytometry, inverse microscopy, FlowCam, and ZooScan. The whole-plankton assemblage underwent sharp reorganizations that corresponded to bottom-up events of vertical mixing in the water-column, and its development was top-down controlled by large gelatinous filter feeders and predators. Based on the results provided by our novel whole-plankton assemblage approach, we propose a new comprehensive conceptual model of the annual plankton succession (i.e. whole plankton model) characterized by both stepwise stacking of four broad trophic communities from early spring through summer, which is a new concept, and progressive replacement of ecological plankton categories within the different trophic communities, as recognised traditionally.
Resumo:
For analysing financial time series two main opposing viewpoints exist, either capital markets are completely stochastic and therefore prices follow a random walk, or they are deterministic and consequently predictable. For each of these views a great variety of tools exist with which it can be tried to confirm the hypotheses. Unfortunately, these methods are not well suited for dealing with data characterised in part by both paradigms. This thesis investigates these two approaches in order to model the behaviour of financial time series. In the deterministic framework methods are used to characterise the dimensionality of embedded financial data. The stochastic approach includes here an estimation of the unconditioned and conditional return distributions using parametric, non- and semi-parametric density estimation techniques. Finally, it will be shown how elements from these two approaches could be combined to achieve a more realistic model for financial time series.
Resumo:
This thesis addresses the problem of information hiding in low dimensional digital data focussing on issues of privacy and security in Electronic Patient Health Records (EPHRs). The thesis proposes a new security protocol based on data hiding techniques for EPHRs. This thesis contends that embedding of sensitive patient information inside the EPHR is the most appropriate solution currently available to resolve the issues of security in EPHRs. Watermarking techniques are applied to one-dimensional time series data such as the electroencephalogram (EEG) to show that they add a level of confidence (in terms of privacy and security) in an individual’s diverse bio-profile (the digital fingerprint of an individual’s medical history), ensure belief that the data being analysed does indeed belong to the correct person, and also that it is not being accessed by unauthorised personnel. Embedding information inside single channel biomedical time series data is more difficult than the standard application for images due to the reduced redundancy. A data hiding approach which has an in built capability to protect against illegal data snooping is developed. The capability of this secure method is enhanced by embedding not just a single message but multiple messages into an example one-dimensional EEG signal. Embedding multiple messages of similar characteristics, for example identities of clinicians accessing the medical record helps in creating a log of access while embedding multiple messages of dissimilar characteristics into an EPHR enhances confidence in the use of the EPHR. The novel method of embedding multiple messages of both similar and dissimilar characteristics into a single channel EEG demonstrated in this thesis shows how this embedding of data boosts the implementation and use of the EPHR securely.
Resumo:
In the face of global population growth and the uneven distribution of water supply, a better knowledge of the spatial and temporal distribution of surface water resources is critical. Remote sensing provides a synoptic view of ongoing processes, which addresses the intricate nature of water surfaces and allows an assessment of the pressures placed on aquatic ecosystems. However, the main challenge in identifying water surfaces from remotely sensed data is the high variability of spectral signatures, both in space and time. In the last 10 years only a few operational methods have been proposed to map or monitor surface water at continental or global scale, and each of them show limitations. The objective of this study is to develop and demonstrate the adequacy of a generic multi-temporal and multi-spectral image analysis method to detect water surfaces automatically, and to monitor them in near-real-time. The proposed approach, based on a transformation of the RGB color space into HSV, provides dynamic information at the continental scale. The validation of the algorithm showed very few omission errors and no commission errors. It demonstrates the ability of the proposed algorithm to perform as effectively as human interpretation of the images. The validation of the permanent water surface product with an independent dataset derived from high resolution imagery, showed an accuracy of 91.5% and few commission errors. Potential applications of the proposed method have been identified and discussed. The methodology that has been developed 27 is generic: it can be applied to sensors with similar bands with good reliability, and minimal effort. Moreover, this experiment at continental scale showed that the methodology is efficient for a large range of environmental conditions. Additional preliminary tests over other continents indicate that the proposed methodology could also be applied at the global scale without too many difficulties
Resumo:
* The work is supported by RFBR, grant 04-01-00858-a
Resumo:
The concentrations, distributions, and stable carbon isotopes (d13C) of plant waxes carried by fluvial suspended sediments contain valuable information about terrestrial ecosystem characteristics. To properly interpret past changes recorded in sedimentary archives it is crucial to understand the sources and variability of exported plant waxes in modern systems on seasonal to inter-annual timescales. To determine such variability, we present concentrations and d13C compositions of three compound classes (n-alkanes, n-alcohols, n-alkanoic acids) in a 34-month time series of suspended sediments from the outflow of the Congo River. We show that exported plant-dominated n-alkanes (C25-C35) represent a mixture of C3 and C4 end members, each with distinct molecular distributions, as evidenced by an 8.1 ± 0.7 per mil (±1Sigma standard deviation) spread in d13C values across chain-lengths, and weak correlations between individual homologue concentrations (r = 0.52-0.94). In contrast, plant-dominated n-alcohols (C26-C36) and n-alkanoic acids (C26-C36) exhibit stronger positive correlations (r = 0.70-0.99) between homologue concentrations and depleted d13C values (individual homologues average <= -31.3 per mil and -30.8 per mil, respectively), with lower d13C variability across chain-lengths (2.6 ± 0.6 per mil and 2.0 ± 1.1 per mil, respectively). All individual plant-wax lipids show little temporal d13C variability throughout the time-series (1 Sigma <= 0.9 per mil), indicating that their stable carbon isotopes are not a sensitive tracer for temporal changes in plant-wax source in the Congo basin on seasonal to inter-annual timescales. Carbon-normalized concentrations and relative abundances of n-alcohols (19-58% of total plant-wax lipids) and n-alkanoic acids (26-76%) respond rapidly to seasonal changes in runoff, indicating that they are mostly derived from a recently entrained local source. In contrast, a lack of correlation with discharge and low, stable relative abundances (5-16%) indicate that n-alkanes better represent a catchment-integrated signal with minimal response to discharge seasonality. Comparison to published data on other large watersheds indicates that this phenomenon is not limited to the Congo River, and that analysis of multiple plant-wax lipid classes and chain lengths can be used to better resolve local vs. distal ecosystem structure in river catchments.
Resumo:
The first Air Chemistry Observatory at the German Antarctic station Georg von Neumayer (GvN) was operated for 10 years from 1982 to 1991. The focus of the established observational programme was on characterizing the physical properties and chemical composition of the aerosol, as well as on monitoring the changing trace gas composition of the background atmosphere, especially concerning greenhouse gases. The observatory was designed by the Institut für Umweltphysik, University of Heidelberg (UHEIIUP). The experiments were installed inside the bivouac lodge, mounted on a sledge and put upon a snow hill to prevent snow accumulation during blizzards. All experiments were under daily control and daily performance protocols were documented. A ventilated stainless steel inlet stack (total height about 3-4 m above the snow surface) with a 50% aerodynamic cut-off diameter around 7-10 µm at wind velocities between 4-10 m/s supplied all experiments with ambient air. Contamination free sampling was realized by several means: (i) The Air Chemistry Observatory was situated in a clean air area about 1500 m south of GvN. Due to the fact that northern wind directions are very rare, contamination from the base can be excluded for most of the time. (ii) The power supply (20 kW) is provided by a cable from the main station, thus no fuel-driven generator is operated in the very vicinity. (iii) Contamination-free sampling is controlled by the permanently recorded wind velocity, wind direction and by condensation particle concentration. Contamination was indicated if one of the following criteria were given: Wind direction within a 330°-30° sector, wind velocity <2.2 m/s or >17.5 m/s, or condensation particle concentrations >2500/cm**3 during summer, >800/cm**3 during spring/autumn and >400/cm**3 during winter. If one or a definable combination of these criteria were given, high volume aerosol sampling and part of the trace gas sampling were interrupted. Starting at 1982 through 1991-01-14 surface ozone was measured with an electrochemical concentration cell (ECC). Surface ozone mixing ratio are given in ppbv = parts per 10**9 by volume. The averaging time corresponds to the given time intervals in the data sheet. The accuracy of the values are better than ±1 ppbv and the detection limit is around 1.0 ppbv. Aerosols were sampled on two Whatman 541 cellulose filters in series and analyzed by ion chromatography at the UHEI-IUP. Generally, the sampling period was seven days but could be up to two weeks on occasion. The air flow was around 100 m**3/h and typically 10000-20000 m**3 of ambient air was forced through the filters for one sample. Concentration values are given in nanogram (ng) per 1 m**3 air at standard pressure and temperature (1013 mbar, 273.16 K). Uncertainties of the values were approximately ±10% to ±15% for the main components MSA, chloride, nitrate, sulfate and sodium, and between ±20% and ±30% for the minor species bromide, ammonium, potassium, magnesium and calcium.