A Local DLP-GIS-LP system for geographically decentralized wood procurement planning and decision making

Summary

FERTILIZER RECOMMENDATION SYSTEM FOR MELON BASED ON NUTRITIONAL BALANCE

Melon is one of the most demanding cucurbits regarding fertilization, requiring knowledge of soils, crop nutritional requirements, time of application, and nutrient use efficiency for proper fertilization. Developing support systems for decision-making for fertilization that considers these variables in nutrient requirement and supply is necessary. The objective of this study was parameterization of a fertilizer recommendation system for melon (Ferticalc-melon) based on nutritional balance. To estimate fertilizer recommendation, the system considers the requirement subsystem (REQ), which includes the demand for nutrients by the plant, and the supply subsystem (SUP), which corresponds to the supply of nutrients through the soil and irrigation water. After determining the REQtotal and SUPtotal, the system calculates the nutrient balances for N, P, K, Ca, Mg, and S, recommending fertilizer application if the balance is negative (SUP < REQ), but not if the balance is positive or zero (SUP ≥ REQ). Simulations were made for different melon types (Yellow, Cantaloupe, Galia and Piel-de-sapo), with expected yield of 45 t ha-1. The system estimated that Galia type was the least demanding in P, while Piel-de-sapo was the most demanding. Cantaloupe was the least demanding for N and Ca, while the Yellow type required less K, Mg, and S. As compared to other fertilizer recommendation methods adopted in Brazil, the Ferticalc system was more dynamic and flexible. Although the system has shown satisfactory results, it needs to be evaluated under field conditions to improve its recommendations.

Class of correlated random networks with hidden variables

We study a class of models of correlated random networks in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices. We find analytical expressions for the main topological properties of these models as a function of the distribution of hidden variables and the probability of connecting vertices. The expressions obtained are checked by means of numerical simulations in a particular example. The general model is extended to describe a practical algorithm to generate random networks with an a priori specified correlation structure. We also present an extension of the class, to map nonequilibrium growing networks to networks with hidden variables that represent the time at which each vertex was introduced in the system.

Record of Decision Council Bluffs Interstate System (I-29, I-80 and I-480) Improvements Project TIER 1 Environmental Impact Statement Council Bluffs, Iowa to Omaha, Nebraska FHWA-IA- EIS-04-01F Project Number: IM-029-3(62)54—13-78 Submitted Pursuant to 42 USC 4332(2)(c) and 49 USC 303, October 2008

The Federal Highway Administration (FHWA) approves the selection of the Reconstruction of All or Part of the Interstate (Construction Alternative) as the Preferred Alternative to provide improvements to the interstate system in the Omaha/Council Bluffs metropolitan area, extending across the Missouri River on Interstate 80 to east of the Interstate 480 interchange in Omaha, Nebraska. The study considered long-term, broad-based transportation improvements along Interstate I-29 (I-29), I-80, and I-480, including approximately 18 mainline miles of interstate and 14 interchanges (3 system, 11 service), that would add capacity and correct functional issues along the mainline and interchanges and upgrade the I-80 Missouri River Crossing. FHWA also approves the decisions to provide full access between West Broadway and I-29, design the I-80/I-29 overlap section as a dual-divided freeway, and locating the new I-80 Missouri River Bridge north of the existing bridge. Improvements to the interstate system, once implemented, would bring the segments of I-80 and I-29 (see Figure 1) up to current engineering standards and accommodate future traffic needs. This Record of Decision (ROD) concludes Tier 1 of the Council Bluffs Interstate System (CBIS) Improvements Project. Tier 1 included an examination of the area’s transportation needs, a study of alternatives to satisfy them, and broad consideration of potential environmental and social impacts. The Tier 1 evaluation consisted of a sufficient level of engineering and environmental detail to assist decision makers in selecting a preferred transportation strategy. During Tier 1 a Draft EIS (FHWA-IA- EIS-04-01D) was developed which was approved by FHWA, Iowa DOT, and Nebraska Department of Roads (NDOR) in November 2004 with comments accepted through March 15, 2005. The Draft EIS summarized the alternatives that were considered to address the transportation needs around Council Bluffs; identified reconstruction of all or part of the interstate, the “Construction Alternative,” as the Preferred Alternative; identified three system-level decisions that needed to be made at the Tier 1 level; and invited comment on the issues. The Final EIS (FHWA-IA- EIS-04-01F) further documented the Construction Alternative as the Preferred Alternative and identified the recommended decisions for the three system level decisions that needed to be made in Tier 1. This ROD defines the Selected Alternative determined in the Tier 1 studies.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

GIS - Based Decision and Outreach Tools for Aggregate Source Management, September 2008

This research project combined various datasets, existing and created for this project, into an Interactive Mapping Service (IMS) for use by Iowa DOT personnel, county planning and zoning departments and the public in order to make more informed decisions regarding aggregate sources and future access to them. Iowa DOT Technical Advisory Committee meetings were held, along with public forum presentations, in order to understand better the social, ecological and economic limitations to extracting aggregate. The information needed by potential users was conveyed and integrated into a single informational source, the Aggregate Planning IMS.

Sequential decisions in allocation problems

[eng] In the context of cooperative TU-games, and given an order of players, we consider the problem of distributing the worth of the grand coalition as a sequentia decision problem. In each step of process, upper and lower bounds for the payoff of the players are required related to successive reduced games. Sequentially compatible payoffs are defined as those allocation vectors that meet these recursive bounds. The core of the game is reinterpreted as a set of sequentally compatible payoffs when the Davis-Maschler reduced game is considered (Th.1). Independently of the reduction, the core turns out to be the intersections of the family of the sets of sequentially compatible payoffs corresponding to the different possible orderings (Th.2), so it is in some sense order-independent. Finally, we analyze advantagenous properties for the first player

Shared decision making development in Switzerland: room for improvement!

In Switzerland there is a strong movement at a national policy level towards strengthening patient rights and patient involvement in health care decisions. Yet, there is no national programme promoting shared decision making. First decision support tools (prenatal diagnosis and screening) for the counselling process have been developed and implemented. Although Swiss doctors acknowledge that shared decision making is important, hierarchical structures and asymmetric physician-patient relationships are still prevailing. The last years have seen some promising activities regarding the training of medical students and the development of patient support programmes. Swiss direct democracy and the habit of consensual decision making and citizen involvement in general may provide a fertile ground for SDM development in the primary care setting.