935 resultados para multivariate
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We review the literature on the combined association between lung cancer and two environmental exposures, asbestos exposure and smoking, and explore a Bayesian approach to assess evidence of interaction between the exposures. The meta-analysis combines separate indices of additive and multiplicative relationships and multivariate relative risk estimates. By making inferences on posterior probabilities we can explore both the form and strength of interaction. This analysis may be more informative than providing evidence to support one relation over another on the basis of statistical significance. Overall, we find evidence for a more than additive and less than multiplicative relation.
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Historical sediment nutrient concentrations and heavy-metal distributions were studied in five embayments in the Gulf of Finland and an adjacent lake. The main objective of the study was to examine the response of these water bodies to temporal changes in human activities. Sediment cores were collected from the sites and dated using 210Pb and 137Cs. The cores were analyzed for total carbon (TC), total nitrogen (TN), total phosphorus (TP), organic phosphorus (OP), inorganic phosphorus (IP), biogenic silica (BSi), loss on ignition (LOI), grain size, Cu, Zn, Al, Fe, Mn, K, Ca, Mg and Na. Principal component analysis (PCA) was used to summarize the trends in the geochemical variables and to compare trends between the different sites. The links between the catchment land use and sediment geochemical data were studied using a multivariate technique of redundancy analysis (RDA). Human activities produce marked geochemical variations in coastal sediments. These variations and signals are often challenging to interpret due to various sedimentological and post-depositional factors affecting the sediment profiles. In general, the sites studied here show significant upcore increases in sedimentation rates, TP and TN concentrations. Also Cu, which is considered to be a good indicator of anthropogenic influence, showed clear increases from 1850 towards the top part of the cores. Based on the RDA-analysis, in the least disturbed embayments with high forest cover, the sediments are dominated by lithogenic indicators Fe, K, Al and Mg. In embayments close to urban settlement, the sediments have high Cu concentrations and a high sediment Fe/Mn ratio. This study suggests that sediment accumulation rates vary significantly from site to site and that the overall sedimentation can be linked to the geomorphology and basin bathymetry, which appear to be the major factors governing sedimentation rates; i.e. a high sediment accumulation rate is not characteristic either to urban or to rural sites. The geochemical trends are strongly site specific and depend on the local geochemical background, basin characteristics and anthropogenic metal and nutrient loading. Of the studied geochemical indicators, OP shows the least monotonic trends in all studied sites. When compared to other available data, OP seems to be the most reliable geochemical indicator describing the trophic development of the study sites, whereas Cu and Zn appear to be good indicators for anthropogenic influence. As sedimentation environments, estuarine and marine sites are more complex than lacustrine basins with multiple sources of sediment input and more energetic conditions in the former. The crucial differences between lacustrine and estuarine/coastal sedimentation environments are mostly related to Fe. P sedimentation is largely governed by Fe redox-reactions in estuarine environments. In freshwaters, presence of Fe is clearly linked to the sedimentation of other lithogenic metals, and therefore P sedimentation and preservation has a more direct linkage to organic matter sedimentation.
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Having the ability to work with complex models can be highly beneficial, but the computational cost of doing so is often large. Complex models often have intractable likelihoods, so methods that directly use the likelihood function are infeasible. In these situations, the benefits of working with likelihood-free methods become apparent. Likelihood-free methods, such as parametric Bayesian indirect likelihood that uses the likelihood of an alternative parametric auxiliary model, have been explored throughout the literature as a good alternative when the model of interest is complex. One of these methods is called the synthetic likelihood (SL), which assumes a multivariate normal approximation to the likelihood of a summary statistic of interest. This paper explores the accuracy and computational efficiency of the Bayesian version of the synthetic likelihood (BSL) approach in comparison to a competitor known as approximate Bayesian computation (ABC) and its sensitivity to its tuning parameters and assumptions. We relate BSL to pseudo-marginal methods and propose to use an alternative SL that uses an unbiased estimator of the exact working normal likelihood when the summary statistic has a multivariate normal distribution. Several applications of varying complexity are considered to illustrate the findings of this paper.
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This thesis addresses modeling of financial time series, especially stock market returns and daily price ranges. Modeling data of this kind can be approached with so-called multiplicative error models (MEM). These models nest several well known time series models such as GARCH, ACD and CARR models. They are able to capture many well established features of financial time series including volatility clustering and leptokurtosis. In contrast to these phenomena, different kinds of asymmetries have received relatively little attention in the existing literature. In this thesis asymmetries arise from various sources. They are observed in both conditional and unconditional distributions, for variables with non-negative values and for variables that have values on the real line. In the multivariate context asymmetries can be observed in the marginal distributions as well as in the relationships of the variables modeled. New methods for all these cases are proposed. Chapter 2 considers GARCH models and modeling of returns of two stock market indices. The chapter introduces the so-called generalized hyperbolic (GH) GARCH model to account for asymmetries in both conditional and unconditional distribution. In particular, two special cases of the GARCH-GH model which describe the data most accurately are proposed. They are found to improve the fit of the model when compared to symmetric GARCH models. The advantages of accounting for asymmetries are also observed through Value-at-Risk applications. Both theoretical and empirical contributions are provided in Chapter 3 of the thesis. In this chapter the so-called mixture conditional autoregressive range (MCARR) model is introduced, examined and applied to daily price ranges of the Hang Seng Index. The conditions for the strict and weak stationarity of the model as well as an expression for the autocorrelation function are obtained by writing the MCARR model as a first order autoregressive process with random coefficients. The chapter also introduces inverse gamma (IG) distribution to CARR models. The advantages of CARR-IG and MCARR-IG specifications over conventional CARR models are found in the empirical application both in- and out-of-sample. Chapter 4 discusses the simultaneous modeling of absolute returns and daily price ranges. In this part of the thesis a vector multiplicative error model (VMEM) with asymmetric Gumbel copula is found to provide substantial benefits over the existing VMEM models based on elliptical copulas. The proposed specification is able to capture the highly asymmetric dependence of the modeled variables thereby improving the performance of the model considerably. The economic significance of the results obtained is established when the information content of the volatility forecasts derived is examined.
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Four species of large mackerels (Scomberomorus spp.) co-occur in the waters off northern Australia and are important to fisheries in the region. State fisheries agencies monitor these species for fisheries assessment; however, data inaccuracies may exist due to difficulties with identification of these closely related species, particularly when specimens are incomplete from fish processing. This study examined the efficacy of using otolith morphometrics to differentiate and predict among the four mackerel species off northeastern Australia. Seven otolith measurements and five shape indices were recorded from 555 mackerel specimens. Multivariate modelling including linear discriminant analysis (LDA) and support vector machines, successfully differentiated among the four species based on otolith morphometrics. Cross validation determined a predictive accuracy of at least 96% for both models. An optimum predictive model for the four mackerel species was an LDA model that included fork length, feret length, feret width, perimeter, area, roundness, form factor and rectangularity as explanatory variables. This analysis may improve the accuracy of fisheries monitoring, the estimates based on this monitoring (i.e. mortality rate) and the overall management of mackerel species in Australia.
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The study investigates the long-run and dynamic relationships between energy consumption and output in Australia using a multivariate cointegration and causality framework. Using both Engle-Granger and Johansen cointegration approaches, the study finds that energy consumption and real Gross Domestic Product are cointegrated. The Granger causality tests suggest bidirectional Granger causality between energy consumption and real GDP, and Granger endogeineity in the system. Since the energy sector largely contributes to carbon emissions in Australia, we suggest that direct measures to reduce carbon by putting constraints on the energy consumption would pose significant economic costs for the Australian economy.
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The aim of this study was to explore the sociocultural value orientations of Finnish adolescents and their attitudes toward information society. In addition, this study explored the association between values and attitudes toward information society. I investigated whether values and attitudes follow social development and whether they can be divided into value categories such as traditional, modern and postmodern. This study falls into the category of youth research. The study uses a multimethodological approach and straddles the following disciplines: the science of education, religious education, sociology and social psychology. The theoretical context of the study is modernisation, understood as a two level process. The first level represents the transition from a religious-based traditional society to a modern industrial society. The second level of modernisation refers to the process of development established after the second world war, called postmodernisation, which is understood as the transition from an emphasis on economical imperatives to an emphasis on subjective well-being and the quality of life. Postmodernisation influences both social organisations and individuals´ values and worldviews. The target group of this survey-study comprised 408 16- to 19-year-old Finnish adolescent students from secondary school and vocational school. The data were gathered with a quantitative questionnaire during the second half of 2001. The results of the study can be generalised to the population of Finnish 16- to 19-year-olds. The data were analysed quantitatively using ANOVA and multivariate analyses such as cluster analysis, factor analysis and general linear modeling. Bayesian dependence modeling served to explore further how the values predict the attitudes toward information society. The results indicate that values are associated not only with attitudes toward information society, but with many other sociocultural indicator as well. Especially strong interpreting indicators included gender and identity or lifestyle questions. The results also indicate an association between values, attitudes and social development and a two-level modernisation process. Values formed traditional, modern and postmodern value systems. Keywords: values, attitudes, modernisation, information society, traditional, modern, postmodern
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Objective The objective of this study was to investigate the risk of chronic kidney disease (CKD) stage 4-5 and dialysis treatment on incidence of foot ulceration and major lower extremity amputation in comparison to CKD stage 3. Methods In this retrospective study, all individuals who visited our hospital between 2006 and 2012 because of CKD stages 3 to 5 or dialysis treatment were included. Medical records were reviewed for incidence of foot ulceration and major amputation. The time from CKD 3, CKD 4-5, and dialysis treatment until first foot ulceration and first major lower extremity amputation was calculated and analyzed by Kaplan-Meier curves and multivariate Cox proportional hazards model. Diabetes mellitus, peripheral arterial disease, peripheral neuropathy, and foot deformities were included for potential confounding. Results A total of 669 individuals were included: 539 in CKD 3, 540 in CKD 4-5, and 259 in dialysis treatment (individuals could progress from one group to the next). Unadjusted foot ulcer incidence rates per 1000 patients per year were 12 for CKD 3, 47 for CKD 4-5, and 104 for dialysis (P < .001). In multivariate analyses, the hazard ratio for incidence of foot ulceration was 4.0 (95% confidence interval [CI], 2.6-6.3) in CKD 4-5 and 7.6 (95% CI, 4.8-12.1) in dialysis treatment compared with CKD 3. Hazard ratios for incidence of major amputation were 9.5 (95% CI, 2.1-43.0) and 15 (95% CI, 3.3-71.0), respectively. Conclusions CKD 4-5 and dialysis treatment are independent risk factors for foot ulceration and major amputation compared with CKD 3. Maximum effort is needed in daily clinical practice to prevent foot ulcers and their devastating consequences in all individuals with CKD 4-5 or dialysis treatment.
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To investigate the risk of hyperuricemia in relation to Perfluoroalkyl substances (PFASs) in children from Taiwan, 225 Taiwanese children aged 12-15 years were recruited from 2009 to 2010. Linear and logistic regression models were employed to examine the influence of PFASs on serum uric acid levels. Findings revealed that eight of ten PFASs analyses were detected in > 94% of the participants' serum samples. Multivariate linear regression models revealed that perfluorooctanic acid (PFOA) was positively associated with serum uric acid levels (β=0.1463, p<0.05). Of all the PFASs analyses, only PFOA showed a significant effect on elevated levels of hyperuricemia (aOR=2.16, 95%CI: 1.29-3.61). When stratified by gender, the association between serum PFOA and uric acid levels was only evident among boys (aOR=2.76, 95%CI: 1.37-5.56). In conclusion, PFOA was found to be associated with elevated serum levels of uric acid in Taiwanese children, especially boys. Further research is needed to elucidate these links.
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The relationship between age and turnout has been curve-linear as electoral participation first increases with age, remains relatively stable throughout middle-age and then gradually declines as certain physical infirmities set in (see e.g. Milbrath 1965). Alongside this life-cycle effect in voting, recent pooled cross-sectional analyses (see e.g. Blais et al. 2004; Lyons and Alexander 2000) have shown that there is also a generational effect, referring to lasting differences in turnout between various age groups. This study firstly examines the extent to which the generational effect applies in the Finnish context. Secondly, it investigates the factors accounting for that effect. The first article, based on individual-level register data from the parliamentary elections of 1999, shows that turnout differences between the different age groups would be even larger if there were no differences in social class and education. The second article examines simultaneously the effects of age, generation and period in the Finnish parliamentary elections of 1975-2003 based on pooled data from Finnish voter barometers (N = 8,634). The results show that there is a clear life cycle, generational and period effect. The third article examines the role of political socialisation in accounting for generational differences in electoral participation. Political socialisation is defined as the learning process in which an individual adopts various values, political attitudes, and patterns of actions from his or her environment. The multivariate analysis, based on the Finnish national election study 2003 (N=1,270), indicated that if there were no differences in socialisation between the youngest and the older generations, the difference in turnout would be much larger than if only sex and socioeconomic factors are controlled for. The fourth article examines other possible factors related to generational effect in voting. The results mainly apply to the Finnish parliamentary elections of 2003 in which we have data available. The results show that the sense of duty by far accounts for the generational effect in voting. Political interest, political knowledge and non-parliamentary participation also narrowed the differences in electoral participation between the youngest and the second youngest generations. The implication of the findings is that the lower turnout among the current youth is not a passing phenomenon that will diminish with age. Considering voting a civic duty and understanding the meaning of collective action are both associated with the process of political socialisation which therefore has an important role concerning the generational effect in turnout.
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Heavy metals build-up on urban road surfaces is a complex process and influenced by a diverse range of factors. Although numerous research studies have been conducted in the area of heavy metals build-up, limited research has been undertaken to rank these factors in terms of their influence on the build-up process. This results in limitations in the identification of the most critical factor/s for accurately estimating heavy metal loads and for designing effective stormwater treatment measures. The research study undertook an in-depth analysis of the factors which influence heavy metals build-up based on data generated from a number of different geographical locations around the world. Traffic volume was found to be the highest ranked factor in terms of influencing heavy metals build-up while land use was ranked the second. Proximity to arterial roads, antecedent dry days and road surface roughness has a relatively lower ranking. Furthermore, the study outcomes advances the conceptual understanding of heavy metals build-up based on the finding that with increasing traffic volume, total heavy metal build-up load increases while the variability decreases. The outcomes from this research study are expected to contribute to more accurate estimation of heavy metals build-up loads leading to more effective stormwater treatment design.
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Conditions under which the asymptotic stabilization of uniformly decoupled time-varying multivariate systems is possible are explored. This is accomplished by developing a canonical form for integrator uniformly decoupled system in which the coefficient matrices have a simple structure. The procedures developed rely on certain conditions on the given system and yield explicit expressions for the stabilization compensators.
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Defence against pathogens is a vital need of all living organisms that has led to the evolution of complex immune mechanisms. However, although immunocompetence the ability to resist pathogens and control infection has in recent decades become a focus for research in evolutionary ecology, the variation in immune function observed in natural populations is relatively little understood. This thesis examines sources of this variation (environmental, genetic and maternal effects) during the nestling stage and its fitness consequences in wild populations of passerines: the blue tit (Cyanistes caeruleus) and the collared flycatcher (Ficedula albicollis). A developing organism may face a dilemma as to whether to allocate limited resources to growth or to immune defences. The optimal level of investment in immunity is shaped inherently by specific requirements of the environment. If the probability of contracting infection is low, maintaining high growth rates even at the expense of immune function may be advantageous for nestlings, as body mass is usually a good predictor of post-fledging survival. In experiments with blue tits and haematophagous hen fleas (Ceratophyllus gallinae) using two methods, methionine supplementation (to manipulate nestlings resource allocation to cellular immune function) and food supplementation (to increase resource availability), I confirmed that there is a trade-off between growth and immunity and that the abundance of ectoparasites is an environmental factor affecting allocation of resources to immune function. A cross-fostering experiment also revealed that environmental heterogeneity in terms of abundance of ectoparasites may contribute to maintaining additive genetic variation in immunity and other traits. Animal model analysis of extensive data collected from the population of collared flycatchers on Gotland (Sweden) allowed examination of the narrow-sense heritability of PHA-response the most commonly used index of cellular immunocompetence in avian studies. PHA-response is not heritable in this population, but is subject to a non-heritable origin (presumably maternal) effect. However, experimental manipulation of yolk androgen levels indicates that the mechanism of the maternal effect in PHA-response is not in ovo deposition of androgens. The relationship between PHA-response and recruitment was studied for over 1300 collared flycatcher nestlings. Multivariate selection analysis shows that it is body mass, not PHA-response, that is under direct selection. PHA-response appears to be related to recruitment because of its positive relationship with body mass. These results imply that either PHA-response fails to capture the immune mechanisms that are relevant for defence against pathogens encountered by fledglings or that the selection pressure from parasites is not as strong as commonly assumed.
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The concept of a “mutualistic teacher” is introduced for unsupervised learning of the mean vectors of the components of a mixture of multivariate normal densities, when the number of classes is also unknown. The unsupervised learning problem is formulated here as a multi-stage quasi-supervised problem incorporating a cluster approach. The mutualistic teacher creates a quasi-supervised environment at each stage by picking out “mutual pairs” of samples and assigning identical (but unknown) labels to the individuals of each mutual pair. The number of classes, if not specified, can be determined at an intermediate stage. The risk in assigning identical labels to the individuals of mutual pairs is estimated. Results of some simulation studies are presented.
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To obtain data on phytoplankton dynamics with improved spatial and temporal resolution, and at reduced cost, traditional phytoplankton monitoring methods have been supplemented with optical approaches. In this thesis, I have explored various fluorescence-based techniques for detection of phytoplankton abundance, taxonomy and physiology in the Baltic Sea. In algal cultures used in this thesis, the availability of nitrogen and light conditions caused changes in pigmentation, and consequently in light absorption and fluorescence properties of cells. In the Baltic Sea, physical environmental factors (e.g. mixing depth, irradiance and temperature) and related seasonal succession in the phytoplankton community explained a large part of the seasonal variability in the magnitude and shape of Chlorophyll a (Chla)-specific absorption. The variability in Chla-specific fluorescence was related to the abundance of cyanobacteria, the size structure of the phytoplankton community, and absorption characteristics of phytoplankton. Cyanobacteria show very low Chla-specific fluorescence. In the presence of eukaryotic species, Chla fluorescence describes poorly cyanobacteria. During cyanobacterial bloom in the Baltic Sea, phycocyanin fluorescence explained large part of the variability in Chla concentrations. Thus, both Chla and phycocyanin fluorescence were required to predict Chla concentration. Phycobilins are major light harvesting pigments for cyanobacteria. In the open Baltic Sea, small picoplanktonic cyanobacteria were the main source of phycoerythrin fluorescence and absorption signal. Large filamentous cyanobacteria, forming harmful blooms, were the main source of the phycocyanin fluorescence signal and typically their biomass and phycocyanin fluorescence were linearly related. Using phycocyanin fluorescence, dynamics of cyanobacterial blooms can be detected at high spatial and seasonal resolution not possible with other methods. Various taxonomic phytoplankton pigment groups can be separated by spectral fluorescence. I compared multivariate calibration methods for the retrieval of phytoplankton biomass in different taxonomic groups. Partial least squares regression method gave the closest predictions for all taxonomic groups, and the accuracy was adequate for phytoplankton bloom detection. Variable fluorescence has been proposed as a tool to study the physiological state of phytoplankton. My results from the Baltic Sea emphasize that variable fluorescence alone cannot be used to detect nutrient limitation of phytoplankton. However, when combined with experiments with active nutrient manipulation, and other nutrient limitation indices, variable fluorescence provided valuable information on the physiological responses of the phytoplankton community. This thesis found a severe limitation of a commercial fast repetition rate fluorometer, which couldn t detect the variable fluorescence of phycoerythrin-lacking cyanobacteria. For these species, the Photosystem II absorption of blue light is very low, and fluorometer excitation light did not saturate Photosystem II during a measurement. This thesis encourages the use of various in vivo fluorescence methods for the detection of bulk phytoplankton biomass, biomass of cyanobacteria, chemotaxonomy of phytoplankton community, and phytoplankton physiology. Fluorescence methods can support traditional phytoplankton monitoring by providing continuous measurements of phytoplankton, and thereby strengthen the understanding of the links between biological, chemical and physical processes in aquatic ecosystems.