Statistical models for short-term wind power ramp forecasting

La predicción de energía eólica ha desempeñado en la última década un papel fundamental en el aprovechamiento de este recurso renovable, ya que permite reducir el impacto que tiene la naturaleza fluctuante del viento en la actividad de diversos agentes implicados en su integración, tales como el operador del sistema o los agentes del mercado eléctrico. Los altos niveles de penetración eólica alcanzados recientemente por algunos países han puesto de manifiesto la necesidad de mejorar las predicciones durante eventos en los que se experimenta una variación importante de la potencia generada por un parque o un conjunto de ellos en un tiempo relativamente corto (del orden de unas pocas horas). Estos eventos, conocidos como rampas, no tienen una única causa, ya que pueden estar motivados por procesos meteorológicos que se dan en muy diferentes escalas espacio-temporales, desde el paso de grandes frentes en la macroescala a procesos convectivos locales como tormentas. Además, el propio proceso de conversión del viento en energía eléctrica juega un papel relevante en la ocurrencia de rampas debido, entre otros factores, a la relación no lineal que impone la curva de potencia del aerogenerador, la desalineación de la máquina con respecto al viento y la interacción aerodinámica entre aerogeneradores. En este trabajo se aborda la aplicación de modelos estadísticos a la predicción de rampas a muy corto plazo. Además, se investiga la relación de este tipo de eventos con procesos atmosféricos en la macroescala. Los modelos se emplean para generar predicciones de punto a partir del modelado estocástico de una serie temporal de potencia generada por un parque eólico. Los horizontes de predicción considerados van de una a seis horas. Como primer paso, se ha elaborado una metodología para caracterizar rampas en series temporales. La denominada función-rampa está basada en la transformada wavelet y proporciona un índice en cada paso temporal. Este índice caracteriza la intensidad de rampa en base a los gradientes de potencia experimentados en un rango determinado de escalas temporales. Se han implementado tres tipos de modelos predictivos de cara a evaluar el papel que juega la complejidad de un modelo en su desempeño: modelos lineales autorregresivos (AR), modelos de coeficientes variables (VCMs) y modelos basado en redes neuronales (ANNs). Los modelos se han entrenado en base a la minimización del error cuadrático medio y la configuración de cada uno de ellos se ha determinado mediante validación cruzada. De cara a analizar la contribución del estado macroescalar de la atmósfera en la predicción de rampas, se ha propuesto una metodología que permite extraer, a partir de las salidas de modelos meteorológicos, información relevante para explicar la ocurrencia de estos eventos. La metodología se basa en el análisis de componentes principales (PCA) para la síntesis de la datos de la atmósfera y en el uso de la información mutua (MI) para estimar la dependencia no lineal entre dos señales. Esta metodología se ha aplicado a datos de reanálisis generados con un modelo de circulación general (GCM) de cara a generar variables exógenas que posteriormente se han introducido en los modelos predictivos. Los casos de estudio considerados corresponden a dos parques eólicos ubicados en España. Los resultados muestran que el modelado de la serie de potencias permitió una mejora notable con respecto al modelo predictivo de referencia (la persistencia) y que al añadir información de la macroescala se obtuvieron mejoras adicionales del mismo orden. Estas mejoras resultaron mayores para el caso de rampas de bajada. Los resultados también indican distintos grados de conexión entre la macroescala y la ocurrencia de rampas en los dos parques considerados. Abstract One of the main drawbacks of wind energy is that it exhibits intermittent generation greatly depending on environmental conditions. Wind power forecasting has proven to be an effective tool for facilitating wind power integration from both the technical and the economical perspective. Indeed, system operators and energy traders benefit from the use of forecasting techniques, because the reduction of the inherent uncertainty of wind power allows them the adoption of optimal decisions. Wind power integration imposes new challenges as higher wind penetration levels are attained. Wind power ramp forecasting is an example of such a recent topic of interest. The term ramp makes reference to a large and rapid variation (1-4 hours) observed in the wind power output of a wind farm or portfolio. Ramp events can be motivated by a broad number of meteorological processes that occur at different time/spatial scales, from the passage of large-scale frontal systems to local processes such as thunderstorms and thermally-driven flows. Ramp events may also be conditioned by features related to the wind-to-power conversion process, such as yaw misalignment, the wind turbine shut-down and the aerodynamic interaction between wind turbines of a wind farm (wake effect). This work is devoted to wind power ramp forecasting, with special focus on the connection between the global scale and ramp events observed at the wind farm level. The framework of this study is the point-forecasting approach. Time series based models were implemented for very short-term prediction, this being characterised by prediction horizons up to six hours ahead. As a first step, a methodology to characterise ramps within a wind power time series was proposed. The so-called ramp function is based on the wavelet transform and it provides a continuous index related to the ramp intensity at each time step. The underlying idea is that ramps are characterised by high power output gradients evaluated under different time scales. A number of state-of-the-art time series based models were considered, namely linear autoregressive (AR) models, varying-coefficient models (VCMs) and artificial neural networks (ANNs). This allowed us to gain insights into how the complexity of the model contributes to the accuracy of the wind power time series modelling. The models were trained in base of a mean squared error criterion and the final set-up of each model was determined through cross-validation techniques. In order to investigate the contribution of the global scale into wind power ramp forecasting, a methodological proposal to identify features in atmospheric raw data that are relevant for explaining wind power ramp events was presented. The proposed methodology is based on two techniques: principal component analysis (PCA) for atmospheric data compression and mutual information (MI) for assessing non-linear dependence between variables. The methodology was applied to reanalysis data generated with a general circulation model (GCM). This allowed for the elaboration of explanatory variables meaningful for ramp forecasting that were utilized as exogenous variables by the forecasting models. The study covered two wind farms located in Spain. All the models outperformed the reference model (the persistence) during both ramp and non-ramp situations. Adding atmospheric information had a noticeable impact on the forecasting performance, specially during ramp-down events. Results also suggested different levels of connection between the ramp occurrence at the wind farm level and the global scale.

Modelling uncertainty of flood quantile estimation at ungauged sites by Bayesian networks

Prediction at ungauged sites is essential for water resources planning and management. Ungauged sites have no observations about the magnitude of floods, but some site and basin characteristics are known. Regression models relate physiographic and climatic basin characteristics to flood quantiles, which can be estimated from observed data at gauged sites. However, these models assume linear relationships between variables Prediction intervals are estimated by the variance of the residuals in the estimated model. Furthermore, the effect of the uncertainties in the explanatory variables on the dependent variable cannot be assessed. This paper presents a methodology to propagate the uncertainties that arise in the process of predicting flood quantiles at ungauged basins by a regression model. In addition, Bayesian networks were explored as a feasible tool for predicting flood quantiles at ungauged sites. Bayesian networks benefit from taking into account uncertainties thanks to their probabilistic nature. They are able to capture non-linear relationships between variables and they give a probability distribution of discharges as result. The methodology was applied to a case study in the Tagus basin in Spain.

Exploring the role of social capital influence variables on travel behaviour

This paper explores the potential role of individual trip characteristics and social capital network variables in the choice of transport mode. A sample of around 100 individuals living or working in one suburb of Madrid (i.e. Las Rosas district of Madrid) participated in a smartphone short panel survey, entering travel data for an entire working week. A Mixed Logit model was estimated with this data to analyze shifts to metro as a consequence of the opening of two new stations in the area. Apart from classical explanatory variables, such as travel time and cost, gender, license and car ownership, the model incorporated two “social capital network” variables: participation in voluntary activities and receiving help for various tasks (i.e. child care, housekeeping, etc.). Both variables improved the capacity of the model to explain transport mode shifts. Further, our results confirm that the shift towards metro was higher in the case of people “helped” and lower for those participating in some voluntary activities.

Perfil de playas sustentadas : estudio hidrodinámico y experimental : directrices de diseño

Las playas sustentadas por medio de un pie sumergido son una atractiva alternativa de diseño de regeneración de playas especialmente cuando las condiciones física del emplazamiento o las características de la arena nativa y de préstamo producen perfiles de alimentación que no se intersectan. La observación y propuesta de este tipo de solución data de los años 1960’s, así como la experiencia internacional en la construcción de este tipo de playas. Sin embargo, a pesar de su utilización y los estudios en campo y laboratorio, no se dispone de criterios ingenieriles que apoyen el diseño de las mismas. Esta tesis consiste en un análisis experimental del perfil de playas sustentadas en un pie sumergido (o colgadas) que se concreta en una propuesta de directrices de diseño general que permiten estimar la ubicación y características geométricas del pie sumergido frente a un oleaje y material que constituye la playa determinados. En la tesis se describe el experimento bidimensional realizado en el modelo físico de fondo móvil, donde se combinan cinco tipos de oleaje con tres configuraciones del pie sumergido (“Sin estructura”, configuración baja o “Estructura 1” y configuración alta o “Estructura 2”), se presentan los resultados obtenidos y se realiza una discusión detallada de las implicaciones de los resultados desde el punto de vista hidrodinámico utilizando monomios adimensionales. Se ha realizado un análisis detallado del estado del arte sobre playas colgadas, presentando el concepto y las experiencias de realizaciones en distintos países. Se ha realizado una cuidadosa revisión de la literatura publicada sobre estudios experimentales de playas colgadas, modelos teóricos y otras cuestiones auxiliares, necesarias para la formulación de la metodología de la tesis. El estudio realizado se ha estructurado en dos fases. En la primera fase se ha realizado una experimentación en un modelo físico de fondo móvil construido en las instalaciones del Centro de Estudios de Puertos y Costas (CEPYC) del Centro de Estudios y Experimentación de Obras Públicas (CEDEX), consistente en un canal de 36 m de longitud, 3 m de anchura y 1.5 m de altura, provisto de un generador de oleaje de tipo pistón. Se ha diseñado una campaña de 15 ensayos, que se obtienen sometiendo a cinco tipos de oleaje tres configuraciones distintas de playa colgada. En los ensayos se ha medido el perfil de playa en distintos instantes hasta llegar al equilibrio, determinando a partir de esos datos el retroceso de la línea de costa y el volumen de sedimentos perdido. El tiempo total efectivo de ensayo asciende a casi 650 horas, y el número de perfiles de evolución de playa obtenidos totaliza 229. En la segunda fase se ha abordado el análisis de los resultados obtenidos con la finalidad de comprender el fenómeno, identificar las variables de las que depende y proponer unas directrices ingenieriles de diseño. Se ha estudiado el efecto de la altura de ola, del periodo del oleaje, del francobordo adimensional y del parámetro de Dean, constatándose la dificultad de comprensión del funcionamiento de estas obras ya que pueden ser beneficiosas, perjudiciales o inocuas según los casos. También se ha estudiado la respuesta del perfil de playa en función de otros monomios adimensionales, tales como el número de Reynolds o el de Froude. En el análisis se ha elegido el monomio “plunger” como el más significativo, encontrando relaciones de éste con el peralte de oleaje, la anchura de coronación adimensional, la altura del pie de playa adimensional y el parámetro de Dean. Finalmente, se propone un método de diseño de cuatro pasos que permite realizar un primer encaje del diseño funcional de la playa sustentada frente a un oleaje de características determinadas. Las contribuciones más significativas desde el punto de vista científico son: - La obtención del juego de resultados experimentales. - La caracterización del comportamiento de las playas sustentadas. - Las relaciones propuestas entre el monomio plunger y las distintas variables explicativas seleccionadas, que permiten predecir el comportamiento de la obra. - El método de diseño propuesto, en cuatro pasos, para este tipo de esquemas de defensa de costas. Perched beaches are an attractive beach nourishment design alternative especially when either the site conditions or the characteristics of both the native and the borrow sand lead to a non-intersecting profile The observation and suggestion of the use of this type of coastal defence scheme dates back to the 1960’s, as well as the international experience in the construction of this type of beaches. However, in spite of its use and the field and laboratory studies performed to-date, no design engineering guidance is available to support its design. This dissertation is based on the experimental work performed on a movable bed physical model and the use of dimensionless parameters in analyzing the results to provide general functional design guidance that allow the designer, at a particular stretch of coast - to estimate the location and geometric characteristics of the submerged sill as well as to estimate the suitable sand size to be used in the nourishment. This dissertation consists on an experimental analysis of perched beaches by means of a submerged sill, leading to the proposal of general design guidance that allows to estimate the location and geometric characteristics of the submerged sill when facing a wave condition and for a given beach material. The experimental work performed on a bi-dimensional movable bed physical model, where five types of wave conditions are combined with three configurations of the submerged sill (“No structure”, low structure or “Structure 1”, and high structure or “Structure 2”) is described, results are presented, and a detailed discussion of the results - from the hydrodynamic point of view – of the implications of the results by using dimensionless parameters is carried out. A detailed state of the art analysis about perched beaches has been performed, presenting the “perched beach concept” and the case studies of different countries. Besides, a careful revision of the literature about experimental studies on perched beaches, theoretical models, and other topics deemed necessary to formulate the methodology of this work has been completed. The study has been divided into two phases. Within the first phase, experiments on a movable-bed physical model have been developed. The physical model has been built in the Centro de Estudios de Puertos y Costas (CEPYC) facilities, Centro de Estudios y Experimentación de Obras Públicas (CEDEX). The wave flume is 36 m long, 3 m wide and 1.5 m high, and has a piston-type regular wave generator available. The test plan consisted of 15 tests resulting from five wave conditions attacking three different configurations of the perched beach. During the development of the tests, the beach profile has been surveyed at different intervals until equilibrium has been reached according to these measurements. Retreat of the shoreline and relative loss of sediment in volume have been obtained from the measurements. The total effective test time reaches nearly 650 hours, whereas the total number of beach evolution profiles measured amounts to 229. On the second phase, attention is focused on the analysis of results with the aim of understanding the phenomenon, identifying the governing variables and proposing engineering design guidelines. The effect of the wave height, the wave period, the dimensionless freeboard and of the Dean parameter have been analyzed. It has been pointed out the difficulty in understanding the way perched beaches work since they turned out to be beneficial, neutral or harmful according to wave conditions and structure configuration. Besides, the beach profile response as a function of other dimensionless parameters, such as Reynolds number or Froude number, has been studied. In this analysis, the “plunger” parameter has been selected as the most representative, and relationships between the plunger parameter and the wave steepness, the dimensionless crest width, the dimensionless crest height, and the Dean parameter have been identified. Finally, an engineering 4-step design method has been proposed, that allows for the preliminary functional design of the perched beach for a given wave condition. The most relevant contributions from the scientific point of view have been: - The acquisition of a consistent set of experimental results. - The characterization of the behavior of perched beaches. - The proposed relationships between the plunger parameter and the different explanatory variables selected, that allow for the prediction of the beach behavior. - The proposed design method, four-step method, for this type of coastal defense schemes.

Deforestación y Pérdida de hábitat en Bosques de montaña en la Cuenca alta del Río Zamora (Loja, Ecuador)

Los bosques húmedos de montaña se encuentran reconocidos como uno de los ecosistemas más amenazados en el mundo, llegando inclusive a ser considerado como un “hotspot” por su alta diversidad y endemismo. La acelerada pérdida de cobertura vegetal de estos bosques ha ocasionado que, en la actualidad, se encuentren restringidos a una pequeña fracción de su área de distribución histórica. Pese a esto, los estudios realizados sobre cual es efecto de la deforestación, fragmentación, cambios de uso de suelo y su efecto en las comunidades de plantas presentes en este tipo de vegetación aún son muy escuetos, en comparación a los realizados con sus similares amazónicos. En este trabajo, el cual se encuentra dividido en seis capítulos, abordaremos los siguientes objetivos: a) Comprender cuál es la dinámica que han seguido los diferentes tipos de bosques montanos andinos de la cuenca del Rio Zamora, Sur de Ecuador durante entre 1976 y 2002. b) Proveer de evidencia de las tasas de deforestación y fragmentación de todos los tipos diferentes de bosques montanos andinos presentes en la cuenca del Rio Zamora, Sur de Ecuador entre 1976 y 2002. c) Determinar qué factores inducen a la fragmentación de bosques de montaña en la cuenca alta del río Zamora entre 1976 y 2002. d) Determinar cuáles son y cómo afectan los factores ambientales y socioeconómicos a la dinámica de la deforestación y regeneración (pérdida y recuperación del hábitat) sufrida por los bosques de montaña dentro de la zona de estudio y e) Determinar si la deforestación y fragmentación actúan sobre la diversidad y estructura de las comunidades de tres tipos de organismos (comunidades de árboles, comunidades de líquenes epífitos y comunidades de hepáticas epífitas). Este estudio se centró en el cuenca alta del río Zamora, localizada al sur de Ecuador entre las coordenadas 3º 00´ 53” a 4º 20´ 24.65” de latitud sur y 79º 49´58” a 78º 35´ 38” de longitud oeste, que cubre alrededor de 4300 km2 de territorio situado entre las capitales de las provincias de Loja y Zamora-Chinchipe. Con objeto de predecir la dinámica futura de la deforestación en la región de Loja y cómo se verán afectados los diferentes tipos de hábitat, así como para detectar los factores que más influyen en dicha dinámica, se han construido modelos basados en la historia de la deforestación derivados de fotografías aéreas e imágenes satelitales de tres fechas (1976, 1989 y 2002). La cuantificación de la deforestación se realizó mediante la tasa de interés compuesto y para la caracterización de la configuración espacial de los fragmentos de bosque nativo se calcularon índices de paisaje los cuales fueron calculados utilizando el programa Fragstats 3.3. Se ha clasificado el recubrimiento del terreno en forestal y no forestal y se ha modelado su evolución temporal con Modelos Lineales Generalizados Mixtos (GLMM), empleando como variables explicativas tanto variables ambientales espacialmente explícitas (altitud, orientación, pendiente, etc) como antrópicas (distancia a zonas urbanizadas, deforestadas, caminos, entre otras). Para medir el efecto de la deforestación sobre las comunidades modelo (de árboles, líquenes y hepáticas) se monitorearon 11 fragmentos de vegetación de distinto tamaño: dos fragmentos de más de cien hectáreas, tres fragmentos de entre diez y noventa ha y seis fragmentos de menos de diez hectáreas. En ellos se instalaron un total de 38 transectos y 113 cuadrantes de 20 x 20 m a distancias que se alejaban progresivamente del borde en 10, 40 y 80 m. Nuestros resultados muestran una tasa media anual de deforestación del 1,16% para todo el período de estudio, que el tipo de vegetación que más alta tasa de destrucción ha sufrido, es el páramo herbáceo, con un 2,45% anual. El análisis de los patrones de fragmentación determinó un aumento en 2002 de más del doble de fragmentos presentes en 1976, lo cual se repite en el análisis del índice de densidad promedio. El índice de proximidad media entre fragmentos muestra una reducción progresiva de la continuidad de las áreas forestadas. Si bien las formas de los fragmentos se han mantenido bastante similares a lo largo del período de estudio, la conectividad entre estos ha disminuido en un 84%. Por otro lado, de nuestros análisis se desprende que las zonas con mayor probabilidad de deforestarse son aquellas que están cercanas a zonas previamente deforestadas; la cercanía a las vías también influye significativamente en la deforestación, causando un efecto directo en la composición y estructura de las comunidades estudiadas, que en el caso de los árboles viene mediado por el tamaño del fragmento y en el caso del componente epífito (hepáticas y líquenes), viene mediado tanto por el tamaño del fragmento como por la distancia al borde del mismo. Se concluye la posibilidad de que, de mantenerse esta tendencia, este tipo de bosques desaparecerá en corto tiempo y los servicios ecosistémicos que prestan, se verán seriamente comprometidos. ABSTRACT Mountain rainforests are recognized as one of the most threatened ecosystems in the world, and have even come to be considered as a “hotspot” due to their high degree of diversity and endemism. The accelerated loss of plant cover of these forests has caused them to be restricted today to a small fraction of their area of historic distribution. In spite of this, studies done on the effect of deforestation, fragmentation, changes in soil use and their effect on the plant communities present in this type of vegetation are very brief compared to those done on their analogues in the Amazon region. In this study, which is divided into six chapters, we will address the following objectives: a) To understand what the dynamic followed by the different types of Andean mountain forests in the Zamora River watershed of southern Ecuador has been between 1976 and 2002. b) To provide evidence of the rates of deforestation and fragmentation of all the different types of Andean mountain forests existing in the upper watershed of the Zamora River between 1976 and 2002. c) To determine the factors that induces fragmentation of all different types of Andean mountain forests existing in the upper watershed of the Zamora River between 1976 and 2002. d) To determine what the environmental and anthropogenic factors are driving the dynamic of deforestation and regeneration (loss and recuperation of the habitat) suffered by the mountain forests in the area of the study and e) To determine if the deforestation and fragmentation act upon the diversity and structure of three model communities: trees, epiphytic lichens and epiphytic liverworts. This study is centered on the upper Zamora River watershed, located in southern Ecuador between 3º 00´ 53” and 4º 20´ 24.65 south latitude and 79º 49´ 58” to 78º 35´ 38” west longitude, and covers around 4,300 km2 of territory located between Loja and Zamora-Chinchipe provinces. For the purpose of predicting the future dynamic of deforestation in the Loja region and how different types of habitats will be affected, as well as detecting the environmental and socioeconomic factors that influence landscape dynamics, models were constructed based on deforestation history, derived from aerial photographs and satellite images for three dates (1976, 1989 and 2002). Quantifying the deforestation was done using the compound interest rate; to characterize the spatial configuration of fragments of native forest, landscape indices were calculated with Fragstats 3.3 program. Land cover was classified as forested and not forested and its evolution over time was modeled with Generalized Linear Mixed Models (GLMM), using spatially explicit environmental variables (altitude, orientation, slope, etc.) as well as anthropic variables (distance to urbanized, deforested areas and roads, among others) as explanatory variables. To measure the effects of fragmentation on three types of model communities (forest trees and epiphytic lichen and liverworts), 11 vegetation fragments of different sizes were monitored: two fragments of more than one hundred hectares, three fragments of between ten and ninety ha and six fragments of fewer than ten hectares . In these fragments, a total of 38 transects and 113 20 x 20 m quadrats were installed at distances that progressively moved away from the edge of the fragment by 10, 40 and 80 m. Our results show an average annual rate of deforestation of 1.16% for the entire period of the study, and that the type of vegetation that suffered the highest rate of destruction was grassy paramo, with an annual rate of 2.45%. The analysis of fragmentation patterns determined the number of fragments in 2002 more than doubled the number of fragments present in 1976, and the same occurred for the average density index. The variation of the average proximity index among fragments showed a progressive reduction of the continuity of forested areas. Although fragment shapes have remained quite similar over the period of the study, connectivity among them has diminished by 84%. On the other hand, it emerged from our analysis that the areas of greatest probability of deforestation were those that are close to previously deforested areas; proximity to roads also significantly favored the deforestation causing a direct effect on the composition of our model communities, that in the case of forest trees is determined by the size of the fragment, and in the case of the epiphyte communities (liverworts and lichens), is determined, by the size of the fragment as well as the distance to edge. A subject under discussion is the possibility that if this tendency continues, this type of forest will disappear in a short time, and the ecological services it provides, will be seriously endangered.

Testing alternative models for the conservation of koalas in fragmented rural-urban landscapes

Predicting the various responses of different species to changes in landscape structure is a formidable challenge to landscape ecology. Based on expert knowledge and landscape ecological theory, we develop five competing a priori models for predicting the presence/absence of the Koala (Phascolarctos cinereus) in Noosa Shire, south-east Queensland (Australia). A priori predictions were nested within three levels of ecological organization: in situ (site level) habitat (< 1 ha), patch level (100 ha) and landscape level (100-1000 ha). To test the models, Koala surveys and habitat surveys (n = 245) were conducted across the habitat mosaic. After taking into account tree species preferences, the patch and landscape context, and the neighbourhood effect of adjacent present sites, we applied logistic regression and hierarchical partitioning analyses to rank the alternative models and the explanatory variables. The strongest support was for a multilevel model, with Koala presence best predicted by the proportion of the landscape occupied by high quality habitat, the neighbourhood effect, the mean nearest neighbour distance between forest patches, the density of forest patches and the density of sealed roads. When tested against independent data (n = 105) using a receiver operator characteristic curve, the multilevel model performed moderately well. The study is consistent with recent assertions that habitat loss is the major driver of population decline, however, landscape configuration and roads have an important effect that needs to be incorporated into Koala conservation strategies.

The microstructure of the foreign exchange market:the determinants of bid-ask spreads in the foreign exchange market

The purpose of this thesis is to shed more light in the FX market microstructure by examining the determinants of bid-ask spread for three currencies pairs, the US dollar/Japanese yen, the British pound/US dollar and the Euro/US dollar in different time zones. I examine the commonality in liquidity with the elaboration of FX market microstructure variables in financial centres across the world (New York, London, Tokyo) based on the quotes of three exchange rate currency pairs over a ten-year period. I use GARCH (1,1) specifications, ICSS algorithm, and vector autoregression analysis to examine the effect of trading activity, exchange rate volatility and inventory holding costs on both quoted and relative spreads. ICSS algorithm results show that intraday spread series are much less volatile compared to the intraday exchange rate series as the number of change points obtained from ICSS algorithm is considerably lower. GARCH (1,1) estimation results of daily and intraday bid-ask spreads, show that the explanatory variables work better when I use higher frequency data (intraday results) however, their explanatory power is significantly lower compared to the results based on the daily sample. This suggests that although daily spreads and intraday spreads have some common determinants there are other factors that determine the behaviour of spreads at high frequencies. VAR results show that there are some differences in the behaviour of the variables at high frequencies compared to the results from the daily sample. A shock in the number of quote revisions has more effect on the spread when short term trading intervals are considered (intra-day) compared to its own shocks. When longer trading intervals are considered (daily) then the shocks in the spread have more effect on the future spread. In other words, trading activity is more informative about the future spread when intra-day trading is considered while past spread is more informative about the future spread when daily trading is considered

Interactions between landcover pattern and geospatial processing methods:effects on landscape metrics and classification accuracy

Remote sensing data is routinely used in ecology to investigate the relationship between landscape pattern as characterised by land use and land cover maps, and ecological processes. Multiple factors related to the representation of geographic phenomenon have been shown to affect characterisation of landscape pattern resulting in spatial uncertainty. This study investigated the effect of the interaction between landscape spatial pattern and geospatial processing methods statistically; unlike most papers which consider the effect of each factor in isolation only. This is important since data used to calculate landscape metrics typically undergo a series of data abstraction processing tasks and are rarely performed in isolation. The geospatial processing methods tested were the aggregation method and the choice of pixel size used to aggregate data. These were compared to two components of landscape pattern, spatial heterogeneity and the proportion of landcover class area. The interactions and their effect on the final landcover map were described using landscape metrics to measure landscape pattern and classification accuracy (response variables). All landscape metrics and classification accuracy were shown to be affected by both landscape pattern and by processing methods. Large variability in the response of those variables and interactions between the explanatory variables were observed. However, even though interactions occurred, this only affected the magnitude of the difference in landscape metric values. Thus, provided that the same processing methods are used, landscapes should retain their ranking when their landscape metrics are compared. For example, highly fragmented landscapes will always have larger values for the landscape metric "number of patches" than less fragmented landscapes. But the magnitude of difference between the landscapes may change and therefore absolute values of landscape metrics may need to be interpreted with caution. The explanatory variables which had the largest effects were spatial heterogeneity and pixel size. These explanatory variables tended to result in large main effects and large interactions. The high variability in the response variables and the interaction of the explanatory variables indicate it would be difficult to make generalisations about the impact of processing on landscape pattern as only two processing methods were tested and it is likely that untested processing methods will potentially result in even greater spatial uncertainty. © 2013 Elsevier B.V.

Essays on firm behavior and firm performance

This dissertation comprises three individual chapters in an effort to examine different explanatory variables that affect firm performance. Chapter Two proposes an additional determinant of firm survival. Based on a detailed examination of firm survival in the British automobile industry between 1895 and 1970, we conclude that a firm's selection of submarket (defined by quality level) influenced survival. In contrast to findings for the US automobile industry, there is no evidence of first-mover advantage in the market as a whole. However, we do find evidence of first-mover advantage after conditioning on submarket choice. Chapter Three examines the effects of product line expansion on firm performance in terms of survival time. Based on a detailed examination of firm survival time in the British automobile industry between 1895 and 1970, we find that diversification exerts a positive effect on firm survival. Furthermore, our findings support the literature with respect to the impacts of submarket types, pre-entry experience, and timing of entry on firm survival time. Chapter Four examines corporate diversification in U.S. manufacturing and service firms. We develop measures of how related a firm's diverse activities are using input-output data and the NAILS classification to construct indexes of "vertical relatedness" and "complementarity". Strong relationships between these two measures are found. We utilize profitability and excess value as the measure for firm performance. Econometric analysis reveals that there is no relationship between the degree of relatedness of diversification and firm performance for the study period.

Avaliação das condicionalidades em saúde do Programa Bolsa Família

The programs of conditional cash transfer are widespread in developing countries in Latin America with emphasis on Brazil as a new paradigm in social p olicies for poverty eradication . Consist of transferring monetary funds from the government directly to poor families by fulfilling the condition alities on education and health . In health, even wi th variations between countries , conditionality targeting public pregnant women and children with a view to improving health indic ators maternoinfantil as growth , infant mortality and prenatal care. The objectives of this study are to compare the transfer progr am conditional Brazilian income , the Family and similar programs in Latin A merica in relation to it s effects on growth in children , and to evaluate the effect of Bolsa Família in the prevalence of use of services ( conditionalities ) of prenatal care in Brazilian health services whose teams joined the Programa de Acesso e Melhoria da Qualidade da Atenção Básica (PMAQ - AB) . For the first objective a systematic review , we selec ted ten articles between 1007 ( one thousand and seven ) found in the databases Embase , PubMed, Scopus , Scielo and Lilacs databases was performed . Articles are ob servational epidemiological studies of transverse descriptive and analytical types of cohort and case - co ntrol. For the second objective, for it is a prevalence study , a statistical analysis using Poisson regression with robust variance was performed to i nvestigate how the prevalence of compliance with conditionalities on health was influenced b y various explanatory variables . Ratios , crude and adjusted prevalence , with their respective confidence i ntervals of 95 % were estimated . The family joined the sch olarship program was considered as the main expo sure variable . Confounding variables were: maternal age , race / color, paid employment , marital status and region of residence . In d ata analysis software R 3.0.1 (RDevelopment Core Team 2013 ) was used . Rega rding the comparison of the Bolsa Família with other programs in Latin America , the review found similar results regarding the positive effect of income transfer in the nutritional status o f beneficiary children programs , and these effects are more evident in children under two years old and belonging to familie s of lower socioeconomic status . For the prevalence of conditionalities entres different groups of users of the Bolsa Família and nonusers results showed no statistically significant difference betwe en respondents (with children under two years ) registered and not registered in PBF on issues relating to: me et at least six prenatal visits , meet and participate in health education activities . It follows from side to increase minimum income for families in extreme poverty showed positive impact on children's health in Brazil and Latin America. The o ther is not confirmed in Brazil , an increase in conditionality expressed in use of primary care by the user s of the Bolsa Família services.

Ecological stoichiometry controls the transformation and retention of plant-derived organic matter to humus in response to nitrogen fertilisation

Carbon (C) sequestration in soils is a means for increasing soil organic carbon (SOC) stocks and is a potential tool for climate change mitigation. One recommended management practice to increase SOC stocks is nitrogen (N) fertilisation, however examples of positive, negative or null SOC effects in response to N addition exist. We evaluated the relative importance of plant molecular structure, soil physical properties and soil ecological stoichiometry in explaining the retention of SOC with and without N addition. We tracked the transformation of 13C pulse-labelled buffel grass (Cenchrus ciliaris L.), wheat (Triticum aestivum L.) and lucerne (Medicago sativa L.) material to the <53 μm silt + clay soil organic C fraction, hereafter named “humus”, over 365-days of incubation in four contrasting agricultural soils, with and without urea-N addition. We hypothesised that: a) humus retention would be soil and litter dependent; b) humus retention would be litter independent once litter C:N ratios were standardised with urea-N addition; and c) humus retention would be improved by urea-N addition. Two and three-way factorial analysis of variance indicated that 13C humus was consistently soil and litter dependent, even when litter C:N ratios were standardised, and that the effect of urea-N addition on 13C humus was also soil and litter dependent. A boosted regression analysis of the effect of 44 plant and soil explanatory variables demonstrated that soil biological and chemical properties had the greatest relative influence on 13C humus. Regression tree analyses demonstrated that the greatest gains in 13C humus occurred in soils of relatively low total organic C, dissolved organic C and microbial biomass C (MBC), or with a combination of relatively high MBC and low C:N ratio. The greatest losses in 13C humus occurred in soils with a combination of relatively high MBC and low total N or increasing C:N ratio. We conclude that soil variables involved in soil ecological stoichiometry exert a greater relative influence on incorporating organic matter as humus compared to plant molecular structure and soil physical properties. Furthermore, we conclude that the effect of N fertilisation on humus retention is dependent upon soil ecological stoichiometry.

Efeitos diretos e indiretos de parâmetros dos semivariogramas referentes aos atributos químicos do solo sobre a produtividade de grãos de soja

In order to add value to soybens crops, and hence the marketing, medium and large producers have been using precision agriculture techniques (PA), as the Remote Sensing, Geographic Information Systems (GIS) and positioning satellite, to assist the management of crops. Thus, given the economic relevance of that culture to the southwest of Paraná State and Brazil, scientific studies to increase their productivity and profitability are of main importance. The objective of this study was to evaluate the correlation between the chemical soil properties and soybean yield for each estimated parameter of semivariogram (range, nugget and level effect), and the deployment of these correlations in direct and indirect effects, aiming to improve the mapping process of spatial variability of soil chemical properties for use in PA. The hypothesis is that not all attributes of soil used to estimate the semivariogram parameters has a direct effect on productivity, and that even in groups of plants within a larger area it is possible to estimate the parameters of the semivariograms. The experiment was conducted in a commercial area of 19.7 ha, located in the city of Pato Branco - PR, central geographic coordinates 26º 11 '35 "South, 52 43' 05" West longitude, and average altitude of 780 m. The area is planted with soybeans for over 30 years, currently being adopted to cultivate Brasmax Target RR - Don Mario 5.9i, with row spacing of 0.50 m and 13 plants m-1, totaling 260,000 plants ha-1. For georeferencing of the area of study and sampling points was used a couple of topographic ProMarkTM3 receptors, making a relative positioning to obtain the georeferenced coordinates. To collect data (chemical analyzes of soil and crop yield) were sampled 10 blocks in the experimental area, each with an area of 20 m2 (20 meters long x 1 meter wide) containing two spaced adjacent rows of 0.5 m. Each block was divided into 20 portions of 1 m2, and from each were collected four subsamples at a distance of 0.5 m in relation to the lines of blocks, making up a sample depth for 0-10 cm a sample to 10-20 cm for each plot, totaling 200 samples for each depth. The soybean crop was performed on the blocks depending on maturity, and in each block was considered a bundle at each meter. In the data analysis, it was performed a diagnosis of multicollinearity, and subsequently a path analysis of the main variables according to the explanatory variables (range of chemical attributes: pH, K, P, Ca, etc.). The results obtained by the path analysis of the parameters of the semivariogram of soil chemical properties, indicated that only the Fe, Mg, Mn, organic matter (OM), P and Saturation by bases (SB) exerted direct and indirect effects on soybean productivity, although they have not presented spatial variability, indicating that the distribution of blocks in the area was unable to identify the spatial dependence of these elements, making it impossible to draw up maps of the chemical attributes for use in PA.

As rodovias e as aves de rapina nocturnas relação entre a densidade, o habitat e a mortalidade

As estradas e tráfego inerente surgem como a criação antrópica mais conspícua e penetrante na paisagem natural, sendo considerados os principais agentes causadores de fragmentação e destruição de habitats, assim como representam um obstáculo físico sem precedentes, limitando as relações directas entre os indivíduos, por diminuição da frequência de dispersão e aumento da mortalidade por atropelamento, impedindo o fluxo natural de genes e suscitando o aumento de fenómenos de inbreeding e perda de heterozigotia. Todos os impactes deletérios associados às rodovias são claramente perceptíveis em vertebrados, onde as aves de rapinas nocturnas não são excepção. Uma vez que estas rapaces beneficiam das suas bermas e orlas, como locais de poiso, nidificação ou como corredores de dispersão através da paisagem, são frequentemente vítimas de mortalidade por atropelamento em estradas, sendo esta problemática considerada actualmente uma das mais recentes e importantes formas de mortalidade não natural em rapinas nocturnas e vinculada como um dos maiores problemas de conservação que afecta este grupo. Não obstante, esse mútuo efeito de atracção/repulsa das estradas a estas rapaces, as rodovias criam uma barreira específica que limita a dinâmica, comportamento e densidade populacional das espécies residentes, reconhecendo-se que o isolamento daí resultante, pode comprometer a viabilidade populacional a longo prazo, podendo mesmo conduzir a altos riscos de extinção das populações locais devido a efeitos estocásticos. Mediante esta problemática, este trabalho debruçou-se sobre um único objectivo principal: a avaliação do impacte das rodovias e do tráfego, na densidade das aves de rapina nocturnas. Este estudo foi efectuado na região Alentejana, abrangendo uma área de cariz tipicamente mediterrânico, delimitada pelas localidades de Montemor-o-Novo, Arraiolos e Évora, sendo seccionada por 143 quilómetros de estradas, divididas em autoestrada, rodovias com elevada e reduzida densidade de tráfego. A monitorização das rapinas nocturnas foi conduzida em dois anos amostrais (2005 e 2007), tendo sido focalizada sobretudo em duas espécies de Strigiformes, a Coruja­ do-mato Strix aluco e o Mocho-galego Athene noctua, recorrendo ao uso de playbacks com reprodução de vocalizações de indivíduos conspecíficos. Foram usadas 32 variáveis explicativas integradas em três grandes grupos: variáveis de estrada, métricas da paisagem, uso do solo, tendo sido analiticamente testadas, recorrendo à aplicação de Modelos Lineares Generalizados. Os principais resultados obtidos demonstram que as variáveis de estrada, aliadas à densidade de tráfego e ruído inerente à sua circulação, são provavelmente, responsáveis por um comportamento de repulsa das espécies de aves de rapina nocturnas em estudo, apresentando estas densidades mais elevadas longe de áreas antropicamente perturbadas e, portanto, de menor qualidade que se encontram adjacentes às rodovias. Todavia a presença de habitat favorável a estas rapaces é provavelmente o descritor com maior poder estatístico no que concerne à sua distribuição e densidade, sendo os montados densos e a presença de zonas agrícolas de sequeiro, positivamente correlacionadas, respectivamente com a densidade de casais reprodutores de Coruja-do-mato e Mocho-galego. Mediante a observação dos resultados será veemente a aplicação de medidas de mitigação específicas, que fundamentalmente considerem o afastamento dos efectivos populacionais longe das estradas e tráfego, conservando e assegurando as características estruturais, requisitos e qualidade dos habitats, de modo a incrementar e garantir a viabilidade e densidade das populações, fidelizando a territorialidade e permanência destas aves nestas áreas. Adicionalmente deverá investir-se na conectividade das manchas de paisagem fragmentada pelas rodovias, criando opções de conservação estratégicas, em zonas ecologicamente mais sensíveis, que não somente minimizem o efeito de repulsa reconhecido nestas aves, mas também os níveis de mortalidade por atropelamento, tornando os ecossistemas mais funcionais para a sobrevivência destes rapaces. ABSTRACT; Roads and traffic are the most conspicuous and pervasive human creation, being the great responsible for fragmentation and habitats destruction, reducing animal movement through landscape, which implies decrease of gene flow and loss of variability that can fragmented populations, thus reducing their sizes and densities. All deleterious impacts associated with roads are clearly visible in vertebrates, where owls aren't exception, being frequent victims of road mortality, since they can use roadside habitats and edges for hunting, nesting or dispersal corridors through the landscape, being nowadays one of the most recent and important causes of non­natural mortality in owls and has been recognized as one of the largest conservation problems affecting this group. However, the attractive and avoidance effect of roads and his edges on owls creates a barrier effect that limits dynamics, behaviour and breeding density of resident species, recognizing that possible isolation, could compromise populations survival, make them more vulnerable to high risks of local extinction due to stochastic effects. Despite that, several authors suggest that owls use roads to hunt, as marginal habitats, or for navigation corridors through the landscape ln this context, the major aims of this study was to verify if there are negative effects of roads on the density of owls, considering traffic as an influencing factor. This study was conducted in Alentejo, covering a typical Mediterranean area, including three main localities Montemor-o-Novo, Évora and Arraiolos, being sectioned by 143 km of roads, including highway, roads with high traffic density, and the remaining with low traffic density. The owl census was conducted in two sampling years (2005 and 2007) and was focused mainly on Little owl Athene noctua and Tawny Owl Strix aluco species, using the playback technique, with conspecific calls. We used 32 explanatory variables, mainly included in three groups: road variables, landscape metrics and land use, having been analytically tested, with application of Generalised Linear Models. The main results show that noisy roads with high traffic density are probably the most responsible for the avoidance behaviour of owls, under the study area, showing density depression near high anthropogenic disturbed areas adjacent to roads. However, the presence of habitat quality to these birds is probably the descriptor with greater statistical power, considering its distribution and density, with the dense oak woodland and croplands and arable lands, positively correlated, respectively with Tawny owl and Little owl density. ln consequence, the great conservation effort should be done in order to keep breeding populations away from roads and traffic, ensuring the structural features, requirements and quality of its habitats in order to enhance and ensure the viability and density of owl's populations in these areas. ln addition, it is important to invest in connectivity between roadside fragmented patches, creating strategic conservation options, in sensitive areas, which minimize the avoidance effect, recognized in owls, but also road-kill levels, making ecosystems more functional to survival of these top predators.

Flowers of Gomphrena globosa L. as an alternatve source of betacyanins: optimization of the extraction using response surface methodology

Betacyanins are betalain pigments that display a red-violet colour which have been reported to be three times stronger than the red-violet dye produced by anthocyanins [1]. The applications of betacyanins cover a wide range of matrices, mainly as additives or ingredients in the food industry, cosmetics, pharmaceuticals and livestock feed. Although, being less commonly used than anthocyanins and carotenoids, betacyanins are stable between pH 3 to 7 and suitable for colouring in low acid matrices. In addition, betacyanins have been reported to display interesting medicinal character as powerful antioxidant and chemopreventive compounds either in vitro or in vivo models [2]. Betacyanins are obtained mainly from the red beet of Beta vulgaris plant (between I 0 to 20 mg per I 00 g pulp) but alternative primary sources are needed [3]. In addition, independently of the source used, the effect of the variables that affect the extraction of betacyanins have not been properly described and quantified. Therefore, the aim of this study was to identifY and optimize the conditions that maximize betacyanins extraction using the tepals of Gomphrena globosa L. flowers as an alternative source. Assisted by the statistical technique of response surface methodology, an experimental design was developed for testing the significant explanatory variables of the extraction (time, temperature, solid-liquid ratio and ethanolwater ratio). The identification was performed using high-performance liquid chromatography coupled with a photodiode array detector and mass spectrometry with electron spray ionization (HPLC-PDAMS/ ESI) and the response was measured by the quantification of these compounds using HPLC-PDA. Afterwards, a response surface analysis was performed to evaluate the results. The major betacyanin compounds identified were gomphrenin 11 and Ill and isogomphrenin IJ and Ill. The highest total betacyanins content was obtained by using the following conditions: 45 min of extraction. time, 35•c, 35 g/L of solid-liquid ratio and 25% of ethanol. These values would not be found without optimizing the conditions of the betacyanins extraction, which moreover showed contrary trends to what it has been described in the scientific bibliography. More specifically, concerning the time and temperature variables, an increase of both values (from the common ones used in the bibliography) showed a considerable improvement on the betacyanins extraction yield without displaying any type of degradation patterns.

El ser y el tener de los habitantes de la ciudad de Medellín como determinantes de la satisfacción con la vida

El presente estudio tiene como objetivo encontrar y analizar los efectos causales de diversos factores socioeconómicos y demográficos en la satisfacción con la vida de los hogares de Medellín. Para ello, se estima un modelo logístico, categorizando en dos grupos las variables explicativas: los aspectos inherentes al ser y las características relacionadas al tener. Los principales resultados sugieren que estar soltero en relación con otro estado civil tiene un efecto negativo en el bienestar subjetivo, así como el hecho de ser afrodescendiente con respecto a otro grupo étnico. Por el lado del tener, cabe resaltar que mayores niveles de educación y estratos socioeconómicos más altos incrementan el bienestar subjetivo. Se concluye que tanto las características del ser como las del tener son fundamentales para explicar la satisfacción con la vida, y por tanto, para la toma de decisiones de política pública.