Modelo de computación conexionista inspirado en las redes de procesadores evolutivos y su aprendizaje

La informática teórica es una disciplina básica ya que la mayoría de los avances en informática se sustentan en un sólido resultado de esa materia. En los últimos a~nos debido tanto al incremento de la potencia de los ordenadores, como a la cercanía del límite físico en la miniaturización de los componentes electrónicos, resurge el interés por modelos formales de computación alternativos a la arquitectura clásica de von Neumann. Muchos de estos modelos se inspiran en la forma en la que la naturaleza resuelve eficientemente problemas muy complejos. La mayoría son computacionalmente completos e intrínsecamente paralelos. Por este motivo se les está llegando a considerar como nuevos paradigmas de computación (computación natural). Se dispone, por tanto, de un abanico de arquitecturas abstractas tan potentes como los computadores convencionales y, a veces, más eficientes: alguna de ellas mejora el rendimiento, al menos temporal, de problemas NPcompletos proporcionando costes no exponenciales. La representación formal de las redes de procesadores evolutivos requiere de construcciones, tanto independientes, como dependientes del contexto, dicho de otro modo, en general una representación formal completa de un NEP implica restricciones, tanto sintácticas, como semánticas, es decir, que muchas representaciones aparentemente (sintácticamente) correctas de casos particulares de estos dispositivos no tendrían sentido porque podrían no cumplir otras restricciones semánticas. La aplicación de evolución gramatical semántica a los NEPs pasa por la elección de un subconjunto de ellos entre los que buscar los que solucionen un problema concreto. En este trabajo se ha realizado un estudio sobre un modelo inspirado en la biología celular denominado redes de procesadores evolutivos [55, 53], esto es, redes cuyos nodos son procesadores muy simples capaces de realizar únicamente un tipo de mutación puntual (inserción, borrado o sustitución de un símbolo). Estos nodos están asociados con un filtro que está definido por alguna condición de contexto aleatorio o de pertenencia. Las redes están formadas a lo sumo de seis nodos y, teniendo los filtros definidos por una pertenencia a lenguajes regulares, son capaces de generar todos los lenguajes enumerables recursivos independientemente del grafo subyacente. Este resultado no es sorprendente ya que semejantes resultados han sido documentados en la literatura. Si se consideran redes con nodos y filtros definidos por contextos aleatorios {que parecen estar más cerca a las implementaciones biológicas{ entonces se pueden generar lenguajes más complejos como los lenguajes no independientes del contexto. Sin embargo, estos mecanismos tan simples son capaces de resolver problemas complejos en tiempo polinomial. Se ha presentado una solución lineal para un problema NP-completo, el problema de los 3-colores. Como primer aporte significativo se ha propuesto una nueva dinámica de las redes de procesadores evolutivos con un comportamiento no determinista y masivamente paralelo [55], y por tanto todo el trabajo de investigación en el área de la redes de procesadores se puede trasladar a las redes masivamente paralelas. Por ejemplo, las redes masivamente paralelas se pueden modificar de acuerdo a determinadas reglas para mover los filtros hacia las conexiones. Cada conexión se ve como un canal bidireccional de manera que los filtros de entrada y salida coinciden. A pesar de esto, estas redes son computacionalmente completas. Se pueden también implementar otro tipo de reglas para extender este modelo computacional. Se reemplazan las mutaciones puntuales asociadas a cada nodo por la operación de splicing. Este nuevo tipo de procesador se denomina procesador splicing. Este modelo computacional de Red de procesadores con splicing ANSP es semejante en cierto modo a los sistemas distribuidos en tubos de ensayo basados en splicing. Además, se ha definido un nuevo modelo [56] {Redes de procesadores evolutivos con filtros en las conexiones{ , en el cual los procesadores tan solo tienen reglas y los filtros se han trasladado a las conexiones. Dicho modelo es equivalente, bajo determinadas circunstancias, a las redes de procesadores evolutivos clásicas. Sin dichas restricciones el modelo propuesto es un superconjunto de los NEPs clásicos. La principal ventaja de mover los filtros a las conexiones radica en la simplicidad de la modelización. Otras aportaciones de este trabajo ha sido el dise~no de un simulador en Java [54, 52] para las redes de procesadores evolutivos propuestas en esta Tesis. Sobre el término "procesador evolutivo" empleado en esta Tesis, el proceso computacional descrito aquí no es exactamente un proceso evolutivo en el sentido Darwiniano. Pero las operaciones de reescritura que se han considerado pueden interpretarse como mutaciones y los procesos de filtrado se podrían ver como procesos de selección. Además, este trabajo no abarca la posible implementación biológica de estas redes, a pesar de ser de gran importancia. A lo largo de esta tesis se ha tomado como definición de la medida de complejidad para los ANSP, una que denotaremos como tama~no (considerando tama~no como el número de nodos del grafo subyacente). Se ha mostrado que cualquier lenguaje enumerable recursivo L puede ser aceptado por un ANSP en el cual el número de procesadores está linealmente acotado por la cardinalidad del alfabeto de la cinta de una máquina de Turing que reconoce dicho lenguaje L. Siguiendo el concepto de ANSP universales introducido por Manea [65], se ha demostrado que un ANSP con una estructura de grafo fija puede aceptar cualquier lenguaje enumerable recursivo. Un ANSP se puede considerar como un ente capaz de resolver problemas, además de tener otra propiedad relevante desde el punto de vista práctico: Se puede definir un ANSP universal como una subred, donde solo una cantidad limitada de parámetros es dependiente del lenguaje. La anterior característica se puede interpretar como un método para resolver cualquier problema NP en tiempo polinomial empleando un ANSP de tama~no constante, concretamente treinta y uno. Esto significa que la solución de cualquier problema NP es uniforme en el sentido de que la red, exceptuando la subred universal, se puede ver como un programa; adaptándolo a la instancia del problema a resolver, se escogerín los filtros y las reglas que no pertenecen a la subred universal. Un problema interesante desde nuestro punto de vista es el que hace referencia a como elegir el tama~no optimo de esta red.---ABSTRACT---This thesis deals with the recent research works in the area of Natural Computing {bio-inspired models{, more precisely Networks of Evolutionary Processors first developed by Victor Mitrana and they are based on P Systems whose father is Georghe Paun. In these models, they are a set of processors connected in an underlying undirected graph, such processors have an object multiset (strings) and a set of rules, named evolution rules, that transform objects inside processors[55, 53],. These objects can be sent/received using graph connections provided they accomplish constraints defined at input and output filters processors have. This symbolic model, non deterministic one (processors are not synchronized) and massive parallel one[55] (all rules can be applied in one computational step) has some important properties regarding solution of NP-problems in lineal time and of course, lineal resources. There are a great number of variants such as hybrid networks, splicing processors, etc. that provide the model a computational power equivalent to Turing machines. The origin of networks of evolutionary processors (NEP for short) is a basic architecture for parallel and distributed symbolic processing, related to the Connection Machine as well as the Logic Flow paradigm, which consists of several processors, each of them being placed in a node of a virtual complete graph, which are able to handle data associated with the respective node. All the nodes send simultaneously their data and the receiving nodes handle also simultaneously all the arriving messages, according to some strategies. In a series of papers one considers that each node may be viewed as a cell having genetic information encoded in DNA sequences which may evolve by local evolutionary events, that is point mutations. Each node is specialized just for one of these evolutionary operations. Furthermore, the data in each node is organized in the form of multisets of words (each word appears in an arbitrarily large number of copies), and all the copies are processed in parallel such that all the possible events that can take place do actually take place. Obviously, the computational process just described is not exactly an evolutionary process in the Darwinian sense. But the rewriting operations we have considered might be interpreted as mutations and the filtering process might be viewed as a selection process. Recombination is missing but it was asserted that evolutionary and functional relationships between genes can be captured by taking only local mutations into consideration. It is clear that filters associated with each node allow a strong control of the computation. Indeed, every node has an input and output filter; two nodes can exchange data if it passes the output filter of the sender and the input filter of the receiver. Moreover, if some data is sent out by some node and not able to enter any node, then it is lost. In this paper we simplify the ANSP model considered in by moving the filters from the nodes to the edges. Each edge is viewed as a two-way channel such that the input and output filters coincide. Clearly, the possibility of controlling the computation in such networks seems to be diminished. For instance, there is no possibility to loose data during the communication steps. In spite of this and of the fact that splicing is not a powerful operation (remember that splicing systems generates only regular languages) we prove here that these devices are computationally complete. As a consequence, we propose characterizations of two complexity classes, namely NP and PSPACE, in terms of accepting networks of restricted splicing processors with filtered connections. We proposed a uniform linear time solution to SAT based on ANSPFCs with linearly bounded resources. This solution should be understood correctly: we do not solve SAT in linear time and space. Since any word and auxiliary word appears in an arbitrarily large number of copies, one can generate in linear time, by parallelism and communication, an exponential number of words each of them having an exponential number of copies. However, this does not seem to be a major drawback since by PCR (Polymerase Chain Reaction) one can generate an exponential number of identical DNA molecules in a linear number of reactions. It is worth mentioning that the ANSPFC constructed above remains unchanged for any instance with the same number of variables. Therefore, the solution is uniform in the sense that the network, excepting the input and output nodes, may be viewed as a program according to the number of variables, we choose the filters, the splicing words and the rules, then we assign all possible values to the variables, and compute the formula.We proved that ANSP are computationally complete. Do the ANSPFC remain still computationally complete? If this is not the case, what other problems can be eficiently solved by these ANSPFCs? Moreover, the complexity class NP is exactly the class of all languages decided by ANSP in polynomial time. Can NP be characterized in a similar way with ANSPFCs?

Filamentary microstructure and linear temperature dependence of normal state transport in optimized high temperature superconductors

A filamentary model of “metallic” conduction in layered high temperature superconductive cuprates explains the concurrence of normal state resistivities (Hall mobilities) linear in T (T−2) with optimized superconductivity. The model predicts the lowest temperature T0 for which linearity holds and it also predicts the maximum superconductive transition temperature Tc. The theory abandons the effective medium approximation that includes Fermi liquid as well as all other nonpercolative models in favor of countable smart basis states.

Inputs to directionally selective simple cells in macaque striate cortex

It is clear that the initial analysis of visual motion takes place in the striate cortex, where directionally selective cells are found that respond to local motion in one direction but not in the opposite direction. Widely accepted motion models postulate as inputs to directional units two or more cells whose spatio-temporal receptive fields (RFs) are approximately 90° out of phase (quadrature) in space and in time. Simple cells in macaque striate cortex differ in their spatial phases, but evidence is lacking for the varying time delays required for two inputs to be in temporal quadrature. We examined the space-time RF structure of cells in macaque striate cortex and found two subpopulations of (nondirectional) simple cells, some that show strongly biphasic temporal responses, and others that are weakly biphasic if at all. The temporal impulse responses of these two classes of cells are very close to 90° apart, with the strongly biphasic cells having a shorter latency than the weakly biphasic cells. A principal component analysis of the spatio-temporal RFs of directionally selective simple cells shows that their RFs could be produced by a linear combination of two components; these two components correspond closely in their respective latencies and biphasic characters to those of strongly biphasic and weakly biphasic nondirectional simple cells, respectively. This finding suggests that the motion system might acquire the requisite temporal quadrature by combining inputs from these two classes of nondirectional cells (or from their respective lateral geniculate inputs, which appear to be from magno and parvo lateral geniculate cells, respectively).

Impact of artifact correction methods on R-R interbeat signals to quantifying heart rate variability (HRV) according to linear and nonlinear methods.

In the analysis of heart rate variability (HRV) are used temporal series that contains the distances between successive heartbeats in order to assess autonomic regulation of the cardiovascular system. These series are obtained from the electrocardiogram (ECG) signal analysis, which can be affected by different types of artifacts leading to incorrect interpretations in the analysis of the HRV signals. Classic approach to deal with these artifacts implies the use of correction methods, some of them based on interpolation, substitution or statistical techniques. However, there are few studies that shows the accuracy and performance of these correction methods on real HRV signals. This study aims to determine the performance of some linear and non-linear correction methods on HRV signals with induced artefacts by quantification of its linear and nonlinear HRV parameters. As part of the methodology, ECG signals of rats measured using the technique of telemetry were used to generate real heart rate variability signals without any error. In these series were simulated missing points (beats) in different quantities in order to emulate a real experimental situation as accurately as possible. In order to compare recovering efficiency, deletion (DEL), linear interpolation (LI), cubic spline interpolation (CI), moving average window (MAW) and nonlinear predictive interpolation (NPI) were used as correction methods for the series with induced artifacts. The accuracy of each correction method was known through the results obtained after the measurement of the mean value of the series (AVNN), standard deviation (SDNN), root mean square error of the differences between successive heartbeats (RMSSD), Lomb\'s periodogram (LSP), Detrended Fluctuation Analysis (DFA), multiscale entropy (MSE) and symbolic dynamics (SD) on each HRV signal with and without artifacts. The results show that, at low levels of missing points the performance of all correction techniques are very similar with very close values for each HRV parameter. However, at higher levels of losses only the NPI method allows to obtain HRV parameters with low error values and low quantity of significant differences in comparison to the values calculated for the same signals without the presence of missing points.

Applying semantic knowledge to the automatic processing of temporal expressions and events in natural language

This paper addresses the problem of the automatic recognition and classification of temporal expressions and events in human language. Efficacy in these tasks is crucial if the broader task of temporal information processing is to be successfully performed. We analyze whether the application of semantic knowledge to these tasks improves the performance of current approaches. We therefore present and evaluate a data-driven approach as part of a system: TIPSem. Our approach uses lexical semantics and semantic roles as additional information to extend classical approaches which are principally based on morphosyntax. The results obtained for English show that semantic knowledge aids in temporal expression and event recognition, achieving an error reduction of 59% and 21%, while in classification the contribution is limited. From the analysis of the results it may be concluded that the application of semantic knowledge leads to more general models and aids in the recognition of temporal entities that are ambiguous at shallower language analysis levels. We also discovered that lexical semantics and semantic roles have complementary advantages, and that it is useful to combine them. Finally, we carried out the same analysis for Spanish. The results obtained show comparable advantages. This supports the hypothesis that applying the proposed semantic knowledge may be useful for different languages.

Transferability of Regional Permafrost Disturbance Susceptibility Modelling Using Generalized Linear and Generalized Additive Models

To effectively assess and mitigate risk of permafrost disturbance, disturbance-p rone areas can be predicted through the application of susceptibility models. In this study we developed regional susceptibility models for permafrost disturbances using a field disturbance inventory to test the transferability of the model to a broader region in the Canadian High Arctic. Resulting maps of susceptibility were then used to explore the effect of terrain variables on the occurrence of disturbances within this region. To account for a large range of landscape charac- teristics, the model was calibrated using two locations: Sabine Peninsula, Melville Island, NU, and Fosheim Pen- insula, Ellesmere Island, NU. Spatial patterns of disturbance were predicted with a generalized linear model (GLM) and generalized additive model (GAM), each calibrated using disturbed and randomized undisturbed lo- cations from both locations and GIS-derived terrain predictor variables including slope, potential incoming solar radiation, wetness index, topographic position index, elevation, and distance to water. Each model was validated for the Sabine and Fosheim Peninsulas using independent data sets while the transferability of the model to an independent site was assessed at Cape Bounty, Melville Island, NU. The regional GLM and GAM validated well for both calibration sites (Sabine and Fosheim) with the area under the receiver operating curves (AUROC) N 0.79. Both models were applied directly to Cape Bounty without calibration and validated equally with AUROC's of 0.76; however, each model predicted disturbed and undisturbed samples differently. Addition- ally, the sensitivity of the transferred model was assessed using data sets with different sample sizes. Results in- dicated that models based on larger sample sizes transferred more consistently and captured the variability within the terrain attributes in the respective study areas. Terrain attributes associated with the initiation of dis- turbances were similar regardless of the location. Disturbances commonly occurred on slopes between 4 and 15°, below Holocene marine limit, and in areas with low potential incoming solar radiation

Sur les tests lisses d'ajustement dans le context des series chronologiques

La plupart des modèles en statistique classique repose sur une hypothèse sur la distribution des données ou sur une distribution sous-jacente aux données. La validité de cette hypothèse permet de faire de l’inférence, de construire des intervalles de confiance ou encore de tester la fiabilité du modèle. La problématique des tests d’ajustement vise à s’assurer de la conformité ou de la cohérence de l’hypothèse avec les données disponibles. Dans la présente thèse, nous proposons des tests d’ajustement à la loi normale dans le cadre des séries chronologiques univariées et vectorielles. Nous nous sommes limités à une classe de séries chronologiques linéaires, à savoir les modèles autorégressifs à moyenne mobile (ARMA ou VARMA dans le cas vectoriel). Dans un premier temps, au cas univarié, nous proposons une généralisation du travail de Ducharme et Lafaye de Micheaux (2004) dans le cas où la moyenne est inconnue et estimée. Nous avons estimé les paramètres par une méthode rarement utilisée dans la littérature et pourtant asymptotiquement efficace. En effet, nous avons rigoureusement montré que l’estimateur proposé par Brockwell et Davis (1991, section 10.8) converge presque sûrement vers la vraie valeur inconnue du paramètre. De plus, nous fournissons une preuve rigoureuse de l’inversibilité de la matrice des variances et des covariances de la statistique de test à partir de certaines propriétés d’algèbre linéaire. Le résultat s’applique aussi au cas où la moyenne est supposée connue et égale à zéro. Enfin, nous proposons une méthode de sélection de la dimension de la famille d’alternatives de type AIC, et nous étudions les propriétés asymptotiques de cette méthode. L’outil proposé ici est basé sur une famille spécifique de polynômes orthogonaux, à savoir les polynômes de Legendre. Dans un second temps, dans le cas vectoriel, nous proposons un test d’ajustement pour les modèles autorégressifs à moyenne mobile avec une paramétrisation structurée. La paramétrisation structurée permet de réduire le nombre élevé de paramètres dans ces modèles ou encore de tenir compte de certaines contraintes particulières. Ce projet inclut le cas standard d’absence de paramétrisation. Le test que nous proposons s’applique à une famille quelconque de fonctions orthogonales. Nous illustrons cela dans le cas particulier des polynômes de Legendre et d’Hermite. Dans le cas particulier des polynômes d’Hermite, nous montrons que le test obtenu est invariant aux transformations affines et qu’il est en fait une généralisation de nombreux tests existants dans la littérature. Ce projet peut être vu comme une généralisation du premier dans trois directions, notamment le passage de l’univarié au multivarié ; le choix d’une famille quelconque de fonctions orthogonales ; et enfin la possibilité de spécifier des relations ou des contraintes dans la formulation VARMA. Nous avons procédé dans chacun des projets à une étude de simulation afin d’évaluer le niveau et la puissance des tests proposés ainsi que de les comparer aux tests existants. De plus des applications aux données réelles sont fournies. Nous avons appliqué les tests à la prévision de la température moyenne annuelle du globe terrestre (univarié), ainsi qu’aux données relatives au marché du travail canadien (bivarié). Ces travaux ont été exposés à plusieurs congrès (voir par exemple Tagne, Duchesne et Lafaye de Micheaux (2013a, 2013b, 2014) pour plus de détails). Un article basé sur le premier projet est également soumis dans une revue avec comité de lecture (Voir Duchesne, Lafaye de Micheaux et Tagne (2016)).

Sur les tests lisses d'ajustement dans le context des series chronologiques

La plupart des modèles en statistique classique repose sur une hypothèse sur la distribution des données ou sur une distribution sous-jacente aux données. La validité de cette hypothèse permet de faire de l’inférence, de construire des intervalles de confiance ou encore de tester la fiabilité du modèle. La problématique des tests d’ajustement vise à s’assurer de la conformité ou de la cohérence de l’hypothèse avec les données disponibles. Dans la présente thèse, nous proposons des tests d’ajustement à la loi normale dans le cadre des séries chronologiques univariées et vectorielles. Nous nous sommes limités à une classe de séries chronologiques linéaires, à savoir les modèles autorégressifs à moyenne mobile (ARMA ou VARMA dans le cas vectoriel). Dans un premier temps, au cas univarié, nous proposons une généralisation du travail de Ducharme et Lafaye de Micheaux (2004) dans le cas où la moyenne est inconnue et estimée. Nous avons estimé les paramètres par une méthode rarement utilisée dans la littérature et pourtant asymptotiquement efficace. En effet, nous avons rigoureusement montré que l’estimateur proposé par Brockwell et Davis (1991, section 10.8) converge presque sûrement vers la vraie valeur inconnue du paramètre. De plus, nous fournissons une preuve rigoureuse de l’inversibilité de la matrice des variances et des covariances de la statistique de test à partir de certaines propriétés d’algèbre linéaire. Le résultat s’applique aussi au cas où la moyenne est supposée connue et égale à zéro. Enfin, nous proposons une méthode de sélection de la dimension de la famille d’alternatives de type AIC, et nous étudions les propriétés asymptotiques de cette méthode. L’outil proposé ici est basé sur une famille spécifique de polynômes orthogonaux, à savoir les polynômes de Legendre. Dans un second temps, dans le cas vectoriel, nous proposons un test d’ajustement pour les modèles autorégressifs à moyenne mobile avec une paramétrisation structurée. La paramétrisation structurée permet de réduire le nombre élevé de paramètres dans ces modèles ou encore de tenir compte de certaines contraintes particulières. Ce projet inclut le cas standard d’absence de paramétrisation. Le test que nous proposons s’applique à une famille quelconque de fonctions orthogonales. Nous illustrons cela dans le cas particulier des polynômes de Legendre et d’Hermite. Dans le cas particulier des polynômes d’Hermite, nous montrons que le test obtenu est invariant aux transformations affines et qu’il est en fait une généralisation de nombreux tests existants dans la littérature. Ce projet peut être vu comme une généralisation du premier dans trois directions, notamment le passage de l’univarié au multivarié ; le choix d’une famille quelconque de fonctions orthogonales ; et enfin la possibilité de spécifier des relations ou des contraintes dans la formulation VARMA. Nous avons procédé dans chacun des projets à une étude de simulation afin d’évaluer le niveau et la puissance des tests proposés ainsi que de les comparer aux tests existants. De plus des applications aux données réelles sont fournies. Nous avons appliqué les tests à la prévision de la température moyenne annuelle du globe terrestre (univarié), ainsi qu’aux données relatives au marché du travail canadien (bivarié). Ces travaux ont été exposés à plusieurs congrès (voir par exemple Tagne, Duchesne et Lafaye de Micheaux (2013a, 2013b, 2014) pour plus de détails). Un article basé sur le premier projet est également soumis dans une revue avec comité de lecture (Voir Duchesne, Lafaye de Micheaux et Tagne (2016)).

Age models and sedimentation rates of sites in the tropical Atlantic

Late Pleistocene signals of calcium carbonate, organic carbon, and opaline silica concentration and accumulation are documented in a series of cores from a zonal/meridional/depth transect in the equatorial Atlantic Ocean to reconstruct the regional sedimentary history. Spectral analysis reveals that maxima and minima in biogenous sedimentation occur with glacial-interglacial cyclicity as a function of both (1) primary production at the sea surface modulated by orbitally forced variation in trade wind zonality and (2) destruction at the seafloor by variation in the chemical character of advected intermediate and deep water from high latitudes modulated by high-latitude ice volume. From these results a pattern emerges in which the relative proportion of signal variance from the productivity signal centered on the precessional (23 kyr) band decreases while that of the destruction signal centered on the obliquity (41 kyr) and eccentricity (100 kyr) periods increases below ~3600-m ocean depth.

Coral reefs in a century of rapid environmental change

Coral reefs are the most diverse marine ecosystem and embrace possibly millions of plant, animal and protist species. Mutualistic symbioses are a fundamental feature of coral reefs that have been used to explain their structure, biodiversity and existence. Complex inter-relationships between hosts, habitats and symbionts belie closely coupled nutrient and community dynamics that create the circumstances for something from nothing (or the oasis in a nutrient desert). The flip side of these dynamics is a close dependency between species, which results in a series of non-linear relationships as conditions change. These responses are being highlighted as anthropogenic influences increase across the world's tropical and subtropical coastlines. Caribbean as well as Indo-Pacific coral populations are now in a serious decline in many parts of the world. This has resulted in a significant reorganization of how coral reef ecosystems function. Among the spectra of changes brought about by humans is rapid climate change. Mass coral bleaching - the loss of the dinoflagellate symbionts from reef-building corals - and mortality has affected the world's coral reefs with increasing frequency and intensity since the late 1970s. Mass bleaching events, which often cover thousands of square kilometres of coral reefs, are triggered by small increases (+1-3degreesC) in water temperature. These increases in sea temperature are often seen during warm phase weather conditions (e.g. ENSO) and are increasing in size and magnitude. The loss of living coral cover (e.g. 16% globally in 1998, an exceptionally warm year) is resulting in an as yet unspecified reduction in the abundance of a myriad of other species. Projections from general circulation models (GCM) used to project changes in global temperature indicate that conditions even under the mildest greenhouse gas emission scenarios may exceed the thermal tolerances of most reef-building coral communities. Research must now explore key issues such as the extent to which the thermal tolerances of corals and their symbionts are dynamic if bleaching and disease are linked; how the loss of high densities of reef-building coral will affect other dependent species; and, how the loss of coral populations will affect the millions of people globally who depend on coral reefs for their daily survival.

Are there non-linearities in short-term interest rates?

The present paper investigates the characteristics of short-term interest rates in several countries. We examine the importance of nonlinearities in the mean reversion and volatility of short-term interest rates. We examine various models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate.We find that different markets require different models. In particular, we find evidence of nonlinear mean reversion in some of the countries that we examine, linear mean reversion in others and no mean reversion in some countries. For all countries we examine, there is strong evidence of the need for the volatility of interest rate changes to be highly sensitive to the level of the short-term interest rate. Out-of-sample forecasting performance of one-factor short rate models is poor, stemming from the inability of the models to accommodate jumps and discontinuities in the time series data.

Equivalence of the Peleg, Pilosof and Singh-Kulshrestha models for water absorption in food

The similarity between the Peleg, Pilosof –Boquet–Batholomai and Singh–Kulshrestha models was investigated using the hydration behaviours of whey protein concentrate, wheat starch and whey protein isolate at 30 °C in 100% relative humidity. The three models were shown to be mathematically the same within experimental variations, and they yielded parameters that are related. The models, in their linear and original forms, were suitable (r2 > 0.98) in describing the sorption behaviours of the samples, and are sensitive to the length of the sorption segment used in the computation. The whey proteins absorbed more moisture than the wheat starch, and the isolate exhibited a higher sorptive ability than the concentrate.

An upper bound on the Bayesian error bars for generalized linear regression

In the Bayesian framework, predictions for a regression problem are expressed in terms of a distribution of output values. The mode of this distribution corresponds to the most probable output, while the uncertainty associated with the predictions can conveniently be expressed in terms of error bars. In this paper we consider the evaluation of error bars in the context of the class of generalized linear regression models. We provide insights into the dependence of the error bars on the location of the data points and we derive an upper bound on the true error bars in terms of the contributions from individual data points which are themselves easily evaluated.

Time delay estimation with hidden Markov models

Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models to identify the lag (or delay) between different variables for such data. Adopting an information-theoretic approach, we develop a procedure for training HMMs to maximise the mutual information (MMI) between delayed time series. The method is used to model the oil drilling process. We show that cross-correlation gives no information and that the MMI approach outperforms maximum likelihood.

A comparison of linear forecasting models and neural networks:an application to Euro inflation and Euro Divisia

Linear models reach their limitations in applications with nonlinearities in the data. In this paper new empirical evidence is provided on the relative Euro inflation forecasting performance of linear and non-linear models. The well established and widely used univariate ARIMA and multivariate VAR models are used as linear forecasting models whereas neural networks (NN) are used as non-linear forecasting models. It is endeavoured to keep the level of subjectivity in the NN building process to a minimum in an attempt to exploit the full potentials of the NN. It is also investigated whether the historically poor performance of the theoretically superior measure of the monetary services flow, Divisia, relative to the traditional Simple Sum measure could be attributed to a certain extent to the evaluation of these indices within a linear framework. Results obtained suggest that non-linear models provide better within-sample and out-of-sample forecasts and linear models are simply a subset of them. The Divisia index also outperforms the Simple Sum index when evaluated in a non-linear framework. © 2005 Taylor & Francis Group Ltd.